Conference Paper

A Probing Algorithm for MINLP with Failure Prediction by SVM.

DOI: 10.1007/978-3-642-21311-3_15 Conference: Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems - 8th International Conference, CPAIOR 2011, Berlin, Germany, May 23-27, 2011. Proceedings
Source: DBLP


Bound tightening is an important component of algorithms for solving nonconvex Mixed Integer Nonlinear Programs. A probing algorithm is a bound-tightening procedure that explores the consequences of restricting a variable to a subinterval with
the goal of tightening its bounds. We propose a variant of probing where exploration is based on iteratively applying a truncated
Branch-and-Bound algorithm. As this approach is computationally expensive, we use a Support-Vector-Machine classifier to infer
whether or not the probing algorithm should be used. Computational experiments demonstrate that the use of this classifier
saves a substantial amount of CPU time at the cost of a marginally weaker bound tightening.

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