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|Title:||A co-operative parallel heuristic for integer linear programming: Combining simulated annealing with branch & bound|
|Keywords:||Branch and bound;Integer programming;Metaheuristics;Parallel computing;Simulated annealing|
|Citation:||The European Journal of Operational Research (EJOR), 164 (1): 12-23, Jan 2004|
|Series/Report no.:||The Centre for the Analysis of Risk and Optimisation Modelling Applications (CARISMA), Brunel University;Technical Reports|
|Abstract:||This paper considers the exact approach of branch and bound (B&B) and the metaheuristic known as simulated annealing (SA) for processing integer programs (IP). We extend an existing SA implementation (GPSIMAN) for pure zero–one integer programs (PZIP) to process a wider class of IP models, namely mixed zero–one integer programs (MZIP). The extensions are based on depth-first B&B searches at different points within the SA framework. We refer to the resultant SA implementation as MIPSA. Furthermore, we have exploited the use of parallel computers by designing a co-operative parallel heuristic whereby concurrent executions of B&B and MIPSA, linked through a parallel computer, exchange information in order to influence their searches. Results reported for a wide range of models taken from a library of MIP benchmarks demonstrate the effectiveness of using a parallel computing approach which combines B&B with SA.|
|Appears in Collections:||Dept of Mathematics Research Papers|
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