warmstart

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

    Warmstarting the Homogeneous and Self-Dual Interior Point Method for Linear and Conic Quadratic Problems

  • Erling D. Andersen
  • Yinyu Ye
  • Anders Skajaa
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming, Second-Order Cone Programming Tags , , ,

    We present two strategies for warmstarting primal-dual interior point methods for the homogeneous self-dual model when applied to mixed linear and quadratic conic optimization problems. Common to both strategies is their use of only the final (optimal) iterate of the initial problem and their negligible computational cost. This is a major advantage when comparing to … Read more