SCIP
Solving Constraint Integer Programs
heur_undercover.c File Reference
Detailed Description
Undercover primal heuristic for MINLPs.
The undercover heuristic is designed for mixed-integer nonlinear programs and tries to fix a subset of variables such as to make each constraint linear or convex. For this purpose it solves a binary program to automatically determine the minimum number of variable fixings necessary. As fixing values, we use values from the LP relaxation, the NLP relaxation, or the incumbent solution.
Definition in file heur_undercover.c.
#include "blockmemshell/memory.h"#include "nlpi/exprinterpret.h"#include "nlpi/pub_expr.h"#include "scip/cons_and.h"#include "scip/cons_bounddisjunction.h"#include "scip/cons_indicator.h"#include "scip/cons_linear.h"#include "scip/cons_logicor.h"#include "scip/cons_quadratic.h"#include "scip/cons_setppc.h"#include "scip/cons_soc.h"#include "scip/heur_subnlp.h"#include "scip/heur_undercover.h"#include "scip/pub_cons.h"#include "scip/pub_heur.h"#include "scip/pub_message.h"#include "scip/pub_misc.h"#include "scip/pub_misc_sort.h"#include "scip/pub_nlp.h"#include "scip/pub_var.h"#include "scip/scip_branch.h"#include "scip/scip_cons.h"#include "scip/scip_copy.h"#include "scip/scipdefplugins.h"#include "scip/scip_general.h"#include "scip/scip_heur.h"#include "scip/scip_lp.h"#include "scip/scip_mem.h"#include "scip/scip_message.h"#include "scip/scip_nlp.h"#include "scip/scip_numerics.h"#include "scip/scip_param.h"#include "scip/scip_prob.h"#include "scip/scip_probing.h"#include "scip/scip_randnumgen.h"#include "scip/scip_sol.h"#include "scip/scip_solve.h"#include "scip/scip_solvingstats.h"#include "scip/scip_timing.h"#include "scip/scip_tree.h"#include "scip/scip_var.h"#include <string.h>Go to the source code of this file.
Functions | |
| static SCIP_Bool | varIsFixed (SCIP *scip, SCIP_VAR *var, SCIP_Real val, SCIP_Bool global) |
| static SCIP_Bool | termIsConstant (SCIP *scip, SCIP_VAR *var, SCIP_Real coeff, SCIP_Bool global) |
| static SCIP_Bool | termIsConvex (SCIP *scip, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool sign) |
| static void | incCounters (int *termcounter, int *conscounter, SCIP_Bool *consmarker, int idx) |
| static SCIP_RETCODE | updateTimelimit (SCIP *scip, SCIP_CLOCK *clck, SCIP_Real *timelimit) |
| static SCIP_RETCODE | processNlRow (SCIP *scip, SCIP_NLROW *nlrow, SCIP_EXPRINT *exprint, struct HessianData *hessiandata, SCIP *coveringscip, int nvars, SCIP_VAR **coveringvars, int *termcounter, int *conscounter, SCIP_Bool *consmarker, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool *success) |
| static SCIP_RETCODE | createCoveringProblem (SCIP *scip, SCIP *coveringscip, SCIP_VAR **coveringvars, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverbd, char coveringobj, SCIP_Bool *success) |
| static SCIP_RETCODE | forbidCover (SCIP *scip, int nvars, SCIP_VAR **vars, int coversize, int *cover, int diversification, SCIP_Bool *success, SCIP_Bool *infeas) |
| static SCIP_RETCODE | createConflict (SCIP *scip, int bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *bdbounds, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool *success) |
| static SCIP_RETCODE | solveCoveringProblem (SCIP *coveringscip, int ncoveringvars, SCIP_VAR **coveringvars, int *coversize, int *cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool *success) |
