Detailed Description

Diving heuristic that chooses fixings w.r.t. changes in the solution density after Pryor and Chinneck.

Author: Gregor Hendel

Definition in file heur_distributiondiving.c.

#include "blockmemshell/memory.h"
#include "scip/branch_distribution.h"
#include "scip/heur_distributiondiving.h"
#include "scip/heuristics.h"
#include "scip/pub_event.h"
#include "scip/pub_heur.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_var.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_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_probing.h"
#include "scip/scip_sol.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME "distributiondiving"

#define	HEUR_DESC "Diving heuristic that chooses fixings w.r.t. changes in the solution density"

#define	HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING

#define	HEUR_PRIORITY -1003300

#define	HEUR_FREQ 10

#define	HEUR_FREQOFS 3

#define	HEUR_MAXDEPTH -1

#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE

#define	HEUR_USESSUBSCIP FALSE

#define	EVENT_DISTRIBUTION SCIP_EVENTTYPE_BOUNDCHANGED

#define	EVENTHDLR_NAME "eventhdlr_distributiondiving"

#define	DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY

#define	DIVESET_ISPUBLIC FALSE

#define	SQUARED(x) ((x) * (x))

#define	DEFAULT_MINRELDEPTH 0.0

#define	DEFAULT_MAXRELDEPTH 1.0

#define	DEFAULT_MAXLPITERQUOT 0.05

#define	DEFAULT_MAXLPITEROFS 1000

#define	DEFAULT_MAXDIVEUBQUOT 0.8

#define	DEFAULT_MAXDIVEAVGQUOT 0.0

#define	DEFAULT_MAXDIVEUBQUOTNOSOL 0.1

#define	DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0

#define	DEFAULT_BACKTRACK TRUE

#define	DEFAULT_LPRESOLVEDOMCHGQUOT 0.15

#define	DEFAULT_LPSOLVEFREQ 0

#define	DEFAULT_ONLYLPBRANCHCANDS TRUE

#define	SCOREPARAM_VALUES "lhwvd"

#define	SCOREPARAM_VALUESLEN 5

#define	DEFAULT_SCOREPARAM 'r'

#define	DEFAULT_RANDSEED 117

#define	divesetAvailableDistributiondiving NULL

Functions
static SCIP_RETCODE	heurdataEnsureArraySize (SCIP scip, SCIP_HEURDATA heurdata, int maxindex)

static void	heurdataUpdateCurrentBounds (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR *var)

static void	rowCalculateGauss (SCIP scip, SCIP_HEURDATA heurdata, SCIP_ROW row, SCIP_Real mu, SCIP_Real sigma2, int rowinfinitiesdown, int *rowinfinitiesup)

static SCIP_RETCODE	calcBranchScore (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR var, SCIP_Real lpsolval, SCIP_Real upscore, SCIP_Real *downscore, char scoreparam)

static SCIP_RETCODE	heurdataFreeArrays (SCIP scip, SCIP_HEURDATA heurdata)

static void	heurdataAddBoundChangeVar (SCIP_HEURDATA heurdata, SCIP_VAR var)

static SCIP_VAR *	heurdataPopBoundChangeVar (SCIP_HEURDATA *heurdata)

static SCIP_RETCODE	varProcessBoundChanges (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR *var)

static	SCIP_DECL_EVENTFREE (eventFreeDistributiondiving)

static	SCIP_DECL_HEURCOPY (heurCopyDistributiondiving)

static	SCIP_DECL_HEURFREE (heurFreeDistributiondiving)

static	SCIP_DECL_HEURINIT (heurInitDistributiondiving)

static	SCIP_DECL_HEUREXIT (heurExitDistributiondiving)

static	SCIP_DECL_DIVESETGETSCORE (divesetGetScoreDistributiondiving)

static	SCIP_DECL_HEUREXEC (heurExecDistributiondiving)

static	SCIP_DECL_EVENTEXEC (eventExecDistribution)

SCIP_RETCODE	SCIPincludeHeurDistributiondiving (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "distributiondiving"

Definition at line 55 of file heur_distributiondiving.c.

