Improving the feasibility pump

Abstract

The feasibility pump described by Fischetti, Glover, and Lodi [M. Fischetti, F. Glover, A. Lodi, The feasibility pump, Mathematical Programming 104 (1) (2005) 91–104] and Bertacco, Fischetti, and Lodi [L. Bertacco, M. Fischetti, A. Lodi, A feasibility pump heuristic for general mixed-integer problems, Technical Report OR/05/5, DEIS–Università di Bologna, Italy, May 2005] has proved to be a very successful heuristic for finding feasible solutions of mixed integer programs. The quality of the solutions in terms of the objective value, however, is sometimes quite poor. This paper proposes a slight modification of the algorithm in order to find better solutions. Extensive computational results show the success of this variant: for 89 out of 121 MIP instances the modified version produces improved solutions in comparison to the original feasibility pump.