Faramroze G. Engineer

A New Approach to the Feasibility Pump in Mixed Integer Programming

  • Natashia Boland
  • Andrew C. Eberhard
  • Faramroze G. Engineer
  • Angelos Tsoukalas
    • Categories (Mixed) Integer Linear Programming Tags , , ,

    The feasibility pump is a recent, highly successful heuristic for general mixed integer linear programming problems. We show that the feasibility pump heuristic can be interpreted as a discrete version of the proximal point algorithm. In doing so, we extend and generalize some of the fundamental results in this area to provide new supporting theory. … Read more

    Boosting the Feasibility Pump

  • Natashia Boland
  • Andrew C. Eberhard
  • Faramroze G. Engineer
  • Matteo Fischetti
  • Martin Savelsbergh
  • Angelos Tsoukalas
    • Categories (Mixed) Integer Linear Programming Tags , , , ,

    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 relaxed infeasible solutions. The process attempts to … Read more