Four Good Reasons to Use an Interior Point Solver Within a MIP Solver

Timo Berthold (), Michael Perregaard () and Csaba Mészáros ()
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Timo Berthold: FICO (Fair Isaac Corporation)
Michael Perregaard: FICO
Csaba Mészáros: FICO

A chapter in Operations Research Proceedings 2017, 2018, pp 159-164 from Springer

Abstract: Abstract “Interior point algorithms are a good choice for solving pure LPs or QPs, but when you solve MIPs, all you need is a dual simplex” This is the common conception which disregards that an interior point solution provides some unique structural insight into the problem at hand. In this paper, we will discuss some of the benefits that an interior point solver brings to the solution of difficult MIPs within FICO Xpress. This includes many different components of the MIP solver such as branching variable selection, primal heuristics, preprocessing, and of course the solution of the LP relaxation.

Keywords: Mixed integer programming; Interior point; Analytic center; Barrier method (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-319-89920-6_22

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DOI: 10.1007/978-3-319-89920-6_22

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