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

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Operations Research Proceedings 2017

Part of the book series: Operations Research Proceedings ((ORP))

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.

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Author information

Authors and Affiliations

  1. FICO (Fair Isaac Corporation), Takustr 7, 14195, Berlin, Germany

    Timo Berthold

  2. FICO, Birmingham, UK

    Michael Perregaard

  3. FICO, Budapest, Hungary

    Csaba Mészáros

Authors
  1. Timo Berthold
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  2. Michael Perregaard
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  3. Csaba Mészáros
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Corresponding author

Correspondence to Timo Berthold .

Editor information

Editors and Affiliations

  1. Department of Information Systems, Freie Universität Berlin, Berlin, Germany

    Natalia Kliewer

  2. Management Science Group, Otto-von-Guericke Universität Magdeburg, Magdeburg, Germany

    Jan Fabian Ehmke

  3. Department of Mathematics, Freie Universität Berlin, Berlin, Germany

    Ralf Borndörfer

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Berthold, T., Perregaard, M., Mészáros, C. (2018). Four Good Reasons to Use an Interior Point Solver Within a MIP Solver. In: Kliewer, N., Ehmke, J., Borndörfer, R. (eds) Operations Research Proceedings 2017. Operations Research Proceedings. Springer, Cham. https://doi.org/10.1007/978-3-319-89920-6_22

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