Matheuristics: survey and synthesis

Abstract

In integer programming and combinatorial optimisation, people use the term matheuristics to refer to methods that are heuristic in nature but draw on concepts from the literature on exact methods. We survey the literature on this topic, with a particular emphasis on matheuristics that yield both primal and dual bounds (i.e., upper and lower bounds in the case of a minimisation problem). We also make some comments about possible future developments