Scippy

SCIP

Solving Constraint Integer Programs

heur_farkasdiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_farkasdiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that tries to construct a Farkas-proof
28  * @author Jakob Witzig
29  *
30  * The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded
31  * towards their best bound w.r.t there objective coefficient. This strategy is twofold, if
32  * a feasible solution is found the solution has potentially a very good objective value; on the other
33  * hand, the left-hand side of a potential Farkas-proof \f$y^Tb - y^TA{l',u'} > 0\f$ (i.e., infeasibility proof)
34  * gets increased, where \f$l',u'\f$ are the local bounds. The contribution of each variable \f$x_i\f$ to the
35  * Farkas-proof can be approximated by \f$c_i = y^TA_i\f$ because we only dive on basic variables with
36  * reduced costs \f$c_i - y^TA_i = 0\f$.
37  */
38 
39 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
40 
41 #include "blockmemshell/memory.h"
42 #include "scip/heur_farkasdiving.h"
43 #include "scip/heuristics.h"
44 #include "scip/pub_heur.h"
45 #include "scip/pub_message.h"
46 #include "scip/pub_misc.h"
47 #include "scip/pub_misc_sort.h"
48 #include "scip/pub_tree.h"
49 #include "scip/pub_var.h"
50 #include "scip/scip_branch.h"
51 #include "scip/scip_heur.h"
52 #include "scip/scip_lp.h"
53 #include "scip/scip_mem.h"
54 #include "scip/scip_message.h"
55 #include "scip/scip_numerics.h"
56 #include "scip/scip_param.h"
57 #include "scip/scip_prob.h"
58 #include "scip/scip_sol.h"
59 #include "scip/scip_tree.h"
60 #include <string.h>
61 
62 #define HEUR_NAME "farkasdiving"
63 #define HEUR_DESC "LP diving heuristic that tries to construct a Farkas-proof"
64 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
65 #define HEUR_PRIORITY -900000
66 #define HEUR_FREQ 10
67 #define HEUR_FREQOFS 0
68 #define HEUR_MAXDEPTH -1
69 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
70 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
71 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE /**< bit mask that represents all supported dive types */
72 #define DIVESET_ISPUBLIC FALSE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
73 
74 
75 /*
76  * Default parameter settings
77  */
78 
79 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
80 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
81 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
82 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
83 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
84  * where diving is performed (0.0: no limit) */
85 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
86  * where diving is performed (0.0: no limit) */
87 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
88 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
89 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
90 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
91 #define DEFAULT_LPSOLVEFREQ 1 /**< LP solve frequency for diving heuristics */
92 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
93  * more general constraint handler diving variable selection? */
94 #define DEFAULT_RANDSEED 151 /**< initial seed for random number generation */
95 
96 #define DEFAULT_MAXOBJOCC 1.0 /**< maximal occurance factor of an objective coefficient */
97 #define DEFAULT_OBJDYN 0.0001 /**< minimal objective dynamism (log) */
98 #define DEFAULT_CHECKCANDS FALSE /**< should diving candidates be checked before running? */
