Towards a closer integration of finite domain propagation and simplex-based algorithms

Towards a closer integration of finite domain propagation and simplex-based algorithms

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Article ID: iaor1999927
Country: Netherlands
Volume: 81
Issue: 1
Start Page Number: 421
End Page Number: 431
Publication Date: Jul 1998
Journal: Annals of Operations Research
Authors: , , , ,
Keywords: programming: integer
Abstract:

This paper describes our experience in implementing an industrial application using the finite domain solver of the ECLiPSe constraint logic programming system, in conjunction with the mathematical programming system, FortMP. In this technique, the ECLiPSe system generates a feasible solution that is adapted to construct a starting point (basic solution) for the MP solver. The basic solution is then used as an input to the FortMP system to warm-start the simplex (SX) algorithm, hastening the solution of the linear programming relaxation. SX proceeds as normal to find the optimal integer solution. Preliminary results indicate that the integration of the two environments is suitable for this application in particular, and may generally yield significant benefits. We describe adaptations required in the hybrid method, and report encouraging experimental results for this problem.

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