Scippy

SCIP

Solving Constraint Integer Programs

heur_localbranching.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_localbranching.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief Local branching heuristic according to Fischetti and Lodi
28  * @author Timo Berthold
29  * @author Marc Pfetsch
30  */
31 
32 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
33 
34 #include "blockmemshell/memory.h"
35 #include "scip/cons_linear.h"
36 #include "scip/heuristics.h"
38 #include "scip/pub_event.h"
39 #include "scip/pub_heur.h"
40 #include "scip/pub_message.h"
41 #include "scip/pub_misc.h"
42 #include "scip/pub_sol.h"
43 #include "scip/pub_var.h"
44 #include "scip/scip_branch.h"
45 #include "scip/scip_cons.h"
46 #include "scip/scip_copy.h"
47 #include "scip/scip_event.h"
48 #include "scip/scip_general.h"
49 #include "scip/scip_heur.h"
50 #include "scip/scip_mem.h"
51 #include "scip/scip_message.h"
52 #include "scip/scip_nodesel.h"
53 #include "scip/scip_numerics.h"
54 #include "scip/scip_param.h"
55 #include "scip/scip_prob.h"
56 #include "scip/scip_sol.h"
57 #include "scip/scip_solve.h"
58 #include "scip/scip_solvingstats.h"
59 #include <string.h>
60 
61 #define HEUR_NAME "localbranching"
62 #define HEUR_DESC "local branching heuristic by Fischetti and Lodi"
63 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS
64 #define HEUR_PRIORITY -1102000
65 #define HEUR_FREQ -1
66 #define HEUR_FREQOFS 0
67 #define HEUR_MAXDEPTH -1
68 #define HEUR_TIMING SCIP_HEURTIMING_AFTERNODE
69 #define HEUR_USESSUBSCIP TRUE /**< does the heuristic use a secondary SCIP instance? */
70 
71 #define DEFAULT_NEIGHBORHOODSIZE 18 /* radius of the incumbents neighborhood to be searched */
72 #define DEFAULT_NODESOFS 1000 /* number of nodes added to the contingent of the total nodes */
73 #define DEFAULT_MAXNODES 10000 /* maximum number of nodes to regard in the subproblem */
74 #define DEFAULT_MINIMPROVE 0.01 /* factor by which localbranching should at least improve the incumbent */
75 #define DEFAULT_MINNODES 1000 /* minimum number of nodes required to start the subproblem */
76 #define DEFAULT_NODESQUOT 0.05 /* contingent of sub problem nodes in relation to original nodes */
77 #define DEFAULT_LPLIMFAC 1.5 /* factor by which the limit on the number of LP depends on the node limit */
78 #define DEFAULT_NWAITINGNODES 200 /* number of nodes without incumbent change that heuristic should wait */
79 #define DEFAULT_USELPROWS FALSE /* should subproblem be created out of the rows in the LP rows,
80  * otherwise, the copy constructors of the constraints handlers are used */
81 #define DEFAULT_COPYCUTS TRUE /* if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
82  * of the original scip be copied to constraints of the subscip
83  */
84 #define DEFAULT_BESTSOLLIMIT 3 /* limit on number of improving incumbent solutions in sub-CIP */
85 
86 /* event handler properties */
87 #define EVENTHDLR_NAME "Localbranching"
88 #define EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"
89 
90 
91 #define EXECUTE 0
92 #define WAITFORNEWSOL 1
93 
94 
95 /*
96  * Data structures
97  */
98 
99 /** primal heuristic data */
100 struct SCIP_HeurData
101 {
102  int nwaitingnodes; /**< number of nodes without incumbent change that heuristic should wait */
103  int nodesofs; /**< number of nodes added to the contingent of the total nodes */
104  int minnodes; /**< minimum number of nodes required to start the subproblem */
105  int maxnodes; /**< maximum number of nodes to regard in the subproblem */
106  SCIP_Longint usednodes; /**< amount of nodes local branching used during all calls */
107  SCIP_Real nodesquot; /**< contingent of sub problem nodes in relation to original nodes */
108  SCIP_Real minimprove; /**< factor by which localbranching should at least improve the incumbent */
109  SCIP_Real nodelimit; /**< the nodelimit employed in the current sub-SCIP, for the event handler*/
110  SCIP_Real lplimfac; /**< factor by which the limit on the number of LP depends on the node limit */
111  int neighborhoodsize; /**< radius of the incumbent's neighborhood to be searched */
112  int callstatus; /**< current status of localbranching heuristic */
113  SCIP_SOL* lastsol; /**< the last incumbent localbranching used as reference point */
114  int curneighborhoodsize;/**< current neighborhoodsize */
115  int curminnodes; /**< current minimal number of nodes required to start the subproblem */
116  int emptyneighborhoodsize;/**< size of neighborhood that was proven to be empty */
117  SCIP_Bool uselprows; /**< should subproblem be created out of the rows in the LP rows? */
118  SCIP_Bool copycuts; /**< if uselprows == FALSE, should all active cuts from cutpool be copied
119  * to constraints in subproblem?
