[Cbc] New Heuristic (due to Fischetti and Monaci)

[Stefan Vigerske]

Hi,

Can you say where it was proposed?
Is there a technical report or was that a conference talk?

Stefan

On 11/21/2012 01:11 PM, John Forrest wrote:
> I am pleased to say that I have spent a very small amount of time
> implementing the Proximity Search heuristic by Fischetti and Monaci.
>
> At present it is only in Cbc trunk and by default is off.  The simplest
> way to switch it on using stand-alone version is "-proximity on".
>
> Proximity Search is the new "No-Neighborhood Search" 0-1 MIP refinement
> heuristic recently proposed by Fischetti and Monaci (2012). The idea is
> to define a sub-MIP without additional constraints but with a modified
> objective function intended to attract the search in the proximity of
> the incumbent. The approach works well for 0-1 MIPs whose solution
> landscape is not too irregular (meaning the there is reasonable
> probability of finding an improved solution by flipping a small number
> of binary variables), in particular when it is applied to the first
> heuristic solutions found at the root node. Feedback about
> (un)successful applications are very welcome, and can be send directly
> to Matteo Fischetti (matteo.fischetti at unipd.it)
>
> Feedback about unsuccessful applications may also be sent to me as I may
> need to improve my implementation.
>
> John Forrest
>
>
>
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