Abstract
The feasibility pump (FP) has proved to be a successful heuristic for finding feasible solutions of mixed integer linear problems. Briefly, FP alternates between two sequences of points: one of feasible solutions for the relaxed problem, and another of integer points. This short paper extends FP, such that the integer point is obtained by rounding a point on the (feasible) segment between the computed feasible point and the analytic center for the relaxed linear problem.
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