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DISOPT
2007

A feasibility pump heuristic for general mixed-integer problems

13 years 5 months ago
A feasibility pump heuristic for general mixed-integer problems
Finding a feasible solution of a given Mixed-Integer Programming (MIP) model is a very important (NP-complete) problem that can be extremely hard in practice. Very recently, Fischetti, Glover and Lodi proposed a heuristic scheme for finding a feasible solution to general MIPs, called Feasibility Pump (FP). According to the computational analysis reported by these authors, FP is indeed quite effective in finding feasible solutions of hard 0-1 MIPs. However, MIPs with generalinteger variables seem much more difficult to solve by using the FP approach. In this paper we elaborate on the Fischetti-Glover-Lodi approach and extend it in two main directions, namely (i) handling as effectively as possible MIP problems with both binary and general-integer variables, and (ii) exploiting the FP information to drive a subsequent enumeration phase. Extensive computational results on large sets of test instances from the literature are reported, showing the effectiveness of our improved FP sche...
Livio Bertacco, Matteo Fischetti, Andrea Lodi
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2007
Where DISOPT
Authors Livio Bertacco, Matteo Fischetti, Andrea Lodi
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