heur_guideddiving.c

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/*         SCIP --- Solving Constraint Integer Programs                      */
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/**@file   heur_guideddiving.c
 * @ingroup DEFPLUGINS_HEUR
 * @brief  LP diving heuristic that chooses fixings in direction of incumbent solutions
 * @author Tobias Achterberg
 */

/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/

#include "scip/heur_guideddiving.h"
#include "scip/heuristics.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_sol.h"
#include "scip/pub_var.h"
#include "scip/scip_heur.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_numerics.h"
#include "scip/scip_prob.h"
#include "scip/scip_sol.h"
#include <string.h>

#define HEUR_NAME             "guideddiving"
#define HEUR_DESC             "LP diving heuristic that chooses fixings in direction of incumbent solutions"
#define HEUR_DISPCHAR         SCIP_HEURDISPCHAR_DIVING
#define HEUR_PRIORITY         -1007000
#define HEUR_FREQ             10
#define HEUR_FREQOFS          7
#define HEUR_MAXDEPTH         -1
#define HEUR_TIMING           SCIP_HEURTIMING_AFTERLPPLUNGE
#define HEUR_USESSUBSCIP      FALSE  /**< does the heuristic use a secondary SCIP instance? */
#define DIVESET_DIVETYPES     SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */
#define DIVESET_ISPUBLIC      TRUE   /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */


/*
 * Default parameter settings
 */

#define DEFAULT_MINRELDEPTH         0.0 /**< minimal relative depth to start diving */
#define DEFAULT_MAXRELDEPTH         1.0 /**< maximal relative depth to start diving */
#define DEFAULT_MAXLPITERQUOT      0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
#define DEFAULT_MAXLPITEROFS       1000 /**< additional number of allowed LP iterations */
#define DEFAULT_MAXDIVEUBQUOT       0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
                                         *   where diving is performed (0.0: no limit) */
#define DEFAULT_MAXDIVEAVGQUOT      0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
                                         *   where diving is performed (0.0: no limit) */
#define DEFAULT_BACKTRACK          TRUE /**< use one level of backtracking if infeasibility is encountered? */
#define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
#define DEFAULT_LPSOLVEFREQ           0 /**< LP solve frequency for diving heuristics */
#define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
                                         *   more general constraint handler diving variable selection? */
#define DEFAULT_RANDSEED            127 /**< initial seed for random number generation */

/* locally defined heuristic data */
struct SCIP_HeurData
{
   SCIP_SOL*             sol;                /**< working solution */
};

/*
 * local methods
 */

/*
 * Callback methods
 */

/** copy method for primal heuristic plugins (called when SCIP copies plugins) */
static
SCIP_DECL_HEURCOPY(heurCopyGuideddiving)
{  /*lint --e{715}*/
   assert(scip != NULL);
   assert(heur != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);

   /* call inclusion method of primal heuristic */
   SCIP_CALL( SCIPincludeHeurGuideddiving(scip) );

   return SCIP_OKAY;
}

/** destructor of primal heuristic to free user data (called when SCIP is exiting) */
static
SCIP_DECL_HEURFREE(heurFreeGuideddiving) /*lint --e{715}*/
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;

   assert(heur != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
   assert(scip != NULL);

   /* free heuristic data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);

   SCIPfreeBlockMemory(scip, &heurdata);
   SCIPheurSetData(heur, NULL);

   return SCIP_OKAY;
}


/** initialization method of primal heuristic (called after problem was transformed) */
static
SCIP_DECL_HEURINIT(heurInitGuideddiving) /*lint --e{715}*/
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;

   assert(heur != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);

   /* get heuristic data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);

   /* create working solution */
   SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );

   return SCIP_OKAY;
}


/** deinitialization method of primal heuristic (called before transformed problem is freed) */
static
SCIP_DECL_HEUREXIT(heurExitGuideddiving) /*lint --e{715}*/
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;

   assert(heur != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);

   /* get heuristic data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);

   /* free working solution */
   SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );

   return SCIP_OKAY;
}


/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecGuideddiving) /*lint --e{715}*/
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;
   SCIP_DIVESET* diveset;

   assert(heur != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
   assert(scip != NULL);
   assert(result != NULL);
   assert(SCIPhasCurrentNodeLP(scip));

   *result = SCIP_DIDNOTRUN;

  /* don't dive, if no feasible solutions exist */
   if( SCIPgetNSols(scip) == 0 )
      return SCIP_OKAY;

   /* get best solution that should guide the search; if this solution lives in the original variable space,
    * we cannot use it since it might violate the global bounds of the current problem
    */
   if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
      return SCIP_OKAY;

