heur_pscostdiving.h 2.6 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the program and library             */
/*         SCIP --- Solving Constraint Integer Programs                      */
/*                                                                           */
/*    Copyright (C) 2002-2020 Konrad-Zuse-Zentrum                            */
/*                            fuer Informationstechnik Berlin                */
/*                                                                           */
/*  SCIP is distributed under the terms of the ZIB Academic License.         */
/*                                                                           */
/*  You should have received a copy of the ZIB Academic License              */
/*  along with SCIP; see the file COPYING. If not visit scipopt.org.         */
/*                                                                           */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

/**@file   heur_pscostdiving.h
 * @ingroup PRIMALHEURISTICS
 * @brief  LP diving heuristic that chooses fixings w.r.t. the pseudo cost values
 * @author Tobias Achterberg
 *
 * Diving heuristic: Iteratively fixes some fractional variable and resolves the LP-relaxation, thereby simulating a
 * depth-first-search in the tree. Pseudocost Diving chooses the variable with the smallest ratio of estimated objective
 * increase if rounding to either direction. If the variable is significantly different from its root LP vlaue, it will
 * be rounded into the direction it developed (see @ref heur_linesearchdiving.h), if it is close to an integral point,
 * it will be rounded to that one, otherwise it will be rounded into the direction of lower pseudocosts. One-level
 * backtracking is applied: If the LP gets infeasible, the last fixing is undone, and the opposite fixing is tried. If
 * this is infeasible, too, the procedure aborts.
 */

/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/

#ifndef __SCIP_HEUR_PSCOSTDIVING_H__
#define __SCIP_HEUR_PSCOSTDIVING_H__

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

#ifdef __cplusplus
extern "C" {
#endif

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

#ifdef __cplusplus
}
#endif

#endif