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MIPLinear, Integer, and Constraint ProgrammingMany real world problems can be modeled as mixed integer programs (MIPs). This project aims at developing tools for modeling and solving general MIPs, which can be applied by users as stand alone products or as a library within other software applications. We develop, maintain, and provide which contains software for generating and solving linear programs (LPs), mixed integer programs (MIPs) and constraint integer programs.The ZIB Optimization Suite includes:
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Todays most successful approach for solving general mixed integer programs (MIPs) is to use a so called branch-and-cut algorithm that operates on the underlying LP-relaxation of the MIP. In this algorithm, the integrality conditions are initially ignored, such that the MIP is simplified to a linear program. Afterwards, the integrality is restored by using (a) cutting planes and (b) an implicit enumeration through branch-and-bound.
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| (a) Cutting Planes | (b) Branch-And-Bound | (c) Domain Propagation | (d) Conflict Analysis |
Branch-and-bound (b) is also used in algorithms for solving Constraint Programs (CPs), to divide the problem instance successively into smaller subproblems. In contrast to MIP-solvers, CP-solvers usually do not incorporate LP-relaxations and cutting planes to limit the search space and to prevent the enumeration of all potential solutions. Instead, they rely on constraint and domain propagation (c) and conflict analysis (d). The former is an inference technique, which tightens the domains of the variables. The latter is used on infeasible subproblems to retrieve information about the reason of the infeasibility. This information can then be used to tighten further domains of variables at other subproblems in the search tree.
The integration of MIP and CP techniques combines the more flexible modeling capabilities of constraint programming and the highly efficient solution methods of mixed integer programming that are tailored to the specific structure of linear constraints. In particular, the treatment of numerically difficult constraints by constraint programming techniques instead of using their LP-relaxations directly can help to ensure the stability of the underlying linear programs.
The tools for modeling and solving general MIPs developed in this project can be applied by users
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Durationsince 01/1994 |
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