TY - GEN
T1 - Branch-and-bound solves random binary IPS in polytime
AU - Dey, Santanu S.
AU - Dubey, Yatharth
AU - Molinaro, Marco
N1 - Funding Information:
∗S.S.D.was partiallysupportedbyONRundergrantNo. N4458-NV-ONRandM.Mwas partiallysupportedbytheCoor-denacão deAperfeicoamento dePessoal deNívelSuperior-Brasil (CAPES)-FinanceCode001,CNPqBolsadeProdutividadeem Pesquisa #4310516/2017-0 and FAPERJ grant Jovem Cientista doNossoEstado.
Funding Information:
S. S. D. was partially supported by ONR under grant No. N4458-NV-ONR and M. M was partially supported by the Coordenac?o de Aperfeicoamento de Pessoal de N?vel Superior - Brasil (CAPES) - Finance Code 001, CNPq Bolsa de Produtividade em Pesquisa #4310516/2017-0 and FAPERJ grant Jovem Cientista do Nosso Estado.
Publisher Copyright:
Copyright © 2021 by SIAM
PY - 2021
Y1 - 2021
N2 - 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.
AB - 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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M3 - Conference contribution
AN - SCOPUS:85104224744
T3 - Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms
SP - 579
EP - 591
BT - ACM-SIAM Symposium on Discrete Algorithms, SODA 2021
A2 - Marx, Daniel
PB - Association for Computing Machinery
T2 - 32nd Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2021
Y2 - 10 January 2021 through 13 January 2021
ER -