Block Local Elimination Algorithms for Sparse Discrete Optimization Problems

Authors:
A. V. Sviridenko;O. A. Shcherbina
Affiliations:
Tavrida National V. I. Vernadsky University, Simferopol, Ukraine;Tavrida National V. I. Vernadsky University, Simferopol, Ukraine
Venue:
Cybernetics and Systems Analysis
Year:
2013

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Abstract

Block local elimination algorithms for solving sparse discrete optimization problems are considered. A numerical example is provided. The benchmarking is done in order to determine the real computational capabilities of block elimination algorithms combined with SYMPHONY solver. The analysis of the results shows that for a sufficiently large number of blocks and rather small size of separators between the blocks for a staircase integer linear programming problem, local elimination algorithms in combination with the solver for subproblems in blocks allow a much faster solution of such problems than the solver itself used to solve the whole problem. The capabilities of the postoptimal analysis (warm start) are also considered for solving packages of integer linear programming problems for the corresponding blocks.