heur_undercover.h File Reference

Detailed Description

Undercover primal heuristic for MINLPs.

Author

Timo Berthold

Ambros Gleixner

The undercover heuristic is designed for mixed-integer nonlinear programs and tries to fix a subset of variables such as to make each constraint linear or convex. For this purpose it solves a binary program to automatically determine the minimum number of variable fixings necessary. As fixing values, we use values from the LP relaxation, the NLP relaxation, or the incumbent solution.

Definition in file heur_undercover.h.

#include "scip/scip.h"

Go to the source code of this file.

Functions
SCIP_RETCODE	SCIPincludeHeurUndercover (SCIP *scip)
SCIP_RETCODE	SCIPcomputeCoverUndercover (SCIP *scip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverbd, char coveringobj, SCIP_Bool *success)

Function Documentation

SCIP_RETCODE SCIPincludeHeurUndercover

(

SCIP *

scip

)

creates the undercover primal heuristic and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 3340 of file heur_undercover.c.

References COVERINGOBJS, DEFAULT_BEFORECUTS, DEFAULT_CONFLICTWEIGHT, DEFAULT_COPYCUTS, DEFAULT_COVERBD, DEFAULT_COVERINGOBJ, DEFAULT_CUTOFFWEIGHT, DEFAULT_FIXINGALTS, DEFAULT_FIXINGORDER, DEFAULT_FIXINTFIRST, DEFAULT_INFERENCEWEIGHT, DEFAULT_LOCKSROUNDING, DEFAULT_MAXBACKTRACKS, DEFAULT_MAXCOVERSIZECONSS, DEFAULT_MAXCOVERSIZEVARS, DEFAULT_MAXNODES, DEFAULT_MAXRECOVERS, DEFAULT_MAXREORDERS, DEFAULT_MINCOVEREDABS, DEFAULT_MINCOVEREDREL, DEFAULT_MINIMPROVE, DEFAULT_MINNODES, DEFAULT_NODESOFS, DEFAULT_NODESQUOT, DEFAULT_ONLYCONVEXIFY, DEFAULT_POSTNLP, DEFAULT_RECOVERDIV, DEFAULT_REUSECOVER, FALSE, FIXINGORDERS, HEUR_DESC, HEUR_DISPCHAR, HEUR_FREQ, HEUR_FREQOFS, HEUR_MAXDEPTH, HEUR_NAME, HEUR_PRIORITY, HEUR_TIMING, HEUR_USESSUBSCIP, NULL, SCIP_CALL, SCIP_LONGINT_MAX, SCIP_OKAY, SCIP_REAL_MAX, SCIP_REAL_MIN, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddLongintParam(), SCIPaddRealParam(), SCIPaddStringParam(), SCIPallocMemory, SCIPcomputeCoverUndercover(), SCIPincludeHeurBasic(), SCIPsetHeurCopy(), SCIPsetHeurExitsol(), SCIPsetHeurFree(), SCIPsetHeurInitsol(), and TRUE.

Referenced by SCIPincludeDefaultPlugins().

SCIP_RETCODE SCIPcomputeCoverUndercover	(	SCIP *	scip,
		int *	coversize,
		SCIP_VAR **	cover,
		SCIP_Real	timelimit,
		SCIP_Real	memorylimit,
		SCIP_Real	objlimit,
		SCIP_Bool	globalbounds,
		SCIP_Bool	onlyconvexify,
		SCIP_Bool	coverbd,
		char	coveringobj,
		SCIP_Bool *	success
	)

computes a minimal set of covering variables

Parameters

scip	SCIP data structure
coversize	buffer for the size of the computed cover
cover	pointer to store the variables (of the original SCIP) in the computed cover (should be ready to hold SCIPgetNVars(scip) entries)
timelimit	time limit
memorylimit	memory limit
objlimit	objective limit: upper bound on coversize
globalbounds	should global bounds on variables be used instead of local bounds at focus node?
onlyconvexify	should we only fix/dom.red. variables creating nonconvexity?
coverbd	should bounddisjunction constraints be covered (or just copied)?
coveringobj	objective function of the covering problem ('b'ranching status, influenced nonlinear 'c'onstraints/'t'erms, 'd'omain size, 'l'ocks, 'm'in of up/down locks, 'u'nit penalties, constraint 'v'iolation)
success	feasible cover found?

Definition at line 3486 of file heur_undercover.c.

References createCoveringProblem(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPcreate(), SCIPdebugMessage, SCIPfree(), SCIPfreeBufferArray, SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetVarsData(), SCIPincludeDefaultPlugins(), SCIPreleaseVar(), and solveCoveringProblem().

Referenced by SCIPincludeHeurUndercover().