Detailed Description

mpec primal heuristic

Author: Felipe Serrano; Benjamin Mueller

Definition in file heur_mpec.c.

#include <assert.h>
#include <string.h>
#include "scip/heur_mpec.h"
#include "scip/heur_subnlp.h"
#include "nlpi/nlpi.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME "mpec"

#define	HEUR_DESC "regularization heuristic for convex and nonconvex MINLPs"

#define	HEUR_DISPCHAR 'W'

#define	HEUR_PRIORITY -2050000

#define	HEUR_FREQ 50

#define	HEUR_FREQOFS 0

#define	HEUR_MAXDEPTH -1

#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

#define	HEUR_USESSUBSCIP TRUE

#define	DEFAULT_INITTHETA 0.125

#define	DEFAULT_SIGMA 0.5

#define	DEFAULT_MAXITER 100

#define	DEFAULT_MAXNLPITER 500

#define	DEFAULT_MINGAPLEFT 0.05

#define	DEFAULT_SUBNLPTRIGGER 1e-3

#define	DEFAULT_MAXNLPCOST 1e+8

#define	DEFAULT_MINIMPROVE 0.01

#define	DEFAULT_MAXNUNSUCC 10

Functions
static SCIP_RETCODE	createNLP (SCIP scip, SCIP_HEURDATA heurdata)

static SCIP_RETCODE	freeNLP (SCIP scip, SCIP_HEURDATA heurdata)

static SCIP_RETCODE	addRegularScholtes (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR **binvars, int nbinvars, SCIP_Real theta, SCIP_Bool update)

static int	getExprSize (SCIP_EXPR *expr)

static int	getExprtreeSize (SCIP_EXPRTREE *tree)

static SCIP_RETCODE	getTimeLeft (SCIP scip, SCIP_Real timeleft)

static SCIP_RETCODE	heurExec (SCIP scip, SCIP_HEUR heur, SCIP_HEURDATA heurdata, SCIP_RESULT result)

static	SCIP_DECL_HEURCOPY (heurCopyMpec)

static	SCIP_DECL_HEURFREE (heurFreeMpec)

static	SCIP_DECL_HEURINITSOL (heurInitsolMpec)

static	SCIP_DECL_HEUREXITSOL (heurExitsolMpec)

static	SCIP_DECL_HEUREXEC (heurExecMpec)

SCIP_RETCODE	SCIPincludeHeurMpec (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "mpec"

Definition at line 32 of file heur_mpec.c.

Referenced by SCIP_DECL_HEURCOPY(), and SCIPincludeHeurMpec().

◆ HEUR_DESC

#define HEUR_DESC "regularization heuristic for convex and nonconvex MINLPs"

Definition at line 33 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR 'W'

Definition at line 34 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -2050000

Definition at line 35 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_FREQ

#define HEUR_FREQ 50

Definition at line 36 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 37 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 38 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

Definition at line 39 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP TRUE

disable the heuristic in sub-SCIPs, even though it does not use any

Definition at line 40 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_INITTHETA

#define DEFAULT_INITTHETA 0.125

default initial regularization right-hand side value (< 0.25)

Definition at line 42 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_SIGMA

#define DEFAULT_SIGMA 0.5

default regularization update factor (< 1)

Definition at line 43 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_MAXITER

#define DEFAULT_MAXITER 100

default maximum number of iterations of the MPEC loop

Definition at line 44 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_MAXNLPITER

#define DEFAULT_MAXNLPITER 500

default maximum number of NLP iterations per solve

Definition at line 45 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_MINGAPLEFT

#define DEFAULT_MINGAPLEFT 0.05

default minimum amount of gap left in order to call the heuristic

Definition at line 46 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_SUBNLPTRIGGER

#define DEFAULT_SUBNLPTRIGGER 1e-3

default maximum integrality violation before triggering a sub-NLP call

Definition at line 47 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_MAXNLPCOST

#define DEFAULT_MAXNLPCOST 1e+8

default maximum cost available for solving NLPs per call of the heuristic

Definition at line 48 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE 0.01

default factor by which heuristic should at least improve the incumbent

Definition at line 49 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

◆ DEFAULT_MAXNUNSUCC

#define DEFAULT_MAXNUNSUCC 10

default maximum number of consecutive calls for which the heuristic did not find an improving solution

Definition at line 50 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

Function Documentation

◆ createNLP()

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

static

creates the data structure for generating the current NLP relaxation

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 85 of file heur_mpec.c.

References FALSE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPcreateNlpiProb(), SCIPdebugMsg, SCIPgetLowerbound(), SCIPgetNLPNlRows(), SCIPgetNNLPNlRows(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPinfinity(), SCIPisInfinity(), SCIPnlpiCreateProblem(), SCIPsumepsilon(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

◆ freeNLP()

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

static

frees the data structures for the NLP relaxation

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 133 of file heur_mpec.c.

References SCIP_CALL, SCIP_OKAY, SCIPhashmapFree(), and SCIPnlpiFreeProblem().

Referenced by SCIP_DECL_HEUREXEC().

◆ addRegularScholtes()

static SCIP_RETCODE addRegularScholtes	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR **	binvars,
		int	nbinvars,
		SCIP_Real	theta,
		SCIP_Bool	update
	)

static

add or updates the regularization constraints to the NLP; for a given parameter theta we add for each non-fixed binary variable z the constraint z*(1-z) <= theta; if these constraint are already present we update the theta on the right-hand side

Parameters

scip	SCIP data structure
heurdata	heuristic data
binvars	array containing all non-fixed binary variables
nbinvars	total number of non-fixed binary variables
theta	regularization parameter
update	should the regularization constraints be added or updated?

