Authors
Giacomo Nannicini, Pietro Belotti
Publication date
2012/3
Journal
Mathematical Programming Computation
Volume
4
Pages
1-31
Publisher
Springer Berlin Heidelberg
Description
We propose two primal heuristics for nonconvex mixed-integer nonlinear programs. Both are based on the idea of rounding the solution of a continuous nonlinear program subject to linear constraints. Each rounding step is accomplished through the solution of a mixed-integer linear program. Our heuristics use the same algorithmic scheme, but they differ in the choice of the point to be rounded (which is feasible for nonlinear constraints but possibly fractional) and in the linear constraints. We propose a feasibility heuristic, that aims at finding an initial feasible solution, and an improvement heuristic, whose purpose is to search for an improved solution within the neighborhood of a given point. The neighborhood is defined through local branching cuts or box constraints. Computational results show the effectiveness in practice of these simple ideas, implemented within an open-source solver for nonconvex …
Total citations
20112012201320142015201620172018201920202021202220232024291064584623612
Scholar articles
G Nannicini, P Belotti - Mathematical Programming Computation, 2012