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Apply a primal heuristic to a knapsack problem Description The program demonstrates the use of the MIP log callback. We take the knapsack problem stored in burglar.mps and initiate a tree search. At each node, so long as the current solution is both LP optimal and integer infeasible, we truncate the solution values to create a feasible integer solution. We then update the cutoff, if the new objective value has improved it, and continue the search.
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Data Files burglar.mps NAME burglar ROWS N ValMax L Wmax COLUMNS x_____01 ValMax 15.000000 Wmax 2.000000 x_____02 ValMax 100.000000 Wmax 20.000000 x_____03 ValMax 90.000000 Wmax 20.000000 x_____04 ValMax 60.000000 Wmax 30.000000 x_____05 ValMax 40.000000 Wmax 40.000000 x_____06 ValMax 15.000000 Wmax 30.000000 x_____07 ValMax 10.000000 Wmax 60.000000 x_____08 ValMax 1.000000 Wmax 10.000000 RHS RHS00001 Wmax 102.000000 BOUNDS BV BOUND001 x_____01 BV BOUND001 x_____02 BV BOUND001 x_____03 BV BOUND001 x_____04 BV BOUND001 x_____05 BV BOUND001 x_____06 BV BOUND001 x_____07 BV BOUND001 x_____08 ENDATA
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