heur_nlpdiving.c File Reference

Detailed Description

NLP diving heuristic that chooses fixings w.r.t. the fractionalities.

Author

Timo Berthold

Stefan Vigerske

Definition in file heur_nlpdiving.c.

#include <assert.h>
#include <string.h>
#include "scip/heur_nlpdiving.h"
#include "scip/heur_subnlp.h"
#include "scip/heur_undercover.h"
#include "nlpi/nlpi.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME   "nlpdiving"
#define	HEUR_DESC   "NLP diving heuristic that chooses fixings w.r.t. the fractionalities"
#define	HEUR_DISPCHAR   'd'
#define	HEUR_PRIORITY   -1003000
#define	HEUR_FREQ   10
#define	HEUR_FREQOFS   3
#define	HEUR_MAXDEPTH   -1
#define	HEUR_TIMING   SCIP_HEURTIMING_AFTERLPPLUNGE
#define	HEUR_USESSUBSCIP   FALSE
#define	EVENTHDLR_NAME   "Nlpdiving"
#define	EVENTHDLR_DESC   "bound change event handler for "HEUR_NAME" heuristic"
#define	DEFAULT_MINRELDEPTH   0.0
#define	DEFAULT_MAXRELDEPTH   1.0
#define	DEFAULT_MAXNLPITERABS   200
#define	DEFAULT_MAXNLPITERREL   10
#define	DEFAULT_MAXDIVEUBQUOT   0.8
#define	DEFAULT_MAXDIVEAVGQUOT   0.0
#define	DEFAULT_MAXDIVEUBQUOTNOSOL   0.1
#define	DEFAULT_MAXDIVEAVGQUOTNOSOL   0.0
#define	DEFAULT_MINSUCCQUOT   0.1
#define	DEFAULT_MAXFEASNLPS   10
#define	DEFAULT_FIXQUOT   0.2
#define	DEFAULT_BACKTRACK   TRUE
#define	DEFAULT_LP   FALSE
#define	DEFAULT_PREFERLPFRACS   FALSE
#define	DEFAULT_PREFERCOVER   TRUE
#define	DEFAULT_SOLVESUBMIP   FALSE
#define	DEFAULT_NLPSTART   's'
#define	DEFAULT_VARSELRULE   'd'
#define	DEFAULT_NLPFASTFAIL   TRUE
#define	MINNLPITER   10

Functions
static SCIP_RETCODE	getNLPFracVars (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR ***nlpcands, SCIP_Real **nlpcandssol, SCIP_Real **nlpcandsfrac, int *nnlpcands)
static SCIP_RETCODE	chooseFracVar (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
static SCIP_RETCODE	chooseVeclenVar (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
static SCIP_RETCODE	chooseCoefVar (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
static void	calcPscostQuot (SCIP *scip, SCIP_VAR *var, SCIP_Real primsol, SCIP_Real frac, int rounddir, SCIP_Real *pscostquot, SCIP_Bool *roundup, SCIP_Bool prefvar)
static SCIP_RETCODE	choosePscostVar (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
static SCIP_RETCODE	chooseGuidedVar (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_SOL *bestsol, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
static SCIP_RETCODE	chooseDoubleVar (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **pseudocands, SCIP_Real *pseudocandsnlpsol, SCIP_Real *pseudocandslpsol, int npseudocands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Real *bestboundval, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
static SCIP_RETCODE	createNewSol (SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_HASHMAP *varmap, SCIP_SOL *subsol, SCIP_Bool *success)
static SCIP_RETCODE	solveSubMIP (SCIP *scip, SCIP_HEUR *heur, SCIP_VAR **covervars, int ncovervars, SCIP_Bool *success)
static	SCIP_DECL_EVENTEXEC (eventExecNlpdiving)
static	SCIP_DECL_HEURCOPY (heurCopyNlpdiving)
static	SCIP_DECL_HEURFREE (heurFreeNlpdiving)
static	SCIP_DECL_HEURINIT (heurInitNlpdiving)
static	SCIP_DECL_HEUREXIT (heurExitNlpdiving)
static	SCIP_DECL_HEURINITSOL (heurInitsolNlpdiving)
static	SCIP_DECL_HEUREXEC (heurExecNlpdiving)
SCIP_RETCODE	SCIPincludeHeurNlpdiving (SCIP *scip)

Macro Definition Documentation

#define HEUR_NAME   "nlpdiving"

Definition at line 33 of file heur_nlpdiving.c.

