Ten years of feasibility pump, and counting

The Feasibility Pump (fp) is probably the best-known primal heuristic for mixed-integer programming. The original work by Fischetti et al. (Math Program 104(1):91\u2013104, 2005), which introduced the heuristic for 0\u20131 mixed-integer linear programs, has been succeeded by more than twenty follow-up publications which improve the performance of the fp and extend it to other problem classes. Year 2015 was the tenth anniversary of the first fp publication. The present paper provides an overview of the diverse Feasibility Pump literature that has been presented over the last decade

Scylla: a matrix-free fix-propagate-and-project heuristic for mixed-integer optimization

We introduce Scylla, a primal heuristic for mixed-integer optimization problems. It exploits approximate solves of the Linear Programming relaxations through the matrix-free Primal-Dual Hybrid Gradient algorithm with specialized termination criteria, and derives integer-feasible solutions via fix-and-propagate procedures and feasibility-pump-like updates to the objective function. Computational experiments show that the method is particularly suited to instances with hard linear relaxations

Using the analytic center in the feasibility pump

The feasibility pump (FP) [5, 7] has proved to be a successful heuristic for finding feasible solutions if mixed integer linear problems (MILPs). FP was improved in [1] for finding better quality solutions. Briefly, FP alternates between two sequences of points: one of feasible solutions for the relaxed problem (but not integer), and another of integer points (but not feasible for the relaxed problem). Hopefully, the procedure may eventually converge to a feasible and integer solution. Integer points are obtained from the feasible ones by some rounding procedure. This short paper extends FP, such that the integer point is obtained by rounding a point on the (feasible) segment between the computed feasible point and the analytic center for the relaxed linear problem. Since points in the segment are closer (may be even interior) to the convex hull of integer solutions, it may be expected that the rounded point has more chances to become feasible, thus reducing the number of FP iterations. When the selected point to be rounded is the feasible solution of the relaxation (i.e., one of the two end points of the segment), this analytic center FP variant behaves as the standard FP. Computational results show that this variant may be efficient in some MILP instances.Preprin

The Chebyshev center as an alternative to the analytic center in the feasibility pump

© The Author(s) 2023As a heuristic for obtaining feasible points of mixed integer linear problems, the feasibility pump (FP) generates two sequences of points: one of feasible solutions for the relaxed linear problem; and another of integer points obtained by rounding the linear solutions. In a previous work, the present authors proposed a variant of FP, named analytic center FP, which obtains integer solutions by rounding points in the segment between the linear solution and the analytic center of the polyhedron of the relaxed problem. This work introduces a new FP variant that replaces the analytic center with the Chebyshev center. Two of the benefts of using the Chebyshev center are: (i) it requires the solution of a linear optimization problem (unlike the analytic center, which involves a convex nonlinear optimization problem for its exact solution); and (ii) it is invariant to redundant constraints (unlike the analytic center, which may not be well centered within the polyhedron for problems with highly rank-defcient matrices). The computational results obtained with a set of more than 200 MIPLIB2003 and MIPLIB2010 instances show that the Chebyshev center FP is competitive and can serve as an alternative to other FP variants.This research has been supported by the MCIN/AEI/FEDER project RTI2018-097580-B-I00. Funding Open Access funding provided thanks to the CRUE-CSIC agreement with Springer NaturePeer ReviewedPostprint (published version