◆ HEUR_DESC

#define HEUR_DESC "Diving heuristic that chooses fixings w.r.t. changes in the solution density"

Definition at line 56 of file heur_distributiondiving.c.

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING

Definition at line 57 of file heur_distributiondiving.c.

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -1003300

Definition at line 58 of file heur_distributiondiving.c.

◆ HEUR_FREQ

#define HEUR_FREQ 10

Definition at line 59 of file heur_distributiondiving.c.

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 3

Definition at line 60 of file heur_distributiondiving.c.

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 61 of file heur_distributiondiving.c.

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE

Definition at line 62 of file heur_distributiondiving.c.

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP FALSE

does the heuristic use a secondary SCIP instance?

Definition at line 63 of file heur_distributiondiving.c.

◆ EVENT_DISTRIBUTION

#define EVENT_DISTRIBUTION SCIP_EVENTTYPE_BOUNDCHANGED

the event type to be handled by this event handler

Definition at line 64 of file heur_distributiondiving.c.

Referenced by heurdataEnsureArraySize(), and heurdataFreeArrays().

◆ EVENTHDLR_NAME

#define EVENTHDLR_NAME "eventhdlr_distributiondiving"

Definition at line 65 of file heur_distributiondiving.c.

◆ DIVESET_DIVETYPES

#define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY

bit mask that represents all supported dive types

Definition at line 66 of file heur_distributiondiving.c.

◆ DIVESET_ISPUBLIC

#define DIVESET_ISPUBLIC FALSE

is this dive set publicly available (ie., can be used by other primal heuristics?)

Definition at line 67 of file heur_distributiondiving.c.

◆ SQUARED

#define SQUARED ( x ) ((x) * (x))

Definition at line 69 of file heur_distributiondiving.c.

Referenced by calcBranchScore(), rowCalculateGauss(), and varProcessBoundChanges().

◆ DEFAULT_MINRELDEPTH

#define DEFAULT_MINRELDEPTH 0.0

minimal relative depth to start diving

Definition at line 74 of file heur_distributiondiving.c.

◆ DEFAULT_MAXRELDEPTH

#define DEFAULT_MAXRELDEPTH 1.0

maximal relative depth to start diving

Definition at line 75 of file heur_distributiondiving.c.

◆ DEFAULT_MAXLPITERQUOT

#define DEFAULT_MAXLPITERQUOT 0.05

maximal fraction of diving LP iterations compared to node LP iterations

Definition at line 76 of file heur_distributiondiving.c.

◆ DEFAULT_MAXLPITEROFS

#define DEFAULT_MAXLPITEROFS 1000

additional number of allowed LP iterations

Definition at line 77 of file heur_distributiondiving.c.

◆ DEFAULT_MAXDIVEUBQUOT

#define DEFAULT_MAXDIVEUBQUOT 0.8

maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound) where diving is performed (0.0: no limit)

Definition at line 78 of file heur_distributiondiving.c.

◆ DEFAULT_MAXDIVEAVGQUOT

#define DEFAULT_MAXDIVEAVGQUOT 0.0

maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound) where diving is performed (0.0: no limit)

Definition at line 81 of file heur_distributiondiving.c.

◆ DEFAULT_MAXDIVEUBQUOTNOSOL

#define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1

maximal UBQUOT when no solution was found yet (0.0: no limit)

Definition at line 84 of file heur_distributiondiving.c.

◆ DEFAULT_MAXDIVEAVGQUOTNOSOL

#define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0

maximal AVGQUOT when no solution was found yet (0.0: no limit)

Definition at line 85 of file heur_distributiondiving.c.

◆ DEFAULT_BACKTRACK

#define DEFAULT_BACKTRACK TRUE

use one level of backtracking if infeasibility is encountered?

Definition at line 86 of file heur_distributiondiving.c.

◆ DEFAULT_LPRESOLVEDOMCHGQUOT

#define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15

percentage of immediate domain changes during probing to trigger LP resolve

Definition at line 87 of file heur_distributiondiving.c.

