Undercover primal heuristic for MINLPs.
The undercover heuristic is designed for mixed-integer nonlinear programs and tries to fix a subset of variables such as to make each constraint linear or convex. For this purpose it solves a binary program to automatically determine the minimum number of variable fixings necessary. As fixing values, we use values from the LP relaxation, the NLP relaxation, or the incumbent solution.
Definition in file heur_undercover.h.
|SCIP_RETCODE||SCIPincludeHeurUndercover (SCIP *scip)|
|SCIP_RETCODE||SCIPcomputeCoverUndercover (SCIP *scip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverbd, char coveringobj, SCIP_Bool *success)|