A New Approach to the Feasibility Pump in Mixed Integer Programming

The feasibility pump is a recent, highly successful heuristic for general mixed integer linear programming problems. We show that the feasibility pump heuristic can be interpreted as a discrete ver...

[1]  Andrea Lodi,et al.  Experiments with a Feasibility Pump Approach for Nonconvex MINLPs , 2010, SEA.

[2]  E. Balas,et al.  Pivot and Complement–A Heuristic for 0-1 Programming , 1980 .

[3]  Timo Berthold Primal Heuristics for Mixed Integer Programs , 2006 .

[4]  Dimitri P. Bertsekas,et al.  Nonlinear Programming , 1997 .

[5]  E. Balas,et al.  Pivot and shift - a mixed integer programming heuristic , 2004, Discret. Optim..

[6]  Laurence A. Wolsey,et al.  Integer and Combinatorial Optimization , 1988 .

[7]  S. Lucidi,et al.  Exact Penalty Functions for Nonlinear Integer Programming Problems , 2010 .

[8]  Egon Balas,et al.  Octane: A New Heuristic for Pure 0-1 Programs , 2001, Oper. Res..

[9]  Fred W. Glover,et al.  Solving zero-one mixed integer programming problems using tabu search , 1998, European Journal of Operational Research.

[10]  Claude Lemaréchal,et al.  On a primal-proximal heuristic in discrete optimization , 2005, Math. Program..

[11]  Claude Le Pape,et al.  Exploring relaxation induced neighborhoods to improve MIP solutions , 2005, Math. Program..

[12]  Matteo Fischetti,et al.  A feasibility pump heuristic for general mixed-integer problems , 2007, Discret. Optim..

[13]  Gérard Cornuéjols,et al.  A Feasibility Pump for mixed integer nonlinear programs , 2009, Math. Program..

[14]  Stefano Lucidi,et al.  New concave penalty functions for improving the Feasibility Pump , 2010 .

[15]  Fred W. Glover,et al.  The feasibility pump , 2005, Math. Program..

[16]  Hisashi Mine,et al.  A heuristic algorithm for mixed-integer programming problems , 1974 .

[17]  A. Iusem,et al.  Set-valued mappings and enlargements of monotone operators , 2008 .

[18]  Mauricio G. C. Resende,et al.  An interior point algorithm to solve computationally difficult set covering problems , 1991, Math. Program..

[19]  Matteo Fischetti,et al.  Feasibility pump 2.0 , 2009, Math. Program. Comput..

[20]  Matteo Fischetti,et al.  Local branching , 2003, Math. Program..

[21]  R. Rockafellar Monotone Operators and the Proximal Point Algorithm , 1976 .

[22]  Jonathan Eckstein,et al.  Pivot, Cut, and Dive: a heuristic for 0-1 mixed integer programming , 2007, J. Heuristics.

[23]  Frederick S. Hillier,et al.  Interior Path Methods for Heuristic Integer Programming Procedures , 1979, Oper. Res..

[24]  Andrea Lodi,et al.  A storm of feasibility pumps for nonconvex MINLP , 2012, Mathematical Programming.

[25]  Frederick S. Hillier,et al.  Efficient Heuristic Procedures for Integer Linear Programming with an Interior , 1969, Oper. Res..

[26]  Timo Berthold,et al.  Konrad-zuse-zentrum F ¨ Ur Informationstechnik Berlin Improving the Feasibility Pump Improving the Feasibility Pump , 2022 .