| Egon Balas, Sebastian Ceria, Milind Dawande, Francois Margot, and Gabor Pataki. OCTANE: a new heuristic for pure 0-1 programs. Operations Research, 49(2):207-225, 2001. |
....mixed integer programming by Glover and L kketangen [20] uses local search over the pivot neighborhood of the current vertex. This work includes extensive computational results, but limited to relatively small multiconstraint knapsack problems. Finally, there is some recent work by Balas et al. [2] which describes an OCTANE RRR 53 2001 Page 3 heuristic for pure 0 1 integer programming. It is based on enumerative intersection cuts (see [1, 7, 12] The numerical results reported in this work are very encouraging. Here, we present a heuristic algorithm for solution of mixed 0 1 integer ....
....to integrality. Thus, one can hope that incorporation of our heuristic throughout the search tree of an exact branch and bound algorithm will allow it to quickly round the remaining variables. Another indication that this may be the case is that, for these same problems, the OCTANE heuristic of [2] could nd good feasible solutions only at relatively deep levels of the branch and bound tree. Page 16 RRR 53 2001 Name LP Time Ratio Time Sum Time P0033 0.00 0.48 0.56 LSEU 0.01 0.11 0.10 MARKSHARE1 0.01 0.01 0.01 MARKSHARE2 0.01 0.02 0.03 MOD008 0.01 0.03 0.07 RGN 0.01 0.03 0.02 EGOUT ....
Egon Balas, Sebastian Ceria, Milind Dawande, Francois Margot, and Gabor Pataki. OCTANE: a new heuristic for pure 0-1 programs. Operations Research, 49(2):207-225, 2001.
....was partially modied for ABACUS by Francois Margot. We plan to fully port OCTANE and a more recent version of the lift and project cuts. Sadly, there does not exist much documentation on the design of MIPO nor a user s manual. Some general information on the design of MIPO can be found in [1, 2, 3, 4]. 5 Design and usage BC is composed of two independent solvers, a mixed 01 1 programming solver (MIP) described later in this section, and a specialized TSP solver (TSP) described in 1 The MIP solver can actually solve general mixed integer programs, but then there are some restrictions, ....
....cuts generates a cut for every 01 variable that has a fractional value in a solution to the linear relaxation, up to a maximum limit specied by the user. 5.1.4 Heuristics Two types of heuristics can be used in MIP. OCTANE The OCTANE heuristic is a heuristic for 01 programs, described in [3]. It is used in rounds, exploring a number of potential solutions at a time. At most one round of OCTANE is attempted in each iteration in the cutting plane phase. In every round the heuristic starts from the current solution to the linear relaxation and explores along three dioeerent rays and ....
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Balas, E., S. Ceria, M. Dawande, F. Margot, G. Pataki. OCTANE: A new heuristic for pure 01 programs. Management Science Research Report #MSRR625.
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