New concave penalty functions for improving the Feasibility Pump

Authors

  • Marianna De Santis Dipartimento Informatica e Sistemistica "Antonio Ruberti"
  • Stefano Lucidi Dipartimento Informatica e Sistemistica "Antonio Ruberti"
  • Francesco Rinaldi Dipartimento Informatica e Sistemistica "Antonio Ruberti"

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.

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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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