Scippy

SCIP

Solving Constraint Integer Programs

heur_alns.c
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1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2/* */
3/* This file is part of the program and library */
4/* SCIP --- Solving Constraint Integer Programs */
5/* */
6/* Copyright (c) 2002-2025 Zuse Institute Berlin (ZIB) */
7/* */
8/* Licensed under the Apache License, Version 2.0 (the "License"); */
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22/* */
23/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24
25/**@file heur_alns.c
26 * @ingroup DEFPLUGINS_HEUR
27 * @brief Adaptive large neighborhood search heuristic that orchestrates popular LNS heuristics
28 * @author Gregor Hendel
29 */
30
31/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32
34#include "scip/cons_linear.h"
35#include "scip/heur_alns.h"
36#include "scip/heuristics.h"
40#include "scip/pub_bandit.h"
41#include "scip/pub_bandit_ucb.h"
42#include "scip/pub_event.h"
43#include "scip/pub_heur.h"
44#include "scip/pub_message.h"
45#include "scip/pub_misc.h"
47#include "scip/pub_sol.h"
48#include "scip/pub_var.h"
49#include "scip/scip_bandit.h"
50#include "scip/scip_branch.h"
51#include "scip/scip_cons.h"
52#include "scip/scip_copy.h"
53#include "scip/scip_event.h"
54#include "scip/scip_general.h"
55#include "scip/scip_heur.h"
56#include "scip/scip_lp.h"
57#include "scip/scip_mem.h"
58#include "scip/scip_message.h"
59#include "scip/scip_nodesel.h"
60#include "scip/scip_numerics.h"
61#include "scip/scip_param.h"
62#include "scip/scip_prob.h"
64#include "scip/scip_sol.h"
65#include "scip/scip_solve.h"
67#include "scip/scip_table.h"
68#include "scip/scip_timing.h"
69#include "scip/scip_tree.h"
70#include "scip/scip_var.h"
71#include <string.h>
72
73#define HEUR_NAME "alns"
74#define HEUR_DESC "Large neighborhood search heuristic that orchestrates the popular neighborhoods Local Branching, RINS, RENS, DINS etc."
75#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS
76#define HEUR_PRIORITY -1100500
77#define HEUR_FREQ 20
78#define HEUR_FREQOFS 0
79#define HEUR_MAXDEPTH -1
80#define HEUR_TIMING SCIP_HEURTIMING_AFTERNODE | SCIP_HEURTIMING_DURINGLPLOOP
81#define HEUR_USESSUBSCIP TRUE /**< does the heuristic use a secondary SCIP instance? */
82
83#define NNEIGHBORHOODS 9
84
85#define DEFAULT_SHOWNBSTATS FALSE /**< show statistics on neighborhoods? */
86
87/*
88 * limit parameters for sub-SCIPs
89 */
90#define DEFAULT_NODESQUOT 0.1
91#define DEFAULT_NODESQUOTMIN 0.0
92#define DEFAULT_NODESOFFSET 500LL
93#define DEFAULT_NSOLSLIM 3
94#define DEFAULT_MINNODES 50LL
95#define DEFAULT_MAXNODES 5000LL
96#define DEFAULT_WAITINGNODES 25LL /**< number of nodes since last incumbent solution that the heuristic should wait */
97#define DEFAULT_TARGETNODEFACTOR 1.05
98#define LRATEMIN 0.01 /**< lower bound for learning rate for target nodes and minimum improvement */
99#define LPLIMFAC 4.0
100#define DEFAULT_INITDURINGROOT FALSE
101#define DEFAULT_MAXCALLSSAMESOL -1 /**< number of allowed executions of the heuristic on the same incumbent solution */
102
103/*
104 * parameters for the minimum improvement
105 */
106#define DEFAULT_MINIMPROVELOW 0.01
107#define DEFAULT_MINIMPROVEHIGH 0.01
108#define MINIMPROVEFAC 1.5
109#define DEFAULT_STARTMINIMPROVE 0.01
110#define DEFAULT_ADJUSTMINIMPROVE FALSE
111#define DEFAULT_ADJUSTTARGETNODES TRUE /**< should the target nodes be dynamically adjusted? */
112
113/*
114 * bandit algorithm parameters
115 */
116#define DEFAULT_BESTSOLWEIGHT 1
117#define DEFAULT_BANDITALGO 'i' /**< the default bandit algorithm: (u)pper confidence bounds, (e)xp.3, epsilon (g)reedy, exp.3-(i)x */
118#define DEFAULT_REWARDCONTROL 0.8 /**< reward control to increase the weight of the simple solution indicator and decrease the weight of the closed gap reward */
119#define DEFAULT_SCALEBYEFFORT TRUE /**< should the reward be scaled by the effort? */
120#define DEFAULT_RESETWEIGHTS TRUE /**< should the bandit algorithms be reset when a new problem is read? */
121#define DEFAULT_SUBSCIPRANDSEEDS FALSE /**< should random seeds of sub-SCIPs be altered to increase diversification? */
122#define DEFAULT_REWARDBASELINE 0.5 /**< the reward baseline to separate successful and failed calls */
123#define DEFAULT_FIXTOL 0.1 /**< tolerance by which the fixing rate may be missed without generic fixing */
124#define DEFAULT_UNFIXTOL 0.1 /**< tolerance by which the fixing rate may be exceeded without generic unfixing */
125#define DEFAULT_USELOCALREDCOST FALSE /**< should local reduced costs be used for generic (un)fixing? */
126#define DEFAULT_BETA 0.0 /**< default reward offset between 0 and 1 at every observation for exp3 */
127
128/*
129 * the following 3 parameters have been tuned by a simulation experiment
130 * as described in the paper.
131 */
132#define DEFAULT_EPS 0.4685844 /**< increase exploration in epsilon-greedy bandit algorithm */
133#define DEFAULT_ALPHA 0.0016 /**< parameter to increase the confidence width in UCB */
134#define DEFAULT_GAMMA 0.07041455 /**< default weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution for exp3 */
135/*
136 * parameters to control variable fixing
137 */
138#define DEFAULT_USEREDCOST TRUE /**< should reduced cost scores be used for variable priorization? */
139#define DEFAULT_USEPSCOST TRUE /**< should pseudo cost scores be used for variable priorization? */
140#define DEFAULT_USEDISTANCES TRUE /**< should distances from fixed variables be used for variable priorization */
141#define DEFAULT_DOMOREFIXINGS TRUE /**< should the ALNS heuristic do more fixings by itself based on variable prioritization
142 * until the target fixing rate is reached? */
143#define DEFAULT_ADJUSTFIXINGRATE TRUE /**< should the heuristic adjust the target fixing rate based on the success? */
144#define FIXINGRATE_DECAY 0.75 /**< geometric decay for fixing rate adjustments */
145#define FIXINGRATE_STARTINC 0.2 /**< initial increment value for fixing rate */
146#define DEFAULT_USESUBSCIPHEURS FALSE /**< should the heuristic activate other sub-SCIP heuristics during its search? */
147#define DEFAULT_COPYCUTS FALSE /**< should cutting planes be copied to the sub-SCIP? */
148#define DEFAULT_REWARDFILENAME "-" /**< file name to store all rewards and the selection of the bandit */
149
150/* individual random seeds */
151#define DEFAULT_SEED 113
152#define MUTATIONSEED 121
153#define CROSSOVERSEED 321
154
155/* individual neighborhood parameters */
156#define DEFAULT_MINFIXINGRATE_RENS 0.3
157#define DEFAULT_MAXFIXINGRATE_RENS 0.9
158#define DEFAULT_ACTIVE_RENS TRUE
159#define DEFAULT_PRIORITY_RENS 1.0
160
161#define DEFAULT_MINFIXINGRATE_RINS 0.3
162#define DEFAULT_MAXFIXINGRATE_RINS 0.9
163#define DEFAULT_ACTIVE_RINS TRUE
164#define DEFAULT_PRIORITY_RINS 1.0
165
166#define DEFAULT_MINFIXINGRATE_MUTATION 0.3
167#define DEFAULT_MAXFIXINGRATE_MUTATION 0.9
168#define DEFAULT_ACTIVE_MUTATION TRUE
169#define DEFAULT_PRIORITY_MUTATION 1.0
170
171#define DEFAULT_MINFIXINGRATE_LOCALBRANCHING 0.3
172#define DEFAULT_MAXFIXINGRATE_LOCALBRANCHING 0.9
173#define DEFAULT_ACTIVE_LOCALBRANCHING TRUE
174#define DEFAULT_PRIORITY_LOCALBRANCHING 1.0
175
176#define DEFAULT_MINFIXINGRATE_PROXIMITY 0.3
177#define DEFAULT_MAXFIXINGRATE_PROXIMITY 0.9
178#define DEFAULT_ACTIVE_PROXIMITY TRUE
179#define DEFAULT_PRIORITY_PROXIMITY 1.0
180
181#define DEFAULT_MINFIXINGRATE_CROSSOVER 0.3
182#define DEFAULT_MAXFIXINGRATE_CROSSOVER 0.9
183#define DEFAULT_ACTIVE_CROSSOVER TRUE
184#define DEFAULT_PRIORITY_CROSSOVER 1.0
185
186#define DEFAULT_MINFIXINGRATE_ZEROOBJECTIVE 0.3
187#define DEFAULT_MAXFIXINGRATE_ZEROOBJECTIVE 0.9
188#define DEFAULT_ACTIVE_ZEROOBJECTIVE TRUE
189#define DEFAULT_PRIORITY_ZEROOBJECTIVE 1.0
190
191#define DEFAULT_MINFIXINGRATE_DINS 0.3
192#define DEFAULT_MAXFIXINGRATE_DINS 0.9
193#define DEFAULT_ACTIVE_DINS TRUE
194#define DEFAULT_PRIORITY_DINS 1.0
195
196#define DEFAULT_MINFIXINGRATE_TRUSTREGION 0.3
197#define DEFAULT_MAXFIXINGRATE_TRUSTREGION 0.9
198#define DEFAULT_ACTIVE_TRUSTREGION FALSE
199#define DEFAULT_PRIORITY_TRUSTREGION 1.0
200
201
202#define DEFAULT_NSOLS_CROSSOVER 2 /**< parameter for the number of solutions that crossover should combine */
203#define DEFAULT_NPOOLSOLS_DINS 5 /**< number of pool solutions where binary solution values must agree */
204#define DEFAULT_VIOLPENALTY_TRUSTREGION 100.0 /**< the penalty for violating the trust region */
205
206/* event handler properties */
207#define EVENTHDLR_NAME "Alns"
208#define EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"
209#define SCIP_EVENTTYPE_ALNS (SCIP_EVENTTYPE_LPSOLVED | SCIP_EVENTTYPE_SOLFOUND | SCIP_EVENTTYPE_BESTSOLFOUND)
210
211/* properties of the ALNS neighborhood statistics table */
212#define TABLE_NAME_NEIGHBORHOOD "neighborhood"
213#define TABLE_DESC_NEIGHBORHOOD "ALNS neighborhood statistics"
214#define TABLE_POSITION_NEIGHBORHOOD 12500 /**< the position of the statistics table */
215#define TABLE_EARLIEST_STAGE_NEIGHBORHOOD SCIP_STAGE_TRANSFORMED /**< output of the statistics table is only printed from this stage onwards */
216
217/** reward types of ALNS */
218enum RewardType /*lint !e753*/
219{
220 REWARDTYPE_TOTAL = 0, /**< combination of the other rewards */
221 REWARDTYPE_BESTSOL = 1, /**< 1, if a new solution was found, 0 otherwise */
222 REWARDTYPE_CLOSEDGAP = 2, /**< 0 if no solution was found, closed gap otherwise */
223 REWARDTYPE_NOSOLPENALTY = 3, /**< 1 if a solution was found, otherwise between 0 and 1 depending on the effort spent */
224 NREWARDTYPES = 4
226
227/*
228 * Data structures
229 */
230
231/*
232 * additional neighborhood data structures
233 */
234
235
236typedef struct data_crossover DATA_CROSSOVER; /**< crossover neighborhood data structure */
237
238typedef struct data_mutation DATA_MUTATION; /**< mutation neighborhood data structure */
239
240typedef struct data_dins DATA_DINS; /**< dins neighborhood data structure */
241
242typedef struct data_trustregion DATA_TRUSTREGION; /**< trustregion neighborhood data structure */
243
244typedef struct NH_FixingRate NH_FIXINGRATE; /** fixing rate data structure */
245
246typedef struct NH_Stats NH_STATS; /**< neighborhood statistics data structure */
247
248typedef struct Nh NH; /**< neighborhood data structure */
249
250
251/*
252 * variable priorization data structure for sorting
253 */
254typedef struct VarPrio VARPRIO;
255
256/** callback to collect variable fixings of neighborhood */
257 #define DECL_VARFIXINGS(x) SCIP_RETCODE x ( \
258 SCIP* scip, /**< SCIP data structure */ \
259 NH* neighborhood, /**< ALNS neighborhood data structure */ \
260 SCIP_VAR** varbuf, /**< buffer array to collect variables to fix */\
261 SCIP_Real* valbuf, /**< buffer array to collect fixing values */ \
262 int* nfixings, /**< pointer to store the number of fixings */ \
263 SCIP_RESULT* result /**< result pointer */ \
264 )
265
266/** callback for subproblem changes other than variable fixings
267 *
268 * this callback can be used to further modify the subproblem by changes other than variable fixings.
269 * Typical modifications include restrictions of variable domains, the formulation of additional constraints,
270 * or changed objective coefficients.
271 *
272 * The callback should set the \p success pointer to indicate whether it was successful with its modifications or not.
273 */
274#define DECL_CHANGESUBSCIP(x) SCIP_RETCODE x ( \
275 SCIP* sourcescip, /**< source SCIP data structure */\
276 SCIP* targetscip, /**< target SCIP data structure */\
277 NH* neighborhood, /**< ALNS neighborhood data structure */\
278 SCIP_VAR** subvars, /**< array of targetscip variables in the same order as the source SCIP variables */\
279 int* ndomchgs, /**< pointer to store the number of performed domain changes */\
280 int* nchgobjs, /**< pointer to store the number of changed objective coefficients */ \
281 int* naddedconss, /**< pointer to store the number of additional constraints */\
282 SCIP_Bool* success /**< pointer to store if the sub-MIP was successfully adjusted */\
283 )
284
285/** optional initialization callback for neighborhoods when a new problem is read */
286#define DECL_NHINIT(x) SCIP_RETCODE x ( \
287 SCIP* scip, /**< SCIP data structure */ \
288 NH* neighborhood /**< neighborhood data structure */ \
289 )
290
291/** deinitialization callback for neighborhoods when exiting a problem */
292#define DECL_NHEXIT(x) SCIP_RETCODE x ( \
293 SCIP* scip, /**< SCIP data structure */ \
294 NH* neighborhood /**< neighborhood data structure */ \
295 )
296
297/** deinitialization callback for neighborhoods before SCIP is freed */
298#define DECL_NHFREE(x) SCIP_RETCODE x ( \
299 SCIP* scip, /**< SCIP data structure */ \
300 NH* neighborhood /**< neighborhood data structure */ \
301 )
302
303/** callback function to return a feasible reference solution for further fixings
304 *
305 * The reference solution should be stored in the \p solptr.
306 * The \p result pointer can be used to indicate either
307 *
308 * - SCIP_SUCCESS or
309 * - SCIP_DIDNOTFIND
310 */
311#define DECL_NHREFSOL(x) SCIP_RETCODE x ( \
312 SCIP* scip, /**< SCIP data structure */ \
313 NH* neighborhood, /**< neighborhood data structure */ \
314 SCIP_SOL** solptr, /**< pointer to store the reference solution */ \
315 SCIP_RESULT* result /**< pointer to indicate the callback success whether a reference solution is available */ \
316 )
317
318/** callback function to deactivate neighborhoods on problems where they are irrelevant */
319#define DECL_NHDEACTIVATE(x) SCIP_RETCODE x (\
320 SCIP* scip, /**< SCIP data structure */ \
321 SCIP_Bool* deactivate /**< pointer to store whether the neighborhood should be deactivated (TRUE) for an instance */ \
322 )
323
324/** sub-SCIP status code enumerator */
326{
327 HIDX_OPT = 0, /**< sub-SCIP was solved to optimality */
328 HIDX_USR = 1, /**< sub-SCIP was user interrupted */
329 HIDX_NODELIM = 2, /**< sub-SCIP reached the node limit */
330 HIDX_STALLNODE = 3, /**< sub-SCIP reached the stall node limit */
331 HIDX_INFEAS = 4, /**< sub-SCIP was infeasible */
332 HIDX_SOLLIM = 5, /**< sub-SCIP reached the solution limit */
333 HIDX_OTHER = 6 /**< sub-SCIP reached none of the above codes */
335typedef enum HistIndex HISTINDEX;
336#define NHISTENTRIES 7
337
338
339/** statistics for a neighborhood */
341{
342 SCIP_CLOCK* setupclock; /**< clock for sub-SCIP setup time */
343 SCIP_CLOCK* submipclock; /**< clock for the sub-SCIP solve */
344 SCIP_Longint usednodes; /**< total number of used nodes */
345 SCIP_Real oldupperbound; /**< upper bound before the sub-SCIP started */
346 SCIP_Real newupperbound; /**< new upper bound for allrewards mode to work correctly */
347 int nruns; /**< number of runs of a neighborhood */
348 int nrunsbestsol; /**< number of runs that produced a new incumbent */
349 SCIP_Longint nsolsfound; /**< the total number of solutions found */
350 SCIP_Longint nbestsolsfound; /**< the total number of improving solutions found */
351 int nfixings; /**< the number of fixings in one run */
352 int statushist[NHISTENTRIES]; /**< array to count sub-SCIP statuses */
353};
354
355
356/** fixing rate data structure to control the amount of target fixings of a neighborhood */
358{
359 SCIP_Real minfixingrate; /**< the minimum fixing rate */
360 SCIP_Real targetfixingrate; /**< the current target fixing rate */
361 SCIP_Real increment; /**< the current increment by which the target fixing rate is in-/decreased */
362 SCIP_Real maxfixingrate; /**< the maximum fixing rate */
363};
364
365/** neighborhood data structure with callbacks, statistics, fixing rate */
366struct Nh
367{
368 char* name; /**< the name of this neighborhood */
369 NH_FIXINGRATE fixingrate; /**< fixing rate for this neighborhood */
370 NH_STATS stats; /**< statistics for this neighborhood */
371 DECL_VARFIXINGS ((*varfixings)); /**< variable fixings callback for this neighborhood */
372 DECL_CHANGESUBSCIP ((*changesubscip)); /**< callback for subproblem changes other than variable fixings */
373 DECL_NHINIT ((*nhinit)); /**< initialization callback when a new problem is read */
374 DECL_NHEXIT ((*nhexit)); /**< deinitialization callback when exiting a problem */
375 DECL_NHFREE ((*nhfree)); /**< deinitialization callback before SCIP is freed */
376 DECL_NHREFSOL ((*nhrefsol)); /**< callback function to return a reference solution for further fixings, or NULL */
377 DECL_NHDEACTIVATE ((*nhdeactivate)); /**< callback function to deactivate neighborhoods on problems where they are irrelevant, or NULL if it is always active */
378 SCIP_Bool active; /**< is this neighborhood active or not? */
379 SCIP_Real priority; /**< positive call priority to initialize bandit algorithms */
380 union
381 {
382 DATA_MUTATION* mutation; /**< mutation data */
383 DATA_CROSSOVER* crossover; /**< crossover data */
384 DATA_DINS* dins; /**< dins data */
385 DATA_TRUSTREGION* trustregion; /**< trustregion data */
386 } data; /**< data object for neighborhood specific data */
387};
388
389/** mutation neighborhood data structure */
391{
392 SCIP_RANDNUMGEN* rng; /**< random number generator */
393};
394
395/** crossover neighborhood data structure */
397{
398 int nsols; /**< the number of solutions that crossover should combine */
399 SCIP_RANDNUMGEN* rng; /**< random number generator to draw from the solution pool */
400 SCIP_SOL* selsol; /**< best selected solution by crossover as reference point */
401};
402
403/** dins neighborhood data structure */
405{
406 int npoolsols; /**< number of pool solutions where binary solution values must agree */
407};
408
410{
411 SCIP_Real violpenalty; /**< the penalty for violating the trust region */
412};
413
414/** primal heuristic data */
415struct SCIP_HeurData
416{
417 NH** neighborhoods; /**< array of neighborhoods */
418 SCIP_BANDIT* bandit; /**< bandit algorithm */
419 SCIP_SOL* lastcallsol; /**< incumbent when the heuristic was last called */
420 char* rewardfilename; /**< file name to store all rewards and the selection of the bandit */
421 FILE* rewardfile; /**< reward file pointer, or NULL */
422 SCIP_Longint nodesoffset; /**< offset added to the nodes budget */
423 SCIP_Longint maxnodes; /**< maximum number of nodes in a single sub-SCIP */
424 SCIP_Longint targetnodes; /**< targeted number of nodes to start a sub-SCIP */
425 SCIP_Longint minnodes; /**< minimum number of nodes required to start a sub-SCIP */
426 SCIP_Longint usednodes; /**< total number of nodes already spent in sub-SCIPs */
427 SCIP_Longint waitingnodes; /**< number of nodes since last incumbent solution that the heuristic should wait */
428 SCIP_Real nodesquot; /**< fraction of nodes compared to the main SCIP for budget computation */
429 SCIP_Real nodesquotmin; /**< lower bound on fraction of nodes compared to the main SCIP for budget computation */
430 SCIP_Real startminimprove; /**< initial factor by which ALNS should at least improve the incumbent */
431 SCIP_Real minimprovelow; /**< lower threshold for the minimal improvement over the incumbent */
432 SCIP_Real minimprovehigh; /**< upper bound for the minimal improvement over the incumbent */
433 SCIP_Real minimprove; /**< factor by which ALNS should at least improve the incumbent */
434 SCIP_Real lplimfac; /**< limit fraction of LPs per node to interrupt sub-SCIP */
435 SCIP_Real exp3_gamma; /**< weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution for exp3 */
436 SCIP_Real exp3_beta; /**< reward offset between 0 and 1 at every observation for exp3 */
437 SCIP_Real epsgreedy_eps; /**< increase exploration in epsilon-greedy bandit algorithm */
438 SCIP_Real ucb_alpha; /**< parameter to increase the confidence width in UCB */
439 SCIP_Real rewardcontrol; /**< reward control to increase the weight of the simple solution indicator
440 * and decrease the weight of the closed gap reward */
441 SCIP_Real targetnodefactor; /**< factor by which target node number is eventually increased */
442 SCIP_Real rewardbaseline; /**< the reward baseline to separate successful and failed calls */
443 SCIP_Real fixtol; /**< tolerance by which the fixing rate may be missed without generic fixing */
444 SCIP_Real unfixtol; /**< tolerance by which the fixing rate may be exceeded without generic unfixing */
445 int nneighborhoods; /**< number of neighborhoods */
446 int nactiveneighborhoods;/**< number of active neighborhoods */
447 int ninitneighborhoods; /**< neighborhoods that were used at least one time */
448 int nsolslim; /**< limit on the number of improving solutions in a sub-SCIP call */
449 int seed; /**< initial random seed for bandit algorithms and random decisions by neighborhoods */
450 int currneighborhood; /**< index of currently selected neighborhood */
451 int ndelayedcalls; /**< the number of delayed calls */
452 int maxcallssamesol; /**< number of allowed executions of the heuristic on the same incumbent solution
453 * (-1: no limit, 0: number of active neighborhoods) */
454 SCIP_Longint firstcallthissol; /**< counter for the number of calls on this incumbent */
455 char banditalgo; /**< the bandit algorithm: (u)pper confidence bounds, (e)xp.3, epsilon (g)reedy */
456 SCIP_Bool useredcost; /**< should reduced cost scores be used for variable prioritization? */
457 SCIP_Bool usedistances; /**< should distances from fixed variables be used for variable prioritization */
458 SCIP_Bool usepscost; /**< should pseudo cost scores be used for variable prioritization? */
459 SCIP_Bool domorefixings; /**< should the ALNS heuristic do more fixings by itself based on variable prioritization
460 * until the target fixing rate is reached? */
461 SCIP_Bool adjustfixingrate; /**< should the heuristic adjust the target fixing rate based on the success? */
462 SCIP_Bool usesubscipheurs; /**< should the heuristic activate other sub-SCIP heuristics during its search? */
463 SCIP_Bool adjustminimprove; /**< should the factor by which the minimum improvement is bound be dynamically updated? */
464 SCIP_Bool adjusttargetnodes; /**< should the target nodes be dynamically adjusted? */
465 SCIP_Bool resetweights; /**< should the bandit algorithms be reset when a new problem is read? */
466 SCIP_Bool subsciprandseeds; /**< should random seeds of sub-SCIPs be altered to increase diversification? */
467 SCIP_Bool scalebyeffort; /**< should the reward be scaled by the effort? */
468 SCIP_Bool copycuts; /**< should cutting planes be copied to the sub-SCIP? */
469 SCIP_Bool uselocalredcost; /**< should local reduced costs be used for generic (un)fixing? */
470 SCIP_Bool initduringroot; /**< should the heuristic be executed multiple times during the root node? */
471 SCIP_Bool shownbstats; /**< show statistics on neighborhoods? */
472};
473
474/** event handler data */
475struct SCIP_EventData
476{
477 SCIP_VAR** subvars; /**< the variables of the subproblem */
478 SCIP* sourcescip; /**< original SCIP data structure */
479 SCIP_HEUR* heur; /**< alns heuristic structure */
480 SCIP_Longint nodelimit; /**< node limit of the run */
481 SCIP_Real lplimfac; /**< limit fraction of LPs per node to interrupt sub-SCIP */
482 NH_STATS* runstats; /**< run statistics for the current neighborhood */
483 SCIP_Bool allrewardsmode; /**< true if solutions should only be checked for reward comparisons */
484};
485
486/** represents limits for the sub-SCIP solving process */
488{
489 SCIP_Longint nodelimit; /**< maximum number of solving nodes for the sub-SCIP */
490 SCIP_Real memorylimit; /**< memory limit for the sub-SCIP */
491 SCIP_Real timelimit; /**< time limit for the sub-SCIP */
492 SCIP_Longint stallnodes; /**< maximum number of nodes without (primal) stalling */
493};
494
496
497/** data structure that can be used for variable prioritization for additional fixings */
499{
500 SCIP* scip; /**< SCIP data structure */
501 SCIP_Real* randscores; /**< random scores for prioritization */
502 int* distances; /**< breadth-first distances from already fixed variables */
503 SCIP_Real* redcostscores; /**< reduced cost scores for fixing a variable to a reference value */
504 SCIP_Real* pscostscores; /**< pseudocost scores for fixing a variable to a reference value */
505 unsigned int useredcost:1; /**< should reduced cost scores be used for variable prioritization? */
506 unsigned int usedistances:1; /**< should distances from fixed variables be used for variable prioritization */
507 unsigned int usepscost:1; /**< should pseudo cost scores be used for variable prioritization? */
508};
509
510/*
511 * Local methods
512 */
513
514/** Reset target fixing rate */
515static
517 SCIP* scip, /**< SCIP data structure */
518 NH_FIXINGRATE* fixingrate /**< heuristic fixing rate */
519 )
520{
521 assert(scip != NULL);
522 assert(fixingrate != NULL);
523 fixingrate->increment = FIXINGRATE_STARTINC;
524
525 /* always start with the most conservative value */
526 fixingrate->targetfixingrate = fixingrate->maxfixingrate;
527
528 return SCIP_OKAY;
529}
530
531/** reset the currently active neighborhood */
532static
534 SCIP_HEURDATA* heurdata
535 )
536{
537 assert(heurdata != NULL);
538 heurdata->currneighborhood = -1;
539 heurdata->ndelayedcalls = 0;
540}
541
542/** update increment for fixing rate */
543static
545 NH_FIXINGRATE* fx /**< fixing rate */
546 )
547{
549 fx->increment = MAX(fx->increment, LRATEMIN);
550}
551
552
553/** increase fixing rate
554 *
555 * decrease also the rate by which the target fixing rate is adjusted
556 */
557static
559 NH_FIXINGRATE* fx /**< fixing rate */
560 )
561{
562 fx->targetfixingrate += fx->increment;
564}
565
566/** decrease fixing rate
567 *
568 * decrease also the rate by which the target fixing rate is adjusted
569 */
570static
572 NH_FIXINGRATE* fx /**< fixing rate */
573 )
574{
575 fx->targetfixingrate -= fx->increment;
577}
578
579/** update fixing rate based on the results of the current run */
580static
582 NH* neighborhood, /**< neighborhood */
583 SCIP_STATUS subscipstatus, /**< status of the sub-SCIP run */
584 NH_STATS* runstats /**< run statistics for this run */
585 )
586{
587 NH_FIXINGRATE* fx;
588
589 fx = &neighborhood->fixingrate;
590
591 switch (subscipstatus)
592 {
598 /* decrease the fixing rate (make subproblem harder) */
600 break;
605 /* increase the fixing rate (make the subproblem easier) only if no solution was found */
606 if( runstats->nbestsolsfound <= 0 )
608 break;
609 /* fall through cases to please lint */
619 default:
620 break;
621 }
622
624}
625
626/** increase target node limit */
627static
629 SCIP_HEURDATA* heurdata /**< heuristic data */
630 )
631{
632 heurdata->targetnodes = (SCIP_Longint)(heurdata->targetnodes * heurdata->targetnodefactor) + 1;
633
634 /* respect upper and lower parametrized bounds on targetnodes */
635 if( heurdata->targetnodes > heurdata->maxnodes )
636 heurdata->targetnodes = heurdata->maxnodes;
637}
638
639/** reset target node limit */
640static
642 SCIP_HEURDATA* heurdata /**< heuristic data */
643 )
644{
645 heurdata->targetnodes = heurdata->minnodes;
646}
647
648/** update target node limit based on the current run results */
649static
651 SCIP_HEURDATA* heurdata, /**< heuristic data */
652 NH_STATS* runstats, /**< statistics of the run */
653 SCIP_STATUS subscipstatus /**< status of the sub-SCIP run */
654 )
655{
656 switch (subscipstatus)
657 {
660 /* the subproblem could be explored more */
661 if( runstats->nbestsolsfound == 0 )
662 increaseTargetNodeLimit(heurdata);
663 break;
680 default:
681 break;
682 }
683}
684
685/** reset the minimum improvement for the sub-SCIPs */
686static
688 SCIP_HEURDATA* heurdata /**< heuristic data */
689 )
690{
691 assert(heurdata != NULL);
692 heurdata->minimprove = heurdata->startminimprove;
693}
694
695/** increase minimum improvement for the sub-SCIPs */
696static
698 SCIP_HEURDATA* heurdata /**< heuristic data */
699 )
700{
701 assert(heurdata != NULL);
702
703 heurdata->minimprove *= MINIMPROVEFAC;
704 heurdata->minimprove = MIN(heurdata->minimprove, heurdata->minimprovehigh);
705}
706
707/** decrease the minimum improvement for the sub-SCIPs */
708static
710 SCIP_HEURDATA* heurdata /**< heuristic data */
711 )
712{
713 assert(heurdata != NULL);
714
715 heurdata->minimprove /= MINIMPROVEFAC;
716 SCIPdebugMessage("%.4f", heurdata->minimprovelow);
717 heurdata->minimprove = MAX(heurdata->minimprove, heurdata->minimprovelow);
718}
719
720/** update the minimum improvement based on the status of the sub-SCIP */
721static
723 SCIP_HEURDATA* heurdata, /**< heuristic data */
724 SCIP_STATUS subscipstatus, /**< status of the sub-SCIP run */
725 NH_STATS* runstats /**< run statistics for this run */
726 )
727{
728 assert(heurdata != NULL);
729
730 /* if the sub-SCIP status was infeasible, we rather want to make the sub-SCIP easier
731 * with a smaller minimum improvement.
