heur_indicatordiving.c
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31 * A diving heuristic iteratively rounds some fractional variables or variables determined by constraint handlers,
35 * If the semicontinuous variable is unbounded, the indicator constraint is not part of the LP and,
38 * For these indicator variables the score depends on the LP value and the bounds of the corresponding semicontinuous variable.
39 * If parameter usevarbounds=TRUE, also varbound constraints modeling semicontinuous variables are considered.
43 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
68 #define HEUR_DESC "LP diving heuristic that fixes indicator variables controlling semicontinuous variables"
76 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */
77 #define DIVESET_ISPUBLIC FALSE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
86 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
88 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
90 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
92 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
93 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
94 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
95 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
97 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
111 {
127 SCIP_Real* lbs1; /**< global lower bounds of the variable when the corresponding bvars[i] = 1 */
128 SCIP_Real* ubs1; /**< global upper bounds of the variable when the corresponding bvars[i] = 1 */
132 };
145 SCIP_Real roundingfrac; /**< in violation case all fractional below this value are fixed to constant */
146 int roundingmode; /**< decides which roundingmode is selected (0: conservative (default), 1: aggressive) */
147 int semicontscoremode; /**< which values of semi-continuous variables should get a high score? (0: low (default), 1: middle, 2: high) */
149 SCIP_Bool runwithoutscinds; /**< should heur run if there are no indicator constraints modeling semicont. vars? */
150 SCIP_Bool gotoindconss; /**< can we skip the candidate var until indicator conss handler determines the candidate var? */
151 SCIP_Bool containsviolindconss;/**< contains current solution violated indicator constraints? (only unbounded) */
160 /** checks if constraint is violated but not fixed, i.e., it will be a diving candidate variable */
179 return (SCIPisFeasIntegral(scip, solval) && SCIPvarGetLbLocal(binvar) < SCIPvarGetUbLocal(binvar) - 0.5);
187 )
215 /** checks if variable is indicator variable and stores corresponding indicator constraint; additionally, if we are at a
224 SCIP_Bool* isindicator, /**< pointer to store whether candidate variable is indicator variable */
225 SCIP_Bool* containsviolindconss,/**< pointer to store whether there are violated and not fixed (unbounded) indicator constraints */
245 /* since we are at a new probing node, check if there are violated and not fixed indicator constraints */
258 *containsviolindconss = *containsviolindconss || isViolatedAndNotFixed(scip, sol, indicatorconss[c]);
266 /** checks if variable is binary variable of varbound constraint and stores corresponding varbound constraint */
321 found = SCIPsortedvecFindPtr((void**)scvdata->bvars, SCIPvarComp, (void*)indicator, scvdata->nbnds, &pos);
361 * A variable x is semicontinuous if its bounds depend on at least one binary variable called the indicator,
454 /* the 'off' domain of a semicontinuous var should reduce to a single point (constant) and be different from the 'on' domain */
484 /* the 'off' domain of a semicontinuous var should reduce to a single point (constant) and be different from the 'on' domain */
