NDLI: Local branching

Content Provider	Springer Nature Link
Author	Fischetti, Matteo Lodi, Andrea
Copyright Year	2003
Abstract	The availability of effective exact or heuristic solution methods for general Mixed-Integer Programs (MIPs) is of paramount importance for practical applications. In the present paper we investigate the use of a generic MIP solver as a black-box ``tactical'' tool to explore effectively suitable solution subspaces defined and controlled at a ``strategic'' level by a simple external branching framework. The procedure is in the spirit of well-known local search metaheuristics, but the neighborhoods are obtained through the introduction in the MIP model of completely general linear inequalities called local branching cuts. The new solution strategy is exact in nature, though it is designed to improve the heuristic behavior of the MIP solver at hand. It alternates high-level strategic branchings to define the solution neighborhoods, and low-level tactical branchings to explore them. The result is a completely general scheme aimed at favoring early updatings of the incumbent solution, hence producing high-quality solutions at early stages of the computation. The method is analyzed computationally on a large class of very difficult MIP problems by using the state-of-the-art commercial software ILOG-Cplex 7.0 as the black-box tactical MIP solver. For these instances, most of which cannot be solved to proven optimality in a reasonable time, the new method exhibits consistently an improved heuristic performance: in 23 out of 29 cases, the MIP solver produced significantly better incumbent solutions when driven by the local branching paradigm.
Starting Page	23
Ending Page	47
Page Count	25
File Format	PDF
ISSN	00255610
Journal	Mathematical Programming
Volume Number	98
Issue Number	1-3
e-ISSN	14364646
Language	English
Publisher	Springer-Verlag
Publisher Date	2003-03-28
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Mixed integer program heuristic local search branch-and-bound
Content Type	Text
Resource Type	Article
Subject	Mathematics Software

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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