Branch-and-Bound Solves Random Binary IPs in Polytime

Branch-and-bound is the workhorse of all state-of-the-art mixed integer linear programming (MILP) solvers. ese implementations of branch-and-bound typically use variable branching, that is, the child nodes are obtained by fixing some variable to 0 in one node and to 1 in the other node. Even though modern MILP solvers are able to solve very large-scale instances efficiently, relatively li le a ention has been given to understanding why the underlying branch-and-bound algorithm performs so well. In this paper, our goal is to theoretically analyze the performance of the standard variable branching based branch-and-bound algorithm. In order to avoid the exponential worst-case lower bounds, we follow the common idea of considering random instances. More precisely, we consider random integer programs where the entries of the coefficient matrix and the objective function are randomly sampled.

Our main result is that with good probability branch-and-bound with variable branching explores only a polynomial number of nodes to solve these instances, for a fixed number of constraints. To the best of our knowledge this is the first known such result for a standard version of branch-and-bound. We believe that this result provides an indication as to why branch-and-bound with variable branching works so well in practice. * e contributions of this manuscript overlap with those of [16]. e differences are noted in the final paragraph of Section 1. †