Towards an objective feasibility pump for convex MINLPs
| Autor: | Brage Rugstad Knudsen, Shaurya Sharma, Bjarne Grimstad |
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| Rok vydání: | 2015 |
| Předmět: |
Mathematical optimization
021103 operations research Control and Optimization Heuristic (computer science) Applied Mathematics Computation media_common.quotation_subject 0211 other engineering and technologies Regular polygon 010103 numerical & computational mathematics 02 engineering and technology 01 natural sciences Set (abstract data type) Computational Mathematics Nonlinear system Quality (business) 0101 mathematics media_common Mathematics |
| Zdroj: | Computational Optimization and Applications. 63:737-753 |
| ISSN: | 1573-2894 0926-6003 |
| DOI: | 10.1007/s10589-015-9792-y |
| Popis: | This paper describes a heuristic algorithm for finding good feasible solutions of convex mixed-integer nonlinear programs (MINLPs). The algorithm we propose is a modification of the feasibility pump heuristic, in which we aim at balancing the two goals of quickly obtaining a feasible solution and preserving quality of the solution with respect to the original objective. The effectiveness and merits of the proposed algorithm are assessed by evaluation of extensive computational results from a set of 146 convex MINLP test problems. We also show how a set of user-defined parameters may be selected to strike a balance between low computation time and high solution quality. |
| Databáze: | OpenAIRE |
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