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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Vydané v:Engineering optimization Ročník 53; číslo 4; s. 609 - 626
Hlavní autori: Bansal, Ankit, Uzsoy, Reha
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Abingdon Taylor & Francis 03.04.2021
Taylor & Francis Ltd
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ISSN:0305-215X, 1029-0273
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Shrnutí: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.
Bibliografia:ObjectType-Article-1
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content type line 14
ISSN:0305-215X
1029-0273
DOI:10.1080/0305215X.2020.1742710