Detailed Description
probability based branching rule based on an article by J. Pryor and J.W. Chinneck
The distribution branching rule selects a variable based on its impact on row activity distributions. More formally, let a(x) = a_1 x_1 + \dots + a_n x_n \leq b be a row of the LP. Let further l_i, u_i \in R denote the (finite) lower and upper bound, respectively, of the i -th variable x_i. Viewing every variable x_i as (continuously) uniformly distributed within its bounds, we can approximately understand the row activity a(x) as a Gaussian random variate with mean value \mu = E[a(x)] = \sum_i a_i\frac{l_i + u_i}{2} and variance \sigma^2 = \sum_i a_i^2 \sigma_i^2 , with \sigma_i^2 = \frac{(u_i - l_i)^2}{12} for continuous and \sigma_i^2 = \frac{(u_i - l_i + 1)^2 - 1}{12} for discrete variables. With these two parameters, we can calculate the probability to satisfy the row in terms of the cumulative distribution of the standard normal distribution: P(a(x) \leq b) = \Phi(\frac{b - \mu}{\sigma}).
The impact of a variable on the probability to satisfy a constraint after branching can be estimated by altering the variable contribution to the sums described above. In order to keep the tree size small, variables are preferred which decrease the probability to satisfy a row because it is more likely to create infeasible subproblems.
The selection of the branching variable is subject to the parameter scoreparam
. For both branching directions, an individual score is calculated. Available options for scoring methods are:
- d: select a branching variable with largest difference in satisfaction probability after branching
- l: lowest cumulative probability amongst all variables on all rows (after branching).
- h: highest cumulative probability amongst all variables on all rows (after branching).
- v: highest number of votes for lowering row probability for all rows a variable appears in.
- w: highest number of votes for increasing row probability for all rows a variable appears in.
If the parameter usescipscore
is set to TRUE, a single branching score is calculated from the respective up and down scores as defined by the SCIP branching score function (see advanced branching parameter scorefunc
), otherwise, the variable with the single highest score is selected, and the maximizing direction is assigned higher branching priority.
The original idea of probability based branching schemes appeared in:
J. Pryor and J.W. Chinneck:
Faster Integer-Feasibility in Mixed-Integer Linear Programs by Branching to Force Change
Computers and Operations Research, vol. 38, 2011, p. 1143–1152
(Paper: PDF).
Definition in file branch_distribution.c.
#include "scip/branch_distribution.h"
#include "scip/pub_branch.h"
#include "scip/pub_event.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_event.h"
#include "scip/scip_general.h"
#include "scip/scip_lp.h"
#include "scip/scip_message.h"
#include "scip/scip_mem.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_pricer.h"
#include "scip/scip_prob.h"
#include "scip/scip_probing.h"
#include <string.h>
Go to the source code of this file.
Macros | |
#define | BRANCHRULE_NAME "distribution" |
#define | BRANCHRULE_DESC "branching rule based on variable influence on cumulative normal distribution of row activities" |
#define | BRANCHRULE_PRIORITY 0 |
#define | BRANCHRULE_MAXDEPTH -1 |
#define | BRANCHRULE_MAXBOUNDDIST 1.0 |
#define | SCOREPARAM_VALUES "dhlvw" |
#define | DEFAULT_SCOREPARAM 'v' |
#define | DEFAULT_PRIORITY 2.0 |
#define | SQRTOFTWO 1.4142136 |
#define | SQUARED(x) ((x) * (x)) |
#define | DEFAULT_ONLYACTIVEROWS FALSE |
#define | DEFAULT_USEWEIGHTEDSCORE FALSE |
#define | EVENTHDLR_NAME "eventhdlr_distribution" |
#define | EVENT_DISTRIBUTION SCIP_EVENTTYPE_BOUNDCHANGED |
Macro Definition Documentation
◆ BRANCHRULE_NAME
#define BRANCHRULE_NAME "distribution" |
Definition at line 80 of file branch_distribution.c.
