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Decomposition Branching for Mixed Integer Programming

Barış Yıldız (), Natashia Boland () and Martin Savelsbergh ()
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Barış Yıldız: Department of Industrial Engineering, Koc University, Istanbul 34450, Turkey
Natashia Boland: H. Milton Stewart School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
Martin Savelsbergh: H. Milton Stewart School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332

Operations Research, 2022, vol. 70, issue 3, 1854-1872

Abstract: We introduce a novel and powerful approach for solving certain classes of mixed integer programs (MIPs): decomposition branching . Two seminal and widely used techniques for solving MIPs, branch-and-bound and decomposition, form its foundation. Computational experiments with instances of a weighted set covering problem and a regionalized p -median facility location problem with assignment range constraints demonstrate its efficacy: it explores far fewer nodes and can be orders of magnitude faster than a commercial solver and an automatic Dantzig-Wolfe approach.

Keywords: Optimization; mixed integer programming; combinatorial optimization; branch-and-bound; decomposition algorithms; set covering; facility location (search for similar items in EconPapers)
Date: 2022
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