Feasibility Pump-Like Heuristics for Mixed Integer Problems

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.

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Year of publication:	2010
Authors:	De Santis, Marianna ; Lucidi, Stefano ; Rinaldi, Francesco
Institutions:	Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
Subject:	Mixed integer programming \| Concave penalty functions \| Frank-Wolfe algorithm \| Feasibility Pump

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Extent:	application/pdf
Series:	DIS Technical Reports. - ISSN 2035-5750.
Type of publication:	Book / Working Paper
Notes:	Number 2010-15
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010597734