Detailed Description

LP diving heuristic that tries to construct a Farkas-proof.

Author: Jakob Witzig

The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded towards their best bound w.r.t there objective coefficient. This strategy is twofold, if a feasible solution is found the solution has potentially a very good objective value; on the other hand, the left-hand side of a potential Farkas-proof \(y^Tb - y^TA{l',u'} > 0\) (i.e., infeasibility proof) gets increased, where \(l',u'\) are the local bounds. The contribution of each variable \(x_i\) to the Farkas-proof can be approximated by \(c_i = y^TA_i\) because we only dive on basic variables with reduced costs \(c_i - y^TA_i = 0\).

Definition in file heur_farkasdiving.c.

#include "blockmemshell/memory.h"
#include "scip/heur_farkasdiving.h"
#include "scip/heuristics.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/pub_tree.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_heur.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_sol.h"
#include "scip/scip_tree.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME "farkasdiving"

#define	HEUR_DESC "LP diving heuristic that tries to construct a Farkas-proof"

#define	HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING

#define	HEUR_PRIORITY -900000

#define	HEUR_FREQ 10

#define	HEUR_FREQOFS 0

#define	HEUR_MAXDEPTH -1

#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE

#define	HEUR_USESSUBSCIP FALSE

#define	DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY \| SCIP_DIVETYPE_SOS1VARIABLE

#define	DIVESET_ISPUBLIC FALSE

#define	DEFAULT_MINRELDEPTH 0.0

#define	DEFAULT_MAXRELDEPTH 1.0

#define	DEFAULT_MAXLPITERQUOT 0.05

#define	DEFAULT_MAXLPITEROFS 1000

#define	DEFAULT_MAXDIVEUBQUOT 0.8

#define	DEFAULT_MAXDIVEAVGQUOT 0.0

#define	DEFAULT_MAXDIVEUBQUOTNOSOL 0.1

#define	DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0

#define	DEFAULT_BACKTRACK TRUE

#define	DEFAULT_LPRESOLVEDOMCHGQUOT 0.15

#define	DEFAULT_LPSOLVEFREQ 1

#define	DEFAULT_ONLYLPBRANCHCANDS FALSE

#define	DEFAULT_RANDSEED 151

#define	DEFAULT_MAXOBJOCC 1.0

#define	DEFAULT_OBJDYN 0.0001

#define	DEFAULT_CHECKCANDS FALSE

#define	DEFAULT_SCALESCORE TRUE

#define	DEFAULT_ROOTSUCCESS TRUE

#define	DEFAULT_SCALETYPE 'i'

#define	MIN_RAND 1e-06

#define	MAX_RAND 1e-05

#define	divesetAvailableFarkasdiving NULL

Functions
static SCIP_RETCODE	checkDivingCandidates (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR *divecandvars, int ndivecands, SCIP_Bool success)

static SCIP_RETCODE	checkGlobalProperties (SCIP scip, SCIP_HEURDATA heurdata)

static	SCIP_DECL_HEURCOPY (heurCopyFarkasdiving)

static	SCIP_DECL_HEURFREE (heurFreeFarkasdiving)

static	SCIP_DECL_HEURINIT (heurInitFarkasdiving)

static	SCIP_DECL_HEUREXIT (heurExitFarkasdiving)

static	SCIP_DECL_HEURINITSOL (heurInitsolFarkasdiving)

static	SCIP_DECL_HEUREXEC (heurExecFarkasdiving)

static	SCIP_DECL_DIVESETGETSCORE (divesetGetScoreFarkasdiving)

SCIP_RETCODE	SCIPincludeHeurFarkasdiving (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "farkasdiving"

Definition at line 62 of file heur_farkasdiving.c.

◆ HEUR_DESC

#define HEUR_DESC "LP diving heuristic that tries to construct a Farkas-proof"

Definition at line 63 of file heur_farkasdiving.c.

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING

Definition at line 64 of file heur_farkasdiving.c.

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -900000

Definition at line 65 of file heur_farkasdiving.c.

◆ HEUR_FREQ

#define HEUR_FREQ 10

Definition at line 66 of file heur_farkasdiving.c.

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 67 of file heur_farkasdiving.c.

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 68 of file heur_farkasdiving.c.

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE

Definition at line 69 of file heur_farkasdiving.c.

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP FALSE

does the heuristic use a secondary SCIP instance?

Definition at line 70 of file heur_farkasdiving.c.

◆ DIVESET_DIVETYPES

#define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE

bit mask that represents all supported dive types

Definition at line 71 of file heur_farkasdiving.c.

◆ DIVESET_ISPUBLIC

#define DIVESET_ISPUBLIC FALSE

is this dive set publicly available (ie., can be used by other primal heuristics?)

Definition at line 72 of file heur_farkasdiving.c.

