Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

 View Only
  • 1.  How to prune nodes from the search tree?

    Posted Sat January 06, 2018 07:15 PM

    Originally posted by: lxysjtu


    Dear all,

     

    I am developing a B&C to solve a network design problem. In the separation, I need to solve a lot of maximum flow problems to find a violated cut. But this is too time-consuming. So I tried a simpler strategy where I only added cut when an integer solution was found. 

    With this strategy, the B&C was able to find a good incumbent very quickly. But it may spend a lot of time to verify if this incumbent is optimal. 

    Attached please find one example of search tree.

    My question is that is there any method to prune  nodes from the tree. 

     

    Thanks,

     

    Shaon


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: How to prune nodes from the search tree?

    Posted Sun January 07, 2018 09:44 AM

    You can prune nodes from the search tree with the branch callback. But note that CPLEX already prunes nodes based on the incumbent's objective. So if you want to prune more nodes then you will have to use some other criteria.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: How to prune nodes from the search tree?

    Posted Wed January 10, 2018 09:15 PM

    Originally posted by: lxysjtu


    Regarding "other criteria", would you please give some suggestions?  


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: How to prune nodes from the search tree?

    Posted Sun January 14, 2018 09:38 AM

    I wouldn't know. Knowing such criteria requires intimate knowledge of the problem you are trying to solve.

    Sometimes you can exploit symmetry to prune nodes, in case CPLEX does not pick up the symmetry in your model already.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer