heur_shifting.c
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17 * @brief LP rounding heuristic that tries to recover from intermediate infeasibilities and shifts continuous variables 21 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 30 #define HEUR_DESC "LP rounding heuristic with infeasibility recovering also using continuous variables" 116 /* swap row at the end of the violated array to the position of this row and decrease the counter */ 132 /* if the row contains fractional variables, swap with the last violated row that has no fractional variables 215 updateViolations(scip, row, violrows, violrowpos, nviolrows, nviolfracrows, nfracsinrow, oldactivity, newactivity); 223 /** returns a variable, that pushes activity of the row in the given direction with minimal negative impact on other rows; 224 * if variables have equal impact, chooses the one with best objective value improvement in corresponding direction; 225 * prefer fractional integers over other variables in order to become integral during the process; 226 * shifting in a direction is forbidden, if this forces the objective value over the upper bound, or if the variable 265 activitydelta = (direction == +1 ? SCIProwGetLhs(row) - rowactivity : SCIProwGetRhs(row) - rowactivity); 293 isinteger = (SCIPvarGetType(var) == SCIP_VARTYPE_BINARY || SCIPvarGetType(var) == SCIP_VARTYPE_INTEGER); 330 assert(shiftval <= solval); /* may be equal due to numerical digit erasement in the subtraction */ 349 assert(shiftval >= solval); /* may be equal due to numerical digit erasement in the subtraction */ 377 /** returns a fractional variable, that has most impact on rows in opposite direction, i.e. that is most crucial to 379 * if variables have equal impact, chooses the one with best objective value improvement in corresponding direction; 386 SCIP_Real minobj, /**< minimal objective value possible after shifting remaining fractional vars */ 415 assert(SCIPvarGetType(var) == SCIP_VARTYPE_BINARY || SCIPvarGetType(var) == SCIP_VARTYPE_INTEGER); 428 if( (nlocks > maxnlocks || deltaobj < bestdeltaobj) && minobj - obj < SCIPgetCutoffbound(scip) ) 444 if( (nlocks > maxnlocks || deltaobj < bestdeltaobj) && minobj + obj < SCIPgetCutoffbound(scip) ) 459 /** adds a given value to the fractionality counters of the rows in which the given variable appears */ 465 int* nviolfracrows, /**< pointer to store the number of violated rows with fractional variables */ 498 /* first case: the number of fractional variables has become zero: swap row in violrows array to the 505 /* nothing to do if row is already at the end of the first part, otherwise, swap it to the last position 518 /* second interesting case: the number of fractional variables was zero before, swap it with the first 598 /** solving process initialization method of primal heuristic (called when branch and bound process is about to begin) */ 710 * the rows should be feasible, but due to numerical inaccuracies in the LP solver, they can be violated 738 addFracCounter(nfracsinrow, violrows, violrowpos, &nviolfracrows, nviolrows, nlprows, lpcands[c], +1); 753 bestshiftval = obj > 0.0 ? SCIPfeasFloor(scip, lpcandssol[c]) : SCIPfeasCeil(scip, lpcandssol[c]); 769 SCIPdebugMessage("shifting heuristic: nfrac=%d, nviolrows=%d, obj=%g (best possible obj: %g), cutoff=%g\n", 776 * - if a violated row exists, shift a variable decreasing the violation, that has least impact on other rows 777 * - otherwise, shift a variable, that has strongest devastating impact on rows in opposite direction 791 /* violated rows containing fractional variables are preferred; if such a row exists, choose the last one from the list 792 * (at position nviolfracrows - 1) because removing this row will cause one swapping operation less than other rows 802 /* there is no violated row containing a fractional variable, select a violated row uniformly at random */ 830 SCIP_CALL( selectEssentialRounding(scip, sol, minobj, lpcands, nlpcands, &shiftvar, &oldsolval, &newsolval) ); 840 SCIPdebugMessage("shifting heuristic: -> shift var <%s>[%g,%g], type=%d, oldval=%g, newval=%g, obj=%g\n", 841 SCIPvarGetName(shiftvar), SCIPvarGetLbGlobal(shiftvar), SCIPvarGetUbGlobal(shiftvar), SCIPvarGetType(shiftvar), 845 SCIP_CALL( updateActivities(scip, activities, violrows, violrowpos, &nviolrows, &nviolfracrows, nfracsinrow, nlprows, 