Scippy

SCIP

Solving Constraint Integer Programs

heur_coefdiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_coefdiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that chooses fixings w.r.t. the matrix coefficients
28  * @author Tobias Achterberg
29  * @author Marc Pfetsch
30  *
31  * Indicator constraints are taken into account if present.
32  */
33 
34 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
35 
36 #include "scip/heur_coefdiving.h"
37 #include "scip/heuristics.h"
38 #include "scip/pub_heur.h"
39 #include "scip/pub_message.h"
40 #include "scip/pub_misc.h"
41 #include "scip/pub_var.h"
42 #include "scip/scip_heur.h"
43 #include "scip/scip_lp.h"
44 #include "scip/scip_mem.h"
45 #include "scip/scip_numerics.h"
46 #include "scip/scip_sol.h"
47 #include <string.h>
48 
49 #define HEUR_NAME "coefdiving"
50 #define HEUR_DESC "LP diving heuristic that chooses fixings w.r.t. the matrix coefficients"
51 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
52 #define HEUR_PRIORITY -1001000
53 #define HEUR_FREQ -1
54 #define HEUR_FREQOFS 1
55 #define HEUR_MAXDEPTH -1
56 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
57 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
58 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE /**< bit mask that represents all supported dive types */
59 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
60 
61 
62 /*
63  * Default parameter settings
64  */
65 
66 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
67 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
68 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
69 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
70 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
71  * where diving is performed (0.0: no limit) */
72 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
73  * where diving is performed (0.0: no limit) */
74 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
75 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
76 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
77 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
78 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
79 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
80  * more general constraint handler diving variable selection? */
81 #define DEFAULT_RANDSEED 83 /**< default random seed */
82 
83 /* locally defined heuristic data */
84 struct SCIP_HeurData
85 {
86  SCIP_SOL* sol; /**< working solution */
87 };
88 
89 /*
90  * local methods
91  */
92 
93 /*
94  * Callback methods
95  */
96 
97 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
98 static
99 SCIP_DECL_HEURCOPY(heurCopyCoefdiving)
100 { /*lint --e{715}*/
101  assert(scip != NULL);
102  assert(heur != NULL);
103  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
104 
105  /* call inclusion method of constraint handler */
107 
108  return SCIP_OKAY;
109 }
110 
111 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
112 static
113 SCIP_DECL_HEURFREE(heurFreeCoefdiving) /*lint --e{715}*/
114 { /*lint --e{715}*/
115  SCIP_HEURDATA* heurdata;
117  assert(heur != NULL);
118  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
119  assert(scip != NULL);
120 
121  /* free heuristic data */
122  heurdata = SCIPheurGetData(heur);
123  assert(heurdata != NULL);
124  SCIPfreeBlockMemory(scip, &heurdata);
125  SCIPheurSetData(heur, NULL);
126 
127  return SCIP_OKAY;
128 }
129 
130 
131 /** initialization method of primal heuristic (called after problem was transformed) */
