IDEAS home Printed from https://ideas.repec.org/a/spr/eurjco/v8y2020i3d10.1007_s13675-020-00129-6.html
   My bibliography  Save this article

Two-row and two-column mixed-integer presolve using hashing-based pairing methods

Author

Listed:
  • Patrick Gemander

    (Friedrich-Alexander-Universität Erlangen-Nürnberg)

  • Wei-Kun Chen

    (Beijing Institute of Technology)

  • Dieter Weninger

    (Friedrich-Alexander-Universität Erlangen-Nürnberg)

  • Leona Gottwald

    (Zuse Institute Berlin)

  • Ambros Gleixner

    (Zuse Institute Berlin)

  • Alexander Martin

    (Friedrich-Alexander-Universität Erlangen-Nürnberg)

Abstract

In state-of-the-art mixed-integer programming solvers, a large array of reduction techniques are applied to simplify the problem and strengthen the model formulation before starting the actual branch-and-cut phase. Despite their mathematical simplicity, these methods can have significant impact on the solvability of a given problem. However, a crucial property for employing presolve techniques successfully is their speed. Hence, most methods inspect constraints or variables individually in order to guarantee linear complexity. In this paper, we present new hashing-based pairing mechanisms that help to overcome known performance limitations of more powerful presolve techniques that consider pairs of rows or columns. Additionally, we develop an enhancement to one of these presolve techniques by exploiting the presence of set-packing structures on binary variables in order to strengthen the resulting reductions without increasing runtime. We analyze the impact of these methods on the MIPLIB 2017 benchmark set based on an implementation in the MIP solver SCIP.

