Method and system for solving mixed-integer programming problems using a feasibility pump technique embedded in a Monte Carlo simulation framework
US11556687B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Jun 5, 2020 |
| Grant date | Jan 17, 2023 |
| Priority date | — |
| Expiry date | Nov 15, 2040 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F2111/08
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A method and a system are disclosed for solving a mixed-integer programming problem, the method comprising obtaining an indication of a mixed-integer programming optimization problem; until a performance criterion is met: providing the mixed-integer programming optimization problem to an optimization oracle adapted for solving the mixed-integer programming optimization problem using a feasibility pump technique and comprising an optimization solver, initializing parameters of an optimization oracle and an initial solution pair, the parameters comprising Monte-Carlo simulation parameters, a list of neighborhood functions and a measure of fractionality, and performing iterative calls to the optimization solver until a stopping condition is met; and providing at least one corresponding solution obtained from the optimization solver.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.