-

 

 

 




Optimization Online





 

Three ideas for a Feasibility Pump for nonconvex MINLP

Pietro Belotti(pietrobelotti***at***fico.com)
Timo Berthold(timoberthold***at***fico.com)

Abstract: We describe an implementation of the Feasibility Pump heuristic for nonconvex MINLPs. Our implementation takes advantage of three novel techniques, which we discuss here: a hierarchy of procedures for obtaining an integer solution, a generalized definition of the distance function that takes into account the nonlinear character of the problem, and the insertion of linearization cuts for nonconvex constraints at every iteration. We implemented this new variant of the Feasibility Pump as part of the global optimization solver Couenne. We present experimental results that compare the impact of the three discussed features on the ability of the Feasibility Pump to find feasible solutions and on the solution quality.

Keywords: Feasibility Pump, MINLP, Hessian

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

Citation: Optimization Letters, accepted.

Download: [PDF]

Entry Submitted: 06/18/2016
Entry Accepted: 06/18/2016
Entry Last Modified: 06/18/2016

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society