Detailed Description

COMPLETESOL - primal heuristic trying to complete given partial solutions.

Author: Jakob Witzig

#include "blockmemshell/memory.h"
#include "scip/cons_linear.h"
#include "scip/heur_completesol.h"
#include "scip/pub_event.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_sol.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.h"
#include "scip/scip_event.h"
#include "scip/scip_general.h"
#include "scip/scip_heur.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nodesel.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_probing.h"
#include "scip/scip_sol.h"
#include "scip/scip_solve.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include "scip/scip_tree.h"
#include "scip/scip_var.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME "completesol"

#define	HEUR_DESC "primal heuristic trying to complete given partial solutions"

#define	HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS

#define	HEUR_PRIORITY 0

#define	HEUR_FREQ 0

#define	HEUR_FREQOFS 0

#define	HEUR_MAXDEPTH 0

#define	HEUR_TIMING SCIP_HEURTIMING_BEFOREPRESOL \| SCIP_HEURTIMING_BEFORENODE

#define	HEUR_USESSUBSCIP TRUE

#define	DEFAULT_MAXNODES 5000LL

#define	DEFAULT_MAXUNKRATE 0.85

#define	DEFAULT_ADDALLSOLS FALSE

#define	DEFAULT_MINNODES 50LL

#define	DEFAULT_NODESOFS 500LL

#define	DEFAULT_NODESQUOT 0.1

#define	DEFAULT_LPLIMFAC 2.0

#define	DEFAULT_OBJWEIGHT 1.0

#define	DEFAULT_BOUNDWIDENING 0.1

#define	DEFAULT_MINIMPROVE 0.01

#define	DEFAULT_MINOBJWEIGHT 1e-3

#define	DEFAULT_IGNORECONT FALSE

#define	DEFAULT_BESTSOLS 5

#define	DEFAULT_MAXPROPROUNDS 10

#define	DEFAULT_MAXLPITER -1LL

#define	DEFAULT_MAXCONTVARS -1

#define	DEFAULT_BEFOREPRESOL TRUE

#define	EVENTHDLR_NAME "Completesol"

#define	EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Functions
static	SCIP_DECL_EVENTEXEC (eventExecCompletesol)

static SCIP_RETCODE	createSubproblem (SCIP scip, SCIP subscip, SCIP_HEURDATA heurdata, SCIP_VAR subvars, SCIP_SOL partialsol, SCIP_Bool *tightened)

static SCIP_RETCODE	chgProbingBound (SCIP scip, SCIP_VAR var, SCIP_Real newval, SCIP_BRANCHDIR branchdir, SCIP_Bool *success)

static SCIP_RETCODE	tightenVariables (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR *vars, int nvars, SCIP_SOL sol, SCIP_Bool tightened, SCIP_Bool infeasible)

static SCIP_RETCODE	setupAndSolve (SCIP scip, SCIP subscip, SCIP_HEUR heur, SCIP_HEURDATA heurdata, SCIP_RESULT result, SCIP_Longint nstallnodes, SCIP_SOL partialsol, SCIP_Bool *tightened)

static SCIP_RETCODE	applyCompletesol (SCIP scip, SCIP_HEUR heur, SCIP_HEURDATA heurdata, SCIP_RESULT result, SCIP_Longint nstallnodes, SCIP_SOL *partialsol)

static	SCIP_DECL_HEURCOPY (heurCopyCompletesol)

static	SCIP_DECL_HEURFREE (heurFreeCompletesol)

static	SCIP_DECL_HEUREXEC (heurExecCompletesol)

SCIP_RETCODE	SCIPincludeHeurCompletesol (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "completesol"

Definition at line 64 of file heur_completesol.c.

◆ HEUR_DESC

#define HEUR_DESC "primal heuristic trying to complete given partial solutions"

Definition at line 65 of file heur_completesol.c.

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS

Definition at line 66 of file heur_completesol.c.

◆ HEUR_PRIORITY

#define HEUR_PRIORITY 0

Definition at line 67 of file heur_completesol.c.

◆ HEUR_FREQ

#define HEUR_FREQ 0

Definition at line 68 of file heur_completesol.c.

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 69 of file heur_completesol.c.

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH 0

Definition at line 70 of file heur_completesol.c.

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_BEFOREPRESOL | SCIP_HEURTIMING_BEFORENODE

Definition at line 71 of file heur_completesol.c.

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP TRUE

does the heuristic use a secondary SCIP instance?

Definition at line 72 of file heur_completesol.c.

◆ DEFAULT_MAXNODES

#define DEFAULT_MAXNODES 5000LL

maximum number of nodes to regard in the subproblem

Definition at line 75 of file heur_completesol.c.

