[Help-glpk] how to provide initial mip solution found by heuristic

[Andrew Makhorin]

To provide an initial MIP solution found by a primal heuristic one
could replace lines 84-85 in the routine mip_create_tree (see file
glpmip1.c):

      tree->found = 0;
      tree->best = 0.0;

by the following lines:

      tree->found = 1;
      tree->best = <incumbent value>;

The incumbent value should be a bit worse (greater for minimization,
or less for maximization) than the value found by the heuristic.
For example, if the problem is minimization:

      my_obj = my_heuristic(...);
      tree->found = 1;
      tree->best = my_obj + 0.001 * (1.0 + fabs(my_obj));