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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| 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 |