◆ DEFAULT_MAXUNKRATE

#define DEFAULT_MAXUNKRATE 0.85

maximum percentage of unknown solution values

Definition at line 76 of file heur_completesol.c.

◆ DEFAULT_ADDALLSOLS

#define DEFAULT_ADDALLSOLS FALSE

should all subproblem solutions be added to the original SCIP?

Definition at line 77 of file heur_completesol.c.

◆ DEFAULT_MINNODES

#define DEFAULT_MINNODES 50LL

minimum number of nodes to regard in the subproblem

Definition at line 78 of file heur_completesol.c.

◆ DEFAULT_NODESOFS

#define DEFAULT_NODESOFS 500LL

number of nodes added to the contingent of the total nodes

Definition at line 79 of file heur_completesol.c.

◆ DEFAULT_NODESQUOT

#define DEFAULT_NODESQUOT 0.1

subproblem nodes in relation to nodes of the original problem

Definition at line 80 of file heur_completesol.c.

◆ DEFAULT_LPLIMFAC

#define DEFAULT_LPLIMFAC 2.0

factor by which the limit on the number of LP depends on the node limit

Definition at line 81 of file heur_completesol.c.

◆ DEFAULT_OBJWEIGHT

#define DEFAULT_OBJWEIGHT 1.0

weight of the original objective function (1: only original objective)

Definition at line 82 of file heur_completesol.c.

◆ DEFAULT_BOUNDWIDENING

#define DEFAULT_BOUNDWIDENING 0.1

bound widening factor applied to continuous variables (0: round bounds to next integer, 1: relax to global bounds)

Definition at line 85 of file heur_completesol.c.

◆ DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE 0.01

factor by which the incumbent should be improved at least

Definition at line 86 of file heur_completesol.c.

◆ DEFAULT_MINOBJWEIGHT

#define DEFAULT_MINOBJWEIGHT 1e-3

minimal weight for original objective function (zero could lead to infinite solutions)

Definition at line 87 of file heur_completesol.c.

◆ DEFAULT_IGNORECONT

#define DEFAULT_IGNORECONT FALSE

should solution values for continuous variables be ignored?

Definition at line 88 of file heur_completesol.c.

◆ DEFAULT_BESTSOLS

#define DEFAULT_BESTSOLS 5

heuristic stops, if the given number of improving solutions were found (-1: no limit)

Definition at line 89 of file heur_completesol.c.

◆ DEFAULT_MAXPROPROUNDS

#define DEFAULT_MAXPROPROUNDS 10

maximal number of iterations in propagation (-1: no limit)

Definition at line 90 of file heur_completesol.c.

◆ DEFAULT_MAXLPITER

#define DEFAULT_MAXLPITER -1LL

maximal number of LP iterations (-1: no limit)

Definition at line 91 of file heur_completesol.c.

◆ DEFAULT_MAXCONTVARS

#define DEFAULT_MAXCONTVARS -1

maximal number of continuous variables after presolving (-1: no limit)

Definition at line 92 of file heur_completesol.c.

◆ DEFAULT_BEFOREPRESOL

#define DEFAULT_BEFOREPRESOL TRUE

should the heuristic run before presolving?

Definition at line 93 of file heur_completesol.c.

◆ EVENTHDLR_NAME

#define EVENTHDLR_NAME "Completesol"

Definition at line 96 of file heur_completesol.c.

◆ EVENTHDLR_DESC

#define EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Definition at line 97 of file heur_completesol.c.

Function Documentation

◆ SCIP_DECL_EVENTEXEC()

static SCIP_DECL_EVENTEXEC ( eventExecCompletesol )

static

Definition at line 131 of file heur_completesol.c.

References EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIPdebugMsg, SCIPeventGetType(), SCIPeventhdlrGetName(), SCIPgetNLPs(), and SCIPinterruptSolve().

◆ createSubproblem()

static SCIP_RETCODE createSubproblem	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR **	subvars,
		SCIP_SOL *	partialsol,
		SCIP_Bool *	tightened
	)

static

creates a subproblem by fixing a number of variables

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
heurdata	heuristic's private data structure
subvars	the variables of the subproblem
partialsol	partial solution
tightened	array to store for which variables we have found bound tightenings

Definition at line 156 of file heur_completesol.c.

