heur_distributiondiving.c
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18 * @brief Diving heuristic that chooses fixings w.r.t. changes in the solution density after Pryor and Chinneck.
22 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
55 #define EVENT_DISTRIBUTION SCIP_EVENTTYPE_BOUNDCHANGED /**< the event type to be handled by this event handler */
57 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */
58 #define DIVESET_ISPUBLIC FALSE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
67 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
69 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
71 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
73 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
74 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
75 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
76 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
78 #define DEFAULT_ONLYLPBRANCHCANDS TRUE /**< should only LP branching candidates be considered instead of the slower but
81 #define SCOREPARAM_VALUES "lhwvd" /**< the score;largest 'd'ifference, 'l'owest cumulative probability,'h'ighest c.p.,
89 {
97 int* rowinfinitiesdown; /**< count the number of variables with infinite bounds which allow for always
99 int* rowinfinitiesup; /**< count the number of variables with infinite bounds which allow for always
119 /** ensure that maxindex + 1 rows can be represented in data arrays; memory gets reallocated with 10% extra space
126 )
176 SCIP_CALL( SCIPcatchVarEvent(scip, vars[v], EVENT_DISTRIBUTION, heurdata->eventhdlr, NULL, &(heurdata->varfilterposs[v])) );
193 /* loop over extended arrays and invalidate data to trigger initialization of this row when necessary */
214 )
236 * \f$n \f$ is the number of variables, and \f$ c_i, lb_i, ub_i \f$ are the variable coefficient and
248 SCIP_Real* sigma2, /**< pointer to store the variance value of the gaussian normal distribution */
249 int* rowinfinitiesdown, /**< pointer to store the number of variables with infinite bounds to DECREASE activity */
250 int* rowinfinitiesup /**< pointer to store the number of variables with infinite bounds to INCREASE activity */
300 assert((heurdata->currentlbs[varindex] == SCIP_INVALID) == (heurdata->currentubs[varindex] == SCIP_INVALID)); /*lint !e777 doesn't like comparing floats for equality */
303 if( heurdata->currentlbs[varindex] == SCIP_INVALID ) /*lint !e777 doesn't like comparing floats for equality */
317 /* an infinite upper bound gives the row an infinite maximum activity or minimum activity, if the coefficient is
326 /* an infinite lower bound gives the row an infinite maximum activity or minimum activity, if the coefficient is
337 SCIPvarCalcDistributionParameters(scip, colvarlb, colvarub, SCIPvarGetType(colvar), &varmean, &varvariance);
339 /* actual values are updated; the contribution of the variable to mu is the arithmetic mean of its bounds */
342 /* the variance contribution of a variable is c^2 * (u - l)^2 / 12.0 for continuous and c^2 * ((u - l + 1)^2 - 1) / 12.0 for integer */
350 SCIPdebugMsg(scip, " Row %s has a mean value of %g at a sigma2 of %g \n", SCIProwGetName(row), *mu, *sigma2);
360 SCIP_Real* upscore, /**< pointer to store the variable score when branching on it in upward direction */
361 SCIP_Real* downscore, /**< pointer to store the variable score when branching on it in downward direction */
382 SCIP_Bool onlyactiverows; /* should only rows which are active at the current node be considered? */
405 SCIPvarCalcDistributionParameters(scip, varlb, varub, vartype, ¤tmean, &squaredbounddiff);
407 /* unfixed binary variables may have an integer solution value in the LP solution, eg, at the presence of indicator constraints */
427 SCIPvarCalcDistributionParameters(scip, varlb, newub, vartype, &meandown, &squaredbounddiffdown);
467 if( heurdata->rowmeans[rowpos] == SCIP_INVALID ) /*lint !e777 doesn't like comparing floats for equality */
469 rowCalculateGauss(scip, heurdata, row, &heurdata->rowmeans[rowpos], &heurdata->rowvariances[rowpos],
486 /* first, get the probability change for the row if the variable is branched on upwards. The probability
510 newrowprobup = SCIProwCalcProbability(scip, row, changedrowmean, changedrowvariance, rowinftiesdownafterbranch,
537 newrowprobdown = SCIProwCalcProbability(scip, row, changedrowmean, changedrowvariance, rowinftiesdownafterbranch,
544 SCIP_CALL( SCIPupdateDistributionScore(scip, currentrowprob, newrowprobup, newrowprobdown, upscore, downscore, scoreparam) );
546 SCIPdebugMsg(scip, " Variable %s changes probability of row %s from %g to %g (branch up) or %g;\n",
561 {
581 SCIP_CALL( SCIPdropVarEvent(scip, var, EVENT_DISTRIBUTION, heurdata->eventhdlr, NULL, heurdata->varfilterposs[v]) );
606 /** add variable to the bound change event queue; skipped if variable is already in there, or if variable has
