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RENS - Relaxation Enforced Neighborhood Search

Please always quote using this URN:urn:nbn:de:0296-matheon-5933
  • In the recent years, a couple of quite successful large neighborhood search heuristics for mixed integer programs has been published. Up to our knowledge, all of them are improvement heuristics. We present a new start heuristic for general MIPs working in the spirit of large neighborhood search. It constructs a sub-MIP which represents the space of all feasible roundings of some fractional point - normally the optimum of the LP-relaxation of the original MIP. Thereby, one is able to determine whether a point can be rounded to a feasible solution and which is the best possible rounding. Furthermore, a slightly modified version of RENS proves to be a well-performing heuristic inside the branch-cut-and-price-framework SCIP.

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Metadaten
Author:Timo Berthold
URN:urn:nbn:de:0296-matheon-5933
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 / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C59 Approximation methods and heuristics
Preprint Number:603
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