Improving the Feasibility Pump
Please always quote using this URN: urn:nbn:de:0297-zib-8754
- The Feasibility Pump of Fischetti, Glover, Lodi, and Bertacco has proved to be a very successful heuristic for finding feasible solutions of mixed integer programs. The quality of the solutions in terms of the objective value, however, tends to be poor. This paper proposes a slight modification of the algorithm in order to find better solutions. Extensive computational results show the success of this variant: in 89 out of 121 MIP instances the modified version produces improved solutions in comparison to the original Feasibility Pump.
Author: | Tobias AchterbergORCiD, Timo BertholdORCiD |
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Document Type: | ZIB-Report |
Tag: | feasibility pump; mixed integer programming; primal heuristics |
MSC-Classification: | 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90-08 Computational methods |
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming | |
Date of first Publication: | 2005/09/16 |
Series (Serial Number): | ZIB-Report (05-42) |
ZIB-Reportnumber: | 05-42 |
Published in: | Appeared in: Discrete Optimization 4 (2007) 77-86 |