Rounding and Propagation Heuristics for Mixed Integer Programming

Please always quote using this URN: urn:nbn:de:0297-zib-13255
  • Primal heuristics are an important component of state-of-the-art codes for mixed integer programming. In this paper, we focus on primal heuristics that only employ computationally inexpensive procedures such as rounding and logical deductions (propagation). We give an overview of eight different approaches. To assess the impact of these primal heuristics on the ability to find feasible solutions, in particular early during search, we introduce a new performance measure, the primal integral. Computational experiments evaluate this and other measures on MIPLIB~2010 benchmark instances.

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Author:Tobias Achterberg, Timo Berthold, Gregor Hendel
Document Type:ZIB-Report
Tag:domain propagation; mixed integer programming; primal heuristic
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C59 Approximation methods and heuristics
Date of first Publication:2011/07/14
Series (Serial Number):ZIB-Report (11-29)
Published in:Appeared in: Operations Research Proceedings 2011. Diethard Klatte et al. (eds.) Springer 2012, pp. 71-76
DOI:http://dx.doi.org/10.1007/978-3-642-29210-1_12

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