Scippy

SCIP

Solving Constraint Integer Programs

cons_benderslp.c
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1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2/* */
3/* This file is part of the program and library */
4/* SCIP --- Solving Constraint Integer Programs */
5/* */
6/* Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB) */
7/* */
8/* Licensed under the Apache License, Version 2.0 (the "License"); */
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23/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24
25/**@file cons_benderslp.c
26 * @ingroup DEFPLUGINS_CONS
27 * @brief constraint handler for benderslp decomposition
28 * @author Stephen J. Maher
29 *
30 * Two constraint handlers are implemented for the generation of Benders' decomposition cuts. When included in a
31 * problem, the Benders' decomposition constraint handlers generate cuts during the enforcement of LP and relaxation
32 * solutions. Additionally, Benders' decomposition cuts can be generated when checking the feasibility of solutions with
33 * respect to the subproblem constraints.
34 *
35 * This constraint handler has an enforcement priority that is greater than the integer constraint handler. This means
36 * that all LP solutions will be first checked for feasibility with respect to the Benders' decomposition second stage
37 * constraints before performing an integrality check. This is part of a multi-phase approach for solving mixed integer
38 * programs by Benders' decomposition.
39 *
40 * A parameter is available to control the depth at which the non-integer LP solution are enforced by solving the
41 * Benders' decomposition subproblems. This parameter is set to 0 by default, indicating that non-integer LP solutions
42 * are enforced only at the root node.
43 */
44
45/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
46
47#include <assert.h>
48
49#include "scip/scip.h"
50#include "scip/cons_benderslp.h"
51#include "scip/cons_benders.h"
52
53
54/* fundamental constraint handler properties */
55#define CONSHDLR_NAME "benderslp"
56#define CONSHDLR_DESC "constraint handler for Benders' Decomposition to separate LP solutions"
57#define CONSHDLR_ENFOPRIORITY 10000000 /**< priority of the constraint handler for constraint enforcing */
58#define CONSHDLR_CHECKPRIORITY 10000000 /**< priority of the constraint handler for checking feasibility */
59#define CONSHDLR_EAGERFREQ 100 /**< frequency for using all instead of only the useful constraints in separation,
60 * propagation and enforcement, -1 for no eager evaluations, 0 for first only */
61#define CONSHDLR_NEEDSCONS FALSE /**< should the constraint handler be skipped, if no constraints are available? */
62
63
64#define DEFAULT_CONSBENDERSLP_MAXDEPTH 0/**< depth at which Benders' decomposition cuts are generated from the LP
65 * solution (-1: always, 0: only at root) */
66#define DEFAULT_CONSBENDERSLP_FREQ 0/**< the depth frequency for generating LP cuts after the max depth is reached (0: never, 1: all nodes, ...) */
67#define DEFAULT_CONSBENDERSLP_STALLLIMIT 100/**< the number of nodes processed without a dual bound improvement before enforcing the LP relaxation, 0: no stall count applied */
68#define DEFAULT_CONSBENDERSLP_ITERLIMIT 100 /**< after the root node, only iterlimit fractional LP solutions are used at each node to generate Benders' decomposition cuts. */
69#define DEFAULT_ACTIVE FALSE /**< is the constraint handler active? */
70
71/*
72 * Data structures
73 */
74
75/** constraint handler data */
76struct SCIP_ConshdlrData
77{
78 /* parameters for controlling the two-phase method for Benders' decomposition */
79 int maxdepth; /**< the maximum depth at which Benders' cuts are generated from the LP */
80 int freq; /**< the depth frequency of generating LP cuts after the max depth is reached */
81 SCIP_Bool active; /**< is the constraint handler active? */
82
83 /* variable used to control the behaviour of the two-phase method for Benders' decomposition */
84 SCIP_Longint ncallsnode; /**< the number of calls at the current node */
85 SCIP_NODE* currnode; /**< the current node */
86 SCIP_Real prevbound; /**< the previous dual bound */
87 int iterlimit; /**< the iteration limit for the first phase of the two-phase method at a node lower than the root. */
88 int stallcount; /**< the number of nodes processed since the last lower bound increase */
89 int stalllimit; /**< the number of nodes processed without bound improvement before enforcing the LP relaxation */
