sepa_aggregation.c
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32 * - We seek for aggregations that project out continuous variables that are far away from their bound,
34 * - These aggregations are also useful for the flowcover separation, so after building an aggregation
39 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
68 #define SEPA_DESC "aggregation heuristic for complemented mixed integer rounding cuts and flowcover cuts"
73 #define SEPA_DELAY FALSE /**< should separation method be delayed, if other separators found cuts? */
75 #define DEFAULT_MAXROUNDS -1 /**< maximal number of cmir separation rounds per node (-1: unlimited) */
76 #define DEFAULT_MAXROUNDSROOT -1 /**< maximal number of cmir separation rounds in the root node (-1: unlimited) */
77 #define DEFAULT_MAXTRIES 200 /**< maximal number of rows to start aggregation with per separation round
79 #define DEFAULT_MAXTRIESROOT -1 /**< maximal number of rows to start aggregation with per round in the root node
81 #define DEFAULT_MAXFAILS 20 /**< maximal number of consecutive unsuccessful aggregation tries (-1: unlimited) */
82 #define DEFAULT_MAXFAILSROOT 100 /**< maximal number of consecutive unsuccessful aggregation tries in the root node
84 #define DEFAULT_MAXAGGRS 3 /**< maximal number of aggregations for each row per separation round */
85 #define DEFAULT_MAXAGGRSROOT 6 /**< maximal number of aggregations for each row per round in the root node */
86 #define DEFAULT_MAXSEPACUTS 100 /**< maximal number of cmir cuts separated per separation round */
87 #define DEFAULT_MAXSEPACUTSROOT 500 /**< maximal number of cmir cuts separated per separation round in root node */
89 #define DEFAULT_MAXSLACKROOT 0.1 /**< maximal slack of rows to be used in aggregation in the root node */
90 #define DEFAULT_DENSITYSCORE 1e-4 /**< weight of row density in the aggregation scoring of the rows */
94 #define DEFAULT_DENSITYOFFSET 100 /**< additional number of variables allowed in row on top of density */
96 #define DEFAULT_MAXTESTDELTA -1 /**< maximal number of different deltas to try (-1: unlimited) */
97 #define DEFAULT_AGGRTOL 1e-2 /**< aggregation heuristic: we try to delete continuous variables from the current
102 #define DEFAULT_FIXINTEGRALRHS TRUE /**< should an additional variable be complemented if f0 = 0? */
103 #define DEFAULT_DYNAMICCUTS TRUE /**< should generated cuts be removed from the LP if they are no longer tight? */
122 SCIP_Real maxslackroot; /**< maximal slack of rows to be used in aggregation in the root node */
130 int maxroundsroot; /**< maximal number of cmir separation rounds in the root node (-1: unlimited) */
133 int maxtriesroot; /**< maximal number of rows to start aggregation with per round in the root node
140 int maxaggrsroot; /**< maximal number of aggregations for each row per round in the root node */
142 int maxsepacutsroot; /**< maximal number of cmir cuts separated per separation round in root node */
147 SCIP_Bool dynamiccuts; /**< should generated cuts be removed from the LP if they are no longer tight? */
158 int* bounddistinds; /**< problem indices of the continUous variables corresponding to the bounddistance value */
161 SCIP_Real* aggrrowscoef; /**< coefficient of continuous variable in row that is suitable for substitution of that variable */
168 int* nbadvarsinrow; /**< number of continuous variables that are not at their bounds for each row */
216 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s%" SCIP_LONGINT_FORMAT "_%d", cutclassname, SCIPgetNLPs(scip), *ncuts);