120  */
121  int bestsollimit; /**< limit on number of improving incumbent solutions in sub-CIP */
122 };
123 
124 
125 /*
126  * Local methods
127  */
128 
129 /** create the extra constraint of local branching and add it to subscip */
130 static
132  SCIP* scip, /**< SCIP data structure */
133  SCIP* subscip, /**< the subproblem created by localbranching */
134  SCIP_HEUR* heur, /**< the local branching heuristic */
135  SCIP_VAR** subvars /**< the subproblem variables */
136  )
137 {
138  SCIP_HEURDATA* heurdata;
139  SCIP_CONS* cons; /* local branching constraint to create */
140  SCIP_VAR** consvars;
141  SCIP_VAR** vars;
142  SCIP_SOL* bestsol;
143 
144  int nbinvars;
145  int nconsvars;
146  int i;
147  SCIP_Real lhs;
148  SCIP_Real rhs;
149  SCIP_Real* consvals;
150  char consname[SCIP_MAXSTRLEN];
151 
152  SCIP_Real cutoff;
153  SCIP_Real upperbound;
154 
155  assert(scip != NULL);
156  assert(subscip != NULL);
157  assert(heur != NULL);
158 
159  heurdata = SCIPheurGetData(heur);
160  assert(heurdata != NULL);
161 
162  (void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "%s_localbranchcons", SCIPgetProbName(scip));
163 
164  /* get the data of the variables and the best solution */
165  SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, NULL, NULL, NULL) );
166  bestsol = SCIPgetBestSol(scip);
167  assert( bestsol != NULL );
168 
169  /* memory allocation */
170  SCIP_CALL( SCIPallocBufferArray(scip, &consvars, nbinvars) );
171  SCIP_CALL( SCIPallocBufferArray(scip, &consvals, nbinvars) );
172  nconsvars = 0;
173 
174  /* set initial left and right hand sides of local branching constraint */
175  lhs = (SCIP_Real)heurdata->emptyneighborhoodsize + 1.0;
176  rhs = (SCIP_Real)heurdata->curneighborhoodsize;
177 
178  /* create the distance (to incumbent) function of the binary variables */
179  for( i = 0; i < nbinvars; i++ )
180  {
181  SCIP_Real solval;
182 
183  if( subvars[i] == NULL )
184  continue;
185 
186  solval = SCIPgetSolVal(scip, bestsol, vars[i]);
187  assert( SCIPisFeasIntegral(scip, solval) );
188 
189  /* is variable i part of the binary support of bestsol? */
190  if( SCIPisFeasEQ(scip, solval, 1.0) )
191  {
192  consvals[nconsvars] = -1.0;
193  rhs -= 1.0;
194  lhs -= 1.0;
195  }
196  else
197  consvals[nconsvars] = 1.0;
198 
199  consvars[nconsvars] = subvars[i];
200  assert( SCIPvarGetType(consvars[nconsvars]) == SCIP_VARTYPE_BINARY );
201 
202  ++nconsvars;
203  }
204 
205  /* creates localbranching constraint and adds it to subscip */
206  SCIP_CALL( SCIPcreateConsLinear(subscip, &cons, consname, nconsvars, consvars, consvals,
207  lhs, rhs, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, TRUE, TRUE, FALSE) );
208  SCIP_CALL( SCIPaddCons(subscip, cons) );
209  SCIP_CALL( SCIPreleaseCons(subscip, &cons) );
210 
211  /* add an objective cutoff */
212  assert( !SCIPisInfinity(scip,SCIPgetUpperbound(scip)) );
213 
214  upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
215  if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
216  {
217  cutoff = (1-heurdata->minimprove)*SCIPgetUpperbound(scip) + heurdata->minimprove*SCIPgetLowerbound(scip);
218  }
219  else
220  {
221  if( SCIPgetUpperbound ( scip ) >= 0 )
222  cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
223  else
224  cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
225  }
226  cutoff = MIN(upperbound, cutoff );
227  SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
228 
229  /* free local memory */
230  SCIPfreeBufferArray(scip, &consvals);
231  SCIPfreeBufferArray(scip, &consvars);
232 
233  return SCIP_OKAY;
234 }
235 
236 
237 /* ---------------- Callback methods of event handler ---------------- */
