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solver:implementing_new_branching_rules

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 solver:implementing_new_branching_rules [2020/05/26 12:45]Frederik Fiand — (current) Both sides previous revision Previous revision 2021/01/28 17:38 Atharv Bhosekar removed2020/05/26 12:45 Frederik Fiand 2013/08/09 10:23 support 2007/08/08 09:33 external edit Next revision Previous revision 2021/01/28 17:38 Atharv Bhosekar removed2020/05/26 12:45 Frederik Fiand 2013/08/09 10:23 support 2007/08/08 09:33 external edit Line 1: Line 1: - ====== Branching on sums of binary variables ====== - Q: // I have implemented a MIP-model in GAMS, which I would like to solve to proven optimality. The problem is degenrate and has a lot optimal solutions, and many solutions very close to the optimum. It is not terminating with the optimal solution, but continuing to examine nodes with a very small gap  > 0.00 %. - I have a good idea for a branching rule, which i believe can work  around the degeneracy problems. Instead of doing binary branching on fractional binary variables, I  intend to branch on the sum of some variables, i.e: ''​ sum(s, delta(s)) =l= k;''​ or ''​\sum(s,​ delta(s)) =g= k+1;''//​ - - //My question is then, how can I introduce such a branching rule in GAMS,  instead of just using binary branching ?? // - - You could introduce another integer variable ''​sum_delta =e= sum(s, delta(s));''​ Now you can use branching priorities to instruct the MIP solver to first branch on the ''​sum_delta''​ variable and then on the ''​delta(s)'': ​ - <​code>​ - delta.prior(s) = 100; - sum_delta.prior = 1; - mymodel.prioropt=1;​ - solve mymodel min obj using mip; - ​ - - If the multiple close to optimal solutions come from symmetry, you might also want to try a more aggressive level for symmetry braking cuts (see e.g. cplex option [[https://​www.gams.com/​latest/​docs/​S_CPLEX.html#​CPLEXsymmetry|symmetry]]). Preprocessing at the node or aggressive probing might also help (see e.g. Cplex options [[https://​www.gams.com/​latest/​docs/​S_CPLEX.html#​CPLEXpreslvnd|preslvnd]] and [[https://​www.gams.com/​latest/​docs/​S_CPLEX.html#​CPLEXprobe|probe]]). ​
solver/implementing_new_branching_rules.1590489929.txt.gz ยท Last modified: 2020/05/26 12:45 by Frederik Fiand