Some Lessons in Solving Practical Integer Programs

Abstract

Integer programs are harder to solve than linear programs of similar size. Even those of modest size may prove sufficiently difficult to deter practitioners from using them. But, formulated with care and solved with an appropriate branching strategy, they may be solved quickly. This paper discusses the elements of good formulation, high level branching constructs and effective branching strategies. These methods are applied to four practical case studies which are explored in depth.