◆ DEFAULT_LPSOLVEFREQ

#define DEFAULT_LPSOLVEFREQ 0

LP solve frequency for diving heuristics

Definition at line 88 of file heur_distributiondiving.c.

◆ DEFAULT_ONLYLPBRANCHCANDS

#define DEFAULT_ONLYLPBRANCHCANDS TRUE

should only LP branching candidates be considered instead of the slower but more general constraint handler diving variable selection?

Definition at line 89 of file heur_distributiondiving.c.

◆ SCOREPARAM_VALUES

#define SCOREPARAM_VALUES "lhwvd"

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

Definition at line 93 of file heur_distributiondiving.c.

◆ SCOREPARAM_VALUESLEN

#define SCOREPARAM_VALUESLEN 5

Definition at line 96 of file heur_distributiondiving.c.

◆ DEFAULT_SCOREPARAM

#define DEFAULT_SCOREPARAM 'r'

default scoring parameter to guide the diving

Definition at line 97 of file heur_distributiondiving.c.

◆ DEFAULT_RANDSEED

#define DEFAULT_RANDSEED 117

initial seed for random number generation

Definition at line 98 of file heur_distributiondiving.c.

◆ divesetAvailableDistributiondiving

#define divesetAvailableDistributiondiving NULL

Definition at line 1047 of file heur_distributiondiving.c.

Function Documentation

◆ heurdataEnsureArraySize()

static SCIP_RETCODE heurdataEnsureArraySize	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		int	maxindex
	)

static

ensure that maxindex + 1 rows can be represented in data arrays; memory gets reallocated with 10% extra space to save some time for future allocations

Parameters

scip	SCIP data structure
heurdata	heuristic data
maxindex	row index at hand (size must be at least this large)

Definition at line 135 of file heur_distributiondiving.c.

References EVENT_DISTRIBUTION, heurdataUpdateCurrentBounds(), NULL, r, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPallocBufferArray, SCIPcatchVarEvent(), SCIPfeasCeil(), SCIPgetNVars(), SCIPgetStage(), SCIPgetVars(), SCIPreallocBufferArray, SCIPvarGetProbindex(), and SCIPvarIsActive().

Referenced by calcBranchScore(), and varProcessBoundChanges().

◆ heurdataUpdateCurrentBounds()

static void heurdataUpdateCurrentBounds	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR *	var
	)

static

update the variables current lower and upper bound

Parameters

scip	SCIP data structure
heurdata	heuristic data
var	the variable to update current bounds

Definition at line 223 of file heur_distributiondiving.c.

References NULL, rowCalculateGauss(), SCIP_Real, SCIPisFeasLE(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), and SCIPvarGetUbLocal().

Referenced by heurdataEnsureArraySize(), rowCalculateGauss(), and varProcessBoundChanges().

◆ rowCalculateGauss()

static void rowCalculateGauss	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_ROW *	row,
		SCIP_Real *	mu,
		SCIP_Real *	sigma2,
		int *	rowinfinitiesdown,
		int *	rowinfinitiesup
	)

static

calculates the initial mean and variance of the row activity normal distribution.

The mean value \( \mu \) is given by \( \mu = \sum_i=1^n c_i * (lb_i +ub_i) / 2 \) where \(n \) is the number of variables, and \( c_i, lb_i, ub_i \) are the variable coefficient and bounds, respectively. With the same notation, the variance \( \sigma^2 \) is given by \( \sigma^2 = \sum_i=1^n c_i^2 * \sigma^2_i \), with the variance being \( \sigma^2_i = ((ub_i - lb_i + 1)^2 - 1) / 12 \) for integer variables and \( \sigma^2_i = (ub_i - lb_i)^2 / 12 \) for continuous variables.

Parameters

scip	SCIP data structure
heurdata	the heuristic rule data
row	the row for which the gaussian normal distribution has to be calculated
mu	pointer to store the mean value of the gaussian normal distribution
sigma2	pointer to store the variance value of the gaussian normal distribution
rowinfinitiesdown	pointer to store the number of variables with infinite bounds to DECREASE activity
rowinfinitiesup	pointer to store the number of variables with infinite bounds to INCREASE activity

Definition at line 256 of file heur_distributiondiving.c.

