A dual heuristic for mixed integer programming

作者:Li Yaxian*; Ergun Ozlem; Nemhauser George L
来源:Operations Research Letters, 2015, 43(4): 411-417.
DOI:10.1016/j.orl.2015.05.007

摘要

In linear programming based branch-and-bound algorithms, many heuristics have been developed to improve primal solutions, but on the dual side we rely solely on cutting planes to improve dual bounds. We design a dual heuristic which incorporates relaxation algorithms within a branch-and-bound framework to improve dual bounds. We study the effect of solving various relaxations with dual heuristics by conducting a series of computational tests on the multi-dimensional knapsack problem.