Referenced by SCIP_DECL_BRANCHEXECLP(), SCIP_DECL_BRANCHEXITSOL(), SCIP_DECL_BRANCHFREE(), and SCIPincludeBranchruleDistribution().
◆ BRANCHRULE_DESC
#define BRANCHRULE_DESC "branching rule based on variable influence on cumulative normal distribution of row activities" |
Definition at line 81 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ BRANCHRULE_PRIORITY
#define BRANCHRULE_PRIORITY 0 |
Definition at line 82 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ BRANCHRULE_MAXDEPTH
#define BRANCHRULE_MAXDEPTH -1 |
Definition at line 83 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ BRANCHRULE_MAXBOUNDDIST
#define BRANCHRULE_MAXBOUNDDIST 1.0 |
Definition at line 84 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ SCOREPARAM_VALUES
#define SCOREPARAM_VALUES "dhlvw" |
Definition at line 86 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ DEFAULT_SCOREPARAM
#define DEFAULT_SCOREPARAM 'v' |
Definition at line 87 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ DEFAULT_PRIORITY
#define DEFAULT_PRIORITY 2.0 |
Definition at line 88 of file branch_distribution.c.
Referenced by SCIP_DECL_BRANCHEXECLP().
◆ SQRTOFTWO
#define SQRTOFTWO 1.4142136 |
Definition at line 89 of file branch_distribution.c.
Referenced by SCIPcalcCumulativeDistribution().
◆ SQUARED
Definition at line 90 of file branch_distribution.c.
Referenced by calcBranchScore(), rowCalculateGauss(), SCIPvarCalcDistributionParameters(), and varProcessBoundChanges().
◆ DEFAULT_ONLYACTIVEROWS
#define DEFAULT_ONLYACTIVEROWS FALSE |
should only rows which are active at the current node be considered?
Definition at line 91 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ DEFAULT_USEWEIGHTEDSCORE
#define DEFAULT_USEWEIGHTEDSCORE FALSE |
should the branching score weigh up- and down-scores of a variable
Definition at line 92 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ EVENTHDLR_NAME
#define EVENTHDLR_NAME "eventhdlr_distribution" |
event handler name
Definition at line 95 of file branch_distribution.c.
Referenced by SCIPincludeBranchruleDistribution().
◆ EVENT_DISTRIBUTION
#define EVENT_DISTRIBUTION SCIP_EVENTTYPE_BOUNDCHANGED |
the event tyoe to be handled by this event handler
Definition at line 96 of file branch_distribution.c.
Referenced by branchruledataEnsureArraySize(), and SCIP_DECL_BRANCHEXITSOL().
Function Documentation
◆ branchruledataEnsureArraySize()
|
static |
ensure that maxindex + 1 rows can be represented in data arrays; memory gets reallocated with 10% extra space to save some time for future allocations
- Parameters
-
scip SCIP data structure branchruledata branchruledata maxindex row index at hand (size must be at least this large)
Definition at line 137 of file branch_distribution.c.
References EVENT_DISTRIBUTION, NULL, r, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPallocBlockMemoryArray, SCIPcatchVarEvent(), SCIPfeasCeil(), SCIPgetNVars(), SCIPgetStage(), SCIPgetVars(), SCIPreallocBlockMemoryArray, SCIPvarGetProbindex(), and SCIPvarIsActive().
Referenced by calcBranchScore(), SCIP_DECL_BRANCHEXECLP(), and varProcessBoundChanges().
◆ branchruledataUpdateCurrentBounds()
|
static |
- Parameters
-
scip SCIP data structure branchruledata branchrule data var the variable to update current bounds
Definition at line 225 of file branch_distribution.c.
References NULL, SCIP_Real, SCIPisFeasLE(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), and SCIPvarGetUbLocal().
Referenced by rowCalculateGauss(), SCIP_DECL_BRANCHEXECLP(), and varProcessBoundChanges().
