Feasibility Pump-Like Heuristics for Mixed Integer Problems

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 penalty functions, Frank-Wolfe algorithm, Feasibility Pump

Abstract

Mixed-Integer optimization represents a powerful tool for modelling many optimization problems arising from real-world applications. The Feasibility pump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibility pump approach for MIP problems using concave non differentiable penalty functions for measuring solution integrality

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How to Cite

De Santis, M., Lucidi, S., & Rinaldi, F. (2010). Feasibility Pump-Like Heuristics for Mixed Integer Problems. Department of Computer and System Sciences Antonio Ruberti Technical Reports, 2(15), 11. Retrieved from https://rosa.uniroma1.it/rosa00/index.php/dis_technical_reports/article/view/8944

Issue

Vol. 2 No. 15 (2010): Feasibility Pump-Like Heuristics for Mixed Integer Problems

Section

Articles

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