RENS - Relaxation Enforced Neighborhood Search
Please always quote using this URN: urn:nbn:de:0297-zib-4264
- In the recent years, a couple of quite successful large neighborhood search heuristics for mixed integer programs has been published. Up to our knowledge, all of them are improvement heuristics. We present a new start heuristic for general MIPs working in the spirit of large neighborhood search. It constructs a sub-MIP which represents the space of all feasible roundings of some fractional point - normally the optimum of the LP-relaxation of the original MIP. Thereby, one is able to determine whether a point can be rounded to a feasible solution and which is the best possible rounding. Furthermore, a slightly modified version of RENS proves to be a well-performing heuristic inside the branch-cut-and-price-framework SCIP.
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| Author: | Timo BertholdORCiD |
|---|---|
| Document Type: | ZIB-Report |
| Tag: | Gemischt-Ganzzahlige Programmierung; Nachbarschaftssuche; Primalheuristiken large neighborhood search; mixed integer programming; primal heuristics |
| MSC-Classification: | 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming |
| 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C59 Approximation methods and heuristics | |
| Date of first Publication: | 2007/10/24 |
| Series (Serial Number): | ZIB-Report (07-28) |
| ISSN: | 1438-0064 |
| ZIB-Reportnumber: | 07-28 |
