heur_rounding.c File Reference

Detailed Description

LP rounding heuristic that tries to recover from intermediate infeasibilities.

Author

Tobias Achterberg

Definition in file heur_rounding.c.

#include <assert.h>
#include <string.h>
#include "scip/heur_rounding.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME   "rounding"
#define	HEUR_DESC   "LP rounding heuristic with infeasibility recovering"
#define	HEUR_DISPCHAR   'R'
#define	HEUR_PRIORITY   -1000
#define	HEUR_FREQ   1
#define	HEUR_FREQOFS   0
#define	HEUR_MAXDEPTH   -1
#define	HEUR_TIMING   SCIP_HEURTIMING_DURINGLPLOOP
#define	HEUR_USESSUBSCIP   FALSE
#define	DEFAULT_SUCCESSFACTOR   100
#define	DEFAULT_ONCEPERNODE   FALSE

Functions
static void	updateViolations (SCIP *scip, SCIP_ROW *row, SCIP_ROW **violrows, int *violrowpos, int *nviolrows, SCIP_Real oldactivity, SCIP_Real newactivity)
static SCIP_RETCODE	updateActivities (SCIP *scip, SCIP_Real *activities, SCIP_ROW **violrows, int *violrowpos, int *nviolrows, int nlprows, SCIP_VAR *var, SCIP_Real oldsolval, SCIP_Real newsolval)
static SCIP_RETCODE	selectRounding (SCIP *scip, SCIP_SOL *sol, SCIP_Real minobj, SCIP_ROW *row, int direction, SCIP_VAR **roundvar, SCIP_Real *oldsolval, SCIP_Real *newsolval)
static SCIP_RETCODE	selectIncreaseRounding (SCIP *scip, SCIP_SOL *sol, SCIP_Real minobj, SCIP_ROW *row, SCIP_VAR **roundvar, SCIP_Real *oldsolval, SCIP_Real *newsolval)
static SCIP_RETCODE	selectDecreaseRounding (SCIP *scip, SCIP_SOL *sol, SCIP_Real minobj, SCIP_ROW *row, SCIP_VAR **roundvar, SCIP_Real *oldsolval, SCIP_Real *newsolval)
static SCIP_RETCODE	selectEssentialRounding (SCIP *scip, SCIP_SOL *sol, SCIP_Real minobj, SCIP_VAR **lpcands, int nlpcands, SCIP_VAR **roundvar, SCIP_Real *oldsolval, SCIP_Real *newsolval)
static	SCIP_DECL_HEURCOPY (heurCopyRounding)
static	SCIP_DECL_HEURFREE (heurFreeRounding)
static	SCIP_DECL_HEURINIT (heurInitRounding)
static	SCIP_DECL_HEUREXIT (heurExitRounding)
static	SCIP_DECL_HEURINITSOL (heurInitsolRounding)
static	SCIP_DECL_HEUREXITSOL (heurExitsolRounding)
static	SCIP_DECL_HEUREXEC (heurExecRounding)
SCIP_RETCODE	SCIPincludeHeurRounding (SCIP *scip)

Macro Definition Documentation

#define HEUR_NAME   "rounding"

Definition at line 29 of file heur_rounding.c.

Referenced by SCIP_DECL_HEURCOPY(), SCIP_DECL_HEUREXEC(), SCIP_DECL_HEUREXIT(), SCIP_DECL_HEURFREE(), SCIP_DECL_HEURINIT(), SCIP_DECL_HEURINITSOL(), and SCIPincludeHeurRounding().

#define HEUR_DESC   "LP rounding heuristic with infeasibility recovering"

Definition at line 30 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define HEUR_DISPCHAR   'R'

Definition at line 31 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define HEUR_PRIORITY   -1000

Definition at line 32 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define HEUR_FREQ   1

Definition at line 33 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define HEUR_FREQOFS   0

Definition at line 34 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define HEUR_MAXDEPTH   -1

Definition at line 35 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define HEUR_TIMING   SCIP_HEURTIMING_DURINGLPLOOP

Definition at line 36 of file heur_rounding.c.

Referenced by SCIP_DECL_HEUREXITSOL(), and SCIPincludeHeurRounding().

#define HEUR_USESSUBSCIP   FALSE

does the heuristic use a secondary SCIP instance?

Definition at line 37 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define DEFAULT_SUCCESSFACTOR   100

number of calls per found solution that are considered as standard success, a higher factor causes the heuristic to be called more often

Definition at line 39 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

#define DEFAULT_ONCEPERNODE   FALSE

should the heuristic only be called once per node?

Definition at line 42 of file heur_rounding.c.

Referenced by SCIPincludeHeurRounding().