| static SCIP_RETCODE | computeFixingOrder (SCIP *scip, SCIP_HEURDATA *heurdata, int nvars, SCIP_VAR **vars, int coversize, int *cover, int lastfailed, SCIP_Bool *success) |
| static SCIP_RETCODE | getFixingValue (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR *var, SCIP_Real *val, char fixalt, SCIP_Bool *success, int bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *oldbounds) |
| static void | calculateAlternatives (SCIP *scip, SCIP_VAR *var, SCIP_Real fixval, int *nalternatives, SCIP_Real *alternatives) |
| static SCIP_RETCODE | roundFixingValue (SCIP *scip, SCIP_Real *val, SCIP_VAR *var, SCIP_Bool locksrounding) |
| static SCIP_RETCODE | solveSubproblem (SCIP *scip, SCIP_HEUR *heur, int coversize, int *cover, SCIP_Real *fixedvals, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Longint nodelimit, SCIP_Longint nstallnodes, SCIP_Bool *validsolved, SCIP_SOL **sol, SCIP_Longint *nusednodes) |
| static SCIP_RETCODE | performFixing (SCIP *scip, SCIP_VAR *var, SCIP_Real val, SCIP_Bool *infeas, int *bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *bdbounds, SCIP_Real *oldbounds) |
| static SCIP_RETCODE | fixAndPropagate (SCIP *scip, SCIP_HEURDATA *heurdata, int *cover, int coversize, SCIP_Real *fixingvals, int *bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *bdbounds, SCIP_Real *oldbounds, int *nfixedints, int *nfixedconts, int *lastfailed, SCIP_Bool *infeas) |
| static SCIP_RETCODE | SCIPapplyUndercover (SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Longint nstallnodes) |
| static | SCIP_DECL_HEURCOPY (heurCopyUndercover) |
| static | SCIP_DECL_HEURFREE (heurFreeUndercover) |
| static | SCIP_DECL_HEURINIT (heurInitUndercover) |
| static | SCIP_DECL_HEUREXIT (heurExitUndercover) |
| static | SCIP_DECL_HEURINITSOL (heurInitsolUndercover) |
| static | SCIP_DECL_HEUREXITSOL (heurExitsolUndercover) |
| static | SCIP_DECL_HEUREXEC (heurExecUndercover) |
| SCIP_RETCODE | SCIPincludeHeurUndercover (SCIP *scip) |
| static SCIP_RETCODE | computeCoverUndercover (SCIP *scip, SCIP *coveringscip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverbd, char coveringobj, SCIP_Bool *success) |
| SCIP_RETCODE | SCIPcomputeCoverUndercover (SCIP *scip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverbd, char coveringobj, SCIP_Bool *success) |
Macro Definition Documentation
◆ HEUR_NAME
| #define HEUR_NAME "undercover" |
Definition at line 80 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover(), and solveSubproblem().
◆ HEUR_DESC
Definition at line 81 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_DISPCHAR
| #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS |
Definition at line 82 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_PRIORITY
| #define HEUR_PRIORITY -1110000 |
Definition at line 83 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_FREQ
| #define HEUR_FREQ 0 |
Definition at line 84 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_FREQOFS
| #define HEUR_FREQOFS 0 |
Definition at line 85 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_MAXDEPTH
| #define HEUR_MAXDEPTH -1 |
Definition at line 86 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_TIMING
| #define HEUR_TIMING SCIP_HEURTIMING_AFTERNODE |
Definition at line 87 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ HEUR_USESSUBSCIP
| #define HEUR_USESSUBSCIP TRUE |
does the heuristic use a secondary SCIP instance?
