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

[Matteo Fischetti]

Dear John,

for your reference, the final version (with some improvements over the first version) of my joint paper with Michele Monaci on Proximity Search is now printed on

M. Fischetti, M. Monaci, "Proximity Search for 0-1 Mixed-Integer Convex Programming", Journal of Heuristics 20 (6), 709-731, 2014. DOI: 10.1007/s10732-014-9266-x


@article{
year={2014},
issn={1381-1231},
journal={Journal of Heuristics},
volume={20},
number={6},
doi={10.1007/s10732-014-9266-x},
title={Proximity search for 0-1 mixed-integer convex programming},
url={http://dx.doi.org/10.1007/s10732-014-9266-x},
publisher={Springer US},
keywords={Mixed-integer convex optimization; Proximal methods; Primal methods; Heuristics},
author={Fischetti, Matteo and Monaci, Michele},
pages={709-731},
language={English}
}
     
Best

Matteo


Il giorno 21/nov/2012, alle ore 13:11, John Forrest <john.forrest at fastercoin.com> ha scritto:

> 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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> Cbc at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/cbc


---
Prof. Matteo Fischetti
DEI, University of Padova
via Gradenigo 6/A
I-35131 Padova (Italy)
e-mail: matteo.fischetti at unipd.it
web: www.dei.unipd.it/~fisch
reports: www.dei.unipd.it/~fisch/papers




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