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  • 标题:The MCF-separator: detecting and exploiting multi-commodity flow structures in MIPs
  • 其他标题:The MCF-separator: detecting and exploiting multi-commodity flow structures in MIPs
  • 本地全文:下载
  • 作者:Achterberg, Tobias ; Raack, Christian
  • 期刊名称:Mathematical Programming Computation
  • 印刷版ISSN:1867-2957
  • 出版年度:2010
  • 页码:125-165
  • DOI:10.1007/mpc.v0i0.36
  • 语种:English
  • 出版社:Mathematical Programming Computation
  • 摘要:Given a general mixed integer program, we automatically detect block structures in the constraint matrix together with the coupling by capacity constraints arising from multi-commodity flow formulations. We identify the underlying graph and generate cutting planes based on cuts in the detected network. Our implementation adds a separator to the branch-and-cut libraries of Scip and Cplex. We make use of the complemented mixed integer rounding framework but provide a special purpose aggregation heuristic that exploits the network structure. Our separation scheme speeds-up the computation for a large set of mixed integer programs coming from network design problems by a factor two on average.We show that almost 10% of the instances in general testsets contain consistent embedded networks. For these instances the computation time is decreased by 18% on average.
  • 关键词:90C11; 90C35; 90-08
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