Definition at line 88 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_FIXINGALTS
| #define DEFAULT_FIXINGALTS "li" |
sequence of fixing values used: 'l'p relaxation, 'n'lp relaxation, 'i'ncumbent solution
Definition at line 91 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MAXNODES
| #define DEFAULT_MAXNODES (SCIP_Longint)500 |
maximum number of nodes to regard in the subproblem
Definition at line 93 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MINNODES
| #define DEFAULT_MINNODES (SCIP_Longint)500 |
minimum number of nodes to regard in the subproblem
Definition at line 94 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_NODESOFS
| #define DEFAULT_NODESOFS (SCIP_Longint)500 |
number of nodes added to the contingent of the total nodes
Definition at line 95 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_CONFLICTWEIGHT
| #define DEFAULT_CONFLICTWEIGHT 1000.0 |
weight for conflict score in fixing order
Definition at line 97 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_CUTOFFWEIGHT
| #define DEFAULT_CUTOFFWEIGHT 1.0 |
weight for cutoff score in fixing order
Definition at line 98 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_INFERENCEWEIGHT
| #define DEFAULT_INFERENCEWEIGHT 1.0 |
weight for inference score in fixing order
Definition at line 99 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MAXCOVERSIZEVARS
| #define DEFAULT_MAXCOVERSIZEVARS 1.0 |
maximum coversize (as fraction of total number of variables)
Definition at line 100 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MAXCOVERSIZECONSS
| #define DEFAULT_MAXCOVERSIZECONSS SCIP_REAL_MAX |
maximum coversize (as ratio to the percentage of non-affected constraints)
Definition at line 101 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MINCOVEREDREL
| #define DEFAULT_MINCOVEREDREL 0.15 |
minimum percentage of nonlinear constraints in the original problem
Definition at line 102 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MINCOVEREDABS
| #define DEFAULT_MINCOVEREDABS 5 |
minimum number of nonlinear constraints in the original problem
Definition at line 103 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MINIMPROVE
| #define DEFAULT_MINIMPROVE 0.0 |
factor by which heuristic should at least improve the incumbent
Definition at line 104 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_NODESQUOT
| #define DEFAULT_NODESQUOT 0.1 |
subproblem nodes in relation to nodes of the original problem
Definition at line 105 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_RECOVERDIV
| #define DEFAULT_RECOVERDIV 0.9 |
fraction of covering variables in the last cover which need to change their value when recovering
Definition at line 106 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MAXBACKTRACKS
| #define DEFAULT_MAXBACKTRACKS 6 |
maximum number of backtracks
Definition at line 108 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MAXRECOVERS
| #define DEFAULT_MAXRECOVERS 0 |
maximum number of recoverings
Definition at line 109 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_MAXREORDERS
| #define DEFAULT_MAXREORDERS 1 |
maximum number of reorderings of the fixing order
Definition at line 110 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_COVERINGOBJ
| #define DEFAULT_COVERINGOBJ 'u' |
objective function of the covering problem
Definition at line 112 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_FIXINGORDER
| #define DEFAULT_FIXINGORDER 'v' |
order in which variables should be fixed
Definition at line 113 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_BEFORECUTS
| #define DEFAULT_BEFORECUTS TRUE |
should undercover called at root node before cut separation?
Definition at line 115 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_FIXINTFIRST
| #define DEFAULT_FIXINTFIRST FALSE |
should integer variables in the cover be fixed first?
Definition at line 116 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_LOCKSROUNDING
| #define DEFAULT_LOCKSROUNDING TRUE |
shall LP values for integer vars be rounded according to locks?
Definition at line 117 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_ONLYCONVEXIFY
| #define DEFAULT_ONLYCONVEXIFY FALSE |
should we only fix/dom.red. variables creating nonconvexity?
Definition at line 118 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_POSTNLP
| #define DEFAULT_POSTNLP TRUE |
should the NLP heuristic be called to polish a feasible solution?
Definition at line 119 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_COVERBD
| #define DEFAULT_COVERBD FALSE |
should bounddisjunction constraints be covered (or just copied)?
Definition at line 120 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_REUSECOVER
| #define DEFAULT_REUSECOVER FALSE |
shall the cover be re-used if a conflict was added after an infeasible subproblem?
Definition at line 121 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_COPYCUTS
| #define DEFAULT_COPYCUTS TRUE |
should all active cuts from the cutpool of the original scip be copied to constraints of the subscip
Definition at line 122 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ DEFAULT_RANDSEED
| #define DEFAULT_RANDSEED 43 /* initial random seed */ |
Definition at line 127 of file heur_undercover.c.
◆ COVERINGOBJS
| #define COVERINGOBJS "cdlmtu" |
list of objective functions of the covering problem
Definition at line 130 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ FIXINGORDERS
| #define FIXINGORDERS "CcVv" |
list of orders in which variables can be fixed
Definition at line 131 of file heur_undercover.c.
Referenced by SCIPincludeHeurUndercover().
◆ MAXNLPFAILS
| #define MAXNLPFAILS 1 |
maximum number of fails after which we give up solving the NLP relaxation
Definition at line 132 of file heur_undercover.c.
Referenced by getFixingValue(), and SCIPapplyUndercover().
◆ MAXPOSTNLPFAILS
| #define MAXPOSTNLPFAILS 1 |
maximum number of fails after which we give up calling NLP local search
Definition at line 133 of file heur_undercover.c.
Referenced by SCIPapplyUndercover().
◆ MINTIMELEFT
| #define MINTIMELEFT 1.0 |
don't start expensive parts of the heuristics if less than this amount of time left
Definition at line 134 of file heur_undercover.c.
