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Computational experience of an interior point algorithm in a parallel branch-and-cut framework (1997)
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| Venue: | IN PROCEEDINGS FOR SIAM CONFERENCE ON PARALLEL PROCESSING FOR SCIENTIFIC COMPUTING |
| Citations: | 4 - 0 self |
BibTeX
@INPROCEEDINGS{Lee97computationalexperience,
author = {Eva K. Lee and John E. Mitchell},
title = {Computational experience of an interior point algorithm in a parallel branch-and-cut framework},
booktitle = {IN PROCEEDINGS FOR SIAM CONFERENCE ON PARALLEL PROCESSING FOR SCIENTIFIC COMPUTING},
year = {1997},
publisher = {}
}
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Abstract
An interior-point algorithm within a branch-and-bound framework for solving nonlinear mixed integer programs is described. In contrast to solving the relaxation to optimality at each tree node, the relaxation is only solved to near-optimality. Analogous to using advanced bases for warmstart solutions in the case of linear MIP, a "dynamic" collection of warmstart vectors is kept. Computational results on various classes of nonlinear mixed integer programs are presented.
Keyphrases
parallel branch-and-cut framework computational experience interior point algorithm nonlinear mixed integer program branch-and-bound framework computational result dynamic collection interior-point algorithm warmstart solution various class advanced base tree node linear mip warmstart vector