◆ DEFAULT_MINRELDEPTH

#define DEFAULT_MINRELDEPTH 0.0

minimal relative depth to start diving

Definition at line 79 of file heur_farkasdiving.c.

◆ DEFAULT_MAXRELDEPTH

#define DEFAULT_MAXRELDEPTH 1.0

maximal relative depth to start diving

Definition at line 80 of file heur_farkasdiving.c.

◆ DEFAULT_MAXLPITERQUOT

#define DEFAULT_MAXLPITERQUOT 0.05

maximal fraction of diving LP iterations compared to node LP iterations

Definition at line 81 of file heur_farkasdiving.c.

◆ DEFAULT_MAXLPITEROFS

#define DEFAULT_MAXLPITEROFS 1000

additional number of allowed LP iterations

Definition at line 82 of file heur_farkasdiving.c.

◆ DEFAULT_MAXDIVEUBQUOT

#define DEFAULT_MAXDIVEUBQUOT 0.8

maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound) where diving is performed (0.0: no limit)

Definition at line 84 of file heur_farkasdiving.c.

◆ DEFAULT_MAXDIVEAVGQUOT

#define DEFAULT_MAXDIVEAVGQUOT 0.0

maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound) where diving is performed (0.0: no limit)

Definition at line 86 of file heur_farkasdiving.c.

◆ DEFAULT_MAXDIVEUBQUOTNOSOL

#define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1

maximal UBQUOT when no solution was found yet (0.0: no limit)

Definition at line 87 of file heur_farkasdiving.c.

◆ DEFAULT_MAXDIVEAVGQUOTNOSOL

#define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0

maximal AVGQUOT when no solution was found yet (0.0: no limit)

Definition at line 88 of file heur_farkasdiving.c.

◆ DEFAULT_BACKTRACK

#define DEFAULT_BACKTRACK TRUE

use one level of backtracking if infeasibility is encountered?

Definition at line 89 of file heur_farkasdiving.c.

◆ DEFAULT_LPRESOLVEDOMCHGQUOT

#define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15

percentage of immediate domain changes during probing to trigger LP resolve

Definition at line 90 of file heur_farkasdiving.c.

◆ DEFAULT_LPSOLVEFREQ

#define DEFAULT_LPSOLVEFREQ 1

LP solve frequency for diving heuristics

Definition at line 91 of file heur_farkasdiving.c.

◆ DEFAULT_ONLYLPBRANCHCANDS

#define DEFAULT_ONLYLPBRANCHCANDS FALSE

should only LP branching candidates be considered instead of the slower but more general constraint handler diving variable selection?

Definition at line 93 of file heur_farkasdiving.c.

◆ DEFAULT_RANDSEED

#define DEFAULT_RANDSEED 151

initial seed for random number generation

Definition at line 94 of file heur_farkasdiving.c.

◆ DEFAULT_MAXOBJOCC

#define DEFAULT_MAXOBJOCC 1.0

maximal occurance factor of an objective coefficient

Definition at line 96 of file heur_farkasdiving.c.

◆ DEFAULT_OBJDYN

#define DEFAULT_OBJDYN 0.0001

minimal objective dynamism (log)

Definition at line 97 of file heur_farkasdiving.c.

◆ DEFAULT_CHECKCANDS

#define DEFAULT_CHECKCANDS FALSE

should diving candidates be checked before running?

Definition at line 98 of file heur_farkasdiving.c.

◆ DEFAULT_SCALESCORE

#define DEFAULT_SCALESCORE TRUE

should the score be scaled?

Definition at line 99 of file heur_farkasdiving.c.

◆ DEFAULT_ROOTSUCCESS

#define DEFAULT_ROOTSUCCESS TRUE

should the heuristic only run within the tree if at least one solution was found at the root node?

Definition at line 101 of file heur_farkasdiving.c.

◆ DEFAULT_SCALETYPE

#define DEFAULT_SCALETYPE 'i'

scale score by [f]ractionality or [i]mpact on farkasproof

Definition at line 102 of file heur_farkasdiving.c.

◆ MIN_RAND

#define MIN_RAND 1e-06

Definition at line 446 of file heur_farkasdiving.c.

◆ MAX_RAND

#define MAX_RAND 1e-05

Definition at line 447 of file heur_farkasdiving.c.

◆ divesetAvailableFarkasdiving

#define divesetAvailableFarkasdiving NULL

Definition at line 521 of file heur_farkasdiving.c.

Function Documentation

◆ checkDivingCandidates()

static SCIP_RETCODE checkDivingCandidates	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR **	divecandvars,
		int	ndivecands,
		SCIP_Bool *	success
	)

static

check whether the diving candidates fulfill requirements

Parameters

scip	SCIP data structure
heurdata	heuristic data
divecandvars	diving candidates to check
ndivecands	number of diving candidates
success	pointer to store whether the check was successfull

Definition at line 122 of file heur_farkasdiving.c.

