Scippy

SCIP

Solving Constraint Integer Programs

heur_undercover.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 heur_undercover.c
26 * @ingroup DEFPLUGINS_HEUR
27 * @brief Undercover primal heuristic for MINLPs
28 * @author Timo Berthold
29 * @author Ambros Gleixner
30 *
31 * The undercover heuristic is designed for mixed-integer nonlinear programs and tries to fix a subset of variables such
32 * as to make each constraint linear or convex. For this purpose it solves a binary program to automatically determine
33 * the minimum number of variable fixings necessary. As fixing values, we use values from the LP relaxation, the NLP
34 * relaxation, or the incumbent solution.
35 *
36 * @todo use the conflict analysis to analyze the infeasibility which arise after the probing of the cover worked and
37 * solve returned infeasible, instead of adding the Nogood/Conflict by hand; that has the advantage that the SCIP
38 * takes care of creating the conflict and might shrink the initial reason
39 *
40 * @todo do not use LP and NLP fixing values in the same run, e.g., fixingalts = "lni", but start a second dive if LP
41 * values fail
42 */
43
44/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
45
47#include "scip/cons_and.h"
49#include "scip/cons_nonlinear.h"
50#include "scip/cons_indicator.h"
51#include "scip/cons_linear.h"
52#include "scip/cons_logicor.h"
53#include "scip/cons_setppc.h"
54#include "scip/heur_subnlp.h"
56#include "scip/pub_cons.h"
57#include "scip/pub_expr.h"
58#include "scip/pub_heur.h"
59#include "scip/pub_message.h"
60#include "scip/pub_misc.h"
61#include "scip/pub_misc_sort.h"
62#include "scip/pub_nlp.h"
63#include "scip/pub_var.h"
64#include "scip/scip_branch.h"
65#include "scip/scip_cons.h"
66#include "scip/scip_copy.h"
67#include "scip/scipdefplugins.h"
68#include "scip/scip_general.h"
69#include "scip/scip_heur.h"
70#include "scip/scip_lp.h"
71#include "scip/scip_mem.h"
72#include "scip/scip_message.h"
73#include "scip/scip_nlp.h"
74#include "scip/scip_numerics.h"
75#include "scip/scip_param.h"
76#include "scip/scip_prob.h"
77#include "scip/scip_probing.h"
79#include "scip/scip_sol.h"
80#include "scip/scip_solve.h"
82#include "scip/scip_timing.h"
83#include "scip/scip_tree.h"
84#include "scip/scip_var.h"
85#include <string.h>
86
87#define HEUR_NAME "undercover"
88#define HEUR_DESC "solves a sub-CIP determined by a set covering approach"
89#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS
90#define HEUR_PRIORITY -1110000
91#define HEUR_FREQ 0
92#define HEUR_FREQOFS 0
93#define HEUR_MAXDEPTH -1
94#define HEUR_TIMING SCIP_HEURTIMING_AFTERNODE
95#define HEUR_USESSUBSCIP TRUE /**< does the heuristic use a secondary SCIP instance? */
96
97/* default values for user parameters, grouped by parameter type */
98#define DEFAULT_FIXINGALTS "li" /**< sequence of fixing values used: 'l'p relaxation, 'n'lp relaxation, 'i'ncumbent solution */
99
100#define DEFAULT_MAXNODES (SCIP_Longint)500/**< maximum number of nodes to regard in the subproblem */
101#define DEFAULT_MINNODES (SCIP_Longint)500/**< minimum number of nodes to regard in the subproblem */
102#define DEFAULT_NODESOFS (SCIP_Longint)500/**< number of nodes added to the contingent of the total nodes */
103
104#define DEFAULT_CONFLICTWEIGHT 1000.0 /**< weight for conflict score in fixing order */
105#define DEFAULT_CUTOFFWEIGHT 1.0 /**< weight for cutoff score in fixing order */
106#define DEFAULT_INFERENCEWEIGHT 1.0 /**< weight for inference score in fixing order */
107#define DEFAULT_MAXCOVERSIZEVARS 1.0 /**< maximum coversize (as fraction of total number of variables) */
108#define DEFAULT_MAXCOVERSIZECONSS SCIP_REAL_MAX /**< maximum coversize (as ratio to the percentage of non-affected constraints) */
109#define DEFAULT_MINCOVEREDREL 0.15 /**< minimum percentage of nonlinear constraints in the original problem */
110#define DEFAULT_MINCOVEREDABS 5 /**< minimum number of nonlinear constraints in the original problem */
111#define DEFAULT_MINIMPROVE 0.0 /**< factor by which heuristic should at least improve the incumbent */
112#define DEFAULT_NODESQUOT 0.1 /**< subproblem nodes in relation to nodes of the original problem */
113#define DEFAULT_RECOVERDIV 0.9 /**< fraction of covering variables in the last cover which need to change their value when recovering */
114
115#define DEFAULT_MAXBACKTRACKS 6 /**< maximum number of backtracks */
116#define DEFAULT_MAXRECOVERS 0 /**< maximum number of recoverings */
117#define DEFAULT_MAXREORDERS 1 /**< maximum number of reorderings of the fixing order */
118
119#define DEFAULT_COVERINGOBJ 'u' /**< objective function of the covering problem */