219 SCIP_CALL( SCIPcreateEmptyRowSepa(scip, &cut, sepa, cutname, -SCIPinfinity(scip), cutrhs, cutislocal, FALSE, cutremovable) );
231 SCIPdebugMsg(scip, " -> found potential %s cut <%s>: rhs=%f, eff=%f\n", cutclassname, cutname, cutrhs, cutefficacy);
234 /* if requested, try to scale the cut to integral values but only if the scaling is small; otherwise keep the fractional cut */
257 SCIPdebugMsg(scip, " -> %s cut <%s> no longer efficacious: rhs=%f, eff=%f\n", cutclassname, cutname, cutrhs, cutefficacy);
266 SCIPdebugMsg(scip, " -> found %s cut <%s>: rhs=%f, eff=%f, rank=%d, min=%f, max=%f (range=%g)\n",
307 {
319 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, &nimplvars, &ncontvars) );
382 /* when variable is not at its bound, we want to project it out, so add it to the aggregation data */
391 /* the current variable is a bad variable (continuous, not at its bound): increase the number of bad variable
392 * count on each row this variables appears in; also each of these rows can be used to project the variable out
466 SCIPswapPointers((void**) (&aggrdata->aggrrows[k]), (void**) (&aggrdata->aggrrows[nextgoodrowpos]));
501 /** retrieves the candidate rows for canceling out the given variable, also returns the number of "good" rows which are the
502 * rows stored at the first ngoodrows positions. A row is good if its continuous variables are all at their bounds, except
510 SCIP_Real** rowvarcoefs, /**< pointer to store array of coefficients of given variable in the corresponding rows */
517 if( !SCIPsortedvecFindInt(aggrdata->bounddistinds, probvaridx, aggrdata->nbounddistvars, &aggrdataidx) )
528 /** find the bound distance value in the aggregation data struct for the given variable problem index */
537 if( !SCIPsortedvecFindInt(aggrdata->bounddistinds, probvaridx, aggrdata->nbounddistvars, &aggrdataidx) )
545 * Equality rows that contain no other active continuous variables are preffered and apart from that
557 SCIP_Bool* success /**< pointer to return whether another row was added to the aggregation row */
633 /* if the bound distance of the current variable is smaller than the minimum bound distance stop looping */
639 if( !getRowAggregationCandidates(aggrdata, probvaridx, &candrows, &candrowcoefs, &nrows, &ngoodrows) )
642 assert(ngoodrows > 0); /* bounddistance was negative for this variable, so it should have good rows */
703 /* if the bound distance of the current variable is smaller than the minimum bound distance stop looping */
709 if( !getRowAggregationCandidates(aggrdata, probvaridx, &candrows, &candrowcoefs, &nrows, &ngoodrows) )
736 if( (rowaggrfac < 0.0 && !SCIPisInfinity(scip, -SCIProwGetLhs(candrows[k]))) || SCIPisInfinity(scip, SCIProwGetRhs(candrows[k])) )
749 (SCIPisEQ(scip, rowscore, bestrowscore) && aggrdata->nbadvarsinrow[lppos] < aggrdata->nbadvarsinrow[SCIProwGetLPPos(bestrow)]) )
774 /** aggregates different single mixed integer constraints by taking linear combinations of the rows of the LP */
823 SCIPdebugMsg(scip, "start c-MIR aggregation with row <%s> (%d/%d)\n", SCIProwGetName(rows[startrow]), startrow, nrows);
838 SCIP_CALL( SCIPaggrRowAddRow(scip, aggrdata->aggrrow, rows[startrow], negate ? -startweight : startweight, 0) ); /*lint !e644*/
840 /* try to generate cut from the current aggregated row; add cut if found, otherwise add another row to aggrrow
868 SCIP_CALL( SCIPcalcFlowCover(scip, sol, POSTPROCESS, BOUNDSWITCH, allowlocal, aggrdata->aggrrow, /*lint !e644*/
