A combined variable aggregation presolving technique for mixed integer programming

Presolving is a critical component in modern mixed integer programming (MIP ) solvers. In this paper, we propose a new and effective presolving method named inequation-based variable aggregation and develop a combined variable aggregation (VA ) technique with the advantage of significantly reducing...

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Vydáno v:	Operations research letters Ročník 53; s. 107074
Hlavní autoři:	Zhang, Houshan, Yuan, Jianhua
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.03.2024
Témata:	Mixed integer programming Presolving methods Semi-continuous variables Variable aggregation Presolving methods Mixed integer programming Variable aggregation Semi-continuous variables
ISSN:	0167-6377, 1872-7468
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Shrnutí:	Presolving is a critical component in modern mixed integer programming (MIP ) solvers. In this paper, we propose a new and effective presolving method named inequation-based variable aggregation and develop a combined variable aggregation (VA ) technique with the advantage of significantly reducing the scales of MIP problems. This technique is particularly effective for problems involving semi-continuous variables, such as unit commitment problems. Extensive numerical experiments demonstrate that the combined VA technique can substantially accelerate the solution process of MIP problems.
ISSN:	0167-6377 1872-7468
DOI:	10.1016/j.orl.2024.107074