120#define DEFAULT_FIXINGORDER 'v' /**< order in which variables should be fixed */
121
122#define DEFAULT_BEFORECUTS TRUE /**< should undercover called at root node before cut separation? */
123#define DEFAULT_FIXINTFIRST FALSE /**< should integer variables in the cover be fixed first? */
124#define DEFAULT_LOCKSROUNDING TRUE /**< shall LP values for integer vars be rounded according to locks? */
125#define DEFAULT_ONLYCONVEXIFY FALSE /**< should we only fix/dom.red. variables creating nonconvexity? */
126#define DEFAULT_POSTNLP TRUE /**< should the NLP heuristic be called to polish a feasible solution? */
127#define DEFAULT_COVERAND TRUE /**< should and constraints be covered (or just copied)? */
128#define DEFAULT_COVERBD FALSE /**< should bounddisjunction constraints be covered (or just copied)? */
129#define DEFAULT_COVERIND FALSE /**< should indicator constraints be covered (or just copied)? */
130#define DEFAULT_COVERNL TRUE /**< should nonlinear constraints be covered (or just copied)? */
131#define DEFAULT_REUSECOVER FALSE /**< shall the cover be re-used if a conflict was added after an infeasible subproblem? */
132#define DEFAULT_COPYCUTS TRUE /**< should all active cuts from the cutpool of the original scip be copied
133 * to constraints of the subscip
134 */
135#define DEFAULT_RANDSEED 43 /* initial random seed */
136
137/* local defines */
138#define COVERINGOBJS "cdlmtu" /**< list of objective functions of the covering problem */
139#define FIXINGORDERS "CcVv" /**< list of orders in which variables can be fixed */
140#define MAXNLPFAILS 1 /**< maximum number of fails after which we give up solving the NLP relaxation */
141#define MAXPOSTNLPFAILS 1 /**< maximum number of fails after which we give up calling NLP local search */
142#define MINTIMELEFT 1.0 /**< don't start expensive parts of the heuristics if less than this amount of time left */
143#define SUBMIPSETUPCOSTS 200 /**< number of nodes equivalent for the costs for setting up the sub-CIP */
144
145
146/*
147 * Data structures
148 */
149
150/** primal heuristic data */
151struct SCIP_HeurData
152{
153 SCIP_CONSHDLR** nlconshdlrs; /**< array of nonlinear constraint handlers */
154 SCIP_HEUR* nlpheur; /**< pointer to NLP local search heuristics */
155 SCIP_RANDNUMGEN* randnumgen; /**< random number generator */
156 char* fixingalts; /**< sequence of fixing values used: 'l'p relaxation, 'n'lp relaxation, 'i'ncumbent solution */
157 SCIP_Longint maxnodes; /**< maximum number of nodes to regard in the subproblem */
158 SCIP_Longint minnodes; /**< minimum number of nodes to regard in the subproblem */
159 SCIP_Longint nodesofs; /**< number of nodes added to the contingent of the total nodes */
160 SCIP_Longint nusednodes; /**< nodes already used by heuristic in earlier calls */
161 SCIP_Real conflictweight; /**< weight for conflict score in fixing order */
162 SCIP_Real cutoffweight; /**< weight for cutoff score in fixing order */
163 SCIP_Real inferenceweight; /**< weight for inference score in foxing order */
164 SCIP_Real maxcoversizevars; /**< maximum coversize (as fraction of total number of variables) */
165 SCIP_Real maxcoversizeconss; /**< maximum coversize (as ratio to the percentage of non-affected constraints) */
166 SCIP_Real mincoveredrel; /**< minimum percentage of nonlinear constraints in the original problem */
167 SCIP_Real minimprove; /**< factor by which heuristic should at least improve the incumbent */
168 SCIP_Real nodesquot; /**< subproblem nodes in relation to nodes of the original problem */
169 SCIP_Real recoverdiv; /**< fraction of covering variables in the last cover which need to change their value when recovering */
170 int mincoveredabs; /**< minimum number of nonlinear constraints in the original problem */
171 int maxbacktracks; /**< maximum number of backtracks */
172 int maxrecovers; /**< maximum number of recoverings */
173 int maxreorders; /**< maximum number of reorderings of the fixing order */
174 int nfixingalts; /**< number of fixing alternatives */
175 int nnlpfails; /**< number of fails when solving the NLP relaxation after last success */
176 int npostnlpfails; /**< number of fails of the NLP local search after last success */
177 int nnlconshdlrs; /**< number of nonlinear constraint handlers */
178 char coveringobj; /**< objective function of the covering problem */
179 char fixingorder; /**< order in which variables should be fixed */
180 SCIP_Bool beforecuts; /**< should undercover be called at root node before cut separation? */
181 SCIP_Bool fixintfirst; /**< should integer variables in the cover be fixed first? */
