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

Authors:
Osman Y. Özaltın;Brady Hunsaker;Andrew J. Schaefer
Affiliations:
Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania 15261;Google Inc., Pittsburgh, Pennsylvania 15213;Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania 15261
Venue:
INFORMS Journal on Computing
Year:
2011

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Abstract

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 B&B algorithms.