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);

   /* if there are no integer variables (note that, e.g., SOS1 variables may be present) */
   if ( SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0 )
      return SCIP_OKAY;

   assert(SCIPheurGetNDivesets(heur) > 0);
   assert(SCIPheurGetDivesets(heur) != NULL);
   diveset = SCIPheurGetDivesets(heur)[0];
   assert(diveset != NULL);

   /* call generic diving algorithm */
   SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );

   return SCIP_OKAY;
}

/* callbacks for diving */

/** calculate score and preferred rounding direction for the candidate variable; the best candidate maximizes the
 *  score
 */
static
SCIP_DECL_DIVESETGETSCORE(divesetGetScoreGuideddiving)
{
   SCIP_SOL* bestsol;
   SCIP_Real bestsolval;
   SCIP_Real obj;
   SCIP_Real objnorm;
   SCIP_Real objgain;

   bestsol = SCIPgetBestSol(scip);
   assert(bestsol != NULL);
   assert(!SCIPsolIsOriginal(bestsol));

   bestsolval = SCIPgetSolVal(scip, bestsol, cand);

   /* variable should be rounded (guided) into the direction of its incumbent solution value */
   if( candsol < bestsolval )
      *roundup = TRUE;
   else
      *roundup = FALSE;

   obj = SCIPvarGetObj(cand);
   objnorm = SCIPgetObjNorm(scip);

   /* divide by objective norm to normalize obj into [-1,1] */
   if( SCIPisPositive(scip, objnorm) )
      obj /= objnorm;

   /* calculate objective gain and fractionality for the selected rounding direction */
   if( *roundup )
   {
      candsfrac = 1.0 - candsfrac;
      objgain = obj * candsfrac;
   }
   else
      objgain = -obj * candsfrac;

   assert(objgain >= -1.0 && objgain <= 1.0);

   /* penalize too small fractions */
   if( candsfrac < 0.01 )
      candsfrac *= 0.1;

   /* prefer decisions on binary variables */
   if( !SCIPvarIsBinary(cand) )
      candsfrac *= 0.1;

   /* prefer variables which cannot be rounded by scoring their fractionality */
   if( !(SCIPvarMayRoundDown(cand) || SCIPvarMayRoundUp(cand)) )
      *score = -candsfrac;
   else
      *score = -2.0 - objgain;

   return SCIP_OKAY;
}

/** callback to check preconditions for diving, e.g., if an incumbent solution is available */
static
SCIP_DECL_DIVESETAVAILABLE(divesetAvailableGuideddiving)
{
   /* don't dive with guided diving if no feasible solutions exists or
    * if this solution lives in the original variable space,
    * because it might violate the global bounds of the current problem
    */
   if( SCIPgetNSols(scip) == 0 || SCIPsolIsOriginal(SCIPgetBestSol(scip)))
      *available = FALSE;
   else
      *available = TRUE;

   return SCIP_OKAY;
}

/*
 * heuristic specific interface methods
 */

/** creates the guideddiving heuristic and includes it in SCIP */
SCIP_RETCODE SCIPincludeHeurGuideddiving(
   SCIP*                 scip                /**< SCIP data structure */
   )
{
   SCIP_HEURDATA* heurdata;
   SCIP_HEUR* heur;

   /* create Guideddiving primal heuristic data */
   SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );

   /* include primal heuristic */
   SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
         HEUR_NAME, HEUR_DESC, HEUR_DISPCHAR, HEUR_PRIORITY, HEUR_FREQ, HEUR_FREQOFS,
         HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecGuideddiving, heurdata) );

   assert(heur != NULL);

   /* set non-NULL pointers to callback methods */
   SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyGuideddiving) );
   SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeGuideddiving) );
   SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitGuideddiving) );
   SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitGuideddiving) );

   /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
   SCIP_CALL( SCIPcreateDiveset(scip, NULL, heur, HEUR_NAME, DEFAULT_MINRELDEPTH, DEFAULT_MAXRELDEPTH, DEFAULT_MAXLPITERQUOT,
         DEFAULT_MAXDIVEUBQUOT, DEFAULT_MAXDIVEAVGQUOT, 1.0, 1.0, DEFAULT_LPRESOLVEDOMCHGQUOT, DEFAULT_LPSOLVEFREQ,
         DEFAULT_MAXLPITEROFS, DEFAULT_RANDSEED, DEFAULT_BACKTRACK, DEFAULT_ONLYLPBRANCHCANDS, DIVESET_ISPUBLIC, DIVESET_DIVETYPES,
         divesetGetScoreGuideddiving, divesetAvailableGuideddiving) );

   return SCIP_OKAY;
}