182 SCIP_Bool globalbounds; /**< should global bounds on variables be used instead of local bounds at focus node? */
183 SCIP_Bool locksrounding; /**< shall LP values for integer vars be rounded according to locks? */
184 SCIP_Bool nlpsolved; /**< has current NLP relaxation already been solved successfully? */
185 SCIP_Bool nlpfailed; /**< has solving the NLP relaxation failed? */
186 SCIP_Bool onlyconvexify; /**< should we only fix/dom.red. variables creating nonconvexity? */
187 SCIP_Bool postnlp; /**< should the NLP heuristic be called to polish a feasible solution? */
188 SCIP_Bool coverand; /**< should and constraints be covered (or just copied)? */
189 SCIP_Bool coverbd; /**< should bounddisjunction constraints be covered (or just copied)? */
190 SCIP_Bool coverind; /**< should indicator constraints be covered (or just copied)? */
191 SCIP_Bool covernl; /**< should nonlinear constraints be covered (or just copied)? */
192 SCIP_Bool reusecover; /**< shall the cover be re-used if a conflict was added after an infeasible subproblem? */
193 SCIP_Bool copycuts; /**< should all active cuts from cutpool be copied to constraints in
194 * subproblem? */
195};
196
197/*
198 * Local methods
199 */
200
201
202/** determines, whether a variable is fixed to the given value */
203static
205 SCIP* scip, /**< SCIP data structure */
206 SCIP_VAR* var, /**< variable to check */
207 SCIP_Real val, /**< value to check */
208 SCIP_Bool global /**< should global bounds be used? */
209 )
210{
211 SCIP_Bool isfixed;
212
213 if( global )
214 isfixed = SCIPisFeasEQ(scip, val, SCIPvarGetLbGlobal(var)) && SCIPisFeasEQ(scip, val, SCIPvarGetUbGlobal(var));
215 else
216 isfixed = SCIPisFeasEQ(scip, val, SCIPvarGetLbLocal(var)) && SCIPisFeasEQ(scip, val, SCIPvarGetUbLocal(var));
217
218 return isfixed;
219}
220
221
222/** determines, whether a term is already constant, because the variable is fixed or the coefficient is zero */
223static
225 SCIP* scip, /**< SCIP data structure */
226 SCIP_VAR* var, /**< variable to check */
227 SCIP_Real coeff, /**< coefficient to check */
228 SCIP_Bool global /**< should global bounds be used? */
229 )
230{
231 /* if the variable has zero coefficient in the original problem, the term is linear */
232 if( SCIPisZero(scip, coeff) )
233 return TRUE;
234
235 /* if the variable is fixed in the original problem, the term is linear */
236 if( global )
238 else
240}
241
242
243/** determines, whether a term is convex */
244static
246 SCIP* scip, /**< SCIP data structure */
247 SCIP_Real lhs, /**< left hand side of the constraint */
248 SCIP_Real rhs, /**< right hand side of the constraint */
249 SCIP_Bool sign /**< signature of the term */
250 )
251{
252 return sign ? SCIPisInfinity(scip, -lhs) : SCIPisInfinity(scip, rhs);
253}
254
255
256/** increases counters */
257static
259 int* termcounter, /**< array to count in how many nonlinear terms a variable appears */
260 int* conscounter, /**< array to count in how many constraints a variable appears */
261 SCIP_Bool* consmarker, /**< was this variable already counted for this constraint? */
262 int idx /**< problem index of the variable */
263 )
264{
265 termcounter[idx]++;
266 if( !consmarker[idx] )
267 {
268 conscounter[idx]++;
269 consmarker[idx] = TRUE;
270 }
271 return;
272}
273
274
275/** update time limit */
276static
278 SCIP* scip, /**< SCIP data structure */
279 SCIP_CLOCK* clck, /**< clock timer */
280 SCIP_Real* timelimit /**< time limit */
281 )
282{
283 *timelimit -= SCIPgetClockTime(scip, clck);
284 SCIP_CALL( SCIPresetClock(scip, clck) );
285 SCIP_CALL( SCIPstartClock(scip, clck) );
286
287 return SCIP_OKAY;
288}
289
290
291/** analyzes a nonlinear row and adds constraints and fixings to the covering problem */
292static
294 SCIP* scip, /**< original SCIP data structure */
295 SCIP_NLROW* nlrow, /**< nonlinear row representation of a nonlinear constraint */
296 SCIP* coveringscip, /**< SCIP data structure for the covering problem */
297 int nvars, /**< number of variables */
298 SCIP_VAR** coveringvars, /**< array to store the covering problem's variables */
299 int* termcounter, /**< counter array for number of nonlinear nonzeros per variable */
300 int* conscounter, /**< counter array for number of nonlinear constraints per variable */
301 SCIP_Bool* consmarker, /**< marker array if constraint has been counted in conscounter */
302 SCIP_Bool globalbounds, /**< should global bounds on variables be used instead of local bounds at focus node? */
303 SCIP_Bool onlyconvexify, /**< should we only fix/dom.red. variables creating nonconvexity? */
