heur_dins.c File Reference

Detailed Description

DINS primal heuristic (according to Ghosh)

Author

Timo Berthold

Robert Waniek

Definition in file heur_dins.c.

#include "blockmemshell/memory.h"
#include "scip/cons_linear.h"
#include "scip/heur_dins.h"
#include "scip/heuristics.h"
#include "scip/pub_event.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.h"
#include "scip/scip_event.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_nodesel.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_sol.h"
#include "scip/scip_solve.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_var.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME   "dins"
#define	HEUR_DESC   "distance induced neighborhood search by Ghosh"
#define	HEUR_DISPCHAR   SCIP_HEURDISPCHAR_LNS
#define	HEUR_PRIORITY   -1105000
#define	HEUR_FREQ   -1
#define	HEUR_FREQOFS   0
#define	HEUR_MAXDEPTH   -1
#define	HEUR_TIMING   SCIP_HEURTIMING_AFTERLPNODE
#define	HEUR_USESSUBSCIP   TRUE
#define	DEFAULT_NODESOFS   5000LL /* number of nodes added to the contingent of the total nodes */
#define	DEFAULT_MAXNODES   5000LL /* maximum number of nodes to regard in the subproblem */
#define	DEFAULT_MINNODES   50LL /* minimum number of nodes to regard in the subproblem */
#define	DEFAULT_MINIMPROVE   0.01 /* factor by which DINS should at least improve the incumbent */
#define	DEFAULT_NODESQUOT   0.05 /* subproblem nodes in relation to nodes of the original problem */
#define	DEFAULT_LPLIMFAC   1.5 /* factor by which the limit on the number of LP depends on the node limit */
#define	DEFAULT_MINFIXINGRATE   0.3 /* minimum percentage of integer variables that have to be fixed */
#define	DEFAULT_NWAITINGNODES   200LL /* number of nodes without incumbent change that heuristic should wait */
#define	DEFAULT_NEIGHBORHOODSIZE   18 /* radius of the incumbents neighborhood to be searched */
#define	DEFAULT_SOLNUM   5 /* number of pool-solutions to be checked for flag array update */
#define	DEFAULT_USELPROWS
#define	DEFAULT_COPYCUTS
#define	DEFAULT_BESTSOLLIMIT   3 /* limit on number of improving incumbent solutions in sub-CIP */
#define	DEFAULT_USEUCT   FALSE /* should uct node selection be used at the beginning of the search? */
#define	EVENTHDLR_NAME   "Dins"
#define	EVENTHDLR_DESC   "LP event handler for " HEUR_NAME " heuristic"

Functions
static void	computeIntegerVariableBounds (SCIP *scip, SCIP_VAR *var, SCIP_Real *lbptr, SCIP_Real *ubptr)
static SCIP_RETCODE	determineVariableFixings (SCIP *scip, SCIP_HEUR *heur, SCIP_HEURDATA *heurdata, SCIP_VAR **vars, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nbinvars, int nintvars, int *binfixings, int *intfixings)
static SCIP_RETCODE	reboundIntegerVariables (SCIP *scip, SCIP *subscip, SCIP_VAR **vars, SCIP_VAR **subvars, int nbinvars, int nintvars)
static SCIP_RETCODE	addLocalBranchingConstraint (SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_HEURDATA *heurdata)
static	SCIP_DECL_EVENTEXEC (eventExecDins)
static SCIP_RETCODE	wrapperDins (SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_HEURDATA *heurdata, SCIP_VAR **vars, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, SCIP_RESULT *result, int nvars, int nbinvars, int nintvars, int binfixings, int intfixings, SCIP_Longint nsubnodes)
static	SCIP_DECL_HEURCOPY (heurCopyDins)
static	SCIP_DECL_HEURFREE (heurFreeDins)
static	SCIP_DECL_HEURINITSOL (heurInitsolDins)
static	SCIP_DECL_HEUREXITSOL (heurExitsolDins)
static	SCIP_DECL_HEUREXEC (heurExecDins)
SCIP_RETCODE	SCIPincludeHeurDins (SCIP *scip)

Macro Definition Documentation

HEUR_NAME

#define HEUR_NAME   "dins"

Definition at line 53 of file heur_dins.c.