Referenced by SCIP_DECL_HEURCOPY(), SCIP_DECL_HEUREXEC(), SCIP_DECL_HEUREXIT(), SCIP_DECL_HEURFREE(), SCIP_DECL_HEURINIT(), SCIPincludeHeurNlpdiving(), and solveSubMIP().

#define HEUR_DESC   "NLP diving heuristic that chooses fixings w.r.t. the fractionalities"

Definition at line 34 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_DISPCHAR   'd'

Definition at line 35 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_PRIORITY   -1003000

Definition at line 36 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_FREQ   10

Definition at line 37 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_FREQOFS   3

Definition at line 38 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_MAXDEPTH   -1

Definition at line 39 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_TIMING   SCIP_HEURTIMING_AFTERLPPLUNGE

Definition at line 40 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define HEUR_USESSUBSCIP   FALSE

does the heuristic use a secondary SCIP instance?

Definition at line 41 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define EVENTHDLR_NAME   "Nlpdiving"

Definition at line 44 of file heur_nlpdiving.c.

Referenced by SCIP_DECL_EVENTEXEC(), and SCIPincludeHeurNlpdiving().

#define EVENTHDLR_DESC   "bound change event handler for "HEUR_NAME" heuristic"

Definition at line 45 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MINRELDEPTH   0.0

minimal relative depth to start diving

Definition at line 52 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXRELDEPTH   1.0

maximal relative depth to start diving

Definition at line 53 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXNLPITERABS   200

minimial absolute number of allowed NLP iterations

Definition at line 54 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXNLPITERREL   10

additional allowed number of NLP iterations relative to successfully found solutions

Definition at line 55 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXDIVEUBQUOT   0.8

maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound) where diving is performed (0.0: no limit)

Definition at line 56 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXDIVEAVGQUOT   0.0

maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound) where diving is performed (0.0: no limit)

Definition at line 58 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXDIVEUBQUOTNOSOL   0.1

maximal UBQUOT when no solution was found yet (0.0: no limit)

Definition at line 60 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXDIVEAVGQUOTNOSOL   0.0

maximal AVGQUOT when no solution was found yet (0.0: no limit)

Definition at line 61 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MINSUCCQUOT   0.1

heuristic will not run if less then this percentage of calls succeeded (0.0: no limit)

Definition at line 62 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_MAXFEASNLPS   10

maximal number of NLPs with feasible solution to solve during one dive

Definition at line 63 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_FIXQUOT   0.2

percentage of fractional variables that should be fixed before the next NLP solve

Definition at line 64 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_BACKTRACK   TRUE

use one level of backtracking if infeasibility is encountered?

Definition at line 65 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_LP   FALSE

should the LP relaxation be solved before the NLP relaxation?

Definition at line 66 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_PREFERLPFRACS   FALSE

prefer variables that are also fractional in LP solution?

Definition at line 67 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_PREFERCOVER   TRUE

should variables in a minimal cover be preferred?

Definition at line 68 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_SOLVESUBMIP   FALSE

should a sub-MIP be solved if all cover variables are fixed?

Definition at line 69 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_NLPSTART   's'

which point should be used as starting point for the NLP solver?

Definition at line 70 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_VARSELRULE   'd'

which variable selection should be used? ('f'ractionality, 'c'oefficient, 'p'seudocost, 'g'uided, 'd'ouble)

Definition at line 71 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define DEFAULT_NLPFASTFAIL   TRUE

should the NLP solver stop early if it converges slow?

Definition at line 74 of file heur_nlpdiving.c.

Referenced by SCIPincludeHeurNlpdiving().

#define MINNLPITER   10

minimal number of NLP iterations allowed in each NLP solving call

Definition at line 76 of file heur_nlpdiving.c.

Referenced by SCIP_DECL_HEUREXEC().

Function Documentation

static SCIP_RETCODE getNLPFracVars ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR ***  nlpcands, SCIP_Real **  nlpcandssol, SCIP_Real **  nlpcandsfrac, int *  nnlpcands  )

static

gets fractional variables of last NLP solution along with solution values and fractionalities

Returns

SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See SCIP_RETCODE for a complete list of error codes.