614 {
638 assert((heurdata->currentlbs[varindex] == SCIP_INVALID) == (heurdata->currentubs[varindex] == SCIP_INVALID)); /*lint !e777 doesn't like comparing floats for equality */
652 /** returns the next unprocessed variable (last in, first out) with pending bound changes, or NULL */
687 )
720 /* skip update if the variable has never been subject of previously calculated row activities */
721 assert((oldlb == SCIP_INVALID) == (oldub == SCIP_INVALID)); /*lint !e777 doesn't like comparing floats for equality */
753 if( heurdata->rowmeans[rowpos] != SCIP_INVALID ) /*lint !e777 doesn't like comparing floats for equality */
757 assert(heurdata->rowvariances[rowpos] != SCIP_INVALID && SCIPisFeasGE(scip, heurdata->rowvariances[rowpos], 0.0)); /*lint !e777 */
896 /** scoring callback for distribution diving. best candidate maximizes the distribution score */
924 * this should never happen with default settings where only LP branching candidates are iterated, but might occur
925 * if other constraint handlers try to score an inactive variable that was (multi-)aggregated or negated
935 /* in debug mode, ensure that all bound process events which occurred in the mean time have been captured
941 assert((heurdata->currentlbs[varindex] == SCIP_INVALID) == (heurdata->currentubs[varindex] == SCIP_INVALID));/*lint !e777 doesn't like comparing floats for equality */
942 assert((heurdata->currentlbs[varindex] == SCIP_INVALID) || SCIPisFeasEQ(scip, SCIPvarGetLbLocal(cand), heurdata->currentlbs[varindex])); /*lint !e777 */
943 assert((heurdata->currentubs[varindex] == SCIP_INVALID) || SCIPisFeasEQ(scip, SCIPvarGetUbLocal(cand), heurdata->currentubs[varindex])); /*lint !e777 */
952 /* loop over candidate rows and determine the candidate up- and down- branching score w.r.t. the score parameter */
953 SCIP_CALL( calcBranchScore(scip, heurdata, cand, candsol, &upscore, &downscore, heurdata->score) );
986 /* terminate if there are no integer variables (note that, e.g., SOS1 variables may be present) */
1002 SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
1009 /** event execution method of distribution branching which handles bound change events of variables */
1024 /* add the variable to the queue of unprocessed variables; method itself ensures that every variable is added at most once */
1088 DEFAULT_MAXLPITEROFS, DEFAULT_RANDSEED, DEFAULT_BACKTRACK, DEFAULT_ONLYLPBRANCHCANDS, DIVESET_ISPUBLIC, DIVESET_DIVETYPES,
1092 "the score;largest 'd'ifference, 'l'owest cumulative probability,'h'ighest c.p., 'v'otes lowest c.p., votes highest c.p.('w'), 'r'evolving",
void SCIPeventhdlrSetData(SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: event.c:335
Definition: type_result.h:33
probability based branching rule based on an article by J. Pryor and J.W. Chinneck ...
public methods for SCIP parameter handling
Definition: struct_scip.h:59
SCIP_Bool SCIPisSumPositive(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:749
public methods for memory management
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreDistributiondiving)
Definition: heur_distributiondiving.c:902
void SCIPvarCalcDistributionParameters(SCIP *scip, SCIP_Real varlb, SCIP_Real varub, SCIP_VARTYPE vartype, SCIP_Real *mean, SCIP_Real *variance)
Definition: branch_distribution.c:251
static SCIP_RETCODE heurdataEnsureArraySize(SCIP *scip, SCIP_HEURDATA *heurdata, int maxindex)
Definition: heur_distributiondiving.c:126
Definition: type_heur.h:60
SCIP_RETCODE SCIPprintRow(SCIP *scip, SCIP_ROW *row, FILE *file)
Definition: scip_lp.c:2152
Definition: struct_var.h:198
SCIP_RETCODE SCIPperformGenericDivingAlgorithm(SCIP *scip, SCIP_DIVESET *diveset, SCIP_SOL *worksol, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Bool nodeinfeasible, SCIP_Longint iterlim, SCIP_DIVECONTEXT divecontext)
Definition: heuristics.c:209
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:862
methods commonly used by primal heuristics
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:799
public methods for problem variables
static SCIP_RETCODE calcBranchScore(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR *var, SCIP_Real lpsolval, SCIP_Real *upscore, SCIP_Real *downscore, char scoreparam)
Definition: heur_distributiondiving.c:359
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:185
static SCIP_DECL_EVENTFREE(eventFreeDistributiondiving)
Definition: heur_distributiondiving.c:810
public methods for numerical tolerances
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:320
Definition: struct_lp.h:126
Definition: struct_sol.h:64
SCIP_RETCODE SCIPupdateDistributionScore(SCIP *scip, SCIP_Real currentprob, SCIP_Real newprobup, SCIP_Real newprobdown, SCIP_Real *upscore, SCIP_Real *downscore, char scoreparam)
Definition: branch_distribution.c:540
