Title
Boosting the feasibility pump.
Abstract
The feasibility pump (FP) has proved to be an effective method for finding feasible solutions to mixed integer programming problems. FP iterates between a rounding procedure and a projection procedure, which together provide a sequence of points alternating between LP feasible but fractional solutions, and integer but LP infeasible solutions. The process attempts to minimize the distance between consecutive iterates, producing an integer feasible solution when closing the distance between them. We investigate the benefits of enhancing the rounding procedure with a clever integer line search that efficiently explores a large set of integer points. An extensive computational study on benchmark instances demonstrates the efficacy of the proposed approach.
Year
DOI
Venue
2014
10.1007/s12532-014-0068-9
Math. Program. Comput.
Keywords
Field
DocType
operations research
Integer,Mathematical optimization,Effective method,Algorithm,Rounding,Integer programming,Line search,Boosting (machine learning),Iterated function,Mathematics
Journal
Volume
Issue
ISSN
6
3
1867-2957
Citations 
PageRank 
References 
2
0.39
21
Authors
6
Name
Order
Citations
PageRank
Natashia Boland172667.11
Andrew C. Eberhard2111.89
Faramroze G. Engineer3443.74
Matteo Fischetti42505260.53
Martin Savelsbergh52624190.83
Angelos Tsoukalas6776.51