732 *
733 * If a solution limit was reached, we may, set it higher.
734 */
735 switch (subscipstatus)
736 {
739 /* subproblem was infeasible, probably due to the minimum improvement -> decrease minimum improvement */
741
742 break;
746 /* subproblem could be optimally solved -> try higher minimum improvement */
748 break;
752 /* subproblem was too hard, decrease minimum improvement */
753 if( runstats->nbestsolsfound <= 0 )
755 break;
766 default:
767 break;
768 }
769}
770
771/** Reset neighborhood statistics */
772static
774 SCIP* scip, /**< SCIP data structure */
775 NH_STATS* stats /**< neighborhood statistics */
776 )
777{
778 assert(scip != NULL);
779 assert(stats != NULL);
780
781 stats->nbestsolsfound = 0;
782 stats->nruns = 0;
783 stats->nrunsbestsol = 0;
784 stats->nsolsfound = 0;
785 stats->usednodes = 0L;
786 stats->nfixings = 0L;
787
789
792
793 return SCIP_OKAY;
794}
795
796/** create a neighborhood of the specified name and include it into the ALNS heuristic */
797static
799 SCIP* scip, /**< SCIP data structure */
800 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS heuristic */
801 NH** neighborhood, /**< pointer to store the neighborhood */
802 const char* name, /**< name for this neighborhood */
803 SCIP_Real minfixingrate, /**< default value for minfixingrate parameter of this neighborhood */
804 SCIP_Real maxfixingrate, /**< default value for maxfixingrate parameter of this neighborhood */
805 SCIP_Bool active, /**< default value for active parameter of this neighborhood */
806 SCIP_Real priority, /**< positive call priority to initialize bandit algorithms */
807 DECL_VARFIXINGS ((*varfixings)), /**< variable fixing callback for this neighborhood, or NULL */
808 DECL_CHANGESUBSCIP ((*changesubscip)), /**< subscip changes callback for this neighborhood, or NULL */
809 DECL_NHINIT ((*nhinit)), /**< initialization callback for neighborhood, or NULL */
810 DECL_NHEXIT ((*nhexit)), /**< deinitialization callback for neighborhood, or NULL */
811 DECL_NHFREE ((*nhfree)), /**< deinitialization callback before SCIP is freed, or NULL */
812 DECL_NHREFSOL ((*nhrefsol)), /**< callback function to return a reference solution for further fixings, or NULL */
813 DECL_NHDEACTIVATE ((*nhdeactivate)) /**< callback function to deactivate neighborhoods on problems where they are irrelevant, or NULL if neighborhood is always active */
814 )
815{
817
818 assert(scip != NULL);
819 assert(heurdata != NULL);
820 assert(neighborhood != NULL);
821 assert(name != NULL);
822
823 SCIP_CALL( SCIPallocBlockMemory(scip, neighborhood) );
824 assert(*neighborhood != NULL);
825
826 SCIP_ALLOC( BMSduplicateMemoryArray(&(*neighborhood)->name, name, strlen(name)+1) );
827
828 SCIP_CALL( SCIPcreateClock(scip, &(*neighborhood)->stats.setupclock) );
829 SCIP_CALL( SCIPcreateClock(scip, &(*neighborhood)->stats.submipclock) );
830
831 (*neighborhood)->changesubscip = changesubscip;
832 (*neighborhood)->varfixings = varfixings;
833 (*neighborhood)->nhinit = nhinit;
834 (*neighborhood)->nhexit = nhexit;
835 (*neighborhood)->nhfree = nhfree;
836 (*neighborhood)->nhrefsol = nhrefsol;
837 (*neighborhood)->nhdeactivate = nhdeactivate;
838
839 /* add parameters for this neighborhood */
840 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "heuristics/alns/%s/minfixingrate", name);
841 SCIP_CALL( SCIPaddRealParam(scip, paramname, "minimum fixing rate for this neighborhood",
842 &(*neighborhood)->fixingrate.minfixingrate, TRUE, minfixingrate, 0.0, 1.0, NULL, NULL) );
843 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "heuristics/alns/%s/maxfixingrate", name);
844 SCIP_CALL( SCIPaddRealParam(scip, paramname, "maximum fixing rate for this neighborhood",
845 &(*neighborhood)->fixingrate.maxfixingrate, TRUE, maxfixingrate, 0.0, 1.0, NULL, NULL) );
846 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "heuristics/alns/%s/active", name);
847 SCIP_CALL( SCIPaddBoolParam(scip, paramname, "is this neighborhood active?",
848 &(*neighborhood)->active, TRUE, active, NULL, NULL) );
849 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "heuristics/alns/%s/priority", name);
850 SCIP_CALL( SCIPaddRealParam(scip, paramname, "positive call priority to initialize bandit algorithms",
851 &(*neighborhood)->priority, TRUE, priority, 1e-2, 1.0, NULL, NULL) );
852
853 /* add the neighborhood to the ALNS heuristic */
854 heurdata->neighborhoods[heurdata->nneighborhoods++] = (*neighborhood);
855
856 return SCIP_OKAY;
857}
858
859/** release all data and free neighborhood */
860static
862 SCIP* scip, /**< SCIP data structure */
863 NH** neighborhood /**< pointer to neighborhood that should be freed */
864 )
865{
866 NH* nhptr;
867 assert(scip != NULL);
868 assert(neighborhood != NULL);
869
870 nhptr = *neighborhood;
871 assert(nhptr != NULL);
872
873 BMSfreeMemoryArray(&nhptr->name);
874
875 /* release further, neighborhood specific data structures */
876 if( nhptr->nhfree != NULL )
877 {
878 SCIP_CALL( nhptr->nhfree(scip, nhptr) );
879 }
880
883
884 SCIPfreeBlockMemory(scip, neighborhood);
885 *neighborhood = NULL;
886
887 return SCIP_OKAY;
888}
889
890/** initialize neighborhood specific data */
891static
893 SCIP* scip, /**< SCIP data structure */
894 NH* neighborhood /**< neighborhood to initialize */
895 )
896{
897 assert(scip != NULL);
898 assert(neighborhood != NULL);
899
900 /* call the init callback of the neighborhood */
901 if( neighborhood->nhinit != NULL )
902 {
903 SCIP_CALL( neighborhood->nhinit(scip, neighborhood) );
904 }
905
906 return SCIP_OKAY;
907}
908
909/** deinitialize neighborhood specific data */
910static
912 SCIP* scip, /**< SCIP data structure */
913 NH* neighborhood /**< neighborhood to initialize */
914 )
915{
916 assert(scip != NULL);
917 assert(neighborhood != NULL);
918
919 if( neighborhood->nhexit != NULL )
920 {
921 SCIP_CALL( neighborhood->nhexit(scip, neighborhood) );
922 }
923
924 return SCIP_OKAY;
925}
926
927/** creates a new solution for the original problem by copying the solution of the subproblem */
928static
930 SCIP* subscip, /**< SCIP data structure of the subproblem */
931 SCIP_EVENTDATA* eventdata /**< event handler data */
932 )
933{
934 SCIP* sourcescip; /* original SCIP data structure */
935 SCIP_VAR** subvars; /* the variables of the subproblem */
936 SCIP_HEUR* heur; /* alns heuristic structure */
937 SCIP_SOL* subsol; /* solution of the subproblem */
938 SCIP_SOL* newsol; /* solution to be created for the original problem */
939 SCIP_Bool success;
940 NH_STATS* runstats;
941 SCIP_SOL* oldbestsol;
942
943 assert(subscip != NULL);
944
945 subsol = SCIPgetBestSol(subscip);
946 assert(subsol != NULL);
947
948 sourcescip = eventdata->sourcescip;
949 subvars = eventdata->subvars;
950 heur = eventdata->heur;
951 runstats = eventdata->runstats;
952 assert(sourcescip != NULL);
953 assert(sourcescip != subscip);
954 assert(heur != NULL);
955 assert(subvars != NULL);
956 assert(runstats != NULL);
957
958 SCIP_CALL( SCIPtranslateSubSol(sourcescip, subscip, subsol, heur, subvars, &newsol) );
959
960 oldbestsol = SCIPgetBestSol(sourcescip);
961
962 /* in the special, experimental all rewards mode, the solution is only checked for feasibility
963 * but not stored
964 */
965 if( eventdata->allrewardsmode )
966 {
967 SCIP_CALL( SCIPcheckSol(sourcescip, newsol, FALSE, FALSE, TRUE, TRUE, TRUE, &success) );
968
969 if( success )
970 {
971 runstats->nsolsfound++;
972 if( SCIPgetSolTransObj(sourcescip, newsol) < SCIPgetCutoffbound(sourcescip) )
973 runstats->nbestsolsfound++;
974 }
975
976 SCIP_CALL( SCIPfreeSol(sourcescip, &newsol) );
977 }
978 else
979 {
980 /* try to add new solution to scip and free it immediately */
981 SCIP_CALL( SCIPtrySolFree(sourcescip, &newsol, FALSE, FALSE, TRUE, TRUE, TRUE, &success) );
982
983 if( success )
984 {
985 runstats->nsolsfound++;
986 if( SCIPgetBestSol(sourcescip) != oldbestsol )
987 runstats->nbestsolsfound++;
988 }
989 }
990
991 /* update new upper bound for reward later */
992 runstats->newupperbound = SCIPgetUpperbound(sourcescip);
993
994 return SCIP_OKAY;
995}
996
997
998/* ---------------- Callback methods of event handler ---------------- */
999
1000/** execution callback of the event handler
1001 *
1002 * transfer new solutions or interrupt the solving process manually
1003 */
1004static
1006{
1007 assert(eventhdlr != NULL);
1008 assert(eventdata != NULL);
1009 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), EVENTHDLR_NAME) == 0);
1010 assert(event != NULL);
1011 assert(SCIPeventGetType(event) & SCIP_EVENTTYPE_ALNS);
1012 assert(eventdata != NULL);
1013
1014 /* treat the different atomic events */
1015 switch( SCIPeventGetType(event) )
1016 {
1019 /* try to transfer the solution to the original SCIP */
1020 SCIP_CALL( transferSolution(scip, eventdata) );
1021 break;
1023 /* interrupt solution process of sub-SCIP */
1024 if( SCIPgetNLPs(scip) > eventdata->lplimfac * eventdata->nodelimit )
1025 {
1026 SCIPdebugMsg(scip, "interrupt after %" SCIP_LONGINT_FORMAT " LPs\n", SCIPgetNLPs(scip));
1028 }
1029 break;
1030 default:
1031 break;
1032 }
1033
1034 return SCIP_OKAY;
1035}
1036
1037/** initialize neighborhood statistics before the next run */
1038static
1040 SCIP* scip, /**< SCIP data structure */
1041 NH_STATS* stats /**< run statistics */
1042 )
1043{
1044 stats->nbestsolsfound = 0;
1045 stats->nsolsfound = 0;
1046 stats->usednodes = 0L;
1047 stats->nfixings = 0;
1050}
1051
1052/** update run stats after the sub SCIP was solved */
1053static
1055 NH_STATS* stats, /**< run statistics */
1056 SCIP* subscip /**< sub-SCIP instance, or NULL */
1057 )
1058{
1059 /* treat an untransformed subscip as if none was created */
1060 if( subscip != NULL && ! SCIPisTransformed(subscip) )
1061 subscip = NULL;
1062
1063 stats->usednodes = subscip != NULL ? SCIPgetNNodes(subscip) : 0L;
1064}
1065
1066/** get the histogram index for this status */
1067static
1069 SCIP_STATUS subscipstatus /**< sub-SCIP status */
1070 )
1071{
1072 switch (subscipstatus)
1073 {
1075 return (int)HIDX_OPT;
1077 return (int)HIDX_INFEAS;
1079 return (int)HIDX_NODELIM;
1081 return (int)HIDX_STALLNODE;
1084 return (int)HIDX_SOLLIM;
1086 return (int)HIDX_USR;
1087 default:
1088 return (int)HIDX_OTHER;
1089 } /*lint !e788*/
1090}
1091
1092/** print neighborhood statistics */
1093static
1095 SCIP* scip, /**< SCIP data structure */
1096 SCIP_HEURDATA* heurdata, /**< heuristic data */
1097 FILE* file /**< file handle, or NULL for standard out */
1098 )
1099{
1100 int i;
1101 int j;
1103
1104 if( ! heurdata->shownbstats )
1105 return;
1106
1107 SCIPinfoMessage(scip, file, "Neighborhoods : %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %4s %4s %4s %4s %4s %4s %4s %4s\n",
1108 "Calls", "SetupTime", "SolveTime", "SolveNodes", "Sols", "Best", "Exp3", "Exp3-IX", "EpsGreedy", "UCB", "TgtFixRate",
1109 "Opt", "Inf", "Node", "Stal", "Sol", "Usr", "Othr", "Actv");
1110
1111 /* loop over neighborhoods and fill in statistics */
1112 for( i = 0; i < heurdata->nneighborhoods; ++i )
1113 {
1114 NH* neighborhood;
1115 SCIP_Real proba;
1116 SCIP_Real probaix;
1117 SCIP_Real ucb;
1118 SCIP_Real epsgreedyweight;
1119
1120 neighborhood = heurdata->neighborhoods[i];
1121 SCIPinfoMessage(scip, file, " %-17s:", neighborhood->name);
1122 SCIPinfoMessage(scip, file, " %10d", neighborhood->stats.nruns);
1123 SCIPinfoMessage(scip, file, " %10.2f", SCIPgetClockTime(scip, neighborhood->stats.setupclock) );
1124 SCIPinfoMessage(scip, file, " %10.2f", SCIPgetClockTime(scip, neighborhood->stats.submipclock) );
1125 SCIPinfoMessage(scip, file, " %10" SCIP_LONGINT_FORMAT, neighborhood->stats.usednodes );
1126 SCIPinfoMessage(scip, file, " %10" SCIP_LONGINT_FORMAT, neighborhood->stats.nsolsfound);
1127 SCIPinfoMessage(scip, file, " %10" SCIP_LONGINT_FORMAT, neighborhood->stats.nbestsolsfound);
1128
1129 proba = 0.0;
1130 probaix = 0.0;
1131 ucb = 1.0;
1132 epsgreedyweight = -1.0;
1133
1134 if( heurdata->bandit != NULL && i < heurdata->nactiveneighborhoods )
1135 {
1136 switch (heurdata->banditalgo)
1137 {
1138 case 'u':
1139 ucb = SCIPgetConfidenceBoundUcb(heurdata->bandit, i);
1140 break;
1141 case 'g':
1142 epsgreedyweight = SCIPgetWeightsEpsgreedy(heurdata->bandit)[i];
1143 break;
1144 case 'e':
1145 proba = SCIPgetProbabilityExp3(heurdata->bandit, i);
1146 break;
1147 case 'i':
1148 probaix = SCIPgetProbabilityExp3IX(heurdata->bandit, i);
1149 break;
1150 default:
1151 break;
1152 }
1153 }
1154
1155 SCIPinfoMessage(scip, file, " %10.5f", proba);
1156 SCIPinfoMessage(scip, file, " %10.5f", probaix);
1157 SCIPinfoMessage(scip, file, " %10.5f", epsgreedyweight);
1158 SCIPinfoMessage(scip, file, " %10.5f", ucb);
1159 SCIPinfoMessage(scip, file, " %10.3f", neighborhood->fixingrate.targetfixingrate);
1160
1161 /* loop over status histogram */
1162 for( j = 0; j < NHISTENTRIES; ++j )
1163 SCIPinfoMessage(scip, file, " %4d", neighborhood->stats.statushist[statusses[j]]);
1164
1165 SCIPinfoMessage(scip, file, " %4d", i < heurdata->nactiveneighborhoods ? 1 : 0);
1166 SCIPinfoMessage(scip, file, "\n");
1167 }
1168}
1169
1170/** update the statistics of the neighborhood based on the sub-SCIP run */
1171static
1173 NH_STATS* runstats, /**< run statistics */
1174 NH* neighborhood, /**< the selected neighborhood */
1175 SCIP_STATUS subscipstatus /**< status of the sub-SCIP solve */
1176 )
1177{ /*lint --e{715}*/
1178 NH_STATS* stats;
1179 stats = &neighborhood->stats;
1180
1181 /* copy run statistics into neighborhood statistics */
1182 stats->nbestsolsfound += runstats->nbestsolsfound;
1183 stats->nsolsfound += runstats->nsolsfound;
1184 stats->usednodes += runstats->usednodes;
1185 stats->nruns += 1;
1186
1187 if( runstats->nbestsolsfound > 0 )
1189 else if( runstats->nsolsfound > 0 )
1190 stats->nrunsbestsol++;
1191
1192 /* update the counter for the subscip status */
1193 ++stats->statushist[getHistIndex(subscipstatus)];
1194}
1195
1196/** sort callback for variable pointers using the ALNS variable prioritization
1197 *
1198 * the variable prioritization works hierarchically as follows. A variable
1199 * a has the higher priority over b iff
1200 *
1201 * - variable distances should be used and a has a smaller distance than b
1202 * - variable reduced costs should be used and a has a smaller score than b
1203 * - variable pseudo costs should be used and a has a smaller score than b
1204 * - based on previously assigned random scores
1205 *
1206 * @note: distances are context-based. For fixing more variables,
1207 * distances are initialized from the already fixed variables.
1208 * For unfixing variables, distances are initialized starting
1209 * from the unfixed variables
1210 */
1211static
1213{ /*lint --e{715}*/
1214 VARPRIO* varprio;
1215
1216 varprio = (VARPRIO*)dataptr;
1217 assert(varprio != NULL);
1218 assert(varprio->randscores != NULL);
1219
1220 if( ind1 == ind2 )
1221 return 0;
1222
1223 /* priority is on distances, if enabled. The variable which is closer in a breadth-first search sense to
1224 * the already fixed variables has precedence */
1225 if( varprio->usedistances )
1226 {
1227 int dist1;
1228 int dist2;
1229
1230 dist1 = varprio->distances[ind1];
1231 dist2 = varprio->distances[ind2];
1232
1233 if( dist1 < 0 )
1234 dist1 = INT_MAX;
1235
1236 if( dist2 < 0 )
1237 dist2 = INT_MAX;
1238
1239 assert(varprio->distances != NULL);
1240 if( dist1 < dist2 )
1241 return -1;
1242 else if( dist1 > dist2 )
1243 return 1;
1244 }
1245
1246 assert(! varprio->usedistances || varprio->distances[ind1] == varprio->distances[ind2]);
1247
1248 /* if the indices tie considering distances or distances are disabled -> use reduced cost information instead */
1249 if( varprio->useredcost )
1250 {
1251 assert(varprio->redcostscores != NULL);
1252
1253 if( varprio->redcostscores[ind1] < varprio->redcostscores[ind2] )
1254 return -1;
1255 else if( varprio->redcostscores[ind1] > varprio->redcostscores[ind2] )
1256 return 1;
1257 }
1258
1259 /* use pseudo cost scores if reduced costs are disabled or a tie was found */
1260 if( varprio->usepscost )
1261 {
1262 assert(varprio->pscostscores != NULL);
1263
1264 /* prefer the variable with smaller pseudocost score */
1265 if( varprio->pscostscores[ind1] < varprio->pscostscores[ind2] )
1266 return -1;
1267 else if( varprio->pscostscores[ind1] > varprio->pscostscores[ind2] )
1268 return 1;
1269 }
1270
1271 if( varprio->randscores[ind1] < varprio->randscores[ind2] )
1272 return -1;
1273 else if( varprio->randscores[ind1] > varprio->randscores[ind2] )
1274 return 1;
1275
1276 return ind1 - ind2;
1277}
1278
1279/** Compute the reduced cost score for this variable in the reference solution */
1280static
1282 SCIP* scip, /**< SCIP data structure */
1283 SCIP_VAR* var, /**< the variable for which the score should be computed */
1284 SCIP_Real refsolval, /**< solution value in reference solution */
1285 SCIP_Bool uselocalredcost /**< should local reduced costs be used for generic (un)fixing? */
1286 )
1287{
1288 SCIP_Real bestbound;
1289 SCIP_Real redcost;
1290 SCIP_Real score;
1291 assert(scip != NULL);
1292 assert(var != NULL);
1293
1294 /* prefer column variables */
1296 return SCIPinfinity(scip);
1297
1298 if( ! uselocalredcost )
1299 {
1300 redcost = SCIPvarGetBestRootRedcost(var);
1301
1302 bestbound = SCIPvarGetBestRootSol(var);
1303
1304 /* using global reduced costs, the two factors yield a nonnegative score within tolerances */
1305 assert(SCIPisDualfeasZero(scip, redcost)
1306 || (SCIPisDualfeasNegative(scip, redcost) && ! SCIPisFeasPositive(scip, refsolval - bestbound))
1307 || (SCIPisDualfeasPositive(scip, redcost) && ! SCIPisFeasNegative(scip, refsolval - bestbound)));
1308 }
1309 else
1310 {
1311 /* this can be safely asserted here, since the heuristic would not reach this point, otherwise */
1312 assert(SCIPhasCurrentNodeLP(scip));
1314
1315 redcost = SCIPgetVarRedcost(scip, var);
1316
1317 bestbound = SCIPvarGetLPSol(var);
1318 }
1319
1320 assert(! SCIPisInfinity(scip, REALABS(bestbound)));
1321 assert(SCIPisDualfeasZero(scip, redcost) || SCIPisFeasIntegral(scip, bestbound));
1322
1323 score = redcost * (refsolval - bestbound);
1324
1325 /* max out numerical inaccuracies from global scores */
1326 if( ! uselocalredcost )
1327 score = MAX(score, 0.0);
1328
1329 return score;
1330}
1331
1332/** get the pseudo cost score of this variable with respect to the reference solution */
1333static
1335 SCIP* scip, /**< SCIP data structure */
1336 SCIP_VAR* var, /**< the variable for which the score should be computed */
1337 SCIP_Real refsolval, /**< solution value in reference solution */
1338 SCIP_Bool uselocallpsol /**< should local LP solution be used? */
1339 )
1340{
1341 SCIP_Real soldiff;
1342
1343 assert(scip != NULL);
1344 assert(var != NULL);
1345
1346 /* variables that aren't LP columns have no pseudocost score */
1348 return 0.0;
1349
1350 soldiff = refsolval - (uselocallpsol ? SCIPvarGetLPSol(var) : SCIPvarGetRootSol(var));
1351
1352 /* the score is 0.0 if the values are equal */
1353 if( SCIPisFeasZero(scip, soldiff) )
1354 return 0.0;
1355 else
1356 return SCIPgetVarPseudocostVal(scip, var, soldiff);
1357}
1358
1359/** add variable and solution value to buffer data structure for variable fixings. The method checks if
1360 * the value still lies within the variable bounds. The value stays unfixed otherwise.