304 SCIP_Bool* success /**< pointer to store whether row was processed successfully */
305 )
306{
307 SCIP_EXPR* expr;
308 SCIP_Bool infeas;
309 SCIP_Bool fixed;
310 int t;
311 char name[SCIP_MAXSTRLEN];
312
313 assert(scip != NULL);
314 assert(nlrow != NULL);
315 assert(coveringscip != NULL);
316 assert(nvars >= 1);
317 assert(coveringvars != NULL);
318 assert(termcounter != NULL);
319 assert(conscounter != NULL);
320 assert(consmarker != NULL);
321 assert(success != NULL);
322
323 *success = FALSE;
324
325 /* if we only want to convexify and curvature and bounds prove already convexity, nothing to do */
326 if( onlyconvexify
330 {
331 *success = TRUE;
332 return SCIP_OKAY;
333 }
334
335 BMSclearMemoryArray(consmarker, nvars);
336
337 /* go through expression */
338 expr = SCIPnlrowGetExpr(nlrow);
339 if( expr != NULL )
340 {
341 SCIP_Bool isquadratic;
342
343 SCIP_CALL( SCIPcheckExprQuadratic(scip, expr, &isquadratic) );
344 if( isquadratic && SCIPexprAreQuadraticExprsVariables(expr) )
345 {
346 int nquadexprs;
347 int nbilinexprs;
348
349 SCIPexprGetQuadraticData(expr, NULL, NULL, NULL, NULL, &nquadexprs, &nbilinexprs, NULL, NULL);
350
351 /* go through all quadratic terms */
352 for( t = 0; t < nquadexprs; ++t )
353 {
354 SCIP_EXPR* varexpr;
355 SCIP_Real sqrcoef;
356 int probidx;
357
358 SCIPexprGetQuadraticQuadTerm(expr, t, &varexpr, NULL, &sqrcoef, 0, NULL, NULL);
359
360 /* term is constant, nothing to do */
361 if( termIsConstant(scip, SCIPgetVarExprVar(varexpr), sqrcoef, globalbounds) )
362 continue;
363
364 /* if we only convexify and term is convex considering the bounds of the nlrow, nothing to do */
365 if( onlyconvexify && termIsConvex(scip, SCIPnlrowGetLhs(nlrow), SCIPnlrowGetRhs(nlrow), sqrcoef >= 0) )
366 continue;
367
368 probidx = SCIPvarGetProbindex(SCIPgetVarExprVar(varexpr));
369 if( probidx == -1 )
370 {
371 SCIPdebugMsg(scip, "inactive variable detected in nonlinear row <%s>\n", SCIPnlrowGetName(nlrow));
372 return SCIP_OKAY;
373 }
374 assert(coveringvars[probidx] != NULL);
375
376 /* otherwise variable has to be in the cover */
377 SCIP_CALL( SCIPfixVar(coveringscip, coveringvars[probidx], 1.0, &infeas, &fixed) );
378 assert(!infeas);
379 assert(fixed);
380
381 /* update counters */
382 incCounters(termcounter, conscounter, consmarker, probidx);
383
384 SCIPdebugMsg(scip, "fixing var <%s> in covering problem to 1\n", SCIPvarGetName(coveringvars[probidx]));
385 }
386
387 /* go through all bilinear terms */
388 for( t = 0; t < nbilinexprs; ++t )
389 {
390 SCIP_EXPR* varexpr1;
391 SCIP_EXPR* varexpr2;
392 SCIP_Real bilincoef;
393 int probidx1;
394 int probidx2;
395 SCIP_CONS* coveringcons;
396 SCIP_VAR* coveringconsvars[2];
397
398 SCIPexprGetQuadraticBilinTerm(expr, t, &varexpr1, &varexpr2, &bilincoef, NULL, NULL);
399
400 /* if the term is linear because one of the variables is fixed or the coefficient is zero, nothing to do */
401 if( termIsConstant(scip, SCIPgetVarExprVar(varexpr1), bilincoef, globalbounds)
402 || termIsConstant(scip, SCIPgetVarExprVar(varexpr2), bilincoef, globalbounds) )
403 continue;
404
405 probidx1 = SCIPvarGetProbindex(SCIPgetVarExprVar(varexpr1));
406 probidx2 = SCIPvarGetProbindex(SCIPgetVarExprVar(varexpr2));
407 if( probidx1 == -1 || probidx2 == -1 )
408 {
409 SCIPdebugMsg(scip, "inactive variables detected in nonlinear row <%s>\n", SCIPnlrowGetName(nlrow));
410 return SCIP_OKAY;
411 }
412 assert(coveringvars[probidx1] != NULL);
413 assert(coveringvars[probidx2] != NULL);
414
415 /* create covering constraint */
416 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_covering%d", SCIPnlrowGetName(nlrow), t);
417 coveringconsvars[0] = coveringvars[probidx1];
418 coveringconsvars[1] = coveringvars[probidx2];
419 SCIP_CALL( SCIPcreateConsSetcover(coveringscip, &coveringcons, name, 2, coveringconsvars,
421
422 if( coveringcons == NULL )
423 {
424 SCIPdebugMsg(scip, "failed to create set covering constraint <%s>\n", name);
425 return SCIP_OKAY;
426 }
427
428 /* add and release covering constraint */
429 SCIP_CALL( SCIPaddCons(coveringscip, coveringcons) );
430 SCIP_CALL( SCIPreleaseCons(coveringscip, &coveringcons) );
431
432 /* update counters for both variables */
433 incCounters(termcounter, conscounter, consmarker, probidx1);
434 incCounters(termcounter, conscounter, consmarker, probidx2);
435 }
436 }
437 else
438 {
439 /* fix all variables contained in the expression */
440 SCIP_EXPRITER* it;
441 int probidx;
442
445 for( ; !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) ) /*lint !e441*/ /*lint !e440*/
446 {
447 if( !SCIPisExprVar(scip, expr) )
448 continue;
