NLP diving heuristic that chooses fixings w.r.t. the fractionalities.
- Author
- Timo Berthold
-
Stefan Vigerske
Diving heuristic: Iteratively fixes some fractional variable and resolves the NLP-relaxation, thereby simulating a depth-first-search in the tree. Fractional Diving chooses the variable with the highest fractionality and rounds it to the nearest integer. One-level backtracking is applied: If the NLP gets infeasible, the last fixing is undone, and the opposite fixing is tried. If this is infeasible, too, the procedure aborts.
Definition in file heur_nlpdiving.h.
creates the fracdiving heuristic and includes it in SCIP
creates the nlpdiving heuristic and includes it in SCIP
- Parameters
-
Definition at line 2551 of file heur_nlpdiving.c.
References DEFAULT_BACKTRACK, DEFAULT_FIXQUOT, DEFAULT_LP, DEFAULT_MAXDIVEAVGQUOT, DEFAULT_MAXDIVEAVGQUOTNOSOL, DEFAULT_MAXDIVEUBQUOT, DEFAULT_MAXDIVEUBQUOTNOSOL, DEFAULT_MAXFEASNLPS, DEFAULT_MAXNLPITERABS, DEFAULT_MAXNLPITERREL, DEFAULT_MAXRELDEPTH, DEFAULT_MINRELDEPTH, DEFAULT_MINSUCCQUOT, DEFAULT_NLPFASTFAIL, DEFAULT_NLPSTART, DEFAULT_PREFERCOVER, DEFAULT_PREFERLPFRACS, DEFAULT_SOLVESUBMIP, DEFAULT_VARSELRULE, EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_DESC, HEUR_DISPCHAR, HEUR_FREQ, HEUR_FREQOFS, HEUR_MAXDEPTH, HEUR_NAME, HEUR_PRIORITY, HEUR_TIMING, HEUR_USESSUBSCIP, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_REAL_MAX, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPerrorMessage, SCIPincludeEventhdlrBasic(), SCIPincludeHeurBasic(), SCIPsetHeurCopy(), SCIPsetHeurExit(), SCIPsetHeurFree(), SCIPsetHeurInit(), SCIPsetHeurInitsol(), and TRUE.
Referenced by SCIP_DECL_HEURCOPY(), and SCIPincludeDefaultPlugins().