Referenced by SCIPapplyUndercover().
◆ SUBMIPSETUPCOSTS
| #define SUBMIPSETUPCOSTS 200 |
number of nodes equivalent for the costs for setting up the sub-CIP
Definition at line 135 of file heur_undercover.c.
Function Documentation
◆ varIsFixed()
determines, whether a variable is fixed to the given value
- Parameters
-
scip SCIP data structure var variable to check val value to check global should global bounds be used?
Definition at line 202 of file heur_undercover.c.
References SCIP_Bool, SCIPisFeasEQ(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and termIsConstant().
Referenced by createCoveringProblem().
◆ termIsConstant()
|
static |
determines, whether a term is already constant, because the variable is fixed or the coefficient is zero
- Parameters
-
scip SCIP data structure var variable to check coeff coefficient to check global should global bounds be used?
Definition at line 222 of file heur_undercover.c.
References SCIP_Bool, SCIPisFeasEQ(), SCIPisZero(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), termIsConvex(), and TRUE.
Referenced by createCoveringProblem(), processNlRow(), and varIsFixed().
◆ termIsConvex()
determines, whether a term is convex
- Parameters
-
scip SCIP data structure lhs left hand side of the constraint rhs right hand side of the constraint sign signature of the term
Definition at line 243 of file heur_undercover.c.
References incCounters(), SCIPisInfinity(), and sign().
Referenced by processNlRow(), and termIsConstant().
◆ incCounters()
|
static |
increases counters
- Parameters
-
termcounter array to count in how many nonlinear terms a variable appears conscounter array to count in how many constraints a variable appears consmarker was this variable already counted for this constraint? idx problem index of the variable
Definition at line 256 of file heur_undercover.c.
References TRUE, and updateTimelimit().
Referenced by createCoveringProblem(), processNlRow(), and termIsConvex().
◆ updateTimelimit()
|
static |
update time limit
- Parameters
-
scip SCIP data structure clck clock timer timelimit time limit
Definition at line 275 of file heur_undercover.c.
References processNlRow(), SCIP_CALL, SCIP_OKAY, SCIPgetClockTime(), SCIPresetClock(), and SCIPstartClock().
Referenced by incCounters(), and SCIPapplyUndercover().
◆ processNlRow()
|
static |
analyzes a nonlinear row and adds constraints and fixings to the covering problem
- Parameters
-
scip original SCIP data structure nlrow nonlinear row representation of a nonlinear constraint exprint expression interpreter for computing sparsity pattern of the Hessian; if NULL, we will simply fix all variables in the expression tree hessiandata working memory for retrieving dense sparsity of Hessian matrices coveringscip SCIP data structure for the covering problem nvars number of variables coveringvars array to store the covering problem's variables termcounter counter array for number of nonlinear nonzeros per variable conscounter counter array for number of nonlinear constraints per variable consmarker marker array if constraint has been counted in conscounter globalbounds should global bounds on variables be used instead of local bounds at focus node? onlyconvexify should we only fix/dom.red. variables creating nonconvexity? success pointer to store whether row was processed successfully
Definition at line 291 of file heur_undercover.c.
References BMSclearMemoryArray, SCIP_QuadElement::coef, createCoveringProblem(), FALSE, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, incCounters(), NULL, SCIP_Bool, SCIP_CALL, SCIP_EXPRINTCAPABILITY_HESSIAN, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddCons(), SCIPcreateConsSetcover(), SCIPcreateSol(), SCIPdebugMsg, SCIPexprintCompile(), SCIPexprintGetCapability(), SCIPexprintHessianSparsityDense(), SCIPexprtreeGetNVars(), SCIPexprtreeGetVars(), SCIPfixVar(), SCIPgetSolVals(), SCIPlinkCurrentSol(), SCIPnlrowGetExprtree(), SCIPnlrowGetLhs(), SCIPnlrowGetName(), SCIPnlrowGetNQuadElems(), SCIPnlrowGetQuadElems(), SCIPnlrowGetQuadVars(), SCIPnlrowGetRhs(), SCIPreallocBufferArray, SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetName(), SCIPvarGetProbindex(), termIsConstant(), termIsConvex(), and TRUE.
Referenced by createCoveringProblem(), and updateTimelimit().