449
450 /* if constraints with inactive variables are present, we will have difficulties creating the sub-CIP later */
451 probidx = SCIPvarGetProbindex(SCIPgetVarExprVar(expr));
452 if( probidx == -1 )
453 {
454 SCIPdebugMsg(scip, "strange: inactive variable <%s> detected in nonlinear row <%s>\n",
456 return SCIP_OKAY;
457 }
458 assert(coveringvars[probidx] != NULL);
459
460 /* term is constant, nothing to do */
461 if( termIsConstant(scip, SCIPgetVarExprVar(expr), 1.0, globalbounds) )
462 continue;
463
464 /* otherwise fix variable */
465 SCIP_CALL( SCIPfixVar(coveringscip, coveringvars[probidx], 1.0, &infeas, &fixed) );
466 assert(!infeas);
467 assert(fixed);
468
469 /* update counters */
470 incCounters(termcounter, conscounter, consmarker, probidx);
471
472 SCIPdebugMsg(scip, "fixing var <%s> in covering problem to 1\n", SCIPvarGetName(coveringvars[probidx]));
473 }
474 SCIPfreeExpriter(&it);
475 }
476 }
477 *success = TRUE;
478
479 return SCIP_OKAY;
480}
481
482
483/** creates the covering problem to determine a number of variables to be fixed */
484static
486 SCIP* scip, /**< original SCIP data structure */
487 SCIP* coveringscip, /**< SCIP data structure for the covering problem */
488 SCIP_VAR** coveringvars, /**< array to store the covering problem's variables */
489 SCIP_Bool globalbounds, /**< should global bounds on variables be used instead of local bounds at focus node? */
490 SCIP_Bool onlyconvexify, /**< should we only fix/dom.red. variables creating nonconvexity? */
491 SCIP_Bool coverand, /**< should and constraints be covered (or just copied)? */
492 SCIP_Bool coverbd, /**< should bounddisjunction constraints be covered (or just copied)? */
493 SCIP_Bool coverind, /**< should indicator constraints be covered (or just copied)? */
494 SCIP_Bool covernl, /**< should nonlinear constraints be covered (or just copied)? */
495 char coveringobj, /**< objective function of the covering problem */
496 SCIP_Bool* success /**< pointer to store whether the problem was created successfully */
497 )
498{
499 SCIP_VAR** vars;
500 SCIP_CONSHDLR* conshdlr;
501 SCIP_Bool* consmarker;
502 int* conscounter;
503 int* termcounter;
504
505 int nlocksup;
506 int nlocksdown;
507 int nvars;
508 int i;
509 int probindex;
510 char name[SCIP_MAXSTRLEN];
511
512 assert(scip != NULL);
513 assert(coveringscip != NULL);
514 assert(coveringvars != NULL);
515 assert(success != NULL);
516
517 *success = FALSE;
518
519 /* get required data of the original problem */
520 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
521
522 /* create problem data structure */
523 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_covering", SCIPgetProbName(scip));
524 SCIP_CALL( SCIPcreateProb(coveringscip, name, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );
525 SCIPsetSubscipDepth(coveringscip, SCIPgetSubscipDepth(scip) + 1);
526
527 /* allocate and initialize to zero counter arrays for weighted objectives */
528 SCIP_CALL( SCIPallocBufferArray(scip, &consmarker, nvars) );
529 SCIP_CALL( SCIPallocBufferArray(scip, &conscounter, nvars) );
530 SCIP_CALL( SCIPallocBufferArray(scip, &termcounter, nvars) );
531 BMSclearMemoryArray(conscounter, nvars);
532 BMSclearMemoryArray(termcounter, nvars);
533
534 /* create covering variable for each variable in the original problem (fix it or not?) in the same order as in the
535 * original problem
536 */
537 for( i = 0; i < nvars; i++ )
538 {
539 SCIP_Real ub = 1.0;
540
541 if( SCIPvarIsRelaxationOnly(vars[i]) )
542 {
543 /* skip relaxation-only variables; they cannot appear in constraints */
544 coveringvars[i] = NULL;
545 continue;
546 }
547
548 /* if the variable in the original problem is fixed, then the corresponding cover variable cannot be 1 in any
549 * optimal solution of the covering problem (see special termIsConstant treatment below)
550 * since some calling code may assume that no fixed variables will appear in the cover (see #1845), but we
551 * might not compute an optimal cover here, we fix these variable to 0 here
552 */
553 if( globalbounds )
554 {
555 if( SCIPisFeasEQ(scip, SCIPvarGetLbGlobal(vars[i]), SCIPvarGetUbGlobal(vars[i])) )
556 ub = 0.0;
557 }
558 else
559 {
560 if( SCIPisFeasEQ(scip, SCIPvarGetLbLocal(vars[i]), SCIPvarGetUbLocal(vars[i])) )
561 ub = 0.0;
562 }
563
564 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_covering", SCIPvarGetName(vars[i]));
565 SCIP_CALL( SCIPcreateVar(coveringscip, &coveringvars[i], name, 0.0, ub, 1.0, SCIP_VARTYPE_BINARY,
566 TRUE, FALSE, NULL, NULL, NULL, NULL, NULL) );
567 assert(coveringvars[i] != NULL);
568 SCIP_CALL( SCIPaddVar(coveringscip, coveringvars[i]) );