SCIP_RETCODE SCIPincludeHeurBasic(SCIP *scip, SCIP_HEUR **heur, const char *name, const char *desc, char dispchar, int priority, int freq, int freqofs, int maxdepth, SCIP_HEURTIMING timingmask, SCIP_Bool usessubscip, SCIP_DECL_HEUREXEC((*heurexec)), SCIP_HEURDATA *heurdata)
Definition: scip_heur.c:108
SCIP_EVENTHDLRDATA * SCIPeventhdlrGetData(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:325
#define DEFAULT_MAXDIVEUBQUOTNOSOL
Definition: heur_distributiondiving.c:75
SCIP_RETCODE SCIPsetEventhdlrFree(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTFREE((*eventfree)))
Definition: scip_event.c:141
public methods for event handler plugins and event handlers
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:773
static SCIP_DECL_HEURCOPY(heurCopyDistributiondiving)
Definition: heur_distributiondiving.c:829
static SCIP_DECL_EVENTEXEC(eventExecDistribution)
Definition: heur_distributiondiving.c:1015
Definition: type_var.h:42
static void rowCalculateGauss(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_ROW *row, SCIP_Real *mu, SCIP_Real *sigma2, int *rowinfinitiesdown, int *rowinfinitiesup)
Definition: heur_distributiondiving.c:247
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1350
Definition: type_retcode.h:33
static SCIP_DECL_HEUREXIT(heurExitDistributiondiving)
Definition: heur_distributiondiving.c:883
static void heurdataAddBoundChangeVar(SCIP_HEURDATA *heurdata, SCIP_VAR *var)
Definition: heur_distributiondiving.c:614
Definition: struct_heur.h:88
#define divesetAvailableDistributiondiving
Definition: heur_distributiondiving.c:1038
public methods for primal heuristic plugins and divesets
SCIP_RETCODE SCIPdropVarEvent(SCIP *scip, SCIP_VAR *var, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
Definition: scip_event.c:391
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:201
Definition: struct_heur.h:58
SCIP_Real SCIProwCalcProbability(SCIP *scip, SCIP_ROW *row, SCIP_Real mu, SCIP_Real sigma2, int rowinfinitiesdown, int rowinfinitiesup)
Definition: branch_distribution.c:360
Definition: struct_lp.h:192
public methods for LP management
static SCIP_DECL_HEUREXEC(heurExecDistributiondiving)
Definition: heur_distributiondiving.c:969
SCIP_RETCODE SCIPincludeHeurDistributiondiving(SCIP *scip)
Definition: heur_distributiondiving.c:1041
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:825
static void heurdataUpdateCurrentBounds(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR *var)
Definition: heur_distributiondiving.c:214
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: scip_event.c:95
static SCIP_RETCODE heurdataFreeArrays(SCIP *scip, SCIP_HEURDATA *heurdata)
Definition: heur_distributiondiving.c:561
public methods for the LP relaxation, rows and columns
SCIP_RETCODE SCIPcreateDiveset(SCIP *scip, SCIP_DIVESET **diveset, SCIP_HEUR *heur, const char *name, SCIP_Real minreldepth, SCIP_Real maxreldepth, SCIP_Real maxlpiterquot, SCIP_Real maxdiveubquot, SCIP_Real maxdiveavgquot, SCIP_Real maxdiveubquotnosol, SCIP_Real maxdiveavgquotnosol, SCIP_Real lpresolvedomchgquot, int lpsolvefreq, int maxlpiterofs, unsigned int initialseed, SCIP_Bool backtrack, SCIP_Bool onlylpbranchcands, SCIP_Bool ispublic, SCIP_Bool specificsos1score, SCIP_DECL_DIVESETGETSCORE((*divesetgetscore)), SCIP_DECL_DIVESETAVAILABLE((*divesetavailable)))
Definition: scip_heur.c:311
Diving heuristic that chooses fixings w.r.t. changes in the solution density after Pryor and Chinneck...
public methods for managing events
general public methods
public methods for solutions
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
Definition: heur_distributiondiving.c:76
public methods for the probing mode
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:153
public methods for message output
public methods for message handling
SCIP_Real SCIPgetRowLPFeasibility(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1950
static SCIP_DECL_HEURFREE(heurFreeDistributiondiving)
Definition: heur_distributiondiving.c:843
Definition: type_set.h:44
SCIP_RETCODE SCIPcatchVarEvent(SCIP *scip, SCIP_VAR *var, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:345
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:169
#define DEFAULT_LPRESOLVEDOMCHGQUOT
Definition: heur_distributiondiving.c:78
static SCIP_VAR * heurdataPopBoundChangeVar(SCIP_HEURDATA *heurdata)
Definition: heur_distributiondiving.c:658
static SCIP_DECL_HEURINIT(heurInitDistributiondiving)
Definition: heur_distributiondiving.c:863
public methods for primal heuristics
static SCIP_RETCODE varProcessBoundChanges(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR *var)
Definition: heur_distributiondiving.c:687
Definition: objbenders.h:33
public methods for global and local (sub)problems
SCIP_RETCODE SCIPaddCharParam(SCIP *scip, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:158
Definition: struct_event.h:195
memory allocation routines