A Feasibility Pump for Mixed Integer Nonlinear Programs

Pierre Bonami (pbonamiandrew.cmu.edu)
Gérard Cornuéjols (gc0vandrew.cmu.edu)
Andrea Lodi (alodideis.unibo.it)
Francois Margot (fmargotandrew.cmu.edu)

Abstract: We present an algorithm for finding a feasible solution to a convex mixed integer nonlinear program. This algorithm, called Feasibility Pump, alternates between solving nonlinear programs and mixed integer linear programs. We also discuss how the algorithm can be iterated so as to improve the first solution it finds, as well as its integration within an outer approximation scheme. We report computational results

Keywords: Mixed Integer Nonlinear Programming, Heuristics

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Citation: IBM Research Report RC23862, February 2 2006

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Entry Submitted: 02/08/2006
Entry Accepted: 02/08/2006
Entry Last Modified: 02/08/2006

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