99 #define DEFAULT_SCALESCORE TRUE /**< should the score be scaled? */
100 #define DEFAULT_ROOTSUCCESS TRUE /**< should the heuristic only run within the tree if at least one solution
101  * was found at the root node? */
102 #define DEFAULT_SCALETYPE 'i' /**< scale score by [f]ractionality or [i]mpact on farkasproof */
104 /* locally defined heuristic data */
105 struct SCIP_HeurData
106 {
107  SCIP_SOL* sol; /**< working solution */
108  SCIP_Real maxobjocc; /**< maximal occurance factor of an objective coefficient */
109  SCIP_Real objdynamism; /**< minimal objective dynamism (log) */
110  SCIP_Bool disabled; /**< remember if the heuristic should not run at all */
111  SCIP_Bool glbchecked; /**< remember whether one global check was performed */
112  SCIP_Bool checkcands; /**< should diving candidates be checked before running? */
113  SCIP_Bool scalescore; /**< should score be scaled by fractionality */
114  SCIP_Bool rootsuccess; /**< run if successfull at root */
115  SCIP_Bool foundrootsol; /**< was a solution found at the root node? */
116  char scaletype; /**< scale score by [f]ractionality or [i]mpact on farkasproof */
117 };
118 
119 
120 /** check whether the diving candidates fulfill requirements */
121 static
123  SCIP* scip, /**< SCIP data structure */
124  SCIP_HEURDATA* heurdata, /**< heuristic data */
125  SCIP_VAR** divecandvars, /**< diving candidates to check */
126  int ndivecands, /**< number of diving candidates */
127  SCIP_Bool* success /**< pointer to store whether the check was successfull */
128  )
129 {
130  SCIP_Real* objcoefs;
131  SCIP_Real lastobjcoef;
132  SCIP_Real objdynamism;
133  int maxfreq;
134  int nnzobjcoefs;
135 #ifdef SCIP_DEBUG
136  int ndiffnnzobjs;
137 #endif
138  int i;
139 
140  *success = TRUE;
141 
142  assert(heurdata != NULL);
143  assert(divecandvars != NULL);
144  assert(ndivecands >= 0);
145 
146  SCIP_CALL( SCIPallocBufferArray(scip, &objcoefs, ndivecands) );
147 
148  /* collect all absolute values of objective coefficients and count binary, integer,
149  * and implicit integer in the objective function
150  */
151  nnzobjcoefs = 0;
152 
153  if( SCIPgetNObjVars(scip) > 0 )
154  {
155  for( i = 0; i < ndivecands; i++ )
156  {
157  SCIP_Real obj = SCIPvarGetObj(divecandvars[i]);
158 
159  if( SCIPisZero(scip, obj) )
160  continue;
161 
162  objcoefs[nnzobjcoefs] = REALABS(obj);
163  ++nnzobjcoefs;
164  }
165  }
166 
167  if( nnzobjcoefs == 0 )
168  {
169  *success = FALSE;
170  goto TERMINATE;
171  }
172  assert(nnzobjcoefs > 0);
173 
174  /* skip here if we are cheching the global properties and want to check the local candidates, too */
175  if( !heurdata->glbchecked && heurdata->checkcands )
176  goto TERMINATE;
177 
178  /* sort in increasing order */
179  SCIPsortReal(objcoefs, nnzobjcoefs);
180  assert(!SCIPisZero(scip, objcoefs[0]));
181 
182  lastobjcoef = objcoefs[0];
183 #ifdef SCIP_DEBUG
184  ndiffnnzobjs = 1;
185 #endif
186 
187  objdynamism = log10(objcoefs[nnzobjcoefs-1] / objcoefs[0]);
188 
189  SCIPdebugMsg(scip, "minabscoef: %g, maxabscoef: %g, objdym: %g\n", objcoefs[0], objcoefs[nnzobjcoefs-1], objdynamism);
190 
191  /* CHECK#2: check objective dynamism */
192  if( objdynamism < heurdata->objdynamism )
193  {
194  SCIPdebugMsg(scip, " ---> disable farkasdiving at node %lld\n", SCIPnodeGetNumber(SCIPgetCurrentNode(scip)));
195 
196  *success = FALSE;
197  goto TERMINATE;
198  }
199 
200  /* CHECK#4: the check would be always fulfilled for heurdata->maxobjocc = 1.0 */
