[Scip] Using a greedy heuristic to improve convergence of branch and price

[Abde Ali Kagalwalla]

Hello SCIP Developers,

I am trying to solve a very large problem with more than 10^6 binary
variables. I am currently struggling to get the upper and lower bounds to
converge using my implementation of branch and price on SCIP. I have also
developed a simple heuristic that can take as input a feasible solution and
then try to improve it with some small greedy optimization.

I am wondering if it is possible to embed this greedy heuristic in the
branch and bound tree. For example, in my branch and bound every time I
find an integral solution, I could call my greedy heuristic and try to
improve the solution. This could potentially prune out many nodes in the
branch and bound tree.

Any ideas on how I can go about adding such a heuristic within the SCIP
framework ? I would really appreciate any suggestions on this.

Sincere Regards,

Abde Ali
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