Predicting the Solution Time of Branch-and-Bound Algorithms for Mixed-Integer Programs

@article{zaltin2011PredictingTS,
  title={Predicting the Solution Time of Branch-and-Bound Algorithms for Mixed-Integer Programs},
  author={Osman Y. {\"O}zaltin and B. Hunsaker and A. Schaefer},
  journal={INFORMS J. Comput.},
  year={2011},
  volume={23},
  pages={392-403}
}
  • Osman Y. Özaltin, B. Hunsaker, A. Schaefer
  • Published 2011
  • Computer Science
  • INFORMS J. Comput.
  • The most widely used progress measure for branch-and-bound (B&B) algorithms when solving mixed-integer programs (MIPs) is the MIP gap. We introduce a new progress measure that is often much smoother than the MIP gap. We propose a double exponential smoothing technique to predict the solution time of B&B algorithms and evaluate the prediction method using three MIP solvers. Our computational experiments show that accurate predictions of the solution time are possible, even in the early stages of… CONTINUE READING
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