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Ten years of feasibility pump, and counting

Author

Listed:
  • Timo Berthold

    (Fair Isaac)

  • Andrea Lodi

    (CERC and École Polytechnique de Montréal)

  • Domenico Salvagnin

    (DEI, University of Padova)

Abstract

The Feasibility Pump (fp) is probably the best-known primal heuristic for mixed-integer programming. The original work by Fischetti et al. (Math Program 104(1):91–104, 2005), which introduced the heuristic for 0–1 mixed-integer linear programs, has been succeeded by more than twenty follow-up publications which improve the performance of the fp and extend it to other problem classes. Year 2015 was the tenth anniversary of the first fp publication. The present paper provides an overview of the diverse Feasibility Pump literature that has been presented over the last decade.

Suggested Citation

  • Timo Berthold & Andrea Lodi & Domenico Salvagnin, 2019. "Ten years of feasibility pump, and counting," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 7(1), pages 1-14, March.
    • Handle: RePEc:spr:eurjco:v:7:y:2019:i:1:d:10.1007_s13675-018-0109-7
    DOI: 10.1007/s13675-018-0109-7
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    References listed on IDEAS

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    1. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2013. "A new class of functions for measuring solution integrality in the Feasibility Pump approach: Complete Results," DIAG Technical Reports 2013-05, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    2. Pierre Bonami & João Gonçalves, 2012. "Heuristics for convex mixed integer nonlinear programs," Computational Optimization and Applications, Springer, vol. 51(2), pages 729-747, March.
    3. Marguerite Frank & Philip Wolfe, 1956. "An algorithm for quadratic programming," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 3(1‐2), pages 95-110, March.
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