Activity: Talk or presentation types › Conference presentation
Description
Here we will focus on a simple principle on analyzing an MILP problem based on its LP-relaxation. Instead of just applying some rounding heuristic, we will test some key constraints using the variable values from the LP-relaxation and based on the test results fix (or eliminate) these from the consecutive MILP problem instance. We will show that by following the simple principles the MIP solution can be made 2-5 times faster with less than an average of 1% loss of optimality.