499 SCIPdebugMsg(scip, "var <%s> has global bounds [%f, %f] and the following on/off bounds:\n", SCIPvarGetName(var), glb, gub);
502 SCIPdebugMsg(scip, " c = %d, bvar <%s>: val0 = %f\n", c, SCIPvarGetName(scvdata->bvars[c]), scvdata->vals0[c]);
518 SCIP_Bool* hasunfixedscindconss /**< pointer to store if there are unfixed indicator variables modeling semicont. vars */
561 if( consvars[v] == SCIPgetSlackVarIndicator(indicatorconss[i]) ) /* note that we have exact two variables */
649 SCIP_Bool* roundup, /**< pointer to store whether the preferred rounding direction is upwards */
778 SCIP_Bool hasunfixedscindconss; /* are there unfixed indicator variables modeling a semicont. variable? */
792 SCIP_CALL( hasUnfixedSCIndicator(scip, heurdata->indicatorconshdlr, heurdata->scvars, &hasunfixedscindconss) );
797 if( !hasunfixedscindconss && (!heurdata->runwithoutscinds || !heurdata->usevarbounds || SCIPconshdlrGetNConss(heurdata->varboundconshdlr) == 0) )
803 SCIP_CALL( createMaps(scip, heurdata->indicatorconshdlr, heurdata->varboundconshdlr, heurdata->usevarbounds, &heurdata->indicatormap, &heurdata->varboundmap) );
811 SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, -1, -1.0, SCIP_DIVECONTEXT_SINGLE) );
835 SCIP_VAR* nonoptionvar; /* second variable in linear cons which is not the option variable (indicator: slackvar, varbound: binary var) */
845 SCIP_Bool issemicont; /* indicates whether variable has (maybe) required semicont. properties */
867 /* check if we are at a new probing node; since diving heuristics backtrack at most one probing node, we are at a new
878 /* skip if current candidate can not be determined by the indicator constraint handler and violated indicator
880 if( !(SCIPisFeasIntegral(scip, candsol) && SCIPvarGetLbLocal(cand) < SCIPvarGetUbLocal(cand) - 0.5)
892 &heurdata->containsviolindconss, heurdata->newnode, heurdata->sol, heurdata->indicatorconshdlr);
894 /* skip candidate in next calls since we have violated indicator constraints but current candidate is not determined
897 !((SCIPisFeasIntegral(scip, candsol) && SCIPvarGetLbLocal(cand) < SCIPvarGetUbLocal(cand) - 0.5) && isindicatorvar) )
913 * - or if candidate variable is not an indicator variable but there will be indicator variables as candidates
914 * - or if candidate variable is not an indicator variable and varbound constraints are not considered.
916 if( !isindicatorvar && (!isvbdvar || heurdata->containsviolindconss || !heurdata->usevarbounds) )
929 SCIPdebugMsg(scip, "cand: %s, candsol: %.2f, candobjcoeff: %f\n", SCIPvarGetName(cand), candsol, SCIPvarGetObj(cand));
938 issemicont = SCIPisInfinity(scip, -SCIPconsGetLhs(scip, lincons, &success)); /* TODO: allow also indicators for lower bounds */
979 SCIPdebugMsg(scip, "%s lp sol %f %f\n", SCIPvarGetName( semicontinuousvar ), lpsolsemicontinuous,
992 if( (scdata->bvars[b] == cand || (SCIPvarIsNegated(cand) && scdata->bvars[0] == SCIPvarGetNegationVar(cand)))
997 if( SCIPisGE(scip, lpsolsemicontinuous, scdata->vals0[b]) && SCIPisLE(scip, lpsolsemicontinuous, scdata->ubs1[b]) )
1021 if( SCIPisGE(scip, lpsolsemicontinuous, scdata->lbs1[idxbvars]) && SCIPisLE(scip, lpsolsemicontinuous, scdata->ubs1[idxbvars]))
1038 assert(SCIPisGT(scip, lpsolsemicontinuous, scdata->vals0[idxbvars]) && SCIPisLT(scip, lpsolsemicontinuous, scdata->lbs1[idxbvars]));
1070 *score = 100 * (-shiftedlpsolsemicontinuous / ((1 - heurdata->roundingfrac) * shiftedlbs1) + (1 / (1 - heurdata->roundingfrac)) );
1100 * If varbound constraints should be considered, skip only if there are also no varbound constraints.
