Just MIP it!

Modern Mixed-Integer Programming (MIP) solvers exploit a rich arsenal of tools to attack hard problems. It is widely accepted by the OR community that the solution of very hard MIPs can take advantage from the solution of a series of time-consuming auxiliary Linear Programs (LPs) intended to enhance the performance of the overall MIP solver. E.g., auxiliary LPs may be solved to generate powerful disjunctive cuts, or to implement a strong branching policy. Also well established is the fact that finding good-quality heuristic MIP solutions often requires a computing time that is just comparable to that needed to solve the LP relaxations. So, it makes sense to think of a new generation of MIP solvers where auxiliary MIPs (as opposed to LPs) are heuristically solved on the fly, with the aim of bringing the MIP technology under the chest of the MIP solver itself. This leads to the idea of “translating into a MIP model ” (MIPping) some crucial decisions to be taken within a MIP algorithm (How to cut? How to improve the incumbent solution? Is the current node dominated?). In this paper we survey a number of successful applications of the above approach