238 
239 /** event handler execution callback to interrupt the solution process */
240 static
241 SCIP_DECL_EVENTEXEC(eventExecLocalbranching)
242 {
243  SCIP_HEURDATA* heurdata;
244 
245  assert(eventhdlr != NULL);
246  assert(eventdata != NULL);
247  assert(strcmp(SCIPeventhdlrGetName(eventhdlr), EVENTHDLR_NAME) == 0);
248  assert(event != NULL);
249  assert(SCIPeventGetType(event) & SCIP_EVENTTYPE_LPSOLVED);
250 
251  heurdata = (SCIP_HEURDATA*)eventdata;
252  assert(heurdata != NULL);
253 
254  /* interrupt solution process of sub-SCIP */
255  if( SCIPgetNLPs(scip) > heurdata->lplimfac * heurdata->nodelimit )
256  {
257  SCIPdebugMsg(scip, "interrupt after %" SCIP_LONGINT_FORMAT " LPs\n",SCIPgetNLPs(scip));
259  }
260 
261  return SCIP_OKAY;
262 }
263 
264 
265 /*
266  * Callback methods of primal heuristic
267  */
268 
269 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
270 static
271 SCIP_DECL_HEURCOPY(heurCopyLocalbranching)
272 { /*lint --e{715}*/
273  assert(scip != NULL);
274  assert(heur != NULL);
275  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
276 
277  /* call inclusion method of primal heuristic */
279 
280  return SCIP_OKAY;
281 }
282 
283 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
284 static
285 SCIP_DECL_HEURFREE(heurFreeLocalbranching)
286 { /*lint --e{715}*/
287  SCIP_HEURDATA* heurdata;
288 
289  assert( heur != NULL );
290  assert( scip != NULL );
291 
292  /* get heuristic data */
293  heurdata = SCIPheurGetData(heur);
294  assert( heurdata != NULL );
295 
296  /* free heuristic data */
297  SCIPfreeBlockMemory(scip, &heurdata);
298  SCIPheurSetData(heur, NULL);
299 
300  return SCIP_OKAY;
301 }
302 
303 
304 /** initialization method of primal heuristic (called after problem was transformed) */
305 static
306 SCIP_DECL_HEURINIT(heurInitLocalbranching)
307 { /*lint --e{715}*/
308  SCIP_HEURDATA* heurdata;
309 
310  assert( heur != NULL );
311  assert( scip != NULL );
312 
313  /* get heuristic's data */
314  heurdata = SCIPheurGetData(heur);
315  assert( heurdata != NULL );
316 
317  /* with a little abuse we initialize the heurdata as if localbranching would have finished its last step regularly */
318  heurdata->callstatus = WAITFORNEWSOL;
319  heurdata->lastsol = NULL;
320  heurdata->usednodes = 0;
321  heurdata->curneighborhoodsize = heurdata->neighborhoodsize;
322  heurdata->curminnodes = heurdata->minnodes;
323  heurdata->emptyneighborhoodsize = 0;
324 
325  return SCIP_OKAY;
326 }
327 
328 /** setup And solve local branching subscip */
329 static
331  SCIP* scip, /**< SCIP data structure */
332  SCIP* subscip, /**< the subproblem created by localbranching */
333  SCIP_HEUR* heur, /**< localbranching heuristic */
334  SCIP_Longint nsubnodes, /**< nodelimit for subscip */
335  SCIP_RESULT* result /**< result pointer */
336  )
337 {
338  SCIP_VAR** subvars; /* subproblem's variables */
339  SCIP_EVENTHDLR* eventhdlr; /* event handler for LP events */
340  SCIP_HEURDATA* heurdata;
341  SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
342  SCIP_VAR** vars;
343 
344  int nvars;
345  int i;
346 
347  SCIP_Bool success;
348 
349  assert(scip != NULL);
350  assert(subscip != NULL);
351  assert(heur != NULL);
352 
353  heurdata = SCIPheurGetData(heur);
354  assert(heurdata != NULL);
355 
356  /* get the data of the variables and the best solution */
357  SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
358 
359  /* create the variable mapping hash map */
360  SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), nvars) );
361  success = FALSE;
362 
363  /* create a problem copy as sub SCIP */
364  SCIP_CALL( SCIPcopyLargeNeighborhoodSearch(scip, subscip, varmapfw, "localbranching", NULL, NULL, 0, heurdata->uselprows,
