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Rounding and Propagation Heuristics for Mixed Integer Programming

  • 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:Gregor HendelORCiD, Timo BertholdORCiD, Tobias AchterbergORCiD
Document Type:In Proceedings
Parent Title (English):Operations Research Proceedings 2011
First Page:71
Last Page:76
Granting Institution:Freie Universität Berlin
Year of first publication:2011
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