heur_subnlp.c File Reference

Detailed Description

NLP local search primal heuristic using sub-SCIPs.

Author

Stefan Vigerske

Definition in file heur_subnlp.c.

#include <assert.h>
#include <string.h>
#include "scip/heur_subnlp.h"
#include "nlpi/nlpi.h"
#include "scip/cons_linear.h"
#include "scip/cons_varbound.h"
#include "scip/cons_logicor.h"
#include "scip/cons_setppc.h"
#include "scip/cons_knapsack.h"
#include "scip/cons_bounddisjunction.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME   "subnlp"
#define	HEUR_DESC   "primal heuristic that performs a local search in an NLP after fixing integer variables and presolving"
#define	HEUR_DISPCHAR   'q'
#define	HEUR_PRIORITY   -2000000
#define	HEUR_FREQ   1
#define	HEUR_FREQOFS   0
#define	HEUR_MAXDEPTH   -1
#define	HEUR_TIMING   SCIP_HEURTIMING_AFTERNODE
#define	HEUR_USESSUBSCIP   FALSE

Functions
static SCIP_Bool	runHeuristic (SCIP *scip)
static SCIP_RETCODE	createSubSCIP (SCIP *scip, SCIP_HEURDATA *heurdata)
static SCIP_RETCODE	freeSubSCIP (SCIP *scip, SCIP_HEURDATA *heurdata)
static	SCIP_DECL_EVENTEXEC (processVarEvent)
static SCIP_RETCODE	addLinearConstraints (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_Bool addcombconss, SCIP_Bool addcontconss)
static SCIP_RETCODE	addVarboundConstraints (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_Bool addcombconss, SCIP_Bool addcontconss)
static SCIP_RETCODE	addLogicOrConstraints (SCIP *scip, SCIP_CONSHDLR *conshdlr)
static SCIP_RETCODE	addSetppcConstraints (SCIP *scip, SCIP_CONSHDLR *conshdlr)
static SCIP_RETCODE	addKnapsackConstraints (SCIP *scip, SCIP_CONSHDLR *conshdlr)
static SCIP_RETCODE	addLinearConstraintsToNlp (SCIP *scip, SCIP_Bool addcombconss, SCIP_Bool addcontconss)
static SCIP_RETCODE	createSolFromNLP (SCIP *scip, SCIP_HEUR *heur, SCIP_SOL **sol)
static SCIP_RETCODE	createSolFromSubScipSol (SCIP *scip, SCIP_HEUR *heur, SCIP_SOL **sol, SCIP_SOL *subsol)
static SCIP_RETCODE	solveSubNLP (SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_SOL *refpoint, SCIP_Longint itercontingent, SCIP_Real timelimit, SCIP_Longint *iterused, SCIP_Bool tighttolerances, SCIP_SOL *resultsol)
static SCIP_RETCODE	forbidFixation (SCIP *scip, SCIP_HEURDATA *heurdata)
SCIP_RETCODE	SCIPapplyHeurSubNlp (SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_SOL *refpoint, SCIP_Longint itercontingent, SCIP_Real timelimit, SCIP_Real minimprove, SCIP_Longint *iterused)
SCIP_RETCODE	SCIPresolveSolHeurSubNlp (SCIP *scip, SCIP_HEUR *heur, SCIP_SOL *sol, SCIP_Bool *success, SCIP_Longint itercontingent, SCIP_Real timelimit)
static	SCIP_DECL_HEURCOPY (heurCopySubNlp)
static	SCIP_DECL_HEURFREE (heurFreeSubNlp)
static	SCIP_DECL_HEURINITSOL (heurInitsolSubNlp)
static	SCIP_DECL_HEUREXITSOL (heurExitsolSubNlp)
static	SCIP_DECL_HEUREXEC (heurExecSubNlp)
SCIP_RETCODE	SCIPincludeHeurSubNlp (SCIP *scip)
SCIP_RETCODE	SCIPaddLinearConsToNlpHeurSubNlp (SCIP *scip, SCIP_HEUR *heur, SCIP_Bool addcombconss, SCIP_Bool addcontconss)
SCIP_RETCODE	SCIPupdateStartpointHeurSubNlp (SCIP *scip, SCIP_HEUR *heur, SCIP_SOL *solcand, SCIP_Real violation)
SCIP *	SCIPgetSubScipHeurSubNlp (SCIP *scip, SCIP_HEUR *heur)
SCIP_VAR **	SCIPgetVarMappingScip2SubScipHeurSubNlp (SCIP *scip, SCIP_HEUR *heur)
SCIP_VAR **	SCIPgetVarMappingSubScip2ScipHeurSubNlp (SCIP *scip, SCIP_HEUR *heur)
SCIP_SOL *	SCIPgetStartCandidateHeurSubNlp (SCIP *scip, SCIP_HEUR *heur)