Definition at line 158 of file heur_mpec.c.

References SCIP_QuadElement::coef, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPgetNNLPNlRows(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPnlpiAddConstraints(), and SCIPnlpiChgConsSides().

Referenced by heurExec().

◆ getExprSize()

static int getExprSize ( SCIP_EXPR * expr )

static

recursive helper function to count the number of nodes in a sub-tree

Parameters

expr	expression

Definition at line 241 of file heur_mpec.c.

References SCIPexprGetChildren(), and SCIPexprGetNChildren().

Referenced by getExprtreeSize().

◆ getExprtreeSize()

static int getExprtreeSize ( SCIP_EXPRTREE * tree )

static

returns the number of nodes in an expression tree

Parameters

tree	expression tree

Definition at line 261 of file heur_mpec.c.

References getExprSize(), and SCIPexprtreeGetRoot().

Referenced by heurExec().

◆ getTimeLeft()

static SCIP_RETCODE getTimeLeft	(	SCIP *	scip,
		SCIP_Real *	timeleft
	)

static

returns the available time limit that is left

Parameters

scip	SCIP data structure
timeleft	pointer to store the remaining time limit

Definition at line 272 of file heur_mpec.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPinfinity(), and SCIPisInfinity().

Referenced by heurExec().

◆ heurExec()

static SCIP_RETCODE heurExec	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_HEURDATA *	heurdata,
		SCIP_RESULT *	result
	)

static

main execution function of the MPEC heuristic

Parameters

scip	SCIP data structure
heur	MPEC heuristic
heurdata	heuristic data
result	pointer to store the result

Definition at line 293 of file heur_mpec.c.

References addRegularScholtes(), BMScopyMemoryArray, FALSE, getExprtreeSize(), getTimeLeft(), MAX, SCIP_Bool, SCIP_CALL, SCIP_FOUNDSOL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPallocBufferArray, SCIPapplyHeurSubNlp(), SCIPblkmem(), SCIPcreateSol(), SCIPdebugMsg, SCIPdualfeastol(), SCIPfeasRound(), SCIPfeastol(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPfreeSol(), SCIPgetNBinVars(), SCIPgetNLPNlRows(), SCIPgetNNLPNlRows(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPisFeasLE(), SCIPisLE(), SCIPisStopped(), SCIPnlpiChgVarBounds(), SCIPnlpiGetSolstat(), SCIPnlpiGetSolution(), SCIPnlpiGetStatistics(), SCIPnlpiSetInitialGuess(), SCIPnlpiSetIntPar(), SCIPnlpiSetRealPar(), SCIPnlpiSolve(), SCIPnlpStatisticsCreate(), SCIPnlpStatisticsFree(), SCIPnlpStatisticsGetNIterations(), SCIPnlrowGetExprtree(), SCIPnlrowGetNLinearVars(), SCIPnlrowGetNQuadElems(), SCIPsetSolVal(), SCIPtrySolFree(), SCIPvarGetLbLocal(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyMpec )

static

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

Definition at line 607 of file heur_mpec.c.

References HEUR_NAME, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurMpec().

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeMpec )

static

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

Definition at line 619 of file heur_mpec.c.

References SCIP_OKAY, SCIPfreeBlockMemory, SCIPheurGetData(), and SCIPheurSetData().

◆ SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolMpec )

static

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

Definition at line 632 of file heur_mpec.c.

References SCIP_OKAY, SCIPfindHeur(), SCIPgetNlpis(), SCIPgetNNlpis(), and SCIPheurGetData().

◆ SCIP_DECL_HEUREXITSOL()

static SCIP_DECL_HEUREXITSOL ( heurExitsolMpec )

static

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

Definition at line 651 of file heur_mpec.c.

References SCIP_OKAY, and SCIPheurGetData().

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecMpec )

static

execution method of primal heuristic

Definition at line 663 of file heur_mpec.c.

References createNLP(), freeNLP(), heurExec(), SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_OKAY, SCIPconshdlrGetNConss(), SCIPfindConshdlr(), SCIPgetGap(), SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPheurGetData(), and SCIPisNLPConstructed().

SCIP

Detailed Description

Macros

Functions

Macro Definition Documentation

◆ HEUR_NAME

◆ HEUR_DESC

◆ HEUR_DISPCHAR

◆ HEUR_PRIORITY

◆ HEUR_FREQ

◆ HEUR_FREQOFS

◆ HEUR_MAXDEPTH

◆ HEUR_TIMING

◆ HEUR_USESSUBSCIP

◆ DEFAULT_INITTHETA

◆ DEFAULT_SIGMA

◆ DEFAULT_MAXITER

◆ DEFAULT_MAXNLPITER

◆ DEFAULT_MINGAPLEFT

◆ DEFAULT_SUBNLPTRIGGER

◆ DEFAULT_MAXNLPCOST

◆ DEFAULT_MINIMPROVE

◆ DEFAULT_MAXNUNSUCC

Function Documentation

◆ createNLP()

◆ freeNLP()

◆ addRegularScholtes()

◆ getExprSize()

◆ getExprtreeSize()

◆ getTimeLeft()

◆ heurExec()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINITSOL()

◆ SCIP_DECL_HEUREXITSOL()

◆ SCIP_DECL_HEUREXEC()