LP diving heuristic that chooses fixings w.r.t. the pseudo cost values.
Diving heuristic: Iteratively fixes some fractional variable and resolves the LP-relaxation, thereby simulating a depth-first-search in the tree. Pseudocost Diving chooses the variable with the smallest ratio of estimated objective increase if rounding to either direction. If the variable is significantly different from its root LP vlaue, it will be rounded into the direction it developed (see heur_linesearchdiving.h), if it is close to an integral point, it will be rounded to that one, otherwise it will be rounded into the direction of lower pseudocosts. One-level backtracking is applied: If the LP gets infeasible, the last fixing is undone, and the opposite fixing is tried. If this is infeasible, too, the procedure aborts.
Definition in file heur_pscostdiving.h.
Go to the source code of this file.
|SCIP_RETCODE||SCIPincludeHeurPscostdiving (SCIP *scip)|