New concave penalty functions for improving the Feasibility Pump

Marianna De Santis (), Stefano Lucidi () and Francesco Rinaldi ()
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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

No 2010-10, DIS Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

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 feasibility pump approach using concave nondifferentiable penalty functions for measuring solution integrality. We present computational results on binary MILP problems from the MIPLIB library showing the effectiveness of our approach.

Keywords: Mixed integer programming; Concave penalty functions; Frank-Wolfe algorithm; Feasibility Pump (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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