Implementing Automatic Benders Decomposition in a Modern MIP Solver

We describe the automatic Benders decomposition implemented in the commercial solver IBM CPLEX. We propose several improvements to the state-of-the-art along two lines: making a numerically robust method able to deal with the general case and improving the efficiency of the method on models amenable to decomposition. For the former, we deal with: unboundedness, failures … Read more

Scoring positive semidefinite cutting planes for quadratic optimization via trained neural networks

Semidefinite programming relaxations complement polyhedral relaxations for quadratic optimization, but global optimization solvers built on polyhedral relaxations cannot fully exploit this advantage. This paper develops linear outer-approximations of semidefinite constraints that can be effectively integrated into global solvers. The difference from previous work is that our proposed cuts are (i) sparser with respect to the … Read more

A Time Bucket Formulation for the TSP with Time Windows

The Traveling Salesman Problem with Time Windows (TSPTW) is the problem of finding a minimum-cost path visiting a set of cities exactly once, where each city must be visited within a given time window. We present an extended formulation for the problem based on partitioning the time windows into sub-windows, which we call “buckets”. We … Read more