Detailed Description

LNS heuristic that finds the optimal rounding to a given point.

Author: Timo Berthold

Definition in file heur_rens.c.

#include <assert.h>
#include <string.h>
#include <stdio.h>
#include "scip/scip.h"
#include "scip/heur_rens.h"
#include "scip/scipdefplugins.h"
#include "scip/cons_linear.h"
#include "scip/pub_misc.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME "rens"

#define	HEUR_DESC "LNS exploring fractional neighborhood of relaxation's optimum"

#define	HEUR_DISPCHAR 'E'

#define	HEUR_PRIORITY -1100000

#define	HEUR_FREQ 0

#define	HEUR_FREQOFS 0

#define	HEUR_MAXDEPTH -1

#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

#define	HEUR_USESSUBSCIP TRUE

#define	DEFAULT_BINARYBOUNDS TRUE /* should general integers get binary bounds [floor(.),ceil(.)] ? */

#define	DEFAULT_MAXNODES 5000LL /* maximum number of nodes to regard in the subproblem */

#define	DEFAULT_MINFIXINGRATE 0.5 /* minimum percentage of integer variables that have to be fixed */

#define	DEFAULT_MINIMPROVE 0.01 /* factor by which RENS should at least improve the incumbent */

#define	DEFAULT_MINNODES 50LL /* minimum number of nodes to regard in the subproblem */

#define	DEFAULT_NODESOFS 500LL /* number of nodes added to the contingent of the total nodes */

#define	DEFAULT_NODESQUOT 0.1 /* subproblem nodes in relation to nodes of the original problem */

#define	DEFAULT_LPLIMFAC 2.0 /* factor by which the limit on the number of LP depends on the node limit */

#define	DEFAULT_STARTSOL 'l' /* solution that is used for fixing values */

#define	STARTSOL_CHOICES "nl" /* possible values for startsol ('l'p relaxation, 'n'lp relaxation) */

#define	DEFAULT_USELPROWS

#define	DEFAULT_COPYCUTS

#define	DEFAULT_EXTRATIME

#define	DEFAULT_ADDALLSOLS FALSE /* should all subproblem solutions be added to the original SCIP? */

#define	DEFAULT_FULLSCALE

#define	DEFAULT_BESTSOLLIMIT -1 /* limit on number of improving incumbent solutions in sub-CIP */

#define	DEFAULT_USEUCT FALSE /* should uct node selection be used at the beginning of the search? */

#define	EVENTHDLR_NAME "Rens"

#define	EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Functions
static SCIP_RETCODE	computeFixingrate (SCIP scip, SCIP_VAR fixedvars, SCIP_Real fixedvals, int nfixedvars, int fixedvarssize, SCIP_Real minfixingrate, char startsol, SCIP_Real fixingrate, SCIP_Bool success)

static SCIP_RETCODE	restrictToBinaryBounds (SCIP scip, SCIP subscip, SCIP_VAR **subvars, char startsol)

static SCIP_RETCODE	createNewSol (SCIP scip, SCIP subscip, SCIP_VAR *subvars, SCIP_HEUR heur, SCIP_SOL subsol, SCIP_Bool success)

static	SCIP_DECL_EVENTEXEC (eventExecRens)

static SCIP_RETCODE	setupAndSolveSubscip (SCIP scip, SCIP subscip, SCIP_RESULT result, SCIP_HEUR heur, SCIP_VAR *fixedvars, SCIP_Real fixedvals, int nfixedvars, SCIP_Real intfixingrate, SCIP_Real minfixingrate, SCIP_Real minimprove, SCIP_Longint maxnodes, SCIP_Longint nstallnodes, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows)

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)

static	SCIP_DECL_HEURCOPY (heurCopyRens)

static	SCIP_DECL_HEURFREE (heurFreeRens)

static	SCIP_DECL_HEURINIT (heurInitRens)

static	SCIP_DECL_HEUREXEC (heurExecRens)

SCIP_RETCODE	SCIPincludeHeurRens (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "rens"

Definition at line 33 of file heur_rens.c.

