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Improving the Feasibility Pump

Please always quote using this URN:urn:nbn:de:0296-matheon-5922
  • The Feasibility Pump of Fischetti, Glover, Lodi, and Bertacco has proved to be a very successful heuristic for finding feasible solutions of mixed integer programs. The quality of the solutions in terms of the objective value, however, tends to be poor. This paper proposes a slight modification of the algorithm in order to find better solutions. Extensive computational results show the success of this variant: in 89 out of 121 MIP instances the modified version produces improved solutions in comparison to the original Feasibility Pump.

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Metadaten
Author:Tobias Achterberg, Timo Berthold
URN:urn:nbn:de:0296-matheon-5922
Referee:Martin Grötschel
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2009/07/21
Release Date:2009/07/20
Tag:
Institute:Zuse Institute Berlin (ZIB)
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90-08 Computational methods
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
Preprint Number:604
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