A Feasibility Pump for Mixed Integer Nonlinear Programs.pdf.pdf' (244.43 kB)
A Feasibility Pump for Mixed Integer Nonlinear Programs
journal contribution
posted on 2012-05-02, 00:00 authored by Pierre Bonami, Gerard CornuejolsGerard Cornuejols, Andrea Lodi, Francois MargotFrancois MargotWe 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.