1361 */
1362static
1364 SCIP* scip, /**< SCIP data structure */
1365 SCIP_VAR* var, /**< (source) SCIP variable that should be added to the buffer */
1366 SCIP_Real val, /**< fixing value for this variable */
1367 SCIP_VAR** varbuf, /**< variable buffer to store variables that should be fixed */
1368 SCIP_Real* valbuf, /**< value buffer to store fixing values */
1369 int* nfixings, /**< pointer to number of fixed buffer variables, will be increased by 1 */
1370 SCIP_Bool integer /**< is this an integer variable? */
1371 )
1372{
1373 assert(integer == (SCIPvarGetType(var) == SCIP_VARTYPE_BINARY || SCIPvarGetType(var) == SCIP_VARTYPE_INTEGER));
1374 assert(!integer || SCIPisFeasIntegral(scip, val));
1375 assert(*nfixings < SCIPgetNVars(scip));
1376
1377 /* round the value to its nearest integer */
1378 if( integer )
1379 val = SCIPfloor(scip, val + 0.5);
1380
1381 /* only add fixing if it is still valid within the global variable bounds. Invalidity
1382 * of this solution value may come from a dual reduction that was performed after the solution from which
1383 * this value originated was found
1384 */
1385 if( SCIPvarGetLbGlobal(var) <= val && val <= SCIPvarGetUbGlobal(var) )
1386 {
1387 varbuf[*nfixings] = var;
1388 valbuf[*nfixings] = val;
1389 ++(*nfixings);
1390 }
1391}
1392
1393/** query neighborhood for a reference solution for further fixings */
1394static
1396 SCIP* scip, /**< SCIP data structure */
1397 NH* neighborhood, /**< ALNS neighborhood data structure */
1398 SCIP_SOL** solptr /**< solution pointer */
1399 )
1400{
1401 assert(solptr != NULL);
1402 assert(scip != NULL);
1403 assert(neighborhood != NULL);
1404
1405 *solptr = NULL;
1406 if( neighborhood->nhrefsol != NULL )
1407 {
1408 SCIP_RESULT result;
1409 SCIP_CALL( neighborhood->nhrefsol(scip, neighborhood, solptr, &result) );
1410
1411 if( result == SCIP_DIDNOTFIND )
1412 *solptr = NULL;
1413 else
1414 assert(*solptr != NULL);
1415 }
1416
1417 return SCIP_OKAY;
1418}
1419
1420/** fix additional variables found in feasible reference solution if the ones that the neighborhood found were not enough
1421 *
1422 * use not always the best solution for the values, but a reference solution provided by the neighborhood itself
1423 *
1424 * @note it may happen that the target fixing rate is not completely reached. This is the case if intermediate,
1425 * dual reductions render the solution values of the reference solution infeasible for
1426 * the current, global variable bounds.
1427 */
1428static
1430 SCIP* scip, /**< SCIP data structure */
1431 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS neighborhood */
1432 SCIP_SOL* refsol, /**< feasible reference solution for more variable fixings */
1433 SCIP_VAR** varbuf, /**< buffer array to store variables to fix */
1434 SCIP_Real* valbuf, /**< buffer array to store fixing values */
1435 int* nfixings, /**< pointer to store the number of fixings */
1436 int ntargetfixings, /**< number of required target fixings */
1437 SCIP_Bool* success /**< pointer to store whether the target fixings have been successfully reached */
1438 )
1439{
1440 VARPRIO varprio;
1441 SCIP_VAR** vars;
1442 SCIP_Real* redcostscores;
1443 SCIP_Real* pscostscores;
1444 SCIP_Real* solvals;
1445 SCIP_RANDNUMGEN* rng;
1446 SCIP_VAR** unfixedvars;
1447 SCIP_Bool* isfixed;
1448 int* distances;
1449 int* perm;
1450 SCIP_Real* randscores;
1451 int nbinvars;
1452 int nintvars;
1453 int nbinintvars;
1454 int nvars;
1455 int b;
1456 int nvarstoadd;
1457 int nunfixedvars;
1458
1459 assert(scip != NULL);
1460 assert(varbuf != NULL);
1461 assert(nfixings != NULL);
1462 assert(success != NULL);
1463 assert(heurdata != NULL);
1464 assert(refsol != NULL);
1465
1466 *success = FALSE;
1467
1468 /* if the user parameter forbids more fixings, return immediately */
1469 if( ! heurdata->domorefixings )
1470 return SCIP_OKAY;
1471
1472 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
1473
1474 nbinintvars = nbinvars + nintvars;
1475
1476 if( ntargetfixings >= nbinintvars )
1477 return SCIP_OKAY;
1478
1479 /* determine the number of required additional fixings */
1480 nvarstoadd = ntargetfixings - *nfixings;
1481 if( nvarstoadd == 0 )
1482 return SCIP_OKAY;
1483
1484 varprio.usedistances = heurdata->usedistances && (*nfixings >= 1);
1485 varprio.useredcost = heurdata->useredcost;
1486 varprio.usepscost = heurdata->usepscost;
1487 varprio.scip = scip;
1488 rng = SCIPbanditGetRandnumgen(heurdata->bandit);
1489 assert(rng != NULL);
1490
1491 SCIP_CALL( SCIPallocBufferArray(scip, &randscores, nbinintvars) );
1492 SCIP_CALL( SCIPallocBufferArray(scip, &perm, nbinintvars) );
1493 SCIP_CALL( SCIPallocBufferArray(scip, &distances, nvars) );
1494 SCIP_CALL( SCIPallocBufferArray(scip, &redcostscores, nbinintvars) );
1495 SCIP_CALL( SCIPallocBufferArray(scip, &solvals, nbinintvars) );
1496 SCIP_CALL( SCIPallocBufferArray(scip, &isfixed, nbinintvars) );
1497 SCIP_CALL( SCIPallocBufferArray(scip, &unfixedvars, nbinintvars) );
1498 SCIP_CALL( SCIPallocBufferArray(scip, &pscostscores, nbinintvars) );
1499
1500 /* initialize variable graph distances from already fixed variables */
1501 if( varprio.usedistances )
1502 {
1503 SCIP_CALL( SCIPvariablegraphBreadthFirst(scip, NULL, varbuf, *nfixings, distances, INT_MAX, INT_MAX, ntargetfixings) );
1504 }
1505 else
1506 {
1507 /* initialize all equal distances to make them irrelevant */
1508 BMSclearMemoryArray(distances, nbinintvars);
1509 }
1510
1511 BMSclearMemoryArray(isfixed, nbinintvars);
1512
1513 /* mark binary and integer variables if they are fixed */
1514 for( b = 0; b < *nfixings; ++b )
1515 {
1516 int probindex;
1517
1518 assert(varbuf[b] != NULL);
1519 probindex = SCIPvarGetProbindex(varbuf[b]);
1520 assert(probindex >= 0);
1521
1522 if( probindex < nbinintvars )
1523 isfixed[probindex] = TRUE;
1524 }
1525
1526 SCIP_CALL( SCIPgetSolVals(scip, refsol, nbinintvars, vars, solvals) );
1527
1528 /* assign scores to unfixed every discrete variable of the problem */
1529 nunfixedvars = 0;
1530 for( b = 0; b < nbinintvars; ++b )
1531 {
1532 SCIP_VAR* var = vars[b];
1533
1534 /* filter fixed variables */
1535 if( isfixed[b] )
1536 continue;
1537
1538 /* filter variables with a solution value outside its global bounds */
1539 if( solvals[b] < SCIPvarGetLbGlobal(var) - 0.5 || solvals[b] > SCIPvarGetUbGlobal(var) + 0.5 )
1540 continue;
1541
1542 /* filter variables with a fractional solution value
1543 * (could be a solution that was found before variables were upgraded to integral type)
1544 */
1545 if( !SCIPisFeasIntegral(scip, solvals[b]) )
1546 continue;
1547
1548 redcostscores[nunfixedvars] = getVariableRedcostScore(scip, var, solvals[b], heurdata->uselocalredcost);
1549 pscostscores[nunfixedvars] = getVariablePscostScore(scip, var, solvals[b], heurdata->uselocalredcost);
1550
1551 unfixedvars[nunfixedvars] = var;
1552 perm[nunfixedvars] = nunfixedvars;
1553 randscores[nunfixedvars] = SCIPrandomGetReal(rng, 0.0, 1.0);
1554
1555 /* these assignments are based on the fact that nunfixedvars <= b */
1556 solvals[nunfixedvars] = solvals[b];
1557 distances[nunfixedvars] = distances[b];
1558
1559 SCIPdebugMsg(scip, "Var <%s> scores: dist %3d, red cost %15.9g, pscost %15.9g rand %6.4f\n",
1560 SCIPvarGetName(var), distances[nunfixedvars], redcostscores[nunfixedvars],
1561 pscostscores[nunfixedvars], randscores[nunfixedvars]);
1562
1563 nunfixedvars++;
1564 }
1565
1566 /* use selection algorithm (order of the variables does not matter) for quickly completing the fixing */
1567 varprio.randscores = randscores;
1568 varprio.distances = distances;
1569 varprio.redcostscores = redcostscores;
1570 varprio.pscostscores = pscostscores;
1571
1572 /* select the first nvarstoadd many variables according to the score */
1573 if( nvarstoadd < nunfixedvars )
1574 SCIPselectInd(perm, sortIndCompAlns, &varprio, nvarstoadd, nunfixedvars);
1575 else
1576 nvarstoadd = nunfixedvars;
1577
1578 /* loop over the first elements of the selection defined in permutation. They represent the best variables */
1579 for( b = 0; b < nvarstoadd; ++b )
1580 {
1581 int permindex = perm[b];
1582 assert(permindex >= 0);
1583 assert(permindex < nunfixedvars);
1584
1585 tryAdd2variableBuffer(scip, unfixedvars[permindex], solvals[permindex], varbuf, valbuf, nfixings, TRUE);
1586 }
1587
1588 *success = TRUE;
1589
1590 /* free buffer arrays */
1591 SCIPfreeBufferArray(scip, &pscostscores);
1592 SCIPfreeBufferArray(scip, &unfixedvars);
1593 SCIPfreeBufferArray(scip, &isfixed);
1594 SCIPfreeBufferArray(scip, &solvals);
1595 SCIPfreeBufferArray(scip, &redcostscores);
1596 SCIPfreeBufferArray(scip, &distances);
1597 SCIPfreeBufferArray(scip, &perm);
1598 SCIPfreeBufferArray(scip, &randscores);
1599
1600 return SCIP_OKAY;
1601}
1602
1603/** create the bandit algorithm for the heuristic depending on the user parameter */
1604static
1606 SCIP* scip, /**< SCIP data structure */
1607 SCIP_HEURDATA* heurdata, /**< heuristic data structure */
1608 SCIP_Real* priorities, /**< call priorities for active neighborhoods */
1609 unsigned int initseed /**< initial random seed */
1610 )
1611{
1612 switch (heurdata->banditalgo)
1613 {
1614 case 'u':
1615 SCIP_CALL( SCIPcreateBanditUcb(scip, &heurdata->bandit, priorities,
1616 heurdata->ucb_alpha, heurdata->nactiveneighborhoods, initseed) );
1617 break;
1618
1619 case 'e':
1620 SCIP_CALL( SCIPcreateBanditExp3(scip, &heurdata->bandit, priorities,
1621 heurdata->exp3_gamma, heurdata->exp3_beta, heurdata->nactiveneighborhoods, initseed) );
1622 break;
1623
1624 case 'i':
1625 SCIP_CALL( SCIPcreateBanditExp3IX(scip, &heurdata->bandit, priorities,
1626 heurdata->nactiveneighborhoods, initseed) );
1627 break;
1628
1629 case 'g':
1630 SCIP_CALL( SCIPcreateBanditEpsgreedy(scip, &heurdata->bandit, priorities,
1631 heurdata->epsgreedy_eps, FALSE, FALSE, 0.9, 0, heurdata->nactiveneighborhoods, initseed) );
1632 break;
1633
1634 default:
1635 SCIPerrorMessage("Unknown bandit parameter %c\n", heurdata->banditalgo);
1636 return SCIP_INVALIDDATA;
1637 }
1638
1639 return SCIP_OKAY;
1640}
1641
1642/*
1643 * Callback methods of primal heuristic
1644 */
1645
1646/** copy method for primal heuristic plugins (called when SCIP copies plugins) */
1647static
1649{ /*lint --e{715}*/
1650 assert(scip != NULL);
1651 assert(heur != NULL);
1652 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
1653
1654 /* call inclusion method of primal heuristic */
1656
1657 return SCIP_OKAY;
1658}
1659
1660/** unfix some of the variables because there are too many fixed
1661 *
1662 * a variable is ideally unfixed if it is close to other unfixed variables
1663 * and fixing it has a high reduced cost impact
1664 */
1665static
1667 SCIP* scip, /**< SCIP data structure */
1668 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS neighborhood */
1669 SCIP_VAR** varbuf, /**< buffer array to store variables to fix */
1670 SCIP_Real* valbuf, /**< buffer array to store fixing values */
1671 int* nfixings, /**< pointer to store the number of fixings */
1672 int ntargetfixings, /**< number of required target fixings */
1673 SCIP_Bool* success /**< pointer to store whether the target fixings have been successfully reached */
1674 )
1675{
1676 VARPRIO varprio;
1677 SCIP_Real* redcostscores;
1678 SCIP_Real* pscostscores;
1679 SCIP_Real* randscores;
1680 SCIP_VAR** unfixedvars;
1681 SCIP_VAR** varbufcpy;
1682 SCIP_Real* valbufcpy;
1683 SCIP_Bool* isfixedvar;
1684 SCIP_VAR** vars;
1685 SCIP_RANDNUMGEN* rng;
1686 int* distances;
1687 int* fixeddistances;
1688 int* perm;
1689 int nvars;
1690 int i;
1691 int nbinintvars;
1692 int nunfixed;
1693
1694 *success = FALSE;
1695
1696 nbinintvars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
1697 if( nbinintvars == 0 )
1698 return SCIP_OKAY;
1699
1700 assert(*nfixings > 0);
1701
1702 nvars = SCIPgetNVars(scip);
1703 SCIP_CALL( SCIPallocBufferArray(scip, &isfixedvar, nvars) );
1704 SCIP_CALL( SCIPallocBufferArray(scip, &unfixedvars, nbinintvars) );
1705 SCIP_CALL( SCIPallocBufferArray(scip, &distances, nvars) );
1706 SCIP_CALL( SCIPallocBufferArray(scip, &fixeddistances, *nfixings) );
1707 SCIP_CALL( SCIPallocBufferArray(scip, &redcostscores, *nfixings) );
1708 SCIP_CALL( SCIPallocBufferArray(scip, &randscores, *nfixings) );
1709 SCIP_CALL( SCIPallocBufferArray(scip, &perm, *nfixings) );
1710 SCIP_CALL( SCIPallocBufferArray(scip, &pscostscores, *nfixings) );
1711
1712 SCIP_CALL( SCIPduplicateBufferArray(scip, &varbufcpy, varbuf, *nfixings) );
1713 SCIP_CALL( SCIPduplicateBufferArray(scip, &valbufcpy, valbuf, *nfixings) );
1714
1715 /*
1716 * collect the unfixed binary and integer variables
1717 */
1718 BMSclearMemoryArray(isfixedvar, nvars);
1719 /* loop over fixed variables and mark their respective positions as fixed */
1720 for( i = 0; i < *nfixings; ++i )
1721 {
1722 int probindex = SCIPvarGetProbindex(varbuf[i]);
1723
1724 assert(probindex >= 0);
1725
1726 isfixedvar[probindex] = TRUE;
1727 }
1728
1729 nunfixed = 0;
1730 vars = SCIPgetVars(scip);
1731 /* collect unfixed binary and integer variables */
1732 for( i = 0; i < nbinintvars; ++i )
1733 {
1734 if( ! isfixedvar[i] )
1735 unfixedvars[nunfixed++] = vars[i];
1736 }
1737
1738 varprio.usedistances = heurdata->usedistances && nunfixed > 0;
1739
1740 /* collect distances of all fixed variables from those that are not fixed */
1741 if( varprio.usedistances )
1742 {
1743 SCIP_CALL( SCIPvariablegraphBreadthFirst(scip, NULL, unfixedvars, nunfixed, distances, INT_MAX, INT_MAX, INT_MAX) );
1744
1745 for( i = 0; i < *nfixings; ++i )
1746 {
1747 int probindex = SCIPvarGetProbindex(varbuf[i]);
1748 if( probindex >= 0 )
1749 fixeddistances[i] = distances[probindex];
1750 }
1751 }
1752 else
1753 {
1754 BMSclearMemoryArray(fixeddistances, *nfixings);
1755 }
1756
1757 /* collect reduced cost scores of the fixings and assign random scores */
1758 rng = SCIPbanditGetRandnumgen(heurdata->bandit);
1759 for( i = 0; i < *nfixings; ++i )
1760 {
1761 SCIP_VAR* fixedvar = varbuf[i];
1762 SCIP_Real fixval = valbuf[i];
1763
1764 /* use negative reduced cost and pseudo cost scores to prefer variable fixings with small score */
1765 redcostscores[i] = - getVariableRedcostScore(scip, fixedvar, fixval, heurdata->uselocalredcost);
1766 pscostscores[i] = - getVariablePscostScore(scip, fixedvar, fixval, heurdata->uselocalredcost);
1767 randscores[i] = SCIPrandomGetReal(rng, 0.0, 1.0);
1768 perm[i] = i;
1769
1770 SCIPdebugMsg(scip, "Var <%s> scores: dist %3d, red cost %15.9g, pscost %15.9g rand %6.4f\n",
1771 SCIPvarGetName(fixedvar), fixeddistances[i], redcostscores[i], pscostscores[i], randscores[i]);
1772 }
1773
1774 varprio.distances = fixeddistances;
1775 varprio.randscores = randscores;
1776 varprio.redcostscores = redcostscores;
1777 varprio.pscostscores = pscostscores;
1778 varprio.useredcost = heurdata->useredcost;
1779 varprio.usepscost = heurdata->usepscost;
1780 varprio.scip = scip;
1781
1782 /* scores are assigned in such a way that variables with a smaller score should be fixed last */
1783 SCIPselectDownInd(perm, sortIndCompAlns, &varprio, ntargetfixings, *nfixings);
1784
1785 /* bring the desired variables to the front of the array */
1786 for( i = 0; i < ntargetfixings; ++i )
1787 {
1788 valbuf[i] = valbufcpy[perm[i]];
1789 varbuf[i] = varbufcpy[perm[i]];
1790 }
1791
1792 *nfixings = ntargetfixings;
1793
1794 /* free the buffer arrays in reverse order of allocation */
1795 SCIPfreeBufferArray(scip, &valbufcpy);
1796 SCIPfreeBufferArray(scip, &varbufcpy);
1797 SCIPfreeBufferArray(scip, &pscostscores);
1798 SCIPfreeBufferArray(scip, &perm);
1799 SCIPfreeBufferArray(scip, &randscores);
1800 SCIPfreeBufferArray(scip, &redcostscores);
1801 SCIPfreeBufferArray(scip, &fixeddistances);
1802 SCIPfreeBufferArray(scip, &distances);
1803 SCIPfreeBufferArray(scip, &unfixedvars);
1804 SCIPfreeBufferArray(scip, &isfixedvar);
1805
1806 *success = TRUE;
1807
1808 return SCIP_OKAY;
1809}
1810
1811/** call variable fixing callback for this neighborhood and orchestrate additional variable fixings, if necessary */
1812static
1814 SCIP* scip, /**< SCIP data structure */
1815 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS neighborhood */
1816 NH* neighborhood, /**< neighborhood data structure */
1817 SCIP_VAR** varbuf, /**< buffer array to keep variables that should be fixed */
1818 SCIP_Real* valbuf, /**< buffer array to keep fixing values */
1819 int* nfixings, /**< pointer to store the number of variable fixings */
1820 SCIP_RESULT* result /**< pointer to store the result of the fixing operation */
1821 )
1822{
1823 int ntargetfixings;
1824 int nmaxfixings;
1825 int nminfixings;
1826 int nbinintvars;
1827
1828 assert(scip != NULL);
1829 assert(neighborhood != NULL);
1830 assert(varbuf != NULL);
1831 assert(valbuf != NULL);
1832 assert(nfixings != NULL);
1833 assert(result != NULL);
1834
1835 *nfixings = 0;
1836
1837 *result = SCIP_DIDNOTRUN;
1838 ntargetfixings = (int)(neighborhood->fixingrate.targetfixingrate * (SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip)));
1839
1840 if( neighborhood->varfixings != NULL )
1841 {
1842 SCIP_CALL( neighborhood->varfixings(scip, neighborhood, varbuf, valbuf, nfixings, result) );
1843
1844 if( *result != SCIP_SUCCESS )
1845 return SCIP_OKAY;
1846 }
1847 else if( ntargetfixings == 0 )
1848 {
1849 *result = SCIP_SUCCESS;
1850
1851 return SCIP_OKAY;
1852 }
1853
1854 /* compute upper and lower target fixing limits using tolerance parameters */
1855 assert(neighborhood->varfixings == NULL || *result != SCIP_DIDNOTRUN);
1856 nbinintvars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
1857 ntargetfixings = (int)(neighborhood->fixingrate.targetfixingrate * nbinintvars);
1858 nminfixings = (int)((neighborhood->fixingrate.targetfixingrate - heurdata->fixtol) * nbinintvars);
1859 nminfixings = MAX(nminfixings, 0);
1860 nmaxfixings = (int)((neighborhood->fixingrate.targetfixingrate + heurdata->unfixtol) * nbinintvars);
1861 nmaxfixings = MIN(nmaxfixings, nbinintvars);
1862
1863 SCIPdebugMsg(scip, "Neighborhood Fixings/Target: %d / %d <= %d <= %d\n",*nfixings, nminfixings, ntargetfixings, nmaxfixings);
1864
1865 /* if too few fixings, use a strategy to select more variable fixings: randomized, LP graph, ReducedCost based, mix */
1866 if( (*result == SCIP_SUCCESS || *result == SCIP_DIDNOTRUN) && (*nfixings < nminfixings) )
1867 {
1868 SCIP_Bool success;
1869 SCIP_SOL* refsol;
1870
1871 /* get reference solution from neighborhood */
1872 SCIP_CALL( neighborhoodGetRefsol(scip, neighborhood, &refsol) );
1873
1874 /* try to fix more variables based on the reference solution */
1875 if( refsol != NULL )
1876 {
1877 SCIP_CALL( alnsFixMoreVariables(scip, heurdata, refsol, varbuf, valbuf, nfixings, ntargetfixings, &success) );
1878 }
1879 else
1880 success = FALSE;
1881
1882 if( success )
1883 *result = SCIP_SUCCESS;
1884 else if( *result == SCIP_SUCCESS )
1885 *result = SCIP_DIDNOTFIND;
1886 else
1887 *result = SCIP_DIDNOTRUN;
1888
1889 SCIPdebugMsg(scip, "After additional fixings: %d / %d\n",*nfixings, ntargetfixings);
1890 }
1891 else if( (SCIP_Real)(*nfixings) > nmaxfixings )
1892 {
1893 SCIP_Bool success;
1894
1895 SCIP_CALL( alnsUnfixVariables(scip, heurdata, varbuf, valbuf, nfixings, ntargetfixings, &success) );
1896
1897 assert(success);
1898 *result = SCIP_SUCCESS;
1899 SCIPdebugMsg(scip, "Unfixed variables, fixed variables remaining: %d\n", ntargetfixings);
1900 }
1901 else
1902 {
1903 SCIPdebugMsg(scip, "No additional fixings performed\n");
1904 }
1905
1906 return SCIP_OKAY;
1907}
1908
1909/** change the sub-SCIP by restricting variable domains, changing objective coefficients, or adding constraints */
1910static
1912 SCIP* sourcescip, /**< source SCIP data structure */
1913 SCIP* targetscip, /**< target SCIP data structure */
1914 NH* neighborhood, /**< neighborhood */
1915 SCIP_VAR** targetvars, /**< array of target SCIP variables aligned with source SCIP variables */
1916 int* ndomchgs, /**< pointer to store the number of variable domain changes */
1917 int* nchgobjs, /**< pointer to store the number of changed objective coefficients */
1918 int* naddedconss, /**< pointer to store the number of added constraints */
1919 SCIP_Bool* success /**< pointer to store whether the sub-SCIP has been successfully modified */
1920 )
1921{
1922 assert(sourcescip != NULL);
1923 assert(targetscip != NULL);
1924 assert(neighborhood != NULL);
1925 assert(targetvars != NULL);
1926 assert(ndomchgs != NULL);
1927 assert(nchgobjs != NULL);
