inner parallel set

Feasible rounding approaches and diving strategies in branch-and-bound methods for mixed-integer optimization

  • Christoph Neumann
  • Stefan Schwarze
  • Oliver Stein
  • Benjamin Müller
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming Tags , , , , ,

    In this paper, we study the behavior of feasible rounding approaches for mixed-integer linear and nonlinear optimization problems (MILP and MINLP, respectively) when integrated into tree search of branch-and-bound. Our research addresses two important aspects. First, we develop insights into how an (enlarged) inner parallel set, which is the main component for feasible rounding approaches, … Read more

    Feasible rounding approaches for equality constrained mixed-integer optimization problems

  • Christoph Neumann
  • Oliver Stein
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming Tags , , , ,

    A feasible rounding approach is a novel technique to compute good feasible points for mixed-integer optimization problems. The central idea of this approach is the construction of a continuously described inner parallel set for which any rounding of any of its elements is feasible in the original mixed-integer problem. It is known that this approach … Read more

    Generating feasible points for mixed-integer convex optimization problems by inner parallel cuts

  • Christoph Neumann
  • Oliver Stein
    • Categories (Mixed) Integer Nonlinear Programming, Cutting Plane Approaches Tags , , ,

    In this article we introduce an inner parallel cutting plane method (IPCP) to compute good feasible points along with valid cutting planes for mixed-integer convex optimization problems. The method iteratively generates polyhedral outer approximations of an enlarged inner parallel set (EIPS) of the continuously relaxed feasible set. This EIPS possesses the crucial property that any … Read more