569 }
570
571 /* go through all AND constraints in the original problem */
572 conshdlr = SCIPfindConshdlr(scip, "and");
573 if( conshdlr != NULL && coverand )
574 {
575 int c;
576
577 for( c = SCIPconshdlrGetNActiveConss(conshdlr)-1; c >= 0; c-- )
578 {
579 SCIP_CONS* andcons;
580 SCIP_CONS* coveringcons;
581 SCIP_VAR** andvars;
582 SCIP_VAR* andres;
583 SCIP_VAR** coveringconsvars;
584 SCIP_Real* coveringconsvals;
585 SCIP_Bool negated;
586
587 int ntofix;
588 int v;
589
590 /* get constraint and variables */
591 andcons = SCIPconshdlrGetConss(conshdlr)[c];
592 assert(andcons != NULL);
593 andvars = SCIPgetVarsAnd(scip, andcons);
594 assert(andvars != NULL);
595
596 /* allocate memory for covering constraint */
597 SCIP_CALL( SCIPallocBufferArray(coveringscip, &coveringconsvars, SCIPgetNVarsAnd(scip, andcons)+1) );
598 SCIP_CALL( SCIPallocBufferArray(coveringscip, &coveringconsvals, SCIPgetNVarsAnd(scip, andcons)+1) );
599
600 /* collect unfixed variables */
601 BMSclearMemoryArray(consmarker, nvars);
602 ntofix = 0;
603 for( v = SCIPgetNVarsAnd(scip, andcons)-1; v >= 0; v-- )
604 {
605 assert(andvars[v] != NULL);
606 negated = FALSE;
607
608 /* if variable is fixed to 0, entire constraint can be linearized */
609 if( varIsFixed(scip, andvars[v], 0.0, globalbounds) )
610 {
611 ntofix = 0;
612 break;
613 }
614
615 /* if variable is fixed, nothing to do */
616 if( termIsConstant(scip, andvars[v], 1.0, globalbounds) )
617 {
618 continue;
619 }
620
621 /* if constraints with inactive variables are present, we have to find the corresponding active variable */
622 probindex = SCIPvarGetProbindex(andvars[v]);
623 if( probindex == -1 )
624 {
625 SCIP_VAR* repvar;
626
627 /* get binary representative of variable */
628 SCIP_CALL( SCIPgetBinvarRepresentative(scip, andvars[v], &repvar, &negated) );
629 assert(repvar != NULL);
630 assert(SCIPvarGetStatus(repvar) != SCIP_VARSTATUS_FIXED);
631
633 {
634 SCIPdebugMsg(scip, "strange: multiaggregated variable found <%s>\n", SCIPvarGetName(andvars[v]));
635 SCIPdebugMsg(scip, "inactive variables detected in constraint <%s>\n", SCIPconsGetName(andcons));
636 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
637 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
638 goto TERMINATE;
639 }
640
641 /* check for negation */
642 if( SCIPvarIsNegated(repvar) )
643 {
644 probindex = SCIPvarGetProbindex(SCIPvarGetNegationVar(repvar));
645 negated = TRUE;
646 }
647 else
648 {
649 assert(SCIPvarIsActive(repvar));
650 probindex = SCIPvarGetProbindex(repvar);
651 negated = FALSE;
652 }
653 }
654 assert(probindex >= 0);
655 assert(coveringvars[probindex] != NULL);
656
657 /* add covering variable for unfixed original variable */
658 if( negated )
659 {
660 SCIP_CALL( SCIPgetNegatedVar(coveringscip, coveringvars[probindex], &coveringconsvars[ntofix]) );
661 }
662 else
663 coveringconsvars[ntofix] = coveringvars[probindex];
664 coveringconsvals[ntofix] = 1.0;
665 ntofix++;
666 }
667 negated = FALSE;
668
669 /* if constraints with inactive variables are present, we have to find the corresponding active variable */
670 andres = SCIPgetResultantAnd(scip, andcons);
671 assert(andres != NULL);
672 probindex = SCIPvarGetProbindex(andres);
673
674 /* if resultant is fixed this constraint can be either linearized or is redundant because all operands can be fixed */
675 if( termIsConstant(scip, andres, 1.0, globalbounds) )
676 {
677 /* free memory for covering constraint */
678 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
679 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
680
681 continue;
682 }
683
684 if( probindex == -1 )
685 {
686 SCIP_VAR* repvar;
687
688 /* get binary representative of variable */
689 SCIP_CALL( SCIPgetBinvarRepresentative(scip, SCIPgetResultantAnd(scip, andcons), &repvar, &negated) );
690 assert(repvar != NULL);
691 assert(SCIPvarGetStatus(repvar) != SCIP_VARSTATUS_FIXED);
692
694 {
695 SCIPdebugMsg(scip, "strange: multiaggregated variable found <%s>\n", SCIPvarGetName(SCIPgetResultantAnd(scip, andcons)));
696 SCIPdebugMsg(scip, "inactive variables detected in constraint <%s>\n", SCIPconsGetName(andcons));
697 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
698 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
699 goto TERMINATE;
700 }
701
702 /* check for negation */
703 if( SCIPvarIsNegated(repvar) )
704 {
705 probindex = SCIPvarGetProbindex(SCIPvarGetNegationVar(repvar));
706 negated = TRUE;
707 }
708 else
709 {
710 assert(SCIPvarIsActive(repvar));
711 probindex = SCIPvarGetProbindex(repvar);
712 negated = FALSE;
713 }
714 }