1928 assert(naddedconss != NULL);
1929 assert(success != NULL);
1930
1931 *success = FALSE;
1932 *ndomchgs = 0;
1933 *nchgobjs = 0;
1934 *naddedconss = 0;
1935
1936 /* call the change sub-SCIP callback of the neighborhood */
1937 if( neighborhood->changesubscip != NULL )
1938 {
1939 SCIP_CALL( neighborhood->changesubscip(sourcescip, targetscip, neighborhood, targetvars, ndomchgs, nchgobjs, naddedconss, success) );
1940 }
1941 else
1942 {
1943 *success = TRUE;
1944 }
1945
1946 return SCIP_OKAY;
1947}
1948
1949/** set sub-SCIP solving limits */
1950static
1952 SCIP* subscip, /**< SCIP data structure */
1953 SOLVELIMITS* solvelimits /**< pointer to solving limits data structure */
1954 )
1955{
1956 assert(subscip != NULL);
1957 assert(solvelimits != NULL);
1958
1959 assert(solvelimits->nodelimit >= solvelimits->stallnodes);
1960
1961 SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", solvelimits->nodelimit) );
1962 SCIP_CALL( SCIPsetLongintParam(subscip, "limits/stallnodes", solvelimits->stallnodes) );
1963 SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", solvelimits->timelimit) );
1964 SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", solvelimits->memorylimit) );
1965
1966 return SCIP_OKAY;
1967}
1968
1969/** determine limits for a sub-SCIP */
1970static
1972 SCIP* scip, /**< SCIP data structure */
1973 SCIP_HEUR* heur, /**< this heuristic */
1974 SOLVELIMITS* solvelimits, /**< pointer to solving limits data structure */
1975 SCIP_Bool* runagain /**< can we solve another sub-SCIP with these limits */
1976 )
1977{
1978 SCIP_HEURDATA* heurdata;
1979 SCIP_Real initfactor;
1980 SCIP_Real nodesquot;
1981 SCIP_Bool avoidmemout;
1982
1983 assert(scip != NULL);
1984 assert(heur != NULL);
1985 assert(solvelimits != NULL);
1986 assert(runagain != NULL);
1987
1988 heurdata = SCIPheurGetData(heur);
1989
1990 /* check whether there is enough time and memory left */
1991 SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &solvelimits->timelimit) );
1992 if( ! SCIPisInfinity(scip, solvelimits->timelimit) )
1993 solvelimits->timelimit -= SCIPgetSolvingTime(scip);
1994 SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &solvelimits->memorylimit) );
1995 SCIP_CALL( SCIPgetBoolParam(scip, "misc/avoidmemout", &avoidmemout) );
1996
1997 /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
1998 if( ! SCIPisInfinity(scip, solvelimits->memorylimit) )
1999 {
2000 solvelimits->memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
2001 solvelimits->memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
2002 }
2003
2004 /* abort if no time is left or not enough memory (we don't abort in this case if misc_avoidmemout == FALSE)
2005 * to create a copy of SCIP, including external memory usage */
2006 if( solvelimits->timelimit <= 0.0 || (avoidmemout && solvelimits->memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0) )
2007 *runagain = FALSE;
2008
2009 nodesquot = heurdata->nodesquot;
2010
2011 /* if the heuristic is used to measure all rewards, it will always be penalized here */
2012 if( heurdata->rewardfile == NULL )
2013 nodesquot *= (SCIPheurGetNBestSolsFound(heur) + 1.0)/(SCIPheurGetNCalls(heur) + 1.0);
2014
2015 nodesquot = MAX(nodesquot, heurdata->nodesquotmin);
2016
2017 /* calculate the search node limit of the heuristic */
2018 solvelimits->stallnodes = (SCIP_Longint)(nodesquot * SCIPgetNNodes(scip));
2019 solvelimits->stallnodes += heurdata->nodesoffset;
2020 solvelimits->stallnodes -= heurdata->usednodes;
2021 solvelimits->stallnodes -= 100 * SCIPheurGetNCalls(heur);
2022 solvelimits->stallnodes = MIN(heurdata->maxnodes, solvelimits->stallnodes);
2023
2024 /* use a smaller budget if not all neighborhoods have been initialized yet */
2025 assert(heurdata->ninitneighborhoods >= 0);
2026 initfactor = (heurdata->nactiveneighborhoods - heurdata->ninitneighborhoods + 1.0) / (heurdata->nactiveneighborhoods + 1.0);
2027 solvelimits->stallnodes = (SCIP_Longint)(solvelimits->stallnodes * initfactor);
2028 solvelimits->nodelimit = (SCIP_Longint)(heurdata->maxnodes);
2029
2030 /* check whether we have enough nodes left to call subproblem solving */
2031 if( solvelimits->stallnodes < heurdata->targetnodes )
2032 *runagain = FALSE;
2033
2034 return SCIP_OKAY;
2035}
2036
2037/** return the bandit algorithm that should be used */
2038static
2040 SCIP_HEURDATA* heurdata /**< heuristic data of the ALNS neighborhood */
2041 )
2042{
2043 assert(heurdata != NULL);
2044 return heurdata->bandit;
2045}
2046
2047/** select a neighborhood depending on the selected bandit algorithm */
2048static
2050 SCIP* scip, /**< SCIP data structure */
2051 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS neighborhood */
2052 int* neighborhoodidx /**< pointer to store the selected neighborhood index */
2053 )
2054{
2055 SCIP_BANDIT* bandit;
2056 assert(scip != NULL);
2057 assert(heurdata != NULL);
2058 assert(neighborhoodidx != NULL);
2059
2060 *neighborhoodidx = -1;
2061
2062 bandit = getBandit(heurdata);
2063
2064 SCIP_CALL( SCIPbanditSelect(bandit, neighborhoodidx) );
2065 assert(*neighborhoodidx >= 0);
2066
2067 return SCIP_OKAY;
2068}
2069
2070/** Calculate reward based on the selected reward measure */
2071static
2073 SCIP* scip, /**< SCIP data structure */
2074 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS neighborhood */
2075 NH_STATS* runstats, /**< run statistics */
2076 SCIP_Real* rewardptr /**< array to store the computed rewards, total and individual */
2077 )
2078{
2079 SCIP_Real reward = 0.0;
2080 SCIP_Real effort;
2081 int ndiscretevars;
2082
2083 memset(rewardptr, 0, sizeof(*rewardptr)*(int)NREWARDTYPES);
2084
2085 assert(rewardptr != NULL);
2086 assert(runstats->usednodes >= 0);
2087 assert(runstats->nfixings >= 0);
2088
2089 effort = runstats->usednodes / 100.0;
2090
2091 ndiscretevars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
2092 /* assume that every fixed variable linearly reduces the subproblem complexity */
2093 if( ndiscretevars > 0 )
2094 {
2095 effort = (1.0 - (runstats->nfixings / (SCIP_Real)ndiscretevars)) * effort;
2096 }
2097 assert(rewardptr != NULL);
2098
2099 /* a positive reward is only assigned if a new incumbent solution was found */
2100 if( runstats->nbestsolsfound > 0 )
2101 {
2102 SCIP_Real rewardcontrol = heurdata->rewardcontrol;
2103
2104 SCIP_Real lb;
2105 SCIP_Real ub;
2106
2107 /* the indicator function is simply 1.0 */
2108 rewardptr[REWARDTYPE_BESTSOL] = 1.0;
2109 rewardptr[REWARDTYPE_NOSOLPENALTY] = 1.0;
2110
2111 ub = runstats->newupperbound;
2112 lb = SCIPgetLowerbound(scip);
2113
2114 /* compute the closed gap reward */
2115 if( SCIPisEQ(scip, ub, lb) || SCIPisInfinity(scip, runstats->oldupperbound) )
2116 rewardptr[REWARDTYPE_CLOSEDGAP] = 1.0;
2117 else
2118 {
2119 rewardptr[REWARDTYPE_CLOSEDGAP] = (runstats->oldupperbound - ub) / (runstats->oldupperbound - lb);
2120 }
2121
2122 /* the reward is a convex combination of the best solution reward and the reward for the closed gap */
2123 reward = rewardcontrol * rewardptr[REWARDTYPE_BESTSOL] + (1.0 - rewardcontrol) * rewardptr[REWARDTYPE_CLOSEDGAP];
2124
2125 /* optionally, scale the reward by the involved effort */
2126 if( heurdata->scalebyeffort )
2127 reward /= (effort + 1.0);
2128
2129 /* add the baseline and rescale the reward into the interval [baseline, 1.0] */
2130 reward = heurdata->rewardbaseline + (1.0 - heurdata->rewardbaseline) * reward;
2131 }
2132 else
2133 {
2134 /* linearly decrease the reward based on the number of nodes spent */
2135 SCIP_Real maxeffort = heurdata->targetnodes;
2136 SCIP_Real usednodes = runstats->usednodes;
2137
2138 if( ndiscretevars > 0 )
2139 usednodes *= (1.0 - (runstats->nfixings / (SCIP_Real)ndiscretevars));
2140
2141 rewardptr[REWARDTYPE_NOSOLPENALTY] = 1 - (usednodes / maxeffort);
2142 rewardptr[REWARDTYPE_NOSOLPENALTY] = MAX(0.0, rewardptr[REWARDTYPE_NOSOLPENALTY]);
2143 reward = heurdata->rewardbaseline * rewardptr[REWARDTYPE_NOSOLPENALTY];
2144 }
2145
2146 rewardptr[REWARDTYPE_TOTAL] = reward;
2147
2148 return SCIP_OKAY;
2149}
2150
2151/** update internal bandit algorithm statistics for future draws */
2152static
2154 SCIP* scip, /**< SCIP data structure */
2155 SCIP_HEURDATA* heurdata, /**< heuristic data of the ALNS neighborhood */
2156 SCIP_Real reward, /**< measured reward */
2157 int neighborhoodidx /**< the neighborhood that was chosen */
2158 )
2159{
2160 SCIP_BANDIT* bandit;
2161 assert(scip != NULL);
2162 assert(heurdata != NULL);
2163 assert(neighborhoodidx >= 0);
2164 assert(neighborhoodidx < heurdata->nactiveneighborhoods);
2165
2166 bandit = getBandit(heurdata);
2167
2168 SCIPdebugMsg(scip, "Rewarding bandit algorithm action %d with reward %.2f\n", neighborhoodidx, reward);
2169 SCIP_CALL( SCIPbanditUpdate(bandit, neighborhoodidx, reward) );
2170
2171 return SCIP_OKAY;
2172}
2173
2174/** set up the sub-SCIP parameters, objective cutoff, and solution limits */
2175static
2177 SCIP* scip, /**< SCIP data structure */
2178 SCIP* subscip, /**< sub-SCIP data structure */
2179 SCIP_VAR** subvars, /**< array of sub-SCIP variables in the order of the main SCIP */
2180 SOLVELIMITS* solvelimits, /**< pointer to solving limits data structure */
2181 SCIP_HEUR* heur, /**< this heuristic */
2182 SCIP_Bool objchgd /**< did the objective change between the source and the target SCIP? */
2183 )
2184{
2185 SCIP_HEURDATA* heurdata;
2186 SCIP_Real cutoff;
2187 SCIP_Real upperbound;
2188
2189 heurdata = SCIPheurGetData(heur);
2190
2191 /* do not abort subproblem on CTRL-C */
2192 SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
2193
2194 /* disable output to console unless we are in debug mode */
2195 SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
2196
2197 /* disable statistic timing inside sub SCIP */
2198 SCIP_CALL( SCIPsetBoolParam(subscip, "timing/statistictiming", FALSE) );
2199
2200#ifdef ALNS_SUBSCIPOUTPUT
2201 SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 5) );
2202 SCIP_CALL( SCIPsetIntParam(subscip, "display/freq", 1) );
2203 /* enable statistic timing inside sub SCIP */
2204 SCIP_CALL( SCIPsetBoolParam(subscip, "timing/statistictiming", TRUE) );
2205#endif
2206
2207 SCIP_CALL( SCIPsetIntParam(subscip, "limits/bestsol", heurdata->nsolslim) );
2208
2209 /* forbid recursive call of heuristics and separators solving subMIPs */
2210 if( ! heurdata->usesubscipheurs )
2211 {
2212 SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );
2213 }
2214
2215 /* disable cutting plane separation */
2217
2218 /* disable expensive presolving */
2220
2221 /* use best estimate node selection */
2222 if( SCIPfindNodesel(subscip, "estimate") != NULL && ! SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
2223 {
2224 SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
2225 }
2226
2227 /* use inference branching */
2228 if( SCIPfindBranchrule(subscip, "inference") != NULL && ! SCIPisParamFixed(subscip, "branching/inference/priority") )
2229 {
2230 SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
2231 }
2232
2233 /* enable conflict analysis and restrict conflict pool */
2234 if( ! SCIPisParamFixed(subscip, "conflict/enable") )
2235 {
2236 SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/enable", TRUE) );
2237 }
2238
2239 if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
2240 {
2241 SCIP_CALL( SCIPsetCharParam(subscip, "conflict/useboundlp", 'o') );
2242 }
2243
2244 if( ! SCIPisParamFixed(subscip, "conflict/maxstoresize") )
2245 {
2246 SCIP_CALL( SCIPsetIntParam(subscip, "conflict/maxstoresize", 100) );
2247 }
2248
2249 /* speed up sub-SCIP by not checking dual LP feasibility */
2250 SCIP_CALL( SCIPsetBoolParam(subscip, "lp/checkdualfeas", FALSE) );
2251
2252 /* add an objective cutoff */
2254 {
2255 upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
2256 if( ! SCIPisInfinity(scip, -1.0 * SCIPgetLowerbound(scip)) )
2257 {
2258 cutoff = (1 - heurdata->minimprove) * SCIPgetUpperbound(scip)
2259 + heurdata->minimprove * SCIPgetLowerbound(scip);
2260 }
2261 else
2262 {
2263 if( SCIPgetUpperbound(scip) >= 0 )
2264 cutoff = (1 - heurdata->minimprove) * SCIPgetUpperbound(scip);
2265 else
2266 cutoff = (1 + heurdata->minimprove) * SCIPgetUpperbound(scip);
2267 }
2268 cutoff = MIN(upperbound, cutoff);
2269
2270 if( SCIPisObjIntegral(scip) )
2271 cutoff = SCIPfloor(scip, cutoff);
2272
2273 SCIPdebugMsg(scip, "Sub-SCIP cutoff: %15.9" SCIP_REAL_FORMAT " (%15.9" SCIP_REAL_FORMAT " in original space)\n",
2274 cutoff, SCIPretransformObj(scip, cutoff));
2275
2276 /* if the objective changed between the source and the target SCIP, encode the cutoff as a constraint */
2277 if( ! objchgd )
2278 {
2279 SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
2280
2281 SCIPdebugMsg(scip, "Cutoff added as Objective Limit\n");
2282 }
2283 else
2284 {
2285 SCIP_CONS* objcons;
2286 int nvars;
2287 SCIP_VAR** vars;
2288 int i;
2289
2290 vars = SCIPgetVars(scip);
2291 nvars = SCIPgetNVars(scip);
2292
2293 SCIP_CALL( SCIPcreateConsLinear(subscip, &objcons, "objbound_of_origscip", 0, NULL, NULL, -SCIPinfinity(subscip), cutoff,
2295 for( i = 0; i < nvars; ++i)
2296 {
2297 if( ! SCIPisFeasZero(subscip, SCIPvarGetObj(vars[i])) )
2298 {
2299 assert(subvars[i] != NULL);
2300 SCIP_CALL( SCIPaddCoefLinear(subscip, objcons, subvars[i], SCIPvarGetObj(vars[i])) );
2301 }
2302 }
2303 SCIP_CALL( SCIPaddCons(subscip, objcons) );
2304 SCIP_CALL( SCIPreleaseCons(subscip, &objcons) );
2305
2306 SCIPdebugMsg(scip, "Cutoff added as constraint\n");
2307 }
2308 }
2309
2310 /* set solve limits for sub-SCIP */
2311 SCIP_CALL( setLimits(subscip, solvelimits) );
2312
2313 /* change random seed of sub-SCIP */
2314 if( heurdata->subsciprandseeds )
2315 {
2316 SCIP_CALL( SCIPsetIntParam(subscip, "randomization/randomseedshift", (int)SCIPheurGetNCalls(heur)) );
2317 }
2318
2319 SCIPdebugMsg(scip, "Solve Limits: %lld (%lld) nodes (stall nodes), %.1f sec., %d sols\n",
2320 solvelimits->nodelimit, solvelimits->stallnodes, solvelimits->timelimit, heurdata->nsolslim);
2321
2322 return SCIP_OKAY;
2323}
2324
2325/** execution method of primal heuristic */
2326static
2328{ /*lint --e{715}*/
2329 SCIP_HEURDATA* heurdata;
2330 SCIP_VAR** varbuf;
2331 SCIP_Real* valbuf;
2332 SCIP_VAR** vars;
2333 SCIP_VAR** subvars;
2334 NH_STATS runstats[NNEIGHBORHOODS];
2335 SCIP_STATUS subscipstatus[NNEIGHBORHOODS];
2336 SCIP* subscip = NULL;
2337
2338 int nfixings;
2339 int nvars;
2340 int neighborhoodidx;
2341 int ntries;
2342 SCIP_Bool tryagain;
2343 NH* neighborhood;
2344 SOLVELIMITS solvelimits;
2345 SCIP_Bool success;
2346 SCIP_Bool run;
2347 SCIP_Bool allrewardsmode;
2348 SCIP_Real rewards[NNEIGHBORHOODS][NREWARDTYPES] = {{0}};
2349 int banditidx;
2350
2351 int i;
2352
2353 heurdata = SCIPheurGetData(heur);
2354 assert(heurdata != NULL);
2355
2356 *result = SCIP_DIDNOTRUN;
2357
2358 if( heurdata->nactiveneighborhoods == 0 )
2359 return SCIP_OKAY;
2360
2361 /* we only allow to run multiple times at a node during the root */
2362 if( (heurtiming & SCIP_HEURTIMING_DURINGLPLOOP) && (SCIPgetDepth(scip) > 0 || !heurdata->initduringroot) )
2363 return SCIP_OKAY;
2364
2365 /* update internal incumbent solution */
2366 if( SCIPgetBestSol(scip) != heurdata->lastcallsol )
2367 {
2368 heurdata->lastcallsol = SCIPgetBestSol(scip);
2369 heurdata->firstcallthissol = SCIPheurGetNCalls(heur);
2370 }
2371
2372 /* do not run more than a user-defined number of times on each incumbent (-1: no limit) */
2373 if( heurdata->maxcallssamesol != -1 )
2374 {
2375 SCIP_Longint samesollimit = (heurdata->maxcallssamesol > 0) ?
2376 heurdata->maxcallssamesol :
2377 heurdata->nactiveneighborhoods;
2378
2379 if( SCIPheurGetNCalls(heur) - heurdata->firstcallthissol >= samesollimit )
2380 {
2381 SCIPdebugMsg(scip, "Heuristic already called %" SCIP_LONGINT_FORMAT " times on current incumbent\n", SCIPheurGetNCalls(heur) - heurdata->firstcallthissol);
2382 return SCIP_OKAY;
2383 }
2384 }
2385
2386 /* wait for a sufficient number of nodes since last incumbent solution */
2387 if( SCIPgetDepth(scip) > 0 && SCIPgetBestSol(scip) != NULL
2388 && (SCIPgetNNodes(scip) - SCIPsolGetNodenum(SCIPgetBestSol(scip))) < heurdata->waitingnodes )
2389 {
2390 SCIPdebugMsg(scip, "Waiting nodes not satisfied\n");
2391 return SCIP_OKAY;
2392 }
2393
2394 run = TRUE;
2395 /* check if budget allows a run of the next selected neighborhood */
2396 SCIP_CALL( determineLimits(scip, heur, &solvelimits, &run) );
2397 SCIPdebugMsg(scip, "Budget check: %" SCIP_LONGINT_FORMAT " (%" SCIP_LONGINT_FORMAT ") %s\n", solvelimits.nodelimit, heurdata->targetnodes, run ? "passed" : "must wait");
2398
2399 if( ! run )
2400 return SCIP_OKAY;
2401
2402 /* delay the heuristic if local reduced costs should be used for generic variable unfixing */
2403 if( heurdata->uselocalredcost && (nodeinfeasible || ! SCIPhasCurrentNodeLP(scip) || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL) )
2404 {
2405 *result = SCIP_DELAYED;
2406
2407 return SCIP_OKAY;
2408 }
2409
2410 allrewardsmode = heurdata->rewardfile != NULL;
2411
2412 /* apply some other rules for a fair all rewards mode; in normal execution mode, neighborhoods are iterated through */
2413 if( allrewardsmode )
2414 {
2415 /* most neighborhoods require an incumbent solution */
2416 if( SCIPgetNSols(scip) < 2 )
2417 {
2418 SCIPdebugMsg(scip, "Not enough solutions for all rewards mode\n");
2419 return SCIP_OKAY;
2420 }
2421
2422 /* if the node is infeasible, or has no LP solution, which is required by some neighborhoods
2423 * if we are not in all rewards mode, the neighborhoods delay themselves individually
2424 */
2425 if( nodeinfeasible || ! SCIPhasCurrentNodeLP(scip) || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
2426 {
2427 SCIPdebugMsg(scip, "Delay ALNS heuristic until a feasible node with optimally solved LP relaxation\n");
2428 *result = SCIP_DELAYED;
2429 return SCIP_OKAY;
2430 }
2431 }
2432
2433 /* use the neighborhood that requested a delay or select the next neighborhood to run based on the selected bandit algorithm */
2434 if( heurdata->currneighborhood >= 0 )
2435 {
2436 assert(! allrewardsmode);
2437 banditidx = heurdata->currneighborhood;
2438 SCIPdebugMsg(scip, "Select delayed neighborhood %d (was delayed %d times)\n", banditidx, heurdata->ndelayedcalls);
2439 }
2440 else
2441 {
2442 SCIP_CALL( selectNeighborhood(scip, heurdata, &banditidx) );
2443 SCIPdebugMsg(scip, "Selected neighborhood %d with bandit algorithm\n", banditidx);
2444 }
2445
2446 /* in all rewards mode, we simply loop over all heuristics */
2447 if( ! allrewardsmode )
2448 neighborhoodidx = banditidx;
2449 else
2450 neighborhoodidx = 0;
2451
2452 assert(0 <= neighborhoodidx && neighborhoodidx < NNEIGHBORHOODS);
2453 assert(heurdata->nactiveneighborhoods > neighborhoodidx);
2454
2455 /* allocate memory for variable fixings buffer */
2456 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
2457 SCIP_CALL( SCIPallocBufferArray(scip, &varbuf, nvars) );
2458 SCIP_CALL( SCIPallocBufferArray(scip, &valbuf, nvars) );
2459 SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
2460
2461 /* initialize neighborhood statistics for a run */
2462 ntries = 1;
2463 do
2464 {
2465 SCIP_HASHMAP* varmapf;
2466 SCIP_EVENTHDLR* eventhdlr;
2467 SCIP_EVENTDATA eventdata;
2468 char probnamesuffix[SCIP_MAXSTRLEN];
2469 SCIP_Real allfixingrate;
2470 int ndomchgs;
2471 int nchgobjs;
2472 int naddedconss;
2473 int v;
2474 SCIP_RETCODE retcode;
2475 SCIP_RESULT fixresult;
2476
2477 tryagain = FALSE;
2478 neighborhood = heurdata->neighborhoods[neighborhoodidx];
2479 SCIPdebugMsg(scip, "Running '%s' neighborhood %d\n", neighborhood->name, neighborhoodidx);
2480
2481 initRunStats(scip, &runstats[neighborhoodidx]);
2482 rewards[neighborhoodidx][REWARDTYPE_TOTAL] = 0.0;
2483
2484 subscipstatus[neighborhoodidx] = SCIP_STATUS_UNKNOWN;
2485 SCIP_CALL( SCIPstartClock(scip, neighborhood->stats.setupclock) );
2486
2487 /* determine variable fixings and objective coefficients of this neighborhood */
2488 SCIP_CALL( neighborhoodFixVariables(scip, heurdata, neighborhood, varbuf, valbuf, &nfixings, &fixresult) );
2489
2490 SCIPdebugMsg(scip, "Fix %d/%d variables, result code %d\n", nfixings, nvars,fixresult);
2491
2492 /* Fixing was not successful, either because the fixing rate was not reached (and no additional variable
2493 * prioritization was used), or the neighborhood requested a delay, e.g., because no LP relaxation solution exists
2494 * at the current node
2495 *
2496 * The ALNS heuristic keeps a delayed neighborhood active and delays itself.
