Publication Date:
2022-03-14
Description:
We present Undercover, a primal heuristic for mixed-integer nonlinear programming (MINLP). The heuristic constructs a mixed-integer linear subproblem (sub-MIP) of a given MINLP by fixing a subset of the variables. We solve a set covering problem to identify a minimal set of variables which need to be fixed in order to linearise each constraint. Subsequently, these variables are fixed to approximate values, e.g. obtained from a linear outer approximation. The resulting sub-MIP is solved by a mixed-integer linear programming solver. Each feasible solution of the sub-MIP corresponds to a feasible solution of the original problem. Although general in nature, the heuristic seems most promising for mixed-integer quadratically constrained programmes (MIQCPs). We present computational results on a general test set of MIQCPs selected from the MINLPLib.
Keywords:
ddc:510
Language:
English
Type:
reportzib
,
doc-type:preprint
Format:
application/pdf
Format:
application/pdf
Format:
application/postscript
Format:
application/postscript
Format:
application/pdf
Format:
application/postscript
