cons_benderslp.c

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the program and library             */
/*         SCIP --- Solving Constraint Integer Programs                      */
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/*    Copyright (C) 2002-2019 Konrad-Zuse-Zentrum                            */
/*                            fuer Informationstechnik Berlin                */
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/*  SCIP is distributed under the terms of the ZIB Academic License.         */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

/**@file   cons_benderslp.c
 * @brief  constraint handler for benderslp decomposition
 * @author Stephen J. Maher
 *
 * Two constraint handlers are implemented for the generation of Benders' decomposition cuts. When included in a
 * problem, the Benders' decomposition constraint handlers generate cuts during the enforcement of LP and relaxation
 * solutions. Additionally, Benders' decomposition cuts can be generated when checking the feasibility of solutions with
 * respect to the subproblem constraints.
 *
 * This constraint handler has an enforcement priority that is greater than the integer constraint handler. This means
 * that all LP solutions will be first checked for feasibility with respect to the Benders' decomposition second stage
 * constraints before performing an integrality check. This is part of a multi-phase approach for solving mixed integer
 * programs by Benders' decomposition.
 *
 * A parameter is available to control the depth at which the non-integer LP solution are enforced by solving the
 * Benders' decomposition subproblems. This parameter is set to 0 by default, indicating that non-integer LP solutions
 * are enforced only at the root node.
 */

/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/

#include <assert.h>

#include "scip/scip.h"
#include "scip/cons_benderslp.h"
#include "scip/cons_benders.h"


/* fundamental constraint handler properties */
#define CONSHDLR_NAME          "benderslp"
#define CONSHDLR_DESC          "constraint handler for Benders' Decomposition to separate LP solutions"
#define CONSHDLR_ENFOPRIORITY  10000000 /**< priority of the constraint handler for constraint enforcing */
#define CONSHDLR_CHECKPRIORITY 10000000 /**< priority of the constraint handler for checking feasibility */
#define CONSHDLR_EAGERFREQ          100 /**< frequency for using all instead of only the useful constraints in separation,
                                         *   propagation and enforcement, -1 for no eager evaluations, 0 for first only */
#define CONSHDLR_NEEDSCONS        FALSE /**< should the constraint handler be skipped, if no constraints are available? */


#define DEFAULT_CONSBENDERSLP_MAXDEPTH 0/**< depth at which Benders' decomposition cuts are generated from the LP
                                         *   solution (-1: always, 0: only at root) */
#define DEFAULT_ACTIVE            FALSE /**< is the constraint handler active? */

/*
 * Data structures
 */

/** constraint handler data */
struct SCIP_ConshdlrData
{
   int                   maxdepth;           /**< the maximum depth at which Benders' cuts are generated from the LP */
   SCIP_Bool             active;             /**< is the constraint handler active? */
};


/*
 * Local methods
 */


/*
 * Callback methods of constraint handler
 */

/** copy method for constraint handler plugins (called when SCIP copies plugins) */
static
SCIP_DECL_CONSHDLRCOPY(conshdlrCopyBenderslp)
{  /*lint --e{715}*/
   assert(scip != NULL);

   SCIP_CALL( SCIPincludeConshdlrBenderslp(scip) );

   *valid = TRUE;

   return SCIP_OKAY;
}


/** destructor of constraint handler to free constraint handler data (called when SCIP is exiting) */
static
SCIP_DECL_CONSFREE(consFreeBenderslp)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrdata;

   assert(scip != NULL);
   assert(conshdlr != NULL);

   conshdlrdata = SCIPconshdlrGetData(conshdlr);
   assert(conshdlrdata != NULL);

   /* freeing the constraint handler data */
   SCIPfreeMemory(scip, &conshdlrdata);

   return SCIP_OKAY;
}



/** constraint enforcing method of constraint handler for LP solutions */
static
SCIP_DECL_CONSENFOLP(consEnfolpBenderslp)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrdata;

   assert(conshdlr != NULL);

   conshdlrdata = SCIPconshdlrGetData(conshdlr);

   if( !conshdlrdata->active || (conshdlrdata->maxdepth >= 0 && SCIPgetDepth(scip) > conshdlrdata->maxdepth) )
      (*result) = SCIP_FEASIBLE;
   else
      SCIP_CALL( SCIPconsBendersEnforceSolution(scip, NULL, conshdlr, result, SCIP_BENDERSENFOTYPE_LP, FALSE) );