1131 {
1153 /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
1154 SCIP_CALL( SCIPcreateDiveset(scip, NULL, heur, HEUR_NAME, DEFAULT_MINRELDEPTH, DEFAULT_MAXRELDEPTH, DEFAULT_MAXLPITERQUOT,
1155 DEFAULT_MAXDIVEUBQUOT, DEFAULT_MAXDIVEAVGQUOT, DEFAULT_MAXDIVEUBQUOTNOSOL, DEFAULT_MAXDIVEAVGQUOTNOSOL, DEFAULT_LPRESOLVEDOMCHGQUOT,
1156 DEFAULT_LPSOLVEFREQ, DEFAULT_MAXLPITEROFS, DEFAULT_RANDSEED, DEFAULT_BACKTRACK, DEFAULT_ONLYLPBRANCHCANDS,
1157 DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreIndicatordiving, divesetAvailableIndicatordiving) );
1168 "which values of semi-continuous variables should get a high score? (0: low, 1: middle, 2: high)",
SCIP_Bool SCIPisViolatedIndicator(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
Definition: cons_indicator.c:9075
#define SCIPreallocBlockMemoryArray(scip, ptr, oldnum, newnum)
Definition: scip_mem.h:99
Definition: type_result.h:42
void * SCIPhashmapEntryGetImage(SCIP_HASHMAPENTRY *entry)
Definition: misc.c:3570
SCIP_Real SCIPconsGetLhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_linear.c:112
public methods for SCIP parameter handling
Definition: struct_scip.h:69
Constraint handler for variable bound constraints .
public methods for memory management
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:941
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
SCIP_Real SCIPconsGetRhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_linear.c:48
Definition: type_heur.h:69
SCIP_Bool SCIPisGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:497
Definition: struct_var.h:207
enum IndicatorDivingRoundingMode INDICATORDIVINGROUNDINGMODE
Definition: heur_indicatordiving.c:118
constraint handler for indicator constraints
SCIP_CONS ** SCIPconshdlrGetConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4595
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3074
Definition: type_var.h:62
static SCIP_RETCODE varIsSemicontinuous(SCIP *scip, SCIP_VAR *var, SCIP_HASHMAP *scvars, SCIP_Real constant, SCIP_Bool *result)
Definition: heur_indicatordiving.c:368
methods commonly used by primal heuristics
Definition: struct_misc.h:268
public methods for problem variables
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:10108
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
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3261
static void checkAndGetVarbound(SCIP *scip, SCIP_VAR *cand, SCIP_HASHMAP *map, SCIP_CONS **cons, SCIP_Bool *isvarbound)
Definition: heur_indicatordiving.c:271
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:445
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1374
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
Definition: heur_indicatordiving.c:127
static SCIP_DECL_DIVESETAVAILABLE(divesetAvailableIndicatordiving)
Definition: heur_indicatordiving.c:1100
public methods for numerical tolerances
static SCIP_DECL_HEUREXIT(heurExitIndicatordiving)
Definition: heur_indicatordiving.c:755
Definition: struct_sol.h:73
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3423
public methods for the branch-and-bound tree
SCIP_VAR * SCIPgetSlackVarIndicator(SCIP_CONS *cons)
Definition: cons_indicator.c:9024
static SCIP_DECL_HEUREXEC(heurExecIndicatordiving)
Definition: heur_indicatordiving.c:777
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreIndicatordiving)
Definition: heur_indicatordiving.c:829
Definition: struct_misc.h:137
public methods for managing constraints
Definition: struct_cons.h:46
SCIP_RETCODE SCIPgetConsNVars(SCIP *scip, SCIP_CONS *cons, int *nvars, SCIP_Bool *success)
Definition: scip_cons.c:2622
SCIP_HASHMAPENTRY * SCIPhashmapGetEntry(SCIP_HASHMAP *hashmap, int entryidx)
Definition: misc.c:3549
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)
Definition: scip_numerics.c:458
Definition: struct_cons.h:126
SCIP_Bool SCIPsortedvecFindPtr(void **ptrarray, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), void *val, int len, int *pos)
static SCIP_DECL_HEURFREE(heurFreeIndicatordiving)