869 cutcoefs, &cutrhs, cutinds, &cutnnz, &flowcoverefficacy, &cutrank, &flowcovercutislocal, &flowcoversuccess) );
884 SCIP_CALL( SCIPcutGenerationHeuristicCMIR(scip, sol, POSTPROCESS, BOUNDSWITCH, USEVBDS, allowlocal, maxtestdelta, NULL, NULL, MINFRAC, MAXFRAC,
885 aggrdata->aggrrow, cutcoefs, &cutrhs, cutinds, &cutnnz, &cutefficacy, &cutrank, &cmircutislocal, &cmirsuccess) );
894 SCIP_CALL( addCut(scip, sol, sepadata->cmir, FALSE, cutcoefs, cutinds, cutnnz, cutrhs, cutefficacy, cmircutislocal, sepadata->dynamiccuts, cutrank, "cmir", cutoff, ncuts, &cut) ); /*lint !e644*/
899 SCIP_CALL( addCut(scip, sol, sepadata->flowcover, FALSE, cutcoefs, cutinds, cutnnz, cutrhs, cutefficacy, flowcovercutislocal, sepadata->dynamiccuts, cutrank, "flowcover", cutoff, ncuts, &cut) ); /*lint !e644*/
911 /* if the cut was successfully added, decrease the score of the rows used in the aggregation and clean the aggregation
948 SCIP_CALL( aggregateNextRow(scip, sepadata, rowlhsscores, rowrhsscores, aggrdata, aggrdata->aggrrow,
952 if( ! aggrsuccess || SCIPaggrRowGetNNz(aggrdata->aggrrow) > maxaggrnonzs || SCIPaggrRowGetNNz(aggrdata->aggrrow) == 0 )
966 /** gives an estimate of how much the activity of this row is affected by fractionality in the current solution */
1000 )
1059 sepadata->sepflowcover = flowcoverfreq > 0 ? (depth % flowcoverfreq) == 0 : flowcoverfreq == depth;
1185 /* calculate aggregation scores for both sides of all rows, and sort rows by decreasing maximal score
1188 /* count the number of non-zero rows and zero rows. these values are used for the sorting of the rowscores.
1238 rowlhsscores[r] = dualscore + sepadata->densityscore * (1.0-rowdensity) + sepadata->slackscore * MAX(1.0 - slack, 0.0);
1250 rowrhsscores[r] = dualscore + sepadata->densityscore * (1.0-rowdensity) + sepadata->slackscore * MAX(1.0 - slack, 0.0);
1256 /* for the row order only use the fractionality score since it best indicates how likely it is to find a cut */
1265 SCIPdebugMsg(scip, " -> row %d <%s>: lhsscore=%g rhsscore=%g maxscore=%g\n", r, SCIProwGetName(rows[r]),
1282 maxfails += maxfails - 2 * SCIPgetNSepaRounds(scip); /* allow up to double as many fails in early separounds of root node */
1287 for( r = 0; r < nnonzrows && ntries < maxtries && ncuts < maxsepacuts && !SCIPisStopped(scip); r++ )
1296 /* if trynegscaling is true we start the aggregation heuristic again for this row, but multiply it by -1 first.
1459 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepadata->flowcover, "flowcover", "separator for flowcover cuts", -100000, SEPA_FREQ, 0.0,
1464 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepadata->cmir, "cmir", "separator for cmir cuts", -100000, SEPA_FREQ, 0.0,
1470 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepa, SEPA_NAME, SEPA_DESC, SEPA_PRIORITY, SEPA_FREQ, SEPA_MAXBOUNDDIST,
1496 "maximal number of rows to start aggregation with per separation round in the root node (-1: unlimited)",
1504 "maximal number of consecutive unsuccessful aggregation tries in the root node (-1: unlimited)",
1560 "tolerance for bound distances used to select continuous variable in current aggregated constraint to be eliminated",
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:438
static SCIP_RETCODE addCut(SCIP *scip, SCIP_SOL *sol, SCIP_SEPA *sepa, SCIP_Bool makeintegral, SCIP_Real *cutcoefs, int *cutinds, int cutnnz, SCIP_Real cutrhs, SCIP_Real cutefficacy, SCIP_Bool cutislocal, SCIP_Bool cutremovable, int cutrank, const char *cutclassname, SCIP_Bool *cutoff, int *ncuts, SCIP_ROW **thecut)
Definition: sepa_aggregation.c:184