201  if( heurdata->maxobjocc < 1.0 )
202  {
203  int tmpmaxfreq;
204 
205  tmpmaxfreq = 0;
206  maxfreq = 0;
207 
208  /* count number of different absolute objective values */
209  for( i = 1; i < nnzobjcoefs; i++ )
210  {
211  if( SCIPisGT(scip, objcoefs[i], lastobjcoef) )
212  {
213  if( tmpmaxfreq > maxfreq )
214  maxfreq = tmpmaxfreq;
215  tmpmaxfreq = 0;
216 
217  lastobjcoef = objcoefs[i];
218 #ifdef SCIP_DEBUG
219  ++ndiffnnzobjs;
220 #endif
221  }
222  else
223  {
224  ++tmpmaxfreq;
225  }
226  }
227 
228 #ifdef SCIP_DEBUG
229  SCIPdebugMsg(scip, "%d divecands; %d nnzobjs; %d diffnnzobjs; %d maxfreq\n", ndivecands, nnzobjcoefs, ndiffnnzobjs,
230  maxfreq);
231 #endif
232 
233  if( maxfreq > heurdata->maxobjocc * nnzobjcoefs )
234  {
235  SCIPdebugMsg(scip, " ---> disable farkasdiving at node %lld\n", SCIPnodeGetNumber(SCIPgetCurrentNode(scip)));
236 
237  *success = FALSE;
238  }
239  }
240 
241  TERMINATE:
242  SCIPfreeBufferArray(scip, &objcoefs);
243 
244  return SCIP_OKAY;
245 }
246 
247 
248 /** check whether the objective functions has nonzero coefficients corresponding to binary and integer variables */
249 static
251  SCIP* scip, /**< SCIP data structure */
252  SCIP_HEURDATA* heurdata /**< heuristic data */
253  )
254 {
255  SCIP_VAR** vars;
256  SCIP_Bool success;
257  int nbinvars;
258  int nintvars;
259 
260  assert(scip != NULL);
261  assert(heurdata != NULL);
262 
263  vars = SCIPgetVars(scip);
264  nbinvars = SCIPgetNBinVars(scip);
265  nintvars = SCIPgetNIntVars(scip);
266 
267  SCIP_CALL( checkDivingCandidates(scip, heurdata, vars, nbinvars+nintvars, &success) );
268 
269  if( !success )
270  {
271  SCIPdebugMsg(scip, " ---> disable farkasdiving (at least one global property is violated)\n");
272  heurdata->disabled = TRUE;
273  }
274 
275  heurdata->glbchecked = TRUE;
276 
277  return SCIP_OKAY;
278 }
279 
280 /*
281  * Callback methods
282  */
283 
284 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
285 static
286 SCIP_DECL_HEURCOPY(heurCopyFarkasdiving)
287 { /*lint --e{715}*/
288  assert(scip != NULL);
289  assert(heur != NULL);
290  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
291 
292  /* call inclusion method of primal heuristic */
294 
295  return SCIP_OKAY;
296 }
297 
298 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
299 static
300 SCIP_DECL_HEURFREE(heurFreeFarkasdiving)
301 { /*lint --e{715}*/
302  SCIP_HEURDATA* heurdata;
303 
304  assert(heur != NULL);
305  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
306  assert(scip != NULL);
307 
308  /* free heuristic data */
309  heurdata = SCIPheurGetData(heur);
310  assert(heurdata != NULL);
311 
312  SCIPfreeBlockMemory(scip, &heurdata);
313  SCIPheurSetData(heur, NULL);
314 
315  return SCIP_OKAY;
316 }
317 
318 
319 /** initialization method of primal heuristic (called after problem was transformed) */
320 static
321 SCIP_DECL_HEURINIT(heurInitFarkasdiving)
322 { /*lint --e{715}*/
323  SCIP_HEURDATA* heurdata;
324 
325  assert(heur != NULL);
326  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
327 
328  /* get heuristic data */
329  heurdata = SCIPheurGetData(heur);
330  assert(heurdata != NULL);
331 
332  /* create working solution */
333  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
334 
335  heurdata->disabled = FALSE;
336  heurdata->glbchecked = FALSE;
337 
338  return SCIP_OKAY;
339 }
340 
341 
342 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
343 static
344 SCIP_DECL_HEUREXIT(heurExitFarkasdiving)
345 { /*lint --e{715}*/
