| HAL : hal-00686255, version 1 |
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| 11th International Symposium on Experimental Algorithms, Bordeaux : France (2012) |
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| Feasibility Pump Heuristics for Column Generation Approaches |
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| Pierre Pesneau 1, 2Ruslan Sadykov 1, 2 |
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| (07/06/2012) |
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| Primal heuristics have become an essential component in mixed integer programming (MIP). Generic heuristic paradigms of the literature remain to be extended to the context of a column generation so- lution approach. As the Dantzig-Wolfe reformulation is typically tighter than the original compact formulation, techniques based on rounding its linear programming solution have better chance to yield good primal so- lutions. However, the dynamic generation of variables requires specific adaptation of heuristic paradigms. We focus here on "feasibility pump" approaches. We show how such methods can be implemented in a context of dynamically defined variables, and we report on numerically testing "feasibility pump" for cutting stock and generalized assignment prob- lems. |
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| 1 : | RealOpt (INRIA Bordeaux - Sud-Ouest) |
| INRIA – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II – CNRS : UMR – École Nationale Supérieure d'Électronique, Informatique et Radiocommunications de Bordeaux (ENSEIRB) | |
| 2 : | Institut de Mathématiques de Bordeaux (IMB) |
| CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II | |
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| Domaine | : | Informatique/Mathématique discrète Informatique/Recherche opérationnelle Mathématiques/Combinatoire Mathématiques/Optimisation et contrôle |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00686255, version 1 | |
| http://hal.inria.fr/hal-00686255 | |
| oai:hal.inria.fr:hal-00686255 | |
| Contributeur : François Vanderbeck | |
| Soumis le : Lundi 9 Avril 2012, 12:14:09 | |
| Dernière modification le : Mardi 10 Avril 2012, 09:49:22 | |