Hybrid Variable Neighbourhood Decomposition Search for 0-1 Mixed Integer Programming Problem

In this paper we propose new hybrid heuristics for the 0-1 mixed integer programming problem, based on the variable neighbourhood decomposition search principle and on exploiting information obtained from a series of relaxations. In the case of a maximization problem, we add iteratively pseudo-cuts...

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Bibliographic Details
Published in:	Electronic notes in discrete mathematics Vol. 36; pp. 883 - 890
Main Authors:	Hanafi, Saïd, Lazić, Jasmina, Mladenović, Nenad, Wilbaut, Christophe, Crévits, Igor
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.08.2010
Subjects:	0-1 Mixed Integer Programming Multidimensional Knapsack Problem Variable Neighbourhood Search Variable Neighbourhood Search 0-1 Mixed Integer Programming Multidimensional Knapsack Problem
ISSN:	1571-0653, 1571-0653
Online Access:	Get full text
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Summary:	In this paper we propose new hybrid heuristics for the 0-1 mixed integer programming problem, based on the variable neighbourhood decomposition search principle and on exploiting information obtained from a series of relaxations. In the case of a maximization problem, we add iteratively pseudo-cuts to the problem in order to produce a sequence of lower and upper bounds of the problem, so that integrality gap is reduced. We validate our approaches on the well-known 0-1 multidimensional knapsack problem, in which the general-purpose CPLEX MIP solver is used as a black box for solving subproblems generated during the search process. The results obtained with these methods are comparable with the current state-of-the-art heuristics on a set of large scale instances.
ISSN:	1571-0653 1571-0653
DOI:	10.1016/j.endm.2010.05.112