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));
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