Exploiting Variable Implications in Presolve for Mixed Integer Programming

Abstract

Presolve for mixed integer programming (MIP) problems aims to eliminate redundant information, strengthen the formulation, and extract useful structural information for the subsequent branch-and-cut process. An important type of such structural information is the variable implications (VIs), which describe how a bound on a variable depends on a bound of a binary variable. In this paper, we develop two new presolve techniques that exploit VIs to derive reductions for MIP problems. The first technique, called VI aggregation, aggregates multiple VIs into a single inequality by using implications between a variable and a set of binary variables that form a clique. This aggregation can reduce the number of constraints and tighten the linear programming relaxation. The second technique, called VI-aware linear constraint propagation (LCP), builds on the standard LCP but incorporates VIs associated with the variable being tightened to derive more reductions and can derive tighter variable bounds. We show that although VI information is additionally considered, the tightest lower or upper bound of a variable can still be derived in linear time. Moreover, compared with a state-of-the-art approach in the literature, the proposed VI-aware LCP can derive tighter variable bounds. Computational results on MIPLIB 2017 benchmark instances demonstrate the effectiveness of VI aggregation and VI-aware LCP in improving the performance of the open-source MIP solver HiGHS. In particular, using the two proposed presolve techniques, a reduction of 4% in solving time and 6% in node number on HiGHS can be achieved.