mixed integer problem

MIP-DD: Delta Debugging for Mixed Integer Programming Solvers

  • Alexander Hoen
  • Dominik Kamp
  • Ambros Gleixner
    • Categories (Mixed) Integer Linear Programming, Integer Programming Tags ,

    The recent performance improvements in mixed-integer programming (MIP) have been accompanied by a significantly increased complexity of the codes of MIP solvers, which poses challenges in fixing implementation errors. In this paper, we introduce MIP-DD, a solver-independent tool, which to the best of our knowledge is the first open-source delta debugger for MIP. Delta debugging … Read more

    On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem

  • Andrey Kibzun
  • Vladimir I. Norkin
  • Andrey Naumov
    • Categories (Mixed) Integer Nonlinear Programming, Finance and Economics, Stochastic Programming Tags , , , , ,

    We suggest a method for equivalent transformation of a quantile optimization problem with discrete distribution of random parameters to mixed integer programming problems. The number of additional integer (in fact boolean) variables in the equivalent problems equals to the number of possible scenarios for random data. The obtained mixed integer problems are solved by standard … Read more