Scippy

SCIP

Solving Constraint Integer Programs

heur_farkasdiving.h
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_farkasdiving.h
26  * @ingroup PRIMALHEURISTICS
27  * @brief LP diving heuristic that tries to construct a Farkas-proof
28  * @author Jakob Witzig
29  *
30  * The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded
31  * towards their best bound w.r.t there objective coefficient. This strategy is twofold, if
32  * a feasible solution is found the solution has potentially a very good objective value; on the other
33  * hand, the left-hand side of a potential Farkas-proof \f$y^Tb - y^TA{l',u'} > 0\f$ (i.e., infeasibility proof)
34  * gets increased, where \f$l',u'\f$ are the local bounds. The contribution of each variable \f$x_i\f$ to the
35  * Farkas-proof can be approximated by \f$c_i = y^TA_i\f$ because we only dive on basic variables with
36  * reduced costs \f$c_i - y^TA_i = 0\f$.
37  */
38 
39 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
40 
41 #ifndef __SCIP_HEUR_FARKASDIVING_H__
42 #define __SCIP_HEUR_FARKASDIVING_H__
43 
44 #include "scip/def.h"
45 #include "scip/type_retcode.h"
46 #include "scip/type_scip.h"
47 
48 #ifdef __cplusplus
49 extern "C" {
50 #endif
51 
52 /** creates the farkasdiving heuristic and includes it in SCIP
53  *
54  * @ingroup PrimalHeuristicIncludes
55  */
56 SCIP_EXPORT
58  SCIP* scip /**< SCIP data structure */
59  );
60 
61 #ifdef __cplusplus
62 }
63 #endif
64 
65 #endif
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
type definitions for return codes for SCIP methods
SCIP_RETCODE SCIPincludeHeurFarkasdiving(SCIP *scip)
type definitions for SCIP&#39;s main datastructure
common defines and data types used in all packages of SCIP