A Feasibility Pump for mixed integer nonlinear programs
成果类型：
Article
署名作者：
Bonami, Pierre; Cornuejols, Gerard; Lodi, Andrea; Margot, Francois
署名单位：
Carnegie Mellon University; Aix-Marseille Universite; University of Bologna
刊物名称：
MATHEMATICAL PROGRAMMING
ISSN/ISSBN：
0025-5610
DOI：
10.1007/s10107-008-0212-2
发表日期：
2009
页码：
331-352
关键词：
摘要：
We present an algorithm for finding a feasible solution to a convex mixed integer nonlinear program. This algorithm, called Feasibility Pump, alternates between solving nonlinear programs and mixed integer linear programs. We also discuss how the algorithm can be iterated so as to improve the first solution it finds, as well as its integration within an outer approximation scheme. We report computational results.
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