Application of an heuristic procedure to solve mixed-integer programming problems

An heuristic algorithm is proposed to solve mixed integer programming problems. The optimal and suboptimal continuous solutions are first identified. Then, an integer solution is found in the neighborhood of each suboptimal and optimal point. If an integer point provides an infeasible solution, then the dual simplex method is used to derive a feasible integer solution. The suggested algorithm is derived under the framework of an integer exploratory search principle. Once an integer solution is found at each optimal and suboptimal point, the best point is called the heuristic solution for the underlying problem. The heuristic algorithm has successfully been applied to solve a production planning problem and it is compared with a well known commercial computer package, CPLEX. (C) 1997 Published by Elsevier Science Ltd.