365  heurdata->copycuts, &success, NULL) );
366 
367  SCIPdebugMsg(scip, "Copying SCIP was %ssuccessful.\n", success ? "" : "not ");
368 
369  /* if the subproblem could not be created, free memory and return */
370  if( !success )
371  {
372  *result = SCIP_DIDNOTRUN;
373  goto TERMINATE;
374  }
375 
376  /* create event handler for LP events */
377  eventhdlr = NULL;
378  SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecLocalbranching, NULL) );
379  if( eventhdlr == NULL )
380  {
381  /* free hash map */
382  SCIPhashmapFree(&varmapfw);
383 
384  SCIPerrorMessage("event handler for " HEUR_NAME " heuristic not found.\n");
385  return SCIP_PLUGINNOTFOUND;
386  }
387 
388  SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
389  for (i = 0; i < nvars; ++i)
390  subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);
391 
392  /* free hash map */
393  SCIPhashmapFree(&varmapfw);
394 
395  heurdata->nodelimit = nsubnodes;
396  SCIP_CALL( SCIPsetCommonSubscipParams(scip, subscip, nsubnodes, MAX(10, nsubnodes/10), heurdata->bestsollimit) );
397 
398  /* adds the local branching constraint and the objective cutoff to the auxiliary problem */
399  SCIP_CALL( addLocalbranchingConstraintAndObjcutoff(scip, subscip, heur, subvars) );
400 
401  /* catch LP events of sub-SCIP */
402  if( !heurdata->uselprows )
403  {
404  assert(eventhdlr != NULL);
405 
406  SCIP_CALL( SCIPtransformProb(subscip) );
407  SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
408  }
409 
410  /* solve the subproblem */
411  SCIPdebugMsg(scip, "solving local branching subproblem with neighborhoodsize %d and maxnodes %" SCIP_LONGINT_FORMAT "\n",
412  heurdata->curneighborhoodsize, nsubnodes);
413 
414  /* Errors in solving the subproblem should not kill the overall solving process
415  * Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
416  */
417  SCIP_CALL_ABORT( SCIPsolve(subscip) );
418 
419  /* drop LP events of sub-SCIP */
420  if( !heurdata->uselprows )
421  {
422  assert(eventhdlr != NULL);
423 
424  SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
425  }
426 
427  /* print solving statistics of subproblem if we are in SCIP's debug mode */
429 
430  heurdata->usednodes += SCIPgetNNodes(subscip);
431  SCIPdebugMsg(scip, "local branching used %" SCIP_LONGINT_FORMAT "/%" SCIP_LONGINT_FORMAT " nodes\n",
432  SCIPgetNNodes(subscip), nsubnodes);
433 
434  /* checks the solutions of the sub SCIP and adds them to the main SCIP if feasible */
435  SCIP_CALL( SCIPtranslateSubSols(scip, subscip, heur, subvars, &success, NULL) );
436 
437  if( success )
438  *result = SCIP_FOUNDSOL;
439 
440  /* check the status of the sub-MIP */
441  switch( SCIPgetStatus(subscip) )
442  {
443  case SCIP_STATUS_OPTIMAL:
445  heurdata->callstatus = WAITFORNEWSOL; /* new solution will immediately be installed at next call */
446  SCIPdebugMsg(scip, " -> found new solution\n");
447  break;
448 
452  heurdata->callstatus = EXECUTE;
453  heurdata->curneighborhoodsize = (heurdata->emptyneighborhoodsize + heurdata->curneighborhoodsize)/2;
454  heurdata->curminnodes *= 2;
455  SCIPdebugMsg(scip, " -> node limit reached: reduced neighborhood to %d, increased minnodes to %d\n",
456  heurdata->curneighborhoodsize, heurdata->curminnodes);
457  if( heurdata->curneighborhoodsize <= heurdata->emptyneighborhoodsize )
458  {
459  heurdata->callstatus = WAITFORNEWSOL;
460  SCIPdebugMsg(scip, " -> new neighborhood was already proven to be empty: wait for new solution\n");
461  }
462  break;
463 
466  heurdata->emptyneighborhoodsize = heurdata->curneighborhoodsize;
467  heurdata->curneighborhoodsize += heurdata->curneighborhoodsize/2;