◆ createCoveringProblem()
|
static |
creates the covering problem to determine a number of variables to be fixed
- Parameters
-
scip original SCIP data structure coveringscip SCIP data structure for the covering problem coveringvars array to store the covering problem's variables globalbounds should global bounds on variables be used instead of local bounds at focus node? onlyconvexify should we only fix/dom.red. variables creating nonconvexity? coverbd should bounddisjunction constraints be covered (or just copied)? coveringobj objective function of the covering problem success pointer to store whether the problem was created successfully
Definition at line 583 of file heur_undercover.c.
References BMSclearMemoryArray, FALSE, forbidCover(), incCounters(), MAX, NULL, processNlRow(), SCIP_Bool, SCIP_CALL, SCIP_LOCKTYPE_MODEL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_FIXED, SCIP_VARSTATUS_MULTAGGR, SCIP_VARTYPE_BINARY, SCIPaddCons(), SCIPaddVar(), SCIPallocBufferArray, SCIPblkmem(), SCIPchgVarLb(), SCIPchgVarObj(), SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetNActiveConss(), SCIPcreateConsLinear(), SCIPcreateConsSetpack(), SCIPcreateProb(), SCIPcreateVar(), SCIPdebugMsg, SCIPerrorMessage, SCIPexprintCreate(), SCIPexprintFree(), SCIPfindConshdlr(), SCIPfreeBufferArray, SCIPfreeSol(), SCIPgetBinaryVarIndicator(), SCIPgetBinvarRepresentative(), SCIPgetLhsCoefsSOC(), SCIPgetLhsQuadratic(), SCIPgetLhsVarsSOC(), SCIPgetNegatedVar(), SCIPgetNLhsVarsSOC(), SCIPgetNLPNlRows(), SCIPgetNlRowQuadratic(), SCIPgetNlRowSOC(), SCIPgetNNLPNlRows(), SCIPgetNVarsAnd(), SCIPgetNVarsBounddisjunction(), SCIPgetProbName(), SCIPgetResultantAnd(), SCIPgetRhsCoefSOC(), SCIPgetRhsQuadratic(), SCIPgetRhsVarSOC(), SCIPgetVarsAnd(), SCIPgetVarsBounddisjunction(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapInsert(), SCIPinfinity(), SCIPisConcaveQuadratic(), SCIPisConvexQuadratic(), SCIPisFeasEQ(), SCIPisInfinity(), SCIPisNLPConstructed(), SCIPreleaseCons(), SCIPsnprintf(), SCIPstatistic, SCIPstatisticPrintf, SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetNegatedVar(), SCIPvarGetNegationVar(), SCIPvarGetNLocksDownType(), SCIPvarGetNLocksUpType(), SCIPvarGetProbindex(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarIsActive(), SCIPvarIsNegated(), termIsConstant(), TRUE, and varIsFixed().
Referenced by computeCoverUndercover(), processNlRow(), and SCIPapplyUndercover().
◆ forbidCover()
|
static |
adds a constraint to the covering problem to forbid the given cover
- Parameters
-
scip SCIP data structure of the covering problem nvars number of variables vars variable array coversize size of the cover cover problem indices of the variables in the cover diversification how many unfixed variables have to change their value? success pointer to store whether the cutoff constraint was created successfully infeas pointer to store whether the cutoff proves (local or global) infeasibility
Definition at line 1391 of file heur_undercover.c.
References createConflict(), FALSE, NULL, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPallocBufferArray, SCIPcreateConsLinear(), SCIPcreateConsSetcover(), SCIPfreeBufferArray, SCIPgetNegatedVar(), SCIPinfinity(), SCIPisFeasGE(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetLbLocal(), and TRUE.
Referenced by createCoveringProblem(), and SCIPapplyUndercover().
◆ createConflict()
|
static |
adds a set covering or bound disjunction constraint to the original problem
- Parameters
-
scip SCIP data structure bdlen length of bound disjunction bdvars array of variables in bound disjunction bdtypes array of bound types in bound disjunction bdbounds array of bounds in bound disjunction local is constraint valid only locally? dynamic is constraint subject to aging? removable should the relaxation be removed from the LP due to aging or cleanup? success pointer to store whether the cutoff constraint was created successfully
Definition at line 1514 of file heur_undercover.c.
