sepa_gomory.c File Reference

Detailed Description

Gomory MIR Cuts.

Author

Tobias Achterberg

Stefan Heinz

Domenico Salvagnin

Marc Pfetsch

Leona Gottwald

Definition in file sepa_gomory.c.

#include "blockmemshell/memory.h"
#include "scip/cuts.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/pub_sepa.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cut.h"
#include "scip/scip_general.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_randnumgen.h"
#include "scip/scip_sepa.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_tree.h"
#include "scip/sepa_gomory.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	SEPA_NAME   "gomory"
#define	SEPA_DESC   "separator for Gomory mixed-integer and strong CG cuts from LP tableau rows"
#define	SEPA_PRIORITY   -1000
#define	SEPA_FREQ   10
#define	SEPA_MAXBOUNDDIST   1.0
#define	SEPA_USESSUBSCIP   FALSE
#define	SEPA_DELAY   FALSE
#define	DEFAULT_MAXROUNDS   5
#define	DEFAULT_MAXROUNDSROOT   10
#define	DEFAULT_MAXSEPACUTS   50
#define	DEFAULT_MAXSEPACUTSROOT   200
#define	DEFAULT_MAXRANK   -1
#define	DEFAULT_MAXRANKINTEGRAL   -1
#define	DEFAULT_DYNAMICCUTS   TRUE
#define	DEFAULT_AWAY   0.01
#define	DEFAULT_MAKEINTEGRAL   FALSE
#define	DEFAULT_FORCECUTS   TRUE
#define	DEFAULT_SEPARATEROWS   TRUE
#define	DEFAULT_DELAYEDCUTS   FALSE
#define	DEFAULT_SIDETYPEBASIS   TRUE
#define	DEFAULT_TRYSTRONGCG   TRUE
#define	DEFAULT_GENBOTHGOMSCG   TRUE
#define	DEFAULT_RANDSEED   53
#define	BOUNDSWITCH   0.9999
#define	POSTPROCESS   TRUE
#define	USEVBDS   TRUE
#define	FIXINTEGRALRHS   FALSE
#define	MAKECONTINTEGRAL   FALSE
#define	MAXAGGRLEN(nvars)   (0.1*(nvars)+1000)

Functions
static SCIP_RETCODE	evaluateCutNumerics (SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_ROW *cut, SCIP_Longint maxdnom, SCIP_Real maxscale, SCIP_Bool *useful)
static SCIP_RETCODE	addCut (SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_VAR **vars, int c, SCIP_Longint maxdnom, SCIP_Real maxscale, int cutnnz, int *cutinds, SCIP_Real *cutcoefs, SCIP_Real cutefficacy, SCIP_Real cutrhs, SCIP_Bool cutislocal, int cutrank, SCIP_Bool strongcg, SCIP_Bool *cutoff, int *naddedcuts)
static	SCIP_DECL_SEPACOPY (sepaCopyGomory)
static	SCIP_DECL_SEPAFREE (sepaFreeGomory)
static	SCIP_DECL_SEPAINIT (sepaInitGomory)
static	SCIP_DECL_SEPAEXIT (sepaExitGomory)
static	SCIP_DECL_SEPAEXECLP (sepaExeclpGomory)
static	SCIP_DECL_SEPAEXECLP (sepaExeclpDummy)
static	SCIP_DECL_SEPAEXECSOL (sepaExecsolDummy)
SCIP_RETCODE	SCIPincludeSepaGomory (SCIP *scip)

Macro Definition Documentation

SEPA_NAME

#define SEPA_NAME   "gomory"

Max y Subject to c1: -x + y <= 1 c2: 2x + 3y <= 12 c3: 3x + 2y <= 12 Bounds 0 <= x 0 <= y General x y END

Definition at line 84 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPACOPY(), SCIP_DECL_SEPAEXECLP(), SCIP_DECL_SEPAFREE(), and SCIPincludeSepaGomory().

SEPA_DESC

#define SEPA_DESC   "separator for Gomory mixed-integer and strong CG cuts from LP tableau rows"

Definition at line 85 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

SEPA_PRIORITY

#define SEPA_PRIORITY   -1000

Definition at line 86 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

SEPA_FREQ

#define SEPA_FREQ   10

Definition at line 87 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

SEPA_MAXBOUNDDIST

#define SEPA_MAXBOUNDDIST   1.0

Definition at line 88 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

SEPA_USESSUBSCIP

#define SEPA_USESSUBSCIP   FALSE

does the separator use a secondary SCIP instance?

Definition at line 89 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

SEPA_DELAY

#define SEPA_DELAY   FALSE

should separation method be delayed, if other separators found cuts?

