论文标题

分支机构求解在多时间中的随机二进制IP

Branch-and-Bound Solves Random Binary IPs in Polytime

论文作者

Dey, Santanu S., Dubey, Yatharth, Molinaro, Marco

论文摘要

分支机构是所有最先进的混合整数线性编程(MILP)求解器的主力。分支和结合的这些实现通常使用变量分支,即,通过将一个变量固定到一个节点中的整数值$ v $以及在另一个节点中$ v + 1 $来获得子节点。即使现代的MILP求解器能够有效地解决非常大规模的实例,但人们对理解为什么基础分支和结合算法的性能非常好。在本文中,我们的目标是理论上分析基于标准变量分支的分支结合算法的性能。为了避免指数最差的下限,我们遵循考虑随机实例的共同思想。更确切地说,我们考虑随机整数程序,其中系数矩阵的条目和目标函数被随机采样。 我们的主要结果是,使用良好的概率分支机构和可变分支的分支结合仅探索一个多项式的节点来解决这些实例,以解决固定数量的约束。据我们所知,这是标准版本的分支机构的第一个已知结果。我们认为,这一结果提供了令人信服的迹象,表明为什么分支机构的分支机构在实践中效果如此之好。

Branch-and-bound is the workhorse of all state-of-the-art mixed integer linear programming (MILP) solvers. These implementations of branch-and-bound typically use variable branching, that is, the child nodes are obtained by fixing some variable to an integer value $v$ in one node and to $v + 1$ in the other node. Even though modern MILP solvers are able to solve very large-scale instances efficiently, relatively little attention has been given to understanding why the underlying branch-and-bound algorithm performs so well. In this paper our goal is to theoretically analyze the performance of the standard variable branching based branch-and-bound algorithm. In order to avoid the exponential worst-case lower bounds, we follow the common idea of considering random instances. More precisely, we consider random integer programs where the entries of the coefficient matrix and the objective function are randomly sampled. Our main result is that with good probability branch-and-bound with variable branching explores only a polynomial number of nodes to solve these instances, for a fixed number of constraints. To the best of our knowledge this is the first known such result for a standard version of branch-and-bound. We believe that this result provides a compelling indication of why branch-and-bound with variable branching works so well in practice.

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