References FALSE, NULL, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddCons(), SCIPaddConsLocal(), SCIPallocBufferArray, SCIPcreateConsBounddisjunction(), SCIPcreateConsLogicor(), SCIPfreeBufferArrayNull, SCIPgetNegatedVar(), SCIPisFeasEQ(), SCIPisFeasZero(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarIsBinary(), solveCoveringProblem(), and TRUE.
Referenced by forbidCover(), and SCIPapplyUndercover().
◆ solveCoveringProblem()
|
static |
solve covering problem
- Parameters
-
coveringscip SCIP data structure for the covering problem ncoveringvars number of the covering problem's variables coveringvars array of the covering problem's variables coversize size of the computed cover cover array to store indices of the variables in the computed cover (should be ready to hold ncoveringvars entries) timelimit time limit memorylimit memory limit objlimit upper bound on the cover size success feasible cover found?
Definition at line 1614 of file heur_undercover.c.
References computeFixingOrder(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_Real, SCIPallocBufferArray, SCIPdebug, SCIPdebugMsg, SCIPfindBranchrule(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetNOrigVars(), SCIPgetNSols(), SCIPgetSolOrigObj(), SCIPgetSolVals(), SCIPisParamFixed(), SCIPprintSol(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetRealParam(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolve(), SCIPsumepsilon(), SCIPvarGetObj(), SCIPwarningMessage(), and TRUE.
Referenced by computeCoverUndercover(), createConflict(), and SCIPapplyUndercover().
◆ computeFixingOrder()
|
static |
computes fixing order and returns whether order has really been changed
- Parameters
-
scip original SCIP data structure heurdata heuristic data nvars number of variables in the original problem vars variables in the original problem coversize size of the cover cover problem indices of the variables in the cover lastfailed position in cover array of the variable the fixing of which yielded infeasibility in last dive (or >= coversize, in which case *success is always TRUE) success has order really been changed?
Definition at line 1729 of file heur_undercover.c.
References FALSE, getFixingValue(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_PARAMETERWRONGVAL, SCIP_Real, SCIPallocBufferArray, SCIPepsilon(), SCIPfreeBufferArray, SCIPgetVarAvgInferenceCutoffScore(), SCIPgetVarConflictScore(), SCIPinfinity(), SCIPrandomGetReal(), SCIPsortDownRealInt(), SCIPsortRealInt(), SCIPvarIsIntegral(), and TRUE.
Referenced by SCIPapplyUndercover(), and solveCoveringProblem().
◆ getFixingValue()
|
static |
gets fixing value
- Parameters
-
scip original SCIP data structure heurdata heuristic data var variable in the original problem val buffer for returning fixing value fixalt source of the fixing value: 'l'p relaxation, 'n'lp relaxation, 'i'ncumbent solution success could value be retrieved successfully? bdlen current length of probing path bdvars array of variables with bound changes along probing path bdtypes array of bound types in bound disjunction oldbounds array of bounds before fixing
Definition at line 1843 of file heur_undercover.c.
References calculateAlternatives(), FALSE, MAX, MAXNLPFAILS, NULL, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCOPT, SCIP_OKAY, SCIP_Real, SCIPchgVarBoundsDiveNLP(), SCIPdebug, SCIPdebugMsg, SCIPgetBestSol(), SCIPgetNLPSolstat(), SCIPgetSolVal(), SCIPisGE(), SCIPisLE(), SCIPisNLPConstructed(), SCIPsetNLPInitialGuessSol(), SCIPsetNLPIntPar(), SCIPsolveDiveNLP(), SCIPstartDiveNLP(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetNLPSol(), SCIPvarGetUbLocal(), and TRUE.
Referenced by computeFixingOrder(), and fixAndPropagate().
◆ calculateAlternatives()
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calculates up to four alternative values for backtracking, if fixing the variable failed. The alternatives are the two bounds of the variable, and the averages of the bounds and the fixing value. For infinite bounds, fixval +/- abs(fixval) will be used instead.
- Parameters
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scip original SCIP data structure var variable to calculate alternatives for fixval reference fixing value nalternatives number of fixing values computed alternatives array to store the alternative fixing values
Definition at line 1993 of file heur_undercover.c.
References roundFixingValue(), SCIP_Real, SCIPisEQ(), SCIPisFeasEQ(), SCIPisFeasZero(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), and SCIPvarIsIntegral().
Referenced by fixAndPropagate(), and getFixingValue().
