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Using the analytic center in the feasibility pump

Author
Baena, D.; Castro, J.
Type of activity
Journal article
Journal
Operations research letters
Date of publication
2011-09
Volume
39
Number
5
First page
310
Last page
317
DOI
https://doi.org/10.1016/j.orl.2011.07.005 Open in new window
Project funding
MTM2009-08747 Very large-scale optimization for data privacy
URL
http://www.sciencedirect.com/science/article/pii/S0167637711000824 Open in new window
Abstract
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.
Keywords
Analytic center, Feasibility problem, Interior-point methods, Mixed-integer linear programming, Primal heuristics
Group of research
GNOM - Mathematical Optimization Group

Participants