Detailed Description
LP diving heuristic that tries to construct a Farkas-proof.
The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded towards their best bound w.r.t there objective coefficient. This strategy is twofold, if a feasible solution is found the solution has potentially a very good objective value; on the other hand, the left-hand side of a potential Farkas-proof \(y^Tb - y^TA{l',u'} > 0\) (i.e., infeasibility proof) gets increased, where \(l',u'\) are the local bounds. The contribution of each variable \(x_i\) to the Farkas-proof can be approximated by \(c_i = y^TA_i\) because we only dive on basic variables with reduced costs \(c_i - y^TA_i = 0\).
Definition in file heur_farkasdiving.c.
#include "blockmemshell/memory.h"
#include "scip/heur_farkasdiving.h"
#include "scip/heuristics.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/pub_tree.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.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_sol.h"
#include "scip/scip_tree.h"
#include <string.h>
Go to the source code of this file.
Functions | |
static SCIP_RETCODE | checkDivingCandidates (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **divecandvars, int ndivecands, SCIP_Bool *success) |
static SCIP_RETCODE | checkGlobalProperties (SCIP *scip, SCIP_HEURDATA *heurdata) |
static | SCIP_DECL_HEURCOPY (heurCopyFarkasdiving) |
static | SCIP_DECL_HEURFREE (heurFreeFarkasdiving) |
static | SCIP_DECL_HEURINIT (heurInitFarkasdiving) |
static | SCIP_DECL_HEUREXIT (heurExitFarkasdiving) |
static | SCIP_DECL_HEURINITSOL (heurInitsolFarkasdiving) |
static | SCIP_DECL_HEUREXEC (heurExecFarkasdiving) |
static | SCIP_DECL_DIVESETGETSCORE (divesetGetScoreFarkasdiving) |
SCIP_RETCODE | SCIPincludeHeurFarkasdiving (SCIP *scip) |
Macro Definition Documentation
◆ HEUR_NAME
#define HEUR_NAME "farkasdiving" |
Definition at line 62 of file heur_farkasdiving.c.
◆ HEUR_DESC
#define HEUR_DESC "LP diving heuristic that tries to construct a Farkas-proof" |
Definition at line 63 of file heur_farkasdiving.c.
◆ HEUR_DISPCHAR
#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING |
Definition at line 64 of file heur_farkasdiving.c.
◆ HEUR_PRIORITY
#define HEUR_PRIORITY -900000 |
Definition at line 65 of file heur_farkasdiving.c.
◆ HEUR_FREQ
#define HEUR_FREQ 10 |
Definition at line 66 of file heur_farkasdiving.c.
◆ HEUR_FREQOFS
#define HEUR_FREQOFS 0 |
Definition at line 67 of file heur_farkasdiving.c.
◆ HEUR_MAXDEPTH
#define HEUR_MAXDEPTH -1 |
Definition at line 68 of file heur_farkasdiving.c.
◆ HEUR_TIMING
#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE |
Definition at line 69 of file heur_farkasdiving.c.
◆ HEUR_USESSUBSCIP
#define HEUR_USESSUBSCIP FALSE |
does the heuristic use a secondary SCIP instance?
Definition at line 70 of file heur_farkasdiving.c.
◆ DIVESET_DIVETYPES
#define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE |
bit mask that represents all supported dive types
Definition at line 71 of file heur_farkasdiving.c.
◆ DIVESET_ISPUBLIC
#define DIVESET_ISPUBLIC FALSE |
is this dive set publicly available (ie., can be used by other primal heuristics?)
Definition at line 72 of file heur_farkasdiving.c.
◆ DEFAULT_MINRELDEPTH
#define DEFAULT_MINRELDEPTH 0.0 |
minimal relative depth to start diving
Definition at line 79 of file heur_farkasdiving.c.
◆ DEFAULT_MAXRELDEPTH
#define DEFAULT_MAXRELDEPTH 1.0 |
maximal relative depth to start diving
Definition at line 80 of file heur_farkasdiving.c.
◆ DEFAULT_MAXLPITERQUOT
#define DEFAULT_MAXLPITERQUOT 0.05 |
maximal fraction of diving LP iterations compared to node LP iterations
Definition at line 81 of file heur_farkasdiving.c.
◆ DEFAULT_MAXLPITEROFS
#define DEFAULT_MAXLPITEROFS 1000 |
additional number of allowed LP iterations
Definition at line 82 of file heur_farkasdiving.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 83 of file heur_farkasdiving.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 86 of file heur_farkasdiving.c.
◆ DEFAULT_MAXDIVEUBQUOTNOSOL
#define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 |
maximal UBQUOT when no solution was found yet (0.0: no limit)
Definition at line 89 of file heur_farkasdiving.c.
◆ DEFAULT_MAXDIVEAVGQUOTNOSOL
#define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 |
maximal AVGQUOT when no solution was found yet (0.0: no limit)
Definition at line 90 of file heur_farkasdiving.c.
◆ DEFAULT_BACKTRACK
#define DEFAULT_BACKTRACK TRUE |
use one level of backtracking if infeasibility is encountered?
