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Scylla: A Matrix-Free Fix-Propagate-and-Project Heuristic for Mixed-Integer Optimization

In: Operations Research Proceedings 2023

Author

Listed:
  • Gioni Mexi

    (Interactive Optimization and Learning, Zuse Institute Berlin)

  • Mathieu Besançon

    (Interactive Optimization and Learning, Zuse Institute Berlin
    Université Grenoble Alpes, Inria, LIG, CNRS)

  • Suresh Bolusani

    (Interactive Optimization and Learning, Zuse Institute Berlin)

  • Antonia Chmiela

    (Interactive Optimization and Learning, Zuse Institute Berlin)

  • Alexander Hoen

    (Interactive Optimization and Learning, Zuse Institute Berlin)

  • Ambros Gleixner

    (Interactive Optimization and Learning, Zuse Institute Berlin
    HTW Berlin)

Abstract

We introduce Scylla, a primal heuristic for mixed-integer optimization problems. It exploits approximate solves of the Linear Programming relaxations through the matrix-free Primal-Dual Hybrid Gradient algorithm with specialized termination criteria, and derives integer-feasible solutions via fix-and-propagate procedures and feasibility-pump-like updates to the objective function. Computational experiments show that the method is particularly suited to instances with hard linear relaxations.

Suggested Citation

  • Gioni Mexi & Mathieu Besançon & Suresh Bolusani & Antonia Chmiela & Alexander Hoen & Ambros Gleixner, 2025. "Scylla: A Matrix-Free Fix-Propagate-and-Project Heuristic for Mixed-Integer Optimization," Lecture Notes in Operations Research, in: Guido Voigt & Malte Fliedner & Knut Haase & Wolfgang Brüggemann & Kai Hoberg & Joern Meissner (ed.), Operations Research Proceedings 2023, chapter 0, pages 65-72, Springer.
  • Handle: RePEc:spr:lnopch:978-3-031-58405-3_9
    DOI: 10.1007/978-3-031-58405-3_9
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