132 static
133 SCIP_DECL_HEURINIT(heurInitCoefdiving) /*lint --e{715}*/
134 { /*lint --e{715}*/
135  SCIP_HEURDATA* heurdata;
137  assert(heur != NULL);
138  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
139 
140  /* get heuristic data */
141  heurdata = SCIPheurGetData(heur);
142  assert(heurdata != NULL);
143 
144  /* create working solution */
145  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
146 
147  return SCIP_OKAY;
148 }
149 
150 
151 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
152 static
153 SCIP_DECL_HEUREXIT(heurExitCoefdiving) /*lint --e{715}*/
154 { /*lint --e{715}*/
155  SCIP_HEURDATA* heurdata;
157  assert(heur != NULL);
158  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
159 
160  /* get heuristic data */
161  heurdata = SCIPheurGetData(heur);
162  assert(heurdata != NULL);
163 
164  /* free working solution */
165  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
166 
167  return SCIP_OKAY;
168 }
169 
170 
171 /** execution method of primal heuristic */
172 static
173 SCIP_DECL_HEUREXEC(heurExecCoefdiving) /*lint --e{715}*/
174 { /*lint --e{715}*/
175  SCIP_HEURDATA* heurdata;
176  SCIP_DIVESET* diveset;
177 
178  heurdata = SCIPheurGetData(heur);
179  assert(heurdata != NULL);
180 
181  assert(SCIPheurGetNDivesets(heur) > 0);
182  assert(SCIPheurGetDivesets(heur) != NULL);
183  diveset = SCIPheurGetDivesets(heur)[0];
184  assert(diveset != NULL);
185 
186  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
187 
188  return SCIP_OKAY;
189 }
190 
191 /** returns a score for the given candidate -- the best candidate maximizes the diving score */
192 static
193 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreCoefdiving)
194 {
195  SCIP_Bool mayrounddown = SCIPvarMayRoundDown(cand);
196  SCIP_Bool mayroundup = SCIPvarMayRoundUp(cand);
197 
198  if( mayrounddown || mayroundup )
199  {
200  /* choose rounding direction:
201  * - if variable may be rounded in both directions, round corresponding to the fractionality
202  * - otherwise, round in the infeasible direction
203  */
204  if( mayrounddown && mayroundup )
205  {
206  assert( divetype != SCIP_DIVETYPE_SOS1VARIABLE );
207 
208  /* try to avoid variability; decide randomly if the LP solution can contain some noise */
209  if( SCIPisEQ(scip, candsfrac, 0.5) )
210  *roundup = (SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0);
211  else
212  *roundup = (candsfrac > 0.5);
213  }
214  else
215  *roundup = mayrounddown;
216  }
217  else
218  {
219  /* the candidate may not be rounded */
220  int nlocksdown = SCIPvarGetNLocksDownType(cand, SCIP_LOCKTYPE_MODEL);
221  int nlocksup = SCIPvarGetNLocksUpType(cand, SCIP_LOCKTYPE_MODEL);
222  *roundup = (nlocksdown > nlocksup || (nlocksdown == nlocksup && candsfrac > 0.5));
223  }
224 
225  if( *roundup )
226  {
227  switch( divetype )
228  {
230  candsfrac = 1.0 - candsfrac;
231  break;
233  if ( SCIPisFeasPositive(scip, candsol) )
234  candsfrac = 1.0 - candsfrac;
235  break;
236  default:
237  SCIPerrorMessage("Error: Unsupported diving type\n");
238  SCIPABORT();
239  return SCIP_INVALIDDATA; /*lint !e527*/
240  } /*lint !e788*/
242  }
243  else
244  {
245  if ( divetype == SCIP_DIVETYPE_SOS1VARIABLE && SCIPisFeasNegative(scip, candsol) )
246  candsfrac = 1.0 - candsfrac;
248  }
249 
250  /* penalize too small fractions */
251  if( SCIPisEQ(scip, candsfrac, 0.01) )
252  {
253  /* try to avoid variability; decide randomly if the LP solution can contain some noise.
