MIP-based heuristics used by Gurobi

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André L. Maravilha

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Sep 23, 2016, 1:27:22 PM9/23/16
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Hello, 

I would like to know which MIP-based heuristics are used by Gurobi. I know RINS is used, since there are parameters that controls it. What other MIP-based heuristics are used?

Thanks!

Tobias Achterberg

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Sep 23, 2016, 3:32:12 PM9/23/16
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Primal heuristics are one of the components where you will probably not find
many details about what the commercial solvers are doing exactly, because they
are considered trade secrets. For this reason you have to live with a pretty
vague answer: Gurobi is featuring a variety of primal heuristics, for example
sub-MIP heuristics (large neighborhood search) like RINS, rounding heuristics
(starting from the current LP solution), diving heuristics, and heuristics that
can be applied without LP solution.

Documented heuristics are the "minimum relaxation heuristic", the "Feasibility
Pump heuristic", the "RINS heuristic", and the "zero objective heuristic".

Regards,

Tobias
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