2497 */
2498 if( fixresult != SCIP_SUCCESS )
2499 {
2500 SCIP_CALL( SCIPstopClock(scip, neighborhood->stats.setupclock) );
2501
2502 /* to determine all rewards, we cannot delay neighborhoods */
2503 if( allrewardsmode )
2504 {
2505 if( ntries == heurdata->nactiveneighborhoods )
2506 break;
2507
2508 neighborhoodidx = (neighborhoodidx + 1) % heurdata->nactiveneighborhoods;
2509 ntries++;
2510 tryagain = TRUE;
2511
2512 continue;
2513 }
2514
2515 /* delay the heuristic along with the selected neighborhood
2516 *
2517 * if the neighborhood has been delayed for too many consecutive calls, the delay is treated as a failure */
2518 if( fixresult == SCIP_DELAYED )
2519 {
2520 if( heurdata->ndelayedcalls > (SCIPheurGetFreq(heur) / 4 + 1) )
2521 {
2522 resetCurrentNeighborhood(heurdata);
2523
2524 /* use SCIP_DIDNOTFIND to penalize the neighborhood with a bad reward */
2525 fixresult = SCIP_DIDNOTFIND;
2526 }
2527 else if( heurdata->currneighborhood == -1 )
2528 {
2529 heurdata->currneighborhood = neighborhoodidx;
2530 heurdata->ndelayedcalls = 1;
2531 }
2532 else
2533 {
2534 heurdata->ndelayedcalls++;
2535 }
2536 }
2537
2538 if( fixresult == SCIP_DIDNOTRUN )
2539 {
2540 if( ntries < heurdata->nactiveneighborhoods )
2541 {
2542 SCIP_CALL( updateBanditAlgorithm(scip, heurdata, 0.0, neighborhoodidx) );
2543 SCIP_CALL( selectNeighborhood(scip, heurdata, &neighborhoodidx) );
2544 ntries++;
2545 tryagain = TRUE;
2546
2547 SCIPdebugMsg(scip, "Neighborhood cannot run -> try next neighborhood %d\n", neighborhoodidx);
2548 continue;
2549 }
2550 else
2551 break;
2552 }
2553
2554 assert(fixresult == SCIP_DIDNOTFIND || fixresult == SCIP_DELAYED);
2555 *result = fixresult;
2556 break;
2557 }
2558
2559 *result = SCIP_DIDNOTFIND;
2560
2561 neighborhood->stats.nfixings += nfixings;
2562 runstats[neighborhoodidx].nfixings = nfixings;
2563
2564 SCIP_CALL( SCIPcreate(&subscip) );
2565 SCIP_CALL( SCIPhashmapCreate(&varmapf, SCIPblkmem(scip), nvars) );
2566 (void) SCIPsnprintf(probnamesuffix, SCIP_MAXSTRLEN, "alns_%s", neighborhood->name);
2567
2568 /* todo later: run global propagation for this set of fixings */
2569 SCIP_CALL( SCIPcopyLargeNeighborhoodSearch(scip, subscip, varmapf, probnamesuffix, varbuf, valbuf, nfixings, FALSE, heurdata->copycuts, &success, NULL) );
2570
2571 /* store sub-SCIP variables in array for faster access */
2572 for( v = 0; v < nvars; ++v )
2573 {
2574 subvars[v] = (SCIP_VAR*)SCIPhashmapGetImage(varmapf, (void *)vars[v]);
2575 }
2576
2577 SCIPhashmapFree(&varmapf);
2578
2579 /* let the neighborhood add additional constraints, or restrict domains */
2580 SCIP_CALL( neighborhoodChangeSubscip(scip, subscip, neighborhood, subvars, &ndomchgs, &nchgobjs, &naddedconss, &success) );
2581
2582 if( ! success )
2583 {
2584 SCIP_CALL( SCIPstopClock(scip, neighborhood->stats.setupclock) );
2585
2586 if( ! allrewardsmode || ntries == heurdata->nactiveneighborhoods )
2587 break;
2588
2589 neighborhoodidx = (neighborhoodidx + 1) % heurdata->nactiveneighborhoods;
2590 ntries++;
2591 tryagain = TRUE;
2592
2593 SCIP_CALL( SCIPfree(&subscip) );
2594
2595 continue;
2596 }
2597
2598 /* set up sub-SCIP parameters */
2599 SCIP_CALL( setupSubScip(scip, subscip, subvars, &solvelimits, heur, nchgobjs > 0) );
2600
2601 /* copy the necessary data into the event data to create new solutions */
2602 eventdata.nodelimit = solvelimits.nodelimit; /*lint !e644*/
2603 eventdata.lplimfac = heurdata->lplimfac;
2604 eventdata.heur = heur;
2605 eventdata.sourcescip = scip;
2606 eventdata.subvars = subvars;
2607 eventdata.runstats = &runstats[neighborhoodidx];
2608 eventdata.allrewardsmode = allrewardsmode;
2609
2610 /* include an event handler to transfer solutions into the main SCIP */
2611 SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecAlns, NULL) );
2612
2613 /* transform the problem before catching the events */
2614 SCIP_CALL( SCIPtransformProb(subscip) );
2615 SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_ALNS, eventhdlr, &eventdata, NULL) );
2616
2617 SCIP_CALL( SCIPstopClock(scip, neighborhood->stats.setupclock) );
2618
2619 SCIP_CALL( SCIPstartClock(scip, neighborhood->stats.submipclock) );
2620
2621 /* set up sub-SCIP and run presolving */
2622 retcode = SCIPpresolve(subscip);
2623 if( retcode != SCIP_OKAY )
2624 {
2625 SCIPwarningMessage(scip, "Error while presolving subproblem in ALNS heuristic; sub-SCIP terminated with code <%d>\n", retcode);
2626 SCIP_CALL( SCIPstopClock(scip, neighborhood->stats.submipclock) );
2627
2628 SCIPABORT(); /*lint --e{527}*/
2629 break;
2630 }
2631
2632 /* was presolving successful enough regarding fixings? otherwise, terminate */
2633 allfixingrate = (SCIPgetNOrigVars(subscip) - SCIPgetNVars(subscip)) / (SCIP_Real)SCIPgetNOrigVars(subscip);
2634
2635 /* additional variables added in presolving may lead to the subSCIP having more variables than the original */
2636 allfixingrate = MAX(allfixingrate, 0.0);
2637
2638 if( allfixingrate >= neighborhood->fixingrate.targetfixingrate / 2.0 )
2639 {
2640 /* run sub-SCIP for the given budget, and collect statistics */
2641 SCIP_CALL_ABORT( SCIPsolve(subscip) );
2642 }
2643 else
2644 {
2645 SCIPdebugMsg(scip, "Fixed only %.3f of all variables after presolving -> do not solve sub-SCIP\n", allfixingrate);
2646 }
2647
2648#ifdef ALNS_SUBSCIPOUTPUT
2649 SCIP_CALL( SCIPprintStatistics(subscip, NULL) );
2650#endif
2651
2652 SCIP_CALL( SCIPstopClock(scip, neighborhood->stats.submipclock) );
2653
2654 /* update statistics based on the sub-SCIP run results */
2655 updateRunStats(&runstats[neighborhoodidx], subscip);
2656 subscipstatus[neighborhoodidx] = SCIPgetStatus(subscip);
2657 SCIPdebugMsg(scip, "Status of sub-SCIP run: %d\n", subscipstatus[neighborhoodidx]);
2658
2659 SCIP_CALL( getReward(scip, heurdata, &runstats[neighborhoodidx], rewards[neighborhoodidx]) );
2660
2661 /* in all rewards mode, continue with the next neighborhood */
2662 if( allrewardsmode && ntries < heurdata->nactiveneighborhoods )
2663 {
2664 neighborhoodidx = (neighborhoodidx + 1) % heurdata->nactiveneighborhoods;
2665 ntries++;
2666 tryagain = TRUE;
2667
2668 SCIP_CALL( SCIPfree(&subscip) );
2669 }
2670 }
2671 while( tryagain && ! SCIPisStopped(scip) );
2672
2673 if( subscip != NULL )
2674 {
2675 SCIP_CALL( SCIPfree(&subscip) );
2676 }
2677
2678 SCIPfreeBufferArray(scip, &subvars);
2679 SCIPfreeBufferArray(scip, &valbuf);
2680 SCIPfreeBufferArray(scip, &varbuf);
2681
2682 /* update bandit index that may have changed unless we are in all rewards mode */
2683 if( ! allrewardsmode )
2684 banditidx = neighborhoodidx;
2685
2686 if( *result != SCIP_DELAYED )
2687 {
2688 /* decrease the number of neighborhoods that have not been initialized */
2689 if( neighborhood->stats.nruns == 0 )
2690 --heurdata->ninitneighborhoods;
2691
2692 heurdata->usednodes += runstats[banditidx].usednodes;
2693
2694 /* determine the success of this neighborhood, and update the target fixing rate for the next time */
2695 updateNeighborhoodStats(&runstats[banditidx], heurdata->neighborhoods[banditidx], subscipstatus[banditidx]);
2696
2697 /* adjust the fixing rate for this neighborhood
2698 * make no adjustments in all rewards mode, because this only affects 1 of 8 heuristics
2699 */
2700 if( heurdata->adjustfixingrate && ! allrewardsmode )
2701 {
2702 SCIPdebugMsg(scip, "Update fixing rate: %.2f\n", heurdata->neighborhoods[banditidx]->fixingrate.targetfixingrate);
2703 updateFixingRate(heurdata->neighborhoods[banditidx], subscipstatus[banditidx], &runstats[banditidx]);
2704 SCIPdebugMsg(scip, "New fixing rate: %.2f\n", heurdata->neighborhoods[banditidx]->fixingrate.targetfixingrate);
2705 }
2706 /* similarly, update the minimum improvement for the ALNS heuristic */
2707 if( heurdata->adjustminimprove )
2708 {
2709 SCIPdebugMsg(scip, "Update Minimum Improvement: %.4f\n", heurdata->minimprove);
2710 updateMinimumImprovement(heurdata, subscipstatus[banditidx], &runstats[banditidx]);
2711 SCIPdebugMsg(scip, "--> %.4f\n", heurdata->minimprove);
2712 }
2713
2714 /* update the target node limit based on the status of the selected algorithm */
2715 if( heurdata->adjusttargetnodes && SCIPheurGetNCalls(heur) >= heurdata->nactiveneighborhoods )
2716 {
2717 updateTargetNodeLimit(heurdata, &runstats[banditidx], subscipstatus[banditidx]);
2718 }
2719
2720 /* update the bandit algorithm by the measured reward */
2721 SCIP_CALL( updateBanditAlgorithm(scip, heurdata, rewards[banditidx][REWARDTYPE_TOTAL], banditidx) );
2722
2723 resetCurrentNeighborhood(heurdata);
2724 }
2725
2726 /* write single, measured rewards and the bandit index to the reward file */
2727 if( allrewardsmode )
2728 {
2729 int j;
2730 for( j = 0; j < (int)NREWARDTYPES; j++ )
2731 for( i = 0; i < heurdata->nactiveneighborhoods; ++i )
2732 fprintf(heurdata->rewardfile, "%.4f,", rewards[i][j]);
2733
2734 fprintf(heurdata->rewardfile, "%d\n", banditidx);
2735 }
2736
2737 return SCIP_OKAY;
2738}
2739
2740/** callback to collect variable fixings of RENS */
2741static
2742DECL_VARFIXINGS(varFixingsRens)
2743{ /*lint --e{715}*/
2744 int nbinvars;
2745 int nintvars;
2746 SCIP_VAR** vars;
2747 int i;
2748 int *fracidx = NULL;
2749 SCIP_Real* frac = NULL;
2750 int nfracs;
2751
2752 assert(scip != NULL);
2753 assert(varbuf != NULL);
2754 assert(nfixings != NULL);
2755 assert(valbuf != NULL);
2756
2757 *result = SCIP_DELAYED;
2758
2759 if( ! SCIPhasCurrentNodeLP(scip) )
2760 return SCIP_OKAY;
2762 return SCIP_OKAY;
2763
2764 *result = SCIP_DIDNOTRUN;
2765
2766 /* get variable information */
2767 SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, &nintvars, NULL, NULL) );
2768
2769 /* return if no binary or integer variables are present */
2770 if( nbinvars + nintvars == 0 )
2771 return SCIP_OKAY;
2772
2773 SCIP_CALL( SCIPallocBufferArray(scip, &fracidx, nbinvars + nintvars) );
2774 SCIP_CALL( SCIPallocBufferArray(scip, &frac, nbinvars + nintvars) );
2775
2776 /* loop over binary and integer variables; determine those that should be fixed in the sub-SCIP */
2777 for( nfracs = 0, i = 0; i < nbinvars + nintvars; ++i )
2778 {
2779 SCIP_VAR* var;
2780 SCIP_Real lpsolval;
2781
2782 var = vars[i];
2784 assert((i < nbinvars) == (SCIPvarGetType(var) == SCIP_VARTYPE_BINARY));
2785 lpsolval = SCIPvarGetLPSol(var);
2786
2787 /* fix all binary and integer variables with integer LP solution value */
2788 if( SCIPisFeasIntegral(scip, lpsolval) )
2789 {
2790 tryAdd2variableBuffer(scip, var, lpsolval, varbuf, valbuf, nfixings, TRUE);
2791 }
2792 else
2793 {
2794 frac[nfracs] = SCIPfrac(scip, lpsolval);
2795 frac[nfracs] = MIN(frac[nfracs], 1.0 - frac[nfracs]);
2796 fracidx[nfracs++] = i;
2797 }
2798 }
2799
2800 /* do some additional fixing */
2801 if( *nfixings < neighborhood->fixingrate.targetfixingrate * (nbinvars + nintvars) && nfracs > 0 )
2802 {
2803 SCIPsortDownRealInt(frac, fracidx, nfracs);
2804
2805 /* prefer variables that are almost integer */
2806 for( i = 0; i < nfracs && *nfixings < neighborhood->fixingrate.targetfixingrate * (nbinvars + nintvars); i++ )
2807 {
2808 tryAdd2variableBuffer(scip, vars[fracidx[i]], SCIPround(scip, SCIPvarGetLPSol(vars[fracidx[i]])), varbuf, valbuf, nfixings, TRUE);
2809 }
2810 }
2811
2812 SCIPfreeBufferArray(scip, &frac);
2813 SCIPfreeBufferArray(scip, &fracidx);
2814
2815 *result = SCIP_SUCCESS;
2816
2817 return SCIP_OKAY;
2818}
2819
2820/** callback for RENS subproblem changes */
2821static
2822DECL_CHANGESUBSCIP(changeSubscipRens)
2823{ /*lint --e{715}*/
2824 SCIP_VAR** vars;
2825 int nintvars;
2826 int nbinvars;
2827 int i;
2828
2829 assert(SCIPhasCurrentNodeLP(sourcescip));
2830 assert(SCIPgetLPSolstat(sourcescip) == SCIP_LPSOLSTAT_OPTIMAL);
2831
2832 /* get variable information */
2833 SCIP_CALL( SCIPgetVarsData(sourcescip, &vars, NULL, &nbinvars, &nintvars, NULL, NULL) );
2834
2835 /* restrict bounds of integer variables with fractional solution value */
2836 for( i = nbinvars; i < nbinvars + nintvars; ++i )
2837 {
2838 SCIP_VAR* var = vars[i];
2839 SCIP_Real lpsolval = SCIPgetSolVal(sourcescip, NULL, var);
2840
2841 if( subvars[i] == NULL )
2842 continue;
2843
2844 if( ! SCIPisFeasIntegral(sourcescip, lpsolval) )
2845 {
2846 SCIP_Real newlb = SCIPfloor(sourcescip, lpsolval);
2847 SCIP_Real newub = newlb + 1.0;
2848
2849 /* only count this as a domain change if the new lower and upper bound are a further restriction */
2850 if( newlb > SCIPvarGetLbGlobal(subvars[i]) + 0.5 || newub < SCIPvarGetUbGlobal(subvars[i]) - 0.5 )
2851 {
2852 SCIP_CALL( SCIPchgVarLbGlobal(targetscip, subvars[i], newlb) );
2853 SCIP_CALL( SCIPchgVarUbGlobal(targetscip, subvars[i], newub) );
2854 (*ndomchgs)++;
2855 }
2856 }
2857 }
2858
2859 *success = TRUE;
2860
2861 return SCIP_OKAY;
2862}
2863
2864/** collect fixings by matching solution values in a collection of solutions for all binary and integer variables,
2865 * or for a custom set of variables
2866 */
2867static
2869 SCIP* scip, /**< SCIP data structure */
2870 SCIP_SOL** sols, /**< array of 2 or more solutions. It is okay for the array to contain one element
2871 * equal to NULL to represent the current LP solution */
2872 int nsols, /**< number of solutions in the array */
2873 SCIP_VAR** vars, /**< variable array for which solution values must agree */
2874 int nvars, /**< number of variables, or -1 for all binary and integer variables */
2875 SCIP_VAR** varbuf, /**< buffer storage for variable fixings */
2876 SCIP_Real* valbuf, /**< buffer storage for fixing values */
2877 int* nfixings /**< pointer to store the number of fixings */
2878 )
2879{
2880 int v;
2881 int nbinintvars;
2882 SCIP_SOL* firstsol;
2883
2884 assert(scip != NULL);
2885 assert(sols != NULL);
2886 assert(nsols >= 2);
2887 assert(varbuf != NULL);
2888 assert(valbuf != NULL);
2889 assert(nfixings != NULL);
2890 assert(*nfixings == 0);
2891
2892 if( nvars == -1 || vars == NULL )
2893 {
2894 int nbinvars;
2895 int nintvars;
2896 SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, &nintvars, NULL, NULL) );
2897 nbinintvars = nbinvars + nintvars;
2898 nvars = nbinintvars;
2899 }
2900 firstsol = sols[0];
2901 assert(nvars > 0);
2902
2903 /* loop over integer and binary variables and check if their solution values match in all solutions */
2904 for( v = 0; v < nvars; ++v )
2905 {
2906 SCIP_VAR* var;
2907 SCIP_Real solval;
2908 int s;
2909
2910 var = vars[v];
2912 assert((v < SCIPgetNBinVars(scip)) == (SCIPvarGetType(var) == SCIP_VARTYPE_BINARY));
2913 solval = SCIPgetSolVal(scip, firstsol, var);
2914
2915 /* determine if solution values match in all given solutions */
2916 for( s = 1; s < nsols; ++s )
2917 {
2918 if( !SCIPisFeasZero(scip, solval - SCIPgetSolVal(scip, sols[s], var)) )
2919 break;
2920 }
2921
2922 /* if we did not break early, all solutions agree on the solution value of this variable */
2923 if( s == nsols )
2924 {
2925 tryAdd2variableBuffer(scip, var, solval, varbuf, valbuf, nfixings, TRUE);
2926 }
2927 }
2928
2929 return SCIP_OKAY;
2930}
2931
2932/** callback to collect variable fixings of RINS */
2933static
2934DECL_VARFIXINGS(varFixingsRins)
2935{
2936 /*lint --e{715}*/
2937 int nbinvars;
2938 int nintvars;
2939 SCIP_VAR** vars;
2940 SCIP_SOL* incumbent;
2941 SCIP_SOL* sols[2];
2942 assert(scip != NULL);
2943 assert(varbuf != NULL);
2944 assert(nfixings != NULL);
2945 assert(valbuf != NULL);
2946
2947 *result = SCIP_DELAYED;
2948
2949 if( ! SCIPhasCurrentNodeLP(scip) )
2950 return SCIP_OKAY;
2952 return SCIP_OKAY;
2953
2954 *result = SCIP_DIDNOTRUN;
2955
2956 incumbent = SCIPgetBestSol(scip);
2957 if( incumbent == NULL )
2958 return SCIP_OKAY;
2959
2960 if( SCIPsolGetOrigin(incumbent) == SCIP_SOLORIGIN_ORIGINAL )
2961 return SCIP_OKAY;
2962
2963 /* get variable information */
2964 SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, &nintvars, NULL, NULL) );
2965
2966 /* return if no binary or integer variables are present */
2967 if( nbinvars + nintvars == 0 )
2968 return SCIP_OKAY;
2969
2970 /* incumbent is reference */
2971 sols[0] = incumbent;
2972 sols[1] = NULL;
2973
2974 SCIP_CALL( fixMatchingSolutionValues(scip, sols, 2, vars, nbinvars + nintvars, varbuf, valbuf, nfixings) );
2975
2976 *result = SCIP_SUCCESS;
2977
2978 return SCIP_OKAY;
2979}
2980
2981/** initialization callback for crossover when a new problem is read */
2982static
2983DECL_NHINIT(nhInitCrossover)
2984{ /*lint --e{715}*/
2985 DATA_CROSSOVER* data;
2986
2987 data = neighborhood->data.crossover;
2988 assert(data != NULL);
2989
2990 if( data->rng != NULL )
2991 SCIPfreeRandom(scip, &data->rng);
2992
2993 data->selsol = NULL;
2994
2995 SCIP_CALL( SCIPcreateRandom(scip, &data->rng, CROSSOVERSEED + (unsigned int)SCIPgetNVars(scip), TRUE) );
2996
2997 return SCIP_OKAY;
2998}
2999
3000/** deinitialization callback for crossover when exiting a problem */
3001static
3002DECL_NHEXIT(nhExitCrossover)
3003{ /*lint --e{715}*/
3004 DATA_CROSSOVER* data;
3005 data = neighborhood->data.crossover;
3006
3007 assert(neighborhood != NULL);
3008 assert(data->rng != NULL);
3009
3010 SCIPfreeRandom(scip, &data->rng);
3011
3012 return SCIP_OKAY;
3013}
3014
3015/** deinitialization callback for crossover before SCIP is freed */
3016static
3017DECL_NHFREE(nhFreeCrossover)
3018{ /*lint --e{715}*/
3019 assert(neighborhood->data.crossover != NULL);
3020 SCIPfreeBlockMemory(scip, &neighborhood->data.crossover);
3021
3022 return SCIP_OKAY;
3023}
3024
3025/** callback to collect variable fixings of crossover */
3026static
3027DECL_VARFIXINGS(varFixingsCrossover)
3028{ /*lint --e{715}*/
3029 DATA_CROSSOVER* data;
3030 SCIP_RANDNUMGEN* rng;
3031 SCIP_SOL** sols;
3032 SCIP_SOL** scipsols;
3033 int nsols;
3034 int lastdraw;
3035 assert(scip != NULL);
3036 assert(varbuf != NULL);
3037 assert(nfixings != NULL);
3038 assert(valbuf != NULL);
3039
3040 data = neighborhood->data.crossover;
3041
3042 assert(data != NULL);
3043 nsols = data->nsols;
3044 data->selsol = NULL;
3045
3046 *result = SCIP_DIDNOTRUN;
3047
3048 /* return if the pool has not enough solutions */
3049 if( nsols > SCIPgetNSols(scip) )
3050 return SCIP_OKAY;
3051
3052 /* return if no binary or integer variables are present */
3054 return SCIP_OKAY;
3055
3056 rng = data->rng;
3057 lastdraw = SCIPgetNSols(scip);
3058 SCIP_CALL( SCIPallocBufferArray(scip, &sols, nsols) );
3059 scipsols = SCIPgetSols(scip);
3060
3061 /* draw as many solutions from the pool as required by crossover, biased towards
3062 * better solutions; therefore, the sorting of the solutions by objective is implicitly used
3063 */
3064 while( nsols > 0 )
3065 {
3066 /* no need for randomization anymore, exactly nsols many solutions remain for the selection */
3067 if( lastdraw == nsols )
3068 {
3069 int s;
3070
3071 /* fill the remaining slots 0,...,nsols - 1 by the solutions at the same places */
3072 for( s = 0; s < nsols; ++s )
3073 sols[s] = scipsols[s];
3074
3075 nsols = 0;
3076 }
3077 else
3078 {
3079 int nextdraw;
3080
3081 assert(nsols < lastdraw);
3082
3083 /* draw from the lastdraw - nsols many solutions nsols - 1, ... lastdraw - 1 such that nsols many solution */
3084 nextdraw = SCIPrandomGetInt(rng, nsols - 1, lastdraw - 1);
3085 assert(nextdraw >= 0);
3086
3087 sols[nsols - 1] = scipsols[nextdraw];
3088 nsols--;
3089 lastdraw = nextdraw;
3090 }
3091 }
3092
3093 SCIP_CALL( fixMatchingSolutionValues(scip, sols, data->nsols, NULL, -1, varbuf, valbuf, nfixings) );
3094
3095 /* store best selected solution as reference solution */
3096 data->selsol = sols[0];
3097 assert(data->selsol != NULL);
3098
3099 *result = SCIP_SUCCESS;
3100
3101 SCIPfreeBufferArray(scip, &sols);
3102
3103 return SCIP_OKAY;
3104}
3105
3106/** callback for crossover reference solution */
3107static
3108DECL_NHREFSOL(nhRefsolCrossover)
3109{ /*lint --e{715}*/
3110 DATA_CROSSOVER* data;
3111
3112 data = neighborhood->data.crossover;
3113
3114 if( data->selsol != NULL )
3115 {
3116 *solptr = data->selsol;
3117 *result = SCIP_SUCCESS;
3118 }
3119 else
3120 {
3121 *result = SCIP_DIDNOTFIND;
3122 }
3123
3124 return SCIP_OKAY;
3125}
3126
3127/** initialization callback for mutation when a new problem is read */
3128static
3129DECL_NHINIT(nhInitMutation)
3130{ /*lint --e{715}*/
3131 DATA_MUTATION* data;
3132 assert(scip != NULL);
3133 assert(neighborhood != NULL);
3134
3135 SCIP_CALL( SCIPallocBlockMemory(scip, &neighborhood->data.mutation) );
3136
3137 data = neighborhood->data.mutation;
3138 assert(data != NULL);
3139
3140 SCIP_CALL( SCIPcreateRandom(scip, &data->rng, MUTATIONSEED + (unsigned int)SCIPgetNVars(scip), TRUE) );
3141
3142 return SCIP_OKAY;
3143}
3144
3145/** deinitialization callback for mutation when exiting a problem */
3146static
3147DECL_NHEXIT(nhExitMutation)
3148{ /*lint --e{715}*/
3149 DATA_MUTATION* data;
3150 assert(scip != NULL);
3151 assert(neighborhood != NULL);
3152 data = neighborhood->data.mutation;
3153 assert(data != NULL);
3154
3155 SCIPfreeRandom(scip, &data->rng);
3156
3157 SCIPfreeBlockMemory(scip, &neighborhood->data.mutation);
3158
3159 return SCIP_OKAY;
3160}
3161
3162/** callback to collect variable fixings of mutation */
3163static
3164DECL_VARFIXINGS(varFixingsMutation)
3165{ /*lint --e{715}*/
3166 SCIP_RANDNUMGEN* rng;
3167
3168 SCIP_VAR** vars;
3169 SCIP_VAR** varscpy;
3170 int i;
3171 int nvars;
3172 int nbinvars;
3173 int nintvars;
3174 int nbinintvars;
3175 int ntargetfixings;
3176 SCIP_SOL* incumbentsol;
3177 SCIP_Real targetfixingrate;
3178
3179 assert(scip != NULL);
3180 assert(neighborhood != NULL);
3181 assert(neighborhood->data.mutation != NULL);
3182 assert(neighborhood->data.mutation->rng != NULL);
3183 rng = neighborhood->data.mutation->rng;
3184
3185 *result = SCIP_DIDNOTRUN;
3186
3187 /* get the problem variables */
3188 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
3189
3190 nbinintvars = nbinvars + nintvars;
3191 if( nbinintvars == 0 )
3192 return SCIP_OKAY;
3193
3194 incumbentsol = SCIPgetBestSol(scip);
3195 if( incumbentsol == NULL )
3196 return SCIP_OKAY;
3197
3198 targetfixingrate = neighborhood->fixingrate.targetfixingrate;
3199 ntargetfixings = (int)(targetfixingrate * nbinintvars) + 1;
3200
3201 /* don't continue if number of discrete variables is too small to reach target fixing rate */
3202 if( nbinintvars <= ntargetfixings )
3203 return SCIP_OKAY;
3204
3205 *result = SCIP_DIDNOTFIND;
3206
3207 /* copy variables into a buffer array */
3208 SCIP_CALL( SCIPduplicateBufferArray(scip, &varscpy, vars, nbinintvars) );
3209
3210 /* partially perturb the array until the number of target fixings is reached */
3211 for( i = 0; *nfixings < ntargetfixings && i < nbinintvars; ++i )
3212 {
3213 int randint = SCIPrandomGetInt(rng, i, nbinintvars - 1);
3214 assert(randint < nbinintvars);
3215
3216 if( randint > i )
3217 {
3218 SCIPswapPointers((void**)&varscpy[i], (void**)&varscpy[randint]);
3219 }
3220 /* copy the selected variables and their solution values into the buffer */
