Combining Precision Boosting with LP Iterative Refinement for Exact Linear Optimization
研究将精度提升与LP迭代精化两种算法结合，用于有理数线性规划的无误差精确求解，在保持速度的同时提高鲁棒性，并减少混合整数规划中精确求解器的调用失败。
This article studies a combination of the two state-of-the-art algorithms for the exact solution of linear programs (LPs) over the rational numbers in practice, that is, without any roundoff errors or numerical tolerances. By integrating the method of precision boosting inside an LP iterative refinement loop, the combined algorithm is able to leverage the strengths of both methods: the speed of LP iterative refinement, in particular, in the majority of cases when a double-precision floating-point solver is able to compute approximate solutions with small errors, and the robustness of precision boosting whenever extended levels of precision become necessary. We compare the practical performance of the resulting algorithm with both pure methods on a large set of LPs and mixed-integer programs (MIPs). The results show that the combined algorithm solves more instances than a pure LP iterative refinement approach while being faster than pure precision boosting. When embedded in an exact branch-and-cut framework for MIPs, the combined algorithm is able to reduce the number of failed calls to the exact LP solver to zero while maintaining the speed of the pure LP iterative refinement approach. History: Accepted by Antonio Frangioni, Area Editor for Design and Analysis of Algorithms: Continuous. Funding: The work for this article has been conducted within the Research Campus Modal funded by the German Federal Ministry of Education and Research (BMBF) [Grants 05M14ZAM and 05M20ZBM].