英文文献:New concave penalty functions for improving the Feasibility Pump-新的凹罚函数为改进泵的可行性
英文文献作者:Marianna De Santis,Stefano Lucidi,Francesco Rinaldi
英文文献摘要:
Mixed-Integer optimization represents a powerful tool for modeling manyoptimization problems arising from real-world applications. The Feasibilitypump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibility pump approach using concave nondifferentiable penalty functions for measuring solution integrality. We present computational results on binary MILP problems from the MIPLIB library showing the effectiveness of our approach.
混合整数优化代表了一个强大的工具建模许多优化问题产生的实际应用。可行性泵是求解混合整数线性问题的一种启发式方法。在本工作中,我们提出了一种新的可行性泵浦方法,使用凹不可微惩罚函数来测量解的完整性。我们给出了来自MIPLIB库的二进制MILP问题的计算结果,显示了我们的方法的有效性。