Solving Hard Mixed-Integer Programming Problems with Xpress-MP: A MIPLIB 2003 Case Study

Abstract

Despite the fact that no polynomial-time algorithm is known for solving mixed-integer programming (MIP) problems, there has been remarkable success in recent years in solving a wide range of difficult MIPs. In this paper, we take a look at some of the hardest problems in the MIPLIB 2003 test set and show how Xpress-MP can be used to solve some of the problems that were previously thought to be intractable.