Referenced by SCIP_DECL_HEURCOPY(), SCIPincludeHeurDins(), and wrapperDins().

HEUR_DESC

#define HEUR_DESC   "distance induced neighborhood search by Ghosh"

Definition at line 54 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_DISPCHAR

#define HEUR_DISPCHAR   SCIP_HEURDISPCHAR_LNS

Definition at line 55 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_PRIORITY

#define HEUR_PRIORITY   -1105000

Definition at line 56 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_FREQ

#define HEUR_FREQ   -1

Definition at line 57 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_FREQOFS

#define HEUR_FREQOFS   0

Definition at line 58 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_MAXDEPTH

#define HEUR_MAXDEPTH   -1

Definition at line 59 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_TIMING

#define HEUR_TIMING   SCIP_HEURTIMING_AFTERLPNODE

Definition at line 60 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP   TRUE

does the heuristic use a secondary SCIP instance?

Definition at line 61 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_NODESOFS

#define DEFAULT_NODESOFS   5000LL /* number of nodes added to the contingent of the total nodes */

Definition at line 63 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_MAXNODES

#define DEFAULT_MAXNODES   5000LL /* maximum number of nodes to regard in the subproblem */

Definition at line 64 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_MINNODES

#define DEFAULT_MINNODES   50LL /* minimum number of nodes to regard in the subproblem */

Definition at line 65 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE   0.01 /* factor by which DINS should at least improve the incumbent */

Definition at line 66 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_NODESQUOT

#define DEFAULT_NODESQUOT   0.05 /* subproblem nodes in relation to nodes of the original problem */

Definition at line 67 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_LPLIMFAC

#define DEFAULT_LPLIMFAC   1.5 /* factor by which the limit on the number of LP depends on the node limit */

Definition at line 68 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_MINFIXINGRATE

#define DEFAULT_MINFIXINGRATE   0.3 /* minimum percentage of integer variables that have to be fixed */

Definition at line 69 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_NWAITINGNODES

#define DEFAULT_NWAITINGNODES   200LL /* number of nodes without incumbent change that heuristic should wait */

Definition at line 70 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_NEIGHBORHOODSIZE

#define DEFAULT_NEIGHBORHOODSIZE   18 /* radius of the incumbents neighborhood to be searched */

Definition at line 71 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_SOLNUM

#define DEFAULT_SOLNUM   5 /* number of pool-solutions to be checked for flag array update */

Definition at line 72 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_USELPROWS

#define DEFAULT_USELPROWS

Value:

FALSE     /* should subproblem be created out of the rows in the LP rows,
                                         * otherwise, the copy constructors of the constraints handlers are used */

Definition at line 73 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_COPYCUTS

#define DEFAULT_COPYCUTS

Value:

TRUE      /* if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
                                         * of the original scip be copied to constraints of the subscip        */

Definition at line 75 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_BESTSOLLIMIT

#define DEFAULT_BESTSOLLIMIT   3 /* limit on number of improving incumbent solutions in sub-CIP */

Definition at line 78 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

DEFAULT_USEUCT

#define DEFAULT_USEUCT   FALSE /* should uct node selection be used at the beginning of the search? */

Definition at line 79 of file heur_dins.c.

Referenced by SCIPincludeHeurDins().

EVENTHDLR_NAME

#define EVENTHDLR_NAME   "Dins"

Definition at line 83 of file heur_dins.c.

Referenced by SCIP_DECL_EVENTEXEC(), and wrapperDins().

EVENTHDLR_DESC

#define EVENTHDLR_DESC   "LP event handler for " HEUR_NAME " heuristic"

Definition at line 84 of file heur_dins.c.

Referenced by wrapperDins().

