# SCIP

Solving Constraint Integer Programs

heur_farkasdiving.h
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
7 /* fuer Informationstechnik Berlin */
8 /* */
10 /* */
12 /* along with SCIP; see the file COPYING. If not visit scipopt.org. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15
16 /**@file heur_farkasdiving.h
17  * @ingroup PRIMALHEURISTICS
18  * @brief LP diving heuristic that tries to construct a Farkas-proof
19  * @author Jakob Witzig
20  *
21  * The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded
22  * towards their best bound w.r.t there objective coefficient. This strategy is twofold, if
23  * a feasible solution is found the solution has potentially a very good objective value; on the other
24  * hand, the left-hand side of a potential Farkas-proof \f$y^Tb - y^TA{l',u'} > 0\f$ (i.e., infeasibility proof)
25  * gets increased, where \f$l',u'\f$ are the local bounds. The contribution of each variable \f$x_i\f$ to the
26  * Farkas-proof can be approximated by \f$c_i = y^TA_i\f$ because we only dive on basic variables with
27  * reduced costs \f$c_i - y^TA_i = 0\f$.
28  */
29
30 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
31
32 #ifndef __SCIP_HEUR_FARKASDIVING_H__
33 #define __SCIP_HEUR_FARKASDIVING_H__
34
35 #include "scip/def.h"
36 #include "scip/type_retcode.h"
37 #include "scip/type_scip.h"
38
39 #ifdef __cplusplus
40 extern "C" {
41 #endif
42
43 /** creates the farkasdiving heuristic and includes it in SCIP
44  *
45  * @ingroup PrimalHeuristicIncludes
46  */
49  SCIP* scip /**< SCIP data structure */
50  );
51
52 #ifdef __cplusplus
53 }
54 #endif
55
56 #endif
#define SCIP_EXPORT
Definition: def.h:100
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:54
type definitions for return codes for SCIP methods
type definitions for SCIP&#39;s main datastructure
common defines and data types used in all packages of SCIP
SCIP_EXPORT SCIP_RETCODE SCIPincludeHeurFarkasdiving(SCIP *scip)