Practical guidelines for solving difficult mixed integer linear programs

Even with state-of-the-art hardware and software, mixed integer programs can require hours, or even days, of run time and are not guaranteed to yield an optimal (or near-optimal, or any!) solution. In this paper, we present suggestions for appropriate use of state-of-the-art optimizers and guidelines for careful formulation, both of which can vastly improve performance.

► We provide background on mixed integer linear programming.
► We give insights as to why mixed integer linear programs are difficult to solve.
► We describe ways to resolve performance problems with mixed integer linear programs.