An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-014-9693-5
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Robert L. Smith, 1984. "Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions," Operations Research, INFORMS, vol. 32(6), pages 1296-1308, December.
- Stephen Baumert & Archis Ghate & Seksan Kiatsupaibul & Yanfang Shen & Robert L. Smith & Zelda B. Zabinsky, 2009. "Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles," Operations Research, INFORMS, vol. 57(3), pages 727-739, June.
- Kuo-Ling Huang & Sanjay Mehrotra, 2013. "An empirical evaluation of walk-and-round heuristics for mixed integer linear programs," Computational Optimization and Applications, Springer, vol. 55(3), pages 545-570, July.
- Pierre Bonami & João Gonçalves, 2012. "Heuristics for convex mixed integer nonlinear programs," Computational Optimization and Applications, Springer, vol. 51(2), pages 729-747, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kuo-Ling Huang & Sanjay Mehrotra, 2013. "An empirical evaluation of walk-and-round heuristics for mixed integer linear programs," Computational Optimization and Applications, Springer, vol. 55(3), pages 545-570, July.
- Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas, 2024. "Randomized Control in Performance Analysis and Empirical Asset Pricing," Papers 2403.00009, arXiv.org.
- Luca Anzilli & Silvio Giove, 2020. "Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 559-582, December.
- Corrente, Salvatore & Figueira, José Rui & Greco, Salvatore, 2014. "The SMAA-PROMETHEE method," European Journal of Operational Research, Elsevier, vol. 239(2), pages 514-522.
- Stephen Baumert & Archis Ghate & Seksan Kiatsupaibul & Yanfang Shen & Robert L. Smith & Zelda B. Zabinsky, 2009. "Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles," Operations Research, INFORMS, vol. 57(3), pages 727-739, June.
- Chunyi Wang & Fengzhang Luo & Zheng Jiao & Xiaolei Zhang & Zhipeng Lu & Yanshuo Wang & Ren Zhao & Yang Yang, 2022. "An Enhanced Second-Order Cone Programming-Based Evaluation Method on Maximum Hosting Capacity of Solar Energy in Distribution Systems with Integrated Energy," Energies, MDPI, vol. 15(23), pages 1-19, November.
- Hazan, Aurélien, 2017. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 589-602.
- Dimitris Bertsimas & Allison O'Hair, 2013. "Learning Preferences Under Noise and Loss Aversion: An Optimization Approach," Operations Research, INFORMS, vol. 61(5), pages 1190-1199, October.
- Corrente, Salvatore & Greco, Salvatore & Rezaei, Jafar, 2024. "Better decisions with less cognitive load: The Parsimonious BWM," Omega, Elsevier, vol. 126(C).
- Qi Fan & Jiaqiao Hu, 2018. "Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 30(4), pages 677-693, November.
- Reuven Rubinstein, 2009. "The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling," Methodology and Computing in Applied Probability, Springer, vol. 11(4), pages 491-549, December.
- Jing Voon Chen & Julia L. Higle & Michael Hintlian, 2018. "A systematic approach for examining the impact of calibration uncertainty in disease modeling," Computational Management Science, Springer, vol. 15(3), pages 541-561, October.
- Sonia Cafieri & Claudia D’Ambrosio, 2018. "Feasibility pump for aircraft deconfliction with speed regulation," Journal of Global Optimization, Springer, vol. 71(3), pages 501-515, July.
- Luis V. Montiel & J. Eric Bickel, 2014. "A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information," Decision Analysis, INFORMS, vol. 11(3), pages 147-170, September.
- Kiatsupaibul, Seksan & J. Hayter, Anthony & Liu, Wei, 2017. "Rank constrained distribution and moment computations," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 229-242.
- Pavel Shcherbakov & Mingyue Ding & Ming Yuchi, 2021. "Random Sampling Many-Dimensional Sets Arising in Control," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
- Brunelli, Matteo & Corrente, Salvatore, 2024. "Modeling criteria and project interactions in portfolio decision analysis with the Choquet integral," Omega, Elsevier, vol. 126(C).
- Etienne de Klerk & Monique Laurent, 2018. "Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1317-1325, November.
- Cheng, Haiyan & Sandu, Adrian, 2009. "Efficient uncertainty quantification with the polynomial chaos method for stiff systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(11), pages 3278-3295.
- Sorawit Saengkyongam & Anthony Hayter & Seksan Kiatsupaibul & Wei Liu, 2020. "Efficient computation of the stochastic behavior of partial sum processes," Computational Statistics, Springer, vol. 35(1), pages 343-358, March.
More about this item
Keywords
Mixed integer convex programs; Geometric random walk ; Feasibility pump; Primal heuristic;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:60:y:2015:i:3:p:559-585. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.