Precondition

This method can be called if SCIP is in one of the following stages:

• SCIP_STAGE_INITSOLVE
• SCIP_STAGE_SOLVING

Parameters

scip	SCIP data structure
heurdata	heuristic data structure
nlpcands	pointer to store the array of NLP fractional variables, or NULL
nlpcandssol	pointer to store the array of NLP fractional variables solution values, or NULL
nlpcandsfrac	pointer to store the array of NLP fractional variables fractionalities, or NULL
nnlpcands	pointer to store the number of NLP fractional variables , or NULL

Definition at line 133 of file heur_nlpdiving.c.

References NULL, SCIP_CALL, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPfeastol(), SCIPgetLPSolstat(), SCIPgetNLPFracVars(), SCIPgetSolVal(), SCIPisFeasIntegral(), SCIPsetSolVal(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE chooseFracVar ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  nlpcands, SCIP_Real *  nlpcandssol, SCIP_Real *  nlpcandsfrac, int  nnlpcands, SCIP_HASHMAP *  varincover, SCIP_Bool  covercomputed, int *  bestcand, SCIP_Bool *  bestcandmayround, SCIP_Bool *  bestcandroundup  )

static

finds best candidate variable w.r.t. fractionality:

• prefer variables that may not be rounded without destroying NLP feasibility:
  • of these variables, round least fractional variable in corresponding direction
• if all remaining fractional variables may be rounded without destroying NLP feasibility:
  • round variable with least increasing objective value
• binary variables are prefered
• variables in a minimal cover or variables that are also fractional in an optimal LP solution might also be prefered if a correpsonding parameter is set

Parameters

scip	original SCIP data structure
heurdata	heuristic data structure
nlpcands	array of NLP fractional variables
nlpcandssol	array of NLP fractional variables solution values
nlpcandsfrac	array of NLP fractional variables fractionalities
nnlpcands	number of NLP fractional variables
varincover	hash map for variables
covercomputed	has a minimal cover been computed?
bestcand	pointer to store the index of the best candidate variable
bestcandmayround	pointer to store whether best candidate is trivially roundable
bestcandroundup	pointer to store whether best candidate should be rounded up

Definition at line 208 of file heur_nlpdiving.c.

References FALSE, NULL, SCIP_Bool, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPhashmapExists(), SCIPinfinity(), SCIPisEQ(), SCIPisGT(), SCIPisLT(), SCIPvarGetLbLocal(), SCIPvarGetObj(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarMayRoundDown(), SCIPvarMayRoundUp(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE chooseVeclenVar ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  nlpcands, SCIP_Real *  nlpcandssol, SCIP_Real *  nlpcandsfrac, int  nnlpcands, SCIP_HASHMAP *  varincover, SCIP_Bool  covercomputed, int *  bestcand, SCIP_Bool *  bestcandmayround, SCIP_Bool *  bestcandroundup  )

static

finds best candidate variable w.r.t. vector length:

• round variable with a small ratio between the increase in the objective and the locking numbers
• binary variables are prefered
• variables in a minimal cover or variables that are also fractional in an optimal LP solution might also be prefered if a corresponding parameter is set

Parameters

scip	original SCIP data structure
heurdata	heuristic data structure
nlpcands	array of NLP fractional variables
nlpcandssol	array of NLP fractional variables solution values
nlpcandsfrac	array of NLP fractional variables fractionalities
nnlpcands	number of NLP fractional variables
varincover	hash map for variables
covercomputed	has a minimal cover been computed?
bestcand	pointer to store the index of the best candidate variable
bestcandmayround	pointer to store whether best candidate is trivially roundable
bestcandroundup	pointer to store whether best candidate should be rounded up

Definition at line 360 of file heur_nlpdiving.c.

