heur_sdprand.h File Reference

randomized rounding heuristic for SDPs More...

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Functions
EXTERN SCIP_RETCODE	SCIPincludeHeurSdpRand (SCIP *scip)

Detailed Description

randomized rounding heuristic for SDPs

Author

Marc Pfetsch

Tristan Gally

Randomized Rounding heuristic for SDPs. Takes the solution of the SDP-relaxation and randomly rounds all integer variables. They are rounded up with probability equal to the fractional part and down otherwise. If the SDP includes continuous variables, the remaining SDP after the fixings is solved again. This process is repeated up to the number of rounds.

Definition in file heur_sdprand.h.

Function Documentation

EXTERN SCIP_RETCODE SCIPincludeHeurSdpRand

(

SCIP *

scip

)

creates the randomized rounding heuristic for SDPs and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 403 of file heur_sdprand.c.

References DEFAULT_GENERALINTS, DEFAULT_NROUNDS, HEUR_DESC, HEUR_DISPCHAR, HEUR_FREQ, HEUR_FREQOFS, HEUR_MAXDEPTH, HEUR_NAME, HEUR_PRIORITY, HEUR_TIMING, and HEUR_USESSUBSCIP.

Referenced by runSCIP(), and SCIP_DECL_HEURCOPY().