References FALSE, NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetCurrentNode(), SCIPgetNObjVars(), SCIPisGT(), SCIPisZero(), SCIPnodeGetNumber(), SCIPsortReal(), SCIPvarGetObj(), and TRUE.

Referenced by checkGlobalProperties(), and SCIP_DECL_HEUREXEC().

◆ checkGlobalProperties()

static SCIP_RETCODE checkGlobalProperties	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata
	)

static

check whether the objective functions has nonzero coefficients corresponding to binary and integer variables

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 250 of file heur_farkasdiving.c.

References checkDivingCandidates(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMsg, SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPgetVars(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyFarkasdiving )

static

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

Definition at line 286 of file heur_farkasdiving.c.

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

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeFarkasdiving )

static

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

Definition at line 300 of file heur_farkasdiving.c.

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

◆ SCIP_DECL_HEURINIT()

static SCIP_DECL_HEURINIT ( heurInitFarkasdiving )

static

initialization method of primal heuristic (called after problem was transformed)

Definition at line 321 of file heur_farkasdiving.c.

References FALSE, HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateSol(), SCIPheurGetData(), and SCIPheurGetName().

◆ SCIP_DECL_HEUREXIT()

static SCIP_DECL_HEUREXIT ( heurExitFarkasdiving )

static

deinitialization method of primal heuristic (called before transformed problem is freed)

Definition at line 344 of file heur_farkasdiving.c.

References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeSol(), SCIPheurGetData(), and SCIPheurGetName().

◆ SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolFarkasdiving )

static

solving process initialization method of primal heuristic (called when branch and bound process is about to begin)

Definition at line 363 of file heur_farkasdiving.c.

References FALSE, HEUR_NAME, NULL, SCIP_OKAY, SCIPheurGetData(), and SCIPheurGetName().

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecFarkasdiving )

static

execution method of primal heuristic

Definition at line 383 of file heur_farkasdiving.c.

References checkDivingCandidates(), checkGlobalProperties(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_DIVECONTEXT_SINGLE, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIPdivesetGetNSols(), SCIPgetDepth(), SCIPgetLPBranchCands(), SCIPgetLPSolstat(), SCIPheurGetData(), SCIPheurGetDivesets(), SCIPheurGetNDivesets(), SCIPperformGenericDivingAlgorithm(), SCIP_Diveset::sol, and TRUE.

◆ SCIP_DECL_DIVESETGETSCORE()

static SCIP_DECL_DIVESETGETSCORE ( divesetGetScoreFarkasdiving )

static

calculate score and preferred rounding direction for the candidate variable

Definition at line 451 of file heur_farkasdiving.c.

References FALSE, MAX_RAND, MIN_RAND, NULL, REALABS, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPceil(), SCIPdivesetGetHeur(), SCIPdivesetGetRandnumgen(), SCIPfloor(), SCIPheurGetData(), SCIPisEQ(), SCIPisNegative(), SCIPisPositive(), SCIPrandomGetInt(), SCIPrandomGetReal(), SCIPvarGetLbLocal(), SCIPvarGetObj(), SCIPvarGetType(), SCIPvarGetUbLocal(), 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

◆ DIVESET_DIVETYPES

◆ DIVESET_ISPUBLIC

◆ DEFAULT_MINRELDEPTH

◆ DEFAULT_MAXRELDEPTH

◆ DEFAULT_MAXLPITERQUOT

◆ DEFAULT_MAXLPITEROFS

◆ DEFAULT_MAXDIVEUBQUOT

◆ DEFAULT_MAXDIVEAVGQUOT

◆ DEFAULT_MAXDIVEUBQUOTNOSOL

◆ DEFAULT_MAXDIVEAVGQUOTNOSOL

◆ DEFAULT_BACKTRACK

◆ DEFAULT_LPRESOLVEDOMCHGQUOT

◆ DEFAULT_LPSOLVEFREQ

◆ DEFAULT_ONLYLPBRANCHCANDS

◆ DEFAULT_RANDSEED

◆ DEFAULT_MAXOBJOCC

◆ DEFAULT_OBJDYN

◆ DEFAULT_CHECKCANDS

◆ DEFAULT_SCALESCORE

◆ DEFAULT_ROOTSUCCESS

◆ DEFAULT_SCALETYPE

◆ MIN_RAND

◆ MAX_RAND

◆ divesetAvailableFarkasdiving

Function Documentation

◆ checkDivingCandidates()

◆ checkGlobalProperties()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINIT()

◆ SCIP_DECL_HEUREXIT()

◆ SCIP_DECL_HEURINITSOL()

◆ SCIP_DECL_HEUREXEC()

◆ SCIP_DECL_DIVESETGETSCORE()