Definition at line 90 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAXROUNDS

#define DEFAULT_MAXROUNDS   5

maximal number of gomory separation rounds per node (-1: unlimited)

Definition at line 92 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAXROUNDSROOT

#define DEFAULT_MAXROUNDSROOT   10

maximal number of gomory separation rounds in the root node (-1: unlimited)

Definition at line 93 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAXSEPACUTS

#define DEFAULT_MAXSEPACUTS   50

maximal number of gomory cuts separated per separation round

Definition at line 94 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAXSEPACUTSROOT

#define DEFAULT_MAXSEPACUTSROOT   200

maximal number of gomory cuts separated per separation round in root node

Definition at line 95 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAXRANK

#define DEFAULT_MAXRANK   -1

maximal rank of a gomory cut that could not be scaled to integral coefficients (-1: unlimited)

Definition at line 96 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAXRANKINTEGRAL

#define DEFAULT_MAXRANKINTEGRAL   -1

maximal rank of a gomory cut that could be scaled to integral coefficients (-1: unlimited)

Definition at line 97 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_DYNAMICCUTS

#define DEFAULT_DYNAMICCUTS   TRUE

should generated cuts be removed from the LP if they are no longer tight?

Definition at line 98 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_AWAY

#define DEFAULT_AWAY   0.01

minimal integrality violation of a basis variable in order to try Gomory cut

Definition at line 99 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_MAKEINTEGRAL

#define DEFAULT_MAKEINTEGRAL   FALSE

try to scale all cuts to integral coefficients

Definition at line 100 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_FORCECUTS

#define DEFAULT_FORCECUTS   TRUE

if conversion to integral coefficients failed still consider the cut

Definition at line 101 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_SEPARATEROWS

#define DEFAULT_SEPARATEROWS   TRUE

separate rows with integral slack

Definition at line 102 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_DELAYEDCUTS

#define DEFAULT_DELAYEDCUTS   FALSE

should cuts be added to the delayed cut pool?

Definition at line 103 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_SIDETYPEBASIS

#define DEFAULT_SIDETYPEBASIS   TRUE

choose side types of row (lhs/rhs) based on basis information?

Definition at line 104 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_TRYSTRONGCG

#define DEFAULT_TRYSTRONGCG   TRUE

try to generate strengthened Chvatal-Gomory cuts?

Definition at line 105 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_GENBOTHGOMSCG

#define DEFAULT_GENBOTHGOMSCG   TRUE

should both Gomory and strong CG cuts be generated (otherwise take best)

Definition at line 106 of file sepa_gomory.c.

Referenced by SCIPincludeSepaGomory().

DEFAULT_RANDSEED

#define DEFAULT_RANDSEED   53

initial random seed

Definition at line 107 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAINIT().

BOUNDSWITCH

#define BOUNDSWITCH   0.9999

threshold for bound switching - see SCIPcalcMIR()

Definition at line 109 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

POSTPROCESS

#define POSTPROCESS   TRUE

apply postprocessing after MIR calculation - see SCIPcalcMIR()

Definition at line 110 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

USEVBDS

#define USEVBDS   TRUE

use variable bounds - see SCIPcalcMIR()

Definition at line 111 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

FIXINTEGRALRHS

#define FIXINTEGRALRHS   FALSE

try to generate an integral rhs - see SCIPcalcMIR()

Definition at line 112 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

MAKECONTINTEGRAL

#define MAKECONTINTEGRAL   FALSE

convert continuous variable to integral variables in SCIPmakeRowIntegral()

Definition at line 113 of file sepa_gomory.c.

Referenced by evaluateCutNumerics().

MAXAGGRLEN

#define MAXAGGRLEN

(

nvars

)

(0.1*(nvars)+1000)

maximal length of base inequality

Definition at line 115 of file sepa_gomory.c.

Referenced by SCIP_DECL_SEPAEXECLP().

Function Documentation

evaluateCutNumerics()

static SCIP_RETCODE evaluateCutNumerics ( SCIP *  scip, SCIP_SEPADATA *  sepadata, SCIP_ROW *  cut, SCIP_Longint  maxdnom, SCIP_Real  maxscale, SCIP_Bool *  useful  )

static

returns TRUE if the cut can be taken, otherwise FALSE if there some numerical evidences

Parameters

scip	SCIP data structure
sepadata	data of the separator
cut	cut to check
maxdnom	maximal denominator to use for scaling
maxscale	maximal scaling factor
useful	pointer to store if the cut is useful

Definition at line 145 of file sepa_gomory.c.

References FALSE, MAKECONTINTEGRAL, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPepsilon(), SCIPgetRowNumIntCols(), SCIPisInfinity(), SCIPmakeRowIntegral(), SCIProwGetNNonz(), SCIProwGetRank(), SCIProwGetRhs(), SCIPsumepsilon(), and TRUE.