References NULL, SCIP_Bool, SCIP_OKAY, SCIP_Real, SCIP_REAL_MAX, SCIP_VARTYPE_BINARY, SCIPhashmapExists(), SCIPisGT(), SCIPisLT(), SCIPsumepsilon(), SCIPvarGetLbLocal(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetObj(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarMayRoundDown(), SCIPvarMayRoundUp(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE chooseCoefVar ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  nlpcands, SCIP_Real *  nlpcandssol, SCIP_Real *  nlpcandsfrac, int  nnlpcands, SCIP_HASHMAP *  varincover, SCIP_Bool  covercomputed, int *  bestcand, SCIP_Bool *  bestcandmayround, SCIP_Bool *  bestcandroundup  )

static

finds best candidate variable w.r.t. locking numbers:

• prefer variables that may not be rounded without destroying LP feasibility:
  • of these variables, round variable with least number of locks in corresponding direction
• if all remaining fractional variables may be rounded without destroying LP feasibility:
  • round variable with least number of locks in opposite of its feasible rounding direction
• binary variables are prefered
• variables in a minimal cover or variables that are also fractional in an optimal LP solution might also be prefered if a correpsonding parameter is set

Parameters

scip	original SCIP data structure
heurdata	heuristic data structure
nlpcands	array of NLP fractional variables
nlpcandssol	array of NLP fractional variables solution values
nlpcandsfrac	array of NLP fractional variables fractionalities
nnlpcands	number of NLP fractional variables
varincover	hash map for variables
covercomputed	has a minimal cover been computed?
bestcand	pointer to store the index of the best candidate variable
bestcandmayround	pointer to store whether best candidate is trivially roundable
bestcandroundup	pointer to store whether best candidate should be rounded up

Definition at line 454 of file heur_nlpdiving.c.

References FALSE, NULL, SCIP_Bool, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPhashmapExists(), SCIPisGT(), SCIPisLT(), SCIPvarGetLbLocal(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarMayRoundDown(), SCIPvarMayRoundUp(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static void calcPscostQuot ( SCIP *  scip, SCIP_VAR *  var, SCIP_Real  primsol, SCIP_Real  frac, int  rounddir, SCIP_Real *  pscostquot, SCIP_Bool *  roundup, SCIP_Bool  prefvar  )

static

calculates the pseudocost score for a given variable w.r.t. a given solution value and a given rounding direction

Parameters

scip	SCIP data structure
var	problem variable
primsol	primal solution of variable
frac	fractionality of variable
rounddir	-1: round down, +1: round up, 0: select due to pseudo cost values
pscostquot	pointer to store pseudo cost quotient
roundup	pointer to store whether the variable should be rounded up
prefvar	should this variable be prefered because it is in a minimal cover?

Definition at line 608 of file heur_nlpdiving.c.

References FALSE, MAX, MIN, NULL, SCIP_Real, SCIPfeasFloor(), SCIPgetVarPseudocostVal(), SCIPisEQ(), SCIPvarGetRootSol(), SCIPvarIsBinary(), sqrt(), and TRUE.

Referenced by choosePscostVar().

static SCIP_RETCODE choosePscostVar ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  nlpcands, SCIP_Real *  nlpcandssol, SCIP_Real *  nlpcandsfrac, int  nnlpcands, SCIP_HASHMAP *  varincover, SCIP_Bool  covercomputed, int *  bestcand, SCIP_Bool *  bestcandmayround, SCIP_Bool *  bestcandroundup  )

static

finds best candidate variable w.r.t. pseudo costs:

• prefer variables that may not be rounded without destroying LP feasibility:
  • of these variables, round variable with largest rel. difference of pseudo cost values in corresponding direction
• if all remaining fractional variables may be rounded without destroying LP feasibility:
  • round variable in the objective value direction
• binary variables are prefered
• variables in a minimal cover or variables that are also fractional in an optimal LP solution might also be prefered if a correpsonding parameter is set

Parameters

scip	original SCIP data structure
heurdata	heuristic data structure
nlpcands	array of NLP fractional variables
nlpcandssol	array of NLP fractional variables solution values
nlpcandsfrac	array of NLP fractional variables fractionalities
nnlpcands	number of NLP fractional variables
varincover	hash map for variables
covercomputed	has a minimal cover been computed?
bestcand	pointer to store the index of the best candidate variable
bestcandmayround	pointer to store whether best candidate is trivially roundable
bestcandroundup	pointer to store whether best candidate should be rounded up

Definition at line 679 of file heur_nlpdiving.c.

