Scippy

SCIP

Solving Constraint Integer Programs

heur_pscostdiving.h
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (C) 2002-2016 Konrad-Zuse-Zentrum */
7 /* fuer Informationstechnik Berlin */
8 /* */
9 /* SCIP is distributed under the terms of the ZIB Academic License. */
10 /* */
11 /* You should have received a copy of the ZIB Academic License */
12 /* along with SCIP; see the file COPYING. If not email to scip@zib.de. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15 
16 /**@file heur_pscostdiving.h
17  * @ingroup PRIMALHEURISTICS
18  * @brief LP diving heuristic that chooses fixings w.r.t. the pseudo cost values
19  * @author Tobias Achterberg
20  *
21  * Diving heuristic: Iteratively fixes some fractional variable and resolves the LP-relaxation, thereby simulating a
22  * depth-first-search in the tree. Pseudocost Diving chooses the variable with the smallest ratio of estimated objective
23  * increase if rounding to either direction. If the variable is significantly different from its root LP vlaue, it will
24  * be rounded into the direction it developed (see @ref heur_linesearchdiving.h), if it is close to an integral point,
25  * it will be rounded to that one, otherwise it will be rounded into the direction of lower pseudocosts. One-level
26  * backtracking is applied: If the LP gets infeasible, the last fixing is undone, and the opposite fixing is tried. If
27  * this is infeasible, too, the procedure aborts.
28  */
29 
30 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
31 
32 #ifndef __SCIP_HEUR_PSCOSTDIVING_H__
33 #define __SCIP_HEUR_PSCOSTDIVING_H__
34 
35 
36 #include "scip/scip.h"
37 
38 #ifdef __cplusplus
39 extern "C" {
40 #endif
41 
42 /** creates the pscostdiving heuristic and includes it in SCIP */
43 extern
45  SCIP* scip /**< SCIP data structure */
46  );
47 
48 #ifdef __cplusplus
49 }
50 #endif
51 
52 #endif
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:53
SCIP_RETCODE SCIPincludeHeurPscostdiving(SCIP *scip)
SCIP callable library.