Function Documentation

static void updateViolations ( SCIP *  scip, SCIP_ROW *  row, SCIP_ROW **  violrows, int *  violrowpos, int *  nviolrows, SCIP_Real  oldactivity, SCIP_Real  newactivity  )

static

update row violation arrays after a row's activity value changed

Parameters

scip	SCIP data structure
row	LP row
violrows	array with currently violated rows
violrowpos	position of LP rows in violrows array
nviolrows	pointer to the number of currently violated rows
oldactivity	old activity value of LP row
newactivity	new activity value of LP row

Definition at line 62 of file heur_rounding.c.

References NULL, SCIP_Bool, SCIP_Real, SCIPisFeasGT(), SCIPisFeasLT(), SCIProwGetLhs(), SCIProwGetLPPos(), and SCIProwGetRhs().

Referenced by updateActivities().

static SCIP_RETCODE updateActivities ( SCIP *  scip, SCIP_Real *  activities, SCIP_ROW **  violrows, int *  violrowpos, int *  nviolrows, int  nlprows, SCIP_VAR *  var, SCIP_Real  oldsolval, SCIP_Real  newsolval  )

static

update row activities after a variable's solution value changed

Parameters

scip	SCIP data structure
activities	LP row activities
violrows	array with currently violated rows
violrowpos	position of LP rows in violrows array
nviolrows	pointer to the number of currently violated rows
nlprows	number of rows in current LP
var	variable that has been changed
oldsolval	old solution value of variable
newsolval	new solution value of variable

Definition at line 120 of file heur_rounding.c.

References NULL, SCIP_OKAY, SCIP_Real, SCIPcolGetNLPNonz(), SCIPcolGetRows(), SCIPcolGetVals(), SCIPinfinity(), SCIPisInfinity(), SCIProwGetLPPos(), SCIProwIsInLP(), SCIProwIsLocal(), SCIPvarGetCol(), and updateViolations().

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE selectRounding ( SCIP *  scip, SCIP_SOL *  sol, SCIP_Real  minobj, SCIP_ROW *  row, int  direction, SCIP_VAR **  roundvar, SCIP_Real *  oldsolval, SCIP_Real *  newsolval  )

static

returns a variable, that pushes activity of the row in the given direction with minimal negative impact on other rows; if variables have equal impact, chooses the one with best objective value improvement in corresponding direction; rounding in a direction is forbidden, if this forces the objective value over the upper bound

Parameters

scip	SCIP data structure
sol	primal solution
minobj	minimal objective value possible after rounding remaining fractional vars
row	LP row
direction	should the activity be increased (+1) or decreased (-1)?
roundvar	pointer to store the rounding variable, returns NULL if impossible
oldsolval	pointer to store old (fractional) solution value of rounding variable
newsolval	pointer to store new (rounded) solution value of rounding variable

Definition at line 191 of file heur_rounding.c.

References NULL, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIP_VARTYPE_INTEGER, SCIPcolGetVar(), SCIPfeasCeil(), SCIPfeasFloor(), SCIPgetCutoffbound(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasIntegral(), SCIProwGetCols(), SCIProwGetNLPNonz(), SCIProwGetVals(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetObj(), and SCIPvarGetType().

Referenced by selectDecreaseRounding(), and selectIncreaseRounding().

static SCIP_RETCODE selectIncreaseRounding ( SCIP *  scip, SCIP_SOL *  sol, SCIP_Real  minobj, SCIP_ROW *  row, SCIP_VAR **  roundvar, SCIP_Real *  oldsolval, SCIP_Real *  newsolval  )

static

returns a variable, that increases the activity of the row

Parameters

scip	SCIP data structure
sol	primal solution
minobj	minimal objective value possible after rounding remaining fractional vars
row	LP row
roundvar	pointer to store the rounding variable, returns NULL if impossible
oldsolval	old (fractional) solution value of rounding variable
newsolval	new (rounded) solution value of rounding variable

Definition at line 293 of file heur_rounding.c.

References selectRounding().

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE selectDecreaseRounding ( SCIP *  scip, SCIP_SOL *  sol, SCIP_Real  minobj, SCIP_ROW *  row, SCIP_VAR **  roundvar, SCIP_Real *  oldsolval, SCIP_Real *  newsolval  )

static

returns a variable, that decreases the activity of the row

Parameters

scip	SCIP data structure
sol	primal solution
minobj	minimal objective value possible after rounding remaining fractional vars
row	LP row
roundvar	pointer to store the rounding variable, returns NULL if impossible
oldsolval	old (fractional) solution value of rounding variable
newsolval	new (rounded) solution value of rounding variable

Definition at line 308 of file heur_rounding.c.

References selectRounding().

