Generalized Relax-and-Fix heuristic

Cédric Joncour, Julien Kritter, Sophie Michel, Xavier Schepler

Abstract: Highlights•The Restrict-and-Fix heuristic builds a solution step by step by solving smaller mixed-integer subproblems.•The proposed implementation is generic and adaptable for various classes of problems thanks to the options.•The solution can be improved by the generic local search Fix-and-Optimize.•The partition and restriction approach show the competitiveness of Restrict-and-Fix, especially on large instances.