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.