90};
91
92
93/*
94 * Local methods
95 */
96
97
98/*
99 * Callback methods of constraint handler
100 */
101
102/** copy method for constraint handler plugins (called when SCIP copies plugins) */
103static
104SCIP_DECL_CONSHDLRCOPY(conshdlrCopyBenderslp)
105{ /*lint --e{715}*/
106 assert(scip != NULL);
107
109
110 *valid = TRUE;
111
112 return SCIP_OKAY;
113}
114
115
116/** destructor of constraint handler to free constraint handler data (called when SCIP is exiting) */
117static
118SCIP_DECL_CONSFREE(consFreeBenderslp)
119{ /*lint --e{715}*/
120 SCIP_CONSHDLRDATA* conshdlrdata;
121
122 assert(scip != NULL);
123 assert(conshdlr != NULL);
124
125 conshdlrdata = SCIPconshdlrGetData(conshdlr);
126 assert(conshdlrdata != NULL);
127
128 /* freeing the constraint handler data */
129 SCIPfreeMemory(scip, &conshdlrdata);
130
131 return SCIP_OKAY;
132}
133
134
135
136/** constraint enforcing method of constraint handler for LP solutions */
137static
138SCIP_DECL_CONSENFOLP(consEnfolpBenderslp)
139{ /*lint --e{715}*/
140 SCIP_CONSHDLRDATA* conshdlrdata;
141
142 assert(conshdlr != NULL);
143
144 conshdlrdata = SCIPconshdlrGetData(conshdlr);
145
146 /* updating the stall count. If the bound has improved since the last call, then the stall count is set to zero */
147 conshdlrdata->stallcount++;
148 if( SCIPisLT(scip, conshdlrdata->prevbound, SCIPgetLowerbound(scip)) )
149 conshdlrdata->stallcount = 0;
150
151 conshdlrdata->prevbound = SCIPgetLowerbound(scip);
152 conshdlrdata->ncallsnode++;
153
154 /* if a new node is being processed, then the iteration counts are reset. */
155 if( conshdlrdata->currnode != SCIPgetCurrentNode(scip) )
156 {
157 conshdlrdata->currnode = SCIPgetCurrentNode(scip);
158 conshdlrdata->ncallsnode = 0;
159 }
160
161 /* the result is initially set to FEASIBLE. If the two-phase method is not executed, then the result will remain as
162 * FEASIBLE. The actual feasibility of the Benders' decomposition subproblems is checked in cons_benders.
163 */
164 (*result) = SCIP_FEASIBLE;
165
166 /* only check the Benders' decomposition subproblems for fractional LP solutions if the two-phase method is activated */
167 if( !conshdlrdata->active )
168 return SCIP_OKAY;
169
170 /* checking whether the two-phase method is performed.
171 * - If a maxdepth is specified
172 * - current depth is checked
173 * - the frequency is checked, if a frequency is specified
174 * - the stalllimit is checked if a stalllimit is specified.
175 */
176 if( conshdlrdata->maxdepth >= 0 && SCIPgetDepth(scip) > conshdlrdata->maxdepth
177 && (conshdlrdata->freq == 0 || SCIPgetDepth(scip) % conshdlrdata->freq != 0)
178 && (conshdlrdata->stalllimit == 0 || conshdlrdata->stallcount < conshdlrdata->stalllimit) )
179 return SCIP_OKAY;
180
181 /* if an iteration limit is specified, then this is imposed at nodes after the root node */
182 if( SCIPgetDepth(scip) > 0 && conshdlrdata->ncallsnode >= conshdlrdata->iterlimit )
183 return SCIP_OKAY;
184
185 /* the two phase method is only performed at the root node for sub-SCIPs */
186 if( SCIPgetSubscipDepth(scip) > 0 && SCIPgetDepth(scip) > 0 )
187 return SCIP_OKAY;
188
189 /* checking the Benders' decomposition subproblems for feasibility. */
191
192 /* if the stalllimit is exceeded and the subproblem were checked, then the stall count is reset to zero */
193 if( conshdlrdata->stallcount >= conshdlrdata->stalllimit )
194 conshdlrdata->stallcount = 0;
195
196 return SCIP_OKAY;
197}
198
199
200/** constraint enforcing method of constraint handler for relaxation solutions */
201static
202SCIP_DECL_CONSENFORELAX(consEnforelaxBenderslp)
203{ /*lint --e{715}*/
204 SCIP_CONSHDLRDATA* conshdlrdata;
205
206 assert(conshdlr != NULL);
207
208 conshdlrdata = SCIPconshdlrGetData(conshdlr);
209
210 if( !conshdlrdata->active || (conshdlrdata->maxdepth >= 0 && SCIPgetDepth(scip) > conshdlrdata->maxdepth) )
211 (*result) = SCIP_FEASIBLE;
212 else
214
215 return SCIP_OKAY;
216}
217
218
219/** constraint enforcing method of constraint handler for pseudo solutions */
220static
221SCIP_DECL_CONSENFOPS(consEnfopsBenderslp)
222{ /*lint --e{715}*/
223 SCIP_CONSHDLRDATA* conshdlrdata;
224
225 assert(conshdlr != NULL);
226
227 conshdlrdata = SCIPconshdlrGetData(conshdlr);
228
229 if( !conshdlrdata->active || (conshdlrdata->maxdepth >= 0 && SCIPgetDepth(scip) > conshdlrdata->maxdepth) )
230 (*result) = SCIP_FEASIBLE;
231 else
233
234 return SCIP_OKAY;
235}
236
237
238/** feasibility check method of constraint handler for integral solutions.
