Boosting the feasibility pump

Boland, N, Eberhard, A, Engineer, F, Fischetti, M, Savelsbergh, M and Tsoukalas, A 2014, 'Boosting the feasibility pump', Mathematical Programming Computation, vol. 6, no. 3, pp. 255-279.


Document type: Journal Article
Collection: Journal Articles

Title Boosting the feasibility pump
Author(s) Boland, N
Eberhard, A
Engineer, F
Fischetti, M
Savelsbergh, M
Tsoukalas, A
Year 2014
Journal name Mathematical Programming Computation
Volume number 6
Issue number 3
Start page 255
End page 279
Total pages 25
Publisher Springer Berlin Heidelberg
Abstract The feasibility pump (FP) has proved to be an effective method for finding feasible solutions to mixed integer programming problems. FP iterates between a rounding procedure and a projection procedure, which together provide a sequence of points alternating between LP feasible but fractional solutions, and integer but LP infeasible solutions. The process attempts to minimize the distance between consecutive iterates, producing an integer feasible solution when closing the distance between them. We investigate the benefits of enhancing the rounding procedure with a clever integer line search that efficiently explores a large set of integer points. An extensive computational study on benchmark instances demonstrates the efficacy of the proposed approach.
Subject Operations Research
Optimisation
Applied Mathematics not elsewhere classified
DOI - identifier 10.1007/s12532-014-0068-9
Copyright notice © Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2014
ISSN 1867-2949
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