References eps, FALSE, MIN, NULL, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OBJSENSE_MAXIMIZE, SCIP_OBJSENSE_MINIMIZE, SCIP_OKAY, SCIP_Real, SCIP_UNKNOWN, SCIP_VARTYPE_CONTINUOUS, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddVar(), SCIPchgVarObj(), SCIPcreateConsBasicLinear(), SCIPcreateVarBasic(), SCIPdebugMsg, SCIPfeasFrac(), SCIPgetLowerbound(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetObjsense(), SCIPgetSolVal(), SCIPgetUpperbound(), SCIPgetVars(), SCIPinfinity(), SCIPisEQ(), SCIPisInfinity(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPsnprintf(), SCIPsumepsilon(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetProbindex(), SCIPvarIsActive(), and SCIPvarIsBinary().

Referenced by setupAndSolve().

◆ chgProbingBound()

static SCIP_RETCODE chgProbingBound	(	SCIP *	scip,
		SCIP_VAR *	var,
		SCIP_Real	newval,
		SCIP_BRANCHDIR	branchdir,
		SCIP_Bool *	success
	)

static

perform a probing bound change or fixes the variable

Parameters

scip	original SCIP data structure
var	problem variable
newval	new bound
branchdir	bound change direction
success	pointer to store whether the bound could be tightened

Definition at line 349 of file heur_completesol.c.

References FALSE, NULL, SCIP_BRANCHDIR_DOWNWARDS, SCIP_BRANCHDIR_FIXED, SCIP_BRANCHDIR_UPWARDS, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPchgVarLbProbing(), SCIPchgVarUbProbing(), SCIPfixVarProbing(), SCIPisGE(), SCIPisGT(), SCIPisLE(), SCIPisLT(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by tightenVariables().

◆ tightenVariables()

static SCIP_RETCODE tightenVariables	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR **	vars,
		int	nvars,
		SCIP_SOL *	sol,
		SCIP_Bool *	tightened,
		SCIP_Bool *	infeasible
	)

static

tries variables bound changes guided by the given solution

Parameters

scip	original SCIP data structure
heurdata	heuristic's private data structure
vars	problem variables
nvars	number of problem variables
sol	solution to guide the bound changes
tightened	array to store if variable bound could be tightened
infeasible	pointer to store whether subproblem is infeasible

Definition at line 399 of file heur_completesol.c.

References chgProbingBound(), FALSE, NULL, REALABS, SCIP_Bool, SCIP_BRANCHDIR_DOWNWARDS, SCIP_BRANCHDIR_FIXED, SCIP_BRANCHDIR_UPWARDS, SCIP_CALL, SCIP_Longint, SCIP_MAXTREEDEPTH, SCIP_OKAY, SCIP_Real, SCIP_SOLORIGIN_PARTIAL, SCIP_UNKNOWN, SCIPbacktrackProbing(), SCIPceil(), SCIPdebugMsg, SCIPfloor(), SCIPgetNContVars(), SCIPgetProbingDepth(), SCIPgetSolVal(), SCIPisEQ(), SCIPisGT(), SCIPisInfinity(), SCIPisIntegral(), SCIPisLT(), SCIPnewProbingNode(), SCIPpropagateProbing(), SCIPsolGetOrigin(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetProbindex(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarIsActive(), SCIPvarIsIntegral(), and TRUE.

Referenced by applyCompletesol().

◆ setupAndSolve()

static SCIP_RETCODE setupAndSolve	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_HEUR *	heur,
		SCIP_HEURDATA *	heurdata,
		SCIP_RESULT *	result,
		SCIP_Longint	nstallnodes,
		SCIP_SOL *	partialsol,
		SCIP_Bool *	tightened
	)

static

Parameters

scip	original SCIP data structure
subscip	sub-SCIP data structure
heur	heuristic data structure
heurdata	heuristic's private data structure
result	result data structure
nstallnodes	number of stalling nodes for the subproblem
partialsol	partial solution
tightened	array to store whether a variable was already tightened

Definition at line 711 of file heur_completesol.c.

References createSubproblem(), EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_FOUNDSOL, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_PLUGINNOTFOUND, SCIP_STAGE_PRESOLVED, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_NODELIMIT, SCIP_STATUS_TIMELIMIT, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIP_VERBLEVEL_NONE, SCIPABORT, SCIPallocBufferArray, SCIPblkmem(), SCIPcatchEvent(), SCIPcopyConsCompression(), SCIPcopyLimits(), SCIPdebug, SCIPdebugMsg, SCIPdropEvent(), SCIPerrorMessage, SCIPfindBranchrule(), SCIPfindNodesel(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetNBinVars(), SCIPgetNConss(), SCIPgetNContVars(), SCIPgetNIntVars(), SCIPgetNNodes(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetPrimalbound(), SCIPgetSols(), SCIPgetSolvingTime(), SCIPgetStage(), SCIPgetStatus(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPincludeEventhdlrBasic(), SCIPinfinity(), SCIPisNLPEnabled(), SCIPisParamFixed(), SCIPpresolve(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolGetNodenum(), SCIPsolve(), SCIPstatisticPrintf, SCIPtransformProb(), SCIPtranslateSubSol(), SCIPtrySolFree(), SCIPverbMessage(), SCIPwarningMessage(), and TRUE.

