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Conflict Driven Diving for Mixed Integer Programming

Jakob Witzig(witzig***at***zib.de)

Abstract: The analysis of infeasibility plays an important role in solving satisfiability problems (SAT) and mixed integer programs (MIPs). In mixed integer programming, this procedure is called conflict analysis. So far, modern MIP solvers use conflict analysis only for propagation and improving the dual bound, i.e., fathoming nodes that cannot contain feasible solutions. In this short paper, we present a new approach which uses conflict information to improve the primal bound during a MIP solve. To derive new improving primal solutions we use a conflict driven diving heuristic called conflict diving that uses the information obtained by conflict analysis. Conflict diving pursues a twofold strategy. By using conflict information the new diving approach is guided into parts of the search space that are usually not explored by other diving heuristics. At the same time, conflict diving has a fail-fast-strategy to reduce the time spent if it cannot find a new primal solution. As a byproduct, additional valid conflict constraints can be derived, from which a MIP solver can gain benefit to improve the dual bound as well. To show the added-value of conflict diving within a MIP solver, conflict diving has been implemented within the non-commercial MIP solver SCIP. Experiments are carried out on general MIP instances from standard public test sets, like MIPLIB2010 or Cor@l.

Keywords: mixed integer programming, conflict analysis, primal heuristics

Category 1: Integer Programming ((Mixed) Integer Linear Programming )

Citation: ZIB Report 17-69, Zuse Institute Berlin, December 2017

Download: [PDF]

Entry Submitted: 12/14/2017
Entry Accepted: 12/14/2017
Entry Last Modified: 12/14/2017

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