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New concave penalty functions for improving the Feasibility Pump

Author

Listed:
  • Marianna De Santis

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

  • Stefano Lucidi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

  • Francesco Rinaldi

    (Dipartimento di Informatica e Sistemistica "Antonio Ruberti" Sapienza, Universita' di Roma)

Abstract

Mixed-Integer optimization represents a powerful tool for modeling manyoptimization problems arising from real-world applications. The Feasibilitypump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibility pump approach using concave nondifferentiable penalty functions for measuring solution integrality. We present computational results on binary MILP problems from the MIPLIB library showing the effectiveness of our approach.

Suggested Citation

  • 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".
    • Handle: RePEc:aeg:wpaper:2010-10
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    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-10.pdf
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    References listed on IDEAS

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    1. Robert M. Saltzman & Frederick S. Hillier, 1992. "A Heuristic Ceiling Point Algorithm for General Integer Linear Programming," Management Science, INFORMS, vol. 38(2), pages 263-283, February.
    2. Egon Balas & Clarence H. Martin, 1980. "Pivot and Complement--A Heuristic for 0-1 Programming," Management Science, INFORMS, vol. 26(1), pages 86-96, January.
    3. Lokketangen, Arne & Glover, Fred, 1998. "Solving zero-one mixed integer programming problems using tabu search," European Journal of Operational Research, Elsevier, vol. 106(2-3), pages 624-658, April.
    4. 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.
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    Cited by:

    1. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2010. "Feasibility Pump-Like Heuristics for Mixed Integer Problems," DIS Technical Reports 2010-15, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    2. Marianna De Santis & Francesco Rinaldi, 2010. "Continuous reformulations for zero-one programming problems," DIS Technical Reports 2010-16, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    3. M. Santis & F. Rinaldi, 2012. "Continuous Reformulations for Zero–One Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 75-84, April.

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