346  SCIP_HEURDATA* heurdata;
347 
348  assert(heur != NULL);
349  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
350 
351  /* get heuristic data */
352  heurdata = SCIPheurGetData(heur);
353  assert(heurdata != NULL);
354 
355  /* free working solution */
356  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
357 
358  return SCIP_OKAY;
359 }
360 
361 /** solving process initialization method of primal heuristic (called when branch and bound process is about to begin) */
362 static
363 SCIP_DECL_HEURINITSOL(heurInitsolFarkasdiving)
364 { /*lint --e{715}*/
365  SCIP_HEURDATA* heurdata;
366 
367  assert(heur != NULL);
368  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
369 
370  /* get heuristic data */
371  heurdata = SCIPheurGetData(heur);
372  assert(heurdata != NULL);
373 
374  heurdata->glbchecked = FALSE;
375  heurdata->disabled = FALSE;
376  heurdata->foundrootsol = FALSE;
377 
378  return SCIP_OKAY;
379 }
380 
381 /** execution method of primal heuristic */
382 static
383 SCIP_DECL_HEUREXEC(heurExecFarkasdiving)
384 { /*lint --e{715}*/
385  SCIP_HEURDATA* heurdata;
386  SCIP_DIVESET* diveset;
387  SCIP_Bool success;
388 
389  heurdata = SCIPheurGetData(heur);
390  assert(SCIPheurGetNDivesets(heur) > 0);
391  assert(SCIPheurGetDivesets(heur) != NULL);
392 
393  diveset = SCIPheurGetDivesets(heur)[0];
394  assert(diveset != NULL);
395 
396  *result = SCIP_DIDNOTRUN;
397 
398  /* check some simple global properties that are needed to run this heuristic */
399  if( !heurdata->glbchecked )
400  {
401  SCIP_CALL( checkGlobalProperties(scip, heurdata) );
402  }
403 
404  /* terminate if the heuristic has been disabled */
405  if( heurdata->disabled )
406  return SCIP_OKAY;
407 
408  if( heurdata->rootsuccess && !heurdata->foundrootsol && SCIPgetDepth(scip) > 0 )
409  {
410  heurdata->disabled = TRUE;
411  return SCIP_OKAY;
412  }
413 
414  success = TRUE;
415 
416  /* check diving candidates in detail */
417  if( heurdata->checkcands )
418  {
419  SCIP_VAR** divecandvars;
420  int ndivecands;
421 
422  /* we can only access the branching candidates if the LP is solved to optimality */
424  {
425  SCIP_CALL( SCIPgetLPBranchCands(scip, &divecandvars, NULL, NULL, &ndivecands, NULL, NULL) );
426 
427  SCIP_CALL( checkDivingCandidates(scip, heurdata, divecandvars, ndivecands, &success) );
428  }
429  else
430  {
431  success = FALSE;
432  }
433  }
434 
435  if( success )
436  {
437  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
438 
439  if( heurdata->rootsuccess && SCIPgetDepth(scip) == 0 && SCIPdivesetGetNSols(diveset, SCIP_DIVECONTEXT_SINGLE) > 0 )
440  heurdata->foundrootsol = TRUE;
441  }
442 
443  return SCIP_OKAY;
444 }
445 
446 #define MIN_RAND 1e-06
447 #define MAX_RAND 1e-05
448 
449 /** calculate score and preferred rounding direction for the candidate variable */
450 static
451 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreFarkasdiving)
452 { /*lint --e{715}*/
453  SCIP_HEUR* heur;
454  SCIP_HEURDATA* heurdata;
455  SCIP_RANDNUMGEN* randnumgen;
456  SCIP_Real obj;
457 
458  heur = SCIPdivesetGetHeur(diveset);
459  assert(heur != NULL);
460 
461  heurdata = SCIPheurGetData(heur);
462  assert(heurdata != NULL);
463 
464  randnumgen = SCIPdivesetGetRandnumgen(diveset);
465  assert(randnumgen != NULL);
466 
467  obj = SCIPvarGetObj(cand);
468 
469  /* dive towards the pseudosolution, at the same time approximate the contribution to
470  * a potentially Farkas-proof (infeasibility proof) by y^TA_i = c_i.