◆ roundFixingValue()
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rounds the given fixing value
- Parameters
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scip original SCIP data structure val fixing value to be rounded var corresponding variable locksrounding shall we round according to locks? (otherwise to nearest integer)
Definition at line 2074 of file heur_undercover.c.
References SCIP_LOCKTYPE_MODEL, SCIP_OKAY, SCIP_Real, SCIPfeasCeil(), SCIPfeasFloor(), SCIPfeasFrac(), SCIPisFeasIntegral(), SCIPvarGetNLocksDownType(), SCIPvarGetNLocksUpType(), solveSubproblem(), and x.
Referenced by calculateAlternatives(), and fixAndPropagate().
◆ solveSubproblem()
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solve subproblem and pass best feasible solution to original SCIP instance
- Parameters
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scip SCIP data structure of the original problem heur heuristic data structure coversize size of the cover cover problem indices of the variables in the cover fixedvals fixing values for the variables in the cover timelimit time limit memorylimit memory limit nodelimit node limit nstallnodes number of stalling nodes for the subproblem validsolved was problem constructed from a valid copy and solved (proven optimal or infeasible)? sol best solution found in subproblem (if feasible); *sol must be NULL, solution will be created nusednodes number of nodes used for solving the subproblem
Definition at line 2118 of file heur_undercover.c.
References FALSE, HEUR_NAME, NULL, performFixing(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_PARAMEMPHASIS_FEASIBILITY, SCIP_PARAMSETTING_AGGRESSIVE, SCIP_PARAMSETTING_FAST, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_OPTIMAL, SCIPallocBufferArray, SCIPblkmem(), SCIPcopyConsCompression(), SCIPcopyCuts(), SCIPcreate(), SCIPdebug, SCIPdebugMsg, SCIPfree(), SCIPfreeBufferArray, SCIPfreeSol(), SCIPgetLowerbound(), SCIPgetNNodes(), SCIPgetNSols(), SCIPgetSols(), SCIPgetStatus(), SCIPgetUpperbound(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPheurGetData(), SCIPisInfinity(), SCIPisParamFixed(), SCIPmergeVariableStatistics(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetEmphasis(), SCIPsetHeuristics(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetRealParam(), SCIPsolve(), SCIPtranslateSubSol(), SCIPtrySol(), SCIPunfixParam(), SCIPwarningMessage(), and TRUE.
Referenced by roundFixingValue(), and SCIPapplyUndercover().
◆ performFixing()
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perform fixing of a variable and record bound disjunction information
- Parameters
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scip SCIP data structure var variable to fix val fixing value infeas pointer to store whether the fixing lead to infeasibility bdlen current length of bound disjunction bdvars array of variables in bound disjunction bdtypes array of bound types in bound disjunction bdbounds array of bounds in bound disjunction oldbounds array of bounds before fixing
Definition at line 2358 of file heur_undercover.c.
References FALSE, fixAndPropagate(), MAX, NULL, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_Longint, SCIP_MAXTREEDEPTH, SCIP_OKAY, SCIP_Real, SCIPchgVarLbProbing(), SCIPchgVarUbProbing(), SCIPdebugMsg, SCIPfeasCeil(), SCIPgetDepth(), SCIPgetNVars(), SCIPisFeasIntegral(), SCIPisLbBetter(), SCIPisUbBetter(), SCIPnewProbingNode(), SCIPpropagateProbing(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and SCIPvarIsIntegral().
Referenced by fixAndPropagate(), and solveSubproblem().
◆ fixAndPropagate()
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- Parameters
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scip original SCIP data structure heurdata heuristic data structure cover array with indices of the variables in the computed cover coversize size of the cover fixingvals fixing values for the variables in the cover bdlen current length of bound disjunction along the probing path bdvars array of variables in bound disjunction bdtypes array of bound types in bound disjunction bdbounds array of bounds in bound disjunction oldbounds array of bounds before fixing nfixedints pointer to store number of fixed integer variables nfixedconts pointer to store number of fixed continuous variables lastfailed position in cover array of the variable the fixing of which yielded infeasibility infeas pointer to store whether fix-and-propagate led to an infeasibility
Definition at line 2478 of file heur_undercover.c.
