期刊
MATHEMATICAL PROGRAMMING COMPUTATION
卷 5, 期 3, 页码 305-344出版社
SPRINGER HEIDELBERG
DOI: 10.1007/s12532-013-0055-6
关键词
Mixed integer programming; Branch-and-bound; Exact computation
类别
资金
- NSF [CMMI-0726370]
- ONR [N00014-12-1-0030]
- DFG Priority Program 1307 Algorithm Engineering
We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the Miplib and Mittelmann libraries and for a new collection of numerically difficult instances.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据