branch_pscost.h

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/**@file   branch_pscost.h
 * @ingroup BRANCHINGRULES
 * @brief  pseudo costs branching rule
 * @author Tobias Achterberg
 * @author Krunal Patel
 *
 * The pseudo costs branching rule selects the branching variable with respect to the so-called pseudo costs
 * of the variables. Pseudo costs measure the average gain per unit in the objective function when the variable
 * was branched on upwards or downwards, resp. The required information is updated at every node of
 * the solving process.
 *
 * The selected variable maximizes the expected gain of the dual bound in the created subtree.
 *
 * Discounted pseudo costs are an extension of classic pseudo costs. If we interpret pseudo costs as the
 * immediate reward for branching on a variable, then discounted pseudo costs can be considered to give the
 * discounted total reward for branching on a variable, including gains of nodes a few level below branched node.
 * In the current implementation, we consider discounted pseudo costs from one additional level according to
 * the parameter discountfactor .
 *
 * For a more mathematical description and a comparison between the pseudo costs branching rule
 * and other branching rules in SCIP, we refer to
 *
 * @par
 * Tobias Achterberg@n
 * Constraint Integer Programming@n
 * PhD Thesis, Technische Universität Berlin, 2007@n
 */
 
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#ifndef __SCIP_BRANCH_PSCOST_H__
#define __SCIP_BRANCH_PSCOST_H__
 
 
#include "scip/def.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"
#include "scip/type_var.h"
 
#ifdef __cplusplus
extern "C" {
#endif
 
/** creates the pseudo cost branching rule and includes it in SCIP
 *
 *   @ingroup BranchingRuleIncludes
 */
SCIP_EXPORT
SCIP_RETCODE SCIPincludeBranchrulePscost(
   SCIP*                 scip                /**< SCIP data structure */
   );
 
/**@addtogroup BRANCHINGRULES
 *
 * @{
 */
 
/** selects a branching variable, due to pseudo cost, from the given candidate array and returns this variable together
 *  with a branching point */
SCIP_EXPORT
SCIP_RETCODE SCIPselectBranchVarPscost(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_VAR**            branchcands,        /**< branching candidates */
   SCIP_Real*            branchcandssol,     /**< solution value for the branching candidates */
   SCIP_Real*            branchcandsscore,   /**< array of candidate scores */
   int                   nbranchcands,       /**< number of branching candidates */
   SCIP_VAR**            var,                /**< pointer to store the variable to branch on, or NULL if none */
   SCIP_Real*            brpoint             /**< pointer to store the branching point for the branching variable, will be fractional for a discrete variable */
   );
 
/** @} */
 
#ifdef __cplusplus
}
#endif
 
#endif