Referenced by addCut().

addCut()

static SCIP_RETCODE addCut ( SCIP *  scip, SCIP_SEPADATA *  sepadata, SCIP_VAR **  vars, int  c, SCIP_Longint  maxdnom, SCIP_Real  maxscale, int  cutnnz, int *  cutinds, SCIP_Real *  cutcoefs, SCIP_Real  cutefficacy, SCIP_Real  cutrhs, SCIP_Bool  cutislocal, int  cutrank, SCIP_Bool  strongcg, SCIP_Bool *  cutoff, int *  naddedcuts  )

static

add cut

Parameters

scip	SCIP instance
sepadata	separator data
vars	array of variables
c	index of basic variable (< 0 for slack variables)
maxdnom	maximal denominator to use for scaling
maxscale	maximal scaling factor
cutnnz	number of nonzeros in cut
cutinds	variable indices in cut
cutcoefs	cut cofficients
cutefficacy	cut efficacy
cutrhs	rhs of cut
cutislocal	whether cut is local
cutrank	rank of cut
strongcg	whether the cut arises from the strong-CG procedure
cutoff	pointer to store whether a cutoff appeared
naddedcuts	pointer to store number of added cuts

Definition at line 190 of file sepa_gomory.c.

References evaluateCutNumerics(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddDelayedPoolCut(), SCIPaddPoolCut(), SCIPaddRow(), SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPcreateEmptyRowSepa(), SCIPdebugMsg, SCIPflushRowExtensions(), SCIPgetCutEfficacy(), SCIPgetNLPs(), SCIPgetRowLPActivity(), SCIPgetRowMaxCoef(), SCIPgetRowMinCoef(), SCIPinfinity(), SCIPisCutNew(), SCIPisEfficacious(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPreleaseRow(), SCIProwChgRank(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetNorm(), SCIProwGetRhs(), SCIPsnprintf(), and TRUE.

Referenced by SCIP_DECL_SEPAEXECLP().

SCIP_DECL_SEPACOPY()

static SCIP_DECL_SEPACOPY ( sepaCopyGomory  )

static

copy method for separator plugins (called when SCIP copies plugins)

Definition at line 338 of file sepa_gomory.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPincludeSepaGomory(), SCIPsepaGetName(), and SEPA_NAME.

SCIP_DECL_SEPAFREE()

static SCIP_DECL_SEPAFREE ( sepaFreeGomory  )

static

destructor of separator to free user data (called when SCIP is exiting) ! [SnippetSepaFreeGomory]

Definition at line 353 of file sepa_gomory.c.

References NULL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPsepaGetData(), SCIPsepaGetName(), SCIPsepaSetData(), and SEPA_NAME.

SCIP_DECL_SEPAINIT()

static SCIP_DECL_SEPAINIT ( sepaInitGomory  )

static

! [SnippetSepaFreeGomory] initialization method of separator (called after problem was transformed)

Definition at line 373 of file sepa_gomory.c.

References DEFAULT_RANDSEED, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateRandom(), SCIPsepaGetData(), and TRUE.

SCIP_DECL_SEPAEXIT()

static SCIP_DECL_SEPAEXIT ( sepaExitGomory  )

static

deinitialization method of separator (called before transformed problem is freed)

Definition at line 388 of file sepa_gomory.c.

References NULL, SCIP_OKAY, SCIPfreeRandom(), and SCIPsepaGetData().

SCIP_DECL_SEPAEXECLP() [1/2]

static SCIP_DECL_SEPAEXECLP ( sepaExeclpGomory  )

static

LP solution separation method of separator

Definition at line 403 of file sepa_gomory.c.

References addCut(), BOUNDSWITCH, FALSE, FIXINTEGRALRHS, MAXAGGRLEN, NULL, POSTPROCESS, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIP_VARTYPE_CONTINUOUS, SCIPaggrRowCreate(), SCIPaggrRowFree(), SCIPaggrRowSumRows(), SCIPallocBufferArray, SCIPcalcMIR(), SCIPcalcStrongCG(), SCIPcolGetPrimsol(), SCIPcolGetVar(), SCIPdebugMsg, SCIPfeasFrac(), SCIPfreeBufferArray, SCIPgetLPBasisInd(), SCIPgetLPBInvRow(), SCIPgetLPColsData(), SCIPgetLPRowsData(), SCIPgetLPSolstat(), SCIPgetMaxDepth(), SCIPgetNCutsFound(), SCIPgetNLPBranchCands(), SCIPgetRowActivity(), SCIPgetVarsData(), SCIPisLPSolBasic(), SCIPisStopped(), SCIPrandomGetReal(), SCIProwIsIntegral(), SCIProwIsModifiable(), SCIPsepaGetData(), SCIPsepaGetFreq(), SCIPsepaGetName(), SCIPsepaGetNCallsAtNode(), SCIPsortDownRealInt(), SCIPvarGetType(), SEPA_NAME, TRUE, and USEVBDS.

SCIP_DECL_SEPAEXECLP() [2/2]

static SCIP_DECL_SEPAEXECLP ( sepaExeclpDummy  )

static

LP solution separation method of dummy separator

Definition at line 698 of file sepa_gomory.c.

References NULL, SCIP_DIDNOTRUN, and SCIP_OKAY.

SCIP_DECL_SEPAEXECSOL()

static SCIP_DECL_SEPAEXECSOL ( sepaExecsolDummy  )

static

arbitrary primal solution separation method of dummy separator

Definition at line 709 of file sepa_gomory.c.

References NULL, SCIP_DIDNOTRUN, and SCIP_OKAY.