6 - Primal heuristics Flashcards
Why heuristics?
Usefel when B&B is slow or struggles to find a feasible solution
-> find a good (hopefully) feasible integer solution
2 different classes of heuristics
1 Construction heuristics produce a feasible solution from scratch
2 Improvement heuristics try to improve a given feasible solution (x’, y’)
Overview of all heuristics
General heuristics:
1. Truncated MIP
2. Diving
Construction heuristics:
3. LP-and-Fix or Cut-and-Fix
4. Relax-and-Fix
Improvement heuristics:
5. Relaxation induced neighborhood search (RINS)
6. Local branching (LB)
7. Combinations
8. Exchange (EXCH)
Truncated MIP
Run a B&B algorithm for a fixed amount of time
The best solution obtained when the time limit is reached is the MIP heuristic
solution
Used both as construction and improvement heuristic
Diving
LP-and-Fix or Cut-and-Fix
Relax-and-Fix
Idea and Notation
Relax-and-Fix
Example and mathematical model
Relax-and-Fix
Obersavation on role of the set U_r and graphic
Relaxation induced neighborhood search (RINS)
Relaxation induced neighborhood search (RINS)
Example and Cases
Local branching (LB)
Local branching (LB)
Example and Cases
Combinations
(Primal Heuristics)
Exchange (EXCH)
Exchange (EXCH)
Cases and Example