[Coin-discuss] feeding Symphony solutions on the fly

[Ted Ralphs]

Mike,

I have added the ability for a user to apply primal heuristics and 
generate solutions on the fly by adding an additional argument to the 
callback function user_is_feasible(). Check the file 
Template/LP/user_lp.c for the following function stub:

int user_is_feasible(void *user, double lpetol, int varnum,
                      int *indices, double *values, int *feasible,
                      double *objval, char branching,
                      double *heur_solution)
{
}

The relaxed solution is passed in sparse format, as before, through the 
arrays arguments indices[] and values[]. If the relaxed solution is 
found to be infeasible, it can be rounded or otherwise perturbed to 
produce a new feasible solution.  If such a solution is found, it can be 
passed back to SYMPHONY in the array heur_solution[]. You also need to 
set *objval to the value of the solution in this case, as well as setting

*feasible = IP_HEUR_FEASIBLE;

If you determine that the solution SYMPHONY passed is feasible as it is, 
then simply set

*feasible = IP_FEASIBLE;

Even in this case, you can set the objective function value to the true 
value if desired to account for roundoff error. Note that SYMPHONY has 
two built-in primal heuristics (adapted from CBC) that can be run by 
setting the parameter "do_primal_heuristic" to TRUE. If you do a CVS 
update, you should see these changes. Note that this is not very well 
tested yet. Please give it a try and let me know if you run into any 
problems.

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."