858 /* update fractionality counter and minimal objective value possible after shifting remaining variables */ 860 && (SCIPvarGetType(shiftvar) == SCIP_VARTYPE_BINARY || SCIPvarGetType(shiftvar) == SCIP_VARTYPE_INTEGER); 862 if( (SCIPvarGetType(shiftvar) == SCIP_VARTYPE_BINARY || SCIPvarGetType(shiftvar) == SCIP_VARTYPE_INTEGER) 869 addFracCounter(nfracsinrow, violrows, violrowpos, &nviolfracrows, nviolrows, nlprows, shiftvar, -1); 871 /* the rounding was already calculated into the minobj -> update only if rounding in "wrong" direction */ 906 SCIPdebugMessage("shifting heuristic: -> nfrac=%d, nviolrows=%d, obj=%g (best possible obj: %g)\n", SCIP_RETCODE SCIPsetHeurInitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINITSOL((*heurinitsol))) Definition: scip.c:7361 SCIP_RETCODE SCIPgetLPBranchCands(SCIP *scip, SCIP_VAR ***lpcands, SCIP_Real **lpcandssol, SCIP_Real **lpcandsfrac, int *nlpcands, int *npriolpcands, int *nfracimplvars) Definition: scip.c:33125 static void addFracCounter(int *nfracsinrow, SCIP_ROW **violrows, int *violrowpos, int *nviolfracrows, int nviolrows, int nlprows, SCIP_VAR *var, int incval) Definition: heur_shifting.c:461 Definition: type_result.h:33 Definition: type_result.h:47 static SCIP_RETCODE selectEssentialRounding(SCIP *scip, SCIP_SOL *sol, SCIP_Real minobj, SCIP_VAR **lpcands, int nlpcands, SCIP_VAR **shiftvar, SCIP_Real *oldsolval, SCIP_Real *newsolval) Definition: heur_shifting.c:383 Definition: struct_scip.h:53 SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy))) Definition: scip.c:7297 LP rounding heuristic that tries to recover from intermediate infeasibilities and shifts continuous v... SCIP_Bool SCIPisFeasLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2) Definition: scip.c:41920 Definition: struct_var.h:196 SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val) Definition: scip.c:34843 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:7252 static SCIP_DECL_HEURINITSOL(heurInitsolShifting) Definition: heur_shifting.c:600 static void updateViolations(SCIP *scip, SCIP_ROW *row, SCIP_ROW **violrows, int *violrowpos, int *nviolrows, int *nviolfracrows, int *nfracsinrow, SCIP_Real oldactivity, SCIP_Real newactivity) Definition: heur_shifting.c:58 Definition: type_var.h:53 SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var) Definition: scip.c:34983 SCIP_RETCODE SCIPincludeHeurShifting(SCIP *scip) Definition: heur_shifting.c:947 Definition: struct_lp.h:123 Definition: struct_sol.h:50 Definition: type_result.h:35 static SCIP_RETCODE updateActivities(SCIP *scip, SCIP_Real *activities, SCIP_ROW **violrows, int *violrowpos, int *nviolrows, int *nviolfracrows, int *nfracsinrow, int nlprows, SCIP_VAR *var, SCIP_Real oldsolval, SCIP_Real newsolval) Definition: heur_shifting.c:155 SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur) Definition: scip.c:34002 Definition: type_retcode.h:33 SCIP_RETCODE SCIPgetLPRowsData(SCIP *scip, SCIP_ROW ***rows, int *nrows) Definition: scip.c:26750 SCIP_Bool SCIPisFeasGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2) Definition: scip.c:41946 Definition: struct_heur.h:75 void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata) Definition: heur.c:1068 Definition: type_lp.h:34 Definition: type_var.h:54 Definition: struct_lp.h:189 SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit))) Definition: scip.c:7345 int SCIPgetRandomInt(int minrandval, int maxrandval, unsigned int *seedp) Definition: misc.c:7700 SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit))) Definition: scip.c:7329 SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur) Definition: heur.c:1293 static SCIP_RETCODE selectShifting(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *row, SCIP_Real rowactivity, int direction, SCIP_Real *nincreases, SCIP_Real *ndecreases, SCIP_Real increaseweight, SCIP_VAR **shiftvar, SCIP_Real *oldsolval, SCIP_Real *newsolval) Definition: heur_shifting.c:230 SCIP_RETCODE SCIPprintRow(SCIP *scip, SCIP_ROW *row, FILE *file) Definition: scip.c:28334 Definition: objbranchrule.h:33 SCIP_RETCODE SCIPtrySol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool printreason, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *stored) Definition: scip.c:36217 SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros) Definition: scip.c:35397 |