PICO: An Object-Oriented Framework for Branch and Bound

This report describes the design of PICO, a C++ framework for implementing general parallel branch-and-bound algorithms. The PICO framework provides a mechanism for the efficient implementation of a wide range of branch-and-bound methods on an equally wide range of parallel computing platforms. We first discuss the basic architecture of PICO, including the application class hierarchy and the package's serial and parallel layers. We next describe the design of the serial layer, and its central notion of manipulating subproblem states. Then, we discuss the design of the parallel layer, which includes flexible processor clustering and communication rates, various load balancing mechanisms, and a non-preemptive task scheduler running on each processor. We describe the application of the package to a branch-and-bound method for mixed integer programming, along with computational results on the ASCI Red massively parallel computer. Finally we describe the application of the branch-and-bound mixed-integer programming code to a resource constrained project scheduling problem for Pantex