Scippy

SCIP

Solving Constraint Integer Programs

heur_linesearchdiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_linesearchdiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that fixes variables with a large difference to their root solution
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #include "scip/heuristics.h"
35 #include "scip/pub_heur.h"
36 #include "scip/pub_message.h"
37 #include "scip/pub_var.h"
38 #include "scip/scip_heur.h"
39 #include "scip/scip_mem.h"
40 #include "scip/scip_numerics.h"
41 #include "scip/scip_sol.h"
42 #include <string.h>
43 
44 #define HEUR_NAME "linesearchdiving"
45 #define HEUR_DESC "LP diving heuristic that chooses fixings following the line from root solution to current solution"
46 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
47 #define HEUR_PRIORITY -1006000
48 #define HEUR_FREQ 10
49 #define HEUR_FREQOFS 6
50 #define HEUR_MAXDEPTH -1
51 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
52 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
53 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE /**< bit mask that represents all supported dive types */
54 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
55 
56 
57 /*
58  * Default parameter settings
59  */
60 
61 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
62 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
63 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
64 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
65 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
66  * where diving is performed (0.0: no limit) */
67 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
68  * where diving is performed (0.0: no limit) */
69 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
70 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
71 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
72 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
73 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
74 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
75  * more general constraint handler diving variable selection? */
76 #define DEFAULT_RANDSEED 137 /**< default initialization for random seed number generation */
77 /*
78  * Data structures
79  */
80 
81 /** primal heuristic data */
82 struct SCIP_HeurData
83 {
84  SCIP_SOL* sol; /**< working solution */
85 };
86 
87 
88 /*
89  * Local methods
90  */
91 
92 
93 /*
94  * Callback methods of primal heuristic
95  */
96 
97 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
98 static
99 SCIP_DECL_HEURCOPY(heurCopyLinesearchdiving)
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 primal heuristic */
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(heurFreeLinesearchdiving)
114 { /*lint --e{715}*/
115  SCIP_HEURDATA* heurdata;
117  assert(heur != NULL);
118  assert(scip != NULL);
119 
120  /* free heuristic data */
121  heurdata = SCIPheurGetData(heur);
122  assert(heurdata != NULL);
123  SCIPfreeBlockMemory(scip, &heurdata);
124  SCIPheurSetData(heur, NULL);
125 
126  return SCIP_OKAY;
127 }
128 
129 
130 /** initialization method of primal heuristic (called after problem was transformed) */
131 static
132 SCIP_DECL_HEURINIT(heurInitLinesearchdiving)
133 { /*lint --e{715}*/
134  SCIP_HEURDATA* heurdata;
136  assert(heur != NULL);
137 
138  /* get heuristic data */
139  heurdata = SCIPheurGetData(heur);
140  assert(heurdata != NULL);
141 
142  /* create working solution */
143  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
144 
145  return SCIP_OKAY;
146 }
147 
148 
149 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
150 static
151 SCIP_DECL_HEUREXIT(heurExitLinesearchdiving)
152 { /*lint --e{715}*/
153  SCIP_HEURDATA* heurdata;
155  assert(heur != NULL);
156 
157  /* get heuristic data */
158  heurdata = SCIPheurGetData(heur);
159  assert(heurdata != NULL);
160 
161  /* free working solution */
162  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
163 
164  return SCIP_OKAY;
165 }
166 
167 
168 /** execution method of primal heuristic */
169 static
170 SCIP_DECL_HEUREXEC(heurExecLinesearchdiving)
171 { /*lint --e{715}*/
172  SCIP_HEURDATA* heurdata;
173  SCIP_DIVESET* diveset;
174 
175  heurdata = SCIPheurGetData(heur);
176  assert(SCIPheurGetNDivesets(heur) > 0);
177  assert(SCIPheurGetDivesets(heur) != NULL);
178  diveset = SCIPheurGetDivesets(heur)[0];
179  assert(diveset != NULL);
180 
181  *result = SCIP_DIDNOTRUN;
182 
183  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
184 
185  return SCIP_OKAY;
186 }
187 
188 /* diving setting callbacks */
189 
190 /** returns a score for the given candidate -- the best candidate maximizes the diving score */
191 static
192 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreLinesearchdiving)
193 { /*lint --e{715}*/
194  SCIP_Real rootsolval;
195  SCIP_Real distquot;
196 
197  rootsolval = SCIPvarGetRootSol(cand);
198 
199  /* preferred branching direction is further away from the root LP solution */
200  if( SCIPisLT(scip, candsol, rootsolval) )
201  {
202  /* round down*/
203  *roundup = FALSE;
204 
205  switch( divetype )
206  {
208  distquot = (candsfrac + SCIPsumepsilon(scip)) / (rootsolval - candsol);
209  break;
211  if ( SCIPisFeasPositive(scip, candsol) )
212  distquot = (candsfrac + SCIPsumepsilon(scip)) / (rootsolval - candsol);
213  else
