A generalized Wedelin heuristic for integer programming

A generalized Wedelin heuristic for integer programming

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Article ID: iaor20101964
Volume: 22
Issue: 1
Start Page Number: 93
End Page Number: 107
Publication Date: Dec 2010
Journal: INFORMS Journal on Computing
Authors: , ,
Keywords: heuristics
Abstract:

A very important ingredient for solving hard general integer programs are heuristics that try to quickly find good feasible solutions. One of these heuristics is Wedelin's algorithm, which works for the limited class of 0-1 integer programs. A big advantage of Wedelin's approach is that it does not depend on a solution of the linear programming (LP) relaxation as many other heuristics do. This makes it extremely fast in practice and makes it easy to use the parallelism of the upcoming multicore CPUs, as in an integer programming (IP) solver it could be applied in parallel to the traditional branch-and-bound algorithm.

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