Automated Selected of Mixed Integer Program Solver Parameters

This paper presents a method that uses designed experiments and statistical models to extract information about how solver parameter settings perform for classes of mixed integer programs. The use of experimental design facilitates fitting a model that describes the response surface across all combinations of parameter settings, even those not explicitly tested, allowing identification of both desirable and poor settings. Identifying parameter settings that give the best expected performance for a specific class of instances and a specific solver can be used to more efficiently solve a large set of similar instances, or to ensure solvers are being compared at their best