Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps

@article{Geiler2017PenaltyAD,
  title={Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps},
  author={Bj{\"o}rn Gei{\ss}ler and Antonio Morsi and Lars Schewe and Martin Schmidt},
  journal={SIAM J. Optim.},
  year={2017},
  volume={27},
  pages={1611-1636}
}
Feasibility pumps are highly effective primal heuristics for mixed-integer linear and nonlinear optimization. However, despite their success in practice there are only a few works considering their theoretical properties. We show that feasibility pumps can be seen as alternating direction methods applied to special reformulations of the original problem, inheriting the convergence theory of these methods. Moreover, we propose a novel penalty framework that encompasses this alternating direction… 

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