At this moment the code support the Feasibility Pump versions [1],[2],[3],[4],[5].
This project uses CMake. Minimal steps (use the correct paths on your machine for CPLEX, XPRESS, SCIP):
- mkdir build
- cd build
- cmake -DCMAKE_BUILD_TYPE=Release -DCPLEX_ROOT_DIR=/opt/ilog/cos129/cplex -DXPRESSDIR=/opt/fico/xpressmp87 -DSCIP_DIR=/opt/scip..
- make -j12
The main FP code is in feaspump.cpp. Interfaces to the supported LP solvers are in cpxmodel.cpp, xprsmodel.cpp, scipmodel.cpp, and pdlpmodel.cpp. Transformers (objects responsible for rounding a solution) are in transformers.cpp. Different strategies for sorting variables before rounding are in rankers.cpp.
$ .fp2 prob_file --config (-c) config_file
[1] M. Fischetti, F. Glover, and A. Lodi. The feasibility pump. Mathematical Programming, 104(1):91–104, 2005.
[2] L. Bertacco, M. Fischetti, and A. Lodi. A feasibility pump heuristic for general mixed-integer problems. Discrete Optimization, 4(1):63–76, 2007.
[3] T. Achterberg and T. Berthold. Improving the feasibility pump. Discrete Optimization, 4(1):77–86, 2007.
[4] M. Fischetti and D. Salvagnin. Feasibility pump 2.0. Mathematical Programming Computation, 1(2-3):201–222, 2009
[5] Berthold, T., Mexi, G., Salvagnin, D.: Using multiple reference vectors and objective scaling in the feasibility pump. EURO Journal on Computational Optimization 11, 100066
