Primal heuristic to improve incumbent solution by flipping pairs of variables.
The Twoopt heuristic attempts to improve a feasible MIP solution by altering the solution values of pairs of variables. Only variables which share a pre-defined ratio of LP rows are considered as pairs. Each step of the heuristic consists of improving the objective value by shifting one variable, and then compensating the resulting infeasibilities by shifting a second variable, without completely losing the objective improvement. Similarly to Oneopt (see heur_oneopt.h), pairs are processed in non-decreasing order of their impact on the objective.
Definition in file heur_twoopt.h.
|SCIP_RETCODE||SCIPincludeHeurTwoopt (SCIP *scip)|