@misc{HumpolaFuegenschuhLehmann, author = {Humpola, Jesco and F{\"u}genschuh, Armin and Lehmann, Thomas}, title = {A Primal Heuristic for MINLP based on Dual Information}, issn = {1438-0064}, doi = {10.1007/s13675-014-0029-0}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-43110}, abstract = {We present a novel heuristic algorithm to identify feasible solutions of a mixed-integer nonlinear programming problem arising in natural gas transportation: the selection of new pipelines to enhance the network's capacity to a desired level in a cost-efficient way. We solve this problem in a linear programming based branch-and-cut approach, where we deal with the nonlinearities by linear outer approximation and spatial branching. At certain nodes of the branching tree, we compute a KKT point for a nonlinear relaxation. Based on the information from the KKT point we alter some of the integer variables in a locally promising way. We describe this heuristic for general MINLPs and then show how to tailor the heuristic to exploit our problem-specific structure. On a test set of real-world instances, we are able to increase the chance of identifying feasible solutions by some order of magnitude compared to standard MINLP heuristics that are already built in the general-purpose MINLP solver SCIP.}, language = {en} }