Solving Constraint Integer Programs

heur_farkasdiving.h File Reference

Detailed Description

LP diving heuristic that tries to construct a Farkas-proof.

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 \(y^Tb - y^TA{l',u'} > 0\) (i.e., infeasibility proof) gets increased, where \(l',u'\) are the local bounds. The contribution of each variable \(x_i\) to the Farkas-proof can be approximated by \(c_i = y^TA_i\) because we only dive on basic variables with reduced costs \(c_i - y^TA_i = 0\).

Definition in file heur_farkasdiving.h.

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

Go to the source code of this file.


SCIP_RETCODE SCIPincludeHeurFarkasdiving (SCIP *scip)