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Using the analytic center in the feasibility pump

Autor
Baena, D.; Castro, J.
Tipus d'activitat
Article en revista
Revista
Operations research letters
Data de publicació
2011-09
Volum
39
Número
5
Pàgina inicial
310
Pàgina final
317
DOI
https://doi.org/10.1016/j.orl.2011.07.005 Obrir en finestra nova
Projecte finançador
MTM2009-08747 Very large-scale optimization for data privacy
URL
http://www.sciencedirect.com/science/article/pii/S0167637711000824 Obrir en finestra nova
Resum
The feasibility pump (FP) has proved to be a successful heuristic for finding feasible solutions of mixed integer linear problems. Briefly, FP alternates between two sequences of points: one of feasible solutions for the relaxed problem, and another of integer points. This short paper extends FP, such that the integer point is obtained by rounding a point on the (feasible) segment between the computed feasible point and the analytic center for the relaxed linear problem.
Paraules clau
Analytic Center, Interior-point Methods, Mixed-integer Linear Programming, Feasibility Problem, Primal Heuristics
Grup de recerca
GNOM - Grup d'Optimització Numèrica i Modelització

Participants