[Cbc] New Heuristic (due to Fischetti and Monaci)

[John Forrest]

I am pleased to say that I have spent a very small amount of time 
implementing the Proximity Search heuristic by Fischetti and Monaci.

At present it is only in Cbc trunk and by default is off.  The simplest 
way to switch it on using stand-alone version is "-proximity on".

Proximity Search is the new "No-Neighborhood Search" 0-1 MIP refinement 
heuristic recently proposed by Fischetti and Monaci (2012). The idea is 
to define a sub-MIP without additional constraints but with a modified 
objective function intended to attract the search in the proximity of 
the incumbent. The approach works well for 0-1 MIPs whose solution 
landscape is not too irregular (meaning the there is reasonable 
probability of finding an improved solution by flipping a small number 
of binary variables), in particular when it is applied to the first 
heuristic solutions found at the root node. Feedback about 
(un)successful applications are very welcome, and can be send directly 
to Matteo Fischetti (matteo.fischetti at unipd.it)

Feedback about unsuccessful applications may also be sent to me as I may 
need to improve my implementation.

John Forrest
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