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  • 标题:New concave penalty functions for improving the Feasibility Pump
  • 本地全文:下载
  • 作者:Marianna De Santis ; Stefano Lucidi ; Francesco Rinaldi
  • 期刊名称:Department of Computer and System Sciences Antonio Ruberti Technical Reports
  • 印刷版ISSN:2035-5750
  • 出版年度:2010
  • 卷号:2
  • 期号:10
  • 语种:English
  • 出版社:Department of Computer and System Sciences Antonio Ruberti. Sapienza, Università di Roma
  • 摘要:Mixed-Integer optimization represents a powerful tool for modeling manyoptimization problems arising from real-world applications. The Feasibilitypump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibilitypump approach using concave nondifferentiable penaltyfunctions for measuring solution integrality. We present computational results on binaryMILP problems from the MIPLIB librarysho wing the effectiveness of our approach.
  • 关键词:Mixed integer programming, Concave penaltyfunctions;Frank-Wolfe algorithm;FeasibilityPump.
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