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Branch and Bound

Laurence A. Wolsey (UCLouvain)

Licence : non indiquée (tous droits réservés)

Résumé : After introducing enumeration trees and the use of branch-and-bound to implicitly enumerate parts of such trees, a small example of linear programming based branch-and-bound is presented. We discuss how such trees are represented in practice as well as the important choices concerning node selection and branching variable selection that need to be made. This is followed by a brief description of other options typically available, such as choice of linear programming solver, use of special modeling functions such as special ordered set and user-set priorities. The last section is devoted to a crucial aspect, preprocessing or presolve, which is designed to take the original problem formulation and quickly simplify it by removing redundancies, tightening bounds, etc. so that the resulting formulation is smaller and tighter.

Publié le 19 Sep. 2020