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METHOD AND SYSTEM FOR SOLVING MIXED-INTEGER PROGRAMMING PROBLEMS USING FEASIBILITY PUMP TECHNIQUE EMBEDDED IN A MONTE CARLO SIMULATION FRAMEWORK
METHOD AND SYSTEM FOR SOLVING MIXED-INTEGER PROGRAMMING PROBLEMS USING FEASIBILITY PUMP TECHNIQUE EMBEDDED IN A MONTE CARLO SIMULATION FRAMEWORK
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机译：利用蒙特卡洛模拟框架中包含的可行性泵技术解决混合整数问题的方法和系统
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摘要
A method and a system are disclosed for solving a mixed-integer programmingproblem,the method comprising obtaining an indication of a mixed-integer programmingoptimizationproblem; until a performance criterion is met: providing the mixed-integerprogrammingoptimization problem to an optimization oracle adapted for solving the mixed-integerprogramming optimization problem using a feasibility pump technique andcomprising anoptimization solver, initializing parameters of an optimization oracle and aninitial solutionpair, the parameters comprising Monte-Carlo simulation parameters, a list ofneighborhoodfunctions and a measure of fractionality, and performing iterative calls tothe optimizationsolver until a stopping condition is met; and providing at least onecorresponding solutionobtained from the optimization solver.
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