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Presolving has become an essential component of modern mixed integer program (MIP) solvers, both in terms of computational performance and numerical robustness. In this paper, we present PaPILO, a new C++ header-only library that provides a large set of presolving routines for MIP and linear programming problems from the literature. The creation of PaPILO was motivated by the current lack of (a) solver-independent implementations that (b) exploit parallel hardware and (c) support multiprecision arithmetic. Traditionally, presolving is designed to be fast. Whenever necessary, its low computational overhead is usually achieved by strict working limits. PaPILO's parallelization framework aims at reducing the computational overhead also when presolving is executed more aggressively or is applied to large-scale problems. To rule out conflicts between parallel presolve reductions, PaPILO uses a transaction-based design. This helps to avoid both the memory-intensive allocation of multiple copies of the problem and special synchronization between presolvers. Additionally, the use of Intel's Threading Building Blocks library aids PaPILO in efficiently exploiting recursive parallelism within expensive presolving routines, such as probing, dominated columns, or constraint sparsification. We provide an overview of PaPILO's capabilities and insights into important design choices. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: This work has been financially supported by Research Campus MODAL, funded by the German Federal Ministry of Education and Research [Grants 05M14ZAM, 05M20ZBM], and the European Union's Horizon 2020 research and innovation programme under grant agreement No 773897 (plan4res). The content of this paper only reflects the author's views. The European Commission / Innovation and Networks Executive Agency is not responsible for any use that may be made of the information it contains. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information (https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0171), as well as from the IJOC GitHub software repository (https://github.com/INFORMSJoC/2022.0171). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/. [ABSTRACT FROM AUTHOR]

Two essential ingredients of modern mixed-integer programming solvers are diving heuristics, which simulate a partial depth-first search in a branch-and-bound tree, and conflict analysis, which learns valid constraints from infeasible subproblems. So far, these techniques have mostly been studied independently: primal heuristics for finding high-quality feasible solutions early during the solving process and conflict analysis for fathoming nodes of the search tree and improving the dual bound. In this paper, we pose the question of whether and how the orthogonal goals of proving infeasibility and generating improving solutions can be pursued in a combined manner such that a state-of-the-art solver can benefit. To do so, we integrate both concepts in two different ways. First, we develop a diving heuristic that simultaneously targets the generation of valid conflict constraints from the Farkas dual and the generation of improving solutions. We show that, in the primal, this is equivalent to the optimistic strategy of diving toward the best bound with respect to the objective function. Second, we use information derived from conflict analysis to enhance the search of a diving heuristic akin to classic coefficient diving. In a detailed computational study, both methods are evaluated on the basis of an implementation in the source-open-solver SCIP. The experimental results underline the potential of combining both diving heuristics and conflict analysis. Summary of Contribution. This original article concerns the advancement of exact general-purpose algorithms for solving one of the largest and most prominent problem classes in optimization, mixed-integer linear programs. It demonstrates how methods for conflict analysis that learn from infeasible subproblems can be combined successfully with diving heuristics that aim at finding primal solutions. For two newly designed diving heuristics, this paper features a thoroughly computational study regarding their impact on the overall performance of a state-of-the-art MIP solver. [ABSTRACT FROM AUTHOR]

This paper reports on the fifth version of the Mixed Integer Programming Library. The miplib 2010 is the first miplib release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups. This includes the main benchmark test set of 87 instances, which are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved. For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to test the accuracy of provided solutions using exact arithmetic. [ABSTRACT FROM AUTHOR]