Experiments with a feasibility pump approach for nonconvex MINLPs

Authors:
Claudia D’Ambrosio;Antonio Frangioni;Leo Liberti;Andrea Lodi
Affiliations:
DEIS, University of Bologna, Italy;Dipartimento di Informatica, University of Pisa, Italy;LIX, École Polytechnique, France;DEIS, University of Bologna, Italy
Venue:
SEA'10 Proceedings of the 9th international conference on Experimental Algorithms
Year:
2010

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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.