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A Status Report on Conflict Analysis in Mixed Integer Nonlinear Programming

Jakob Witzig(witzig***at***zib.de)
Timo Berthold(timoberthold***at***fico.com)
Stefan Heinz(stefanheinz***at***fico.com)

Abstract: Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer programming (MIP) solvers in the sense that they are based on a branch-and-cut algorithm, enhanced by various heuristics, domain propagation, and presolving techniques. However, the analysis of infeasible subproblems, which is an important component of most major MIP solvers, has been hardly studied in the context of MINLPs. There are two main approaches for infeasibility analysis in MIP solvers: conflict graph analysis, which originates from artificial intelligence and constraint programming, and dual ray analysis. The main contribution of this short paper is twofold. Firstly, we present the first computational study regarding the impact of dual ray analysis on convex and nonconvex MINLPs. In that context, we introduce a modified generation of infeasibility proofs that incorporates linearization cuts that are only locally valid. Secondly, we describe an extension of conflict analysis that works directly with the nonlinear relaxation of convex MINLPs instead of considering a linear relaxation. This is work-in-progress, and this short paper is meant to present first theoretical considerations without a computational study for that part.

Keywords: mixed integer nonlinear programming, conflict analysis, no-good learning, duality

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

Citation: ZR-18-57, ZIB, Takustr. 7, 14195 Berlin, 2018

Download: [PDF]

Entry Submitted: 01/18/2019
Entry Accepted: 01/18/2019
Entry Last Modified: 01/18/2019

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