heur_farkasdiving.h

/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/*                  This file is part of the program and library             */
/*         SCIP --- Solving Constraint Integer Programs                      */
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/*    Copyright (C) 2002-2020 Konrad-Zuse-Zentrum                            */
/*                            fuer Informationstechnik Berlin                */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

/**@file   heur_farkasdiving.h
 * @ingroup PRIMALHEURISTICS
 * @brief  LP diving heuristic that tries to construct a Farkas-proof
 * @author Jakob Witzig
 *
 * 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 \f$y^Tb - y^TA{l',u'} > 0\f$ (i.e., infeasibility proof)
 * gets increased, where \f$l',u'\f$ are the local bounds. The contribution of each variable \f$x_i\f$ to the
 * Farkas-proof can be approximated by \f$c_i = y^TA_i\f$ because we only dive on basic variables with
 * reduced costs \f$c_i - y^TA_i = 0\f$.
 */

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#ifndef __SCIP_HEUR_FARKASDIVING_H__
#define __SCIP_HEUR_FARKASDIVING_H__

#include "scip/def.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"

#ifdef __cplusplus
extern "C" {
#endif

/** creates the farkasdiving heuristic and includes it in SCIP
 *
 *  @ingroup PrimalHeuristicIncludes
 */
SCIP_EXPORT
SCIP_RETCODE SCIPincludeHeurFarkasdiving(
   SCIP*                 scip                /**< SCIP data structure */
   );

#ifdef __cplusplus
}
#endif

#endif