Macro Definition Documentation

#define HEUR_NAME   "subnlp"

Definition at line 37 of file heur_subnlp.c.

Referenced by SCIP_DECL_HEURCOPY(), SCIPaddLinearConsToNlpHeurSubNlp(), SCIPgetStartCandidateHeurSubNlp(), SCIPgetSubScipHeurSubNlp(), SCIPgetVarMappingScip2SubScipHeurSubNlp(), SCIPgetVarMappingSubScip2ScipHeurSubNlp(), SCIPincludeHeurSubNlp(), and SCIPupdateStartpointHeurSubNlp().

#define HEUR_DESC   "primal heuristic that performs a local search in an NLP after fixing integer variables and presolving"

Definition at line 38 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

#define HEUR_DISPCHAR   'q'

Definition at line 39 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

#define HEUR_PRIORITY   -2000000

Definition at line 40 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

#define HEUR_FREQ   1

Definition at line 41 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

#define HEUR_FREQOFS   0

Definition at line 42 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

#define HEUR_MAXDEPTH   -1

Definition at line 43 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

#define HEUR_TIMING   SCIP_HEURTIMING_AFTERNODE

Definition at line 44 of file heur_subnlp.c.

Referenced by SCIP_DECL_HEUREXEC(), SCIP_DECL_HEUREXITSOL(), SCIP_DECL_HEURINITSOL(), and SCIPincludeHeurSubNlp().

#define HEUR_USESSUBSCIP   FALSE

does the heuristic use a secondary SCIP instance? we set this to FALSE because we want this heuristic to also run within other heuristics

Definition at line 45 of file heur_subnlp.c.

Referenced by SCIPincludeHeurSubNlp().

Function Documentation

static SCIP_Bool runHeuristic ( SCIP *  scip )

static

indicates whether the heuristic should be running, i.e., whether we expect something nonlinear after fixing all discrete variables

Parameters

scip	SCIP data structure

Definition at line 97 of file heur_subnlp.c.

References FALSE, NULL, SCIPgetNNlpis(), SCIPhasNLPContinuousNonlinearity(), SCIPisNLPConstructed(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC(), and SCIP_DECL_HEURINITSOL().

static SCIP_RETCODE createSubSCIP ( SCIP *  scip, SCIP_HEURDATA *  heurdata  )

static

creates copy of CIP from problem in SCIP

Parameters

scip	SCIP data structure
heurdata	heuristic data structure

Definition at line 116 of file heur_subnlp.c.

References BMSclearMemoryArray, FALSE, MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_EVENTTYPE_GBDCHANGED, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_VERBLEVEL_FULL, SCIPallocBlockMemoryArray, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPcaptureVar(), SCIPcatchVarEvent(), SCIPcopyConss(), SCIPcopyParamSettings(), SCIPcopyPlugins(), SCIPcopyVars(), SCIPcreate(), SCIPcreateProb(), SCIPdebugMessage, SCIPfree(), SCIPgetNConss(), SCIPgetNNlpis(), SCIPgetProbName(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPhashmapGetList(), SCIPhashmapGetNLists(), SCIPhashmapListGetImage(), SCIPhashmapListGetNext(), SCIPhashmapListGetOrigin(), SCIPisFeasEQ(), SCIPisParamFixed(), SCIPnlpStatisticsCreate(), SCIPresetParam(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetProbindex(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), SCIPverbMessage(), and TRUE.