468  heurdata->curneighborhoodsize = MAX(heurdata->curneighborhoodsize, heurdata->emptyneighborhoodsize + 2);
469  heurdata->callstatus = EXECUTE;
470  SCIPdebugMsg(scip, " -> neighborhood is empty: increased neighborhood to %d\n", heurdata->curneighborhoodsize);
471  break;
472 
473  case SCIP_STATUS_UNKNOWN:
482  default:
483  heurdata->callstatus = WAITFORNEWSOL;
484  SCIPdebugMsg(scip, " -> unexpected sub-MIP status <%d>: waiting for new solution\n", SCIPgetStatus(subscip));
485  break;
486  }
487 
488  TERMINATE:
489  /* free subproblem */
490  SCIPfreeBufferArray(scip, &subvars);
491 
492  return SCIP_OKAY;
493 }
494 
495 
496 /** execution method of primal heuristic */
497 static
498 SCIP_DECL_HEUREXEC(heurExecLocalbranching)
499 { /*lint --e{715}*/
500  SCIP_Longint maxnnodes; /* maximum number of subnodes */
501  SCIP_Longint nsubnodes; /* nodelimit for subscip */
502 
503  SCIP_HEURDATA* heurdata;
504  SCIP* subscip; /* the subproblem created by localbranching */
505 
506  SCIP_SOL* bestsol; /* best solution so far */
507 
508  SCIP_Bool success;
509  SCIP_RETCODE retcode;
510 
511  assert(heur != NULL);
512  assert(scip != NULL);
513  assert(result != NULL);
514 
515  *result = SCIP_DIDNOTRUN;
516 
517  /* get heuristic's data */
518  heurdata = SCIPheurGetData(heur);
519  assert( heurdata != NULL );
520 
521  /* there should be enough binary variables that a local branching constraint makes sense */
522  if( SCIPgetNBinVars(scip) < 2*heurdata->neighborhoodsize )
523  return SCIP_OKAY;
524 
525  *result = SCIP_DELAYED;
526 
527  /* only call heuristic, if an IP solution is at hand */
528  if( SCIPgetNSols(scip) <= 0 )
529  return SCIP_OKAY;
530 
531  bestsol = SCIPgetBestSol(scip);
532  assert(bestsol != NULL);
533 
534  /* only call heuristic, if the best solution comes from transformed problem */
535  if( SCIPsolIsOriginal(bestsol) )
536  return SCIP_OKAY;
537 
538  /* only call heuristic, if enough nodes were processed since last incumbent */
539  if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip, bestsol) < heurdata->nwaitingnodes)
540  return SCIP_OKAY;
541 
542  /* only call heuristic, if the best solution does not come from trivial heuristic */
543  if( SCIPsolGetHeur(bestsol) != NULL && strcmp(SCIPheurGetName(SCIPsolGetHeur(bestsol)), "trivial") == 0 )
544  return SCIP_OKAY;
545 
546  /* reset neighborhood and minnodes, if new solution was found */
547  if( heurdata->lastsol != bestsol )
548  {
549  heurdata->curneighborhoodsize = heurdata->neighborhoodsize;
550  heurdata->curminnodes = heurdata->minnodes;
551  heurdata->emptyneighborhoodsize = 0;
552  heurdata->callstatus = EXECUTE;
553  heurdata->lastsol = bestsol;
554  }
555 
556  /* if no new solution was found and local branching also seems to fail, just keep on waiting */
557  if( heurdata->callstatus == WAITFORNEWSOL )
558  return SCIP_OKAY;
559 
560  *result = SCIP_DIDNOTRUN;
561 
562  /* calculate the maximal number of branching nodes until heuristic is aborted */
563  maxnnodes = (SCIP_Longint)(heurdata->nodesquot * SCIPgetNNodes(scip));
564 
565  /* reward local branching if it succeeded often */
566  maxnnodes = (SCIP_Longint)(maxnnodes * (1.0 + 2.0*(SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur)+1.0)));
567  maxnnodes -= 100 * SCIPheurGetNCalls(heur); /* count the setup costs for the sub-MIP as 100 nodes */
568  maxnnodes += heurdata->nodesofs;
569 
570  /* determine the node limit for the current process */
571  nsubnodes = maxnnodes - heurdata->usednodes;
572  nsubnodes = MIN(nsubnodes, heurdata->maxnodes);
573 
574  /* check whether we have enough nodes left to call sub problem solving */
575  if( nsubnodes < heurdata->curminnodes )
