Merge pull request #2533 from ERGO-Code/bc/issue-2487

Minor feasibility jump enhancements (fix #2487)

Author: BenChampion

FEATURES.md

@@ -12,3 +12,4 @@ The irreducible infeasibility system (IIS) facility now detects infeasibility du
 
 Prompted by [#2463](https://github.com/ERGO-Code/HiGHS/issues/2463), the HiGHS solution and basis files now match data to any column and row names in the model, only assuming that the data are aligned with column and row indices if there are no names in the model. This requires a new version (v2) of the HiGHS basis file. Basis files from v1 are still read, but deprecated. Now, when writing out a model, basis or solution, column and row names are added to the model - previously they were created temporarily and inconsistentyly on the fly. If the model has existing names, then distinctive names are created to replace any blank names, but names with spaces or duplicate names yield an error status return.
 
+As per [#2487](https://github.com/ERGO-Code/HiGHS/issues/2487), trivial heuristics now run before feasibility jump (FJ), and FJ will use any existing incumbent. FJ will clip any finite variable values in the incumbent to lower and upper bounds, and falls back to the existing logic (lower bound if finite, else upper bound if finite, else 0) for any infinite values in the incumbent.

highs/mip/HighsFeasibilityJump.cpp

@@ -27,6 +27,8 @@ HighsModelStatus HighsMipSolverData::feasibilityJump() {
   std::vector<double> col_value(model->num_col_, 0.0);
   double objective_function_value;
 
+  const bool use_incumbent = !incumbent.empty();
+
   // Configure Feasibility Jump and pass it the problem
   auto solver = external_feasibilityjump::FeasibilityJumpSolver(
       log_options,
@@ -66,10 +68,14 @@ HighsModelStatus HighsMipSolverData::feasibilityJump() {
                   sense_multiplier * model->col_cost_[col]);
 
     double initial_assignment = 0.0;
-    if (std::isfinite(lower)) {
-      initial_assignment = lower;
-    } else if (std::isfinite(upper)) {
-      initial_assignment = upper;
+    if (use_incumbent && std::isfinite(incumbent[col])) {
+      initial_assignment = std::max(lower, std::min(upper, incumbent[col]));
+    } else {
+      if (std::isfinite(lower)) {
+        initial_assignment = lower;
+      } else if (std::isfinite(upper)) {
+        initial_assignment = upper;
+      }
     }
     col_value[col] = initial_assignment;
   }

highs/mip/HighsMipSolver.cpp

@@ -148,8 +148,19 @@ void HighsMipSolver::run() {
       mipdata_->queryExternalSolution(
           solution_objective_, kExternalMipSolutionQueryOriginAfterSetup);
 
+    // Apply the trivial heuristics
+    analysis_.mipTimerStart(kMipClockTrivialHeuristics);
+    HighsModelStatus returned_model_status = mipdata_->trivialHeuristics();
+    analysis_.mipTimerStop(kMipClockTrivialHeuristics);
+    if (modelstatus_ == HighsModelStatus::kNotset &&
+        returned_model_status == HighsModelStatus::kInfeasible) {
+      // trivialHeuristics can spot trivial infeasibility, so act on it
+      modelstatus_ = returned_model_status;
+      cleanupSolve();
+      return;
+    }
+    // Apply the feasibility jump heuristic (if enabled)
     if (options_mip_->mip_heuristic_run_feasibility_jump) {
-      // Apply the feasibility jump before evaluating the root node
       analysis_.mipTimerStart(kMipClockFeasibilityJump);
       HighsModelStatus returned_model_status = mipdata_->feasibilityJump();
       analysis_.mipTimerStop(kMipClockFeasibilityJump);
@@ -161,17 +172,7 @@ void HighsMipSolver::run() {
         return;
       }
     }
-    // Apply the trivial heuristics
-    analysis_.mipTimerStart(kMipClockTrivialHeuristics);
-    HighsModelStatus returned_model_status = mipdata_->trivialHeuristics();
-    analysis_.mipTimerStop(kMipClockTrivialHeuristics);
-    if (modelstatus_ == HighsModelStatus::kNotset &&
-        returned_model_status == HighsModelStatus::kInfeasible) {
-      // trivialHeuristics can spot trivial infeasibility, so act on it
-      modelstatus_ = returned_model_status;
-      cleanupSolve();
-      return;
-    }
+    // End of pre-root-node heuristics
     if (analysis_.analyse_mip_time && !submip)
       if (analysis_.analyse_mip_time & !submip)
         highsLogUser(options_mip_->log_options, HighsLogType::kInfo,