Scippy

SCIP

Solving Constraint Integer Programs

presol_boundshift.c
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (C) 2002-2020 Konrad-Zuse-Zentrum */
7 /* fuer Informationstechnik Berlin */
8 /* */
9 /* SCIP is distributed under the terms of the ZIB Academic License. */
10 /* */
11 /* You should have received a copy of the ZIB Academic License */
12 /* along with SCIP; see the file COPYING. If not visit scipopt.org. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15 
16 /**@file presol_boundshift.c
17  * @ingroup DEFPLUGINS_PRESOL
18  * @brief presolver that converts variables with domain [a,b] to variables with domain [0,b-a]
19  * @author Stefan Heinz
20  * @author Michael Winkler
21  */
22 
23 /**@todo test this presolving step to decide whether to turn it in default mode on or off */
24 
25 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
26 
27 #include "blockmemshell/memory.h"
28 #include "scip/presol_boundshift.h"
29 #include "scip/pub_message.h"
30 #include "scip/pub_misc.h"
31 #include "scip/pub_presol.h"
32 #include "scip/pub_var.h"
33 #include "scip/scip_mem.h"
34 #include "scip/scip_message.h"
35 #include "scip/scip_numerics.h"
36 #include "scip/scip_param.h"
37 #include "scip/scip_presol.h"
38 #include "scip/scip_prob.h"
39 #include "scip/scip_var.h"
40 #include <string.h>
41 
42 #define PRESOL_NAME "boundshift"
43 #define PRESOL_DESC "converts variables with domain [a,b] to variables with domain [0,b-a]"
44 #define PRESOL_PRIORITY 7900000 /**< priority of the presolver (>= 0: before, < 0: after constraint handlers) */
45 #define PRESOL_MAXROUNDS 0 /**< maximal number of presolving rounds the presolver participates in (-1: no limit) */
46 #define PRESOL_TIMING SCIP_PRESOLTIMING_FAST /* timing of the presolver (fast, medium, or exhaustive) */
47 
48 #define MAXABSBOUND 1000.0 /**< maximum absolute variable bounds for aggregation */
49 
50 /*
51  * Default parameter settings
52  */
53 
54 #define DEFAULT_MAXSHIFT SCIP_LONGINT_MAX /**< absolute value of maximum shift */
55 #define DEFAULT_FLIPPING TRUE /**< is flipping allowed? */
56 #define DEFAULT_INTEGER TRUE /**< are only integer ranges shifted */
57 
58 /*
59  * Data structures
60  */
61 
62 /** presolver data */
63 struct SCIP_PresolData
64 {
65  SCIP_Longint maxshift; /**< absolute value of maximum shift */
66  SCIP_Bool flipping; /**< is flipping allowed? */
67  SCIP_Bool integer; /**< shift only integer values? */
68 };
69 
70 
71 /*
72  * Local methods
73  */
74 
75 /*
76  * Callback methods of presolver
77  */
78 
79 /** copy method for constraint handler plugins (called when SCIP copies plugins) */
80 static
81 SCIP_DECL_PRESOLCOPY(presolCopyBoundshift)
82 { /*lint --e{715}*/
83  assert(scip != NULL);
84  assert(presol != NULL);
85  assert(strcmp(SCIPpresolGetName(presol), PRESOL_NAME) == 0);
86 
87  /* call inclusion method of presolver */
89 
90  return SCIP_OKAY;
91 }
92 
93 
94 /** destructor of presolver to free user data (called when SCIP is exiting) */
95 /**! [SnippetPresolFreeBoundshift] */
96 static
97 SCIP_DECL_PRESOLFREE(presolFreeBoundshift)
98 { /*lint --e{715}*/
99  SCIP_PRESOLDATA* presoldata;
100 
101  /* free presolver data */
102  presoldata = SCIPpresolGetData(presol);
103  assert(presoldata != NULL);
104 
105  SCIPfreeBlockMemory(scip, &presoldata);
106  SCIPpresolSetData(presol, NULL);
107 
108  return SCIP_OKAY;
109 }
110 /**! [SnippetPresolFreeBoundshift] */
111 
112 
113 /** presolving execution method */
114 static
115 SCIP_DECL_PRESOLEXEC(presolExecBoundshift)
