Technical Report: DCC-2004-02

Tabu Search for Mixed Integer Programming

João Pedro Pedroso

DCC-FC & LIACC, Universidade do Porto
R. do Campo Alegre 823, 4150-180 Porto, Portugal
Phone: 351 226.078.830, Fax: 351 226.003.654
E-mail: jpp at ncc.up.pt
March 2004

Abstract

This paper introduces tabu search for the solution of general linear integer problems. Search is done on integer variables; if there are continuous variables, their corresponding value is determined through the solution of a linear program, which is also used to evaluate the integer solution.

The complete tabu search procedure includes an intensification and diversification procedure, whose effects are analysed on a set of benchmark problems.