To search, Click below search items. |
| All Published Papers Search Service |
|
|
|
Title |
A Monte Carlo Iterative Optimization Algorithm for Integer Linear Programming Problems |
|
Author |
Takeshi Tengan, Takeo Yoshida, and Morikazu Nakamura |
| Citation |
Vol. 18 No. 11 pp. 60-67 |
|
Abstract |
In this paper, we present a new optimization technique for integer linear programming problems. The proposed method is a metaheuristic algorithm and improves solutions by iterating the problem reduction and solving the reduced problem. The algorithm is a hybrid approach in which we use a Metropolis-Hastings algorithm and an exact solver and has a good characteristic such that the reduced problem at each iteration has better or equal quality feasible solutions. The experimental evaluation shows that our method can obtain a good quality of solutions within reasonable execution time for hard problems specified in MIPLIB2010. |
|
Keywords |
Integer Programming, Iterative Optimization, Problem Reduction, Monte Carlo Method, Metaheuristics |
|
URL |
