IDEAS home Printed from https://ideas.repec.org/a/spr/coopap/v69y2018i1d10.1007_s10589-017-9934-5.html
   My bibliography  Save this article

Alternating criteria search: a parallel large neighborhood search algorithm for mixed integer programs

Author

Listed:
  • Lluís-Miquel Munguía

    (Georgia Institute of Technology)

  • Shabbir Ahmed

    (Georgia Institute of Technology)

  • David A. Bader

    (Georgia Institute of Technology)

  • George L. Nemhauser

    (Georgia Institute of Technology)

  • Yufen Shao

    (ExxonMobil Upstream Research Company)

Abstract

We present a parallel large neighborhood search framework for finding high quality primal solutions for general mixed-integer programs (MIPs). The approach simultaneously solves a large number of sub-MIPs with the dual objective of reducing infeasibility and optimizing with respect to the original objective. Both goals are achieved by solving restricted versions of two auxiliary MIPs, where subsets of the variables are fixed. In contrast to prior approaches, ours does not require a feasible starting solution. We leverage parallelism to perform multiple searches simultaneously, with the objective of increasing the effectiveness of our heuristic. We computationally compare the proposed framework with a state-of-the-art MIP solver in terms of solution quality, scalability, reproducibility, and parallel efficiency. Results show the efficacy of our approach in finding high quality solutions quickly both as a standalone primal heuristic and when used in conjunction with an exact algorithm.

Suggested Citation

  • Lluís-Miquel Munguía & Shabbir Ahmed & David A. Bader & George L. Nemhauser & Yufen Shao, 2018. "Alternating criteria search: a parallel large neighborhood search algorithm for mixed integer programs," Computational Optimization and Applications, Springer, vol. 69(1), pages 1-24, January.
    • Handle: RePEc:spr:coopap:v:69:y:2018:i:1:d:10.1007_s10589-017-9934-5
    DOI: 10.1007/s10589-017-9934-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10589-017-9934-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10589-017-9934-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Egon Balas & Sebastián Ceria & Milind Dawande & Francois Margot & Gábor Pataki, 2001. "Octane: A New Heuristic for Pure 0--1 Programs," Operations Research, INFORMS, vol. 49(2), pages 207-225, April.
    2. Edward Rothberg, 2007. "An Evolutionary Algorithm for Polishing Mixed Integer Programming Solutions," INFORMS Journal on Computing, INFORMS, vol. 19(4), pages 534-541, November.
    3. David A. Bader & William E. Hart & Cynthia A. Phillips, 2005. "Parallel Algorithm Design for Branch and Bound," International Series in Operations Research & Management Science, in: H J. G (ed.), Tutorials on Emerging Methodologies and Applications in Operations Research, chapter 0, pages 5-1-5-44, Springer.
    4. Merce, C. & Fontan, G., 2003. "MIP-based heuristics for capacitated lotsizing problems," International Journal of Production Economics, Elsevier, vol. 85(1), pages 97-111, July.
    5. Tobias Achterberg & Timo Berthold & Gregor Hendel, 2012. "Rounding and Propagation Heuristics for Mixed Integer Programming," Operations Research Proceedings, in: Diethard Klatte & Hans-Jakob Lüthi & Karl Schmedders (ed.), Operations Research Proceedings 2011, edition 127, pages 71-76, Springer.
    6. Mike Hewitt & George L. Nemhauser & Martin W. P. Savelsbergh, 2010. "Combining Exact and Heuristic Approaches for the Capacitated Fixed-Charge Network Flow Problem," INFORMS Journal on Computing, INFORMS, vol. 22(2), pages 314-325, May.
    7. Thorsten Koch & Ted Ralphs & Yuji Shinano, 2012. "Could we use a million cores to solve an integer program?," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(1), pages 67-93, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tonbari, Mohamed El & Ahmed, Shabbir, 2023. "Consensus-based Dantzig-Wolfe decomposition," European Journal of Operational Research, Elsevier, vol. 307(3), pages 1441-1456.

