Method and system for identifying conflicting constraints in mixed integer programs
View Patent ↗The present invention relates to methods and systems for generating solutions to global optimization problems. In one aspect, the invention allows for determining whether models of optimization problems are infeasible. In another aspect, the invention allows for identifying relatively small sets of constraints that make a model infeasible. In yet another aspect, the invention provides methods and systems for creating one or more artificial infeasibilities in a model so as to seek improvement upon a known value of the objective function. Creation of artificial constraints in this manner may also permit identification of a relatively small set of constraints that may be limiting the value of the objective function.
1. A computer-implemented method for finding an improved solution to a combinatorial optimization problem having constraints, the method comprising:
applying, by a hardware processor, a first heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints,
applying, by a hardware processor, a complete Mixed Integer Program (MIP) tree exploration to the infeasible set of the constraints to identify a minimal conflict, and
applying a second heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints, wherein the second heuristic algorithm is applied after the first heuristic algorithm and before the complete MIP tree exploration.
2. The method of claim 1 , wherein the first heuristic algorithm is chosen from the group including presolve and bound strengthening.
3. A computer-implemented method for finding an improved solution to a combinatorial optimization problem having constraints, the method comprising:
applying, by a hardware processor, a first heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints,
applying, by a hardware processor, a complete Mixed Integer Program (MIP) tree exploration to the infeasible set of the constraints to identify a minimal conflict, and
applying an irreducibly inconsistent set finder to the combinatorial optimization problem to identify an infeasible set of the constraints, wherein the irreducibly inconsistent set finder is applied after the first heuristic algorithm and before the complete MIP tree exploration.
4. The method of claim 3 , wherein the first heuristic algorithm is chosen from the group including presolve and bound strengthening.
5. A software arrangement operable on a processor, the software arrangement for use with a combinatorial optimization problem having constraints, the software arrangement comprising at least one computer program which configures the processor to:
apply a first heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints,
apply a complete MIP tree exploration to the infeasible set of the constraints to identify a minimal conflict,
apply a second heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints, and
apply the second heuristic algorithm after the first heuristic algorithm and before the complete MIP tree exploration.
6. The system of claim 5 , wherein the first heuristic algorithm is chosen from the group including presolve and bound strengthening.
7. A software arrangement operable on a processor, the software arrangement for use with a combinatorial optimization problem having constraints, the software arrangement comprising at least one computer program which configures the processor to:
apply a first heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints,
apply a complete MIP tree exploration to the infeasible set of the constraints to identify a minimal conflict,
apply an irreducibly inconsistent set finder to the combinatorial optimization problem to identify an infeasible set of the constraints, and
apply the irreducibly inconsistent set finder after the first heuristic algorithm and before the complete MIP tree exploration.
8. The system of claim 7 , wherein the first heuristic algorithm is chosen from the group including presolve and bound strengthening.
9. A computer-readable storage medium containing software for use with a combinatorial optimization problem having constraints, the software comprising code for at least one computer program which may be used to configure a processor to:
apply a first heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints, and
apply a complete MIP tree exploration to the infeasible set of the constraints to identify a minimal conflict,
apply a second heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints, and
apply the second heuristic algorithm after the first heuristic algorithm and before the complete MIP tree exploration.
10. The medium of claim 9 , wherein the first heuristic algorithm is chosen from the group including presolve and bound strengthening.
11. The medium of claim 9 , wherein at least one portion of the software has not been compiled.
12. A computer-readable storage medium containing software for use with a combinatorial optimization problem having constraints, the software comprising code for at least one computer program which may be used to configure a processor to:
apply a first heuristic algorithm to the combinatorial optimization problem to identify an infeasible set of the constraints, and
apply a complete MIP tree exploration to the infeasible set of the constraints to identify a minimal conflict,
apply an irreducibly inconsistent set finder to the combinatorial optimization problem to identify an infeasible set of the constraints, and
apply the irreducibly inconsistent set finder after the first heuristic algorithm and before the complete MIP tree exploration.
13. The medium of claim 12 , wherein the first heuristic algorithm is chosen from the group including presolve and bound strengthening.
14. The medium of claim 12 , wherein at least one portion of the software has not been compiled.