skip to main content
DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Generation of feasible integer solutions on a massively parallel computer using the feasibility pump

Abstract

Here, we present an approach to parallelize generation of feasible mixed integer solutions of mixed integerlinear programs in distributed memory high performance computing environments. This approachcombines a parallel framework with feasibility pump (FP) as the rounding heuristic. It runs multiple FPinstances with different starting solutions concurrently, while allowing them to share information. Ourcomputational results suggest that the improvement resulting from parallelization using our approach is statistically significant.

Authors:
ORCiD logo [1];  [2]
  1. Northwestern Univ., Evanston, IL (United States); MEF Univ., Istanbul (Turkey)
  2. Northwestern Univ., Evanston, IL (United States)
Publication Date:
Research Org.:
Northwestern Univ., Evanston, IL (United States)
Sponsoring Org.:
USDOE Office of Science (SC)
OSTI Identifier:
1461251
Alternate Identifier(s):
OSTI ID: 1549387
Grant/Contract Number:  
SC0005102
Resource Type:
Accepted Manuscript
Journal Name:
Operations Research Letters
Additional Journal Information:
Journal Volume: 45; Journal Issue: 6; Journal ID: ISSN 0167-6377
Publisher:
Elsevier
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; Mixed integer programming; Parallel optimization; Feasibility pump

Citation Formats

Koc, Utku, and Mehrotra, Sanjay. Generation of feasible integer solutions on a massively parallel computer using the feasibility pump. United States: N. p., 2017. Web. https://doi.org/10.1016/j.orl.2017.10.003.
Koc, Utku, & Mehrotra, Sanjay. Generation of feasible integer solutions on a massively parallel computer using the feasibility pump. United States. https://doi.org/10.1016/j.orl.2017.10.003
Koc, Utku, and Mehrotra, Sanjay. Thu . "Generation of feasible integer solutions on a massively parallel computer using the feasibility pump". United States. https://doi.org/10.1016/j.orl.2017.10.003. https://www.osti.gov/servlets/purl/1461251.
@article{osti_1461251,
title = {Generation of feasible integer solutions on a massively parallel computer using the feasibility pump},
author = {Koc, Utku and Mehrotra, Sanjay},
abstractNote = {Here, we present an approach to parallelize generation of feasible mixed integer solutions of mixed integerlinear programs in distributed memory high performance computing environments. This approachcombines a parallel framework with feasibility pump (FP) as the rounding heuristic. It runs multiple FPinstances with different starting solutions concurrently, while allowing them to share information. Ourcomputational results suggest that the improvement resulting from parallelization using our approach is statistically significant.},
doi = {10.1016/j.orl.2017.10.003},
journal = {Operations Research Letters},
number = 6,
volume = 45,
place = {United States},
year = {2017},
month = {10}
}

Works referenced in this record:

Improving the feasibility pump
journal, March 2007


Miplib 2003
journal, July 2006

  • Achterberg, Tobias; Koch, Thorsten; Martin, Alexander
  • Operations Research Letters, Vol. 34, Issue 4
  • DOI: 10.1016/j.orl.2005.07.009

Using the analytic center in the feasibility pump
journal, September 2011


Octane: A New Heuristic for Pure 0–1 Programs
journal, April 2001


Pivot and shift—a mixed integer programming heuristic
journal, June 2004


A feasibility pump heuristic for general mixed-integer problems
journal, March 2007


Exploring relaxation induced neighborhoods to improve MIP solutions
journal, May 2004

  • Danna, Emilie; Rothberg, Edward; Pape, Claude Le
  • Mathematical Programming, Vol. 102, Issue 1
  • DOI: 10.1007/s10107-004-0518-7

The feasibility pump
journal, March 2005


Local branching
journal, September 2003


Improving branch-and-cut performance by random sampling
journal, November 2015

  • Fischetti, Matteo; Lodi, Andrea; Monaci, Michele
  • Mathematical Programming Computation, Vol. 8, Issue 1
  • DOI: 10.1007/s12532-015-0096-0

Feasibility pump 2.0
journal, September 2009

  • Fischetti, Matteo; Salvagnin, Domenico
  • Mathematical Programming Computation, Vol. 1, Issue 2-3
  • DOI: 10.1007/s12532-009-0007-3

An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
journal, February 2013

  • Huang, Kuo-Ling; Mehrotra, Sanjay
  • Computational Optimization and Applications, Vol. 55, Issue 3
  • DOI: 10.1007/s10589-013-9540-0

An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
journal, September 2014

  • Huang, Kuo-Ling; Mehrotra, Sanjay
  • Computational Optimization and Applications, Vol. 60, Issue 3
  • DOI: 10.1007/s10589-014-9693-5

MIPLIB 2010: Mixed Integer Programming Library version 5
journal, June 2011

  • Koch, Thorsten; Achterberg, Tobias; Andersen, Erling
  • Mathematical Programming Computation, Vol. 3, Issue 2
  • DOI: 10.1007/s12532-011-0025-9

Could we use a million cores to solve an integer program?
journal, May 2012

  • Koch, Thorsten; Ralphs, Ted; Shinano, Yuji
  • Mathematical Methods of Operations Research, Vol. 76, Issue 1
  • DOI: 10.1007/s00186-012-0390-9

    Works referencing / citing this record:

    Structure-driven fix-and-propagate heuristics for mixed integer programming
    journal, April 2019

    • Gamrath, Gerald; Berthold, Timo; Heinz, Stefan
    • Mathematical Programming Computation, Vol. 11, Issue 4
    • DOI: 10.1007/s12532-019-00159-1