    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.
    1. Guastaroba, G. & Savelsbergh, M. & Speranza, M.G., 2017. "Adaptive Kernel Search: A heuristic for solving Mixed Integer linear Programs," European Journal of Operational Research, Elsevier, vol. 263(3), pages 789-804.
    2. Timo Berthold, 2018. "A computational study of primal heuristics inside an MI(NL)P solver," Journal of Global Optimization, Springer, vol. 70(1), pages 189-206, January.
    3. Agarwal, Y.K. & Aneja, Y.P. & Jayaswal, Sachin, 2022. "Directed fixed charge multicommodity network design: A cutting plane approach using polar duality," European Journal of Operational Research, Elsevier, vol. 299(1), pages 118-136.
    4. SteadieSeifi, M. & Dellaert, N.P. & Nuijten, W. & Van Woensel, T., 2017. "A metaheuristic for the multimodal network flow problem with product quality preservation and empty repositioning," Transportation Research Part B: Methodological, Elsevier, vol. 106(C), pages 321-344.
    5. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2011. "A new class of functions for measuring solution integrality in the Feasibility Pump approach," DIS Technical Reports 2011-08, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    6. Li, Xiangyong & Ding, Yi & Pan, Kai & Jiang, Dapei & Aneja, Y.P., 2020. "Single-path service network design problem with resource constraints," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 140(C).
    7. Filipe Rodrigues & Agostinho Agra & Lars Magnus Hvattum & Cristina Requejo, 2021. "Weighted proximity search," Journal of Heuristics, Springer, vol. 27(3), pages 459-496, June.
    8. Vadlamani, Satish & Hosseini, Seyedmohsen, 2014. "A novel heuristic approach for solving aircraft landing problem with single runway," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 144-148.
    9. Li, Xiangyong & Wei, Kai & Aneja, Y.P. & Tian, Peng, 2017. "Design-balanced capacitated multicommodity network design with heterogeneous assets," Omega, Elsevier, vol. 67(C), pages 145-159.
    10. Ricardo M. Lima & Ignacio E. Grossmann, 2017. "On the solution of nonconvex cardinality Boolean quadratic programming problems: a computational study," Computational Optimization and Applications, Springer, vol. 66(1), pages 1-37, January.
    11. Hewitt, Mike & Nowak, Maciek & Gala, Leo, 2015. "Consolidating home meal delivery with limited operational disruption," European Journal of Operational Research, Elsevier, vol. 243(1), pages 281-291.
    12. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2010. "New concave penalty functions for improving the Feasibility Pump," DIS Technical Reports 2010-10, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    13. Hossein Babaei & Sina Alemohammad & Richard Baraniuk, 2021. "Covariate Balancing Methods for Randomized Controlled Trials Are Not Adversarially Robust," Papers 2110.13262, arXiv.org, revised Aug 2022.
    14. Mike Hewitt & George Nemhauser & Martin W. P. Savelsbergh, 2013. "Branch-and-Price Guided Search for Integer Programs with an Application to the Multicommodity Fixed-Charge Network Flow Problem," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 302-316, May.
    15. Mingyu Li & Peter Schütz, 2020. "Planning Annual LNG Deliveries with Transshipment," Energies, MDPI, vol. 13(6), pages 1-24, March.
    16. Bruno Albert Neumann-Saavedra & Teodor Gabriel Crainic & Bernard Gendron & Dirk Christian Mattfeld & Michael Römer, 2020. "Integrating Resource Management in Service Network Design for Bike-Sharing Systems," Transportation Science, INFORMS, vol. 54(5), pages 1251-1271, September.
    17. Arslan, Okan & Archetti, Claudia & Jabali, Ola & Laporte, Gilbert & Grazia Speranza, Maria, 2020. "Minimum cost network design in strategic alliances," Omega, Elsevier, vol. 96(C).
    18. de Sampaio, Raimundo J.B. & Wollmann, Rafael R.G. & Vieira, Paula F.G., 2017. "A flexible production planning for rolling-horizons," International Journal of Production Economics, Elsevier, vol. 190(C), pages 31-36.
    19. Hewitt, Mike & Crainic, Teodor Gabriel & Nowak, Maciek & Rei, Walter, 2019. "Scheduled service network design with resource acquisition and management under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 128(C), pages 324-343.
    20. Lluís-Miquel Munguía & Geoffrey Oxberry & Deepak Rajan & Yuji Shinano, 2019. "Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs," Computational Optimization and Applications, Springer, vol. 73(2), pages 575-601, June.

    Corrections

    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:69:y:2018:i:1:d:10.1007_s10589-017-9934-5. 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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.