[Coin-discuss] feeding Symphony solutions on the fly

[Ted Ralphs]

Michael Hennebry wrote:
> Suppose one has a procedure for converting a
> fractional solution into a feasible solution.
> 
> Where would be a good place to put such a procedure?
> How would one tell Symphony about a new solution?

Currently, there is no direct interface for the user to pass solutions 
back to SYMPHONY. However, SYMPHONY does have an internal mechanism for 
calling a primal heuristic and incorporating new solutions on the 
fly---take a look at the block of code starting at line 635 of the file 
LP/lp_wrapper.c. This is where SYMPHONY calls its primal heuristic 
(borrowed from CBC). You could fairly easily add your own heuristic here 
if you want to and pass solutions back to SYMPHONY. A better solution is 
for me to extend the callback interface to add a callback for executing 
a primal heuristic. This would be called right after the current 
solution is checked for feasibility in each iteration. Does this make 
sense? I will add this callback in the next few days and let you know.

Cheers,

Ted
-- 
Dr. Ted Ralphs
Assistant Professor
Industrial and Systems Engineering
Lehigh University
(610)758-4784
tkralphs at lehigh.edu
www.lehigh.edu/~tkr2

"An optimist is someone who thinks
'It doesn't get any better than this.'
A pessimist is someone who's afraid that's true."