IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

A new class of functions for measuring solution integrality in the Feasibility Pump approach

Listed author(s):
  • 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)

Registered author(s):

    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.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    File Function: First version 2011
    Download Restriction: no

    Paper provided by Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" in its series DIS Technical Reports with number 2011-08.

    in new window

    Date of creation: 2011
    Handle: RePEc:aeg:wpaper:2011-8
    Contact details of provider: Phone: +390677274140
    Fax: +39 0677274129
    Web page:

    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.:

    in new window

    1. 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".
    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.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    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 you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.