Function Documentation

computeIntegerVariableBounds()

static void computeIntegerVariableBounds ( SCIP *  scip, SCIP_VAR *  var, SCIP_Real *  lbptr, SCIP_Real *  ubptr  )

static

compute tightened bounds for integer variables depending on how much the LP and the incumbent solution values differ

Parameters

scip	SCIP data structure of the original problem
var	the variable for which bounds should be computed
lbptr	pointer to store the lower bound in the DINS sub-SCIP
ubptr	pointer to store the upper bound in the DINS sub-SCIP

Definition at line 123 of file heur_dins.c.

References MAX, REALABS, SCIP_Real, SCIP_VARTYPE_INTEGER, SCIPfeasCeil(), SCIPfeasFloor(), SCIPgetBestSol(), SCIPgetSolVal(), SCIPisFeasEQ(), SCIPvarGetLbGlobal(), SCIPvarGetLPSol(), SCIPvarGetType(), and SCIPvarGetUbGlobal().

Referenced by determineVariableFixings(), and reboundIntegerVariables().

determineVariableFixings()

static SCIP_RETCODE determineVariableFixings ( SCIP *  scip, SCIP_HEUR *  heur, SCIP_HEURDATA *  heurdata, SCIP_VAR **  vars, SCIP_VAR **  fixedvars, SCIP_Real *  fixedvals, int  nbinvars, int  nintvars, int *  binfixings, int *  intfixings  )

static

creates a subproblem for subscip by fixing a number of variables

Parameters

scip	SCIP data structure of the original problem
heur	DINS heuristic structure
heurdata	heuristic data structure
vars	variables of the original problem
fixedvars	array to store variables that should be fixed in the sub-SCIP
fixedvals	array to store fixing values for fixed variables
nbinvars	number of binary variables of problem and subproblem
nintvars	number of general integer variables of problem and subproblem
binfixings	pointer to store number of binary variables that should be fixed
intfixings	pointer to store number of integer variables that should be fixed

Definition at line 197 of file heur_dins.c.

References computeIntegerVariableBounds(), NULL, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIPcalcMemGrowSize(), SCIPgetBestSol(), SCIPgetNSols(), SCIPgetNSolsFound(), SCIPgetSolHeur(), SCIPgetSols(), SCIPgetSolVal(), SCIPisFeasEQ(), SCIPreallocBlockMemoryArray, SCIPvarGetLPSol(), SCIPvarGetRootSol(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

reboundIntegerVariables()

static SCIP_RETCODE reboundIntegerVariables ( SCIP *  scip, SCIP *  subscip, SCIP_VAR **  vars, SCIP_VAR **  subvars, int  nbinvars, int  nintvars  )

static

creates a subproblem for subscip by fixing a number of variables

Parameters

scip	SCIP data structure of the original problem
subscip	SCIP data structure of the subproblem
vars	variables of the original problem
subvars	variables of the DINS sub-SCIP
nbinvars	number of binary variables of problem and subproblem
nintvars	number of general integer variables of problem and subproblem

Definition at line 327 of file heur_dins.c.

References computeIntegerVariableBounds(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPisFeasEQ(), SCIPvarGetLbGlobal(), and SCIPvarGetUbGlobal().

Referenced by wrapperDins().

addLocalBranchingConstraint()

static SCIP_RETCODE addLocalBranchingConstraint ( SCIP *  scip, SCIP *  subscip, SCIP_VAR **  subvars, SCIP_HEURDATA *  heurdata  )

static

create the extra constraint of local branching and add it to subscip

Parameters

scip	SCIP data structure of the original problem
subscip	SCIP data structure of the subproblem
subvars	variables of the subproblem
heurdata	heuristic's data structure

Definition at line 365 of file heur_dins.c.

References FALSE, NULL, SCIP_CALL, SCIP_DECL_EVENTEXEC(), SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPaddCons(), SCIPallocBufferArray, SCIPcreateConsLinear(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetProbName(), SCIPgetSolVal(), SCIPgetVarsData(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetType(), SCIPvarGetUbGlobal(), and TRUE.

