Pivot, Cut, and Dive: a heuristic for 0-1 mixed integer programming

This paper describes a heuristic for 0-1 mixed-integer linear programming problems, focusing on "stand-alone" implementation. Our approach is built around concave "merit functions" measuring solution integrality, and consists of four layers: gradient-based pivoting, probing pivot...

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Vydané v:Journal of heuristics Ročník 13; číslo 5; s. 471 - 503
Hlavní autori: Eckstein, Jonathan, Nediak, Mikhail
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Boston Springer Nature B.V 01.10.2007
Predmet:
Heuristic
Integer programming
Linear programming
Mathematical analysis
Methods
Problem solving
Software
Studies
Systems development
ISSN:1381-1231, 1572-9397
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Abstract This paper describes a heuristic for 0-1 mixed-integer linear programming problems, focusing on "stand-alone" implementation. Our approach is built around concave "merit functions" measuring solution integrality, and consists of four layers: gradient-based pivoting, probing pivoting, convexity/intersection cutting, and diving on blocks of variables. The concavity of the merit function plays an important role in the first and third layers, as well as in connecting the four layers. We present both the mathematical and software details of a test implementation, along with computational results for several variants. [PUBLICATION ABSTRACT]
AbstractList This paper describes a heuristic for 0-1 mixed-integer linear programming problems, focusing on "stand-alone" implementation. Our approach is built around concave "merit functions" measuring solution integrality, and consists of four layers: gradient-based pivoting, probing pivoting, convexity/intersection cutting, and diving on blocks of variables. The concavity of the merit function plays an important role in the first and third layers, as well as in connecting the four layers. We present both the mathematical and software details of a test implementation, along with computational results for several variants. [PUBLICATION ABSTRACT]
Author Eckstein, Jonathan
Nediak, Mikhail
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Snippet This paper describes a heuristic for 0-1 mixed-integer linear programming problems, focusing on "stand-alone" implementation. Our approach is built around...
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SubjectTerms Heuristic
Integer programming
Linear programming
Mathematical analysis
Methods
Problem solving
Software
Studies
Systems development
Title Pivot, Cut, and Dive: a heuristic for 0-1 mixed integer programming
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