References calculateAlternatives(), FALSE, getFixingValue(), MAX, NULL, performFixing(), roundFixingValue(), SCIP_Bool, SCIP_CALL, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPallocBufferArray, SCIPapplyUndercover(), SCIPbacktrackProbing(), SCIPdebugMsg, SCIPendProbing(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetLPSolstat(), SCIPgetProbingDepth(), SCIPgetVars(), SCIPisEQ(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPisIntegral(), SCIPstartProbing(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarIsIntegral(), and TRUE.
Referenced by performFixing(), and SCIPapplyUndercover().
◆ SCIPapplyUndercover()
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main procedure of the undercover heuristic
- Parameters
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scip original SCIP data structure heur heuristic data structure result result data structure timelimit time limit memorylimit memory limit nstallnodes number of stalling nodes for the subproblem
Definition at line 2677 of file heur_undercover.c.
References computeFixingOrder(), createConflict(), createCoveringProblem(), FALSE, fixAndPropagate(), forbidCover(), MAX, MAXNLPFAILS, MAXPOSTNLPFAILS, MINTIMELEFT, NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_HEURCOPY(), SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_FOUNDSOL, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIP_REAL_MAX, SCIPallocBufferArray, SCIPapplyHeurSubNlp(), SCIPconshdlrGetNActiveConss(), SCIPcreate(), SCIPcreateClock(), SCIPdebugMsg, SCIPendDiveNLP(), SCIPfeasCeil(), SCIPfree(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPfreeClock(), SCIPfreeSol(), SCIPfreeTransform(), SCIPgetClockTime(), SCIPgetDepth(), SCIPgetIntParam(), SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetNConss(), SCIPgetNNlpis(), SCIPgetRealParam(), SCIPgetVarsData(), SCIPheurGetData(), SCIPincludeDefaultPlugins(), SCIPisFeasEQ(), SCIPisNLPConstructed(), SCIPreleaseVar(), SCIPstartClock(), SCIPstatistic, SCIPstatisticPrintf, SCIPvarGetLbGlobal(), solveCoveringProblem(), solveSubproblem(), TRUE, and updateTimelimit().
Referenced by fixAndPropagate().
◆ SCIP_DECL_HEURCOPY()
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copy method for primal heuristic plugins (called when SCIP copies plugins)
Definition at line 3101 of file heur_undercover.c.
Referenced by SCIPapplyUndercover().
◆ SCIP_DECL_HEURFREE()
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destructor of primal heuristic to free user data (called when SCIP is exiting)
Definition at line 3115 of file heur_undercover.c.
◆ SCIP_DECL_HEURINIT()
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initialization method of primal heuristic (called after problem was transformed)
Definition at line 3135 of file heur_undercover.c.
◆ SCIP_DECL_HEUREXIT()
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deinitialization method of primal heuristic
Definition at line 3155 of file heur_undercover.c.
◆ SCIP_DECL_HEURINITSOL()
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solving process initialization method of primal heuristic (called when branch and bound process is about to begin)
Definition at line 3174 of file heur_undercover.c.
◆ SCIP_DECL_HEUREXITSOL()
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solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)
Definition at line 3247 of file heur_undercover.c.
◆ SCIP_DECL_HEUREXEC()
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execution method of primal heuristic
Definition at line 3269 of file heur_undercover.c.
◆ computeCoverUndercover()
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create and solve covering problem
- Parameters
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scip SCIP data structure coveringscip SCIP instance for covering problem coversize buffer for the size of the computed cover cover pointer to store the variables (of the original SCIP) in the computed cover (should be ready to hold SCIPgetNVars(scip) entries) timelimit time limit memorylimit memory limit objlimit objective limit: upper bound on coversize globalbounds should global bounds on variables be used instead of local bounds at focus node? onlyconvexify should we only fix/dom.red. variables creating nonconvexity? coverbd should bounddisjunction constraints be covered (or just copied)? coveringobj objective function of the covering problem ('b'ranching status, influenced nonlinear 'c'onstraints/'t'erms, 'd'omain size, 'l'ocks, 'm'in of up/down locks, 'u'nit penalties, constraint 'v'iolation) success feasible cover found?
Definition at line 3553 of file heur_undercover.c.
References createCoveringProblem(), NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPcomputeCoverUndercover(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetVarsData(), SCIPincludeDefaultPlugins(), SCIPreleaseVar(), and solveCoveringProblem().
Referenced by SCIPcomputeCoverUndercover(), and SCIPincludeHeurUndercover().