Scylla: a matrix-free fix-propagate-and-project heuristic for mixed-integer optimization
Optimization and Control
2023-07-27 v2 Mathematical Software
Abstract
We introduce Scylla, a primal heuristic for mixed-integer optimization problems. It exploits approximate solves of the Linear Programming relaxations through the matrix-free Primal-Dual Hybrid Gradient algorithm with specialized termination criteria, and derives integer-feasible solutions via fix-and-propagate procedures and feasibility-pump-like updates to the objective function. Computational experiments show that the method is particularly suited to instances with hard linear relaxations.
Cite
@article{arxiv.2307.03466,
title = {Scylla: a matrix-free fix-propagate-and-project heuristic for mixed-integer optimization},
author = {Gioni Mexi and Mathieu Besançon and Suresh Bolusani and Antonia Chmiela and Alexander Hoen and Ambros Gleixner},
journal= {arXiv preprint arXiv:2307.03466},
year = {2023}
}