Heuristics
In this chapter we show a simple binary variable fixing solution heuristic that involves a heuristic solution procedure interacting with Xpress Optimizer through
- parameter settings,
- saving and recovering bases, and
- modifications of variable bounds.
Chapter 8 shows how to implement the same heuristic with Mosel.
© 2001-2019 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.