Improving the feasibility pump

Improving the feasibility pump

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Article ID: iaor20073112
Country: Netherlands
Volume: 4
Issue: 1
Start Page Number: 77
End Page Number: 86
Publication Date: Mar 2007
Journal: Discrete Optimization
Authors: ,
Abstract:

The feasibility pump described by Fischetti, Glover and Lodi, and Bertacco, Fischetti and Lodi has proved to be a very successful heuristic for finding feasible solutions of mixed integer programs. The quality of the solutions in terms of the objective value, however, is sometimes quite poor. This paper proposes a slight modification of the algorithm in order to find better solutions. Extensive computational results show the success of this variant: for 89 out of 121 MIP instances the modified version produces improved solutions in comparison to the original feasibility pump.

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