/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* 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_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$c_i - y^TA_i = 0\f$. */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #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