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Make strongCG more conersvative
1 parent 775b04a commit b89e5ce

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highs/mip/HighsCutGeneration.cpp

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -523,7 +523,7 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
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integerinds.clear();
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integerinds.reserve(rowlen);
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526-
bool strongcg = true;
526+
bool strongcg = !onlyInitialCMIRScale;
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double maxabsdelta = 0.0;
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constexpr double maxCMirScale = 1e6;
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constexpr double f0min = 0.005;
@@ -721,7 +721,7 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
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double aj = downaj;
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updateViolationAndNorm(j, aj, viol, sqrnorm);
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} else {
724-
double pj = fast_ceil(k * (fj - f0) * oneoveroneminusf0 - feastol);
724+
double pj = fast_ceil(k * (fj - f0) * oneoveroneminusf0 - 1e-4);
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double aj = downaj + (pj / (k + 1));
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updateViolationAndNorm(j, aj, viol, sqrnorm);
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}
@@ -769,7 +769,7 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
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if (fj > f0) {
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if (strongcg) {
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if (fj - f0 > epsilon) {
772-
HighsCDouble pj = ceil(k * (fj - f0) * oneoveroneminusf0 - epsilon);
772+
HighsCDouble pj = ceil(k * (fj - f0) * oneoveroneminusf0 - feastol);
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aj += pj / (k + 1);
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}
775775
} else {

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