NLP diving heuristic that chooses fixings w.r.t. the fractionalities.
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.
#include "scip/scip.h"
Go to the source code of this file.
Functions | |
SCIP_RETCODE | SCIPincludeHeurNlpdiving (SCIP *scip) |