A computational study of primal heuristics inside an MI(NL)P solver

DOI10.1007/S10898-017-0600-3MaRDI QIDQ683729zbMATH OpenOpenAlexFDO

Authors Timo Berthold

Publication date 9 February 2018

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-017-0600-3

zbMATH Keywords

mixed integer nonlinear programmingprimal heuristicscomputational study

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Mixed integer programming (90C11)

Recommendations

• Measuring the impact of primal heuristics
• Improving the performance of MIP and MINLP solvers by integrated heuristics
• Rounding and propagation heuristics for mixed integer programming
• Structure-driven fix-and-propagate heuristics for mixed integer programming
• A primal heuristic for nonsmooth mixed integer nonlinear optimization

Cites work

• scientific article; zbMATH DE number 1041084 (Why is no real title available?)
• A feasibility pump for mixed integer nonlinear programs
• A recipe for finding good solutions to MINLPs
• A review of recent advances in global optimization
• A storm of feasibility pumps for nonconvex MINLP
• BARON: A general purpose global optimization software package
• Branching and bounds tighteningtechniques for non-convex MINLP
• Constraint Integer Programming: A New Approach to Integrate CP and MIP
• Could we use a million cores to solve an integer program?
• Exploiting erraticism in search
• Extending a CIP framework to solve MIQCPs
• Feasibility pump 2.0
• GLOMIQO: global mixed-integer quadratic optimizer
• Heuristics for convex mixed integer nonlinear programs
• Improving the feasibility pump
• MINLPLib -- a collection of test models for mixed-integer nonlinear programming
• MIPLIB 2003
• Measuring the impact of primal heuristics
• Mixed integer programming: analyzing 12 years of progress
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Progress in presolving for mixed integer programming
• RENS. The optimal rounding
• Rounding and propagation heuristics for mixed integer programming
• Rounding-based heuristics for nonconvex MINLPS
• SCIP: solving constraint integer programs
• The feasibility pump
• Undercover: a primal MINLP heuristic exploring a largest sub-MIP
• Validation of nominations in gas network optimization: models, methods, and solutions

Cited in

(10)

• Linearization and parallelization schemes for convex mixed-integer nonlinear optimization
• Progress in mathematical programming solvers from 2001 to 2020
• Rounding and propagation heuristics for mixed integer programming
• A primal heuristic for nonsmooth mixed integer nonlinear optimization
• The confined primal integral: a measure to benchmark heuristic MINLP solvers against global MINLP solvers
• Measuring the impact of primal heuristics
• Online learning for scheduling MIP heuristics
• Improving the performance of MIP and MINLP solvers by integrated heuristics
• Structure-driven fix-and-propagate heuristics for mixed integer programming
• Shift-and-propagate

Describes a project that uses

Uses Software

• MIPLIB2003
• ParaSCIP
• GloMIQO
• MINLPLib
• CppAD
• Ipopt
• FEASPUMP
• Bonmin
• Benchmarks for Optimization Software
• MIPLIB
• SoPlex
• UG
• SCIP
• BARON

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