A Feasibility Pump for mixed integer nonlinear programs

Abstract : We present an algorithm for finding a feasible solution to a convex mixed integer nonlinear program. This algorithm, called Feasibility Pump, alternates between solving nonlinear programs and mixed integer linear programs. We also discuss how the algorithm can be iterated so as to improve the first solution it finds, as well as its integration within an outer approximation scheme. We report computational results.
Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-00421755
Contributor : Pierre Bonami <>
Submitted on : Saturday, October 3, 2009 - 12:41:52 PM
Last modification on : Friday, March 9, 2018 - 11:25:15 AM

Links full text

Identifiers

Collections

Citation

Pierre Bonami, Gérard Cornuéjols, Andrea Lodi, François Margot. A Feasibility Pump for mixed integer nonlinear programs. Mathematical Programming, Series A, Springer, 2008, 119 (2), pp.331-352. ⟨10.1007/s10107-008-0212-2⟩. ⟨hal-00421755⟩

Share

Metrics

Record views

171