FeasibilityPump

Work in progress.

FeasibilityPump is a Julia package that solve a linear program with binary variables. It uses the Feasibility Pump heuristic or a variant.

This package exports a few functions: feasibilitypump(), setparamfp!(), getparamnamefp(), getparamfp(), initializeparametersfp() and __compilefp__()

Installing

julia> ] add https://github.com/remi-garcia/FeasibilityPump.jl
julia> using FeasibilityPump

Running the first test

julia> include("examples/main.jl")

It should run over the .mps in /data using CPLEX.

Usage

julia> myModel = CPLEX.Model(CPLEX.Env())
julia> CPLEX.read_model(myModel, "filepath.mps")
julia> param = initializeparametersfp()
julia> #setparamfp!(param, "paramName", paramValue) # See docs for more info on this
julia> status, solution, objectiveValue = feasibilitypump(myModel, param)

Problem Collections

• MIPLIB: https://miplib.zib.de/

References

• The feasibility pump, Fischetti, M., Glover, F. & Lodi. A. Math. Program. 104:91. 2005.
• Improving the feasibility pump, Achterberg, T. & Berthold, T. Discrete Optimization 4(1) 77:86. 2007.
• TODO