576  return SCIP_OKAY;
577 
578  if( SCIPisStopped(scip) )
579  return SCIP_OKAY;
580 
581  /* check whether there is enough time and memory left */
582  SCIP_CALL( SCIPcheckCopyLimits(scip, &success) );
583 
584  /* abort if no time is left or not enough memory to create a copy of SCIP */
585  if( !success )
586  return SCIP_OKAY;
587 
588  *result = SCIP_DIDNOTFIND;
589 
590  SCIPdebugMsg(scip, "running localbranching heuristic ...\n");
591 
592  SCIP_CALL( SCIPcreate(&subscip) );
593 
594  retcode = setupAndSolveSubscipLocalbranching(scip, subscip, heur, nsubnodes, result);
595 
596  SCIP_CALL( SCIPfree(&subscip) );
597 
598  return retcode;
599 }
600 
601 
602 /*
603  * primal heuristic specific interface methods
604  */
605 
606 /** creates the localbranching primal heuristic and includes it in SCIP */
608  SCIP* scip /**< SCIP data structure */
609  )
610 {
611  SCIP_HEURDATA* heurdata;
612  SCIP_HEUR* heur;
613 
614  /* create Localbranching primal heuristic data */
615  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
616 
617  /* include primal heuristic */
618  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
620  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecLocalbranching, heurdata) );
621 
622  assert(heur != NULL);
623 
624  /* set non-NULL pointers to callback methods */
625  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyLocalbranching) );
626  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeLocalbranching) );
627  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitLocalbranching) );
628 
629  /* add localbranching primal heuristic parameters */
630  SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/nodesofs",
631  "number of nodes added to the contingent of the total nodes",
632  &heurdata->nodesofs, FALSE, DEFAULT_NODESOFS, 0, INT_MAX, NULL, NULL) );
633 
634  SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/neighborhoodsize",
635  "radius (using Manhattan metric) of the incumbent's neighborhood to be searched",
636  &heurdata->neighborhoodsize, FALSE, DEFAULT_NEIGHBORHOODSIZE, 1, INT_MAX, NULL, NULL) );
637 
638  SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/nodesquot",
639  "contingent of sub problem nodes in relation to the number of nodes of the original problem",
640  &heurdata->nodesquot, FALSE, DEFAULT_NODESQUOT, 0.0, 1.0, NULL, NULL) );
641 
642  SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/lplimfac",
643  "factor by which the limit on the number of LP depends on the node limit",
644  &heurdata->lplimfac, TRUE, DEFAULT_LPLIMFAC, 1.0, SCIP_REAL_MAX, NULL, NULL) );
645 
646  SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/minnodes",
647  "minimum number of nodes required to start the subproblem",
648  &heurdata->minnodes, TRUE, DEFAULT_MINNODES, 0, INT_MAX, NULL, NULL) );
649 
650  SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/maxnodes",
651  "maximum number of nodes to regard in the subproblem",
652  &heurdata->maxnodes, TRUE, DEFAULT_MAXNODES, 0, INT_MAX, NULL, NULL) );
653 
654  SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/nwaitingnodes",
655  "number of nodes without incumbent change that heuristic should wait",
656  &heurdata->nwaitingnodes, TRUE, DEFAULT_NWAITINGNODES, 0, INT_MAX, NULL, NULL) );
657 
658  SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/minimprove",
659  "factor by which localbranching should at least improve the incumbent",
660  &heurdata->minimprove, TRUE, DEFAULT_MINIMPROVE, 0.0, 1.0, NULL, NULL) );
661 
662  SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/uselprows",
663  "should subproblem be created out of the rows in the LP rows?",
