TUNING OPTIMIZATION SOFTWARE PARAMETERS FOR MIXED INTEGER PROGRAMMING PROBLEMS

The tuning of optimization software is of key interest to researchers solving mixed integer programming (MIP) problems. The efficiency of the optimization software can be greatly impacted by the solver’s parameter settings and the structure of the MIP. A designed experiment approach is used to fit a statistical model that would suggest settings of the parameters that provided the largest reduction in the primal integral metric. Tuning exemplars of six and 59 factors (parameters) of optimization software, experimentation takes place on three classes of MIPs: survivable fixed telecommunication network design, a formulation of the support vector machine with the ramp loss and L1-norm regularization, and node packing for coding theory graphs. This research presents and demonstrates a framework for tuning a portfolio of MIP instances to not only obtain good parameter settings used for future instances of the same class of MIPs, but to also gain insights into which parameters and interactions of parameters are significant for that class of MIPs. The framework is used for benchmarking of solvers with tuned parameters on a portfolio of instances. A group screening method provides a way to reduce the number of factors in a design and reduces the time it takes to perform the tuning process. Portfolio benchmarking provides performance information of optimization solvers on a class with instances of a similar structure