◆ rowCalculateGauss()
|
static |
calculates the initial mean and variance of the row activity normal distribution.
The mean value \mu is given by \mu = \sum_i=1^n c_i * (lb_i +ub_i) / 2 where n is the number of variables, and c_i, lb_i, ub_i are the variable coefficient and bounds, respectively. With the same notation, the variance \sigma^2 is given by \sigma^2 = \sum_i=1^n c_i^2 * \sigma^2_i , with the variance being \sigma^2_i = ((ub_i - lb_i + 1)^2 - 1) / 12 for integer variables and \sigma^2_i = (ub_i - lb_i)^2 / 12 for continuous variables.
- Parameters
-
scip SCIP data structure branchruledata the branching rule data row the row for which the gaussian normal distribution has to be calculated mu pointer to store the mean value of the gaussian normal distribution sigma2 pointer to store the variance value of the gaussian normal distribution rowinfinitiesdown pointer to store the number of variables with infinite bounds to DECREASE activity rowinfinitiesup pointer to store the number of variables with infinite bounds to INCREASE activity
Definition at line 426 of file branch_distribution.c.
References branchruledataUpdateCurrentBounds(), NULL, SCIP_INVALID, SCIP_Real, SCIPcolGetVar(), SCIPdebug, SCIPdebugMsg, SCIPisFeasLE(), SCIPisFeasNegative(), SCIPisInfinity(), SCIPprintRow(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetName(), SCIProwGetNNonz(), SCIProwGetVals(), SCIPvarCalcDistributionParameters(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbLocal(), and SQUARED.
Referenced by calcBranchScore().
◆ calcBranchScore()
|
static |
calculate the branching score of a variable, depending on the chosen score parameter
- Parameters
-
scip current SCIP branchruledata branch rule data var candidate variable lpsolval current fractional LP-relaxation solution value upscore pointer to store the variable score when branching on it in upward direction downscore pointer to store the variable score when branching on it in downward direction scoreparam the score parameter of this branching rule
Definition at line 609 of file branch_distribution.c.
References branchruledataEnsureArraySize(), MAX, NULL, rowCalculateGauss(), SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPcolGetNNonz(), SCIPcolGetRows(), SCIPcolGetVals(), SCIPdebugMsg, SCIPfeasCeil(), SCIPfeasFloor(), SCIPgetRowLPFeasibility(), SCIPisFeasLT(), SCIPisInfinity(), SCIPisIntegral(), SCIPisNegative(), SCIPisSumPositive(), SCIProwCalcProbability(), SCIProwGetIndex(), SCIProwGetName(), SCIPupdateDistributionScore(), SCIPvarCalcDistributionParameters(), SCIPvarGetCol(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarGetType(), SCIPvarGetUbLocal(), and SQUARED.
Referenced by SCIP_DECL_BRANCHEXECLP().
◆ branchruledataFreeArrays()
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static |
free branchrule data
- Parameters
-
scip SCIP data structure branchruledata branching rule data
Definition at line 802 of file branch_distribution.c.
References NULL, and SCIPfreeBlockMemoryArray.
Referenced by SCIP_DECL_BRANCHEXITSOL(), and SCIP_DECL_BRANCHFREE().
◆ branchruledataAddBoundChangeVar()
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static |
add variable to the bound change event queue; skipped if variable is already in there, or if variable has no row currently watched
- Parameters
-
scip SCIP data structure branchruledata branchrule data var the variable whose bound changes need to be processed
Definition at line 825 of file branch_distribution.c.
References NULL, SCIP_INVALID, and SCIPvarGetProbindex().
Referenced by SCIP_DECL_EVENTEXEC().
◆ branchruledataPopBoundChangeVar()
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static |
returns the next unprocessed variable (last in, first out) with pending bound changes, or NULL
- Parameters
-
scip SCIP data structure branchruledata branchrule data
Definition at line 868 of file branch_distribution.c.
