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The Premium Solver Platform employs an array
of techniques, including powerful Cut Generation methods, for faster solution of
mixed-integer linear programming
problems -- in an overall Branch and Cut framework. It uses
Strong Branching to guide the choice of the next subproblem
to explore, and the next integer variable to branch upon. It
automatically generates a wide range of cuts -- new
constraints that “cut off” portions of the feasible region of LP
subproblems without eliminating any possible integer
solutions. Among others, Probing
Cuts determine the values of some binary integer
variables based on the settings of others, and Lift and Cover Cuts,
Clique
Cuts, and new Flow Cover and Mixed Integer Rounding
cuts are often effective in speeding up the Branch and Bound search.
The Premium Solver Platform uses a Rounding
Heuristic and a Local Search Heuristic to find new
integer solutions "close to" existing solutions. These methods can save
significant time on LP/MIP problems, depending on the model.
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Click on the Integer Options
dialog to see it full size.
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Controlling Solution Time on Integer Problems
The Premium Solver Platform provides several ways to control the solution time of
problems with integer constraints. You can limit the number of
subproblems explored and/or the number of integer solutions
found, as well as the maximum time in seconds. The limits you
specify can be as large as you like, whereas they have an upper
bound of 32767 in the standard Excel Solver.
If you have a known integer solution value for a
problem from a previous Solver run, you can enter it as an integer
cutoff value, which the Solver can use to speed up the solution
process on new runs, by eliminating branches whose objective must be
worse than the "cutoff" value. And you can easily solve
the relaxation of the problem (temporarily ignoring the
integer constraints) by selecting an option in the new Integer
Options dialog (pictured above), or -- even more convenient -- on a
"one-time-only" basis in the Solver Results dialog.
Back to Premium Solver
Platform Product Overview
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