116 { /*lint --e{715}*/
117  SCIP_PRESOLDATA* presoldata;
118  SCIP_VAR** scipvars;
119  SCIP_VAR** vars;
120  int nbinvars;
121  int nvars;
122  int v;
123 
124  assert(scip != NULL);
125  assert(presol != NULL);
126  assert(strcmp(SCIPpresolGetName(presol), PRESOL_NAME) == 0);
127  assert(result != NULL);
128 
129  *result = SCIP_DIDNOTRUN;
130 
131  if( SCIPdoNotAggr(scip) )
132  return SCIP_OKAY;
133 
134  /* get presolver data */
135  presoldata = SCIPpresolGetData(presol);
136  assert(presoldata != NULL);
137 
138  /* get the problem variables */
139  scipvars = SCIPgetVars(scip);
140  nbinvars = SCIPgetNBinVars(scip);
141  nvars = SCIPgetNVars(scip) - nbinvars;
142 
143  if( nvars == 0 )
144  return SCIP_OKAY;
145 
146  *result = SCIP_DIDNOTFIND;
147 
148  /* copy the integer/continuous variables into an own array, since adding new variables affects the left-most slots in
149  * the array and thereby interferes with our search loop
150  */
151  SCIP_CALL( SCIPduplicateBufferArray(scip, &vars, &scipvars[nbinvars], nvars) );
152 
153  /* scan the integer, implicit, and continuous variables for possible conversion */
154  for( v = nvars - 1; v >= 0; --v )
155  {
156  SCIP_VAR* var = vars[v];
157  SCIP_Real lb;
158  SCIP_Real ub;
159 
160  assert(SCIPvarGetType(var) != SCIP_VARTYPE_BINARY);
161 
162  /* do not shift non-active (fixed or (multi-)aggregated) variables */
163  if( !SCIPvarIsActive(var) )
164  continue;
165 
166  /* get current variable's bounds */
167  lb = SCIPvarGetLbGlobal(var);
168  ub = SCIPvarGetUbGlobal(var);
169 
170  /* it can happen that the variable bounds of integer variables have not been propagated yet or contain
171  * some small noise; this will result in an aggregation that might trigger assertions when updating bounds of
172  * aggregated variables (see #1817)
173  */
174  if( SCIPvarIsIntegral(var) )
175  {
176  assert(SCIPisIntegral(scip, lb));
177  assert(SCIPisIntegral(scip, ub));
178 
179  lb = SCIPadjustedVarLb(scip, var, lb);
180  ub = SCIPadjustedVarUb(scip, var, ub);
181  }
182 
183  assert( SCIPisLE(scip, lb, ub) );
184  if( SCIPisEQ(scip, lb, ub) )
185  continue;
186  if( presoldata->integer && !SCIPisIntegral(scip, ub - lb) )
187  continue;
188 
189  /* check if bounds are shiftable */
190  if( !SCIPisEQ(scip, lb, 0.0) && /* lower bound != 0.0 */
191  SCIPisLT(scip, ub, SCIPinfinity(scip)) && /* upper bound != infinity */
192  SCIPisGT(scip, lb, -SCIPinfinity(scip)) && /* lower bound != -infinity */
193  SCIPisLT(scip, ub - lb, (SCIP_Real) presoldata->maxshift) && /* less than max shifting */
194  SCIPisLE(scip, REALABS(lb), MAXABSBOUND) && /* ensures a small constant in aggregation */
195  SCIPisLE(scip, REALABS(ub), MAXABSBOUND) ) /* ensures a small constant in aggregation */
196  {
197  SCIP_VAR* newvar;
198  char newvarname[SCIP_MAXSTRLEN];
199  SCIP_Bool infeasible;
200  SCIP_Bool redundant;
201  SCIP_Bool aggregated;
202 
203  SCIPdebugMsg(scip, "convert range <%s>[%g,%g] to [%g,%g]\n", SCIPvarGetName(var), lb, ub, 0.0, (ub - lb) );
204 
205  /* create new variable */
206  (void) SCIPsnprintf(newvarname, SCIP_MAXSTRLEN, "%s_shift", SCIPvarGetName(var));
207  SCIP_CALL( SCIPcreateVar(scip, &newvar, newvarname, 0.0, (ub - lb), 0.0, SCIPvarGetType(var),
209  SCIP_CALL( SCIPaddVar(scip, newvar) );
210 
211  /* aggregate old variable with new variable */
212  if( presoldata->flipping )
213  {
214  if( REALABS(ub) < REALABS(lb) )
215  {
216  SCIP_CALL( SCIPaggregateVars(scip, var, newvar, 1.0, 1.0, ub, &infeasible, &redundant, &aggregated) );
