Using the analytic center in the feasibility pump

Using the analytic center in the feasibility pump

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Article ID: iaor20119273
Volume: 39
Issue: 5
Start Page Number: 310
End Page Number: 317
Publication Date: Sep 2011
Journal: Operations Research Letters
Authors: ,
Keywords: analytic centre
Abstract:

We extended feasibility pump by considering the analytic center of the polytope. We introduced the analytic‐center feasibility pump (AC‐FP) heuristic. We implemented AC‐FP using three different interior‐point solvers for the AC. We tested AC‐FP with the MIPLIB instances. We observed AC‐FP is competitive for problems with general integer variables.

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