Automatic integer programming reformulation using variable neighborhood search.

dc.contributor.authorBrito, Samuel Souza
dc.contributor.authorSantos, Haroldo Gambini
dc.date.accessioned2018-01-18T13:39:52Z
dc.date.available2018-01-18T13:39:52Z
dc.date.issued2017
dc.description.abstractChvatal-Gomory cuts are well-known cutting planes for Integer Programming problems. As shown in previous works, the inclusion of these cuts allows to significantly reducing the integrality gap. This work presents a Local Search heuristic approach based on Variable Neighborhood Search to discover violated Chv`atal-Gomory inequalities. Since this problem is known to be NP-hard, this approach was designed to generate violated inequalities in restricted amounts of time. Constraints are grouped in several sets, considering the amount of common variables. These sets are processed in parallel in order to obtain the best multipliers and produce violated cuts. We report some preliminary results obtained for MIPLIB 3.0 and 2003 instance sets, comparing our approach with an integer programming based separation method. Our algorithm was able to separate many violated inequalities, reducing the duality gap. Furthermore, it uses an extended numerical precision implementation, since it is not specifically bound to simplex based solvers.pt_BR
dc.identifier.citationBRITO, S. S.; SANTOS, H. G. Automatic integer programming reformulation using variable neighborhood search. Electronic Notes in Discrete Mathematics, v. 58, p. 7-14, 2017. Disponível em: <http://www.sciencedirect.com/science/article/pii/S1571065317300380>. Acesso em: 02 out. 2017.pt_BR
dc.identifier.doihttps://doi.org/10.1016/j.endm.2017.03.002
dc.identifier.issn1571-0653
dc.identifier.urihttp://www.repositorio.ufop.br/handle/123456789/9270
dc.identifier.uri2http://www.sciencedirect.com/science/article/pii/S1571065317300380pt_BR
dc.language.isoen_USpt_BR
dc.rightsrestritopt_BR
dc.subjectInteger programspt_BR
dc.subjectSeparation problemspt_BR
dc.subjectChvatal-Gomory cutspt_BR
dc.titleAutomatic integer programming reformulation using variable neighborhood search.pt_BR
dc.typeArtigo publicado em periodicopt_BR

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