217  }
218  else
219  {
220  SCIP_CALL( SCIPaggregateVars(scip, var, newvar, 1.0, -1.0, lb, &infeasible, &redundant, &aggregated) );
221  }
222  }
223  else
224  {
225  SCIP_CALL( SCIPaggregateVars(scip, var, newvar, 1.0, -1.0, lb, &infeasible, &redundant, &aggregated) );
226  }
227 
228  assert(!infeasible);
229  assert(redundant);
230  assert(aggregated);
231  SCIPdebugMsg(scip, "var <%s> with bounds [%f,%f] has obj %f\n",
232  SCIPvarGetName(newvar), SCIPvarGetLbGlobal(newvar), SCIPvarGetUbGlobal(newvar), SCIPvarGetObj(newvar));
233 
234  /* release variable */
235  SCIP_CALL( SCIPreleaseVar(scip, &newvar) );
236 
237  /* take care of statistics */
238  (*naggrvars)++;
239  *result = SCIP_SUCCESS;
240  }
241  }
242 
243  /* free temporary memory */
244  SCIPfreeBufferArray(scip, &vars);
245 
246  return SCIP_OKAY;
247 }
248 
249 
250 /*
251  * presolver specific interface methods
252  */
253 
254 /** creates the boundshift presolver and includes it in SCIP */
256  SCIP* scip /**< SCIP data structure */
257  )
258 {
259  SCIP_PRESOLDATA* presoldata;
260  SCIP_PRESOL* presolptr;
261 
262  /* create boundshift presolver data */
263  SCIP_CALL( SCIPallocBlockMemory(scip, &presoldata) );
264 
265  /* include presolver */
267  presolExecBoundshift,
268  presoldata) );
269 
270  assert(presolptr != NULL);
271 
272  SCIP_CALL( SCIPsetPresolCopy(scip, presolptr, presolCopyBoundshift) );
273  SCIP_CALL( SCIPsetPresolFree(scip, presolptr, presolFreeBoundshift) );
274 
275  /* add probing presolver parameters */
277  "presolving/boundshift/maxshift",
278  "absolute value of maximum shift",
279  &presoldata->maxshift, TRUE, DEFAULT_MAXSHIFT, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
280 
282  "presolving/boundshift/flipping",
283  "is flipping allowed (multiplying with -1)?",
284  &presoldata->flipping, TRUE, DEFAULT_FLIPPING, NULL, NULL) );
285 
287  "presolving/boundshift/integer",
288  "shift only integer ranges?",
289  &presoldata->integer, TRUE, DEFAULT_INTEGER, NULL, NULL) );
290 
291  return SCIP_OKAY;
292 }
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
struct SCIP_PresolData SCIP_PRESOLDATA
Definition: type_presol.h:42
#define PRESOL_NAME
#define PRESOL_MAXROUNDS
SCIP_Bool SCIPisIntegral(SCIP *scip, SCIP_Real val)
public methods for SCIP parameter handling
public methods for memory management
#define SCIP_MAXSTRLEN
Definition: def.h:273
#define DEFAULT_FLIPPING
int SCIPgetNVars(SCIP *scip)
Definition: scip_prob.c:1986
public methods for presolving plugins
SCIP_EXPORT SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17515
#define PRESOL_PRIORITY
SCIP_EXPORT SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:17182
#define TRUE
Definition: def.h:72
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:54
static SCIP_DECL_PRESOLEXEC(presolExecBoundshift)
SCIP_EXPORT SCIP_Bool SCIPvarIsActive(SCIP_VAR *var)
Definition: var.c:17340
public methods for problem variables
SCIP_Real SCIPadjustedVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real ub)
Definition: scip_var.c:4646
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:48
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:95
#define SCIPduplicateBufferArray(scip, ptr, source, num)
Definition: scip_mem.h:119
#define SCIP_LONGINT_MAX
Definition: def.h:149
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:123
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:78
public methods for SCIP variables
#define SCIPdebugMsg
Definition: scip_message.h:69
static SCIP_DECL_PRESOLCOPY(presolCopyBoundshift)