References calcBranchScore(), heurdataUpdateCurrentBounds(), NULL, SCIP_INVALID, SCIP_Real, SCIPcolGetVar(), SCIPdebug, SCIPdebugMsg, SCIPisFeasLE(), SCIPisFeasNegative(), SCIPisInfinity(), SCIPprintRow(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetName(), SCIProwGetNNonz(), SCIProwGetVals(), SCIPvarCalcDistributionParameters(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbLocal(), and SQUARED.

Referenced by calcBranchScore(), and heurdataUpdateCurrentBounds().

◆ calcBranchScore()

static SCIP_RETCODE calcBranchScore	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR *	var,
		SCIP_Real	lpsolval,
		SCIP_Real *	upscore,
		SCIP_Real *	downscore,
		char	scoreparam
	)

static

calculate the branching score of a variable, depending on the chosen score parameter

Parameters

scip	current SCIP
heurdata	branch rule data
var	candidate variable
lpsolval	current fractional LP-relaxation solution value
upscore	pointer to store the variable score when branching on it in upward direction
downscore	pointer to store the variable score when branching on it in downward direction
scoreparam	the score parameter of this heuristic

Definition at line 368 of file heur_distributiondiving.c.

References FALSE, heurdataEnsureArraySize(), heurdataFreeArrays(), MAX, NULL, rowCalculateGauss(), SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPcolGetNNonz(), SCIPcolGetRows(), SCIPcolGetVals(), SCIPdebugMsg, SCIPfeasCeil(), SCIPfeasFloor(), SCIPgetRowLPFeasibility(), SCIPisInfinity(), SCIPisIntegral(), SCIPisNegative(), SCIPisSumPositive(), SCIProwCalcProbability(), SCIProwGetIndex(), SCIProwGetName(), SCIPupdateDistributionScore(), SCIPvarCalcDistributionParameters(), SCIPvarGetCol(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), and SQUARED.

Referenced by rowCalculateGauss().

◆ heurdataFreeArrays()

static SCIP_RETCODE heurdataFreeArrays	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata
	)

static

free heuristic data

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 570 of file heur_distributiondiving.c.

References EVENT_DISTRIBUTION, heurdataAddBoundChangeVar(), NULL, SCIP_CALL, SCIP_OKAY, SCIPdropVarEvent(), SCIPfreeBufferArray, SCIPgetNVars(), SCIPgetVars(), and SCIPvarGetProbindex().

Referenced by calcBranchScore().

◆ heurdataAddBoundChangeVar()

static void heurdataAddBoundChangeVar	(	SCIP_HEURDATA *	heurdata,
		SCIP_VAR *	var
	)

static

add variable to the bound change event queue; skipped if variable is already in there, or if variable has no row currently watched

Parameters

heurdata	heuristic data
var	the variable whose bound changes need to be processed

Definition at line 623 of file heur_distributiondiving.c.

References heurdataPopBoundChangeVar(), NULL, SCIP_INVALID, and SCIPvarGetProbindex().

Referenced by heurdataFreeArrays().

◆ heurdataPopBoundChangeVar()

static SCIP_VAR* heurdataPopBoundChangeVar ( SCIP_HEURDATA * heurdata )

static

returns the next unprocessed variable (last in, first out) with pending bound changes, or NULL

Parameters

heurdata heuristic data

Definition at line 667 of file heur_distributiondiving.c.

Referenced by heurdataAddBoundChangeVar().

◆ varProcessBoundChanges()

static SCIP_RETCODE varProcessBoundChanges	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR *	var
	)

static

process a variable from the queue of changed variables

Parameters

scip	SCIP data structure
heurdata	heuristic data
var	the variable whose bound changes need to be processed

Definition at line 696 of file heur_distributiondiving.c.

References heurdataEnsureArraySize(), heurdataUpdateCurrentBounds(), MAX, NULL, r, SCIP_CALL, SCIP_DECL_EVENTFREE(), SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPcolGetNNonz(), SCIPcolGetRows(), SCIPcolGetVals(), SCIPinProbing(), SCIPisFeasEQ(), SCIPisFeasGE(), SCIPisInfinity(), SCIProwGetIndex(), SCIPvarCalcDistributionParameters(), SCIPvarGetCol(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbLocal(), and SQUARED.