Definition: heur_indicatordiving.c:709
static SCIP_DECL_HEURCOPY(heurCopyIndicatordiving)
Definition: heur_indicatordiving.c:694
static SCIP_Bool isViolatedAndNotFixed(SCIP *scip, SCIP_SOL *sol, SCIP_CONS *cons)
Definition: heur_indicatordiving.c:165
SCIP_RETCODE SCIPperformGenericDivingAlgorithm(SCIP *scip, SCIP_DIVESET *diveset, SCIP_SOL *worksol, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Bool nodeinfeasible, SCIP_Longint iterlim, int nodelimit, SCIP_Real lpresolvedomchgquot, SCIP_DIVECONTEXT divecontext)
Definition: heuristics.c:220
Definition: type_retcode.h:42
Definition: struct_heur.h:97
SCIP_RETCODE SCIPgetConsVars(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **vars, int varssize, SCIP_Bool *success)
Definition: scip_cons.c:2578
public methods for primal heuristic plugins and divesets
public methods for constraint handler plugins and constraints
SCIP_VAR * SCIPgetVbdvarVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5548
public data structures and miscellaneous methods
static SCIP_DECL_HEURINIT(heurInitIndicatordiving)
Definition: heur_indicatordiving.c:730
static SCIP_RETCODE addSCVarIndicator(SCIP *scip, SCVARDATA *scvdata, SCIP_VAR *indicator, SCIP_Real val0, SCIP_Real lb1, SCIP_Real ub1)
Definition: heur_indicatordiving.c:298
Definition: struct_heur.h:67
Definition: struct_misc.h:130
SCIP_RANDNUMGEN * SCIPdivesetGetRandnumgen(SCIP_DIVESET *diveset)
Definition: heur.c:720
static SCIP_RETCODE releaseSCHashmap(SCIP *scip, SCIP_HASHMAP *hashmap)
Definition: heur_indicatordiving.c:187
SCIP_VAR * SCIPgetBinaryVarIndicator(SCIP_CONS *cons)
Definition: cons_indicator.c:8905
int SCIPconshdlrGetNActiveConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4672
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10130
Definition: heur_indicatordiving.c:116
static SCIP_RETCODE createMaps(SCIP *scip, SCIP_CONSHDLR *indicatorconshdlr, SCIP_CONSHDLR *varboundconshdlr, SCIP_Bool usevarbounds, SCIP_HASHMAP **indicatormap, SCIP_HASHMAP **varboundmap)
Definition: heur_indicatordiving.c:597
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:484
SCIP_RETCODE SCIPincludeHeurIndicatordiving(SCIP *scip)
Definition: heur_indicatordiving.c:1131
public methods for solutions
public methods for the probing mode
static void getScoreOfFarkasDiving(SCIP *scip, SCIP_DIVESET *diveset, SCIP_VAR *cand, SCIP_Real candsfrac, SCIP_Bool *roundup, SCIP_Real *score)
Definition: heur_indicatordiving.c:647
public methods for message output
static SCIP_RETCODE hasUnfixedSCIndicator(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_HASHMAP *scvars, SCIP_Bool *hasunfixedscindconss)
Definition: heur_indicatordiving.c:517
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
SCIP_RETCODE SCIPgetConsVals(SCIP *scip, SCIP_CONS *cons, SCIP_Real *vals, int varssize, SCIP_Bool *success)
Definition: misc_linear.c:179
public methods for message handling
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:471
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)
Definition: scip_numerics.c:881
SCIP_RETCODE SCIPhashmapInsert(SCIP_HASHMAP *hashmap, void *origin, void *image)
Definition: misc.c:3156
public methods for primal heuristics
LP diving heuristic that fixes indicator variables controlling semicontinuous variables.
Definition: type_retcode.h:52
Definition: objbenders.h:43
SCIP_CONS * SCIPgetLinearConsIndicator(SCIP_CONS *cons)
Definition: cons_indicator.c:8801
public methods for global and local (sub)problems
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1217
static void checkAndGetIndicator(SCIP *scip, SCIP_VAR *cand, SCIP_HASHMAP *map, SCIP_CONS **cons, SCIP_Bool *isindicator, SCIP_Bool *containsviolindconss, SCIP_Bool newnode, SCIP_SOL *sol, SCIP_CONSHDLR *conshdlr)
Definition: heur_indicatordiving.c:222
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
Definition: heur_indicatordiving.c:115
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 SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:184