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<div class="elementToProof">Hi all,</div>
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I am intending to implement a primal heuristic which, as well as suggesting new primal solutions using the existing problem variables, can generate primal solutions only possible if new problem variables were added. I would appreciate advice on 'neat' ways
of implementing this.</div>
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If I were to just create these new variables in a heuristic plugin then I might end with a primal solution with better objective value than the current dual bound - since variables were added after the solution of the LP relaxation was computed. I guess I could
just force recomputation of the a (new) LP solution as soon as any new variables are created by the heuristic plugin.</div>
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I'm thinking that perhaps I should implement this primal heuristic as a pricer, even though the new variables may not affect the dual bound. Presumably there's no particular problem with a pricer generating primal solutions. But I'm worried that formally implementing
a procedure as a pricing algorithm when it is "really" a primal heuristic will lead to problems.</div>
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My primal heuristic is highly problem specific (it generates DAGs). I would be surprised if this issue had not come up for specific problems.</div>
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James</div>
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James Cussens</div>
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Room MVB 3.26</div>
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School of Computer Science, University of Bristol</div>
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Phone: +44 (0)117 455 8723</div>
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<a class="OWAAutoLink" id="OWAa9c0a819-d2b1-b829-e810-11e2008947e4" href="https://jcussens.github.io/">https://jcussens.github.io/</a><br>
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