Referenced by SCIP_DECL_HEURINITSOL(), SCIPapplyHeurSubNlp(), and SCIPresolveSolHeurSubNlp().

static SCIP_RETCODE freeSubSCIP ( SCIP *  scip, SCIP_HEURDATA *  heurdata  )

static

free sub-SCIP data structure

Parameters

scip	SCIP data structure
heurdata	heuristic data structure

Definition at line 328 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_EVENTTYPE_GBDCHANGED, SCIP_OKAY, SCIPdropVarEvent(), SCIPfree(), SCIPfreeBlockMemoryArray, SCIPgetOrigVarsData(), SCIPnlpStatisticsFree(), SCIPreleaseVar(), SCIPvarGetProbindex(), and SCIPvarIsActive().

Referenced by SCIP_DECL_HEUREXITSOL(), SCIPapplyHeurSubNlp(), SCIPresolveSolHeurSubNlp(), and solveSubNLP().

static SCIP_DECL_EVENTEXEC ( processVarEvent  )

static

process variable global bound change event

Definition at line 386 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_EVENTTYPE_GLBCHANGED, SCIP_EVENTTYPE_GUBCHANGED, SCIP_OKAY, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPeventGetType(), SCIPeventGetVar(), SCIPgetVars(), SCIPvarGetLbGlobal(), SCIPvarGetProbindex(), and SCIPvarGetUbGlobal().

static SCIP_RETCODE addLinearConstraints ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_Bool  addcombconss, SCIP_Bool  addcontconss  )

static

adds linear constraints from a SCIP instance to its NLP

Parameters

scip	SCIP data structure
conshdlr	constraint handler for linear constraints
addcombconss	whether to add combinatorial linear constraints to NLP
addcontconss	whether to add continuous linear constraints to NLP

Definition at line 443 of file heur_subnlp.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIPaddNlRow(), SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetNActiveConss(), SCIPconsIsChecked(), SCIPconsIsEnabled(), SCIPcreateNlRow(), SCIPgetLhsLinear(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPisRelLE(), SCIPreleaseNlRow(), SCIPvarGetType(), and TRUE.

Referenced by addLinearConstraintsToNlp().

static SCIP_RETCODE addVarboundConstraints ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_Bool  addcombconss, SCIP_Bool  addcontconss  )

static

adds variable bound constraints from a SCIP instance to its NLP

Parameters

scip	SCIP data structure
conshdlr	constraint handler for linear constraints
addcombconss	whether to add combinatorial linear constraints to NLP
addcontconss	whether to add continuous linear constraints to NLP

Definition at line 515 of file heur_subnlp.c.

References NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPaddNlRow(), SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetNActiveConss(), SCIPconsIsChecked(), SCIPconsIsEnabled(), SCIPcreateNlRow(), SCIPgetLhsVarbound(), SCIPgetRhsVarbound(), SCIPgetVarVarbound(), SCIPgetVbdcoefVarbound(), SCIPgetVbdvarVarbound(), SCIPreleaseNlRow(), and SCIPvarGetType().

Referenced by addLinearConstraintsToNlp().

static SCIP_RETCODE addLogicOrConstraints ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr  )

static

adds logic-or constraints to NLP

Parameters

scip	SCIP data structure
conshdlr	constraint handler for linear constraints

Definition at line 571 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddNlRow(), SCIPallocBufferArray, SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetNActiveConss(), SCIPconsIsChecked(), SCIPconsIsEnabled(), SCIPcreateNlRow(), SCIPfreeBufferArrayNull, SCIPgetNVarsLogicor(), SCIPgetVarsLogicor(), SCIPinfinity(), SCIPreallocBufferArray, and SCIPreleaseNlRow().