Definition at line 91 of file heur_farkasdiving.c.
◆ DEFAULT_LPRESOLVEDOMCHGQUOT
#define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 |
percentage of immediate domain changes during probing to trigger LP resolve
Definition at line 92 of file heur_farkasdiving.c.
◆ DEFAULT_LPSOLVEFREQ
#define DEFAULT_LPSOLVEFREQ 1 |
LP solve frequency for diving heuristics
Definition at line 93 of file heur_farkasdiving.c.
◆ DEFAULT_ONLYLPBRANCHCANDS
#define DEFAULT_ONLYLPBRANCHCANDS FALSE |
should only LP branching candidates be considered instead of the slower but more general constraint handler diving variable selection?
Definition at line 94 of file heur_farkasdiving.c.
◆ DEFAULT_RANDSEED
#define DEFAULT_RANDSEED 151 |
initial seed for random number generation
Definition at line 97 of file heur_farkasdiving.c.
◆ DEFAULT_MAXOBJOCC
#define DEFAULT_MAXOBJOCC 1.0 |
maximal occurance factor of an objective coefficient
Definition at line 99 of file heur_farkasdiving.c.
◆ DEFAULT_OBJDYN
#define DEFAULT_OBJDYN 0.0001 |
minimal objective dynamism (log)
Definition at line 100 of file heur_farkasdiving.c.
◆ DEFAULT_CHECKCANDS
#define DEFAULT_CHECKCANDS FALSE |
should diving candidates be checked before running?
Definition at line 101 of file heur_farkasdiving.c.
◆ DEFAULT_SCALESCORE
#define DEFAULT_SCALESCORE TRUE |
should the score be scaled?
Definition at line 102 of file heur_farkasdiving.c.
◆ DEFAULT_ROOTSUCCESS
#define DEFAULT_ROOTSUCCESS TRUE |
should the heuristic only run within the tree if at least one solution was found at the root node?
Definition at line 103 of file heur_farkasdiving.c.
◆ DEFAULT_SCALETYPE
#define DEFAULT_SCALETYPE 'i' |
scale score by [f]ractionality or [i]mpact on farkasproof
Definition at line 106 of file heur_farkasdiving.c.
◆ MIN_RAND
#define MIN_RAND 1e-06 |
Definition at line 450 of file heur_farkasdiving.c.
◆ MAX_RAND
#define MAX_RAND 1e-05 |
Definition at line 451 of file heur_farkasdiving.c.
◆ divesetAvailableFarkasdiving
#define divesetAvailableFarkasdiving NULL |
Definition at line 525 of file heur_farkasdiving.c.
Function Documentation
◆ checkDivingCandidates()
|
static |
check whether the diving candidates fulfill requirements
- Parameters
-
scip SCIP data structure heurdata heuristic data divecandvars diving candidates to check ndivecands number of diving candidates success pointer to store whether the check was successfull
Definition at line 126 of file heur_farkasdiving.c.
References checkGlobalProperties(), FALSE, NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetCurrentNode(), SCIPgetNObjVars(), SCIPisGT(), SCIPisZero(), SCIPnodeGetNumber(), SCIPsortReal(), SCIPvarGetObj(), and TRUE.
Referenced by checkGlobalProperties().
◆ checkGlobalProperties()
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static |
check whether the objective functions has nonzero coefficients corresponding to binary and integer variables
- Parameters
-
scip SCIP data structure heurdata heuristic data
Definition at line 254 of file heur_farkasdiving.c.
References checkDivingCandidates(), NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_HEURCOPY(), SCIP_OKAY, SCIPdebugMsg, SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPgetVars(), and TRUE.
Referenced by checkDivingCandidates().
◆ SCIP_DECL_HEURCOPY()
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static |
copy method for primal heuristic plugins (called when SCIP copies plugins)
Definition at line 290 of file heur_farkasdiving.c.
Referenced by checkGlobalProperties().
◆ SCIP_DECL_HEURFREE()
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static |
destructor of primal heuristic to free user data (called when SCIP is exiting)
Definition at line 304 of file heur_farkasdiving.c.
◆ SCIP_DECL_HEURINIT()
|
static |
initialization method of primal heuristic (called after problem was transformed)
Definition at line 325 of file heur_farkasdiving.c.
◆ SCIP_DECL_HEUREXIT()
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static |
deinitialization method of primal heuristic (called before transformed problem is freed)
Definition at line 348 of file heur_farkasdiving.c.
◆ SCIP_DECL_HEURINITSOL()
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static |
solving process initialization method of primal heuristic (called when branch and bound process is about to begin)
Definition at line 367 of file heur_farkasdiving.c.
◆ SCIP_DECL_HEUREXEC()
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static |
execution method of primal heuristic
Definition at line 387 of file heur_farkasdiving.c.
◆ SCIP_DECL_DIVESETGETSCORE()
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static |
calculate score and preferred rounding direction for the candidate variable
Definition at line 455 of file heur_farkasdiving.c.