[Coin-discuss] feeding Symphony solutions on the fly

[Michael Hennebry]

On Fri, 21 Jan 2005, Ted Ralphs wrote:

> 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

Is the array in dense format?

> *feasible = IP_HEUR_FEASIBLE;

I think we have a data flow problem here.
Unless the new objective value is at most the old,
user_is_feasible still should give an indication of
whether the passed in data is 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.

What happends if I do a CVS update in a copy of Template, say one named Tsp05?

-- 
Mike   hennebry at web.cs.ndsu.NoDak.edu
"Our gods are dead.  Ancient Klingon warriors slew them
... they were more trouble than they were worth."          --  Worf