feasibility pump

A Criterion Space Search Feasibility Pump Heuristic for Solving Maximum Multiplicative Programs

  • Ashim Khanal
  • Hadi Charkhgard
    • Categories Game Theory, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , ,

    We study a class of nonlinear optimization problems with diverse practical applications, particularly in cooperative game theory. These problems are referred to as Maximum Multiplicative Programs (MMPs), and can be conceived as instances of “Optimization Over the Frontier” in multiobjective optimization. To solve MMPs, we introduce a feasibility pump-based heuristic that is specifically designed to … Read more

    FPBH.jl: A Feasibility Pump Based Heuristic for Multi-objective Mixed Integer Linear Programming in Julia

  • Hadi Charkhgard
  • Aritra Pal
    • Categories (Mixed) Integer Linear Programming, Multi-Criteria Optimization, Optimization Software and Modeling Systems Tags , , , ,

    Feasibility pump is one of the successful heuristic solution approaches developed almost a decade ago for computing high-quality feasible solutions of single-objective integer linear programs, and it is implemented in exact commercial solvers such as CPLEX and Gurobi. In this study, we present the first Feasibility Pump Based Heuristic (FPBH) approach for approximately generating nondominated … Read more

    Improving the Randomization Step in Feasibility Pump

  • Santanu S. Dey
  • Andres Iroume
  • Marco Molinaro
  • Domenico Salvagnin
    • Categories 0-1 Programming, Stochastic Programming Tags , , ,

    Feasibility pump (FP) is a successful primal heuristic for mixed-integer linear programs (MILP). The algorithm consists of three main components: rounding fractional solution to a mixed-integer one, projection of infeasible solutions to the LP relaxation, and a randomization step used when the algorithm stalls. While many generalizations and improvements to the original Feasibility Pump have … Read more

    Three ideas for a Feasibility Pump for nonconvex MINLP

  • Pietro Belotti
  • Timo Berthold
    • Categories (Mixed) Integer Nonlinear Programming Tags , ,

    We describe an implementation of the Feasibility Pump heuristic for nonconvex MINLPs. Our implementation takes advantage of three novel techniques, which we discuss here: a hierarchy of procedures for obtaining an integer solution, a generalized definition of the distance function that takes into account the nonlinear character of the problem, and the insertion of linearization … Read more

    Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps

  • Björn Geißler
  • Antonio Morsi
  • Lars Schewe
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming Tags , , , ,

    Feasibility pumps are highly effective primal heuristics for mixed-integer linear and nonlinear optimization. However, despite their success in practice there are only few works considering their theoretical properties. We show that feasibility pumps can be seen as alternating direction methods applied to special reformulations of the original problem, inheriting the convergence theory of these methods. … Read more

    Generation of Feasible Integer Solutions on a Massively Parallel Computer

  • Utku Koc
  • Sanjay Mehrotra
    • Categories (Mixed) Integer Linear Programming Tags , ,

    We present an approach to parallelize generation of feasible solutions of mixed integer linear programs in distributed memory high performance computing environments. The approach combines a parallel framework with feasibility pump (FP) as the rounding heuristic. The proposed approach runs multiple FP instances with different starting so- lutions concurrently, while allowing them to share information. … Read more

    New concave penalty functions for improving the Feasibility Pump

  • Marianna De Santis
  • Stefano Lucidi
  • Francesco Rinaldi
    • Categories (Mixed) Integer Linear Programming, Nonlinear Optimization Tags , , ,

    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 … Read more