NLP diving heuristic that chooses fixings w.r.t. the fractionalities.
Diving heuristic: Iteratively fixes some fractional variables and resolves the LP and NLP relaxations, thereby simulating a depth-first-search in the tree. Double Diving chooses the variable for which the sum of the distances from the relaxations' solutions to a common integer value is minimal and rounds it to thenearest 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.
|SCIPincludeHeurNlpdiving (SCIP *scip)