The Chebyshev center as an alternative to the analytic center in the feasibility pump

Abstract

As a heuristic for obtaining feasible points of mixed integer linear problems, the feasibility pump (FP) generates two sequences of points: one of feasible solutions for the relaxed linear problem; and another of integer points obtained by rounding the linear solutions. In a previous work, the present authors proposed a variant of FP, named analytic center FP, which obtains integer solutions by rounding points in the segment between the linear solution and the analytic center of the polyhedron of the relaxed problem. This work introduces a new FP variant that replaces the analytic center with the Chebyshev center. Two of the benefits of using the Chebyshev center are: (i) it requires the solution of a linear optimization problem (unlike the analytic center, which involves a convex nonlinear optimization problem for its exact solution); and (ii) it is invariant to redundant constraints (unlike the analytic center, which may not be well centered within the polyhedron for problems with highly rank-deficient matrices). The computational results obtained with a set of more than 200 MIPLIB2003 and MIPLIB2010 instances show that the Chebyshev center FP is competitive and can serve as an alternative to other FP variants.