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Towards a generic branch-and-price solver: progress report

François Vanderbeck 1, 2 
2 Realopt - Reformulations based algorithms for Combinatorial Optimization
LaBRI - Laboratoire Bordelais de Recherche en Informatique, IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
Abstract : Commercial MIP solvers have made a lot of progress in the last decade. Impressive speed-up factors have been recorded when cutting plane approaches have made their way into these generic solvers. The latest advances result from the combination of automatic cutting plane generation, pre-processing techniques (including imports from constraint programming), intelligent enumeration schemes (such as the so-called strong branching), and MIP based heuristics. The trend is to transform successful application specific tools into generic approaches that can be integrated into a general purpose solver. Despite its recognized efficiency in application specific contexts, the column generation approach has not yet made its way into commercial solvers. Dantzig-Wolfe reformulation is viewed by the scientific community as necessarily application specific. Tool box softwares, building over commercial solver, are available to ease the implementation of a branch-and-price approach (f.i., Abacus, BCP, Minto or Symphony). But, they require user expertise in the method. Therefore, the question that we raise is whether, in future version of commercial MIP solver, one could hope to tackle a problem by Branch-and-Price, simply by ticking an option such as the one that triggers automatic cut generation. One also wonders how this would combine with the existing tools.
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Contributor : François Vanderbeck Connect in order to contact the contributor
Submitted on : Saturday, June 6, 2009 - 12:29:08 PM
Last modification on : Saturday, June 25, 2022 - 7:40:55 PM


  • HAL Id : inria-00392250, version 1



François Vanderbeck. Towards a generic branch-and-price solver: progress report. CORS/Optimization Days, May 2008, Québec, Canada. ⟨inria-00392250⟩



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