Definition: type_result.h:33
SCIP_Bool SCIPaggrRowHasRowBeenAdded(SCIP_AGGRROW *aggrrow, SCIP_ROW *row)
Definition: cuts.c:2367
public methods for SCIP parameter handling
Definition: struct_scip.h:59
public methods for memory management
Definition: struct_cuts.h:31
static SCIP_DECL_SEPAEXECSOL(sepaExecsolAggregation)
Definition: sepa_aggregation.c:1416
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1353
SCIP_RETCODE SCIPprintRow(SCIP *scip, SCIP_ROW *row, FILE *file)
Definition: scip_lp.c:2152
Definition: struct_var.h:198
Definition: sepa_aggregation.c:161
methods for the aggregation rows
public methods for problem variables
SCIP_RETCODE SCIPsetSepaCopy(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPACOPY((*sepacopy)))
Definition: scip_sepa.c:142
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:48
Definition: type_result.h:40
SCIP_RETCODE SCIPflushRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1604
void SCIPaggrRowRemoveZeros(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_Bool useglbbounds, SCIP_Bool *valid)
Definition: cuts.c:2320
Definition: struct_sepa.h:37
public methods for SCIP variables
flow cover and complemented mixed integer rounding cuts separator (Marchand's version) ...
public methods for separator plugins
SCIP_RETCODE SCIPaggrRowCreate(SCIP *scip, SCIP_AGGRROW **aggrrow)
Definition: cuts.c:1584
SCIP_RETCODE SCIPgetVarClosestVub(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real *closestvub, int *closestvubidx)
Definition: scip_var.c:6613
public methods for numerical tolerances
Definition: struct_lp.h:126
public methods for querying solving statistics
Definition: struct_sol.h:64
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:464
SCIP_RETCODE SCIPgetVarClosestVlb(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real *closestvlb, int *closestvlbidx)
Definition: scip_var.c:6590
public methods for the branch-and-bound tree
SCIP_RETCODE SCIPcacheRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1581
SCIP_EXPORT void SCIPsortDownRealInt(SCIP_Real *realarray, int *intarray, int len)
static SCIP_Real aggrdataGetBoundDist(AGGREGATIONDATA *aggrdata, int probvaridx)
Definition: sepa_aggregation.c:536
static SCIP_RETCODE separateCuts(SCIP *scip, SCIP_SEPA *sepa, SCIP_SOL *sol, SCIP_Bool allowlocal, SCIP_RESULT *result)
Definition: sepa_aggregation.c:1000
Definition: type_result.h:35
SCIP_RETCODE SCIPgetLPRowsData(SCIP *scip, SCIP_ROW ***rows, int *nrows)
Definition: scip_lp.c:540
static SCIP_RETCODE aggregation(SCIP *scip, AGGREGATIONDATA *aggrdata, SCIP_SEPA *sepa, SCIP_SOL *sol, SCIP_Bool allowlocal, SCIP_Real *rowlhsscores, SCIP_Real *rowrhsscores, int startrow, int maxaggrs, SCIP_Bool *wastried, SCIP_Bool *cutoff, int *cutinds, SCIP_Real *cutcoefs, SCIP_Bool negate, int *ncuts)
Definition: sepa_aggregation.c:782
SCIP_EXPORT SCIP_Bool SCIPsortedvecFindInt(int *intarray, int val, int len, int *pos)
static SCIP_DECL_SEPAEXECLP(sepaExeclpAggregation)
Definition: sepa_aggregation.c:1391
Definition: type_retcode.h:33
Definition: type_lp.h:34
Definition: type_retcode.h:34
public data structures and miscellaneous methods
static SCIP_RETCODE aggregateNextRow(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_Real *rowlhsscores, SCIP_Real *rowrhsscores, AGGREGATIONDATA *aggrdata, SCIP_AGGRROW *aggrrow, int *naggrs, SCIP_Bool *success)
Definition: sepa_aggregation.c:555
static SCIP_Bool getRowAggregationCandidates(AGGREGATIONDATA *aggrdata, int probvaridx, SCIP_ROW ***rows, SCIP_Real **rowvarcoefs, int *nrows, int *ngoodrows)
