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https://github.com/sintef/feasibilityjump
Feasibility Jump
https://github.com/sintef/feasibilityjump
Last synced: about 2 months ago
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Feasibility Jump
- Host: GitHub
- URL: https://github.com/sintef/feasibilityjump
- Owner: SINTEF
- License: mit
- Created: 2022-10-13T09:48:07.000Z (about 2 years ago)
- Default Branch: main
- Last Pushed: 2023-10-26T05:20:32.000Z (about 1 year ago)
- Last Synced: 2023-10-26T15:56:38.214Z (about 1 year ago)
- Language: C++
- Size: 1.65 MB
- Stars: 16
- Watchers: 4
- Forks: 3
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Feasibility Jump
This repository contains the reference C++ implementation of the Feasibility
Jump, which is a primal heuristic for mixed-integer linear programming.
See the [open access paper](https://link.springer.com/article/10.1007/s12532-023-00234-8) for details about
the algorithm.
## Usage
To build the Feasibility Jump reference implementation with FICO Xpress
integration, Xpress must be installed and the `$XPRESSDIR` environment variable
must be set to the directory where Xpress is installed. To build, run:
```
make
```
This should produce the executable `xpress_fj`, which solves MIP problems given
in `.mps` format. Its command line interface is:
```
Usage: xpress_fj [--timeout|t TIMEOUT] [--save-solutions|-s OUTDIR] [--verbose|-v] [--heuristic-only|-h] [--exponential-decay|-e] [--relax-continuous|-r] INFILE
```
For example, to use the FJ heuristic alone, and save solutions to the current
directory, run:
```
./xpress_fj -h benchmark/instances/miplib2017benchmark/academictimetablesmall.mps --save-solutions .
```
To run the integrated solver where FJ solutions are given to Xpress, run:
```
./xpress_fj --timeout 60 benchmark/instances/miplib2017benchmark/academictimetablesmall.mps --save-solutions .
```
## Benchmark
The `run_benchmark.sh` script will reproduce results used in the paper.
The script assumes that you are using Linux and that the `$XPRESSDIR`
environment variable is set. It then does the following:
* Builds both `xpress_fj` and a baseline solver `xpress_baseline` that only
calls the Xpress solver with standard parameters.
* Runs each of the two solvers on 240 MPS instances from the MIPLIB 2017
benchmark set, which needs to be placed (as `.mps` files) in the directory
`benchmark/instances/miplib2017benchmark`. Timeouts of both 60 and 600 seconds
are used.
* Produces an HTML file that presents the results in `benchmark/report.html`.