reoptimization

Reoptimization Techniques for MIP Solvers

  • Gerald Gamrath
  • Jakob Witzig
  • Benjamin Hiller
    • Categories 0-1 Programming, Branch and Cut Algorithms, Problem Solving Environments Tags , , , ,

    Recently, there have been many successful applications of optimization algorithms that solve a sequence of quite similar mixed-integer programs (MIPs) as subproblems. Traditionally, each problem in the sequence is solved from scratch. In this paper we consider reoptimization techniques that try to benefit from information obtained by solving previous problems of the sequence. We focus … Read more

    Implementation of Warm-Start Strategies in Interior-Point Methods for Linear Programming in Fixed Dimension

  • Elizabeth John
  • E. Alper Yildirim
    • Categories Linear Programming Tags , , ,

    We implement several warm-start strategies in interior-point methods for linear programming (LP). We study the situation in which both the original LP instance and the perturbed one have exactly the same dimensions. We consider different types of perturbations of data components of the original instance and different sizes of each type of perturbation. We modify … Read more