Simple diving for Branch-and-Bound #305

nguidotti · 2025-08-15T13:25:44Z

This PR introduces the following changes:

Implements a simple diving procedure
Allows the branch-and-bound to switch between different search strategies: BEST_FIRST, DEPTH_FIRST and MULTITHREADED_BEST_FIRST_WITH_DIVING
Refactor the branch-and-bound code such that the solve function is now organized into separated methods
Moved some commonly used variables to be member variables in the branch-and-bound solver.

copy-pr-bot · 2025-08-15T13:25:48Z

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… empty stack.

Signed-off-by: nicolas <[email protected]>

cpp/src/dual_simplex/branch_and_bound.cpp

cpp/src/dual_simplex/pseudo_costs.hpp

cpp/src/dual_simplex/branch_and_bound.cpp

chris-maes

This PR is a bit bigger than I had envisioned.

I'm not sure we want to make the strategy (i.e. depth first vs best first) a user accessible parameter. But rather keep it an internal parameter.

Given the number of changes, I think we need to verify this PR before merging. Let's discuss the verification strategy.

cpp/src/dual_simplex/branch_and_bound.cpp

nguidotti · 2025-09-10T08:48:00Z

This PR is a bit bigger than I had envisioned.

I'm not sure we want to make the strategy (i.e. depth first vs best first) a user accessible parameter. But rather keep it an internal parameter.

Given the number of changes, I think we need to verify this PR before merging. Let's discuss the verification strategy.

Implement a test for verifying the different search strategies. But I can also add some unit testing. Is there any other verification strategy that you have in mind?

Signed-off-by: nicolas <[email protected]>

nguidotti · 2025-09-15T17:06:48Z

/ok to test 56a061d

nguidotti · 2025-09-16T14:11:33Z

/ok to test 7b713d8

nguidotti · 2025-09-16T17:38:55Z

/ok to test db73ba4

nguidotti · 2025-09-16T17:49:17Z

/ok to test f9fb5ad

nguidotti · 2025-09-16T19:12:42Z

/ok to test 041e104

nguidotti added 2 commits August 15, 2025 11:29

Added a setting to control the diving parameters

74feefb

Changed branch and bound to use diving.

326eec6

nguidotti self-assigned this Aug 15, 2025

nguidotti requested a review from a team as a code owner August 15, 2025 13:25

nguidotti requested review from hlinsen and chris-maes August 15, 2025 13:25

nguidotti added improvement Improves an existing functionality mip labels Aug 15, 2025

nguidotti added the non-breaking Introduces a non-breaking change label Aug 15, 2025

anandhkb added this to the 25.10 milestone Aug 18, 2025

nguidotti added 19 commits August 18, 2025 14:35

Expanded options for the search strategy

e6db94e

Integrated diving with best-first search.

71955f4

Fixed invalid future in plain best-first.

b68295c

Clean the code and removed depth-first search

5152458

Shared pseudocost between main and diving threads

73659d2

Undo sharing pseudocost (due to regression)

7064489

Extracted repair solution from bnb.

180ec69

Aggregated most local variables into a struct.

0df95ba

Moved best first search to a separated method

303eea2

Moved branch logic to a separated method

0e3ef50

Extracted adding feasible solution and solving leaf LP.

7b0ce1f

Added depth first search using the refactored code

9fbb030

Fixed hanging due to incorrect calculation of the lower bounds for an…

4fd9cf5

… empty stack.

Merging 25.10 branch

9d5e911

Fixed bugs caused by merge

876d897

merged stats structs

cf4426f

set common variables as class attributes.

df67a2b

Moved search settings to simplex settings

187e191

Refactor based on reviewer's feedback

f4c150b

Signed-off-by: nicolas <[email protected]>

chris-maes reviewed Sep 8, 2025

View reviewed changes