Detailed Description

Gomory MIR Cuts.

Author: Tobias Achterberg; Stefan Heinz; Domenico Salvagnin; Marc Pfetsch

Definition in file sepa_gomory.c.

#include <assert.h>
#include <string.h>
#include "scip/sepa_gomory.h"
#include "scip/pub_misc.h"
#include "scip/pub_lp.h"

Go to the source code of this file.

Macros
#define	SEPA_NAME "gomory"

#define	SEPA_DESC "Gomory MIR cuts separator"

#define	SEPA_PRIORITY -1000

#define	SEPA_FREQ 10

#define	SEPA_MAXBOUNDDIST 1.0

#define	SEPA_USESSUBSCIP FALSE

#define	SEPA_DELAY FALSE

#define	DEFAULT_MAXROUNDS 5

#define	DEFAULT_MAXROUNDSROOT 10

#define	DEFAULT_MAXSEPACUTS 50

#define	DEFAULT_MAXSEPACUTSROOT 200

#define	DEFAULT_MAXRANK -1

#define	DEFAULT_MAXRANKINTEGRAL -1

#define	DEFAULT_DYNAMICCUTS TRUE

#define	DEFAULT_AWAY 0.01

#define	DEFAULT_MAKEINTEGRAL FALSE

#define	DEFAULT_FORCECUTS TRUE

#define	DEFAULT_SEPARATEROWS TRUE

#define	DEFAULT_DELAYEDCUTS FALSE

#define	DEFAULT_SIDETYPEBASIS TRUE

#define	DEFAULT_RANDSEED 53

#define	BOUNDSWITCH 0.9999

#define	POSTPROCESS TRUE

#define	USEVBDS TRUE

#define	FIXINTEGRALRHS FALSE

#define	MAKECONTINTEGRAL FALSE

#define	MAXAGGRLEN(nvars) (0.1*(nvars)+1000)

Functions
static SCIP_RETCODE	evaluateCutNumerics (SCIP scip, SCIP_SEPADATA sepadata, SCIP_ROW cut, SCIP_Longint maxdnom, SCIP_Real maxscale, SCIP_Bool useful)

static	SCIP_DECL_SEPACOPY (sepaCopyGomory)

static	SCIP_DECL_SEPAFREE (sepaFreeGomory)

static	SCIP_DECL_SEPAINIT (sepaInitGomory)

static	SCIP_DECL_SEPAEXIT (sepaExitGomory)

static	SCIP_DECL_SEPAEXECLP (sepaExeclpGomory)

SCIP_RETCODE	SCIPincludeSepaGomory (SCIP *scip)

Macro Definition Documentation

◆ SEPA_NAME

#define SEPA_NAME "gomory"

Max y Subject to c1: -x + y <= 1 c2: 2x + 3y <= 12 c3: 3x + 2y <= 12 Bounds 0 <= x 0 <= y General x y END

Definition at line 56 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPACOPY(), SCIP_DECL_SEPAEXECLP(), SCIP_DECL_SEPAFREE(), and SCIPincludeSepaGomory().

◆ SEPA_DESC

#define SEPA_DESC "Gomory MIR cuts separator"

Definition at line 57 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ SEPA_PRIORITY

#define SEPA_PRIORITY -1000

Definition at line 58 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ SEPA_FREQ

#define SEPA_FREQ 10

Definition at line 59 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ SEPA_MAXBOUNDDIST

#define SEPA_MAXBOUNDDIST 1.0

Definition at line 60 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ SEPA_USESSUBSCIP

#define SEPA_USESSUBSCIP FALSE

does the separator use a secondary SCIP instance?

Definition at line 61 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ SEPA_DELAY

#define SEPA_DELAY FALSE

should separation method be delayed, if other separators found cuts?

Definition at line 62 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAXROUNDS

#define DEFAULT_MAXROUNDS 5

maximal number of gomory separation rounds per node (-1: unlimited)

Definition at line 64 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAXROUNDSROOT

#define DEFAULT_MAXROUNDSROOT 10

maximal number of gomory separation rounds in the root node (-1: unlimited)

Definition at line 65 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAXSEPACUTS

#define DEFAULT_MAXSEPACUTS 50

maximal number of gomory cuts separated per separation round

Definition at line 66 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAXSEPACUTSROOT

#define DEFAULT_MAXSEPACUTSROOT 200

maximal number of gomory cuts separated per separation round in root node

Definition at line 67 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAXRANK

#define DEFAULT_MAXRANK -1

maximal rank of a gomory cut that could not be scaled to integral coefficients (-1: unlimited)

Definition at line 68 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAXRANKINTEGRAL

#define DEFAULT_MAXRANKINTEGRAL -1

maximal rank of a gomory cut that could be scaled to integral coefficients (-1: unlimited)

Definition at line 69 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_DYNAMICCUTS

#define DEFAULT_DYNAMICCUTS TRUE

should generated cuts be removed from the LP if they are no longer tight?

