Journal
MATHEMATICAL PROGRAMMING
Volume 119, Issue 2, Pages 331-352Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s10107-008-0212-2
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Funding
- IBM
- ANR [BLAN06-1-138894]
- NSF [CMMI-0653419]
- ONR [N00014-03-1-0188]
- Office of Advanced Cyberinfrastructure (OAC)
- Direct For Computer & Info Scie & Enginr [0750826] Funding Source: National Science Foundation
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We present an algorithm for finding a feasible solution to a convex mixed integer nonlinear program. This algorithm, called Feasibility Pump, alternates between solving nonlinear programs and mixed integer linear programs. We also discuss how the algorithm can be iterated so as to improve the first solution it finds, as well as its integration within an outer approximation scheme. We report computational results.
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