471  */
472  if( SCIPisNegative(scip, obj) )
473  {
474  *roundup = TRUE;
475  }
476  else if( SCIPisPositive(scip, obj) )
477  {
478  *roundup = FALSE;
479  }
480  else
481  {
482  if( SCIPisEQ(scip, candsfrac, 0.5) )
483  *roundup = !SCIPrandomGetInt(randnumgen, 0, 1);
484  else
485  *roundup = (candsfrac > 0.5);
486  }
487 
488  /* larger score is better */
489  *score = REALABS(obj) + SCIPrandomGetReal(randnumgen, MIN_RAND, MAX_RAND);
490 
491  if( heurdata->scalescore )
492  {
493  if( heurdata->scaletype == 'f' )
494  {
495  if( *roundup )
496  *score *= (1.0 - candsfrac);
497  else
498  *score *= candsfrac;
499  }
500  else
501  {
502  assert(heurdata->scaletype == 'i');
503 
504  if( *roundup )
505  *score *= (SCIPceil(scip, candsol) - SCIPvarGetLbLocal(cand));
506  else
507  *score *= (SCIPvarGetUbLocal(cand) - SCIPfloor(scip, candsol));
508  }
509  }
510 
511  /* prefer decisions on binary variables */
512  if( SCIPvarGetType(cand) != SCIP_VARTYPE_BINARY )
513  *score = -1.0 / *score;
514 
515  return SCIP_OKAY;
516 }
517 
518 /*
519  * heuristic specific interface methods
520  */
521 #define divesetAvailableFarkasdiving NULL
522 
523 /** creates the farkasdiving heuristic and includes it in SCIP */
525  SCIP* scip /**< SCIP data structure */
526  )
527 {
528  SCIP_HEURDATA* heurdata;
529  SCIP_HEUR* heur;
530 
531  /* create Farkasdiving primal heuristic data */
532  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
533 
534  /* include primal heuristic */
535  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
537  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecFarkasdiving, heurdata) );
538 
539  assert(heur != NULL);
540 
541  /* set non-NULL pointers to callback methods */
542  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyFarkasdiving) );
543  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeFarkasdiving) );
544  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitFarkasdiving) );
545  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitFarkasdiving) );
546  SCIP_CALL( SCIPsetHeurInitsol(scip, heur, heurInitsolFarkasdiving) );
547 
548  /* farkasdiving heuristic parameters */
549  /* create a diveset (this will automatically install some additional parameters for the heuristic) */
553  divesetGetScoreFarkasdiving, divesetAvailableFarkasdiving) );
554 
555  SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/checkcands",
556  "should diving candidates be checked before running?",
557  &heurdata->checkcands, TRUE, DEFAULT_CHECKCANDS, NULL, NULL) );
558 
559  SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/scalescore",
560  "should the score be scaled?",
561  &heurdata->scalescore, TRUE, DEFAULT_SCALESCORE, NULL, NULL) );
562 
563  SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/rootsuccess",
564  "should the heuristic only run within the tree if at least one solution was found at the root node?",
565  &heurdata->rootsuccess, TRUE, DEFAULT_ROOTSUCCESS, NULL, NULL) );
566 
567  SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/maxobjocc",
568  "maximal occurance factor of an objective coefficient",
569  &heurdata->maxobjocc, TRUE, DEFAULT_MAXOBJOCC, 0.0, 1.0, NULL, NULL) );
570 
571  SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/objdynamism",
572  "minimal objective dynamism (log) to run",
573  &heurdata->objdynamism, TRUE, DEFAULT_OBJDYN, 0.0, SCIPinfinity(scip), NULL, NULL) );
574 
575  SCIP_CALL( SCIPaddCharParam(scip, "heuristics/" HEUR_NAME "/scaletype",
576  "scale score by [f]ractionality or [i]mpact on farkasproof",
577  &heurdata->scaletype, TRUE, DEFAULT_SCALETYPE, "fi", NULL, NULL) );
578 
579  return SCIP_OKAY;
580 }
SCIP_RETCODE SCIPgetLPBranchCands(SCIP *scip, SCIP_VAR ***lpcands, SCIP_Real **lpcandssol, SCIP_Real **lpcandsfrac, int *nlpcands, int *npriolpcands, int *nfracimplvars)
Definition: scip_branch.c:395
int SCIPgetNIntVars(SCIP *scip)
Definition: scip_prob.c:2090
#define DEFAULT_MINRELDEPTH
#define DEFAULT_SCALESCORE
static SCIP_RETCODE checkGlobalProperties(SCIP *scip, SCIP_HEURDATA *heurdata)
public methods for SCIP parameter handling
SCIP_NODE * SCIPgetCurrentNode(SCIP *scip)
Definition: scip_tree.c:91
public methods for branch and bound tree
public methods for memory management
#define HEUR_TIMING
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
SCIP_Bool SCIPisPositive(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPvarGetLbLocal(SCIP_VAR *var)
Definition: var.c:17975
#define HEUR_DISPCHAR
#define DEFAULT_RANDSEED
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
static SCIP_DECL_HEURINIT(heurInitFarkasdiving)
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
#define DEFAULT_CHECKCANDS
#define FALSE
Definition: def.h:96
#define DEFAULT_MAXOBJOCC