Definition: sepa_aggregation.c:512
SCIP_RETCODE SCIPincludeSepaBasic(SCIP *scip, SCIP_SEPA **sepa, const char *name, const char *desc, int priority, int freq, SCIP_Real maxbounddist, SCIP_Bool usessubscip, SCIP_Bool delay, SCIP_DECL_SEPAEXECLP((*sepaexeclp)), SCIP_DECL_SEPAEXECSOL((*sepaexecsol)), SCIP_SEPADATA *sepadata)
Definition: scip_sepa.c:100
Definition: struct_lp.h:192
SCIP_RETCODE SCIPcutGenerationHeuristicCMIR(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, int maxtestdelta, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:4281
public methods for LP management
public methods for cuts and aggregation rows
SCIP_Bool SCIPisCutEfficacious(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut)
Definition: scip_cut.c:88
static void destroyAggregationData(SCIP *scip, AGGREGATIONDATA *aggrdata)
Definition: sepa_aggregation.c:492
static SCIP_RETCODE setupAggregationData(SCIP *scip, SCIP_SOL *sol, SCIP_Bool allowlocal, AGGREGATIONDATA *aggrdata)
Definition: sepa_aggregation.c:307
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:130
public methods for the LP relaxation, rows and columns
SCIP_Real SCIProwGetParallelism(SCIP_ROW *row1, SCIP_ROW *row2, char orthofunc)
Definition: lp.c:7712
methods for sorting joint arrays of various types
SCIP_RETCODE SCIPgetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_sol.c:1390
public methods for branching rule plugins and branching
SCIP_RETCODE SCIPaddRow(SCIP *scip, SCIP_ROW *row, SCIP_Bool forcecut, SCIP_Bool *infeasible)
Definition: scip_cut.c:221
general public methods
SCIP_RETCODE SCIPaggrRowAddRow(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_ROW *row, SCIP_Real weight, int sidetype)
Definition: cuts.c:1719
public methods for solutions
SCIP_RETCODE SCIPcalcFlowCover(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool allowlocal, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:7480
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1641
public methods for message output
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1860
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:74
public methods for message handling
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:477
static SCIP_Real getRowFracActivity(SCIP_ROW *row, SCIP_Real *fractionalities)
Definition: sepa_aggregation.c:974
SCIP_RETCODE SCIPincludeSepaAggregation(SCIP *scip)
Definition: sepa_aggregation.c:1454
SCIP_EXPORT void SCIPsepaSetData(SCIP_SEPA *sepa, SCIP_SEPADATA *sepadata)
Definition: sepa.c:618
static INLINE SCIP_Real SCIPaggrRowGetProbvarValue(SCIP_AGGRROW *aggrrow, int probindex)
Definition: cuts.h:240
public methods for separators
SCIP_RETCODE SCIPsetSepaFree(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAFREE((*sepafree)))
Definition: scip_sepa.c:158
Definition: objbenders.h:33
public methods for global and local (sub)problems
SCIP_EXPORT int SCIPsepaGetNCallsAtNode(SCIP_SEPA *sepa)
Definition: sepa.c:824
SCIP_RETCODE SCIPmakeRowIntegral(SCIP *scip, SCIP_ROW *row, SCIP_Real mindelta, SCIP_Real maxdelta, SCIP_Longint maxdnom, SCIP_Real maxscale, SCIP_Bool usecontvars, SCIP_Bool *success)
Definition: scip_lp.c:1784
SCIP_Bool SCIPisEfficacious(SCIP *scip, SCIP_Real efficacy)
Definition: scip_cut.c:106
Definition: type_result.h:39
SCIP_RETCODE SCIPcreateEmptyRowSepa(SCIP *scip, SCIP_ROW **row, SCIP_SEPA *sepa, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1399
struct AggregationData AGGREGATIONDATA
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2084
memory allocation routines