Feasibility Jump: an LP-free Lagrangian MIP heuristic.
Bjørnar LutebergetGiorgio SartorPublished in: Math. Program. Comput. (2023)
Keyphrases
- optimal solution
- feasible solution
- lagrangian relaxation
- mixed integer programming
- linear programming
- column generation
- mixed integer
- linear program
- tabu search
- mixed integer program
- np hard
- solution quality
- linear programming relaxation
- valid inequalities
- integer programming
- lower bound
- objective function
- lp relaxation
- branch and bound algorithm
- dynamic programming
- mathematical programming
- heuristic function
- heuristic solution
- knapsack problem
- markov chain
- simulated annealing
- heuristic methods
- search algorithm
- search space
- state space
- algorithm for linear programming
- dual variables
- set covering problem
- set covering
- simplex method
- lagrange multipliers
- search strategies
- data sets
- approximate solutions
- lot sizing