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  <doc>
    <id>1163</id>
    <completedYear/>
    <publishedYear/>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
    <pageLast/>
    <pageNumber/>
    <edition/>
    <issue/>
    <volume/>
    <type>reportzib</type>
    <publisherName/>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>2009-12-16</completedDate>
    <publishedDate>2009-12-16</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">Undercover – a primal heuristic for MINLP based on sub-MIPs generated by set covering</title>
    <abstract language="eng">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.</abstract>
    <identifier type="serial">09-40</identifier>
    <identifier type="issn">1438-0064</identifier>
    <identifier type="opus3-id">1222</identifier>
    <identifier type="urn">urn:nbn:de:0297-zib-11632</identifier>
    <enrichment key="SourceTitle">App. in: Proceedings of the EWMINLP. Pierre Bonami et al. eds. 2010, pp. 103-112</enrichment>
    <author>Timo Berthold</author>
    <submitter>unknown unknown</submitter>
    <author>Ambros Gleixner</author>
    <series>
      <title>ZIB-Report</title>
      <number>09-40</number>
    </series>
    <subject>
      <language>deu</language>
      <type>uncontrolled</type>
      <value>MINLP</value>
    </subject>
    <subject>
      <language>deu</language>
      <type>uncontrolled</type>
      <value>MIQCP</value>
    </subject>
    <subject>
      <language>deu</language>
      <type>uncontrolled</type>
      <value>Primalheuristik</value>
    </subject>
    <subject>
      <language>deu</language>
      <type>uncontrolled</type>
      <value>Nachbarschaftssuche</value>
    </subject>
    <subject>
      <language>deu</language>
      <type>uncontrolled</type>
      <value>Mengenüberdeckung</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>mixed-integer nonlinear programming</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>MIQCP</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>primal heuristic</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>large neighborhood search</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>set covering</value>
    </subject>
    <collection role="ddc" number="510">Mathematik</collection>
    <collection role="ccs" number="G.1.6">Optimization</collection>
    <collection role="msc" number="90C11">Mixed integer programming</collection>
    <collection role="msc" number="90C30">Nonlinear programming</collection>
    <collection role="msc" number="90C59">Approximation methods and heuristics</collection>
    <collection role="institutes" number="optimization">Mathematical Optimization</collection>
    <collection role="persons" number="berthold">Berthold, Timo</collection>
    <collection role="projects" number="MATHEON-B20">MATHEON-B20</collection>
    <collection role="projects" number="MIP-ZIBOPT">MIP-ZIBOPT</collection>
    <collection role="projects" number="Siemens">Siemens</collection>
    <collection role="institutes" number="aopt">Applied Optimization</collection>
    <file>https://opus4.kobv.de/opus4-zib/files/1163/ZR_09_40_rev2.pdf</file>
    <file>https://opus4.kobv.de/opus4-zib/files/1163/ZR_09_40.pdf</file>
    <file>https://opus4.kobv.de/opus4-zib/files/1163/ZR_09_40_rev2.ps</file>
    <file>https://opus4.kobv.de/opus4-zib/files/1163/ZR_09_40.ps</file>
    <file>https://opus4.kobv.de/opus4-zib/files/1163/ZR_09_40_rev3.pdf</file>
    <file>https://opus4.kobv.de/opus4-zib/files/1163/ZR_09_40_rev3.ps</file>
  </doc>
</export-example>