Referenced by applyCompletesol().

◆ applyCompletesol()

static SCIP_RETCODE applyCompletesol	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_HEURDATA *	heurdata,
		SCIP_RESULT *	result,
		SCIP_Longint	nstallnodes,
		SCIP_SOL *	partialsol
	)

static

main procedure of the completesol heuristic, creates and solves a sub-SCIP

Parameters

scip	original SCIP data structure
heur	heuristic data structure
heurdata	heuristic's private data structure
result	result data structure
nstallnodes	number of stalling nodes for the subproblem
partialsol	partial solution

Definition at line 949 of file heur_completesol.c.

References NULL, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_VERBLEVEL_HIGH, SCIPallocClearBufferArray, SCIPcheckCopyLimits(), SCIPcreate(), SCIPdebugMsg, SCIPendProbing(), SCIPfree(), SCIPfreeBufferArray, SCIPgetNVars(), SCIPgetVars(), SCIPstartProbing(), SCIPverbMessage(), setupAndSolve(), and tightenVariables().

Referenced by SCIP_DECL_HEUREXEC().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyCompletesol )

static

copy method for primal heuristic plugins (called when SCIP copies plugins)

Definition at line 1025 of file heur_completesol.c.

References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurCompletesol().

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeCompletesol )

static

destructor of primal heuristic to free user data (called when SCIP is exiting)

Definition at line 1039 of file heur_completesol.c.

References NULL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPheurGetData(), and SCIPheurSetData().

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecCompletesol )

static

execution method of primal heuristic

Definition at line 1059 of file heur_completesol.c.

References applyCompletesol(), FALSE, MIN, NULL, SCIP_Bool, SCIP_CALL, SCIP_DELAYED, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_HEURTIMING_BEFORENODE, SCIP_HEURTIMING_BEFOREPRESOL, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_Real, SCIP_UNKNOWN, SCIPcreateSol(), SCIPdebugMsg, SCIPgetCurrentNode(), SCIPgetNBinVars(), SCIPgetNContVars(), SCIPgetNImplVars(), SCIPgetNIntVars(), SCIPgetNNodes(), SCIPgetNPartialSols(), SCIPgetNRuns(), SCIPgetNVars(), SCIPgetPartialSols(), SCIPgetRootNode(), SCIPgetSolVal(), SCIPgetVars(), SCIPheurGetData(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPisIntegral(), SCIPisStopped(), SCIPsetSolVal(), SCIPsolIsPartial(), SCIPtrySolFree(), SCIPvarIsActive(), SCIPvarIsIntegral(), SCIPwarningMessage(), and TRUE.

SCIP

Detailed Description

Macros

Functions

Macro Definition Documentation

◆ HEUR_NAME

◆ HEUR_DESC

◆ HEUR_DISPCHAR

◆ HEUR_PRIORITY

◆ HEUR_FREQ

◆ HEUR_FREQOFS

◆ HEUR_MAXDEPTH

◆ HEUR_TIMING

◆ HEUR_USESSUBSCIP

◆ DEFAULT_MAXNODES

◆ DEFAULT_MAXUNKRATE

◆ DEFAULT_ADDALLSOLS

◆ DEFAULT_MINNODES

◆ DEFAULT_NODESOFS

◆ DEFAULT_NODESQUOT

◆ DEFAULT_LPLIMFAC

◆ DEFAULT_OBJWEIGHT

◆ DEFAULT_BOUNDWIDENING

◆ DEFAULT_MINIMPROVE

◆ DEFAULT_MINOBJWEIGHT

◆ DEFAULT_IGNORECONT

◆ DEFAULT_BESTSOLS

◆ DEFAULT_MAXPROPROUNDS

◆ DEFAULT_MAXLPITER

◆ DEFAULT_MAXCONTVARS

◆ DEFAULT_BEFOREPRESOL

◆ EVENTHDLR_NAME

◆ EVENTHDLR_DESC

Function Documentation

◆ SCIP_DECL_EVENTEXEC()

◆ createSubproblem()

◆ chgProbingBound()

◆ tightenVariables()

◆ setupAndSolve()

◆ applyCompletesol()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEUREXEC()