Mixed-Integer optimization represents a powerful tool for modeling many optimization problems arising from real-world applications. The Feasibility pump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibility pump approach using concave non-differentiable penalty functions for measuring solution integrality. We present computational results on binary MILP problems from the MIPLIB library showing the effectiveness of our approach.
This manuscript is a previous version of the following paper: M. De Santis, S. Lucidi and F. Rinaldi. "A new class of functions for measuring solution integrality in the Feasibility Pump approach." SIAM Journal on Optimization, 23(3), pp. 1575-1606, (2013)