Definition at line 70 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_AWAY

#define DEFAULT_AWAY 0.01

minimal integrality violation of a basis variable in order to try Gomory cut

Definition at line 71 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_MAKEINTEGRAL

#define DEFAULT_MAKEINTEGRAL FALSE

try to scale all cuts to integral coefficients

Definition at line 72 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_FORCECUTS

#define DEFAULT_FORCECUTS TRUE

if conversion to integral coefficients failed still consider the cut

Definition at line 73 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_SEPARATEROWS

#define DEFAULT_SEPARATEROWS TRUE

separate rows with integral slack

Definition at line 74 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_DELAYEDCUTS

#define DEFAULT_DELAYEDCUTS FALSE

should cuts be added to the delayed cut pool?

Definition at line 75 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_SIDETYPEBASIS

#define DEFAULT_SIDETYPEBASIS TRUE

choose side types of row (lhs/rhs) based on basis information?

Definition at line 76 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

◆ DEFAULT_RANDSEED

#define DEFAULT_RANDSEED 53

initial random seed

Definition at line 77 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAINIT().

◆ BOUNDSWITCH

#define BOUNDSWITCH 0.9999

threshold for bound switching - see SCIPcalcMIR()

Definition at line 79 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

◆ POSTPROCESS

#define POSTPROCESS TRUE

apply postprocessing after MIR calculation - see SCIPcalcMIR()

Definition at line 80 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

◆ USEVBDS

#define USEVBDS TRUE

use variable bounds - see SCIPcalcMIR()

Definition at line 81 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

◆ FIXINTEGRALRHS

#define FIXINTEGRALRHS FALSE

try to generate an integral rhs - see SCIPcalcMIR()

Definition at line 82 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

◆ MAKECONTINTEGRAL

#define MAKECONTINTEGRAL FALSE

convert continuous variable to integral variables in SCIPmakeRowIntegral()

Definition at line 83 of file sepa_gomory.c.

Referenced by evaluateCutNumerics().

◆ MAXAGGRLEN

#define MAXAGGRLEN ( nvars ) (0.1*(nvars)+1000)

maximal length of base inequality

Definition at line 85 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

Function Documentation

◆ evaluateCutNumerics()

static SCIP_RETCODE evaluateCutNumerics	(	SCIP *	scip,
		SCIP_SEPADATA *	sepadata,
		SCIP_ROW *	cut,
		SCIP_Longint	maxdnom,
		SCIP_Real	maxscale,
		SCIP_Bool *	useful
	)

static

returns TRUE if the cut can be taken, otherwise FALSE if there some numerical evidences

Parameters

scip	SCIP data structure
sepadata	data of the separator
cut	cut to check
maxdnom	maximal denominator to use for scaling
maxscale	maximal scaling factor
useful	pointer to store if the cut is useful

Definition at line 111 of file sepa_gomory.c.

References FALSE, MAKECONTINTEGRAL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPepsilon(), SCIPgetRowNumIntCols(), SCIPisInfinity(), SCIPmakeRowIntegral(), SCIProwGetNNonz(), SCIProwGetRank(), SCIProwGetRhs(), SCIPsumepsilon(), and TRUE.

Referenced by SCIP_DECL_SEPAEXECLP().

◆ SCIP_DECL_SEPACOPY()

static SCIP_DECL_SEPACOPY ( sepaCopyGomory )

static

copy method for separator plugins (called when SCIP copies plugins)

Definition at line 160 of file sepa_gomory.c.

References SCIP_CALL, SCIP_OKAY, SCIPincludeSepaGomory(), SCIPsepaGetName(), and SEPA_NAME.

◆ SCIP_DECL_SEPAFREE()

static SCIP_DECL_SEPAFREE ( sepaFreeGomory )

static

destructor of separator to free user data (called when SCIP is exiting) ! [SnippetSepaFreeGomory]

Definition at line 175 of file sepa_gomory.c.

References SCIP_OKAY, SCIPfreeBlockMemory, SCIPsepaGetData(), SCIPsepaGetName(), SCIPsepaSetData(), and SEPA_NAME.