   return SCIP_OKAY;
}


/** constraint enforcing method of constraint handler for relaxation solutions */
static
SCIP_DECL_CONSENFORELAX(consEnforelaxBenderslp)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrdata;

   assert(conshdlr != NULL);

   conshdlrdata = SCIPconshdlrGetData(conshdlr);

   if( !conshdlrdata->active || (conshdlrdata->maxdepth >= 0 && SCIPgetDepth(scip) > conshdlrdata->maxdepth) )
      (*result) = SCIP_FEASIBLE;
   else
      SCIP_CALL( SCIPconsBendersEnforceSolution(scip, sol, conshdlr, result, SCIP_BENDERSENFOTYPE_RELAX, FALSE) );

   return SCIP_OKAY;
}


/** constraint enforcing method of constraint handler for pseudo solutions */
static
SCIP_DECL_CONSENFOPS(consEnfopsBenderslp)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrdata;

   assert(conshdlr != NULL);

   conshdlrdata = SCIPconshdlrGetData(conshdlr);

   if( !conshdlrdata->active || (conshdlrdata->maxdepth >= 0 && SCIPgetDepth(scip) > conshdlrdata->maxdepth) )
      (*result) = SCIP_FEASIBLE;
   else
      SCIP_CALL( SCIPconsBendersEnforceSolution(scip, NULL, conshdlr, result, SCIP_BENDERSENFOTYPE_PSEUDO, FALSE) );

   return SCIP_OKAY;
}


/** feasibility check method of constraint handler for integral solutions.
 *  The feasibility check for Benders' decomposition is performed in cons_benders. As such, it is redundant to perform
 *  the feasibility check here. As such, the solution is flagged as feasible, which will then be corrected in
 *  cons_benders if the solution is infeasible with respect to the second stage constraints
 */
static
SCIP_DECL_CONSCHECK(consCheckBenderslp)
{  /*lint --e{715}*/
   (*result) = SCIP_FEASIBLE;

   return SCIP_OKAY;
}


/** variable rounding lock method of constraint handler */
static
SCIP_DECL_CONSLOCK(consLockBenderslp)
{  /*lint --e{715}*/
   return SCIP_OKAY;
}



/*
 * constraint specific interface methods
 */

/** creates the handler for executing the Benders' decomposition subproblem solve on fractional LP solution and
 * includes it in SCIP */
SCIP_RETCODE SCIPincludeConshdlrBenderslp(
   SCIP*                 scip                /**< SCIP data structure */
   )
{
   SCIP_CONSHDLRDATA* conshdlrdata = NULL;
   SCIP_CONSHDLR* conshdlr;

   /* create benderslp constraint handler data */
   SCIP_CALL( SCIPallocMemory(scip, &conshdlrdata) );

   conshdlr = NULL;

   /* include constraint handler */
   SCIP_CALL( SCIPincludeConshdlrBasic(scip, &conshdlr, CONSHDLR_NAME, CONSHDLR_DESC,
         CONSHDLR_ENFOPRIORITY, CONSHDLR_CHECKPRIORITY, CONSHDLR_EAGERFREQ, CONSHDLR_NEEDSCONS,
         consEnfolpBenderslp, consEnfopsBenderslp, consCheckBenderslp, consLockBenderslp,
         conshdlrdata) );
   assert(conshdlr != NULL);

   /* set non-fundamental callbacks via specific setter functions */
   SCIP_CALL( SCIPsetConshdlrCopy(scip, conshdlr, conshdlrCopyBenderslp, NULL) );
   SCIP_CALL( SCIPsetConshdlrFree(scip, conshdlr, consFreeBenderslp) );
   SCIP_CALL( SCIPsetConshdlrEnforelax(scip, conshdlr, consEnforelaxBenderslp) );

   /* add Benders' decomposition LP constraint handler parameters */
   SCIP_CALL( SCIPaddIntParam(scip,
         "constraints/" CONSHDLR_NAME "/maxdepth",
         "depth at which Benders' decomposition cuts are generated from the LP solution (-1: always, 0: only at root)",
         &conshdlrdata->maxdepth, TRUE, DEFAULT_CONSBENDERSLP_MAXDEPTH, -1, SCIP_MAXTREEDEPTH, NULL, NULL) );

   SCIP_CALL( SCIPaddBoolParam(scip,
         "constraints/" CONSHDLR_NAME "/active", "is the Benders' decomposition LP cut constraint handler active?",
         &conshdlrdata->active, FALSE, DEFAULT_ACTIVE, NULL, NULL));

   return SCIP_OKAY;
}