Referenced by addLinearConstraintsToNlp().

static SCIP_RETCODE addSetppcConstraints ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr  )

static

adds setppc constraints to NLP

Parameters

scip	SCIP data structure
conshdlr	constraint handler for linear constraints

Definition at line 638 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIP_SETPPCTYPE_COVERING, SCIP_SETPPCTYPE_PACKING, SCIP_SETPPCTYPE_PARTITIONING, SCIPaddNlRow(), SCIPallocBufferArray, SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetNActiveConss(), SCIPconsIsChecked(), SCIPconsIsEnabled(), SCIPcreateNlRow(), SCIPerrorMessage, SCIPfreeBufferArrayNull, SCIPgetNVarsSetppc(), SCIPgetTypeSetppc(), SCIPgetVarsSetppc(), SCIPinfinity(), SCIPreallocBufferArray, and SCIPreleaseNlRow().

Referenced by addLinearConstraintsToNlp().

static SCIP_RETCODE addKnapsackConstraints ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr  )

static

adds knapsack constraints to NLP

Parameters

scip	SCIP data structure
conshdlr	constraint handler for linear constraints

Definition at line 729 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIPaddNlRow(), SCIPallocBufferArray, SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetNActiveConss(), SCIPconsIsChecked(), SCIPconsIsEnabled(), SCIPcreateNlRow(), SCIPfreeBufferArrayNull, SCIPgetCapacityKnapsack(), SCIPgetNVarsKnapsack(), SCIPgetVarsKnapsack(), SCIPgetWeightsKnapsack(), SCIPinfinity(), SCIPreallocBufferArray, and SCIPreleaseNlRow().

Referenced by addLinearConstraintsToNlp().

static SCIP_RETCODE addLinearConstraintsToNlp ( SCIP *  scip, SCIP_Bool  addcombconss, SCIP_Bool  addcontconss  )

static

adds combinatorial and/or continuous variants of linear constraints from a SCIP instance to its NLP

Parameters

scip	SCIP data structure
addcombconss	whether to add combinatorial linear constraints to NLP
addcontconss	whether to add continuous linear constraints to NLP

Definition at line 799 of file heur_subnlp.c.

References addKnapsackConstraints(), addLinearConstraints(), addLogicOrConstraints(), addSetppcConstraints(), addVarboundConstraints(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPfindConshdlr().

Referenced by SCIPaddLinearConsToNlpHeurSubNlp(), and solveSubNLP().

static SCIP_RETCODE createSolFromNLP ( SCIP *  scip, SCIP_HEUR *  heur, SCIP_SOL **  sol  )

static

Parameters

scip	SCIP data structure
heur	heuristic data structure
sol	buffer to store solution value; if pointing to NULL, then a new solution is created, otherwise values in the given one are overwritten

Definition at line 850 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPcreateSol(), SCIPgetNOrigVars(), SCIPgetOrigVars(), SCIPheurGetData(), SCIPsetSolVal(), SCIPvarGetNLPSol(), and SCIPvarIsActive().

Referenced by solveSubNLP().

static SCIP_RETCODE createSolFromSubScipSol ( SCIP *  scip, SCIP_HEUR *  heur, SCIP_SOL **  sol, SCIP_SOL *  subsol  )

static

Parameters

scip	SCIP data structure
heur	heuristic data structure
sol	buffer to store solution value; if pointing to NULL, then a new solution is created, otherwise values in the given one are overwritten
subsol	solution of sub-SCIP

Definition at line 896 of file heur_subnlp.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateSol(), SCIPgetNOrigVars(), SCIPgetOrigVars(), SCIPgetSolVal(), SCIPheurGetData(), SCIPsetSolVal(), and SCIPvarIsActive().

Referenced by solveSubNLP().

static SCIP_RETCODE solveSubNLP ( SCIP *  scip, SCIP_HEUR *  heur, SCIP_RESULT *  result, SCIP_SOL *  refpoint, SCIP_Longint  itercontingent, SCIP_Real  timelimit, SCIP_Longint *  iterused, SCIP_Bool  tighttolerances, SCIP_SOL *  resultsol  )

static

Parameters

scip	original SCIP data structure
heur	heuristic data structure
result	buffer to store result, DIDNOTFIND, FOUNDSOL, or CUTOFF
refpoint	point to take fixation of discrete variables from, and startpoint for NLP solver; if NULL, then LP solution is used
itercontingent	iteration limit for NLP solver, or -1 for default of NLP heuristic
timelimit	time limit for NLP solver
iterused	buffer to store number of iterations used by NLP solver, or NULL if not of interest
tighttolerances	whether to use tight feasibility tolerances and reduce presolve
resultsol	a solution where to store found solution values, if any, or NULL if to try adding to SCIP

Definition at line 933 of file heur_subnlp.c.

