Experiments with a feasibility pump approach for nonconvex MINLPs

Claudia D'Ambrosio; Antonio Frangioni; Leo Liberti; Andrea Lodi

doi:10.1007/978-3-642-13193-6_30

Experiments with a feasibility pump approach for nonconvex MINLPs

Claudia D'Ambrosio
, Antonio Frangioni
, Leo Liberti
, Andrea Lodi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

We present a new Feasibility Pump algorithm tailored for nonconvex Mixed Integer Nonlinear Programming problems. Differences with the previously proposed Feasibility Pump algorithms and difficulties arising from nonconvexities in the models are extensively discussed. The main methodological innovations of this variant are: (a) the first subproblem is a nonconvex continuous Nonlinear Program, which is solved using global optimization techniques; (b) the solution method for the second subproblem is complemented by a tabu list. We exhibit computational results showing the good performance of the algorithm on instances taken from the MINLPLib.

Original language	English
Title of host publication	Experimental Algorithms - 9th International Symposium, SEA 2010, Proceedings
Publisher	Springer Verlag
Pages	350-360
Number of pages	11
ISBN (Print)	3642131921, 9783642131929
DOIs	https://doi.org/10.1007/978-3-642-13193-6_30
Publication status	Published - 1 Jan 2010

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	6049 LNCS
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Keywords

Experiments
Heuristic method
Mixed-integer nonlinear programming
Nonconvex

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10.1007/978-3-642-13193-6_30

Cite this

D'Ambrosio, C., Frangioni, A., Liberti, L., & Lodi, A. (2010). Experiments with a feasibility pump approach for nonconvex MINLPs. In Experimental Algorithms - 9th International Symposium, SEA 2010, Proceedings (pp. 350-360). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 6049 LNCS). Springer Verlag. https://doi.org/10.1007/978-3-642-13193-6_30

D'Ambrosio, Claudia ; Frangioni, Antonio ; Liberti, Leo et al. / Experiments with a feasibility pump approach for nonconvex MINLPs. Experimental Algorithms - 9th International Symposium, SEA 2010, Proceedings. Springer Verlag, 2010. pp. 350-360 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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abstract = "We present a new Feasibility Pump algorithm tailored for nonconvex Mixed Integer Nonlinear Programming problems. Differences with the previously proposed Feasibility Pump algorithms and difficulties arising from nonconvexities in the models are extensively discussed. The main methodological innovations of this variant are: (a) the first subproblem is a nonconvex continuous Nonlinear Program, which is solved using global optimization techniques; (b) the solution method for the second subproblem is complemented by a tabu list. We exhibit computational results showing the good performance of the algorithm on instances taken from the MINLPLib.",

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D'Ambrosio, C, Frangioni, A, Liberti, L & Lodi, A 2010, Experiments with a feasibility pump approach for nonconvex MINLPs. in Experimental Algorithms - 9th International Symposium, SEA 2010, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 6049 LNCS, Springer Verlag, pp. 350-360. https://doi.org/10.1007/978-3-642-13193-6_30

Experiments with a feasibility pump approach for nonconvex MINLPs. / D'Ambrosio, Claudia; Frangioni, Antonio; Liberti, Leo et al.
Experimental Algorithms - 9th International Symposium, SEA 2010, Proceedings. Springer Verlag, 2010. p. 350-360 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 6049 LNCS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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D'Ambrosio C, Frangioni A, Liberti L, Lodi A. Experiments with a feasibility pump approach for nonconvex MINLPs. In Experimental Algorithms - 9th International Symposium, SEA 2010, Proceedings. Springer Verlag. 2010. p. 350-360. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-642-13193-6_30

Experiments with a feasibility pump approach for nonconvex MINLPs

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