Configuring Mixed-Integer Programming Solvers for Large-Scale Instances

Algorithm configuration techniques automatically search for parameters of solvers and algorithms that provide minimal runtime or maximal solution quality on specified instance sets. Mixed-integer programming (MIP) solvers pose a particular challenge for algorithm configurators due to the difficulty...

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Vydané v:Operations Research Forum Ročník 5; číslo 2; s. 48
Hlavní autori: Kemminer, Robin, Lange, Jannick, Kempkes, Jens Peter, Tierney, Kevin, Weiß, Dimitri
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Cham Springer International Publishing 01.06.2024
Springer Nature B.V
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ISSN:2662-2556, 2662-2556
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Shrnutí:Algorithm configuration techniques automatically search for parameters of solvers and algorithms that provide minimal runtime or maximal solution quality on specified instance sets. Mixed-integer programming (MIP) solvers pose a particular challenge for algorithm configurators due to the difficulty of finding optimal, or even feasible, solutions on the large-scale problems commonly found in practice. We introduce the OPTANO Algorithm Tuner (OAT) to find configurations for MIP solvers and other optimization algorithms. We present and evaluate several critical components of OAT for solving MIPs in particular and show that OAT can find configurations that significantly improve the solution time of MIPs on two different datasets.
Bibliografia:ObjectType-Article-1
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content type line 14
ISSN:2662-2556
2662-2556
DOI:10.1007/s43069-024-00327-7