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_Bool SCIPisNegative(SCIP *scip, SCIP_Real val)
#define TRUE
Definition: def.h:95
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
#define DEFAULT_MAXDIVEUBQUOTNOSOL
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:76
public methods for problem variables
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
#define DIVESET_ISPUBLIC
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:117
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10012
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:318
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define DEFAULT_SCALETYPE
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:136
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define MAX_RAND
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
#define DEFAULT_BACKTRACK
#define SCIPdebugMsg
Definition: scip_message.h:78
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:218
public methods for numerical tolerances
#define DEFAULT_OBJDYN
public methods for the branch-and-bound tree
SCIP_HEUR * SCIPdivesetGetHeur(SCIP_DIVESET *diveset)
Definition: heur.c:414
SCIP_Longint SCIPnodeGetNumber(SCIP_NODE *node)
Definition: tree.c:7443
static SCIP_DECL_HEUREXEC(heurExecFarkasdiving)
#define divesetAvailableFarkasdiving
#define HEUR_PRIORITY
#define DEFAULT_MAXLPITERQUOT
static SCIP_DECL_HEURFREE(heurFreeFarkasdiving)
SCIP_RETCODE SCIPsetHeurInitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINITSOL((*heurinitsol)))
Definition: scip_heur.c:226
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
SCIP_RETCODE SCIPincludeHeurFarkasdiving(SCIP *scip)
LP diving heuristic that tries to construct a Farkas-proof.
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
#define DEFAULT_MAXDIVEUBQUOT
SCIP_Longint SCIPdivesetGetNSols(SCIP_DIVESET *diveset, SCIP_DIVECONTEXT divecontext)
Definition: heur.c:639
#define MIN_RAND
void SCIPsortReal(SCIP_Real *realarray, int len)
SCIP_SOL * sol
Definition: struct_heur.h:71
static SCIP_RETCODE checkDivingCandidates(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **divecandvars, int ndivecands, SCIP_Bool *success)
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreFarkasdiving)
#define NULL
Definition: lpi_spx1.cpp:164
#define REALABS(x)
Definition: def.h:210
#define SCIP_CALL(x)
Definition: def.h:393
#define DEFAULT_LPRESOLVEDOMCHGQUOT
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
public methods for primal heuristic plugins and divesets
#define DEFAULT_ONLYLPBRANCHCANDS
#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
#define DEFAULT_MAXRELDEPTH
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:93
SCIP_LPSOLSTAT SCIPgetLPSolstat(SCIP *scip)
Definition: scip_lp.c:168
#define HEUR_DESC
int SCIPgetDepth(SCIP *scip)
Definition: scip_tree.c:670
SCIP_RANDNUMGEN * SCIPdivesetGetRandnumgen(SCIP_DIVESET *diveset)
Definition: heur.c:718
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:985
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17767
int SCIPgetNObjVars(SCIP *scip)
Definition: scip_prob.c:2228
#define HEUR_USESSUBSCIP
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2045
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10034
public methods for the LP relaxation, rows and columns
static SCIP_DECL_HEURCOPY(heurCopyFarkasdiving)
#define DEFAULT_MAXDIVEAVGQUOT
methods for sorting joint arrays of various types
#define DEFAULT_LPSOLVEFREQ
public methods for branching rule plugins and branching
#define HEUR_NAME
#define DIVESET_DIVETYPES
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
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:167
public methods for solutions
static SCIP_DECL_HEURINITSOL(heurInitsolFarkasdiving)
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
SCIP_VAR ** SCIPgetVars(SCIP *scip)
Definition: scip_prob.c:1955
#define HEUR_FREQOFS
#define SCIP_Real
Definition: def.h:186
static SCIP_DECL_HEUREXIT(heurExitFarkasdiving)
public methods for message handling
#define HEUR_FREQ
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:17425
SCIP_Bool SCIPisZero(SCIP *scip, SCIP_Real val)
#define DEFAULT_ROOTSUCCESS
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
SCIP_Real SCIPvarGetUbLocal(SCIP_VAR *var)
Definition: var.c:17985
#define DEFAULT_MAXLPITEROFS
public methods for primal heuristics
SCIP_Real SCIPceil(SCIP *scip, SCIP_Real val)
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
public methods for global and local (sub)problems
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:139
SCIP_Real SCIPfloor(SCIP *scip, SCIP_Real val)
#define HEUR_MAXDEPTH
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:57
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328
memory allocation routines