Referenced by SCIP_DECL_HEURCOPY(), SCIPincludeHeurRens(), and setupAndSolveSubscip().

◆ HEUR_DESC

#define HEUR_DESC "LNS exploring fractional neighborhood of relaxation's optimum"

Definition at line 34 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR 'E'

Definition at line 35 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -1100000

Definition at line 36 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_FREQ

#define HEUR_FREQ 0

Definition at line 37 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 38 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 39 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

Definition at line 40 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP TRUE

does the heuristic use a secondary SCIP instance?

Definition at line 41 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_BINARYBOUNDS

#define DEFAULT_BINARYBOUNDS TRUE /* should general integers get binary bounds [floor(.),ceil(.)] ? */

Definition at line 44 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_MAXNODES

#define DEFAULT_MAXNODES 5000LL /* maximum number of nodes to regard in the subproblem */

Definition at line 45 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_MINFIXINGRATE

#define DEFAULT_MINFIXINGRATE 0.5 /* minimum percentage of integer variables that have to be fixed */

Definition at line 46 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE 0.01 /* factor by which RENS should at least improve the incumbent */

Definition at line 47 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_MINNODES

#define DEFAULT_MINNODES 50LL /* minimum number of nodes to regard in the subproblem */

Definition at line 48 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_NODESOFS

#define DEFAULT_NODESOFS 500LL /* number of nodes added to the contingent of the total nodes */

Definition at line 49 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_NODESQUOT

#define DEFAULT_NODESQUOT 0.1 /* subproblem nodes in relation to nodes of the original problem */

Definition at line 50 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_LPLIMFAC

#define DEFAULT_LPLIMFAC 2.0 /* factor by which the limit on the number of LP depends on the node limit */

Definition at line 51 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_STARTSOL

#define DEFAULT_STARTSOL 'l' /* solution that is used for fixing values */

Definition at line 52 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ STARTSOL_CHOICES

#define STARTSOL_CHOICES "nl" /* possible values for startsol ('l'p relaxation, 'n'lp relaxation) */

Definition at line 53 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_USELPROWS

#define DEFAULT_USELPROWS

Value:

FALSE /* should subproblem be created out of the rows in the LP rows,

* otherwise, the copy constructors of the constraints handlers are used */

FALSE

#define FALSE

Definition: def.h:64

Definition at line 54 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_COPYCUTS

#define DEFAULT_COPYCUTS

Value:

TRUE      /* if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
                                         * of the original scip be copied to constraints of the subscip
                                         */

Definition at line 56 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_EXTRATIME

#define DEFAULT_EXTRATIME

Value:

FALSE      /* should the RENS sub-CIP get its own full time limit? This is only
                                         * implemented for testing and not recommended to be used!
                                         */

Definition at line 59 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_ADDALLSOLS

#define DEFAULT_ADDALLSOLS FALSE /* should all subproblem solutions be added to the original SCIP? */

Definition at line 62 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_FULLSCALE

#define DEFAULT_FULLSCALE

Value:

FALSE      /* should the RENS sub-CIP be solved with full-scale SCIP settings, including
                                         * techniques that merely work on the dual bound, e.g., cuts?  This is only
                                         * implemented for testing and not recommended to be used!
                                         */

Definition at line 64 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_BESTSOLLIMIT

#define DEFAULT_BESTSOLLIMIT -1 /* limit on number of improving incumbent solutions in sub-CIP */

Definition at line 68 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_USEUCT

#define DEFAULT_USEUCT FALSE /* should uct node selection be used at the beginning of the search? */

Definition at line 69 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ EVENTHDLR_NAME

#define EVENTHDLR_NAME "Rens"

Definition at line 72 of file heur_rens.c.

Referenced by SCIP_DECL_EVENTEXEC(), and setupAndSolveSubscip().

◆ EVENTHDLR_DESC

#define EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Definition at line 73 of file heur_rens.c.

Referenced by setupAndSolveSubscip().

