Article ID: | iaor2007394 |
Country: | United States |
Volume: | 18 |
Issue: | 1 |
Start Page Number: | 86 |
End Page Number: | 96 |
Publication Date: | Dec 2006 |
Journal: | INFORMS Journal On Computing |
Authors: | Cornujols Grard, Li Yanjun, Karamanov Miroslav |
Keywords: | computational analysis |
This paper intends to show that the time needed to solve mixed-integer-programming problems by branch and bound can be roughly predicted early in the solution process. We construct a procedure that can be implemented as part of an MIP solver. It is based on analyzing the partial tree resulting from running the algorithm for a short period of time and predicting the shape of the whole tree. The procedure is tested on instances from the literature. This work was inspired by the practical applicability of such a result.