Branch-and-Bound Solves Random Binary IPs in Polytime

TL;DR

This paper provides a theoretical analysis showing that branch-and-bound algorithms with variable branching can solve random binary integer programs in polynomial time with high probability, explaining their practical efficiency.

Contribution

It offers the first theoretical proof that standard branch-and-bound with variable branching solves certain random binary IPs in polynomial time, under fixed constraints.

Findings

Branch-and-bound explores only polynomially many nodes on random instances.

The result applies to fixed numbers of constraints in the problem.

Supports the practical success of branch-and-bound in solving large-scale MILPs.

Abstract

Branch-and-bound is the workhorse of all state-of-the-art mixed integer linear programming (MILP) solvers. These implementations of branch-and-bound typically use variable branching, that is, the child nodes are obtained by fixing some variable to an integer value $v$ in one node and to $v + 1$ in the other node. Even though modern MILP solvers are able to solve very large-scale instances efficiently, relatively little attention 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 a compelling indication of why branch-and-bound with variable branching works so well in practice.