[BCP] Using Heuristics to Generate an Initial Upper-Bound (Before Solving the LP)

[Francois Margot]

Jack:


> > -------- Forwarded Message --------
> > From: Jack Croucher <j.s.croucher at gmail.com>
> > To: bcp at list.coin-or.org
> > Subject: [BCP] Using Heuristics to Generate an Initial Upper-Bound
> > (Before Solving the LP)
> > Date: Mon, 17 Jan 2011 17:31:14 +1300
> > 
> > Hello again,
> > 
> > I have read in a number of places that the Tree Manager can "compute
> > an initial upper bound using heuristics" based on a user-specified
> > subroutine which can be run "before beginning to explore the branch
> > and cut tree." 
> > 
> > Are there any examples which do this? Which method should I
> > override? Or is this meant to be run externally and then passed in
> > somehow?
> > 

I think the simplets way is to have a separate piece of code that
computes the upper bound and then that bound is passed to Bcp. For
example in the BAC example, you can do that in BB_tm::create_root()
using:

double heuristic_val = call_to_the_heuristc();
BCP_tm_prob* p = getTmProblemPointer();
p->ub(heuristic_val);

Francois