A Feasibility Pump for mixed integer nonlinear programs

A Feasibility Pump for mixed integer nonlinear programs

We present an algorithm for finding a feasible solution to a convex mixed integer nonlinear program. This algorithm, called Feasibility Pump, alternates between solving nonlinear programs and mixed integer linear programs. We also discuss how the algorithm can be iterated so as to improve the first...

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Veröffentlicht in:Mathematical Programming, Series A Series A, 2009-07, Vol.119 (2), p.331-352
Hauptverfasser: Bonami, Pierre, Cornuéjols, Gérard, Lodi, Andrea, Margot, François
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied sciences
Approximation
Calculus of Variations and Optimal Control
Optimization
Combinatorics
Computer Science
Exact sciences and technology
Feasibility
Full Length Paper
Heuristic
Integer programming
Mathematical and Computational Physics
Mathematical Methods in Physics
Mathematical programming
Mathematics
Mathematics and Statistics
Mathematics of Computing
Nonlinear programming
Numerical Analysis
Operational research and scientific management
Operational research. Management science
Operations Research
Optimization and Control
Studies
Theoretical
Variables
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Zusammenfassung:We present an algorithm for finding a feasible solution to a convex mixed integer nonlinear program. This algorithm, called Feasibility Pump, alternates between solving nonlinear programs and mixed integer linear programs. We also discuss how the algorithm can be iterated so as to improve the first solution it finds, as well as its integration within an outer approximation scheme. We report computational results.
ISSN:0025-5610
1436-4646
DOI:10.1007/s10107-008-0212-2