References calcPscostQuot(), FALSE, NULL, SCIP_Bool, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPhashmapExists(), SCIPisGT(), SCIPisInfinity(), SCIPisLT(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIPvarMayRoundDown(), SCIPvarMayRoundUp(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE chooseGuidedVar ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  nlpcands, SCIP_Real *  nlpcandssol, SCIP_Real *  nlpcandsfrac, int  nnlpcands, SCIP_SOL *  bestsol, SCIP_HASHMAP *  varincover, SCIP_Bool  covercomputed, int *  bestcand, SCIP_Bool *  bestcandmayround, SCIP_Bool *  bestcandroundup  )

static

finds best candidate variable w.r.t. the incumbent solution:

• prefer variables that may not be rounded without destroying LP feasibility:
  • of these variables, round a variable to its value in direction of incumbent solution, and choose the variable that is closest to its rounded value
• if all remaining fractional variables may be rounded without destroying LP feasibility:
  • round variable in direction that destroys LP feasibility (other direction is checked by SCIProundSol())
  • round variable with least increasing objective value
• binary variables are prefered
• variables in a minimal cover or variables that are also fractional in an optimal LP solution might also be prefered if a correpsonding parameter is set

Parameters

scip	original SCIP data structure
heurdata	heuristic data structure
nlpcands	array of NLP fractional variables
nlpcandssol	array of NLP fractional variables solution values
nlpcandsfrac	array of NLP fractional variables fractionalities
nnlpcands	number of NLP fractional variables
bestsol	incumbent solution
varincover	hash map for variables
covercomputed	has a minimal cover been computed?
bestcand	pointer to store the index of the best candidate variable
bestcandmayround	pointer to store whether best candidate is trivially roundable
bestcandroundup	pointer to store whether best candidate should be rounded up

Definition at line 801 of file heur_nlpdiving.c.

References FALSE, NULL, SCIP_Bool, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPgetSolVal(), SCIPhashmapExists(), SCIPinfinity(), SCIPisEQ(), SCIPisGT(), SCIPisLT(), SCIPvarGetLbLocal(), SCIPvarGetObj(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarMayRoundDown(), SCIPvarMayRoundUp(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE chooseDoubleVar ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  pseudocands, SCIP_Real *  pseudocandsnlpsol, SCIP_Real *  pseudocandslpsol, int  npseudocands, SCIP_HASHMAP *  varincover, SCIP_Bool  covercomputed, int *  bestcand, SCIP_Real *  bestboundval, SCIP_Bool *  bestcandmayround, SCIP_Bool *  bestcandroundup  )

static

finds best candidate variable w.r.t. both, the LP and the NLP solution:

• choose a variable for which the sum of the distances from the relaxations' solutions to a common integer value is minimal
• binary variables are prefered
• variables in a minimal cover might be prefered if a corresponding parameter is set

Parameters

scip	original SCIP data structure
heurdata	heuristic data structure
pseudocands	array of non-fixed variables
pseudocandsnlpsol	array of NLP solution values
pseudocandslpsol	array of LP solution values
npseudocands	number of NLP fractional variables
varincover	hash map for variables
covercomputed	has a minimal cover been computed?
bestcand	pointer to store the index of the best candidate variable
bestboundval	pointer to store the bound, the best candidate should be rounded to
bestcandmayround	pointer to store whether best candidate is trivially roundable
bestcandroundup	pointer to store whether best candidate should be rounded up

Definition at line 952 of file heur_nlpdiving.c.

References FALSE, MAX, MIN, NULL, SCIP_Bool, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPfeasCeil(), SCIPfeasFloor(), SCIPhashmapExists(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPisGT(), SCIPisLE(), SCIPisLT(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarMayRoundDown(), SCIPvarMayRoundUp(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE createNewSol ( SCIP *  scip, SCIP *  subscip, SCIP_HEUR *  heur, SCIP_HASHMAP *  varmap, SCIP_SOL *  subsol, SCIP_Bool *  success  )

static

creates a new solution for the original problem by copying the solution of the subproblem

Parameters

scip	original SCIP data structure
subscip	SCIP structure of the subproblem
heur	heuristic structure
varmap	hash map for variables
subsol	solution of the subproblem
success	used to store whether new solution was found or not

Definition at line 1095 of file heur_nlpdiving.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcreateSol(), SCIPfreeBufferArray, SCIPgetNOrigVars(), SCIPgetSolVals(), SCIPgetVarsData(), SCIPhashmapGetImage(), SCIPsetSolVals(), SCIPtrySolFree(), and TRUE.

