Branching rules revisited

Mixed integer programs are commonly solved with linear programming based branch-and-bound algorithms. The success of the algorithm strongly depends on the strategy used to select the variable to branch on. We present a new generalization called reliability branching of today’s state-of-the-art strong branching and pseudocost branching branching strategies for linear programming based branch-and-bound algorithms. After reviewing commonly used branching strategies and performing extensive computational studies we compare different parameter settings and show the superiority of our proposed new strategy.