IDEAS home Printed from https://ideas.repec.org/p/aeg/wpaper/2010-15.html
   My bibliography  Save this paper

Feasibility Pump-Like Heuristics for Mixed Integer Problems

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 modelling many optimization problems arising from real-world applications. The Feasibility pump is a heuristic for finding feasible solutions to mixedinteger linear problems. In this work, we propose a new feasibility pump approach for MIP problems using concave non differentiable penalty functions for measuring solution integrality.

Suggested Citation

  • 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".
    • Handle: RePEc:aeg:wpaper:2010-15
    as

    Download full text from publisher

    File URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-15.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. 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".
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. S. Lucidi & F. Rinaldi, 2010. "Exact Penalty Functions for Nonlinear Integer Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 479-488, June.
    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. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2013. "A new class of functions for measuring solution integrality in the Feasibility Pump approach: Complete Results," DIAG Technical Reports 2013-05, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    2. 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".

    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. Marianna De Santis & Stefano Lucidi & Francesco Rinaldi, 2013. "A new class of functions for measuring solution integrality in the Feasibility Pump approach: Complete Results," DIAG Technical Reports 2013-05, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
    2. 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".
    3. 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".
    4. Saïd Hanafi & Raca Todosijević, 2017. "Mathematical programming based heuristics for the 0–1 MIP: a survey," Journal of Heuristics, Springer, vol. 23(4), pages 165-206, August.
    5. 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.
    6. Freville, Arnaud, 2004. "The multidimensional 0-1 knapsack problem: An overview," European Journal of Operational Research, Elsevier, vol. 155(1), pages 1-21, May.
    7. Raymond R. Hill & Charles H. Reilly, 2000. "The Effects of Coefficient Correlation Structure in Two-Dimensional Knapsack Problems on Solution Procedure Performance," Management Science, INFORMS, vol. 46(2), pages 302-317, February.
    8. 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.
    9. Pooyan Kazemian & Yue Dong & Thomas Rohleder & Jonathan Helm & Mark Van Oyen, 2014. "An IP-based healthcare provider shift design approach to minimize patient handoffs," Health Care Management Science, Springer, vol. 17(1), pages 1-14, March.
    10. Weili Zhang & Charles D. Nicholson, 2020. "Objective scaling ensemble approach for integer linear programming," Journal of Heuristics, Springer, vol. 26(1), pages 1-19, February.
    11. 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".
    12. He, Yan & Wu, Tao & Zhang, Canrong & Liang, Zhe, 2015. "An improved MIP heuristic for the intermodal hub location problem," Omega, Elsevier, vol. 57(PB), pages 203-211.
    13. Hanafi, Said & Freville, Arnaud, 1998. "An efficient tabu search approach for the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 106(2-3), pages 659-675, April.
    14. Altay, Nezih & Robinson Jr., Powell E. & Bretthauer, Kurt M., 2008. "Exact and heuristic solution approaches for the mixed integer setup knapsack problem," European Journal of Operational Research, Elsevier, vol. 190(3), pages 598-609, November.
    15. Filippo Fabiani & Barbara Franci, 2023. "On Distributionally Robust Generalized Nash Games Defined over the Wasserstein Ball," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 298-309, October.
    16. COPPERSMITH, Don & LEE, Jon, 2000. "Indivisibility and divisibility polytopes," LIDAM Discussion Papers CORE 2000031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    17. Kulturel-Konak, Sadan, 2012. "A linear programming embedded probabilistic tabu search for the unequal-area facility layout problem with flexible bays," European Journal of Operational Research, Elsevier, vol. 223(3), pages 614-625.
    18. Vesna Radonjić Ɖogatović & Marko Ɖogatović & Milorad Stanojević & Nenad Mladenović, 2020. "Revenue maximization of Internet of things provider using variable neighbourhood search," Journal of Global Optimization, Springer, vol. 78(2), pages 375-396, October.
    19. Angel Juan & Javier Faulin & Albert Ferrer & Helena Lourenço & Barry Barrios, 2013. "MIRHA: multi-start biased randomization of heuristics with adaptive local search for solving non-smooth routing problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 109-132, April.
    20. Paola Cappanera & Marco Trubian, 2005. "A Local-Search-Based Heuristic for the Demand-Constrained Multidimensional Knapsack Problem," INFORMS Journal on Computing, INFORMS, vol. 17(1), pages 82-98, February.

    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:aeg:wpaper:2010-15. 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: Antonietta Angelica Zucconi (email available below). General contact details of provider: https://edirc.repec.org/data/dirosit.html .

    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.