Four good reasons to use an Interior Point solver within a MIP solver
نویسندگان
چکیده
“Interior point algorithms are a good choice for solving pure LPs or QPs, but when you solve MIPs, all you need is a dual simplex.” This is the common conception which disregards that an interior point solution provides some unique structural insight into the problem at hand. In this paper, we will discuss some of the benefits that an interior point solver brings to the solution of difficult MIPs within FICO Xpress. This includes many different components of the MIP solver such as branching variable selection, primal heuristics, preprocessing, and of course the solution of the LP relaxation.
منابع مشابه
Solving Security Constrained Optimal Power Flow Problems by a Structure Exploiting Interior Point Method
The aim of this paper is to demonstrate a new approach to solve the linearized (n-1) security constrained optimal power flow (SCOPF) problem by a structure exploiting interior point solver. Firstly, we present a reformulation of the SCOPF model, in which most matrices that need to be factorized are constant. Hence, most factorizations and a large number of backsolve operations only need to be p...
متن کاملDSDP5 User Guide — Software for Semidefinite Programming
DSDP implements the dual-scaling algorithm for semidefinite programming. The source code if this interior-point solver, written entirely in ANSI C, is freely available. The solver can be used as a subroutine library, as a function within the MATLAB environment, or as an executable that reads and writes to files. Initiated in 1997, DSDP has developed into an efficient and robust general purpose ...
متن کاملA Structure Utilizing Inexact Primal-Dual Interior-Point Method for Analysis of Linear Differential Inclusions
The ability to analyze system properties for large scale systems is an important part of modern engineering. Although computer power increases constantly, there is still need to develop tailored methods that are able to handle large scale systems, since sometimes standard methods cannot handle the large scale problems that occur. In this thesis the focus is on system analysis, in particular ana...
متن کاملParallel interior-point solver for structured linear programs
Issues of implementation of an object-oriented library for parallel interior-point methods are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modelled. The efficiency of the solver is illustrated on several pr...
متن کاملParallel interior-point solver for structured quadratic programs: Application to financial planning problems
Issues of implementation of a library for parallel interior-point methods for quadratic programming are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modeled. The efficiency of the solver is illustrated on se...
متن کامل