715 else if( SCIPvarGetLbGlobal(andres) > 0.5 || SCIPvarGetUbGlobal(andres) < 0.5 )
716 {
717 /* free memory for covering constraint */
718 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
719 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
720
721 continue;
722 }
723 assert(probindex >= 0);
724 assert(coveringvars[probindex] != NULL);
725 assert(!termIsConstant(scip, (negated ? SCIPvarGetNegatedVar(vars[probindex]) : vars[probindex]), 1.0, globalbounds));
726
727 /* if less than two variables are unfixed or the resultant variable is fixed, the entire constraint can be linearized anyway */
728 if( ntofix >= 2 )
729 {
730 assert(ntofix <= SCIPgetNVarsAnd(scip, andcons));
731
732 /* add covering variable for unfixed resultant */
733 if( negated )
734 {
735 SCIP_CALL( SCIPgetNegatedVar(coveringscip, coveringvars[probindex], &coveringconsvars[ntofix]) );
736 }
737 else
738 coveringconsvars[ntofix] = coveringvars[probindex];
739 coveringconsvals[ntofix] = (SCIP_Real)(ntofix - 1);
740 ntofix++;
741
742 /* create covering constraint */
743 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_covering", SCIPconsGetName(andcons));
744 SCIP_CALL( SCIPcreateConsLinear(coveringscip, &coveringcons, name, ntofix, coveringconsvars, coveringconsvals,
745 (SCIP_Real)(ntofix - 1), SCIPinfinity(coveringscip),
747
748 if( coveringcons == NULL )
749 {
750 SCIPdebugMsg(scip, "failed to create linear constraint <%s>\n", name);
751 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
752 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
753 goto TERMINATE;
754 }
755
756 /* add and release covering constraint */
757 SCIP_CALL( SCIPaddCons(coveringscip, coveringcons) );
758 SCIP_CALL( SCIPreleaseCons(coveringscip, &coveringcons) );
759
760 /* update counters */
761 for( v = ntofix-1; v >= 0; v-- )
762 if( SCIPvarIsNegated(coveringconsvars[v]) )
763 incCounters(termcounter, conscounter, consmarker, SCIPvarGetProbindex(SCIPvarGetNegationVar(coveringconsvars[v])));
764 else
765 incCounters(termcounter, conscounter, consmarker, SCIPvarGetProbindex(coveringconsvars[v]));
766 }
767
768 /* free memory for covering constraint */
769 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
770 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
771 }
772 }
773
774 /* go through all bounddisjunction constraints in the original problem */
775 conshdlr = SCIPfindConshdlr(scip, "bounddisjunction");
776 if( conshdlr != NULL && coverbd )
777 {
778 int c;
779
780 for( c = SCIPconshdlrGetNActiveConss(conshdlr)-1; c >= 0; c-- )
781 {
782 SCIP_CONS* bdcons;
783 SCIP_CONS* coveringcons;
784 SCIP_VAR** bdvars;
785 SCIP_VAR** coveringconsvars;
786 SCIP_Real* coveringconsvals;
787
788 int nbdvars;
789 int ntofix;
790 int v;
791
792 /* get constraint and variables */
793 bdcons = SCIPconshdlrGetConss(conshdlr)[c];
794 assert(bdcons != NULL);
795 bdvars = SCIPgetVarsBounddisjunction(scip, bdcons);
796 assert(bdvars != NULL);
797 nbdvars = SCIPgetNVarsBounddisjunction(scip, bdcons);
798
799 /* bounddisjunction constraints are not passed to the NLP, hence nothing to store in the hash map */
800
801 /* allocate memory for covering constraint */
802 SCIP_CALL( SCIPallocBufferArray(coveringscip, &coveringconsvars, nbdvars) );
803 SCIP_CALL( SCIPallocBufferArray(coveringscip, &coveringconsvals, nbdvars) );
804
805 /* collect unfixed variables */
806 BMSclearMemoryArray(consmarker, nvars);
807 ntofix = 0;
808 for( v = nbdvars-1; v >= 0; v-- )
809 {
810 SCIP_Bool negated;
811
812 assert(bdvars[v] != NULL);
813 negated = FALSE;
814
815 /* if variable is fixed, nothing to do */
816 if( varIsFixed(scip, bdvars[v], globalbounds ? SCIPvarGetLbGlobal(bdvars[v]) : SCIPvarGetLbLocal(bdvars[v]),
817 globalbounds) )
818 {
819 continue;
820 }
821
822 /* if constraints with inactive variables are present, we have to find the corresponding active variable */
823 probindex = SCIPvarGetProbindex(bdvars[v]);
824 if( probindex == -1 )
825 {
826 SCIP_VAR* repvar;
827
828 /* get binary representative of variable */
829 SCIP_CALL( SCIPgetBinvarRepresentative(scip, bdvars[v], &repvar, &negated) );
830 assert(repvar != NULL);
831 assert(SCIPvarGetStatus(repvar) != SCIP_VARSTATUS_FIXED);
832
834 {
835 SCIPdebugMsg(scip, "strange: multiaggregated variable found <%s>\n", SCIPvarGetName(bdvars[v]));
836 SCIPdebugMsg(scip, "inactive variables detected in constraint <%s>\n", SCIPconsGetName(bdcons));
837 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
838 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
839 goto TERMINATE;
840 }
841
842 /* check for negation */
843 if( SCIPvarIsNegated(repvar) )
844 {
