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)