664  &heurdata->uselprows, TRUE, DEFAULT_USELPROWS, NULL, NULL) );
665 
666  SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/copycuts",
667  "if uselprows == FALSE, should all active cuts from cutpool be copied to constraints in subproblem?",
668  &heurdata->copycuts, TRUE, DEFAULT_COPYCUTS, NULL, NULL) );
669 
670  SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/bestsollimit",
671  "limit on number of improving incumbent solutions in sub-CIP",
672  &heurdata->bestsollimit, FALSE, DEFAULT_BESTSOLLIMIT, -1, INT_MAX, NULL, NULL) );
673 
674  return SCIP_OKAY;
675 }
enum SCIP_Result SCIP_RESULT
Definition: type_result.h:61
SCIP_Bool SCIPsolIsOriginal(SCIP_SOL *sol)
Definition: sol.c:2530
#define DEFAULT_NODESOFS
#define HEUR_DISPCHAR
#define SCIP_EVENTTYPE_LPSOLVED
Definition: type_event.h:101
#define DEFAULT_LPLIMFAC
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
public methods for SCIP parameter handling
public methods for node selector plugins
public methods for memory management
#define DEFAULT_NODESQUOT
#define SCIP_MAXSTRLEN
Definition: def.h:302
SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur)
Definition: heur.c:1596
#define HEUR_FREQ
public solving methods
#define EVENTHDLR_NAME
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: scip_event.c:104
#define WAITFORNEWSOL
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1874
#define FALSE
Definition: def.h:96
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3023
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:324
#define DEFAULT_NWAITINGNODES
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10764
#define TRUE
Definition: def.h:95
#define SCIPdebug(x)
Definition: pub_message.h:93
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
#define HEUR_FREQOFS
static SCIP_DECL_HEURINIT(heurInitLocalbranching)
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:76
public methods for problem variables
SCIP_RETCODE SCIPincludeHeurLocalbranching(SCIP *scip)
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
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
#define DEFAULT_BESTSOLLIMIT
SCIP_RETCODE SCIPtranslateSubSols(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_VAR **subvars, SCIP_Bool *success, int *solindex)
Definition: scip_copy.c:1448
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3210
static SCIP_DECL_HEUREXEC(heurExecLocalbranching)
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:136
SCIP_RETCODE SCIPcreate(SCIP **scip)
Definition: scip_general.c:292
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define DEFAULT_MAXNODES
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
#define SCIPdebugMsg
Definition: scip_message.h:78
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:83
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
#define EXECUTE
public methods for numerical tolerances
public methods for querying solving statistics
const char * SCIPgetProbName(SCIP *scip)
Definition: scip_prob.c:1075
#define DEFAULT_COPYCUTS
SCIP_RETCODE SCIPsolve(SCIP *scip)
Definition: scip_solve.c:2622
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
#define SCIPerrorMessage
Definition: pub_message.h:64
SCIP_RETCODE SCIPaddCons(SCIP *scip, SCIP_CONS *cons)
Definition: scip_prob.c:2778
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
public methods for event handler plugins and event handlers
static SCIP_RETCODE setupAndSolveSubscipLocalbranching(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_Longint nsubnodes, SCIP_RESULT *result)
SCIP_STATUS SCIPgetStatus(SCIP *scip)
Definition: scip_general.c:483
BMS_BLKMEM * SCIPblkmem(SCIP *scip)
Definition: scip_mem.c:57
Local branching heuristic according to Fischetti and Lodi.
