Using the analytic center in the feasibility pump |
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Authors: | Daniel Baena Jordi Castro |
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Institution: | aDepartment of Statistics and Operations Research, Universitat Politècnica de Catalunya, Barcelona, Catalonia, Spain |
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Abstract: | The feasibility pump (FP) has proved to be a successful heuristic for finding feasible solutions of mixed integer linear problems. Briefly, FP alternates between two sequences of points: one of feasible solutions for the relaxed problem, and another of integer points. This short paper extends FP, such that the integer point is obtained by rounding a point on the (feasible) segment between the computed feasible point and the analytic center for the relaxed linear problem. |
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Keywords: | Analytic center Interior-point methods Mixed-integer linear programming Feasibility problem Primal heuristics |
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