Analyzing the computational impact of MIQCP solver components

We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on a linear relaxation to solve MIQCPs to global optimality. Our analysis is based on a set of 86~publicly available test instances.

[1]  Joao Marques-Silva,et al.  GRASP-A new search algorithm for satisfiability , 1996, Proceedings of International Conference on Computer Aided Design.

[2]  Oktay Günlük,et al.  IBM Research Report MINLP Strengthening for Separable Convex Quadratic Transportation-Cost UFL , 2007 .

[3]  Nikolaos V. Sahinidis,et al.  Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming , 2002 .

[4]  Timo Berthold Primal Heuristics for Mixed Integer Programs , 2006 .

[5]  Sven Leyffer,et al.  FilMINT: An Outer Approximation-Based Solver for Convex Mixed-Integer Nonlinear Programs , 2010, INFORMS J. Comput..

[6]  Timo Berthold,et al.  Hybrid Branching , 2009, CPAIOR.

[7]  Timo Berthold,et al.  Undercover: a primal MINLP heuristic exploring a largest sub-MIP , 2014, Math. Program..

[8]  Lorenz T. Biegler,et al.  On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming , 2006, Math. Program..

[9]  Christodoulos A. Floudas,et al.  GloMIQO: Global mixed-integer quadratic optimizer , 2012, Journal of Global Optimization.

[10]  Garth P. McCormick,et al.  Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems , 1976, Math. Program..

[11]  Timo Berthold,et al.  Large Neighborhood Search beyond MIP , 2011 .

[12]  Jeff T. Linderoth,et al.  FilMINT: An Outer-Approximation-Based Solver for Nonlinear Mixed Integer Programs , 2008 .

[13]  Arnold Neumaier,et al.  Constraint propagation on quadratic constraints , 2010, Constraints.

[14]  Tobias Achterberg,et al.  Constraint integer programming , 2007 .

[15]  Leo Liberti,et al.  Branching and bounds tighteningtechniques for non-convex MINLP , 2009, Optim. Methods Softw..

[16]  Gérard Cornuéjols,et al.  An algorithmic framework for convex mixed integer nonlinear programs , 2008, Discret. Optim..

[17]  Thorsten Koch,et al.  Constraint Integer Programming: A New Approach to Integrate CP and MIP , 2008, CPAIOR.

[18]  Timo Berthold,et al.  Extending a CIP framework to solve MIQCPs , 2012 .

[19]  Michael R. Bussieck,et al.  MINLPLib - A Collection of Test Models for Mixed-Integer Nonlinear Programming , 2003, INFORMS J. Comput..

[20]  Michael R. Bussieck,et al.  MINLP Solver Software , 2011 .

[21]  George L. Nemhauser,et al.  A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs , 2008, INFORMS J. Comput..

[22]  Linus Schrage,et al.  The global solver in the LINDO API , 2009, Optim. Methods Softw..

[23]  Jeff T. Linderoth,et al.  Algorithms and Software for Convex Mixed Integer Nonlinear Programs , 2012 .

[24]  Sven Leyffer,et al.  Mixed Integer Nonlinear Programming , 2011 .

[25]  Tallys H. Yunes,et al.  An Integrated Solver for Optimization Problems , 2010, Oper. Res..