1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ 2 /* */ 3 /* This file is part of the program and library */ 4 /* SCIP --- Solving Constraint Integer Programs */ 5 /* */ 6 /* Copyright (c) 2002-2023 Zuse Institute Berlin (ZIB) */ 7 /* */ 8 /* Licensed under the Apache License, Version 2.0 (the "License"); */ 9 /* you may not use this file except in compliance with the License. */ 10 /* You may obtain a copy of the License at */ 11 /* */ 12 /* http://www.apache.org/licenses/LICENSE-2.0 */ 13 /* */ 14 /* Unless required by applicable law or agreed to in writing, software */ 15 /* distributed under the License is distributed on an "AS IS" BASIS, */ 16 /* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */ 17 /* See the License for the specific language governing permissions and */ 18 /* limitations under the License. */ 19 /* */ 20 /* You should have received a copy of the Apache-2.0 license */ 21 /* along with SCIP; see the file LICENSE. If not visit scipopt.org. */ 22 /* */ 23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ 24 25 /**@file heur_farkasdiving.h 26 * @ingroup PRIMALHEURISTICS 27 * @brief LP diving heuristic that tries to construct a Farkas-proof 28 * @author Jakob Witzig 29 * 30 * The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded 31 * towards their best bound w.r.t there objective coefficient. This strategy is twofold, if 32 * a feasible solution is found the solution has potentially a very good objective value; on the other 33 * hand, the left-hand side of a potential Farkas-proof \f$y^Tb - y^TA{l',u'} > 0\f$ (i.e., infeasibility proof) 34 * gets increased, where \f$l',u'\f$ are the local bounds. The contribution of each variable \f$x_i\f$ to the 35 * Farkas-proof can be approximated by \f$c_i = y^TA_i\f$ because we only dive on basic variables with 36 * reduced costs \f$c_i - y^TA_i = 0\f$. 37 */ 38 39 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 40 41 #ifndef __SCIP_HEUR_FARKASDIVING_H__ 42 #define __SCIP_HEUR_FARKASDIVING_H__ 43 44 #include "scip/def.h" 45 #include "scip/type_retcode.h" 46 #include "scip/type_scip.h" 47 48 #ifdef __cplusplus 49 extern "C" { 50 #endif 51 52 /** creates the farkasdiving heuristic and includes it in SCIP 53 * 54 * @ingroup PrimalHeuristicIncludes 55 */ 56 SCIP_EXPORT 57 SCIP_RETCODE SCIPincludeHeurFarkasdiving( 58 SCIP* scip /**< SCIP data structure */ 59 ); 60 61 #ifdef __cplusplus 62 } 63 #endif 64 65 #endif 66