A Multi-Reference Relaxation Enforced Neighborhood Search Heuristic in SCIP

Abstract: This paper proposes and evaluates a Multi-Reference Relaxation Enforced Neighborhood Search (MRENS) heuristic within the SCIP solver. This study marks the first integration and evaluation of MRENS in a full-fledged MILP solver, specifically coupled with the recently-introduced Lagromory separator for generating multiple reference solutions. Computational experiments on the MIPLIB 2017 benchmark set show that MRENS, with multiple reference solutions, improves the solver's ability to find higher-quality feasible solutions compared to single-reference approaches. This study highlights the potential of multi-reference heuristics in enhancing primal heuristics in MILP solvers.