LP diving heuristic that chooses fixings in direction of incumbent solutions.
Diving heuristic: Iteratively fixes some fractional variable and resolves the LP-relaxation, thereby simulating a depth-first-search in the tree. Guided Diving chooses the fractional variable which is closest to that variable's value in the incumbent solution and rounds it to the incumbent's value. One-level backtracking is applied: If the LP 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_guideddiving.h.
#include "scip/scip.h"
Go to the source code of this file.
Functions | |
SCIP_RETCODE | SCIPincludeHeurGuideddiving (SCIP *scip) |