竞赛、交换、改进：快速寻找高质量MIP解
Race, Exchange, Improve: Finding high-quality MIP solutions quickly
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中文总结 AI 辅助
本文提出一种MIP组合并行化方案，通过高效交换信息快速寻找高质量解，并给出SCIP内置及外部ReXi两种实现，在MIPFEAS基准上表现优异。
中文摘要 AI 辅助
混合整数规划（MIP）是应用优化领域的基石，在工业界和学术界均如此。近来，快速寻找强原始解的问题受到越来越多的关注。这体现在例如NVIDIA cuOpt求解器的发展，以及最新的MIPFEAS基准测试中，该基准测试设置了600秒的严格时间限制，并根据求解器找到高质量原始解的速度对其进行评估。本文介绍了一种MIP组合并行化方案，重点在于其工作进程之间高效的信息交换。我们提出了该方案的两种实现：一种直接内置于开源MIP求解器SCIP中，另一种为外部实现，我们称之为ReXi。ReXi目前在MIPFEAS基准测试中是最快的非商业求解器，紧随其后的是集成于SCIP的实现。此外，我们提出了这两种实现的新版本，它们在MIPFEAS基准测试上的表现均大幅优于其前代版本。
英文摘要
Mixed-integer programming (MIP) is a cornerstone in applied optimization, both in industry and academia. Recently, there has been increased attention to finding strong primal solutions quickly. This is reflected, for example, in the development of the NVIDIA cuOpt solver and, most recently, in the new MIPFEAS benchmark, which has a tight time limit of 600 seconds and evaluates solvers based on how quickly they find high-quality primal solutions. This article introduces a MIP portfolio parallelization scheme, focusing on efficiently exchanging information between its workers. We present two implementations of this scheme: one built directly into the open-source MIP solver SCIP, and an external one, which we call ReXi. ReXi is currently the fastest non-commercial solver in the MIPFEAS benchmark, followed by the SCIP-integrated implementation. Moreover, we present new versions of both implementations that considerably outperform their predecessors on the MIPFEAS benchmark.
发表机构
- Zuse Institute Berlin（柏林齐布研究所）
- IVU Traffic Technologies AG（IVU交通技术股份公司）
机构由 AI 辅助整理，请以论文原文为准。
