[Cbc] Is there a way to find the "closest" integer solution to a relaxed solution?

Jonathan Lee jonathan.lee.975 at gmail.com
Thu Nov 2 00:54:51 EDT 2017


I have an integer program whose objective is to be as close as possible to
a non-integer solution that I already have ("close" defined below). Is
there any way I can guide Cbc to search near that solution? I've looked
into CbcCompare and CbcHeuristic, but the documentation and examples
haven't been helpful.

By way of explanation, suppose I had a model with two integer variables x
and y. I want (x,y) to be "as close as possible" to (2.7, 5.2). So (3, 5)
would be best and I want to check there first. Then, I guess,
(2,5),(3,6),(2,6), etc.

Strictly speaking, the "target" solution I have is basically the average
value that each variable takes (over all solutions). I want an integer
solution that would appear to have been drawn from this distribution (say,
by passing a chi-squared test).

Thanks for any help
--Jonathan
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