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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| Vydáno v: | Electronic notes in discrete mathematics Ročník 36; s. 883 - 890 |
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| Hlavní autoři: | , , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Elsevier B.V
01.08.2010
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| Témata: | |
| ISSN: | 1571-0653, 1571-0653 |
| On-line přístup: | Získat plný text |
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| Shrnutí: | 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. |
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| ISSN: | 1571-0653 1571-0653 |
| DOI: | 10.1016/j.endm.2010.05.112 |