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heur_localbranching.c
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22 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
45 #define DEFAULT_MINIMPROVE 0.01 /* factor by which localbranching should at least improve the incumbent */
47 #define DEFAULT_NODESQUOT 0.05 /* contingent of sub problem nodes in relation to original nodes */
48 #define DEFAULT_LPLIMFAC 1.5 /* factor by which the limit on the number of LP depends on the node limit */
49 #define DEFAULT_NWAITINGNODES 200 /* number of nodes without incumbent change that heuristic should wait */
52 #define DEFAULT_COPYCUTS TRUE /* if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
78 SCIP_Real minimprove; /**< factor by which localbranching should at least improve the incumbent */
79 SCIP_Real nodelimit; /**< the nodelimit employed in the current sub-SCIP, for the event handler*/
80 SCIP_Real lplimfac; /**< factor by which the limit on the number of LP depends on the node limit */
98 /** copies the problem of scip to the problem of subscip - only necessary if uselprows is false */
145 SCIP_CALL( SCIPcreateConsLinear(subscip, &cons, SCIProwGetName(rows[i]), nnonz, consvars, vals, lhs, rhs,
228 /** creates a new solution for the original problem by copying the solution of the subproblem */
251 /* sub-SCIP may have more variables than the number of active (transformed) variables in the main SCIP
252 * since constraint copying may have required the copy of variables that are fixed in the main SCIP
356 /* with a little abuse we initialize the heurdata as if localbranching would have finished its last step regularly */
428 if( SCIPsolGetHeur(bestsol) != NULL && strcmp(SCIPheurGetName(SCIPsolGetHeur(bestsol)), "trivial") == 0 )
451 maxnnodes = (SCIP_Longint)(maxnnodes * (1.0 + 2.0*(SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur)+1.0)));
452 maxnnodes -= 100 * SCIPheurGetNCalls(heur); /* count the setup costs for the sub-MIP as 100 nodes */
478 SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
500 SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "localbranchsub", TRUE, FALSE, TRUE, &success) );
509 SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecLocalbranching, NULL) );
545 /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
552 /* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
577 if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
583 if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
610 /* employ a limit on the number of enforcement rounds in the quadratic constraint handler; this fixes the issue that
611 * sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
612 * feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
613 * instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no deductions shall be
616 if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
635 cutoff = (1-heurdata->minimprove)*SCIPgetUpperbound(scip) + heurdata->minimprove*SCIPgetLowerbound(scip);
653 SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
657 SCIPdebugMessage("solving local branching subproblem with neighborhoodsize %d and maxnodes %" SCIP_LONGINT_FORMAT "\n",
666 SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
670 * Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
677 SCIPwarningMessage(scip, "Error while solving subproblem in local branching heuristic; sub-SCIP terminated with code <%d>\n",retcode);
684 SCIPdebugMessage("local branching used %" SCIP_LONGINT_FORMAT "/%" SCIP_LONGINT_FORMAT " nodes\n",
694 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
715 heurdata->callstatus = WAITFORNEWSOL; /* new solution will immediately be installed at next call */
723 heurdata->curneighborhoodsize = (heurdata->emptyneighborhoodsize + heurdata->curneighborhoodsize)/2;
725 SCIPdebugMessage(" -> node limit reached: reduced neighborhood to %d, increased minnodes to %d\n",
730 SCIPdebugMessage(" -> new neighborhood was already proven to be empty: wait for new solution\n");
738 heurdata->curneighborhoodsize = MAX(heurdata->curneighborhoodsize, heurdata->emptyneighborhoodsize + 2);
740 SCIPdebugMessage(" -> neighborhood is empty: increased neighborhood to %d\n", heurdata->curneighborhoodsize);
753 SCIPdebugMessage(" -> unexpected sub-MIP status <%d>: waiting for new solution\n", SCIPgetStatus(subscip));
832 "if uselprows == FALSE, should all active cuts from cutpool be copied to constraints in subproblem?",
Definition: type_result.h:33 SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name) Definition: scip.c:5847 Definition: type_result.h:47 Definition: type_result.h:34 Definition: struct_scip.h:53 SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy))) Definition: scip.c:7266 void SCIPwarningMessage(SCIP *scip, const char *formatstr,...) Definition: scip.c:1220 static SCIP_RETCODE addLocalBranchingConstraint(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_HEURDATA *heurdata) Definition: heur_localbranching.c:159 Definition: struct_var.h:196 Definition: type_stat.h:55 SCIP_RETCODE SCIPincludeHeurBasic(SCIP *scip, SCIP_HEUR **heur, const char *name, const char *desc, char dispchar, int priority, int freq, int freqofs, int maxdepth, unsigned int timingmask, SCIP_Bool usessubscip, SCIP_DECL_HEUREXEC((*heurexec)), SCIP_HEURDATA *heurdata) Definition: scip.c:7221 SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize) Definition: misc.c:2052 SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value) Definition: scip.c:4015 SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata) Definition: scip.c:7747 Definition: type_var.h:53 SCIP_RETCODE SCIPtrySolFree(SCIP *scip, SCIP_SOL **sol, SCIP_Bool printreason, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *stored) Definition: scip.c:35909 SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value) Definition: scip.c:4078 static SCIP_DECL_HEURINIT(heurInitLocalbranching) Definition: heur_localbranching.c:345 Definition: type_stat.h:43 SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var) Definition: scip.c:34593 void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin) Definition: misc.c:2111 static SCIP_DECL_HEUREXEC(heurExecLocalbranching) Definition: heur_localbranching.c:370 Definition: type_stat.h:34 static SCIP_RETCODE createSubproblem(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars) Definition: heur_localbranching.c:100 Definition: type_stat.h:35 SCIP_RETCODE SCIPcopyCuts(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, SCIP_Bool global, int *ncutsadded) Definition: scip.c:2852 Definition: struct_lp.h:123 Definition: struct_sol.h:50 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.c:3516 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.c:3542 Definition: struct_misc.h:101 Definition: type_stat.h:36 SCIP_RETCODE SCIPcopy(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *suffix, SCIP_Bool global, SCIP_Bool enablepricing, SCIP_Bool passmessagehdlr, SCIP_Bool *valid) Definition: scip.c:3223 Definition: type_result.h:35 Definition: struct_cons.h:36 Definition: type_paramset.h:54 Definition: type_stat.h:52 SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur) Definition: scip.c:33612 SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2) Definition: scip.c:41515 Local branching heuristic according to Fischetti and Lodi. SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet) Definition: scip.c:4426 SCIP_RETCODE SCIPincludeHeurLocalbranching(SCIP *scip) Definition: heur_localbranching.c:771 SCIP_RETCODE SCIPcreateProb(SCIP *scip, const char *name, SCIP_DECL_PROBDELORIG((*probdelorig)), SCIP_DECL_PROBTRANS((*probtrans)), SCIP_DECL_PROBDELTRANS((*probdeltrans)), SCIP_DECL_PROBINITSOL((*probinitsol)), SCIP_DECL_PROBEXITSOL((*probexitsol)), SCIP_DECL_PROBCOPY((*probcopy)), SCIP_PROBDATA *probdata) Definition: scip.c:9095 Definition: type_retcode.h:33 SCIP_RETCODE SCIPgetLPRowsData(SCIP *scip, SCIP_ROW ***rows, int *nrows) Definition: scip.c:26737 SCIP_RETCODE SCIPgetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals) Definition: scip.c:34630 Definition: type_stat.h:33 Definition: struct_heur.h:75 void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata) Definition: heur.c:1068 public data structures and miscellaneous methods SCIP_RETCODE SCIPincludeDefaultPlugins(SCIP *scip) Definition: scipdefplugins.c:27 SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value) Definition: scip.c:3970 static SCIP_RETCODE createNewSol(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_HEUR *heur, SCIP_SOL *subsol, SCIP_Bool *success) Definition: heur_localbranching.c:230 SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet) Definition: scip.c:4351 SCIP_RETCODE SCIPcopyVars(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, SCIP_Bool global) Definition: scip.c:2148 Definition: struct_lp.h:189 SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet) Definition: scip.c:4400 Constraint handler for linear constraints in their most general form, . static SCIP_DECL_HEURFREE(heurFreeLocalbranching) Definition: heur_localbranching.c:324 SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit))) Definition: scip.c:7298 Definition: type_stat.h:39 SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur) Definition: heur.c:1293 SCIP_RETCODE SCIPdropEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos) Definition: scip.c:36198 static SCIP_DECL_EVENTEXEC(eventExecLocalbranching) Definition: heur_localbranching.c:280 Definition: type_stat.h:44 Definition: type_stat.h:45 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) Definition: cons_linear.c:16236 const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr) Definition: event.c:278 SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree))) Definition: scip.c:7282 SCIP_BRANCHRULE * SCIPfindBranchrule(SCIP *scip, const char *name) Definition: scip.c:8405 Definition: type_retcode.h:45 static SCIP_DECL_HEURCOPY(heurCopyLocalbranching) Definition: heur_localbranching.c:310 SCIP_RETCODE SCIPsetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals) Definition: scip.c:34495 SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value) Definition: scip.c:3907 SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars) Definition: scip.c:10609 SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value) Definition: scip.c:3766 Definition: type_paramset.h:53 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.c:3598 default SCIP plugins Definition: type_stat.h:53 Definition: type_stat.h:48 Definition: struct_event.h:185 SCIP callable library. Definition: type_stat.h:42 SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos) Definition: scip.c:36164 Definition: type_stat.h:51 Definition: type_stat.h:54 |