arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2609.22938math.OCcs.MS

HiGHS 中的预求解启发式算法:实现与计算研究

Presolve heuristics in HiGHS: implementation and computational study

Simon Spoorendonk

AI总结:

在开源求解器HiGHS中实现四种混合整数规划原始启发式算法,评估显示原始积分提升23.7%,能更快找到优质解,部分启发式因无效被禁用,实现已开源。

AI中文摘要:

我们在开源求解器 HiGHS(Huangfu 和 Hall, 2018)中提供了四种已发表的混合整数规划原始启发式算法的参考实现:Feasibility Jump(Luteberget 和 Sartor, 2023)、fix-propagate-repair(FPR;Salvagnin, Roberti 和 Fischetti, 2025)及其 LP 引导的潜水变体、LocalMIP(Lin, Zou 和 Cai, 2024)以及一阶 LP 可行性泵 Scylla(Mexi 等人, 2025)。它们共享一个集成接口,具有每个启发式的预算和耐心参数,并且每个都在独立种子的工作进程上并行运行。评估在 mipfeas 基准(Bussieck 和 Dirkse, 2026)上进行,包含 233 个实例,时限为 600 秒,与在同一台机器上单独构建的未修补 HiGHS 进行比较。原始积分在完整集合上提高了 23.7%,在未用于调优的实例上提高了 12.9%:修补后的求解器能更快地达到良好解。在时间限制时,它略微领先。它在 4 个未修补求解器未找到解的实例上找到了解,而反向情况有 1 个,其最终间隙更小,仅在完整集合上显著。Scylla 和 LP 引导的潜水在任何完整运行中均未产生被接受的当前最优解,因此被禁用发布;它们的实现仍然保留。该实现已作为开源发布。

英文摘要:

We present reference implementations of four published primal heuristics for mixed-integer programming inside the open-source solver HiGHS (Huangfu and Hall, 2018): Feasibility Jump (Luteberget and Sartor, 2023), fix-propagate-repair (FPR; Salvagnin, Roberti and Fischetti, 2025) with its LP-guided dive-time variant, LocalMIP (Lin, Zou and Cai, 2024), and the first-order-LP feasibility pump Scylla (Mexi et al., 2025). They share one integration interface with per-heuristic budgets and patiences, and each runs in parallel on independently seeded workers. The evaluation is on the mipfeas benchmark (Bussieck and Dirkse, 2026), 233 instances at 600 s, against a separately built unpatched HiGHS on the same machine. The primal integral improves by 23.7% over the full set and by 12.9% on the instances not used for tuning: the patched solver reaches a good solution sooner. At the time limit it is slightly ahead. It finds a solution on 4 instances where the unpatched solver finds none, against 1 the other way, and its final gap is smaller, significantly so only over the full set. Scylla and the LP-guided dive produced no accepted incumbent in any full-limit run that carried them and ship disabled; their implementations remain. The implementation is released as open source.

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