A new class of functions for measuring solution integrality in the Feasibility Pump approach
Mixed-Integer optimization is a powerful tool for modeling many optimization problems arising from real-world applications. Finding a rst feasible solution represents the rst step for several MIP solvers. The Feasibility pump is a heuristic for nding feasible solutions to mixed integer linear problems which is eective even when dealing with hard MIP instances. In this work, we start by interpreting the Feasibility Pump as a Frank-Wolfe method applied to a nonsmooth concave merit function. Then, we dene a general class of functions that can be included in the Feasibility Pump scheme for measuring solution integrality and we identify some merit functions belonging to this class. We further extend our approach by dynamically combining two dierent merit functions. Finally, we dene a new version of the Feasibility Pump algorithm, which includes the original version of the Feasibility Pump as a special case, and we present computational results on binary MILP problems showing the eectiveness of our approach.
|Date of creation:||2011|
|Date of revision:|
|Contact details of provider:|| Phone: +390677274140|
Fax: +39 0677274129
Web page: http://www.dis.uniroma1.it
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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".
When requesting a correction, please mention this item's handle: RePEc:aeg:wpaper:2011-8. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Antonietta Angelica Zucconi)
If references are entirely missing, you can add them using this form.