public methods for numerical tolerances
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define PRESOL_TIMING
static SCIP_DECL_PRESOLFREE(presolFreeBoundshift)
SCIP_EXPORT SCIP_Bool SCIPvarIsInitial(SCIP_VAR *var)
Definition: var.c:17218
SCIP_EXPORT const char * SCIPvarGetName(SCIP_VAR *var)
Definition: var.c:17017
SCIP_EXPORT SCIP_Bool SCIPvarIsIntegral(SCIP_VAR *var)
Definition: var.c:17208
#define DEFAULT_INTEGER
SCIP_PRESOLDATA * SCIPpresolGetData(SCIP_PRESOL *presol)
Definition: presol.c:503
SCIP_VAR ** SCIPgetVars(SCIP *scip)
Definition: scip_prob.c:1941
#define NULL
Definition: lpi_spx1.cpp:155
#define REALABS(x)
Definition: def.h:187
#define SCIP_CALL(x)
Definition: def.h:364
SCIP_RETCODE SCIPincludePresolBoundshift(SCIP *scip)
SCIP_RETCODE SCIPsetPresolCopy(SCIP *scip, SCIP_PRESOL *presol, SCIP_DECL_PRESOLCOPY((*presolcopy)))
Definition: scip_presol.c:130
void SCIPpresolSetData(SCIP_PRESOL *presol, SCIP_PRESOLDATA *presoldata)
Definition: presol.c:513
#define PRESOL_DESC
SCIP_Real SCIPinfinity(SCIP *scip)
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:70
SCIP_EXPORT SCIP_Real SCIPvarGetUbGlobal(SCIP_VAR *var)
Definition: var.c:17677
const char * SCIPpresolGetName(SCIP_PRESOL *presol)
Definition: presol.c:590
SCIP_RETCODE SCIPcreateVar(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype, SCIP_Bool initial, SCIP_Bool removable, SCIP_DECL_VARDELORIG((*vardelorig)), SCIP_DECL_VARTRANS((*vartrans)), SCIP_DECL_VARDELTRANS((*vardeltrans)), SCIP_DECL_VARCOPY((*varcopy)), SCIP_VARDATA *vardata)
Definition: scip_var.c:105
#define DEFAULT_MAXSHIFT
SCIP_RETCODE SCIPaddVar(SCIP *scip, SCIP_VAR *var)
Definition: scip_prob.c:1666
SCIP_RETCODE SCIPsetPresolFree(SCIP *scip, SCIP_PRESOL *presol, SCIP_DECL_PRESOLFREE((*presolfree)))
Definition: scip_presol.c:146
public methods for presolvers
#define MAXABSBOUND
SCIP_EXPORT SCIP_Real SCIPvarGetLbGlobal(SCIP_VAR *var)
Definition: var.c:17667
public methods for message output
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10604
SCIP_RETCODE SCIPreleaseVar(SCIP *scip, SCIP_VAR **var)
Definition: scip_var.c:1252
#define SCIP_Real
Definition: def.h:163
SCIP_RETCODE SCIPincludePresolBasic(SCIP *scip, SCIP_PRESOL **presolptr, const char *name, const char *desc, int priority, int maxrounds, SCIP_PRESOLTIMING timing, SCIP_DECL_PRESOLEXEC((*presolexec)), SCIP_PRESOLDATA *presoldata)
Definition: scip_presol.c:95
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
public methods for message handling
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define SCIP_Longint
Definition: def.h:148
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2031
SCIP_RETCODE SCIPaddLongintParam(SCIP *scip, const char *name, const char *desc, SCIP_Longint *valueptr, SCIP_Bool isadvanced, SCIP_Longint defaultvalue, SCIP_Longint minvalue, SCIP_Longint maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:102
SCIP_RETCODE SCIPaggregateVars(SCIP *scip, SCIP_VAR *varx, SCIP_VAR *vary, SCIP_Real scalarx, SCIP_Real scalary, SCIP_Real rhs, SCIP_Bool *infeasible, SCIP_Bool *redundant, SCIP_Bool *aggregated)
Definition: scip_var.c:8382
SCIP_EXPORT SCIP_Bool SCIPvarIsRemovable(SCIP_VAR *var)
Definition: var.c:17228
SCIP_Bool SCIPdoNotAggr(SCIP *scip)
Definition: scip_var.c:8546
public methods for global and local (sub)problems
SCIP_Real SCIPadjustedVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real lb)
Definition: scip_var.c:4614
presolver that converts integer variables with domain [a,b] to integer variables with domain [0...
memory allocation routines