The SCIP Optimization Suite 9.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming (CIP) framework SCIP. This report discusses the enhancements and extensions included in the SCIP Optimization Suite 9.0. The updates in SCIP 9.0 include improved symmetry handling, additions and improvements of nonlinear handlers and primal heuristics, a … Read more

Parallel Dual Dynamic Integer Programming for Large-Scale Hydrothermal Unit-Commitment

Unit commitment has been at the center of power system operation for well over 50 years. Yet, this problem cannot be considered solved due to its size and complexity. Today, operators rely on off-the-shelf optimization solvers to tackle this challenging problem, and often resort to simplifications to make the problem more tractable and solvable in … Read more

The SCIP Optimization Suite 8.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type … Read more

The SCIP Optimization Suite 7.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies … Read more

The SCIP Optimization Suite 6.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion … Read more

MSEA.jl: A Multi-Stage Exact Algorithm for Bi-objective Pure Integer Linear Programming in Julia

We present a new exact method for bi-objective pure integer linear programming, the so-called Multi-Stage Exact Algorithm (MSEA). The method combines several existing exact and approximate algorithms in the literature to compute the entire nondominated frontier of any bi-objective pure integer linear program. Each algorithm available in MSEA has multiple versions in the literature. Hence, … Read more

The SCIP Optimization Suite 5.0

This article describes new features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite. In its central component, the constraint integer programming solver SCIP, remarkable performance improvements have been achieved for solving mixed-integer linear and nonlinear programs. On MIPs, SCIP 5.0 is about 41 % faster than SCIP 4.0 and over … Read more

FPBH.jl: A Feasibility Pump Based Heuristic for Multi-objective Mixed Integer Linear Programming in Julia

Feasibility pump is one of the successful heuristic solution approaches developed almost a decade ago for computing high-quality feasible solutions of single-objective integer linear programs, and it is implemented in exact commercial solvers such as CPLEX and Gurobi. In this study, we present the first Feasibility Pump Based Heuristic (FPBH) approach for approximately generating nondominated … Read more

Parallel Interval Continuous Global Optimization Algorithms

We theorically study, on a distributed memory architecture, the parallelization of Hansen’s algorithm for the continuous global optimization with inequality constraints, using interval arithmetic. We propose a parallel algorithm based on a dynamic redistribution of the working list among the processors. On the other hand, we exploit the reduction technique, developped by Hansen, for computing … Read more