214  distquot = (1.0 - candsfrac + SCIPsumepsilon(scip)) / (candsol - rootsolval);
215  break;
216  default:
217  SCIPerrorMessage("Error: Unsupported diving type\n");
218  SCIPABORT();
219  return SCIP_INVALIDDATA; /*lint !e527*/
220  } /*lint !e788*/
221 
222  /* avoid roundable candidates */
223  if( SCIPvarMayRoundDown(cand) )
224  distquot *= 1000.0;
225  }
226  else if( SCIPisGT(scip, candsol, rootsolval) )
227  {
228  /* round up */
229  switch( divetype )
230  {
232  distquot = (1.0 - candsfrac + SCIPsumepsilon(scip)) / (candsol - rootsolval);
233  break;
235  if ( SCIPisFeasPositive(scip, candsol) )
236  distquot = (1.0 - candsfrac + SCIPsumepsilon(scip)) / (candsol - rootsolval);
237  else
238  distquot = (candsfrac + SCIPsumepsilon(scip)) / (rootsolval - candsol);
239  break;
240  default:
241  SCIPerrorMessage("Error: Unsupported diving type\n");
242  SCIPABORT();
243  return SCIP_INVALIDDATA; /*lint !e527*/
244  } /*lint !e788*/
245 
246  /* avoid roundable candidates */
247  if( SCIPvarMayRoundUp(cand) )
248  distquot *= 1000.0;
249  *roundup = TRUE;
250  }
251  else
252  {
253  /* if the solution values are equal, we arbitrarily select branching downwards;
254  * candidates with equal LP solution values are penalized with an infinite score
255  */
256  *roundup = FALSE;
257  distquot = SCIPinfinity(scip);
258  }
259 
260  *score = -distquot;
261 
262  return SCIP_OKAY;
263 }
264 
265 #define divesetAvailableLinesearchdiving NULL
266 
267 /*
268  * primal heuristic specific interface methods
269  */
270 
271 /** creates the linesearchdiving primal heuristic and includes it in SCIP */
273  SCIP* scip /**< SCIP data structure */
274  )
275 {
276  SCIP_HEURDATA* heurdata;
277  SCIP_HEUR* heur;
278 
279  /* create Linesearchdiving primal heuristic data */
280  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
281 
282  /* include primal heuristic */
283  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
285  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecLinesearchdiving, heurdata) );
286 
287  assert(heur != NULL);
288 
289  /* set non-NULL pointers to callback methods */
290  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyLinesearchdiving) );
291  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeLinesearchdiving) );
292  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitLinesearchdiving) );
293  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitLinesearchdiving) );
294 
295  /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
300  DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreLinesearchdiving, divesetAvailableLinesearchdiving) );
301 
302  return SCIP_OKAY;
303 }
#define DEFAULT_LPRESOLVEDOMCHGQUOT
#define HEUR_FREQOFS
#define DEFAULT_MAXLPITEROFS
#define HEUR_NAME
#define HEUR_FREQ
#define DIVESET_ISPUBLIC
public methods for memory management
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreLinesearchdiving)
static SCIP_DECL_HEURFREE(heurFreeLinesearchdiving)
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
SCIP_Real SCIPvarGetRootSol(SCIP_VAR *var)
Definition: var.c:13362
#define FALSE
Definition: def.h:96
SCIP_Real SCIPinfinity(SCIP *scip)
#define TRUE
Definition: def.h:95
#define HEUR_DISPCHAR
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
#define DEFAULT_MINRELDEPTH
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
static SCIP_DECL_HEUREXIT(heurExitLinesearchdiving)
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
static SCIP_DECL_HEURCOPY(heurCopyLinesearchdiving)
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
static SCIP_DECL_HEURINIT(heurInitLinesearchdiving)
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 HEUR_MAXDEPTH
#define DEFAULT_MAXLPITERQUOT
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
#define divesetAvailableLinesearchdiving
#define SCIPerrorMessage
Definition: pub_message.h:64
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define DEFAULT_RANDSEED
SCIP_SOL * sol
Definition: struct_heur.h:71
#define NULL
Definition: lpi_spx1.cpp:164
#define DEFAULT_MAXRELDEPTH
#define SCIP_CALL(x)
Definition: def.h:394
#define HEUR_DESC
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
#define HEUR_PRIORITY
public methods for primal heuristic plugins and divesets
#define HEUR_USESSUBSCIP
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:985
#define DEFAULT_BACKTRACK
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
LP diving heuristic that fixes variables with a large difference to their root solution.
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define DEFAULT_LPSOLVEFREQ
public methods for solutions
static SCIP_DECL_HEUREXEC(heurExecLinesearchdiving)
public methods for message output
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 DEFAULT_ONLYLPBRANCHCANDS
#define SCIP_Real
Definition: def.h:186
#define DEFAULT_MAXDIVEUBQUOT
#define DEFAULT_MAXDIVEUBQUOTNOSOL
#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
SCIP_RETCODE SCIPincludeHeurLinesearchdiving(SCIP *scip)
SCIP_Real SCIPsumepsilon(SCIP *scip)
#define DIVESET_DIVETYPES
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
#define HEUR_TIMING
#define DEFAULT_MAXDIVEAVGQUOT
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR *var)
Definition: var.c:3455
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR *var)
Definition: var.c:3444
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328