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heur_rens.c
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21 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
29 #include "scip/cons_linear.h" /* needed if the LP relaxation gets copied into linear constraints */
44 #define DEFAULT_BINARYBOUNDS TRUE /* should general integers get binary bounds [floor(.),ceil(.)] ? */
46 #define DEFAULT_MINFIXINGRATE 0.5 /* minimum percentage of integer variables that have to be fixed */
50 #define DEFAULT_NODESQUOT 0.1 /* subproblem nodes in relation to nodes of the original problem */
51 #define DEFAULT_LPLIMFAC 2.0 /* factor by which the limit on the number of LP depends on the node limit */
53 #define STARTSOL_CHOICES "nl" /* possible values for startsol ('l'p relaxation, 'n'lp relaxation) */
56 #define DEFAULT_COPYCUTS TRUE /* if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
59 #define DEFAULT_EXTRATIME FALSE /* should the RENS sub-CIP get its own full time limit? This is only
62 #define DEFAULT_ADDALLSOLS FALSE /* should all subproblem solutions be added to the original SCIP? */
64 #define DEFAULT_FULLSCALE FALSE /* should the RENS sub-CIP be solved with full-scale SCIP settings, including
87 SCIP_Real nodelimit; /**< the nodelimit employed in the current sub-SCIP, for the event handler*/
88 SCIP_Real lplimfac; /**< factor by which the limit on the number of LP depends on the node limit */
107 /** compute the number of initial fixings and check whether the fixing rate exceeds the minimum fixing rate */
112 char* startsol, /**< pointer to solution used for fixing values ('l'p relaxation, 'n'lp relaxation) */
128 /* if there is no NLP relaxation available (e.g., because the presolved problem is linear), use LP relaxation */
161 *success = (stat == SCIP_NLPSOLSTAT_GLOBOPT) || (stat == SCIP_NLPSOLSTAT_LOCOPT) || stat == (SCIP_NLPSOLSTAT_FEASIBLE);
162 SCIPdebugMessage("solving NLP relaxation was %s successful (stat=%d)\n", *success ? "" : "not", stat);
312 SCIP_CALL( SCIPcreateConsLinear(subscip, &cons, SCIProwGetName(rows[i]), nnonz, consvars, vals, lhs, rhs,
326 /** creates a new solution for the original problem by copying the solution of the subproblem */
350 /* sub-SCIP may have more variables than the number of active (transformed) variables in the main SCIP
351 * since constraint copying may have required the copy of variables that are fixed in the main SCIP
450 /* compute the number of initial fixings and check if the fixing rate exceeds the minimum fixing rate */
455 SCIPstatisticPrintf("RENS statistic: fixed only %5.2f integer variables --> abort \n", intfixingrate);
471 /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
478 /* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
491 SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
496 /* different methods to create sub-problem: either copy LP relaxation or the CIP with all constraints */
531 SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecRens, NULL) );
547 SCIPdebugMessage("RENS subproblem: %d vars, %d cons\n", SCIPgetNVars(subscip), SCIPgetNConss(subscip));
578 if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
584 if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
595 /* employ a limit on the number of enforcement rounds in the quadratic constraint handler; this fixes the issue that
596 * sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
597 * feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
598 * instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no deductions shall be
601 if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
642 * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
649 SCIPwarningMessage(scip, "Error while presolving subproblem in RENS heuristic; sub-SCIP terminated with code <%d>\n", retcode);
657 SCIPdebugMessage("RENS presolved subproblem: %d vars, %d cons, success=%u\n", SCIPgetNVars(subscip), SCIPgetNConss(subscip), success);
659 allfixingrate = (SCIPgetNOrigVars(subscip) - SCIPgetNVars(subscip)) / (SCIP_Real)SCIPgetNOrigVars(subscip);
661 /* additional variables added in presolving may lead to the subSCIP having more variables than the original */
664 /* after presolving, we should have at least reached a certain fixing rate over ALL variables (including continuous)
678 SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
682 SCIPdebugMessage("solving subproblem: nstallnodes=%" SCIP_LONGINT_FORMAT ", maxnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, maxnodes);
690 SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
694 * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
701 SCIPwarningMessage(scip, "Error while solving subproblem in RENS heuristic; sub-SCIP terminated with code <%d>\n", retcode);
713 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