Function Documentation

◆ computeFixingrate()

static SCIP_RETCODE computeFixingrate	(	SCIP *	scip,
		SCIP_VAR **	fixedvars,
		SCIP_Real *	fixedvals,
		int *	nfixedvars,
		int	fixedvarssize,
		SCIP_Real	minfixingrate,
		char *	startsol,
		SCIP_Real *	fixingrate,
		SCIP_Bool *	success
	)

static

compute the number of initial fixings and check whether the fixing rate exceeds the minimum fixing rate

Parameters

scip	SCIP data structure
fixedvars	array to store source SCIP variables whose copies should be fixed in the sub-SCIP
fixedvals	array to store solution values for variable fixing
nfixedvars	pointer to store the number of fixed variables
fixedvarssize	size of the arrays to store fixing variables
minfixingrate	percentage of integer variables that have to be fixed
startsol	pointer to solution used for fixing values ('l'p relaxation, 'n'lp relaxation)
fixingrate	percentage of integers that get actually fixed
success	pointer to store whether minimum fixingrate is exceeded

Definition at line 113 of file heur_rens.c.

References FALSE, MAX, SCIP_CALL, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCOPT, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMsg, SCIPfloor(), SCIPgetNLPIntPar(), SCIPgetNLPSolstat(), SCIPgetVarsData(), SCIPisFeasIntegral(), SCIPisNLPConstructed(), SCIPsetNLPInitialGuessSol(), SCIPsetNLPIntPar(), SCIPsolveNLP(), SCIPvarGetLPSol(), SCIPvarGetNLPSol(), and TRUE.

Referenced by SCIPapplyRens().

◆ restrictToBinaryBounds()

static SCIP_RETCODE restrictToBinaryBounds	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		char	startsol
	)

static

fixes bounds of unfixed integer variables to binary bounds

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
subvars	the variables of the subproblem
startsol	solution used for fixing values ('l'p relaxation, 'n'lp relaxation)

Definition at line 226 of file heur_rens.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPfeasCeil(), SCIPfeasFloor(), SCIPfloor(), SCIPgetVarsData(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPvarGetLbGlobal(), SCIPvarGetLPSol(), SCIPvarGetNLPSol(), and SCIPvarGetUbGlobal().

Referenced by setupAndSolveSubscip().

◆ createNewSol()

static SCIP_RETCODE createNewSol	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		SCIP_HEUR *	heur,
		SCIP_SOL *	subsol,
		SCIP_Bool *	success
	)

static

creates a new solution for the original problem by copying the solution of the subproblem

Parameters

scip	original SCIP data structure
subscip	SCIP structure of the subproblem
subvars	the variables of the subproblem
heur	RENS heuristic structure
subsol	solution of the subproblem
success	used to store whether new solution was found or not

Definition at line 285 of file heur_rens.c.

References FALSE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcreateSol(), SCIPfreeBufferArray, SCIPgetNOrigVars(), SCIPgetSolVals(), SCIPgetVarsData(), SCIPsetSolVals(), SCIPtrySolFree(), and TRUE.

Referenced by setupAndSolveSubscip().

◆ SCIP_DECL_EVENTEXEC()

static SCIP_DECL_EVENTEXEC ( eventExecRens )

static

Definition at line 336 of file heur_rens.c.

References EVENTHDLR_NAME, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_OKAY, SCIPdebugMsg, SCIPeventGetType(), SCIPeventhdlrGetName(), SCIPgetNLPs(), and SCIPinterruptSolve().

◆ setupAndSolveSubscip()

static SCIP_RETCODE setupAndSolveSubscip	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_RESULT *	result,
		SCIP_HEUR *	heur,
		SCIP_VAR **	fixedvars,
		SCIP_Real *	fixedvals,
		int	nfixedvars,
		SCIP_Real	intfixingrate,
		SCIP_Real	minfixingrate,
		SCIP_Real	minimprove,
		SCIP_Longint	maxnodes,
		SCIP_Longint	nstallnodes,
		char	startsol,
		SCIP_Bool	binarybounds,
		SCIP_Bool	uselprows
	)

