TY - GEN
A1 - Berthold, Timo
A1 - Gleixner, Ambros M.
T1 - Undercover – a primal heuristic for MINLP based on sub-MIPs generated by set covering
N2 - We present Undercover, a primal heuristic for mixed-integer nonlinear programming (MINLP). The heuristic constructs a mixed-integer linear subproblem (sub-MIP) of a given MINLP by fixing a subset of the variables. We solve a set covering problem to identify a minimal set of variables which need to be fixed in order to linearise each constraint. Subsequently, these variables are fixed to approximate values, e.g. obtained from a linear outer approximation. The resulting sub-MIP is solved by a mixed-integer linear programming solver. Each feasible solution of the sub-MIP corresponds to a feasible solution of the original problem. Although general in nature, the heuristic seems most promising for mixed-integer quadratically constrained programmes (MIQCPs). We present computational results on a general test set of MIQCPs selected from the MINLPLib.
T3 - ZIB-Report - 09-40
KW - MINLP
KW - MIQCP
KW - Primalheuristik
KW - Nachbarschaftssuche
KW - Mengenüberdeckung
KW - mixed-integer nonlinear programming
KW - MIQCP
KW - primal heuristic
KW - large neighborhood search
KW - set covering
Y1 - 2009
UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/1163
UR - https://nbn-resolving.org/urn:nbn:de:0297-zib-11632
SN - 1438-0064
ER -