Solving Constraint Integer Programs

Detailed Description

Objective Feasibility Pump 2.0.

Timo Berthold
Domenico Salvagnin

The fundamental idea of the Feasibility Pump is to construct two sequences of points which hopefully converge to a feasible solution. One sequence consists of LP-feasiblepoints, the other one of integer feasible points. They are produced by alternately rounding an LP-feasible point and solvng an LP that finds a point on the LP polyhedron which is closest to the rounded, integral point (w.r.t. Manhattan distance).

The version implemented in SCIP supports using an Objective Feasibility Pump that uses a convex combination of the Manhattan distance and the original LP objective for reoptimization. It further features Feasibility Pump 2.0 capabilities, hence propagating the fixings for a faster convergence.

Definition in file heur_feaspump.h.

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

Go to the source code of this file.