struct SCIP_EventData SCIP_EVENTDATA
Definition: type_event.h:173
void SCIPhashmapFree(SCIP_HASHMAP **hashmap)
Definition: misc.c:3057
#define NULL
Definition: lpi_spx1.cpp:164
SCIP_HEUR * SCIPsolGetHeur(SCIP_SOL *sol)
Definition: sol.c:2613
public methods for problem copies
public methods for primal CIP solutions
#define SCIP_CALL(x)
Definition: def.h:393
SCIP_Real SCIPgetLowerbound(SCIP *scip)
#define DEFAULT_NEIGHBORHOODSIZE
SCIP_Longint SCIPheurGetNCalls(SCIP_HEUR *heur)
Definition: heur.c:1576
#define HEUR_TIMING
public methods for primal heuristic plugins and divesets
public methods for constraint handler plugins and constraints
SCIP_RETCODE SCIPsetCommonSubscipParams(SCIP *sourcescip, SCIP *subscip, SCIP_Longint nsubnodes, SCIP_Longint nstallnodes, int bestsollimit)
Definition: scip_copy.c:3328
#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:93
SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:286
SCIP_EVENTTYPE SCIPeventGetType(SCIP_EVENT *event)
Definition: event.c:1030
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1430
#define DEFAULT_MINIMPROVE
#define HEUR_MAXDEPTH
#define MAX(x, y)
Definition: tclique_def.h:92
SCIP_RETCODE SCIPdropEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
Definition: scip_event.c:320
int SCIPgetNSols(SCIP *scip)
Definition: scip_sol.c:2214
Constraint handler for linear constraints in their most general form, .
static SCIP_DECL_HEURFREE(heurFreeLocalbranching)
#define HEUR_NAME
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2045
#define SCIP_REAL_MAX
Definition: def.h:187
SCIP_RETCODE SCIPcreateConsLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
public methods for branching rule plugins and branching
public methods for managing events
general public methods
#define HEUR_PRIORITY
static SCIP_DECL_EVENTEXEC(eventExecLocalbranching)
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
Definition: scip_sol.c:2313
public methods for solutions
#define HEUR_USESSUBSCIP
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1119
#define HEUR_DESC
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
SCIP_RETCODE SCIPcopyLargeNeighborhoodSearch(SCIP *sourcescip, SCIP *subscip, SCIP_HASHMAP *varmap, const char *suffix, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Bool uselprows, SCIP_Bool copycuts, SCIP_Bool *success, SCIP_Bool *valid)
Definition: heuristics.c:925
#define SCIP_Real
Definition: def.h:186
SCIP_Bool SCIPisStopped(SCIP *scip)
Definition: scip_general.c:703
#define EVENTHDLR_DESC
public methods for message handling
#define SCIP_Longint
Definition: def.h:171
static SCIP_RETCODE addLocalbranchingConstraintAndObjcutoff(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_VAR **subvars)
static SCIP_DECL_HEURCOPY(heurCopyLocalbranching)
SCIP_RETCODE SCIPcheckCopyLimits(SCIP *sourcescip, SCIP_Bool *success)
Definition: scip_copy.c:3244
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:17425
SCIP_RETCODE SCIPtransformProb(SCIP *scip)
Definition: scip_solve.c:367
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
SCIP_Bool SCIPisFeasIntegral(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPsumepsilon(SCIP *scip)
SCIP_RETCODE SCIPinterruptSolve(SCIP *scip)
Definition: scip_solve.c:3551
SCIP_Real SCIPgetUpperbound(SCIP *scip)
#define DEFAULT_USELPROWS
public methods for primal heuristics
#define SCIP_CALL_ABORT(x)
Definition: def.h:372
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
SCIP_Longint SCIPgetNNodes(SCIP *scip)
SCIP_Longint SCIPgetNLPs(SCIP *scip)
public methods for global and local (sub)problems
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1361
#define DEFAULT_MINNODES
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_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 SCIPfree(SCIP **scip)
Definition: scip_general.c:324
SCIP_Longint SCIPgetSolNodenum(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:1657
memory allocation routines