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_RETCODE selectEssentialRounding ( SCIP *  scip, SCIP_SOL *  sol, SCIP_Real  minobj, SCIP_VAR **  lpcands, int  nlpcands, SCIP_VAR **  roundvar, SCIP_Real *  oldsolval, SCIP_Real *  newsolval  )

static

returns a fractional variable, that has most impact on rows in opposite direction, i.e. that is most crucial to fix in the other direction; if variables have equal impact, chooses the one with best objective value improvement in corresponding direction; rounding in a direction is forbidden, if this forces the objective value over the upper bound

Parameters

scip	SCIP data structure
sol	primal solution
minobj	minimal objective value possible after rounding remaining fractional vars
lpcands	fractional variables in LP
nlpcands	number of fractional variables in LP
roundvar	pointer to store the rounding variable, returns NULL if impossible
oldsolval	old (fractional) solution value of rounding variable
newsolval	new (rounded) solution value of rounding variable

Definition at line 327 of file heur_rounding.c.

References NULL, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIP_VARTYPE_INTEGER, SCIPfeasCeil(), SCIPfeasFloor(), SCIPgetCutoffbound(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasIntegral(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetObj(), and SCIPvarGetType().

Referenced by SCIP_DECL_HEUREXEC().

static SCIP_DECL_HEURCOPY ( heurCopyRounding  )

static

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

Definition at line 410 of file heur_rounding.c.

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

static SCIP_DECL_HEURFREE ( heurFreeRounding  )

static

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

Definition at line 424 of file heur_rounding.c.

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

static SCIP_DECL_HEURINIT ( heurInitRounding  )

static

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

Definition at line 443 of file heur_rounding.c.

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

static SCIP_DECL_HEUREXIT ( heurExitRounding  )

static

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

Definition at line 461 of file heur_rounding.c.

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

static SCIP_DECL_HEURINITSOL ( heurInitsolRounding  )

static

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

Definition at line 477 of file heur_rounding.c.

References HEUR_NAME, NULL, SCIP_HEURTIMING_AFTERLPNODE, SCIP_OKAY, SCIPheurGetData(), SCIPheurGetName(), and SCIPheurSetTimingmask().

static SCIP_DECL_HEUREXITSOL ( heurExitsolRounding  )

static

solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)

Definition at line 496 of file heur_rounding.c.

References HEUR_TIMING, SCIP_OKAY, and SCIPheurSetTimingmask().

static SCIP_DECL_HEUREXEC ( heurExecRounding  )

static

execution method of primal heuristic

Definition at line 507 of file heur_rounding.c.

References FALSE, HEUR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMessage, SCIPfeasCeil(), SCIPfeasFloor(), SCIPfreeBufferArray, SCIPgetCutoffbound(), SCIPgetLPBranchCands(), SCIPgetLPObjval(), SCIPgetLPRowsData(), SCIPgetLPSolstat(), SCIPgetNLPs(), SCIPgetNNodes(), SCIPgetRowActivity(), SCIPgetSolOrigObj(), SCIPgetSolTransObj(), SCIPhasCurrentNodeLP(), SCIPheurGetData(), SCIPheurGetName(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPheurGetNSolsFound(), SCIPisFeasGT(), SCIPisFeasLT(), SCIPisGE(), SCIPisLE(), SCIPlinkLPSol(), SCIPprintSol(), SCIPretransformObj(), SCIProwGetLhs(), SCIProwGetLPPos(), SCIProwGetName(), SCIProwGetRhs(), SCIProwIsLocal(), SCIPsetSolVal(), SCIPtrySol(), SCIPvarGetName(), SCIPvarGetObj(), selectDecreaseRounding(), selectEssentialRounding(), selectIncreaseRounding(), TRUE, and updateActivities().

SCIP_RETCODE SCIPincludeHeurRounding

(

SCIP *

scip

)

creates the rounding heuristic with infeasibility recovering and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 739 of file heur_rounding.c.

References DEFAULT_ONCEPERNODE, DEFAULT_SUCCESSFACTOR, HEUR_DESC, HEUR_DISPCHAR, HEUR_FREQ, HEUR_FREQOFS, HEUR_MAXDEPTH, HEUR_NAME, HEUR_PRIORITY, HEUR_TIMING, HEUR_USESSUBSCIP, NULL, SCIP_CALL, SCIP_OKAY, SCIPaddBoolParam(), SCIPaddIntParam(), SCIPallocMemory, SCIPincludeHeurBasic(), SCIPsetHeurCopy(), SCIPsetHeurExit(), SCIPsetHeurExitsol(), SCIPsetHeurFree(), SCIPsetHeurInit(), SCIPsetHeurInitsol(), and TRUE.

Referenced by SCIP_DECL_HEURCOPY(), and SCIPincludeDefaultPlugins().