RENS - Relaxation Enforced Neighborhood Search

Please always quote using this URN: urn:nbn:de:0297-zib-4264
  • 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.

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Metadaten
Author:Timo Berthold
Document Type:ZIB-Report
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)
ISSN:1438-0064

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