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

In: Operations Research Proceedings 2017

Author

Listed:
  • Timo Berthold

    (FICO (Fair Isaac Corporation))

  • Michael Perregaard

    (FICO)

  • Csaba Mészáros

    (FICO)

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.

Suggested Citation

  • Timo Berthold & Michael Perregaard & Csaba Mészáros, 2018. "Four Good Reasons to Use an Interior Point Solver Within a MIP Solver," Operations Research Proceedings, in: Natalia Kliewer & Jan Fabian Ehmke & Ralf Borndörfer (ed.), Operations Research Proceedings 2017, pages 159-164, Springer.
    • Handle: RePEc:spr:oprchp:978-3-319-89920-6_22
    DOI: 10.1007/978-3-319-89920-6_22
    as

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