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Adaptive Kernel Search: A heuristic for solving Mixed Integer linear Programs

delete2017-12-01
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G
Gianfranco Guastaroba *
M
Martin Savelsbergh
M
M. Grazia Speranza
DOI:10.1016/j.ejor.2017.06.005delete
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Abstract

Abstract

En 中文
We introduce Adaptive Kernel Search (AKS), a heuristic framework for the solution of (general) Mixed Integer linear Programs (MIPs). AKS extends and enhances Kernel Search, a heuristic framework that has been shown to produce high-quality solutions for a number of specific (combinatorial) optimization problems in a short amount of time. AKS solves a sequence of carefully constructed restricted MIPs (using a commercial MIP solver). The computational effort required to solve the first restricted MIP guides the construction of the subsequent MIPs. The restricted MIPs are constructed around a kernel, which contains the variables that are presumably non-zero in an optimal solution. Computational results, for a set of 137 instances, show that AKS significantly outperforms other state-of-the-art heuristics for solving MIPs. AKS also compares favorably to CPLEX and offers more flexibility to trade-off solution quality and computing time. (C) 2017 Elsevier B.V. All rights reserved.
Keywords:
Mixed integer linear programming
General-purpose heuristic
Kernel Search
Adaptive heuristic
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Journal

European Journal of Operational Research cover
European Journal of Operational Research
IF:
6
Papers:
2.2W
Citations:
6.4W

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university system of georgia
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Citations: 101
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University of Brescia
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