We present an approach to parallelize generation of feasible mixed integer solutions of mixed integer linear programs in distributed memory high performance computing environments. This approach combines a parallel framework with feasibility pump (FP) as the rounding heuristic. It runs multiple FP instances with different starting solutions concurrently, while allowing them to share information. Our computational results suggest that the improvement resulting from parallelization using our approach is statistically significant.
- Feasibility pump
- Mixed integer programming
- Parallel optimization
ASJC Scopus subject areas
- Management Science and Operations Research
- Industrial and Manufacturing Engineering
- Applied Mathematics