Referenced by solveSubMIP().

static SCIP_RETCODE solveSubMIP ( SCIP *  scip, SCIP_HEUR *  heur, SCIP_VAR **  covervars, int  ncovervars, SCIP_Bool *  success  )

static

solves subproblem and passes best feasible solution to original SCIP instance

Parameters

scip	SCIP data structure of the original problem
heur	heuristic data structure
covervars	variables in the cover, should be fixed locally
ncovervars	number of variables in the cover
success	pointer to store whether a solution was found

Definition at line 1148 of file heur_nlpdiving.c.

References createNewSol(), FALSE, HEUR_NAME, MIN, NULL, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_Real, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPcopy(), SCIPcreate(), SCIPfindBranchrule(), SCIPfindNodesel(), SCIPfree(), SCIPgetLowerbound(), SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetRealParam(), SCIPgetSols(), SCIPgetSolvingTime(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPisFeasEQ(), SCIPisInfinity(), SCIPisParamFixed(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetRealParam(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolve(), SCIPsumepsilon(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPwarningMessage(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_DECL_EVENTEXEC ( eventExecNlpdiving  )

static

Definition at line 1332 of file heur_nlpdiving.c.

References EVENTHDLR_NAME, NULL, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_LBRELAXED, SCIP_EVENTTYPE_LBTIGHTENED, SCIP_EVENTTYPE_UBRELAXED, SCIP_EVENTTYPE_UBTIGHTENED, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPerrorMessage, SCIPeventGetNewbound(), SCIPeventGetOldbound(), SCIPeventGetType(), SCIPeventGetVar(), SCIPeventhdlrGetName(), SCIPgetNVars(), SCIPisEQ(), SCIPisFeasEQ(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

static SCIP_DECL_HEURCOPY ( heurCopyNlpdiving  )

static

copy method for primal heuristic plugins (called when SCIP copies plugins)

Definition at line 1397 of file heur_nlpdiving.c.

References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurNlpdiving().

static SCIP_DECL_HEURFREE ( heurFreeNlpdiving  )

static

destructor of primal heuristic to free user data (called when SCIP is exiting)

Definition at line 1411 of file heur_nlpdiving.c.

References HEUR_NAME, NULL, SCIP_OKAY, SCIPfreeMemory, SCIPheurGetData(), SCIPheurGetName(), and SCIPheurSetData().

static SCIP_DECL_HEURINIT ( heurInitNlpdiving  )

static

initialization method of primal heuristic (called after problem was transformed)

Definition at line 1431 of file heur_nlpdiving.c.

References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateSol(), SCIPheurGetData(), SCIPheurGetName(), and SCIPstatistic.

static SCIP_DECL_HEUREXIT ( heurExitNlpdiving  )

static

deinitialization method of primal heuristic (called before transformed problem is freed)

Definition at line 1462 of file heur_nlpdiving.c.

References HEUR_NAME, MAX, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPfreeSol(), SCIPgetProbName(), SCIPheurGetData(), SCIPheurGetName(), SCIPheurGetNCalls(), SCIPheurGetNSolsFound(), SCIPheurGetTime(), SCIPstatistic, and SCIPstatisticMessage.

static SCIP_DECL_HEURINITSOL ( heurInitsolNlpdiving  )

static

solving process initialization method of primal heuristic (called when branch and bound process is about to begin)

Definition at line 1493 of file heur_nlpdiving.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPaddLinearConsToNlpHeurSubNlp(), SCIPfindHeur(), SCIPisNLPConstructed(), and TRUE.

static SCIP_DECL_HEUREXEC ( heurExecNlpdiving  )

static

execution method of primal heuristic

Definition at line 1515 of file heur_nlpdiving.c.

