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heur_farkasdiving.h File Reference
Detailed Description
LP diving heuristic that tries to construct a Farkas-proof.
The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded towards their best bound w.r.t there objective coefficient. This strategy is twofold, if a feasible solution is found the solution has potentially a very good objective value; on the other hand, the left-hand side of a potential Farkas-proof y^Tb - y^TA{l',u'} > 0 (i.e., infeasibility proof) gets increased, where l',u' are the local bounds. The contribution of each variable x_i to the Farkas-proof can be approximated by c_i = y^TA_i because we only dive on basic variables with reduced costs c_i - y^TA_i = 0.
Definition in file heur_farkasdiving.h.
Go to the source code of this file.
Functions | |
SCIP_EXPORT SCIP_RETCODE | SCIPincludeHeurFarkasdiving (SCIP *scip) |