References addLinearConstraintsToNlp(), createSolFromNLP(), createSolFromSubScipSol(), FALSE, freeSubSCIP(), MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_ERROR, SCIP_FOUNDSOL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPTERMSTAT_MEMERR, SCIP_OKAY, SCIP_PARAMSETTING_DEFAULT, SCIP_PARAMSETTING_FAST, SCIP_Real, SCIP_STAGE_PRESOLVED, SCIP_STAGE_SOLVED, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_GAPLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_INFORUNBD, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_NODELIMIT, SCIP_STATUS_OPTIMAL, SCIP_STATUS_SOLLIMIT, SCIP_STATUS_STALLNODELIMIT, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_TOTALNODELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_USERINTERRUPT, SCIP_VERBLEVEL_MINIMAL, SCIPABORT, SCIPallocBufferArray, SCIPcheckSol(), SCIPdebugMessage, SCIPepsilon(), SCIPerrorMessage, SCIPfeastol(), SCIPfreeBufferArray, SCIPfreeSol(), SCIPfreeTransform(), SCIPgetMessagehdlr(), SCIPgetNLPObjval(), SCIPgetNLPSolstat(), SCIPgetNLPStatistics(), SCIPgetNLPTermstat(), SCIPgetNLPVars(), SCIPgetNNLPVars(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetObjlimit(), SCIPgetProbName(), SCIPgetRealParam(), SCIPgetSols(), SCIPgetSolVal(), SCIPgetStage(), SCIPgetStatus(), SCIPheurGetData(), SCIPisLE(), SCIPisNLPConstructed(), SCIPisParamFixed(), SCIPisZero(), SCIPmessagePrintInfo(), SCIPnlpStatisticsGetNIterations(), SCIPnlpStatisticsGetTotalTime(), SCIPpresolve(), SCIPpressedCtrlC(), SCIPresetParam(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetNLPInitialGuess(), SCIPsetNLPIntPar(), SCIPsetNLPRealPar(), SCIPsetNLPStringPar(), SCIPsetPresolving(), SCIPsetRealParam(), SCIPsolve(), SCIPsolveNLP(), SCIPtransformProb(), SCIPtrySol(), SCIPtrySolFree(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetOrigvarSum(), SCIPvarGetProbindex(), SCIPvarGetUbGlobal(), SCIPverbMessage(), SCIPwarningMessage(), and TRUE.

Referenced by SCIPapplyHeurSubNlp(), and SCIPresolveSolHeurSubNlp().

static SCIP_RETCODE forbidFixation ( SCIP *  scip, SCIP_HEURDATA *  heurdata  )

static

adds a set covering or bound disjunction constraint to the original problem

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 1453 of file heur_subnlp.c.

References FALSE, NULL, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPaddCons(), SCIPallocBufferArray, SCIPcreateConsBounddisjunction(), SCIPcreateConsSetcover(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPgetNegatedVar(), SCIPgetOrigVarsData(), SCIPisEQ(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPwarningMessage(), and TRUE.

Referenced by SCIPapplyHeurSubNlp().

SCIP_RETCODE SCIPapplyHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_RESULT *	result,
		SCIP_SOL *	refpoint,
		SCIP_Longint	itercontingent,
		SCIP_Real	timelimit,
		SCIP_Real	minimprove,
		SCIP_Longint *	iterused
	)

main procedure of the subNLP heuristic

Parameters

scip	original SCIP data structure
heur	heuristic data structure
result	pointer to store result of: did not run, solution found, no solution found, or fixing is infeasible (cutoff)
refpoint	point to take fixation of discrete variables from, and startpoint for NLP solver; if NULL, then LP solution is used
itercontingent	iteration limit for NLP solver, or -1 for default of NLP heuristic
timelimit	time limit for NLP solver
minimprove	desired minimal relative improvement in objective function value
iterused	buffer to store number of iterations used by NLP solver, or NULL if not of interest

Definition at line 1620 of file heur_subnlp.c.