References chooseCoefVar(), chooseDoubleVar(), chooseFracVar(), chooseGuidedVar(), choosePscostVar(), chooseVeclenVar(), FALSE, getNLPFracVars(), HEUR_NAME, MAX, MIN, MINNLPITER, NULL, SCIP_Bool, SCIP_CALL, SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_FOUNDSOL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_Longint, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_NOTSOLVED, SCIP_LPSOLSTAT_OBJLIMIT, SCIP_LPSOLSTAT_OPTIMAL, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_NUMERR, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPallocBufferArray, SCIPbacktrackProbing(), SCIPblkmem(), SCIPcalcHashtableSize(), SCIPcatchVarEvent(), SCIPceil(), SCIPchgVarLbProbing(), SCIPchgVarUbProbing(), SCIPcomputeCoverUndercover(), SCIPcreateNLPSol(), SCIPcreateSolCopy(), SCIPdebugMessage, SCIPdebugPrintf, SCIPdropVarEvent(), SCIPenableVarHistory(), SCIPendProbing(), SCIPerrorMessage, SCIPfeasCeil(), SCIPfeasFloor(), SCIPfrac(), SCIPfreeBufferArray, SCIPfreeSol(), SCIPgetAvgLowerbound(), SCIPgetBestSol(), SCIPgetCutoffbound(), SCIPgetDepth(), SCIPgetDualbound(), SCIPgetLastDivenode(), SCIPgetLocalLowerbound(), SCIPgetLowerbound(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetMaxDepth(), SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPgetNLPBranchCands(), SCIPgetNLPIntPar(), SCIPgetNLPObjval(), SCIPgetNLPSolstat(), SCIPgetNLPStatistics(), SCIPgetNLPTermstat(), SCIPgetNNlpis(), SCIPgetNNodes(), SCIPgetNSols(), SCIPgetNSolsFound(), SCIPgetNVars(), SCIPgetProbingDepth(), SCIPgetPseudoBranchCands(), SCIPgetRealParam(), SCIPgetSolOrigObj(), SCIPgetSolVals(), SCIPgetSolvingTime(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapInsert(), SCIPheurGetData(), SCIPheurGetName(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPheurGetNSolsFound(), SCIPinfinity(), SCIPisFeasEQ(), SCIPisFeasGE(), SCIPisFeasGT(), SCIPisFeasIntegral(), SCIPisFeasLT(), SCIPisGT(), SCIPisInfinity(), SCIPisLbBetter(), SCIPisLPSolBasic(), SCIPisLT(), SCIPisNLPConstructed(), SCIPisObjIntegral(), SCIPisStopped(), SCIPisUbBetter(), SCIPlinkNLPSol(), SCIPnewProbingNode(), SCIPnlpStatisticsCreate(), SCIPnlpStatisticsFree(), SCIPnlpStatisticsGetNIterations(), SCIPpropagateProbing(), SCIPretransformObj(), SCIProundSol(), SCIPsetNLPInitialGuessSol(), SCIPsetNLPIntPar(), SCIPsolIsOriginal(), SCIPsolveNLP(), SCIPsolveProbingLP(), SCIPstartProbing(), SCIPstatistic, SCIPtrySol(), SCIPunlinkSol(), SCIPupdateVarPseudocost(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetNLPSol(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPwarningMessage(), solveSubMIP(), and TRUE.

SCIP_RETCODE SCIPincludeHeurNlpdiving

(

SCIP *

scip

)

creates the nlpdiving heuristic and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 2551 of file heur_nlpdiving.c.

References DEFAULT_BACKTRACK, DEFAULT_FIXQUOT, DEFAULT_LP, DEFAULT_MAXDIVEAVGQUOT, DEFAULT_MAXDIVEAVGQUOTNOSOL, DEFAULT_MAXDIVEUBQUOT, DEFAULT_MAXDIVEUBQUOTNOSOL, DEFAULT_MAXFEASNLPS, DEFAULT_MAXNLPITERABS, DEFAULT_MAXNLPITERREL, DEFAULT_MAXRELDEPTH, DEFAULT_MINRELDEPTH, DEFAULT_MINSUCCQUOT, DEFAULT_NLPFASTFAIL, DEFAULT_NLPSTART, DEFAULT_PREFERCOVER, DEFAULT_PREFERLPFRACS, DEFAULT_SOLVESUBMIP, DEFAULT_VARSELRULE, EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_DESC, HEUR_DISPCHAR, HEUR_FREQ, HEUR_FREQOFS, HEUR_MAXDEPTH, HEUR_NAME, HEUR_PRIORITY, HEUR_TIMING, HEUR_USESSUBSCIP, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_REAL_MAX, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPerrorMessage, SCIPincludeEventhdlrBasic(), SCIPincludeHeurBasic(), SCIPsetHeurCopy(), SCIPsetHeurExit(), SCIPsetHeurFree(), SCIPsetHeurInit(), SCIPsetHeurInitsol(), and TRUE.

Referenced by SCIP_DECL_HEURCOPY(), and SCIPincludeDefaultPlugins().