◆ SCIP_DECL_SEPAINIT()

static SCIP_DECL_SEPAINIT ( sepaInitGomory )

static

! [SnippetSepaFreeGomory] initialization method of separator (called after problem was transformed)

Definition at line 195 of file sepa_gomory.c.

References DEFAULT_RANDSEED, SCIP_CALL, SCIP_OKAY, SCIPcreateRandom(), and SCIPsepaGetData().

◆ SCIP_DECL_SEPAEXIT()

static SCIP_DECL_SEPAEXIT ( sepaExitGomory )

static

deinitialization method of separator (called before transformed problem is freed)

Definition at line 210 of file sepa_gomory.c.

References SCIP_OKAY, SCIPfreeRandom(), and SCIPsepaGetData().

◆ SCIP_DECL_SEPAEXECLP()

static SCIP_DECL_SEPAEXECLP ( sepaExeclpGomory )

static

LP solution separation method of separator

Definition at line 225 of file sepa_gomory.c.

References BOUNDSWITCH, evaluateCutNumerics(), FALSE, FIXINTEGRALRHS, MAXAGGRLEN, POSTPROCESS, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIP_VARTYPE_CONTINUOUS, SCIPaddDelayedPoolCut(), SCIPaddPoolCut(), SCIPaddRow(), SCIPaddVarToRow(), SCIPaggrRowCreate(), SCIPaggrRowFree(), SCIPaggrRowSumRows(), SCIPallocBufferArray, SCIPcacheRowExtensions(), SCIPcalcMIR(), SCIPcolGetPrimsol(), SCIPcolGetVar(), SCIPcreateEmptyRowSepa(), SCIPdebugMsg, SCIPfeasFrac(), SCIPflushRowExtensions(), SCIPfreeBufferArray, SCIPgetCutEfficacy(), SCIPgetDepth(), SCIPgetLPBasisInd(), SCIPgetLPBInvRow(), SCIPgetLPColsData(), SCIPgetLPRowsData(), SCIPgetLPSolstat(), SCIPgetMaxDepth(), SCIPgetNCutsFound(), SCIPgetNLPBranchCands(), SCIPgetNLPs(), SCIPgetRowActivity(), SCIPgetRowLPActivity(), SCIPgetRowMaxCoef(), SCIPgetRowMinCoef(), SCIPgetVarsData(), SCIPinfinity(), SCIPisCutNew(), SCIPisEfficacious(), SCIPisFeasNegative(), SCIPisInfinity(), SCIPisLPSolBasic(), SCIPisStopped(), SCIPrandomGetReal(), SCIPreleaseRow(), SCIProwChgRank(), SCIProwGetLhs(), SCIProwGetName(), SCIProwGetNorm(), SCIProwGetRhs(), SCIProwIsIntegral(), SCIProwIsModifiable(), SCIPsepaGetData(), SCIPsepaGetName(), SCIPsepaGetNCallsAtNode(), SCIPsepaWasLPDelayed(), SCIPsnprintf(), SCIPsortDownRealInt(), SCIPvarGetName(), SCIPvarGetType(), SEPA_NAME, TRUE, and USEVBDS.

SCIP

Detailed Description

Macros

Functions

Macro Definition Documentation

◆ SEPA_NAME

◆ SEPA_DESC

◆ SEPA_PRIORITY

◆ SEPA_FREQ

◆ SEPA_MAXBOUNDDIST

◆ SEPA_USESSUBSCIP

◆ SEPA_DELAY

◆ DEFAULT_MAXROUNDS

◆ DEFAULT_MAXROUNDSROOT

◆ DEFAULT_MAXSEPACUTS

◆ DEFAULT_MAXSEPACUTSROOT

◆ DEFAULT_MAXRANK

◆ DEFAULT_MAXRANKINTEGRAL

◆ DEFAULT_DYNAMICCUTS

◆ DEFAULT_AWAY

◆ DEFAULT_MAKEINTEGRAL

◆ DEFAULT_FORCECUTS

◆ DEFAULT_SEPARATEROWS

◆ DEFAULT_DELAYEDCUTS

◆ DEFAULT_SIDETYPEBASIS

◆ DEFAULT_RANDSEED

◆ BOUNDSWITCH

◆ POSTPROCESS

◆ USEVBDS

◆ FIXINTEGRALRHS

◆ MAKECONTINTEGRAL

◆ MAXAGGRLEN

Function Documentation

◆ evaluateCutNumerics()

◆ SCIP_DECL_SEPACOPY()

◆ SCIP_DECL_SEPAFREE()

◆ SCIP_DECL_SEPAINIT()

◆ SCIP_DECL_SEPAEXIT()

◆ SCIP_DECL_SEPAEXECLP()