3221 tryAdd2variableBuffer(scip, varscpy[i], SCIPgetSolVal(scip, incumbentsol, varscpy[i]), varbuf, valbuf, nfixings, TRUE);
3222 }
3223
3224 assert(i == nbinintvars || *nfixings == ntargetfixings);
3225
3226 /* Not reaching the number of target fixings means that there is a significant fraction (at least 1 - targetfixingrate)
3227 * of variables for which the incumbent solution value does not lie within the global bounds anymore. This is a nonsuccess
3228 * for the neighborhood (additional fixings are not possible), which is okay because the incumbent solution is
3229 * significantly outdated
3230 */
3231 if( *nfixings == ntargetfixings )
3232 *result = SCIP_SUCCESS;
3233
3234 /* free the buffer array */
3235 SCIPfreeBufferArray(scip, &varscpy);
3236
3237 return SCIP_OKAY;
3238}
3239
3240/** add local branching constraint */
3241static
3243 SCIP* sourcescip, /**< source SCIP data structure */
3244 SCIP* targetscip, /**< target SCIP data structure */
3245 SCIP_VAR** subvars, /**< array of sub SCIP variables in same order as source SCIP variables */
3246 int distance, /**< right hand side of the local branching constraint */
3247 SCIP_Bool* success, /**< pointer to store of a local branching constraint has been successfully added */
3248 int* naddedconss /**< pointer to increase the number of added constraints */
3249 )
3250{
3251 int nbinvars;
3252 int i;
3253 SCIP_SOL* referencesol;
3254 SCIP_CONS* localbranchcons;
3255 SCIP_VAR** vars;
3256 SCIP_Real* consvals;
3257 SCIP_Real rhs;
3258
3259 assert(sourcescip != NULL);
3260 assert(*success == FALSE);
3261
3262 nbinvars = SCIPgetNBinVars(sourcescip);
3263 vars = SCIPgetVars(sourcescip);
3264
3265 if( nbinvars <= 3 )
3266 return SCIP_OKAY;
3267
3268 referencesol = SCIPgetBestSol(sourcescip);
3269 if( referencesol == NULL )
3270 return SCIP_OKAY;
3271
3272 rhs = (SCIP_Real)distance;
3273 rhs = MAX(rhs, 2.0);
3274
3275 SCIP_CALL( SCIPallocBufferArray(sourcescip, &consvals, nbinvars) );
3276
3277 /* loop over binary variables and fill the local branching constraint */
3278 for( i = 0; i < nbinvars; ++i )
3279 {
3280 /* skip variables that are not present in sub-SCIP */
3281 if( subvars[i] == NULL )
3282 continue;
3283
3284 if( SCIPisEQ(sourcescip, SCIPgetSolVal(sourcescip, referencesol, vars[i]), 0.0) )
3285 consvals[i] = 1.0;
3286 else
3287 {
3288 consvals[i] = -1.0;
3289 rhs -= 1.0;
3290 }
3291 }
3292
3293 /* create the local branching constraint in the target scip */
3294 SCIP_CALL( SCIPcreateConsBasicLinear(targetscip, &localbranchcons, "localbranch", nbinvars, subvars, consvals, -SCIPinfinity(sourcescip), rhs) );
3295 SCIP_CALL( SCIPaddCons(targetscip, localbranchcons) );
3296 SCIP_CALL( SCIPreleaseCons(targetscip, &localbranchcons) );
3297
3298 *naddedconss = 1;
3299 *success = TRUE;
3300
3301 SCIPfreeBufferArray(sourcescip, &consvals);
3302
3303 return SCIP_OKAY;
3304}
3305
3306/** callback for local branching subproblem changes */
3307static
3308DECL_CHANGESUBSCIP(changeSubscipLocalbranching)
3309{ /*lint --e{715}*/
3310
3311 SCIP_CALL( addLocalBranchingConstraint(sourcescip, targetscip, subvars, (int)(0.2 * SCIPgetNBinVars(sourcescip)), success, naddedconss) );
3312
3313 return SCIP_OKAY;
3314}
3315
3316/** callback for proximity subproblem changes */
3317static
3318DECL_CHANGESUBSCIP(changeSubscipProximity)
3319{ /*lint --e{715}*/
3320 SCIP_SOL* referencesol;
3321 SCIP_VAR** vars;
3322 int nbinvars;
3323 int nintvars;
3324 int nvars;
3325 int i;
3326
3327 SCIP_CALL( SCIPgetVarsData(sourcescip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
3328
3329 if( nbinvars == 0 )
3330 return SCIP_OKAY;
3331
3332 referencesol = SCIPgetBestSol(sourcescip);
3333 if( referencesol == NULL )
3334 return SCIP_OKAY;
3335
3336 /* loop over binary variables, set objective coefficients based on reference solution in a local branching fashion */
3337 for( i = 0; i < nbinvars; ++i )
3338 {
3339 SCIP_Real newobj;
3340
3341 /* skip variables not present in sub-SCIP */
3342 if( subvars[i] == NULL )
3343 continue;
3344
3345 if( SCIPgetSolVal(sourcescip, referencesol, vars[i]) < 0.5 )
3346 newobj = -1.0;
3347 else
3348 newobj = 1.0;
3349 SCIP_CALL( SCIPchgVarObj(targetscip, subvars[i], newobj) );
3350 }
3351
3352 /* loop over the remaining variables and change their objective coefficients to 0 */
3353 for( ; i < nvars; ++i )
3354 {
3355 /* skip variables not present in sub-SCIP */
3356 if( subvars[i] == NULL )
3357 continue;
3358
3359 SCIP_CALL( SCIPchgVarObj(targetscip, subvars[i], 0.0) );
3360 }
3361
3362 *nchgobjs = nvars;
3363 *success = TRUE;
3364
3365 return SCIP_OKAY;
3366}
3367
3368/** callback for zeroobjective subproblem changes */
3369static
3370DECL_CHANGESUBSCIP(changeSubscipZeroobjective)
3371{ /*lint --e{715}*/
3372 SCIP_VAR** vars;
3373 int nvars;
3374 int i;
3375
3376 assert(*success == FALSE);
3377
3378 SCIP_CALL( SCIPgetVarsData(sourcescip, &vars, &nvars, NULL, NULL, NULL, NULL) );
3379
3380 /* do not run if no objective variables are present */
3381 if( SCIPgetNObjVars(sourcescip) == 0 )
3382 return SCIP_OKAY;
3383
3384 /* loop over the variables and change their objective coefficients to 0 */
3385 for( i = 0; i < nvars; ++i )
3386 {
3387 /* skip variables not present in sub-SCIP */
3388 if( subvars[i] == NULL )
3389 continue;
3390
3391 SCIP_CALL( SCIPchgVarObj(targetscip, subvars[i], 0.0) );
3392 }
3393
3394 *nchgobjs = nvars;
3395 *success = TRUE;
3396
3397 return SCIP_OKAY;
3398}
3399
3400/** compute tightened bounds for integer variables depending on how much the LP and the incumbent solution values differ */
3401static
3403 SCIP* scip, /**< SCIP data structure of the original problem */
3404 SCIP_VAR* var, /**< the variable for which bounds should be computed */
3405 SCIP_Real* lbptr, /**< pointer to store the lower bound in the DINS sub-SCIP */
3406 SCIP_Real* ubptr /**< pointer to store the upper bound in the DINS sub-SCIP */
3407 )
3408{
3409 SCIP_Real mipsol;
3410 SCIP_Real lpsol;
3411
3412 SCIP_Real lbglobal;
3413 SCIP_Real ubglobal;
3414 SCIP_SOL* bestsol;
3415
3416 /* get the bounds for each variable */
3417 lbglobal = SCIPvarGetLbGlobal(var);
3418 ubglobal = SCIPvarGetUbGlobal(var);
3419
3421 /* get the current LP solution for each variable */
3422 lpsol = SCIPvarGetLPSol(var);
3423
3424 /* get the current MIP solution for each variable */
3425 bestsol = SCIPgetBestSol(scip);
3426 mipsol = SCIPgetSolVal(scip, bestsol, var);
3427
3428 /* if the solution values differ by 0.5 or more, the variable is rebounded, otherwise it is just copied */
3429 if( REALABS(lpsol - mipsol) >= 0.5 )
3430 {
3431 SCIP_Real range;
3432
3433 *lbptr = lbglobal;
3434 *ubptr = ubglobal;
3435
3436 /* create an equally sized range around lpsol for general integers: bounds are lpsol +- (mipsol-lpsol) */
3437 range = 2 * lpsol - mipsol;
3438
3439 if( mipsol >= lpsol )
3440 {
3441 range = SCIPfeasCeil(scip, range);
3442 *lbptr = MAX(*lbptr, range);
3443
3444 /* when the bound new upper bound is equal to the current MIP solution, we set both bounds to the integral bound (without eps) */
3445 if( SCIPisFeasEQ(scip, mipsol, *lbptr) )
3446 *ubptr = *lbptr;
3447 else
3448 *ubptr = mipsol;
3449 }
3450 else
3451 {
3452 range = SCIPfeasFloor(scip, range);
3453 *ubptr = MIN(*ubptr, range);
3454
3455 /* when the bound new upper bound is equal to the current MIP solution, we set both bounds to the integral bound (without eps) */
3456 if( SCIPisFeasEQ(scip, mipsol, *ubptr) )
3457 *lbptr = *ubptr;
3458 else
3459 *lbptr = mipsol;
3460 }
3461
3462 /* the global domain of variables might have been reduced since incumbent was found: adjust lb and ub accordingly */
3463 *lbptr = MAX(*lbptr, lbglobal);
3464 *ubptr = MIN(*ubptr, ubglobal);
3465 }
3466 else
3467 {
3468 /* the global domain of variables might have been reduced since incumbent was found: adjust it accordingly */
3469 *lbptr = MAX(mipsol, lbglobal);
3470 *ubptr = MIN(mipsol, ubglobal);
3471 }
3472}
3473
3474/** callback to collect variable fixings of DINS */
3475static
3476DECL_VARFIXINGS(varFixingsDins)
3477{
3478 DATA_DINS* data;
3479 SCIP_SOL* rootlpsol;
3480 SCIP_SOL** sols;
3481 int nsols;
3482 int nmipsols;
3483 int nbinvars;
3484 int nintvars;
3485 SCIP_VAR** vars;
3486 int v;
3487
3488 data = neighborhood->data.dins;
3489 assert(data != NULL);
3490 nmipsols = SCIPgetNSols(scip);
3491 nmipsols = MIN(nmipsols, data->npoolsols);
3492
3493 *result = SCIP_DELAYED;
3494
3496 return SCIP_OKAY;
3497
3498 *result = SCIP_DIDNOTRUN;
3499
3500 if( nmipsols == 0 )
3501 return SCIP_OKAY;
3502
3503 SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, &nintvars, NULL, NULL) );
3504
3505 if( nbinvars + nintvars == 0 )
3506 return SCIP_OKAY;
3507
3508 SCIP_CALL( SCIPcreateSol(scip, &rootlpsol, NULL) );
3509
3510 /* save root solution LP values in solution */
3511 for( v = 0; v < nbinvars + nintvars; ++v )
3512 {
3513 SCIP_CALL( SCIPsetSolVal(scip, rootlpsol, vars[v], SCIPvarGetRootSol(vars[v])) );
3514 }
3515
3516 /* add the node and the root LP solution */
3517 nsols = nmipsols + 2;
3518
3519 SCIP_CALL( SCIPallocBufferArray(scip, &sols, nsols) );
3520
3521 /* incumbent is reference */
3522 BMScopyMemoryArray(sols, SCIPgetSols(scip), nmipsols); /*lint !e866*/
3523 sols[nmipsols] = NULL;
3524 sols[nmipsols + 1] = rootlpsol;
3525
3526 /* 1. Binary variables are fixed if their values agree in all the solutions */
3527 if( nbinvars > 0 )
3528 {
3529 SCIP_CALL( fixMatchingSolutionValues(scip, sols, nsols, vars, nbinvars, varbuf, valbuf, nfixings) );
3530 }
3531
3532 /* 2. Integer variables are fixed if they have a very low distance between the incumbent and the root LP solution */
3533 for( v = nbinvars; v < nintvars; ++v )
3534 {
3535 SCIP_Real lb;
3536 SCIP_Real ub;
3537 computeIntegerVariableBoundsDins(scip, vars[v], &lb, &ub);
3538
3539 if( ub - lb < 0.5 )
3540 {
3541 assert(SCIPisFeasIntegral(scip, lb));
3542 tryAdd2variableBuffer(scip, vars[v], lb, varbuf, valbuf, nfixings, TRUE);
3543 }
3544 }
3545
3546 *result = SCIP_SUCCESS;
3547
3548 SCIPfreeBufferArray(scip, &sols);
3549
3550 SCIP_CALL( SCIPfreeSol(scip, &rootlpsol) );
3551
3552 return SCIP_OKAY;
3553}
3554
3555/** callback for DINS subproblem changes */
3556static
3557DECL_CHANGESUBSCIP(changeSubscipDins)
3558{ /*lint --e{715}*/
3559 SCIP_VAR** vars;
3560 int nintvars;
3561 int nbinvars;
3562 int v;
3563
3564 SCIP_CALL( SCIPgetVarsData(sourcescip, &vars, NULL, &nbinvars, &nintvars, NULL, NULL) );
3565
3566 /* 1. loop over integer variables and tighten the bounds */
3567 for( v = nbinvars; v < nintvars; ++v )
3568 {
3569 SCIP_Real lb;
3570 SCIP_Real ub;
3571
3572 /* skip variables not present in sub-SCIP */
3573 if( subvars[v] == NULL )
3574 continue;
3575
3576 computeIntegerVariableBoundsDins(sourcescip, vars[v], &lb, &ub);
3577
3578 SCIP_CALL( SCIPchgVarLbGlobal(targetscip, subvars[v], lb) );
3579 SCIP_CALL( SCIPchgVarUbGlobal(targetscip, subvars[v], ub) );
3580 ++(*ndomchgs);
3581 }
3582
3583 /* 2. add local branching constraint for binary variables */
3584 SCIP_CALL( addLocalBranchingConstraint(sourcescip, targetscip, subvars, (int)(0.1 * SCIPgetNBinVars(sourcescip)), success, naddedconss) );
3585
3586 *success = TRUE;
3587
3588 return SCIP_OKAY;
3589}
3590
3591/** deinitialization callback for DINS before SCIP is freed */
3592static
3593DECL_NHFREE(nhFreeDins)
3594{
3595 assert(neighborhood->data.dins != NULL);
3596
3597 SCIPfreeBlockMemory(scip, &neighborhood->data.dins);
3598
3599 return SCIP_OKAY;
3600}
3601
3602/** deinitialization callback for trustregion before SCIP is freed */
3603static
3604DECL_NHFREE(nhFreeTrustregion)
3605{
3606 assert(neighborhood->data.trustregion != NULL);
3607
3608 SCIPfreeBlockMemory(scip, &neighborhood->data.trustregion);
3609
3610 return SCIP_OKAY;
3611}
3612
3613/** add trust region neighborhood constraint and auxiliary objective variable */
3614static
3615DECL_CHANGESUBSCIP(changeSubscipTrustregion)
3616{ /*lint --e{715}*/
3617 DATA_TRUSTREGION* data;
3618
3619 assert(success != NULL);
3620
3621 if( !SCIPgetBestSol(sourcescip) )
3622 {
3623 SCIPdebugMsg(sourcescip, "changeSubscipTrustregion unsuccessful, because it was called without incumbent being present\n");
3624 *success = FALSE;
3625
3626 return SCIP_OKAY;
3627 }
3628
3629 data = neighborhood->data.trustregion;
3630
3631 /* adding the neighborhood constraint for the trust region heuristic */
3632 SCIP_CALL( SCIPaddTrustregionNeighborhoodConstraint(sourcescip, targetscip, subvars, data->violpenalty) );
3633
3634 /* incrementing the change in objective since an additional variable is added to the objective to penalize the
3635 * violation of the trust region.
3636 */
3637 ++(*nchgobjs);
3638
3639 return SCIP_OKAY;
3640}
3641
3642/** callback that returns the incumbent solution as a reference point */
3643static
3644DECL_NHREFSOL(nhRefsolIncumbent)
3645{ /*lint --e{715}*/
3646 assert(scip != NULL);
3647
3648 if( SCIPgetBestSol(scip) != NULL )
3649 {
3650 *result = SCIP_SUCCESS;
3651 *solptr = SCIPgetBestSol(scip);
3652 }
3653 else
3654 {
3655 *result = SCIP_DIDNOTFIND;
3656 }
3657
3658 return SCIP_OKAY;
3659}
3660
3661
3662/** callback function that deactivates a neighborhood on problems with no discrete variables */
3663static
3664DECL_NHDEACTIVATE(nhDeactivateDiscreteVars)
3665{ /*lint --e{715}*/
3666 assert(scip != NULL);
3667 assert(deactivate != NULL);
3668
3669 /* deactivate if no discrete variables are present */
3670 *deactivate = (SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0);
3671
3672 return SCIP_OKAY;
3673}
3674
3675/** callback function that deactivates a neighborhood on problems with no binary variables */
3676static
3677DECL_NHDEACTIVATE(nhDeactivateBinVars)
3678{ /*lint --e{715}*/
3679 assert(scip != NULL);
3680 assert(deactivate != NULL);
3681
3682 /* deactivate if no discrete variables are present */
3683 *deactivate = (SCIPgetNBinVars(scip) == 0);
3684
3685 return SCIP_OKAY;
3686}
3687
3688/** callback function that deactivates a neighborhood on problems with no objective variables */
3689static
3690DECL_NHDEACTIVATE(nhDeactivateObjVars)
3691{ /*lint --e{715}*/
3692 assert(scip != NULL);
3693 assert(deactivate != NULL);
3694
3695 /* deactivate if no discrete variables are present */
3696 *deactivate = (SCIPgetNObjVars(scip) == 0);
3697
3698 return SCIP_OKAY;
3699}
3700
3701
3702/** include all neighborhoods */
3703static
3705 SCIP* scip, /**< SCIP data structure */
3706 SCIP_HEURDATA* heurdata /**< heuristic data of the ALNS heuristic */
3707 )
3708{
3709 NH* rens;
3710 NH* rins;
3711 NH* mutation;
3712 NH* localbranching;
3713 NH* crossover;
3714 NH* proximity;
3715 NH* zeroobjective;
3716 NH* dins;
3717 NH* trustregion;
3718
3719 heurdata->nneighborhoods = 0;
3720
3721 /* include the RENS neighborhood */
3722 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &rens, "rens",
3724 varFixingsRens, changeSubscipRens, NULL, NULL, NULL, NULL, nhDeactivateDiscreteVars) );
3725
3726 /* include the RINS neighborhood */
3727 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &rins, "rins",
3729 varFixingsRins, NULL, NULL, NULL, NULL, nhRefsolIncumbent, nhDeactivateDiscreteVars) );
3730
3731 /* include the mutation neighborhood */
3732 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &mutation, "mutation",
3734 varFixingsMutation, NULL, nhInitMutation, nhExitMutation, NULL, nhRefsolIncumbent, nhDeactivateDiscreteVars) );
3735
3736 /* include the local branching neighborhood */
3737 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &localbranching, "localbranching",
3739 NULL, changeSubscipLocalbranching, NULL, NULL, NULL, nhRefsolIncumbent, nhDeactivateBinVars) );
3740
3741 /* include the crossover neighborhood */
3742 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &crossover, "crossover",
3744 varFixingsCrossover, NULL,
3745 nhInitCrossover, nhExitCrossover, nhFreeCrossover, nhRefsolCrossover, nhDeactivateDiscreteVars) );
3746
3747 /* allocate data for crossover to include the parameter */
3749 crossover->data.crossover->rng = NULL;
3750
3751 /* add crossover neighborhood parameters */
3752 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/alns/crossover/nsols", "the number of solutions that crossover should combine",
3753 &crossover->data.crossover->nsols, TRUE, DEFAULT_NSOLS_CROSSOVER, 2, 10, NULL, NULL) );
3754
3755 /* include the Proximity neighborhood */
3756 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &proximity, "proximity",
3758 NULL, changeSubscipProximity, NULL, NULL, NULL, nhRefsolIncumbent, nhDeactivateBinVars) );
3759
3760 /* include the Zeroobjective neighborhood */
3761 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &zeroobjective, "zeroobjective",
3763 NULL, changeSubscipZeroobjective, NULL, NULL, NULL, nhRefsolIncumbent, nhDeactivateObjVars) );
3764
3765 /* include the DINS neighborhood */
3766 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &dins, "dins",
3768 varFixingsDins, changeSubscipDins, NULL, NULL, nhFreeDins, nhRefsolIncumbent, nhDeactivateBinVars) );
3769
3770 /* allocate data for DINS to include the parameter */
3772
3773 /* add DINS neighborhood parameters */
3774 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/alns/dins/npoolsols",
3775 "number of pool solutions where binary solution values must agree",
3776 &dins->data.dins->npoolsols, TRUE, DEFAULT_NPOOLSOLS_DINS, 1, 100, NULL, NULL) );
3777
3778 /* include the trustregion neighborhood */
3779 SCIP_CALL( alnsIncludeNeighborhood(scip, heurdata, &trustregion, "trustregion",
3781 NULL, changeSubscipTrustregion, NULL, NULL, nhFreeTrustregion, nhRefsolIncumbent, nhDeactivateBinVars) );
3782
3783 /* allocate data for trustregion to include the parameter */
3785
3786 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/trustregion/violpenalty",
3787 "the penalty for each change in the binary variables from the candidate solution",
3789
3790 return SCIP_OKAY;
3791}
3792
3793/** initialization method of primal heuristic (called after problem was transformed) */
3794static
3796{ /*lint --e{715}*/
3797 SCIP_HEURDATA* heurdata;
3798 int i;
3799
3800 assert(scip != NULL);
3801 assert(heur != NULL);
3802
3803 heurdata = SCIPheurGetData(heur);
3804 assert(heurdata != NULL);
3805
3806 /* reactivate all neighborhoods if a new problem is read in */
3807 heurdata->nactiveneighborhoods = heurdata->nneighborhoods;
3808
3809 /* initialize neighborhoods for new problem */
3810 for( i = 0; i < heurdata->nneighborhoods; ++i )
3811 {
3812 NH* neighborhood = heurdata->neighborhoods[i];
3813
3814 SCIP_CALL( neighborhoodInit(scip, neighborhood) );
3815
3816 SCIP_CALL( resetFixingRate(scip, &neighborhood->fixingrate) );
3817
3818 SCIP_CALL( neighborhoodStatsReset(scip, &neighborhood->stats) );
3819 }
3820
3821 /* open reward file for reading */
3822 if( strcmp(heurdata->rewardfilename, DEFAULT_REWARDFILENAME) != 0 )
3823 {
3824 heurdata->rewardfile = fopen(heurdata->rewardfilename, "w");
3825
3826 if( heurdata->rewardfile == NULL )
3827 {
3828 SCIPerrorMessage("Error: Could not open reward file <%s>\n", heurdata->rewardfilename);
3829 return SCIP_FILECREATEERROR;
3830 }
3831
3832 SCIPdebugMsg(scip, "Writing reward information to <%s>\n", heurdata->rewardfilename);
3833 }
3834 else
3835 heurdata->rewardfile = NULL;
3836
3837 return SCIP_OKAY;
3838}
3839
3840
3841/** solving process initialization method of primal heuristic (called when branch and bound process is about to begin) */
3842static
3844{ /*lint --e{715}*/
3845 SCIP_HEURDATA* heurdata;
3846 int i;
3847 SCIP_Real* priorities;
3848 unsigned int initseed;
3849
3850 assert(scip != NULL);
3851 assert(heur != NULL);
3852
3853 heurdata = SCIPheurGetData(heur);
3854 assert(heurdata != NULL);
3855 heurdata->nactiveneighborhoods = heurdata->nneighborhoods;
3856
3857 SCIP_CALL( SCIPallocBufferArray(scip, &priorities, heurdata->nactiveneighborhoods) );
3858
3859 /* init neighborhoods for new problem by resetting their statistics and fixing rate */
3860 for( i = heurdata->nneighborhoods - 1; i >= 0; --i )
3861 {
3862 NH* neighborhood = heurdata->neighborhoods[i];
3863 SCIP_Bool deactivate;
3864
3865 SCIP_CALL( neighborhood->nhdeactivate(scip, &deactivate) );
3866
3867 /* disable inactive neighborhoods */
3868 if( deactivate || ! neighborhood->active )
3869 {
3870 if( heurdata->nactiveneighborhoods - 1 > i )
3871 {
3872 assert(heurdata->neighborhoods[heurdata->nactiveneighborhoods - 1]->active);
3873 SCIPswapPointers((void **)&heurdata->neighborhoods[i], (void **)&heurdata->neighborhoods[heurdata->nactiveneighborhoods - 1]);
3874 }
3875 heurdata->nactiveneighborhoods--;
3876 }
3877 }
3878
3879 /* collect neighborhood priorities */
3880 for( i = 0; i < heurdata->nactiveneighborhoods; ++i )
3881 priorities[i] = heurdata->neighborhoods[i]->priority;
3882
3883 initseed = (unsigned int)(heurdata->seed + SCIPgetNVars(scip));
3884
3885 /* active neighborhoods might change between init calls, reset functionality must take this into account */
3886 if( heurdata->bandit != NULL && SCIPbanditGetNActions(heurdata->bandit) != heurdata->nactiveneighborhoods )
3887 {
3888 SCIP_CALL( SCIPfreeBandit(scip, &heurdata->bandit) );
3889
3890 heurdata->bandit = NULL;
3891 }
3892
3893 if( heurdata->nactiveneighborhoods > 0 )
3894 { /* create or reset bandit algorithm */
3895 if( heurdata->bandit == NULL )
3896 {
3897 SCIP_CALL( createBandit(scip, heurdata, priorities, initseed) );
3898
3899 resetMinimumImprovement(heurdata);
3900 resetTargetNodeLimit(heurdata);
3901 }
3902 else if( heurdata->resetweights )
3903 {
3904 SCIP_CALL( SCIPresetBandit(scip, heurdata->bandit, priorities, initseed) );
3905
3906 resetMinimumImprovement(heurdata);
3907 resetTargetNodeLimit(heurdata);
3908 }
3909 }
3910
3911 heurdata->usednodes = 0;
3912 heurdata->ninitneighborhoods = heurdata->nactiveneighborhoods;
3913
3914 heurdata->lastcallsol = NULL;
3915 heurdata->firstcallthissol = 0;
3916
3917 resetCurrentNeighborhood(heurdata);
3918
3919 SCIPfreeBufferArray(scip, &priorities);
3920
3921 return SCIP_OKAY;
3922}
3923
3924
3925/** deinitialization method of primal heuristic (called before transformed problem is freed) */
3926static
3928{ /*lint --e{715}*/
3929 SCIP_HEURDATA* heurdata;
3930 int i;
3931
3932 assert(scip != NULL);
3933 assert(heur != NULL);
3934
3935 heurdata = SCIPheurGetData(heur);
3936 assert(heurdata != NULL);
3937
3938 /* free neighborhood specific data */
3939 for( i = 0; i < heurdata->nneighborhoods; ++i )
3940 {
3941 NH* neighborhood = heurdata->neighborhoods[i];
3942
3943 SCIP_CALL( neighborhoodExit(scip, neighborhood) );
3944 }
3945
3946 if( heurdata->rewardfile != NULL )
3947 {
3948 fclose(heurdata->rewardfile);
3949 heurdata->rewardfile = NULL;
3950 }
3951
3952 return SCIP_OKAY;
3953}
3954
3955/** destructor of primal heuristic to free user data (called when SCIP is exiting) */
3956static
3958{ /*lint --e{715}*/
3959 SCIP_HEURDATA* heurdata;
3960 int i;
3961
3962 assert(scip != NULL);
