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  <doc>
    <id>4845</id>
    <completedYear>2010</completedYear>
    <publishedYear>2010</publishedYear>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst>103</pageFirst>
    <pageLast>112</pageLast>
    <pageNumber/>
    <edition/>
    <issue/>
    <volume/>
    <type>conferenceobject</type>
    <publisherName/>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>--</completedDate>
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    <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>
    <parentTitle language="eng">Proceedings of the European Workshop on Mixed Integer Nonlinear Programming, April 12-16, 2010, Marseilles, France</parentTitle>
    <enrichment key="PeerReviewed">no</enrichment>
    <enrichment key="PreprintUrn">urn:nbn:de:0297-zib-11632</enrichment>
    <author>Timo Berthold</author>
    <submitter>Sebastian Schenker</submitter>
    <editor>Pierre Bonami</editor>
    <author>Ambros Gleixner</author>
    <editor>Leo Liberti</editor>
    <editor>Andrew J. Miller</editor>
    <editor>Annick Sartenaer</editor>
    <collection role="institutes" number="optimization">Mathematical Optimization</collection>
    <collection role="institutes" number="mip">Mathematical Optimization Methods</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>
  </doc>
</export-example>