239 * The feasibility check for Benders' decomposition is performed in cons_benders. As such, it is redundant to perform
240 * the feasibility check here. As such, the solution is flagged as feasible, which will then be corrected in
241 * cons_benders if the solution is infeasible with respect to the second stage constraints
242 */
243static
244SCIP_DECL_CONSCHECK(consCheckBenderslp)
245{ /*lint --e{715}*/
246 (*result) = SCIP_FEASIBLE;
247
248 return SCIP_OKAY;
249}
250
251
252/** variable rounding lock method of constraint handler */
253static
254SCIP_DECL_CONSLOCK(consLockBenderslp)
255{ /*lint --e{715}*/
256 return SCIP_OKAY;
257}
258
259
260
261/*
262 * constraint specific interface methods
263 */
264
265/** creates the handler for executing the Benders' decomposition subproblem solve on fractional LP solution and
266 * includes it in SCIP */
268 SCIP* scip /**< SCIP data structure */
269 )
270{
271 SCIP_CONSHDLRDATA* conshdlrdata = NULL;
272 SCIP_CONSHDLR* conshdlr;
273
274 /* create benderslp constraint handler data */
275 SCIP_CALL( SCIPallocMemory(scip, &conshdlrdata) );
276 BMSclearMemory(conshdlrdata);
277 conshdlrdata->prevbound = -SCIPinfinity(scip);
278
279 conshdlr = NULL;
280
281 /* include constraint handler */
284 consEnfolpBenderslp, consEnfopsBenderslp, consCheckBenderslp, consLockBenderslp,
285 conshdlrdata) );
286 assert(conshdlr != NULL);
287
288 /* set non-fundamental callbacks via specific setter functions */
289 SCIP_CALL( SCIPsetConshdlrCopy(scip, conshdlr, conshdlrCopyBenderslp, NULL) );
290 SCIP_CALL( SCIPsetConshdlrFree(scip, conshdlr, consFreeBenderslp) );
291 SCIP_CALL( SCIPsetConshdlrEnforelax(scip, conshdlr, consEnforelaxBenderslp) );
292
293 /* add Benders' decomposition LP constraint handler parameters */
295 "constraints/" CONSHDLR_NAME "/maxdepth",
296 "depth at which Benders' decomposition cuts are generated from the LP solution (-1: always, 0: only at root)",
297 &conshdlrdata->maxdepth, TRUE, DEFAULT_CONSBENDERSLP_MAXDEPTH, -1, SCIP_MAXTREEDEPTH, NULL, NULL) );
298
300 "constraints/" CONSHDLR_NAME "/depthfreq",
301 "the depth frequency for generating LP cuts after the max depth is reached (0: never, 1: all nodes, ...)",
302 &conshdlrdata->freq, TRUE, DEFAULT_CONSBENDERSLP_FREQ, 0, SCIP_MAXTREEDEPTH, NULL, NULL) );
303
305 "constraints/" CONSHDLR_NAME "/stalllimit",
306 "the number of nodes processed without a dual bound improvement before enforcing the LP relaxation, 0: no stall count applied",
307 &conshdlrdata->stalllimit, TRUE, DEFAULT_CONSBENDERSLP_STALLLIMIT, 0, INT_MAX, NULL, NULL) );
308
310 "constraints/" CONSHDLR_NAME "/iterlimit",
311 "after the root node, only iterlimit fractional LP solutions are used at each node to generate Benders' decomposition cuts.",
312 &conshdlrdata->iterlimit, TRUE, DEFAULT_CONSBENDERSLP_ITERLIMIT, 0, INT_MAX, NULL, NULL) );
313
315 "constraints/" CONSHDLR_NAME "/active", "is the Benders' decomposition LP cut constraint handler active?",
316 &conshdlrdata->active, FALSE, DEFAULT_ACTIVE, NULL, NULL));
317
318 conshdlrdata->stallcount = 0;
319 return SCIP_OKAY;
320}
static GRAPHNODE ** active
constraint handler for Benders' decomposition
static SCIP_DECL_CONSFREE(consFreeBenderslp)
