Control strategies for parallel mixed integer branch and bound

  • Authors:
  • Jonathan Eckstein

  • Affiliations:
  • Thinking Machines Corporation

  • Venue:
  • Proceedings of the 1994 ACM/IEEE conference on Supercomputing
  • Year:
  • 1994

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Abstract

Mixed integer programs are numerical optimization problems that arise frequently in operations research, particularly in industrial logistics and tactical planning. Their classical solution method is a tree-search branch and bound algorithm in which each tree node represents a linear program. This paper describes an implementation of general mixed integer branch and bound that runs on the CM5 family of parallel processors. This code allows varying amounts of centralization, and combines the randomized work-distribution scheme of Karp and Zhang with a global load-balancing method based on SIMD algorithms. This combination proves effective in an asynchronous, MIMD setting.