Constraint violation reduction search for 0-1 mixed integer linear programming problems

This article presents Constraint Violation Reduction Search (CVRS), a primal heuristic for 0-1 Mixed Integer Linear Programming (MILP) problems. CVRS constructs a series of MILP subproblems by adding artificial variables representing the amount by which each constraint is violated and minimizing the...

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Veröffentlicht in:Engineering optimization Jg. 53; H. 4; S. 609 - 626
Hauptverfasser: Bansal, Ankit, Uzsoy, Reha
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Abingdon Taylor & Francis 03.04.2021
Taylor & Francis Ltd
Schlagworte:
capacitated warehouse location
Constraints
Integer programming
Linear programming
MILP
MIPLIB
Mixed integer
Primal heuristic
Reduction
resource constrained project scheduling
Resource scheduling
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ISSN:0305-215X, 1029-0273
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Zusammenfassung:This article presents Constraint Violation Reduction Search (CVRS), a primal heuristic for 0-1 Mixed Integer Linear Programming (MILP) problems. CVRS constructs a series of MILP subproblems by adding artificial variables representing the amount by which each constraint is violated and minimizing their sum in the objective function. A cutoff constraint added to each subproblem ensures that the objective function value of the original MILP problem improves at each iteration. If no integer feasible solution to the MILP subproblem can be found, a neighbourhood search is used to repair the infeasibility. CVRS is tested on 99 hard instances of resource constrained project scheduling, Mixed Integer Programming Library (MIPLIB) and capacitated warehouse location, and its performance is compared to a recent neighbourhood search based primal heuristic for MILP and the CPLEX MILP solver with promising results.
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ISSN:0305-215X
1029-0273
DOI:10.1080/0305215X.2020.1742710