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Dear John,<br>
<br>
if your NLP relaxation has a unique optimum, you will always end up
with the same fractional solution. So maybe a possible way to go is
to change your relaxation in each replication slightly.<br>
<br>
I could think of considering an MINLP relaxation of your problem. If
x is an integer variable in the original problem and has a
fractional value in your NLP solution, then you could add the
integrality requirement for this variable and try to solve the
resulting MINLP relaxation. Maybe it is possible to receive some
good candidates from your heuristic?<br>
<br>
Alternatively, if x* is the optimal fractional solution with
objective value U, then you could add a constraint c'x = U and set a
different objective function to hopefully find a different
fractional solution.<br>
<br>
<br>
Best regards,<br>
<br>
Benny<br>
<br>
<br>
<br>
<div class="moz-cite-prefix">On 10.05.2015 09:26, John Beasley
wrote:<br>
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<p class="MsoNormal" style="MARGIN: 0cm 0cm 10pt"><font
size="3"><font face="Calibri">I have a hard MINLP for
which I explicitly relax the integrality constraints and
terminate SCIP after a set time limit, taking the best
(fractional) solution found and apply a heuristic to
(hopefully) generate a feasible integer solution.
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<p class="MsoNormal" style="MARGIN: 0cm 0cm 10pt"><font
size="3"><font face="Calibri">Obviously running
replications (so repeating the process) may improve the
(heuristic integer) solution found. What would be a good
way to replicate the situation, ideally forcing SCIP to
follow a different solution path from the previous
replication to arrive at a different fractional
solution?<o:p></o:p></font></font></p>
<p class="MsoNormal" style="MARGIN: 0cm 0cm 10pt"><font
face="Calibri" size="3">John Beasley</font><o:p></o:p></p>
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<p class="MsoNormal" style="MARGIN: 0cm
0cm 0pt">------------------------------</p>
<p class="MsoNormal" style="MARGIN: 0cm
0cm 0pt">John Beasley</p>
<p class="MsoNormal" style="MARGIN: 0cm
0cm 0pt"> </p>
<p class="MsoNormal" style="MARGIN: 0cm
0cm 0pt">Emeritus Professor<br>
Mathematical Sciences<br>
Brunel University<br>
Uxbridge UB8 3PH<br>
UK<br>
<br>
<a class="moz-txt-link-freetext" href="http://people.brunel.ac.uk/~mastjjb/jeb/jeb.html">http://people.brunel.ac.uk/~mastjjb/jeb/jeb.html</a>
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