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.
Author: | Timo Berthold |
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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 |