References createSubSCIP(), FALSE, forbidFixation(), freeSubSCIP(), MAX, MIN, NULL, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIP_STAGE_SOLVING, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPdebugMessage, SCIPfloor(), SCIPgetLowerbound(), SCIPgetLPSolstat(), SCIPgetNActivePricers(), SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPgetNSols(), SCIPgetOrigVarsData(), SCIPgetSolVal(), SCIPgetStage(), SCIPgetUpperbound(), SCIPheurGetData(), SCIPinfinity(), SCIPisEQ(), SCIPisFeasIntegral(), SCIPisInfinity(), SCIPisTransformed(), SCIPsetObjlimit(), SCIPsumepsilon(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetProbindex(), SCIPvarGetUbGlobal(), and solveSubNLP().

Referenced by SCIP_DECL_HEUREXEC(), and SCIPapplyUndercover().

SCIP_RETCODE SCIPresolveSolHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_SOL *	sol,
		SCIP_Bool *	success,
		SCIP_Longint	itercontingent,
		SCIP_Real	timelimit
	)

for a given solution, resolves the corresponding subNLP and updates solution values for continuous variables, if NLP solution is feasible in original problem

Parameters

scip	original SCIP data structure
heur	heuristic data structure
sol	solution for which to solve NLP, and where to store resolved solution values
success	buffer where to store whether a feasible solution was found
itercontingent	iteration limit for NLP solver, or -1 for default of NLP heuristic
timelimit	time limit for NLP solver

Definition at line 1815 of file heur_subnlp.c.

References createSubSCIP(), FALSE, freeSubSCIP(), MAX, MIN, NULL, REALABS, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_OBJSENSE_MINIMIZE, SCIP_OKAY, SCIP_Real, SCIP_STAGE_SOLVING, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPdebugMessage, SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPgetObjsense(), SCIPgetOrigVarsData(), SCIPgetSolOrigObj(), SCIPgetSolVal(), SCIPgetStage(), SCIPheurGetData(), SCIPisEQ(), SCIPisFeasIntegral(), SCIPisTransformed(), SCIPround(), SCIPsetObjlimit(), SCIPtransformObj(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetProbindex(), SCIPvarGetUbGlobal(), solveSubNLP(), and TRUE.

static SCIP_DECL_HEURCOPY ( heurCopySubNlp  )

static

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

Definition at line 1978 of file heur_subnlp.c.

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

static SCIP_DECL_HEURFREE ( heurFreeSubNlp  )

static

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

Definition at line 1992 of file heur_subnlp.c.

References NULL, SCIP_OKAY, SCIPfreeMemory, and SCIPheurGetData().

static SCIP_DECL_HEURINITSOL ( heurInitsolSubNlp  )

static

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

Definition at line 2012 of file heur_subnlp.c.

References createSubSCIP(), HEUR_TIMING, NULL, runHeuristic(), SCIP_CALL, SCIP_HEURTIMING_DURINGLPLOOP, SCIP_OKAY, SCIPheurGetData(), SCIPheurGetFreq(), SCIPheurGetFreqofs(), and SCIPheurSetTimingmask().

static SCIP_DECL_HEUREXITSOL ( heurExitsolSubNlp  )

static

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

Definition at line 2046 of file heur_subnlp.c.

References FALSE, freeSubSCIP(), HEUR_TIMING, NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeSol(), SCIPheurGetData(), and SCIPheurSetTimingmask().

static SCIP_DECL_HEUREXEC ( heurExecSubNlp  )

static

execution method of primal heuristic

Definition at line 2082 of file heur_subnlp.c.