References NULL, and SCIPvarGetProbindex().
Referenced by SCIP_DECL_BRANCHEXECLP().
◆ varProcessBoundChanges()
|
static |
process a variable from the queue of changed variables
- Parameters
-
scip SCIP data structure branchruledata branchrule data var the variable whose bound changes need to be processed
Definition at line 898 of file branch_distribution.c.
References branchruledataEnsureArraySize(), branchruledataUpdateCurrentBounds(), MAX, NULL, r, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPcolGetNNonz(), SCIPcolGetRows(), SCIPcolGetVals(), SCIPinProbing(), SCIPisFeasEQ(), SCIPisFeasGE(), SCIPisInfinity(), SCIProwGetIndex(), SCIPvarCalcDistributionParameters(), SCIPvarGetCol(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbLocal(), and SQUARED.
Referenced by SCIP_DECL_BRANCHEXECLP().
◆ SCIP_DECL_EVENTFREE()
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static |
destructor of event handler to free user data (called when SCIP is exiting)
Definition at line 1024 of file branch_distribution.c.
References NULL, SCIP_OKAY, SCIPeventhdlrGetData(), SCIPeventhdlrSetData(), and SCIPfreeBlockMemory.
◆ SCIP_DECL_BRANCHCOPY()
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static |
copy method for branchrule plugins (called when SCIP copies plugins)
Definition at line 1043 of file branch_distribution.c.
References NULL, SCIP_CALL, SCIP_OKAY, and SCIPincludeBranchruleDistribution().
◆ SCIP_DECL_BRANCHEXITSOL()
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static |
solving process deinitialization method of branching rule (called before branch and bound process data is freed)
Definition at line 1054 of file branch_distribution.c.
References BRANCHRULE_NAME, branchruledataFreeArrays(), EVENT_DISTRIBUTION, NULL, SCIP_CALL, SCIP_OKAY, SCIPbranchruleGetData(), SCIPbranchruleGetName(), SCIPdropVarEvent(), SCIPfreeBlockMemoryArray, SCIPgetNVars(), and SCIPgetVars().
◆ SCIP_DECL_BRANCHFREE()
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static |
destructor of branching rule to free user data (called when SCIP is exiting)
Definition at line 1089 of file branch_distribution.c.
References BRANCHRULE_NAME, branchruledataFreeArrays(), NULL, SCIP_OKAY, SCIPbranchruleGetData(), SCIPbranchruleGetName(), SCIPbranchruleSetData(), and SCIPfreeBlockMemory.
◆ SCIP_DECL_BRANCHEXECLP()
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static |
branching execution method for fractional LP solutions
Definition at line 1109 of file branch_distribution.c.
References BRANCHRULE_NAME, branchruledataEnsureArraySize(), branchruledataPopBoundChangeVar(), branchruledataUpdateCurrentBounds(), calcBranchScore(), DEFAULT_PRIORITY, NULL, SCIP_BRANCHDIR_AUTO, SCIP_BRANCHDIR_DOWNWARDS, SCIP_BRANCHDIR_UPWARDS, SCIP_BRANCHED, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPbranchruleGetData(), SCIPbranchruleGetName(), SCIPbranchVar(), SCIPchgChildPrio(), SCIPdebugMsg, SCIPgetBranchScore(), SCIPgetLPBranchCands(), SCIPgetNActivePricers(), SCIPgetNLPRows(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPisFeasLE(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPvarGetProbindex(), SCIPvarGetSol(), SCIPvarGetUbLocal(), TRUE, and varProcessBoundChanges().
◆ SCIP_DECL_EVENTEXEC()
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static |
event execution method of distribution branching which handles bound change events of variables
Definition at line 1286 of file branch_distribution.c.
References branchruledataAddBoundChangeVar(), NULL, SCIP_OKAY, SCIPeventGetVar(), and SCIPeventhdlrGetData().