Branch-and-cut for linear programs with overlapping SOS1 constraints
نویسندگان
چکیده
SOS1 constraints require that at most one of a given set of variables is nonzero. In this article, we investigate a branch-and-cut algorithm to solve linear programs with SOS1 constraints. We focus on the case in which the SOS1 constraints overlap. The corresponding conflict graph can algorithmically be exploited, for instance, for improved branching rules, preprocessing, primal heuristics, and cutting planes. In an extensive computational study, we evaluate the components of our implementation on instances for three different applications. We also demonstrate the effectiveness of this approach by comparing it to the solution of a mixed-integer programming formulation, if the variables appearing in SOS1 constraints are bounded.
منابع مشابه
On the Structure of Linear Programs with Overlapping Cardinality Constraints
Cardinality constraints enforce an upper bound on the number of variables that can be nonzero. This article investigates linear programs with cardinality constraints that mutually overlap, i.e., share variables. We present the components of a branch-and-cut solution approach, including new branching rules that exploit the structure of the corresponding conflict hypergraph. We also investigate v...
متن کاملSolving Linear Programs with Complementarity Constraints using Branch-and-Cut
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a modeling paradigm for a broad collection of problems, including bilevel programs, Stackelberg games, inverse quadratic programs, and problems involving equilibrium...
متن کاملA Branch-and-cut Algorithm for Discrete Bilevel Linear Programs
We present a branch-and-cut algorithm for solving discrete bilevel linear programs where the upper-level variables are binary and the lower-level variables are either pure integer or pure binary. This algorithm performs local search to find improved bilevelfeasible solutions. We strengthen the relaxed node subproblems in the branch-and-cut search tree by generating cuts to eliminate all of the ...
متن کاملSolving Integer and Disjunctive Programs by Lift and Project
We extend the theoretical foundations of the branch-and-cut method using lift-and-project cuts for a broader class of disjunctive constraints , and also present a new, substantially improved disjunctive cut generator. Employed together with an eecient commercial MIP solver, our code is a robust, general purpose method for solving mixed integer programs. We present extensive computational experi...
متن کاملSCIL - Symbolic Constraints in Integer Linear Programming
We describe SCIL. SCIL introduces symbolic constraints into branch-and-cut-and-price algorithms for integer linear programs. Symbolic constraints are known from constraint programming and contribute signi cantly to the expressive power, ease of use, and e ciency of constraint programs.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Program. Comput.
دوره 10 شماره
صفحات -
تاریخ انتشار 2018