References HEUR_TIMING, MIN, NULL, runHeuristic(), SCIP_CALL, SCIP_CUTOFF, SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIPapplyHeurSubNlp(), SCIPdebugMessage, SCIPfreeSol(), SCIPgetLocalDualbound(), SCIPgetLPSolstat(), SCIPgetMessagehdlr(), SCIPgetNLPBranchCands(), SCIPgetNNodes(), SCIPgetPrimalbound(), SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPheurGetData(), SCIPheurGetName(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPheurSetTimingmask(), SCIPisEQ(), SCIPisInfinity(), SCIPmessagePrintInfo(), and SCIPsolGetHeur().

SCIP_RETCODE SCIPincludeHeurSubNlp

(

SCIP *

scip

)

creates the NLP local search primal heuristic and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 2237 of file heur_subnlp.c.

References BMSclearMemory, FALSE, 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(), SCIPaddRealParam(), SCIPaddStringParam(), SCIPallocMemory, SCIPincludeEventhdlrBasic(), SCIPincludeHeurBasic(), SCIPinfinity(), SCIPsetHeurCopy(), SCIPsetHeurExitsol(), SCIPsetHeurFree(), SCIPsetHeurInitsol(), and TRUE.

Referenced by SCIP_DECL_HEURCOPY(), and SCIPincludeDefaultPlugins().

SCIP_RETCODE SCIPaddLinearConsToNlpHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_Bool	addcombconss,
		SCIP_Bool	addcontconss
	)

adds all known linear constraint to the NLP, if initialized and not done already This function is temporary and will hopefully become obsolete in the near future.

Parameters

scip	original SCIP data structure
heur	heuristic data structure
addcombconss	whether to add combinatorial linear constraints, i.e., linear constraints that involve only discrete variables
addcontconss	whether to add continuous linear constraints, i.e., linear constraints that involve not only discrete variables

Definition at line 2330 of file heur_subnlp.c.

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

Referenced by SCIP_DECL_CONSSEPALP().

SCIP_RETCODE SCIPupdateStartpointHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_SOL *	solcand,
		SCIP_Real	violation
	)

updates the starting point for the NLP heuristic

Is called by a constraint handler that handles nonlinear constraints when a check on feasibility of a solution fails.

Parameters

scip	SCIP data structure
heur	NLP heuristic
solcand	solution candidate
violation	constraint violation of solution candidate

Definition at line 2364 of file heur_subnlp.c.

References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPcreateSolCopy(), SCIPdebugMessage, SCIPfreeSol(), SCIPgetSolTransObj(), SCIPgetStage(), SCIPheurGetData(), SCIPheurGetName(), SCIPisPositive(), SCIPisRelGT(), SCIPsolGetHeur(), and SCIPunlinkSol().

Referenced by SCIP_DECL_CONSCHECK().

SCIP* SCIPgetSubScipHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur
	)

gets sub-SCIP used by NLP heuristic, or NULL if none

Parameters

scip	original SCIP data structure
heur	heuristic data structure

Definition at line 2414 of file heur_subnlp.c.

References HEUR_NAME, NULL, SCIPheurGetData(), and SCIPheurGetName().

SCIP_VAR** SCIPgetVarMappingScip2SubScipHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur
	)

gets mapping of SCIP variables to sub-SCIP variables

Parameters

scip	original SCIP data structure
heur	heuristic data structure

Definition at line 2431 of file heur_subnlp.c.

References HEUR_NAME, NULL, SCIPheurGetData(), and SCIPheurGetName().

SCIP_VAR** SCIPgetVarMappingSubScip2ScipHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur
	)

gets mapping of sub-SCIP variables to SCIP variables

Parameters

scip	original SCIP data structure
heur	heuristic data structure

Definition at line 2448 of file heur_subnlp.c.

References HEUR_NAME, NULL, SCIPheurGetData(), and SCIPheurGetName().

SCIP_SOL* SCIPgetStartCandidateHeurSubNlp	(	SCIP *	scip,
		SCIP_HEUR *	heur
	)

gets startpoint candidate to be used in next call to NLP heuristic, or NULL if none

Parameters

scip	original SCIP data structure
heur	heuristic data structure

Definition at line 2465 of file heur_subnlp.c.

References HEUR_NAME, NULL, SCIPheurGetData(), and SCIPheurGetName().