254  * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for scaling the score
255  */
257  (*score) *= 0.01;
258  }
259  else if( candsfrac < 0.01 )
260  (*score) *= 0.01;
261 
262  /* prefer decisions on binary variables */
263  if( !SCIPvarIsBinary(cand) )
264  (*score) *= 0.1;
265 
266  /* penalize the variable if it may be rounded. */
267  if( mayrounddown || mayroundup )
268  (*score) -= SCIPgetNLPRows(scip);
269 
270  /* check, if candidate is new best candidate: prefer unroundable candidates in any case */
271  assert( (0.0 < candsfrac && candsfrac < 1.0) || SCIPvarIsBinary(cand) || divetype == SCIP_DIVETYPE_SOS1VARIABLE );
272 
273  return SCIP_OKAY;
274 }
275 
276 /*
277  * heuristic specific interface methods
278  */
279 
280 #define divesetAvailableCoefdiving NULL
281 
282 /** creates the coefdiving heuristic and includes it in SCIP */
284  SCIP* scip /**< SCIP data structure */
285  )
286 {
287  SCIP_HEURDATA* heurdata;
288  SCIP_HEUR* heur;
289 
290  /* create coefdiving primal heuristic data */
291  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
292 
293  /* include primal heuristic */
294  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
296  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecCoefdiving, heurdata) );
297 
298  assert(heur != NULL);
299 
300  /* set non-NULL pointers to callback methods */
301  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyCoefdiving) );
302  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeCoefdiving) );
303  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitCoefdiving) );
304  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitCoefdiving) );
305 
306  /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
310  DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreCoefdiving, divesetAvailableCoefdiving) );
311 
312  return SCIP_OKAY;
313 }
314 
#define DEFAULT_LPRESOLVEDOMCHGQUOT
int SCIPvarGetNLocksDownType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3299
#define DEFAULT_MINRELDEPTH
#define DEFAULT_MAXLPITERQUOT
public methods for memory management
int SCIPvarGetNLocksUpType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3357
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
#define DEFAULT_RANDSEED
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
SCIP_Bool SCIPvarIsBinary(SCIP_VAR *var)
Definition: var.c:17444
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
static SCIP_DECL_HEUREXIT(heurExitCoefdiving)
#define HEUR_DESC
#define DEFAULT_BACKTRACK
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
#define DEFAULT_MAXRELDEPTH
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:76
public methods for problem variables
#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
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10019
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_MAXDIVEUBQUOTNOSOL
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define HEUR_DISPCHAR
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
#define DIVESET_ISPUBLIC
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
LP diving heuristic that chooses fixings w.r.t. the matrix coefficients.
public methods for numerical tolerances
#define HEUR_USESSUBSCIP
#define HEUR_FREQOFS
#define HEUR_PRIORITY
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
#define SCIPerrorMessage
Definition: pub_message.h:64
#define DEFAULT_MAXLPITEROFS
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
#define DEFAULT_MAXDIVEUBQUOT
#define DEFAULT_MAXDIVEAVGQUOT
#define HEUR_FREQ
SCIP_SOL * sol
Definition: struct_heur.h:71
#define NULL
Definition: lpi_spx1.cpp:164
static SCIP_DECL_HEUREXEC(heurExecCoefdiving)
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
int SCIPgetNLPRows(SCIP *scip)
Definition: scip_lp.c:626
#define SCIP_CALL(x)
Definition: def.h:394
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
#define SCIP_PROBINGSCORE_PENALTYRATIO
Definition: def.h:336
static SCIP_DECL_HEURINIT(heurInitCoefdiving)
static SCIP_DECL_HEURCOPY(heurCopyCoefdiving)
public methods for primal heuristic plugins and divesets
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:93
#define HEUR_TIMING
#define HEUR_NAME
SCIP_RANDNUMGEN * SCIPdivesetGetRandnumgen(SCIP_DIVESET *diveset)
Definition: heur.c:718
#define DIVESET_DIVETYPES
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:985
SCIP_RETCODE SCIPincludeHeurCoefdiving(SCIP *scip)
public methods for the LP relaxation, rows and columns
public methods for solutions
#define DEFAULT_LPSOLVEFREQ
public methods for message output
#define DEFAULT_ONLYLPBRANCHCANDS
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
#define HEUR_MAXDEPTH
static SCIP_DECL_HEURFREE(heurFreeCoefdiving)
#define divesetAvailableCoefdiving
#define SCIP_DIVETYPE_SOS1VARIABLE
Definition: type_heur.h:61
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
public methods for primal heuristics
#define SCIP_DIVETYPE_INTEGRALITY
Definition: type_heur.h:60
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
#define SCIPABORT()
Definition: def.h:366
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR *var)
Definition: var.c:3455
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR *var)
Definition: var.c:3444
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreCoefdiving)
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328