Overview Statistic: PDF-Downloads (blue) and Frontdoor-Views (gray)

Using Multiple Reference Vectors and Objective Scaling in the Feasibility Pump

Please always quote using this URN: urn:nbn:de:0297-zib-87392
  • The Feasibility Pump (FP) is one of the best-known primal heuristics for mixed-integer programming (MIP): more than 15 papers suggested various modifications of all of its steps. So far, no variant considered information across multiple iterations, but all instead maintained the principle to optimize towards a single reference integer point. In this paper, we evaluate the usage of multiple reference vectors in all stages of the FP algorithm. In particular, we use LP-feasible vectors obtained during the main loop to tighten the variable domains before entering the computationally expensive enumeration stage. Moreover, we consider multiple integer reference vectors to explore further optimizing directions and introduce alternative objective scaling terms to balance the contributions of the distance functions and the original MIP objective. Our computational experiments demonstrate that the new method can improve performance on general MIP test sets. In detail, our modifications provide a 29.3% solution quality improvement and 4.0% running time improvement in an embedded setting, needing 16.0% fewer iterations over a large test set of MIP instances. In addition, the method’s success rate increases considerably within the first few iterations. In a standalone setting, we also observe a moderate performance improvement, which makes our version of FP suitable for the two main use-cases of the algorithm.

Export metadata

Additional Services

Share in Twitter Search Google Scholar Statistics - number of accesses to the document
Metadaten
Author:Timo BertholdORCiD, Gioni Mexi, Domenico Salvagnin
Document Type:Article
Parent Title (English):EURO Journal on Computational Optimization
Volume:11
Year of first publication:2023
Preprint:urn:nbn:de:0297-zib-88513
DOI:https://doi.org/10.1016/j.ejco.2023.100066
Accept ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.