725 SCIPstatisticPrintf("RENS statistic: fixed %6.3f integer variables, %6.3f all variables, needed %6.1f seconds, %" SCIP_LONGINT_FORMAT " nodes, solution %10.4f found at node %" SCIP_LONGINT_FORMAT "\n",
726 intfixingrate, allfixingrate, SCIPgetSolvingTime(subscip), SCIPgetNNodes(subscip), success ? SCIPgetPrimalbound(scip) : SCIPinfinity(scip),
731 SCIPstatisticPrintf("RENS statistic: fixed only %6.3f integer variables, %6.3f all variables --> abort \n", intfixingrate, allfixingrate);
828 if( heurdata->startsol == 'l' && SCIPisGE(scip, SCIPgetLPObjval(scip), SCIPgetCutoffbound(scip)) )
835 /* do not proceed, when we should use the NLP relaxation, but there is no NLP solver included in SCIP */
845 nstallnodes = (SCIP_Longint)(nstallnodes * 3.0 * (SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur) + 1.0));
846 nstallnodes -= 100 * SCIPheurGetNCalls(heur); /* count the setup costs for the sub-SCIP as 100 nodes */
856 SCIPdebugMessage("skipping RENS: nstallnodes=%" SCIP_LONGINT_FORMAT ", minnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, heurdata->minnodes);
864 heurdata->maxnodes, nstallnodes, heurdata->startsol, heurdata->binarybounds, heurdata->uselprows) );
940 "if uselprows == FALSE, should all active cuts from cutpool be copied to constraints in subproblem?",
944 "should the RENS sub-CIP get its own full time limit? This is only for tesing and not recommended!",
952 "should the RENS sub-CIP be solved with cuts, conflicts, strong branching,... This is only for tesing and not recommended!",
Definition: type_nlpi.h:46 SCIP_RETCODE SCIPsetNLPIntPar(SCIP *scip, SCIP_NLPPARAM type, int ival) Definition: scip.c:28956 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 SCIP_RETCODE SCIPapplyRens(SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Real minfixingrate, SCIP_Real minimprove, SCIP_Longint maxnodes, SCIP_Longint nstallnodes, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows) Definition: heur_rens.c:405 Definition: struct_scip.h:53 SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy))) Definition: scip.c:7266 static SCIP_RETCODE createSubproblem(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows) Definition: heur_rens.c:208 void SCIPwarningMessage(SCIP *scip, const char *formatstr,...) Definition: scip.c:1220 Definition: struct_var.h:196 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 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 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.c:3570 void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin) Definition: misc.c:2111 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 Definition: struct_misc.h:101 static SCIP_RETCODE createNewSol(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_HEUR *heur, SCIP_SOL *subsol, SCIP_Bool *success) Definition: heur_rens.c:328 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_nlpi.h:63 Definition: type_result.h:35 SCIP_RETCODE SCIPchgVarUbGlobal(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound) Definition: scip.c:20115 Definition: struct_cons.h:36 Definition: type_paramset.h:54 SCIP_RETCODE SCIPmergeVariableStatistics(SCIP *sourcescip, SCIP *targetscip, SCIP_VAR **sourcevars, SCIP_VAR **targetvars, int nvars) Definition: scip.c:2229 SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur) Definition: scip.c:33612 SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet) Definition: scip.c:4426 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 LNS heuristic that finds the optimal rounding to a given point. Definition: struct_heur.h:75 void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata) Definition: heur.c:1068 Definition: type_lp.h:34 static SCIP_RETCODE computeFixingrate(SCIP *scip, SCIP_Real minfixingrate, char *startsol, SCIP_Real *fixingrate, SCIP_Bool *success) Definition: heur_rens.c:109 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 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, . SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit))) Definition: scip.c:7298 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 Definition: type_nlpi.h:61 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 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.c:3626 SCIP_RETCODE SCIPchgVarLbGlobal(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound) Definition: scip.c:20038 SCIP_RETCODE SCIPsetNLPInitialGuessSol(SCIP *scip, SCIP_SOL *sol) Definition: scip.c:28722 Definition: type_retcode.h:45 SCIP_RETCODE SCIPsetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals) Definition: scip.c:34495 Definition: type_nlpi.h:62 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 SCIPgetNLPIntPar(SCIP *scip, SCIP_NLPPARAM type, int *ival) Definition: scip.c:28928 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: struct_event.h:185 SCIP callable library. SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos) Definition: scip.c:36164 |