New concave penalty functions for improving the Feasibility Pump
Keywords:
Mixed integer programming, Concave penaltyfunctions, Frank-Wolfe algorithm, FeasibilityPump.Abstract
Mixed-Integer optimization represents a powerful tool for modeling manyoptimization problems arising from real-world applications. The Feasibilitypump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibilitypump approach using concave nondifferentiable penaltyfunctions for measuring solution integrality. We present computational results on binaryMILP problems from the MIPLIB librarysho wing the effectiveness of our approach.Downloads
How to Cite
De Santis, M., Lucidi, S., & Rinaldi, F. (2010). New concave penalty functions for improving the Feasibility Pump. Department of Computer and System Sciences Antonio Ruberti Technical Reports, 2(10). Retrieved from https://rosa.uniroma1.it/rosa00/index.php/dis_technical_reports/article/view/8891
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