3963 assert(heur != NULL);
3964
3965 heurdata = SCIPheurGetData(heur);
3966 assert(heurdata != NULL);
3967
3968 /* bandits are only initialized if a problem has been read */
3969 if( heurdata->bandit != NULL )
3970 {
3971 SCIP_CALL( SCIPfreeBandit(scip, &heurdata->bandit) );
3972 }
3973
3974 /* free neighborhoods */
3975 for( i = 0; i < heurdata->nneighborhoods; ++i )
3976 {
3977 SCIP_CALL( alnsFreeNeighborhood(scip, &(heurdata->neighborhoods[i])) );
3978 }
3979
3980 SCIPfreeBlockMemoryArray(scip, &heurdata->neighborhoods, NNEIGHBORHOODS);
3981
3982 SCIPfreeBlockMemory(scip, &heurdata);
3983
3984 return SCIP_OKAY;
3985}
3986
3987/** output method of statistics table to output file stream 'file' */
3988static
3989SCIP_DECL_TABLEOUTPUT(tableOutputNeighborhood)
3990{ /*lint --e{715}*/
3991 SCIP_HEURDATA* heurdata;
3992
3993 assert(SCIPfindHeur(scip, HEUR_NAME) != NULL);
3995 assert(heurdata != NULL);
3996
3997 printNeighborhoodStatistics(scip, heurdata, file);
3998
3999 return SCIP_OKAY;
4000}
4001
4002/*
4003 * primal heuristic specific interface methods
4004 */
4005
4006/** creates the alns primal heuristic and includes it in SCIP */
4008 SCIP* scip /**< SCIP data structure */
4009 )
4010{
4011 SCIP_HEURDATA* heurdata;
4012 SCIP_HEUR* heur;
4013
4014 /* create alns primal heuristic data */
4015 heurdata = NULL;
4016 heur = NULL;
4017
4018 SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
4019 BMSclearMemory(heurdata);
4020
4021 /* TODO make this a user parameter? */
4022 heurdata->lplimfac = LPLIMFAC;
4023
4024 SCIP_CALL( SCIPallocBlockMemoryArray(scip, &heurdata->neighborhoods, NNEIGHBORHOODS) );
4025
4026 /* include primal heuristic */
4029 HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecAlns, heurdata) );
4030
4031 assert(heur != NULL);
4032
4033 /* primal heuristic is safe to use in exact solving mode */
4034 SCIPheurMarkExact(heur);
4035
4036 /* include all neighborhoods */
4037 SCIP_CALL( includeNeighborhoods(scip, heurdata) );
4038
4039 /* set non fundamental callbacks via setter functions */
4040 SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyAlns) );
4041 SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeAlns) );
4042 SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitAlns) );
4043 SCIP_CALL( SCIPsetHeurInitsol(scip, heur, heurInitsolAlns) );
4044 SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitAlns) );
4045
4046 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/shownbstats",
4047 "show statistics on neighborhoods?",
4048 &heurdata->shownbstats, TRUE, DEFAULT_SHOWNBSTATS, NULL, NULL) );
4049
4050 /* add alns primal heuristic parameters */
4051 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/maxnodes",
4052 "maximum number of nodes to regard in the subproblem",
4053 &heurdata->maxnodes, TRUE,DEFAULT_MAXNODES, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
4054
4055 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/nodesofs",
4056 "offset added to the nodes budget",
4057 &heurdata->nodesoffset, FALSE, DEFAULT_NODESOFFSET, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
4058
4059 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/minnodes",
4060 "minimum number of nodes required to start a sub-SCIP",
4061 &heurdata->minnodes, TRUE, DEFAULT_MINNODES, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
4062
4063 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/waitingnodes",
4064 "number of nodes since last incumbent solution that the heuristic should wait",
4065 &heurdata->waitingnodes, TRUE, DEFAULT_WAITINGNODES, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
4066
4067 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/nodesquot",
4068 "fraction of nodes compared to the main SCIP for budget computation",
4069 &heurdata->nodesquot, FALSE, DEFAULT_NODESQUOT, 0.0, 1.0, NULL, NULL) );
4070 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/nodesquotmin",
4071 "lower bound fraction of nodes compared to the main SCIP for budget computation",
4072 &heurdata->nodesquotmin, FALSE, DEFAULT_NODESQUOTMIN, 0.0, 1.0, NULL, NULL) );
4073
4074 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/startminimprove",
4075 "initial factor by which ALNS should at least improve the incumbent",
4076 &heurdata->startminimprove, TRUE, DEFAULT_STARTMINIMPROVE, 0.0, 1.0, NULL, NULL) );
4077
4078 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/minimprovelow",
4079 "lower threshold for the minimal improvement over the incumbent",
4080 &heurdata->minimprovelow, TRUE, DEFAULT_MINIMPROVELOW, 0.0, 1.0, NULL, NULL) );
4081
4082 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/minimprovehigh",
4083 "upper bound for the minimal improvement over the incumbent",
4084 &heurdata->minimprovehigh, TRUE, DEFAULT_MINIMPROVEHIGH, 0.0, 1.0, NULL, NULL) );
4085
4086 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/nsolslim",
4087 "limit on the number of improving solutions in a sub-SCIP call",
4088 &heurdata->nsolslim, FALSE, DEFAULT_NSOLSLIM, -1, INT_MAX, NULL, NULL) );
4089
4090 SCIP_CALL( SCIPaddCharParam(scip, "heuristics/" HEUR_NAME "/banditalgo",
4091 "the bandit algorithm: (u)pper confidence bounds, (e)xp.3, epsilon (g)reedy, exp.3-(i)x",
4092 &heurdata->banditalgo, TRUE, DEFAULT_BANDITALGO, "uegi", NULL, NULL) );
4093
4094 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/gamma",
4095 "weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution for exp3",
4096 &heurdata->exp3_gamma, TRUE, DEFAULT_GAMMA, 0.0, 1.0, NULL, NULL) );
4097
4098 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/beta",
4099 "reward offset between 0 and 1 at every observation for Exp.3",
4100 &heurdata->exp3_beta, TRUE, DEFAULT_BETA, 0.0, 1.0, NULL, NULL) );
4101
4102 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/alpha",
4103 "parameter to increase the confidence width in UCB",
4104 &heurdata->ucb_alpha, TRUE, DEFAULT_ALPHA, 0.0, 100.0, NULL, NULL) );
4105
4106 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/usedistances",
4107 "distances from fixed variables be used for variable prioritization",
4108 &heurdata->usedistances, TRUE, DEFAULT_USEDISTANCES, NULL, NULL) );
4109
4110 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/useredcost",
4111 "should reduced cost scores be used for variable prioritization?",
4112 &heurdata->useredcost, TRUE, DEFAULT_USEREDCOST, NULL, NULL) );
4113
4114 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/domorefixings",
4115 "should the ALNS heuristic do more fixings by itself based on variable prioritization "
4116 "until the target fixing rate is reached?",
4117 &heurdata->domorefixings, TRUE, DEFAULT_DOMOREFIXINGS, NULL, NULL) );
4118
4119 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/adjustfixingrate",
4120 "should the heuristic adjust the target fixing rate based on the success?",
4121 &heurdata->adjustfixingrate, TRUE, DEFAULT_ADJUSTFIXINGRATE, NULL, NULL) );
4122
4123 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/usesubscipheurs",
4124 "should the heuristic activate other sub-SCIP heuristics during its search?",
4125 &heurdata->usesubscipheurs, TRUE, DEFAULT_USESUBSCIPHEURS, NULL, NULL) );
4126
4127 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/rewardcontrol",
4128 "reward control to increase the weight of the simple solution indicator and decrease the weight of the closed gap reward",
4129 &heurdata->rewardcontrol, TRUE, DEFAULT_REWARDCONTROL, 0.0, 1.0, NULL, NULL) );
4130
4131 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/targetnodefactor",
4132 "factor by which target node number is eventually increased",
4133 &heurdata->targetnodefactor, TRUE, DEFAULT_TARGETNODEFACTOR, 1.0, 1e+5, NULL, NULL) );
4134
4135 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/seed",
4136 "initial random seed for bandit algorithms and random decisions by neighborhoods",
4137 &heurdata->seed, FALSE, DEFAULT_SEED, 0, INT_MAX, NULL, NULL) );
4138 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/maxcallssamesol",
4139 "number of allowed executions of the heuristic on the same incumbent solution (-1: no limit, 0: number of active neighborhoods)",
4140 &heurdata->maxcallssamesol, TRUE, DEFAULT_MAXCALLSSAMESOL, -1, 100, NULL, NULL) );
4141
4142 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/adjustminimprove",
4143 "should the factor by which the minimum improvement is bound be dynamically updated?",
4144 &heurdata->adjustminimprove, TRUE, DEFAULT_ADJUSTMINIMPROVE, NULL, NULL) );
4145
4146 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/adjusttargetnodes",
4147 "should the target nodes be dynamically adjusted?",
4148 &heurdata->adjusttargetnodes, TRUE, DEFAULT_ADJUSTTARGETNODES, NULL, NULL) );
4149
4150 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/eps",
4151 "increase exploration in epsilon-greedy bandit algorithm",
4152 &heurdata->epsgreedy_eps, TRUE, DEFAULT_EPS, 0.0, 1.0, NULL, NULL) );
4153
4154 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/rewardbaseline",
4155 "the reward baseline to separate successful and failed calls",
4156 &heurdata->rewardbaseline, TRUE, DEFAULT_REWARDBASELINE, 0.0, 0.99, NULL, NULL) );
4157
4158 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/resetweights",
4159 "should the bandit algorithms be reset when a new problem is read?",
4160 &heurdata->resetweights, TRUE, DEFAULT_RESETWEIGHTS, NULL, NULL) );
4161
4162 SCIP_CALL( SCIPaddStringParam(scip, "heuristics/" HEUR_NAME "/rewardfilename", "file name to store all rewards and the selection of the bandit",
4163 &heurdata->rewardfilename, TRUE, DEFAULT_REWARDFILENAME, NULL, NULL) );
4164
4165 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/subsciprandseeds",
4166 "should random seeds of sub-SCIPs be altered to increase diversification?",
4167 &heurdata->subsciprandseeds, TRUE, DEFAULT_SUBSCIPRANDSEEDS, NULL, NULL) );
4168
4169 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/scalebyeffort",
4170 "should the reward be scaled by the effort?",
4171 &heurdata->scalebyeffort, TRUE, DEFAULT_SCALEBYEFFORT, NULL, NULL) );
4172
4173 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/copycuts",
4174 "should cutting planes be copied to the sub-SCIP?",
4175 &heurdata->copycuts, TRUE, DEFAULT_COPYCUTS, NULL, NULL) );
4176
4177 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/fixtol",
4178 "tolerance by which the fixing rate may be missed without generic fixing",
4179 &heurdata->fixtol, TRUE, DEFAULT_FIXTOL, 0.0, 1.0, NULL, NULL) );
4180
4181 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/unfixtol",
4182 "tolerance by which the fixing rate may be exceeded without generic unfixing",
4183 &heurdata->unfixtol, TRUE, DEFAULT_UNFIXTOL, 0.0, 1.0, NULL, NULL) );
4184
4185 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/uselocalredcost",
4186 "should local reduced costs be used for generic (un)fixing?",
4187 &heurdata->uselocalredcost, TRUE, DEFAULT_USELOCALREDCOST, NULL, NULL) );
4188
4189 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/usepscost",
4190 "should pseudo cost scores be used for variable priorization?",
4191 &heurdata->usepscost, TRUE, DEFAULT_USEPSCOST, NULL, NULL) );
4192
4193 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/initduringroot",
4194 "should the heuristic be executed multiple times during the root node?",
4195 &heurdata->initduringroot, TRUE, DEFAULT_INITDURINGROOT, NULL, NULL) );
4196
4199 NULL, NULL, NULL, NULL, NULL, NULL, tableOutputNeighborhood, NULL,
4201
4202 return SCIP_OKAY;
4203}
static GRAPHNODE ** active
SCIP_VAR ** b
Definition: circlepacking.c:65
Constraint handler for linear constraints in their most general form, .
#define NULL
Definition: def.h:248
#define SCIP_MAXSTRLEN
Definition: def.h:269
#define SCIP_Longint
Definition: def.h:141
#define SCIP_REAL_MAX
Definition: def.h:158
#define SCIP_Bool
Definition: def.h:91
#define MIN(x, y)
Definition: def.h:224
#define SCIP_ALLOC(x)
Definition: def.h:366
#define SCIP_Real
Definition: def.h:156
#define TRUE
Definition: def.h:93
#define FALSE
Definition: def.h:94
#define MAX(x, y)
Definition: def.h:220
#define SCIP_CALL_ABORT(x)
Definition: def.h:334
#define SCIP_LONGINT_FORMAT
Definition: def.h:148
#define SCIPABORT()
Definition: def.h:327
#define REALABS(x)
Definition: def.h:182
#define SCIP_LONGINT_MAX
Definition: def.h:142
#define SCIP_REAL_FORMAT
Definition: def.h:161
#define SCIP_CALL(x)
Definition: def.h:355
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
SCIP_RETCODE SCIPcreateConsBasicLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs)
SCIP_RETCODE SCIPcreateConsLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_RETCODE SCIPtranslateSubSol(SCIP *scip, SCIP *subscip, SCIP_SOL *subsol, SCIP_HEUR *heur, SCIP_VAR **subvars, SCIP_SOL **newsol)
Definition: scip_copy.c:1397
SCIP_Bool SCIPisTransformed(SCIP *scip)
Definition: scip_general.c:647
SCIP_Bool SCIPisStopped(SCIP *scip)
Definition: scip_general.c:759
SCIP_RETCODE SCIPfree(SCIP **scip)
Definition: scip_general.c:402
SCIP_RETCODE SCIPcreate(SCIP **scip)
Definition: scip_general.c:370
SCIP_STATUS SCIPgetStatus(SCIP *scip)
Definition: scip_general.c:562
int SCIPgetNObjVars(SCIP *scip)
Definition: scip_prob.c:2616
int SCIPgetNIntVars(SCIP *scip)
Definition: scip_prob.c:2340
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1661
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:2115
int SCIPgetNVars(SCIP *scip)
Definition: scip_prob.c:2246
SCIP_RETCODE SCIPaddCons(SCIP *scip, SCIP_CONS *cons)
Definition: scip_prob.c:3274
SCIP_VAR ** SCIPgetVars(SCIP *scip)
Definition: scip_prob.c:2201
int SCIPgetNOrigVars(SCIP *scip)
Definition: scip_prob.c:2838
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2293
SCIP_Bool SCIPisObjIntegral(SCIP *scip)
Definition: scip_prob.c:1801
void SCIPhashmapFree(SCIP_HASHMAP **hashmap)
Definition: misc.c:3095
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3284
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3061
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:208
#define SCIPdebugMsg
Definition: scip_message.h:78
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
Definition: scip_param.c:250
SCIP_RETCODE SCIPaddLongintParam(SCIP *scip, const char *name, const char *desc, SCIP_Longint *valueptr, SCIP_Bool isadvanced, SCIP_Longint defaultvalue, SCIP_Longint minvalue, SCIP_Longint maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:111
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:219
SCIP_RETCODE SCIPaddCharParam(SCIP *scip, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:167
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:83
SCIP_RETCODE SCIPaddStringParam(SCIP *scip, const char *name, const char *desc, char **valueptr, SCIP_Bool isadvanced, const char *defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:194
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:545
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:139
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet)
Definition: scip_param.c:904
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:307
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:956
SCIP_RETCODE SCIPsetCharParam(SCIP *scip, const char *name, char value)
Definition: scip_param.c:661
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:57
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:429
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:603
SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:985
void SCIPswapPointers(void **pointer1, void **pointer2)
Definition: misc.c:10511
SCIP_RETCODE SCIPincludeHeurAlns(SCIP *scip)
Definition: heur_alns.c:4007
SCIP_RETCODE SCIPresetBandit(SCIP *scip, SCIP_BANDIT *bandit, SCIP_Real *priorities, unsigned int seed)
Definition: scip_bandit.c:91
SCIP_RETCODE SCIPbanditUpdate(SCIP_BANDIT *bandit, int action, SCIP_Real score)
Definition: bandit.c:174
int SCIPbanditGetNActions(SCIP_BANDIT *bandit)
Definition: bandit.c:303
SCIP_Real SCIPgetProbabilityExp3IX(SCIP_BANDIT *exp3ix, int action)
SCIP_Real * SCIPgetWeightsEpsgreedy(SCIP_BANDIT *epsgreedy)
SCIP_RANDNUMGEN * SCIPbanditGetRandnumgen(SCIP_BANDIT *bandit)
Definition: bandit.c:293
SCIP_RETCODE SCIPcreateBanditExp3(SCIP *scip, SCIP_BANDIT **exp3, SCIP_Real *priorities, SCIP_Real gammaparam, SCIP_Real beta, int nactions, unsigned int initseed)
Definition: bandit_exp3.c:311
SCIP_RETCODE SCIPcreateBanditEpsgreedy(SCIP *scip, SCIP_BANDIT **epsgreedy, SCIP_Real *priorities, SCIP_Real eps, SCIP_Bool usemodification, SCIP_Bool preferrecent, SCIP_Real decayfactor, int avglim, int nactions, unsigned int initseed)
SCIP_Real SCIPgetConfidenceBoundUcb(SCIP_BANDIT *ucb, int action)
Definition: bandit_ucb.c:263
SCIP_RETCODE SCIPcreateBanditExp3IX(SCIP *scip, SCIP_BANDIT **exp3ix, SCIP_Real *priorities, int nactions, unsigned int initseed)
SCIP_RETCODE SCIPbanditSelect(SCIP_BANDIT *bandit, int *action)
Definition: bandit.c:153
SCIP_RETCODE SCIPcreateBanditUcb(SCIP *scip, SCIP_BANDIT **ucb, SCIP_Real *priorities, SCIP_Real alpha, int nactions, unsigned int initseed)
Definition: bandit_ucb.c:337
SCIP_RETCODE SCIPfreeBandit(SCIP *scip, SCIP_BANDIT **bandit)
Definition: scip_bandit.c:107
SCIP_Real SCIPgetProbabilityExp3(SCIP_BANDIT *exp3, int action)
Definition: bandit_exp3.c:363
SCIP_BRANCHRULE * SCIPfindBranchrule(SCIP *scip, const char *name)
Definition: scip_branch.c:304
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1173
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: scip_event.c:111
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:396
SCIP_EVENTTYPE SCIPeventGetType(SCIP_EVENT *event)
Definition: event.c:1194
SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:293
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:167
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1368
SCIP_RETCODE SCIPincludeHeurBasic(SCIP *scip, SCIP_HEUR **heur, const char *name, const char *desc, char dispchar, int priority, int freq, int freqofs, int maxdepth, SCIP_HEURTIMING timingmask, SCIP_Bool usessubscip, SCIP_DECL_HEUREXEC((*heurexec)), SCIP_HEURDATA *heurdata)
Definition: scip_heur.c:122
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:183
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:215
SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur)
Definition: heur.c:1613
SCIP_Longint SCIPheurGetNCalls(SCIP_HEUR *heur)
Definition: heur.c:1593
SCIP_RETCODE SCIPsetHeurInitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINITSOL((*heurinitsol)))
Definition: scip_heur.c:231
SCIP_HEUR * SCIPfindHeur(SCIP *scip, const char *name)
Definition: scip_heur.c:263
void SCIPheurMarkExact(SCIP_HEUR *heur)
Definition: heur.c:1457
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:199
int SCIPheurGetFreq(SCIP_HEUR *heur)
Definition: heur.c:1552
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1467
SCIP_Bool SCIPhasCurrentNodeLP(SCIP *scip)
Definition: scip_lp.c:87
SCIP_LPSOLSTAT SCIPgetLPSolstat(SCIP *scip)
Definition: scip_lp.c:174
SCIP_Longint SCIPgetMemExternEstim(SCIP *scip)
Definition: scip_mem.c:126
#define SCIPfreeBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:110
SCIP_Longint SCIPgetMemUsed(SCIP *scip)
Definition: scip_mem.c:100
BMS_BLKMEM * SCIPblkmem(SCIP *scip)
Definition: scip_mem.c:57
#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:136
#define SCIPduplicateBufferArray(scip, ptr, source, num)
Definition: scip_mem.h:132
#define SCIPallocBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:93
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
SCIP_NODESEL * SCIPfindNodesel(SCIP *scip, const char *name)
Definition: scip_nodesel.c:242
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
Definition: scip_sol.c:2981
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:516
SCIP_SOLORIGIN SCIPsolGetOrigin(SCIP_SOL *sol)
Definition: sol.c:4130
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:1252
SCIP_Longint SCIPsolGetNodenum(SCIP_SOL *sol)
Definition: sol.c:4239
int SCIPgetNSols(SCIP *scip)
Definition: scip_sol.c:2882
SCIP_RETCODE SCIPgetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_sol.c:1846
SCIP_SOL ** SCIPgetSols(SCIP *scip)
Definition: scip_sol.c:2931
SCIP_RETCODE SCIPcheckSol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *feasible)
Definition: scip_sol.c:4312
SCIP_RETCODE SCIPtrySolFree(SCIP *scip, SCIP_SOL **sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *stored)
Definition: scip_sol.c:4109
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
Definition: scip_sol.c:1571
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1765
SCIP_Real SCIPgetSolTransObj(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:2005
SCIP_Real SCIPretransformObj(SCIP *scip, SCIP_Real obj)
Definition: scip_sol.c:2132
SCIP_RETCODE SCIPtransformProb(SCIP *scip)
Definition: scip_solve.c:232
SCIP_RETCODE SCIPpresolve(SCIP *scip)
Definition: scip_solve.c:2449
SCIP_RETCODE SCIPinterruptSolve(SCIP *scip)
Definition: scip_solve.c:3548
SCIP_RETCODE SCIPsolve(SCIP *scip)
Definition: scip_solve.c:2635
SCIP_Real SCIPgetUpperbound(SCIP *scip)
SCIP_Longint SCIPgetNNodes(SCIP *scip)
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
SCIP_Real SCIPgetLowerbound(SCIP *scip)
SCIP_Longint SCIPgetNLPs(SCIP *scip)
SCIP_Real SCIPgetCutoffbound(SCIP *scip)
SCIP_RETCODE SCIPcopyLargeNeighborhoodSearch(SCIP *sourcescip, SCIP *subscip, SCIP_HASHMAP *varmap, const char *suffix, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Bool uselprows, SCIP_Bool copycuts, SCIP_Bool *success, SCIP_Bool *valid)
Definition: heuristics.c:953
SCIP_RETCODE SCIPaddTrustregionNeighborhoodConstraint(SCIP *sourcescip, SCIP *targetscip, SCIP_VAR **subvars, SCIP_Real violpenalty)
Definition: heuristics.c:1042
SCIP_TABLE * SCIPfindTable(SCIP *scip, const char *name)
Definition: scip_table.c:101
SCIP_RETCODE SCIPincludeTable(SCIP *scip, const char *name, const char *desc, SCIP_Bool active, SCIP_DECL_TABLECOPY((*tablecopy)), SCIP_DECL_TABLEFREE((*tablefree)), SCIP_DECL_TABLEINIT((*tableinit)), SCIP_DECL_TABLEEXIT((*tableexit)), SCIP_DECL_TABLEINITSOL((*tableinitsol)), SCIP_DECL_TABLEEXITSOL((*tableexitsol)), SCIP_DECL_TABLEOUTPUT((*tableoutput)), SCIP_DECL_TABLECOLLECT((*tablecollect)), SCIP_TABLEDATA *tabledata, int position, SCIP_STAGE earlieststage)
Definition: scip_table.c:62
SCIP_RETCODE SCIPcreateClock(SCIP *scip, SCIP_CLOCK **clck)
Definition: scip_timing.c:76
SCIP_RETCODE SCIPresetClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:144
SCIP_RETCODE SCIPstopClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:178
SCIP_Real SCIPgetSolvingTime(SCIP *scip)
Definition: scip_timing.c:378
SCIP_RETCODE SCIPfreeClock(SCIP *scip, SCIP_CLOCK **clck)
Definition: scip_timing.c:127
SCIP_Real SCIPgetClockTime(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:319
SCIP_RETCODE SCIPstartClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:161
