Feasibility Pump-Like Heuristics for Mixed Integer Problems

Marianna De Santis (), Stefano Lucidi () and Francesco Rinaldi ()
Additional contact information
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 2010-15, 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 modelling many optimization problems arising from real-world applications. The Feasibility pump is a heuristic for finding feasible solutions to mixedinteger 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.

Keywords: Mixed integer programming; Concave penalty functions; Frank-Wolfe algorithm; Feasibility Pump (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-15.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aeg:wpaper:2010-15

Access Statistics for this paper

More papers in DIS Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" Contact information at EDIRC.
Bibliographic data for series maintained by Antonietta Angelica Zucconi ( this e-mail address is bad, please contact ).