RENS - Relaxation Enforced Neighborhood Search
- In the recent years, a couple of quite successful large neighborhood search heuristics for mixed integer programs has been published. Up to our knowledge, all of them are improvement heuristics. We present a new start heuristic for general MIPs working in the spirit of large neighborhood search. It constructs a sub-MIP which represents the space of all feasible roundings of some fractional point - normally the optimum of the LP-relaxation of the original MIP. Thereby, one is able to determine whether a point can be rounded to a feasible solution and which is the best possible rounding. Furthermore, a slightly modified version of RENS proves to be a well-performing heuristic inside the branch-cut-and-price-framework SCIP.
|Tag:||Gemischt-Ganzzahlige Programmierung; Nachbarschaftssuche; Primalheuristiken|
large neighborhood search; mixed integer programming; primal heuristics
|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:||2007/10/24|
|Series (Serial Number):||ZIB-Report (07-28)|