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Feasibility Pump-Like Heuristics for Mixed Integer Problems

Author

Listed:
  • Marianna De Santis

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

  • Stefano Lucidi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

  • Francesco Rinaldi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

Abstract

Mixed-Integer optimization represents a powerful tool for modelling many optimization problems arising from real-world applications. The Feasibility pump is a heuristic for finding feasible solutions to mixedinteger linear problems. In this work, we propose a new feasibility pump approach for MIP problems using concave non differentiable penalty functions for measuring solution integrality.

Suggested Citation

  • Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2010. "Feasibility Pump-Like Heuristics for Mixed Integer Problems," DIS Technical Reports 2010-15, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
  • Handle: RePEc:aeg:wpaper:2010-15
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    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-15.pdf
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    References listed on IDEAS

    as
    1. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2010. "New concave penalty functions for improving the Feasibility Pump," DIS Technical Reports 2010-10, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    2. Robert M. Saltzman & Frederick S. Hillier, 1992. "A Heuristic Ceiling Point Algorithm for General Integer Linear Programming," Management Science, INFORMS, vol. 38(2), pages 263-283, February.
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    Cited by:

    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. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2011. "A new class of functions for measuring solution integrality in the Feasibility Pump approach," DIS Technical Reports 2011-08, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".

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