static SCIP_DECL_CONSLOCK(consLockBenderslp)
#define CONSHDLR_NEEDSCONS
static SCIP_DECL_CONSENFOPS(consEnfopsBenderslp)
#define CONSHDLR_CHECKPRIORITY
#define CONSHDLR_DESC
static SCIP_DECL_CONSCHECK(consCheckBenderslp)
static SCIP_DECL_CONSENFOLP(consEnfolpBenderslp)
#define DEFAULT_CONSBENDERSLP_ITERLIMIT
#define DEFAULT_CONSBENDERSLP_STALLLIMIT
#define DEFAULT_CONSBENDERSLP_MAXDEPTH
static SCIP_DECL_CONSHDLRCOPY(conshdlrCopyBenderslp)
static SCIP_DECL_CONSENFORELAX(consEnforelaxBenderslp)
#define CONSHDLR_EAGERFREQ
#define CONSHDLR_ENFOPRIORITY
#define CONSHDLR_NAME
#define DEFAULT_ACTIVE
#define DEFAULT_CONSBENDERSLP_FREQ
constraint handler for benderslp decomposition
#define NULL
Definition: def.h:267
#define SCIP_Longint
Definition: def.h:158
#define SCIP_MAXTREEDEPTH
Definition: def.h:316
#define SCIP_Bool
Definition: def.h:91
#define SCIP_Real
Definition: def.h:173
#define TRUE
Definition: def.h:93
#define FALSE
Definition: def.h:94
#define SCIP_CALL(x)
Definition: def.h:374
SCIP_RETCODE SCIPconsBendersEnforceSolution(SCIP *scip, SCIP_SOL *sol, SCIP_CONSHDLR *conshdlr, SCIP_RESULT *result, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)
Definition: cons_benders.c:260
SCIP_RETCODE SCIPincludeConshdlrBenderslp(SCIP *scip)
int SCIPgetSubscipDepth(SCIP *scip)
Definition: scip_copy.c:2605
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
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 SCIPincludeConshdlrBasic(SCIP *scip, SCIP_CONSHDLR **conshdlrptr, const char *name, const char *desc, int enfopriority, int chckpriority, int eagerfreq, SCIP_Bool needscons, SCIP_DECL_CONSENFOLP((*consenfolp)), SCIP_DECL_CONSENFOPS((*consenfops)), SCIP_DECL_CONSCHECK((*conscheck)), SCIP_DECL_CONSLOCK((*conslock)), SCIP_CONSHDLRDATA *conshdlrdata)
Definition: scip_cons.c:181
SCIP_RETCODE SCIPsetConshdlrFree(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_DECL_CONSFREE((*consfree)))
Definition: scip_cons.c:372
SCIP_RETCODE SCIPsetConshdlrEnforelax(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_DECL_CONSENFORELAX((*consenforelax)))
Definition: scip_cons.c:323
SCIP_RETCODE SCIPsetConshdlrCopy(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_DECL_CONSHDLRCOPY((*conshdlrcopy)), SCIP_DECL_CONSCOPY((*conscopy)))
Definition: scip_cons.c:347
SCIP_CONSHDLRDATA * SCIPconshdlrGetData(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4217
#define SCIPallocMemory(scip, ptr)
Definition: scip_mem.h:60
#define SCIPfreeMemory(scip, ptr)
Definition: scip_mem.h:78
SCIP_Real SCIPgetLowerbound(SCIP *scip)
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
int SCIPgetDepth(SCIP *scip)
Definition: scip_tree.c:670
SCIP_NODE * SCIPgetCurrentNode(SCIP *scip)
Definition: scip_tree.c:91
#define BMSclearMemory(ptr)
Definition: memory.h:129
SCIP callable library.
@ SCIP_BENDERSENFOTYPE_RELAX
Definition: type_benders.h:47
@ SCIP_BENDERSENFOTYPE_LP
Definition: type_benders.h:46
@ SCIP_BENDERSENFOTYPE_PSEUDO
Definition: type_benders.h:48
struct SCIP_ConshdlrData SCIP_CONSHDLRDATA
Definition: type_cons.h:64
@ SCIP_FEASIBLE
Definition: type_result.h:45
@ SCIP_OKAY
Definition: type_retcode.h:42
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63