static

setup and solve the RENS sub-SCIP

< number of original problem's variables

Parameters

scip	SCIP data structure
subscip	sub SCIP data structure
result	result pointer
heur	heuristic data structure
fixedvars	array of variables that should be fixed
fixedvals	array of fixing values
nfixedvars	number of variables that should be fixed
intfixingrate	percentage of integer variables fixed
minfixingrate	minimum percentage of integer variables that have to be fixed
minimprove	factor by which RENS should at least improve the incumbent
maxnodes	maximum number of nodes for the subproblem
nstallnodes	number of stalling nodes for the subproblem
startsol	solution used for fixing values ('l'p relaxation, 'n'lp relaxation)
binarybounds	should general integers get binary bounds [floor(.),ceil(.)]?
uselprows	should subproblem be created out of the rows in the LP rows?

Definition at line 361 of file heur_rens.c.

References createNewSol(), EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_NAME, MAX, restrictToBinaryBounds(), SCIP_Bool, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_FOUNDSOL, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPABORT, SCIPallocBufferArray, SCIPblkmem(), SCIPcatchEvent(), SCIPcopyLargeNeighborhoodSearch(), SCIPcopyLimits(), SCIPdebug, SCIPdebugMsg, SCIPdropEvent(), SCIPerrorMessage, SCIPfindBranchrule(), SCIPfindConshdlr(), SCIPfindNodesel(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetLowerbound(), SCIPgetNConss(), SCIPgetNNodes(), SCIPgetNOrigVars(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetPrimalbound(), SCIPgetSols(), SCIPgetSolvingTime(), SCIPgetUpperbound(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPheurGetData(), SCIPincludeEventhdlrBasic(), SCIPinfinity(), SCIPisInfinity(), SCIPisParamFixed(), SCIPmergeVariableStatistics(), SCIPpresolve(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolGetNodenum(), SCIPsolve(), SCIPstatisticPrintf, SCIPsumepsilon(), SCIPtransformProb(), SCIPwarningMessage(), and TRUE.

Referenced by SCIPapplyRens().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyRens )

static

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

Definition at line 724 of file heur_rens.c.

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

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeRens )

static

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

Definition at line 738 of file heur_rens.c.

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

◆ SCIP_DECL_HEURINIT()

static SCIP_DECL_HEURINIT ( heurInitRens )

static

initialization method of primal heuristic (called after problem was transformed)

Definition at line 758 of file heur_rens.c.

References SCIP_OKAY, and SCIPheurGetData().

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecRens )

static

execution method of primal heuristic

Definition at line 778 of file heur_rens.c.

References SCIP_CALL, SCIP_DELAYED, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIPapplyRens(), SCIPdebugMsg, SCIPgetCutoffbound(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetNLPBranchCands(), SCIPgetNNlpis(), SCIPgetNNodes(), SCIPhasCurrentNodeLP(), SCIPheurGetData(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPisGE(), and SCIPisStopped().

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_BINARYBOUNDS

◆ DEFAULT_MAXNODES

◆ DEFAULT_MINFIXINGRATE

◆ DEFAULT_MINIMPROVE

◆ DEFAULT_MINNODES

◆ DEFAULT_NODESOFS

◆ DEFAULT_NODESQUOT

◆ DEFAULT_LPLIMFAC

◆ DEFAULT_STARTSOL

◆ STARTSOL_CHOICES

◆ DEFAULT_USELPROWS

◆ DEFAULT_COPYCUTS

◆ DEFAULT_EXTRATIME

◆ DEFAULT_ADDALLSOLS

◆ DEFAULT_FULLSCALE

◆ DEFAULT_BESTSOLLIMIT

◆ DEFAULT_USEUCT

◆ EVENTHDLR_NAME

◆ EVENTHDLR_DESC

Function Documentation

◆ computeFixingrate()

◆ restrictToBinaryBounds()

◆ createNewSol()

◆ SCIP_DECL_EVENTEXEC()

◆ setupAndSolveSubscip()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINIT()

◆ SCIP_DECL_HEUREXEC()