Using diversification,communication and parallelism to solve mixed-integer linear programs |
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| Authors: | R Carvajal S Ahmed G Nemhauser K Furman V Goel Y Shao |
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| Institution: | 1. Industrial and Systems Engineering, Georgia Institute of Technology, United States;2. School of Business, Universidad Adolfo Ibáñez, Chile;3. ExxonMobil Research and Engineering, United States;4. ExxonMobil Upstream Research Company, United States |
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| Abstract: | Performance variability of modern mixed-integer programming solvers and possible ways of exploiting this phenomenon present an interesting opportunity in the development of algorithms to solve mixed-integer linear programs (MILPs). We propose a framework using multiple branch-and-bound trees to solve MILPs while allowing them to share information in a parallel execution. We present computational results on instances from MIPLIB 2010 illustrating the benefits of this framework. |
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| Keywords: | Integer programming Branch-and-bound Diversification Communication Parallelism Performance variability |
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