Branch, Cut, and Price: Sequential and Parallel

Branch, cut, and price (BCP) is an LP-based branch and bound technique for solving large-scale discrete optimization problems (DOPs). In BCP, both cuts and variables can be generated dynamically throughout the search tree. The ability to handle constantly changing sets of cuts and variables allows these algorithms to undertake the solution of very large-scale DOPs; however, it also leads to interesting implementational challenges. These lecture notes, based on our experience over the last six years with implementing a generic framework for BCP called SYMPHONY (Single- or Multi-Process Optimization over Networks), address these challenges. They are an attempt to summarize some of what we and others have learned about implementing BCP, both sequential and parallel, and to provide a useful reference for those who wish to use BCP techniques in their own research. SYMPHONY, the software from which we have drawn most of our experience, is a powerful, state-of-the-art library that implements ...

• Type: Conference
• Year: 2001
• Where: CCO
• Authors: Laszlo Ladányi, Ted K. Ralphs, Leslie E. Trotter Jr.
• Keywords: BCP Algorithm, Bcp Called Symphony, CCO 2001, Combinatorics, Generic Framework