Referenced by wrapperDins().

SCIP_DECL_EVENTEXEC()

static SCIP_DECL_EVENTEXEC ( eventExecDins  )

static

Definition at line 661 of file heur_dins.c.

References EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_OKAY, SCIPdebugMsg, SCIPeventGetType(), SCIPeventhdlrGetName(), SCIPgetNLPs(), and SCIPinterruptSolve().

Referenced by addLocalBranchingConstraint().

wrapperDins()

static SCIP_RETCODE wrapperDins ( SCIP *  scip, SCIP *  subscip, SCIP_HEUR *  heur, SCIP_HEURDATA *  heurdata, SCIP_VAR **  vars, SCIP_VAR **  fixedvars, SCIP_Real *  fixedvals, SCIP_RESULT *  result, int  nvars, int  nbinvars, int  nintvars, int  binfixings, int  intfixings, SCIP_Longint  nsubnodes  )

static

wrapper for the part of heuristic that runs a subscip. Wrapper is needed to avoid possible ressource leaks

Parameters

scip	original SCIP data structure
subscip	SCIP structure of the subproblem
heur	Heuristic pointer
heurdata	Heuristic's data
vars	original problem's variables
fixedvars	Fixed variables of original SCIP
fixedvals	Fixed values of original SCIP
result	Result pointer
nvars	Number of variables
nbinvars	Number of binary variables in original SCIP
nintvars	Number of integer variables in original SCIP
binfixings	Number of binary fixing in original SCIP
intfixings	Number of integer fixings in original SCIP
nsubnodes	Number of nodes in the subscip

Definition at line 447 of file heur_dins.c.

References addLocalBranchingConstraint(), EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_NAME, MAX, NULL, reboundIntegerVariables(), SCIP_Bool, SCIP_CALL, SCIP_CALL_ABORT, SCIP_EVENTTYPE_LPSOLVED, SCIP_FOUNDSOL, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPallocBufferArray, SCIPblkmem(), SCIPcatchEvent(), SCIPcopyLargeNeighborhoodSearch(), SCIPcopyLimits(), SCIPdebug, SCIPdebugMsg, SCIPdropEvent(), SCIPerrorMessage, SCIPfindBranchrule(), SCIPfindNodesel(), SCIPfreeBufferArray, SCIPgetLowerbound(), SCIPgetNBinVars(), SCIPgetNConss(), SCIPgetNIntVars(), SCIPgetNNodes(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPincludeEventhdlrBasic(), SCIPisInfinity(), SCIPisParamFixed(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolve(), SCIPsumepsilon(), SCIPtransformProb(), SCIPtranslateSubSols(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyDins  )

static

copy method for primal heuristic plugins (called when SCIP copies plugins)

Definition at line 691 of file heur_dins.c.

References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurDins().

SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeDins  )

static

destructor of primal heuristic to free user data (called when SCIP is exiting)

Definition at line 705 of file heur_dins.c.

References NULL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPheurGetData(), and SCIPheurSetData().

SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolDins  )

static

solving process initialization method of primal heuristic (called when branch and bound process is about to begin)

Definition at line 726 of file heur_dins.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPgetNBinVars(), SCIPheurGetData(), and TRUE.

SCIP_DECL_HEUREXITSOL()

static SCIP_DECL_HEUREXITSOL ( heurExitsolDins  )

static

solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)

Definition at line 757 of file heur_dins.c.

References NULL, SCIP_OKAY, SCIPfreeBlockMemoryArray, and SCIPheurGetData().

SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecDins  )

static

execution method of primal heuristic

Definition at line 778 of file heur_dins.c.

References determineVariableFixings(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcheckCopyLimits(), SCIPcreate(), SCIPfree(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetCutoffbound(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetNNodes(), SCIPgetNSols(), SCIPgetSolNodenum(), SCIPgetVarsData(), SCIPhasCurrentNodeLP(), SCIPheurGetData(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPisGE(), SCIPisStopped(), and wrapperDins().