Suggested Citation

  • Patrick Gemander & Wei-Kun Chen & Dieter Weninger & Leona Gottwald & Ambros Gleixner & Alexander Martin, 2020. "Two-row and two-column mixed-integer presolve using hashing-based pairing methods," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 8(3), pages 205-240, October.
  • Handle: RePEc:spr:eurjco:v:8:y:2020:i:3:d:10.1007_s13675-020-00129-6
    DOI: 10.1007/s13675-020-00129-6
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13675-020-00129-6
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s13675-020-00129-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Prabhakant Sinha & Andris A. Zoltners, 1979. "The Multiple-Choice Knapsack Problem," Operations Research, INFORMS, vol. 27(3), pages 503-515, June.
    2. Egon Balas & Eitan Zemel, 1980. "An Algorithm for Large Zero-One Knapsack Problems," Operations Research, INFORMS, vol. 28(5), pages 1130-1154, October.
    3. Alper Atamtürk & Martin Savelsbergh, 2005. "Integer-Programming Software Systems," Annals of Operations Research, Springer, vol. 140(1), pages 67-124, November.
    4. Jacek Gondzio, 1997. "Presolve Analysis of Linear Programs Prior to Applying an Interior Point Method," INFORMS Journal on Computing, INFORMS, vol. 9(1), pages 73-91, February.
    5. Robert Bixby & Edward Rothberg, 2007. "Progress in computational mixed integer programming—A look back from the other side of the tipping point," Annals of Operations Research, Springer, vol. 149(1), pages 37-41, February.
    6. George B. Dantzig, 1957. "Discrete-Variable Extremum Problems," Operations Research, INFORMS, vol. 5(2), pages 266-288, April.
    7. Harlan Crowder & Ellis L. Johnson & Manfred Padberg, 1983. "Solving Large-Scale Zero-One Linear Programming Problems," Operations Research, INFORMS, vol. 31(5), pages 803-834, October.
    8. Pietro Belotti, 2013. "Bound reduction using pairs of linear inequalities," Journal of Global Optimization, Springer, vol. 56(3), pages 787-819, July.
    9. Karla L. Hoffman & Manfred Padberg, 1991. "Improving LP-Representations of Zero-One Linear Programs for Branch-and-Cut," INFORMS Journal on Computing, INFORMS, vol. 3(2), pages 121-134, May.
    10. Monique Guignard & Kurt Spielberg, 1981. "Logical Reduction Methods in Zero-One Programming—Minimal Preferred Variables," Operations Research, INFORMS, vol. 29(1), pages 49-74, February.
    11. M. W. P. Savelsbergh, 1994. "Preprocessing and Probing Techniques for Mixed Integer Programming Problems," INFORMS Journal on Computing, INFORMS, vol. 6(4), pages 445-454, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chen, Liang & Chen, Sheng-Jie & Chen, Wei-Kun & Dai, Yu-Hong & Quan, Tao & Chen, Juan, 2023. "Efficient presolving methods for solving maximal covering and partial set covering location problems," European Journal of Operational Research, Elsevier, vol. 311(1), pages 73-87.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Tobias Achterberg & Robert E. Bixby & Zonghao Gu & Edward Rothberg & Dieter Weninger, 2020. "Presolve Reductions in Mixed Integer Programming," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 473-506, April.
    2. Ellis L. Johnson & George L. Nemhauser & Martin W.P. Savelsbergh, 2000. "Progress in Linear Programming-Based Algorithms for Integer Programming: An Exposition," INFORMS Journal on Computing, INFORMS, vol. 12(1), pages 2-23, February.
    3. Wei-Kun Chen & Liang Chen & Mu-Ming Yang & Yu-Hong Dai, 2018. "Generalized coefficient strengthening cuts for mixed integer programming," Journal of Global Optimization, Springer, vol. 70(1), pages 289-306, January.
    4. Ambros Gleixner & Leona Gottwald & Alexander Hoen, 2023. "P a PILO: A Parallel Presolving Library for Integer and Linear Optimization with Multiprecision Support," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1329-1341, November.
    5. Christopher Hojny & Tristan Gally & Oliver Habeck & Hendrik Lüthen & Frederic Matter & Marc E. Pfetsch & Andreas Schmitt, 2020. "Knapsack polytopes: a survey," Annals of Operations Research, Springer, vol. 292(1), pages 469-517, September.
    6. Yi Zhang & Nikolaos V. Sahinidis & Carlos Nohra & Gang Rong, 2020. "Optimality-based domain reduction for inequality-constrained NLP and MINLP problems," Journal of Global Optimization, Springer, vol. 77(3), pages 425-454, July.
    7. Olivier Briant & Denis Naddef, 2004. "The Optimal Diversity Management Problem," Operations Research, INFORMS, vol. 52(4), pages 515-526, August.
    8. Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Merino Maestre, María & Pérez Sainz de Rozas, Gloria, 2011. "A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    9. Manfred Padberg, 2005. "Classical Cuts for Mixed-Integer Programming and Branch-and-Cut," Annals of Operations Research, Springer, vol. 139(1), pages 321-352, October.
    10. Robert E. Bixby & Eva K. Lee, 1998. "Solving a Truck Dispatching Scheduling Problem Using Branch-and-Cut," Operations Research, INFORMS, vol. 46(3), pages 355-367, June.
    11. R. Lougee-Heimer & W. Adams, 2005. "A Conditional Logic Approach for Strengthening Mixed 0-1 Linear Programs," Annals of Operations Research, Springer, vol. 139(1), pages 289-320, October.
    12. Tsesmetzis, Dimitrios & Roussaki, Ioanna & Sykas, Efstathios, 2008. "QoS-aware service evaluation and selection," European Journal of Operational Research, Elsevier, vol. 191(3), pages 1101-1112, December.
    13. Richard Laundy & Michael Perregaard & Gabriel Tavares & Horia Tipi & Alkis Vazacopoulos, 2009. "Solving Hard Mixed-Integer Programming Problems with Xpress-MP: A MIPLIB 2003 Case Study," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 304-313, May.
    14. Ndayikengurutse Adrien & Huang Siming, 2020. "Implementation of Presolving and Interior-Point Algorithm for Linear & Mixed Integer Programming: SOFTWARE," Journal of Systems Science and Information, De Gruyter, vol. 8(3), pages 195-223, June.
    15. Zonghao Gu & George L. Nemhauser & Martin W. P. Savelsbergh, 1999. "Lifted Cover Inequalities for 0-1 Integer Programs: Complexity," INFORMS Journal on Computing, INFORMS, vol. 11(1), pages 117-123, February.
    16. Astrid S. Kenyon & David P. Morton, 2003. "Stochastic Vehicle Routing with Random Travel Times," Transportation Science, INFORMS, vol. 37(1), pages 69-82, February.
    17. Pisinger, David, 1995. "A minimal algorithm for the multiple-choice knapsack problem," European Journal of Operational Research, Elsevier, vol. 83(2), pages 394-410, June.
    18. Santanu S. Dey & Jean-Philippe Richard, 2009. "Linear-Programming-Based Lifting and Its Application to Primal Cutting-Plane Algorithms," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 137-150, February.
    19. Altay, Nezih & Robinson Jr., Powell E. & Bretthauer, Kurt M., 2008. "Exact and heuristic solution approaches for the mixed integer setup knapsack problem," European Journal of Operational Research, Elsevier, vol. 190(3), pages 598-609, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:eurjco:v:8:y:2020:i:3:d:10.1007_s13675-020-00129-6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.