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_Bool SCIPisDualfeasNegative(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Real SCIPfeasCeil(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisDualfeasPositive(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisFeasZero(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPfloor(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPfeasFloor(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPround(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisFeasIntegral(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPfrac(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisDualfeasZero(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Real SCIPsumepsilon(SCIP *scip)
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
int SCIPgetDepth(SCIP *scip)
Definition: scip_tree.c:672
SCIP_RETCODE SCIPvariablegraphBreadthFirst(SCIP *scip, SCIP_VGRAPH *vargraph, SCIP_VAR **startvars, int nstartvars, int *distances, int maxdistance, int maxvars, int maxbinintvars)
Definition: heur.c:1704
SCIP_VARSTATUS SCIPvarGetStatus(SCIP_VAR *var)
Definition: var.c:23386
SCIP_Bool SCIPvarIsImpliedIntegral(SCIP_VAR *var)
Definition: var.c:23498
SCIP_Real SCIPvarGetBestRootSol(SCIP_VAR *var)
Definition: var.c:19480
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:23900
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:23453
SCIP_Real SCIPvarGetUbGlobal(SCIP_VAR *var)
Definition: var.c:24142
int SCIPvarGetProbindex(SCIP_VAR *var)
Definition: var.c:23662
const char * SCIPvarGetName(SCIP_VAR *var)
Definition: var.c:23267
SCIP_Real SCIPvarGetRootSol(SCIP_VAR *var)
Definition: var.c:19115
SCIP_RETCODE SCIPchgVarLbGlobal(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:6141
SCIP_Real SCIPgetVarPseudocostVal(SCIP *scip, SCIP_VAR *var, SCIP_Real solvaldelta)
Definition: scip_var.c:11188
SCIP_Real SCIPvarGetLPSol(SCIP_VAR *var)
Definition: var.c:24664
SCIP_RETCODE SCIPchgVarUbGlobal(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:6230
SCIP_Real SCIPgetVarRedcost(SCIP *scip, SCIP_VAR *var)
Definition: scip_var.c:2608
SCIP_Real SCIPvarGetLbGlobal(SCIP_VAR *var)
Definition: var.c:24120
SCIP_Real SCIPvarGetBestRootRedcost(SCIP_VAR *var)
Definition: var.c:19547
SCIP_RETCODE SCIPchgVarObj(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_var.c:5372
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10245
SCIP_RETCODE SCIPcreateRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen, unsigned int initialseed, SCIP_Bool useglobalseed)
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10223
void SCIPselectInd(int *indarray, SCIP_DECL_SORTINDCOMP((*indcomp)), void *dataptr, int k, int len)
void SCIPselectDownInd(int *indarray, SCIP_DECL_SORTINDCOMP((*indcomp)), void *dataptr, int k, int len)
void SCIPsortDownRealInt(SCIP_Real *realarray, int *intarray, int len)
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10827
static void tryAdd2variableBuffer(SCIP *scip, SCIP_VAR *var, SCIP_Real val, SCIP_VAR **varbuf, SCIP_Real *valbuf, int *nfixings, SCIP_Bool integer)
Definition: heur_alns.c:1363
static void updateRunStats(NH_STATS *stats, SCIP *subscip)
Definition: heur_alns.c:1054
#define DEFAULT_ACTIVE_MUTATION
Definition: heur_alns.c:168
#define DEFAULT_MINFIXINGRATE_ZEROOBJECTIVE
Definition: heur_alns.c:186
enum HistIndex HISTINDEX
Definition: heur_alns.c:335
static SCIP_RETCODE alnsFixMoreVariables(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_SOL *refsol, SCIP_VAR **varbuf, SCIP_Real *valbuf, int *nfixings, int ntargetfixings, SCIP_Bool *success)
Definition: heur_alns.c:1429
#define DECL_NHEXIT(x)
Definition: heur_alns.c:292
static SCIP_RETCODE alnsFreeNeighborhood(SCIP *scip, NH **neighborhood)
Definition: heur_alns.c:861
#define TABLE_POSITION_NEIGHBORHOOD
Definition: heur_alns.c:214
#define DEFAULT_NODESQUOT
Definition: heur_alns.c:90
static void increaseFixingRate(NH_FIXINGRATE *fx)
Definition: heur_alns.c:558
#define DEFAULT_MINIMPROVEHIGH
Definition: heur_alns.c:107
#define DEFAULT_MAXCALLSSAMESOL
Definition: heur_alns.c:101
#define NNEIGHBORHOODS
Definition: heur_alns.c:83
#define DEFAULT_NSOLSLIM
Definition: heur_alns.c:93
#define DECL_NHDEACTIVATE(x)
Definition: heur_alns.c:319
static SCIP_DECL_HEURINIT(heurInitAlns)
Definition: heur_alns.c:3795
static SCIP_RETCODE neighborhoodStatsReset(SCIP *scip, NH_STATS *stats)
Definition: heur_alns.c:773
#define DEFAULT_MINIMPROVELOW
Definition: heur_alns.c:106
#define DEFAULT_REWARDBASELINE
Definition: heur_alns.c:122
#define DEFAULT_PRIORITY_RENS
Definition: heur_alns.c:159
#define DEFAULT_ACTIVE_PROXIMITY
Definition: heur_alns.c:178
#define DEFAULT_NODESQUOTMIN
Definition: heur_alns.c:91
#define DEFAULT_MINFIXINGRATE_DINS
Definition: heur_alns.c:191
#define DEFAULT_SEED
Definition: heur_alns.c:151
#define DEFAULT_ACTIVE_RINS
Definition: heur_alns.c:163
static void updateNeighborhoodStats(NH_STATS *runstats, NH *neighborhood, SCIP_STATUS subscipstatus)
Definition: heur_alns.c:1172
#define TABLE_NAME_NEIGHBORHOOD
Definition: heur_alns.c:212
#define DEFAULT_COPYCUTS
Definition: heur_alns.c:147
#define DEFAULT_MAXNODES
Definition: heur_alns.c:95
static SCIP_RETCODE neighborhoodGetRefsol(SCIP *scip, NH *neighborhood, SCIP_SOL **solptr)
Definition: heur_alns.c:1395
#define DEFAULT_USEREDCOST
Definition: heur_alns.c:138
#define HEUR_TIMING
Definition: heur_alns.c:80
#define DEFAULT_MINNODES
Definition: heur_alns.c:94
#define DEFAULT_ADJUSTFIXINGRATE
Definition: heur_alns.c:143
#define DEFAULT_ADJUSTMINIMPROVE
Definition: heur_alns.c:110
static void decreaseFixingRate(NH_FIXINGRATE *fx)
Definition: heur_alns.c:571
#define DECL_NHINIT(x)
Definition: heur_alns.c:286
static void increaseMinimumImprovement(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:697
#define DECL_NHFREE(x)
Definition: heur_alns.c:298
#define MINIMPROVEFAC
Definition: heur_alns.c:108
#define DEFAULT_FIXTOL
Definition: heur_alns.c:123
static SCIP_RETCODE updateBanditAlgorithm(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_Real reward, int neighborhoodidx)
Definition: heur_alns.c:2153
#define HEUR_FREQOFS
Definition: heur_alns.c:78
#define FIXINGRATE_STARTINC
Definition: heur_alns.c:145
#define HEUR_DESC
Definition: heur_alns.c:74
static void resetMinimumImprovement(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:687
#define DEFAULT_MAXFIXINGRATE_RENS
Definition: heur_alns.c:157
#define DEFAULT_PRIORITY_PROXIMITY
Definition: heur_alns.c:179
static void resetTargetNodeLimit(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:641
static SCIP_RETCODE neighborhoodInit(SCIP *scip, NH *neighborhood)
Definition: heur_alns.c:892
#define DEFAULT_STARTMINIMPROVE
Definition: heur_alns.c:109
#define DEFAULT_ACTIVE_TRUSTREGION
Definition: heur_alns.c:198
#define DEFAULT_MINFIXINGRATE_RENS
Definition: heur_alns.c:156
#define DEFAULT_MAXFIXINGRATE_DINS
Definition: heur_alns.c:192
#define FIXINGRATE_DECAY
Definition: heur_alns.c:144
#define DEFAULT_MINFIXINGRATE_RINS
Definition: heur_alns.c:161
static SCIP_DECL_EVENTEXEC(eventExecAlns)
Definition: heur_alns.c:1005
#define DEFAULT_PRIORITY_ZEROOBJECTIVE
Definition: heur_alns.c:189
static void updateMinimumImprovement(SCIP_HEURDATA *heurdata, SCIP_STATUS subscipstatus, NH_STATS *runstats)
Definition: heur_alns.c:722
#define DEFAULT_WAITINGNODES
Definition: heur_alns.c:96
#define DEFAULT_NODESOFFSET
Definition: heur_alns.c:92
#define TABLE_DESC_NEIGHBORHOOD
Definition: heur_alns.c:213
#define DECL_CHANGESUBSCIP(x)
Definition: heur_alns.c:274
RewardType
Definition: heur_alns.c:219
@ REWARDTYPE_NOSOLPENALTY
Definition: heur_alns.c:223
@ REWARDTYPE_BESTSOL
Definition: heur_alns.c:221
@ REWARDTYPE_TOTAL
Definition: heur_alns.c:220
@ NREWARDTYPES
Definition: heur_alns.c:224
@ REWARDTYPE_CLOSEDGAP
Definition: heur_alns.c:222
static SCIP_DECL_HEURINITSOL(heurInitsolAlns)
Definition: heur_alns.c:3843
#define DEFAULT_RESETWEIGHTS
Definition: heur_alns.c:120
#define HEUR_DISPCHAR
Definition: heur_alns.c:75
#define HEUR_MAXDEPTH
Definition: heur_alns.c:79
static void increaseTargetNodeLimit(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:628
#define HEUR_PRIORITY
Definition: heur_alns.c:76
#define DEFAULT_MAXFIXINGRATE_MUTATION
Definition: heur_alns.c:167
#define TABLE_EARLIEST_STAGE_NEIGHBORHOOD
Definition: heur_alns.c:215
static SCIP_DECL_HEURFREE(heurFreeAlns)
Definition: heur_alns.c:3957
#define DEFAULT_ADJUSTTARGETNODES
Definition: heur_alns.c:111
static void updateTargetNodeLimit(SCIP_HEURDATA *heurdata, NH_STATS *runstats, SCIP_STATUS subscipstatus)
Definition: heur_alns.c:650
#define DECL_NHREFSOL(x)
Definition: heur_alns.c:311
#define DEFAULT_USELOCALREDCOST
Definition: heur_alns.c:125
#define DEFAULT_MAXFIXINGRATE_TRUSTREGION
Definition: heur_alns.c:197
#define DEFAULT_MAXFIXINGRATE_ZEROOBJECTIVE
Definition: heur_alns.c:187
static void updateFixingRate(NH *neighborhood, SCIP_STATUS subscipstatus, NH_STATS *runstats)
Definition: heur_alns.c:581
#define HEUR_NAME
Definition: heur_alns.c:73
static SCIP_DECL_SORTINDCOMP(sortIndCompAlns)
Definition: heur_alns.c:1212
static void initRunStats(SCIP *scip, NH_STATS *stats)
Definition: heur_alns.c:1039
static SCIP_DECL_HEURCOPY(heurCopyAlns)
Definition: heur_alns.c:1648
static SCIP_BANDIT * getBandit(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:2039
static SCIP_RETCODE selectNeighborhood(SCIP *scip, SCIP_HEURDATA *heurdata, int *neighborhoodidx)
Definition: heur_alns.c:2049
#define DEFAULT_ACTIVE_RENS
Definition: heur_alns.c:158
#define NHISTENTRIES
Definition: heur_alns.c:336
static void updateFixingRateIncrement(NH_FIXINGRATE *fx)
Definition: heur_alns.c:544
#define DEFAULT_MINFIXINGRATE_CROSSOVER
Definition: heur_alns.c:181
static SCIP_RETCODE addLocalBranchingConstraint(SCIP *sourcescip, SCIP *targetscip, SCIP_VAR **subvars, int distance, SCIP_Bool *success, int *naddedconss)
Definition: heur_alns.c:3242
#define DEFAULT_REWARDCONTROL
Definition: heur_alns.c:118
#define DEFAULT_ACTIVE_ZEROOBJECTIVE
Definition: heur_alns.c:188
#define DEFAULT_MINFIXINGRATE_LOCALBRANCHING
Definition: heur_alns.c:171
#define SCIP_EVENTTYPE_ALNS
Definition: heur_alns.c:209
HistIndex
Definition: heur_alns.c:326
@ HIDX_STALLNODE
Definition: heur_alns.c:330
@ HIDX_OTHER
Definition: heur_alns.c:333
@ HIDX_SOLLIM
Definition: heur_alns.c:332
@ HIDX_USR
Definition: heur_alns.c:328
@ HIDX_OPT
Definition: heur_alns.c:327
@ HIDX_INFEAS
Definition: heur_alns.c:331
@ HIDX_NODELIM
Definition: heur_alns.c:329
static SCIP_RETCODE determineLimits(SCIP *scip, SCIP_HEUR *heur, SOLVELIMITS *solvelimits, SCIP_Bool *runagain)
Definition: heur_alns.c:1971
#define DEFAULT_PRIORITY_CROSSOVER
Definition: heur_alns.c:184
#define DEFAULT_DOMOREFIXINGS
Definition: heur_alns.c:141
static SCIP_RETCODE setLimits(SCIP *subscip, SOLVELIMITS *solvelimits)
Definition: heur_alns.c:1951
#define DEFAULT_INITDURINGROOT
Definition: heur_alns.c:100
#define DEFAULT_VIOLPENALTY_TRUSTREGION
Definition: heur_alns.c:204
#define DEFAULT_UNFIXTOL
Definition: heur_alns.c:124
static SCIP_RETCODE resetFixingRate(SCIP *scip, NH_FIXINGRATE *fixingrate)
Definition: heur_alns.c:516
#define DEFAULT_ALPHA
Definition: heur_alns.c:133
static SCIP_DECL_HEUREXIT(heurExitAlns)
Definition: heur_alns.c:3927
#define MUTATIONSEED
Definition: heur_alns.c:152
#define DEFAULT_ACTIVE_LOCALBRANCHING
Definition: heur_alns.c:173
static void decreaseMinimumImprovement(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:709
static SCIP_RETCODE fixMatchingSolutionValues(SCIP *scip, SCIP_SOL **sols, int nsols, SCIP_VAR **vars, int nvars, SCIP_VAR **varbuf, SCIP_Real *valbuf, int *nfixings)
Definition: heur_alns.c:2868
#define DEFAULT_PRIORITY_MUTATION
Definition: heur_alns.c:169
#define DEFAULT_PRIORITY_RINS
Definition: heur_alns.c:164
#define DEFAULT_REWARDFILENAME
Definition: heur_alns.c:148
static SCIP_Real getVariablePscostScore(SCIP *scip, SCIP_VAR *var, SCIP_Real refsolval, SCIP_Bool uselocallpsol)
Definition: heur_alns.c:1334
static int getHistIndex(SCIP_STATUS subscipstatus)
Definition: heur_alns.c:1068
#define DEFAULT_ACTIVE_DINS
Definition: heur_alns.c:193
#define EVENTHDLR_DESC
Definition: heur_alns.c:208
#define DEFAULT_PRIORITY_TRUSTREGION
Definition: heur_alns.c:199
#define LPLIMFAC
Definition: heur_alns.c:99
#define CROSSOVERSEED
Definition: heur_alns.c:153
#define DEFAULT_MAXFIXINGRATE_LOCALBRANCHING
Definition: heur_alns.c:172
#define HEUR_FREQ
Definition: heur_alns.c:77
#define DEFAULT_SUBSCIPRANDSEEDS
Definition: heur_alns.c:121
#define DEFAULT_NPOOLSOLS_DINS
Definition: heur_alns.c:203
static void computeIntegerVariableBoundsDins(SCIP *scip, SCIP_VAR *var, SCIP_Real *lbptr, SCIP_Real *ubptr)
Definition: heur_alns.c:3402
#define DEFAULT_MAXFIXINGRATE_RINS
Definition: heur_alns.c:162
static SCIP_RETCODE includeNeighborhoods(SCIP *scip, SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:3704
#define DEFAULT_MINFIXINGRATE_MUTATION
Definition: heur_alns.c:166
#define DEFAULT_EPS
Definition: heur_alns.c:132
#define DEFAULT_TARGETNODEFACTOR
Definition: heur_alns.c:97
#define DEFAULT_MAXFIXINGRATE_CROSSOVER
Definition: heur_alns.c:182
#define DEFAULT_NSOLS_CROSSOVER
Definition: heur_alns.c:202
#define DEFAULT_USEDISTANCES
Definition: heur_alns.c:140
#define DEFAULT_SCALEBYEFFORT
Definition: heur_alns.c:119
static void resetCurrentNeighborhood(SCIP_HEURDATA *heurdata)
Definition: heur_alns.c:533
static SCIP_RETCODE getReward(SCIP *scip, SCIP_HEURDATA *heurdata, NH_STATS *runstats, SCIP_Real *rewardptr)
Definition: heur_alns.c:2072
static SCIP_Real getVariableRedcostScore(SCIP *scip, SCIP_VAR *var, SCIP_Real refsolval, SCIP_Bool uselocalredcost)
Definition: heur_alns.c:1281
#define HEUR_USESSUBSCIP
Definition: heur_alns.c:81
static SCIP_DECL_HEUREXEC(heurExecAlns)
Definition: heur_alns.c:2327
#define DEFAULT_BETA
Definition: heur_alns.c:126
#define DEFAULT_SHOWNBSTATS
Definition: heur_alns.c:85
static SCIP_RETCODE alnsUnfixVariables(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **varbuf, SCIP_Real *valbuf, int *nfixings, int ntargetfixings, SCIP_Bool *success)
Definition: heur_alns.c:1666
static SCIP_RETCODE neighborhoodExit(SCIP *scip, NH *neighborhood)
Definition: heur_alns.c:911
#define DEFAULT_ACTIVE_CROSSOVER
Definition: heur_alns.c:183
#define DEFAULT_USESUBSCIPHEURS
Definition: heur_alns.c:146
#define DEFAULT_PRIORITY_DINS
Definition: heur_alns.c:194
#define EVENTHDLR_NAME
Definition: heur_alns.c:207
static void printNeighborhoodStatistics(SCIP *scip, SCIP_HEURDATA *heurdata, FILE *file)
Definition: heur_alns.c:1094
static SCIP_RETCODE setupSubScip(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SOLVELIMITS *solvelimits, SCIP_HEUR *heur, SCIP_Bool objchgd)
Definition: heur_alns.c:2176
#define DEFAULT_MAXFIXINGRATE_PROXIMITY
Definition: heur_alns.c:177
static SCIP_RETCODE neighborhoodChangeSubscip(SCIP *sourcescip, SCIP *targetscip, NH *neighborhood, SCIP_VAR **targetvars, int *ndomchgs, int *nchgobjs, int *naddedconss, SCIP_Bool *success)
Definition: heur_alns.c:1911
#define DECL_VARFIXINGS(x)
Definition: heur_alns.c:257
#define DEFAULT_PRIORITY_LOCALBRANCHING
Definition: heur_alns.c:174
#define DEFAULT_MINFIXINGRATE_TRUSTREGION
Definition: heur_alns.c:196
#define DEFAULT_BESTSOLWEIGHT
Definition: heur_alns.c:116
#define DEFAULT_BANDITALGO
Definition: heur_alns.c:117
#define DEFAULT_MINFIXINGRATE_PROXIMITY
Definition: heur_alns.c:176
static SCIP_RETCODE createBandit(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_Real *priorities, unsigned int initseed)
Definition: heur_alns.c:1605
static SCIP_RETCODE neighborhoodFixVariables(SCIP *scip, SCIP_HEURDATA *heurdata, NH *neighborhood, SCIP_VAR **varbuf, SCIP_Real *valbuf, int *nfixings, SCIP_RESULT *result)
Definition: heur_alns.c:1813
#define DEFAULT_GAMMA
Definition: heur_alns.c:134
static SCIP_DECL_TABLEOUTPUT(tableOutputNeighborhood)
Definition: heur_alns.c:3989
#define LRATEMIN
Definition: heur_alns.c:98
#define DEFAULT_USEPSCOST
Definition: heur_alns.c:139
static SCIP_RETCODE alnsIncludeNeighborhood(SCIP *scip, SCIP_HEURDATA *heurdata, NH **neighborhood, const char *name, SCIP_Real minfixingrate, SCIP_Real maxfixingrate, SCIP_Bool active, SCIP_Real priority, DECL_VARFIXINGS((*varfixings)), DECL_CHANGESUBSCIP((*changesubscip)), DECL_NHINIT((*nhinit)), DECL_NHEXIT((*nhexit)), DECL_NHFREE((*nhfree)), DECL_NHREFSOL((*nhrefsol)), DECL_NHDEACTIVATE((*nhdeactivate)))
Definition: heur_alns.c:798
static SCIP_RETCODE transferSolution(SCIP *subscip, SCIP_EVENTDATA *eventdata)
Definition: heur_alns.c:929
Adaptive large neighborhood search heuristic that orchestrates popular LNS heuristics.
methods commonly used by primal heuristics
static const char * paramname[]
Definition: lpi_msk.c:5172
memory allocation routines
#define BMSduplicateMemoryArray(ptr, source, num)
Definition: memory.h:143
#define BMSclearMemory(ptr)
Definition: memory.h:129
#define BMSfreeMemoryArray(ptr)
Definition: memory.h:147
#define BMScopyMemoryArray(ptr, source, num)
Definition: memory.h:134
#define BMSclearMemoryArray(ptr, num)
Definition: memory.h:130
public methods for bandit algorithms
public methods for the epsilon greedy bandit selector
public methods for Exp.3
public methods for Exp.3-IX
public methods for UCB bandit selection
public methods for managing events
public methods for primal heuristics
public methods for message output
#define SCIPerrorMessage
Definition: pub_message.h:64
#define SCIPdebugMessage
Definition: pub_message.h:96
public data structures and miscellaneous methods
methods for selecting (weighted) k-medians
public methods for primal CIP solutions
public methods for problem variables
public methods for bandit algorithms
public methods for branching rule plugins and branching
public methods for constraint handler plugins and constraints
public methods for problem copies
public methods for event handler plugins and event handlers
general public methods
public methods for primal heuristic plugins and divesets
public methods for the LP relaxation, rows and columns
public methods for memory management
public methods for message handling
public methods for node selector plugins
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for global and local (sub)problems
public methods for random numbers
public methods for solutions
public solving methods
public methods for querying solving statistics
public methods for statistics table plugins
public methods for timing
public methods for the branch-and-bound tree
public methods for SCIP variables
SCIP_Real targetfixingrate
Definition: heur_alns.c:360
SCIP_Real increment
Definition: heur_alns.c:361
SCIP_Real minfixingrate
Definition: heur_alns.c:359
SCIP_Real maxfixingrate
Definition: heur_alns.c:362
SCIP_Longint nsolsfound
Definition: heur_alns.c:349
SCIP_Real newupperbound
Definition: heur_alns.c:346
int statushist[NHISTENTRIES]
Definition: heur_alns.c:352
SCIP_CLOCK * submipclock
Definition: heur_alns.c:343
SCIP_CLOCK * setupclock
Definition: heur_alns.c:342
int nruns
Definition: heur_alns.c:347
SCIP_Longint nbestsolsfound
Definition: heur_alns.c:350
SCIP_Longint usednodes
Definition: heur_alns.c:344
SCIP_Real oldupperbound
Definition: heur_alns.c:345
int nrunsbestsol
Definition: heur_alns.c:348
int nfixings
Definition: heur_alns.c:351
Definition: heur_alns.c:367
NH_FIXINGRATE fixingrate
Definition: heur_alns.c:369
DECL_NHINIT((*nhinit))
DATA_MUTATION * mutation
Definition: heur_alns.c:382
union Nh::@7 data
DECL_CHANGESUBSCIP((*changesubscip))
SCIP_Bool active
Definition: heur_alns.c:378
NH_STATS stats
Definition: heur_alns.c:370
DECL_NHFREE((*nhfree))
DATA_CROSSOVER * crossover
Definition: heur_alns.c:383
DECL_NHEXIT((*nhexit))
DECL_NHDEACTIVATE((*nhdeactivate))
DATA_TRUSTREGION * trustregion
Definition: heur_alns.c:385
DECL_VARFIXINGS((*varfixings))
DECL_NHREFSOL((*nhrefsol))
DATA_DINS * dins
Definition: heur_alns.c:384
char * name
Definition: heur_alns.c:368
SCIP_Real priority
Definition: heur_alns.c:379
SCIP_Real timelimit
Definition: heur_alns.c:491
SCIP_Longint stallnodes
Definition: heur_alns.c:492
SCIP_Longint nodelimit
Definition: heur_alns.c:489
SCIP_Real memorylimit
Definition: heur_alns.c:490
SCIP * scip
Definition: heur_alns.c:500
unsigned int useredcost
Definition: heur_alns.c:505
SCIP_Real * randscores
Definition: heur_alns.c:501
int * distances
Definition: heur_alns.c:502
SCIP_Real * pscostscores
Definition: heur_alns.c:504
unsigned int usedistances
Definition: heur_alns.c:506
SCIP_Real * redcostscores
Definition: heur_alns.c:503
unsigned int usepscost
Definition: heur_alns.c:507
SCIP_SOL * selsol
Definition: heur_alns.c:400
SCIP_RANDNUMGEN * rng
Definition: heur_alns.c:399
int npoolsols
Definition: heur_alns.c:406
SCIP_RANDNUMGEN * rng
Definition: heur_alns.c:392
SCIP_Real violpenalty
Definition: heur_alns.c:411
struct SCIP_EventData SCIP_EVENTDATA
Definition: type_event.h:179
#define SCIP_EVENTTYPE_BESTSOLFOUND
Definition: type_event.h:106
#define SCIP_EVENTTYPE_SOLFOUND
Definition: type_event.h:146
#define SCIP_EVENTTYPE_LPSOLVED
Definition: type_event.h:102
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:77
@ SCIP_LPSOLSTAT_OPTIMAL
Definition: type_lp.h:44
@ SCIP_PARAMSETTING_OFF
Definition: type_paramset.h:63
@ SCIP_PARAMSETTING_FAST
Definition: type_paramset.h:62
@ SCIP_DIDNOTRUN
Definition: type_result.h:42
@ SCIP_DELAYED
Definition: type_result.h:43
@ SCIP_DIDNOTFIND
Definition: type_result.h:44
@ SCIP_SUCCESS
Definition: type_result.h:58
enum SCIP_Result SCIP_RESULT
Definition: type_result.h:61
@ SCIP_FILECREATEERROR
Definition: type_retcode.h:48
@ SCIP_INVALIDDATA
Definition: type_retcode.h:52
@ SCIP_OKAY
Definition: type_retcode.h:42
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
@ SCIP_SOLORIGIN_ORIGINAL
Definition: type_sol.h:42
@ SCIP_STATUS_OPTIMAL
Definition: type_stat.h:43
@ SCIP_STATUS_TOTALNODELIMIT
Definition: type_stat.h:50
@ SCIP_STATUS_BESTSOLLIMIT
Definition: type_stat.h:60
@ SCIP_STATUS_SOLLIMIT
Definition: type_stat.h:59
@ SCIP_STATUS_UNBOUNDED
Definition: type_stat.h:45
@ SCIP_STATUS_UNKNOWN
Definition: type_stat.h:42
@ SCIP_STATUS_PRIMALLIMIT
Definition: type_stat.h:57
@ SCIP_STATUS_GAPLIMIT
Definition: type_stat.h:56
@ SCIP_STATUS_USERINTERRUPT
Definition: type_stat.h:47
@ SCIP_STATUS_TERMINATE
Definition: type_stat.h:48
@ SCIP_STATUS_INFORUNBD
Definition: type_stat.h:46
@ SCIP_STATUS_STALLNODELIMIT
Definition: type_stat.h:52
@ SCIP_STATUS_TIMELIMIT
Definition: type_stat.h:54
@ SCIP_STATUS_INFEASIBLE
Definition: type_stat.h:44
@ SCIP_STATUS_NODELIMIT
Definition: type_stat.h:49
@ SCIP_STATUS_DUALLIMIT
Definition: type_stat.h:58
@ SCIP_STATUS_MEMLIMIT
Definition: type_stat.h:55
@ SCIP_STATUS_RESTARTLIMIT
Definition: type_stat.h:62
enum SCIP_Status SCIP_STATUS
Definition: type_stat.h:64
#define SCIP_HEURTIMING_DURINGLPLOOP
Definition: type_timing.h:81
@ SCIP_VARTYPE_INTEGER
Definition: type_var.h:65
@ SCIP_VARTYPE_BINARY
Definition: type_var.h:64
@ SCIP_VARSTATUS_COLUMN
Definition: type_var.h:53