Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps

DOI10.1137/16M1069687zbMath1371.65051arXiv1707.09891OpenAlexW2740548164MaRDI QIDQ5348468

Antonio Morsi, Martin Schmidt, Lars Schewe, Björn Geissler

Publication date: 18 August 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.09891

zbMATH Keywords

convergencenumerical examplespenalty methodsfeasibility pumpmixed integer nonlinear optimizationalternating direction methodsmixed integer linear optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Mixed integer programming (90C11) Nonlinear programming (90C30) Linear programming (90C05) Approximation methods and heuristics in mathematical programming (90C59)

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Uses Software

• CONOPT
• MIPLIB
• Gurobi
• FEASPUMP
• GAMS
• MINLPLib

Cites Work

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