This code can be used to reproduce and verify the results from the paper
A preprint of the work is available on arXiv here.
If you find the code helpful in you project, we kindly request that you cite the following paper:
@article{dasgupta2022BnBPEP,
title={Branch-and-bound performance estimation programming: A unified methodology for constructing optimal optimization methods},
author={Das Gupta, Shuvomoy and Van Parys, Bart PG and Ryu, Ernest K},
journal={Mathematical Programming},
volume={204},
number={1},
pages={567--639},
year={2024},
publisher={Springer}
}
Please use Gurobi 12.0 or later. Please use Gurobi 12.0 or later when implementing stage 3 of the BnB-PEP algorithm: several issues in the spatial branch-and-bound algorithm in Gurobi 10.0 that cause numerical instabilities have recently been fixed; see the list of bug fixes here and here.
Please report any issues via the Github issue tracker. All types of issues are welcome including bug reports, feature requests, and so on.
Please feel free to send an email 📧 to sd158@rice.edu regarding any subject including but not limited to comments about this paper, performance estimation problems in general, implementation for a specific research problem, or just to say hi 😃!