◆ SCIP_DECL_EVENTFREE()

static SCIP_DECL_EVENTFREE ( eventFreeDistributiondiving )

static

destructor of event handler to free user data (called when SCIP is exiting)

Definition at line 819 of file heur_distributiondiving.c.

Referenced by varProcessBoundChanges().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyDistributiondiving )

static

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

Definition at line 838 of file heur_distributiondiving.c.

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeDistributiondiving )

static

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

Definition at line 852 of file heur_distributiondiving.c.

◆ SCIP_DECL_HEURINIT()

static SCIP_DECL_HEURINIT ( heurInitDistributiondiving )

static

initialization method of primal heuristic (called after problem was transformed)

Definition at line 872 of file heur_distributiondiving.c.

◆ SCIP_DECL_HEUREXIT()

static SCIP_DECL_HEUREXIT ( heurExitDistributiondiving )

static

deinitialization method of primal heuristic (called before transformed problem is freed)

Definition at line 892 of file heur_distributiondiving.c.

◆ SCIP_DECL_DIVESETGETSCORE()

static SCIP_DECL_DIVESETGETSCORE ( divesetGetScoreDistributiondiving )

static

scoring callback for distribution diving. best candidate maximizes the distribution score

Definition at line 911 of file heur_distributiondiving.c.

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecDistributiondiving )

static

execution method of primal heuristic

Definition at line 978 of file heur_distributiondiving.c.

◆ SCIP_DECL_EVENTEXEC()

static SCIP_DECL_EVENTEXEC ( eventExecDistribution )

static

event execution method of distribution branching which handles bound change events of variables

Definition at line 1024 of file heur_distributiondiving.c.

SCIP

Detailed Description

Macros

Functions

Macro Definition Documentation

◆ HEUR_NAME

◆ HEUR_DESC

◆ HEUR_DISPCHAR

◆ HEUR_PRIORITY

◆ HEUR_FREQ

◆ HEUR_FREQOFS

◆ HEUR_MAXDEPTH

◆ HEUR_TIMING

◆ HEUR_USESSUBSCIP

◆ EVENT_DISTRIBUTION

◆ EVENTHDLR_NAME

◆ DIVESET_DIVETYPES

◆ DIVESET_ISPUBLIC

◆ SQUARED

◆ DEFAULT_MINRELDEPTH

◆ DEFAULT_MAXRELDEPTH

◆ DEFAULT_MAXLPITERQUOT

◆ DEFAULT_MAXLPITEROFS

◆ DEFAULT_MAXDIVEUBQUOT

◆ DEFAULT_MAXDIVEAVGQUOT

◆ DEFAULT_MAXDIVEUBQUOTNOSOL

◆ DEFAULT_MAXDIVEAVGQUOTNOSOL

◆ DEFAULT_BACKTRACK

◆ DEFAULT_LPRESOLVEDOMCHGQUOT

◆ DEFAULT_LPSOLVEFREQ

◆ DEFAULT_ONLYLPBRANCHCANDS

◆ SCOREPARAM_VALUES

◆ SCOREPARAM_VALUESLEN

◆ DEFAULT_SCOREPARAM

◆ DEFAULT_RANDSEED

◆ divesetAvailableDistributiondiving

Function Documentation

◆ heurdataEnsureArraySize()

◆ heurdataUpdateCurrentBounds()

◆ rowCalculateGauss()

◆ calcBranchScore()

◆ heurdataFreeArrays()

◆ heurdataAddBoundChangeVar()

◆ heurdataPopBoundChangeVar()

◆ varProcessBoundChanges()

◆ SCIP_DECL_EVENTFREE()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINIT()

◆ SCIP_DECL_HEUREXIT()

◆ SCIP_DECL_DIVESETGETSCORE()

◆ SCIP_DECL_HEUREXEC()

◆ SCIP_DECL_EVENTEXEC()