845 probindex = SCIPvarGetProbindex(SCIPvarGetNegationVar(repvar));
846 negated = TRUE;
847 }
848 else
849 {
850 assert(SCIPvarIsActive(repvar));
851 probindex = SCIPvarGetProbindex(repvar);
852 negated = FALSE;
853 }
854 }
855 assert(probindex >= 0);
856 assert(coveringvars[probindex] != NULL);
857
858 /* add covering variable for unfixed original variable */
859 if( negated )
860 {
861 SCIP_CALL( SCIPgetNegatedVar(coveringscip, coveringvars[probindex], &coveringconsvars[ntofix]) );
862 }
863 else
864 coveringconsvars[ntofix] = coveringvars[probindex];
865 coveringconsvals[ntofix] = 1.0;
866 ntofix++;
867 }
868
869 /* if less than two variables are unfixed, the entire constraint can be linearized anyway */
870 if( ntofix >= 2 )
871 {
872 assert(ntofix <= nbdvars);
873
874 /* create covering constraint */
875 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_covering", SCIPconsGetName(bdcons));
876 SCIP_CALL( SCIPcreateConsLinear(coveringscip, &coveringcons, name, ntofix, coveringconsvars, coveringconsvals,
877 (SCIP_Real)(ntofix - 1), SCIPinfinity(coveringscip),
879
880 if( coveringcons == NULL )
881 {
882 SCIPdebugMsg(scip, "failed to create linear constraint <%s>\n", name);
883 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
884 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
885 goto TERMINATE;
886 }
887
888 /* add and release covering constraint */
889 SCIP_CALL( SCIPaddCons(coveringscip, coveringcons) );
890 SCIP_CALL( SCIPreleaseCons(coveringscip, &coveringcons) );
891
892 /* update counters */
893 for( v = ntofix-1; v >= 0; v-- )
894 if( SCIPvarIsNegated(coveringconsvars[v]) )
895 incCounters(termcounter, conscounter, consmarker, SCIPvarGetProbindex(SCIPvarGetNegationVar(coveringconsvars[v])));
896 else
897 incCounters(termcounter, conscounter, consmarker, SCIPvarGetProbindex(coveringconsvars[v]));
898 }
899
900 /* free memory for covering constraint */
901 SCIPfreeBufferArray(coveringscip, &coveringconsvals);
902 SCIPfreeBufferArray(coveringscip, &coveringconsvars);
903 }
904 }
905
906 /* go through all indicator constraints in the original problem; fix the binary variable */
907 conshdlr = SCIPfindConshdlr(scip, "indicator");
908 if( conshdlr != NULL && coverind )
909 {
910 int c;
911
912 for( c = SCIPconshdlrGetNActiveConss(conshdlr)-1; c >= 0; c-- )
913 {
914 SCIP_CONS* indcons;
915 SCIP_VAR* binvar;
916 SCIP_VAR* coveringvar;
917
918 /* get constraint and variables */
919 indcons = SCIPconshdlrGetConss(conshdlr)[c];
920 assert(indcons != NULL);
921 binvar = SCIPgetBinaryVarIndicator(indcons);
922 assert(binvar != NULL);
923
924 /* indicator constraints are not passed to the NLP, hence nothing to store in the hash map */
925
926 /* if variable is fixed, nothing to do */
927 if( varIsFixed(scip, binvar, globalbounds ? SCIPvarGetLbGlobal(binvar) : SCIPvarGetLbLocal(binvar), globalbounds) )
928 {
929 continue;
930 }
931
932 /* if constraints with inactive variables are present, we have to find the corresponding active variable */
933 probindex = SCIPvarGetProbindex(binvar);
934 if( probindex == -1 )
935 {
936 SCIP_VAR* repvar;
937 SCIP_Bool negated;
938
939 /* get binary representative of variable */
940 negated = FALSE;
941 SCIP_CALL( SCIPgetBinvarRepresentative(scip, binvar, &repvar, &negated) );
942 assert(repvar != NULL);
943 assert(SCIPvarGetStatus(repvar) != SCIP_VARSTATUS_FIXED);
944
946 {
947 SCIPdebugMsg(scip, "strange: multiaggregated variable found <%s>\n", SCIPvarGetName(binvar));
948 SCIPdebugMsg(scip, "inactive variables detected in constraint <%s>\n", SCIPconsGetName(indcons));
949 goto TERMINATE;
950 }
951
952 /* check for negation */
953 if( SCIPvarIsNegated(repvar) )
954 probindex = SCIPvarGetProbindex(SCIPvarGetNegationVar(repvar));
955 else
956 {
957 assert(SCIPvarIsActive(repvar));
958 probindex = SCIPvarGetProbindex(repvar);
959 }
960 }
961 assert(probindex >= 0);
962 assert(coveringvars[probindex] != NULL);
963
964 /* get covering variable for unfixed binary variable in indicator constraint */
965 coveringvar = coveringvars[probindex];
966
967 /* require covering variable to be fixed such that indicator is linearized */
968 SCIP_CALL( SCIPchgVarLb(coveringscip, coveringvar, 1.0) );
969
970 /* update counters */
971 BMSclearMemoryArray(consmarker, nvars);
972 incCounters(termcounter, conscounter, consmarker, probindex);
973 }
974 }
975
976 /* go through all nonlinear constraints in the original problem
977 * @todo: some expr constraints might be SOC and these only need to have all but one variable fixed in order to be
978 * linear; however, by just looking at the nlrow representation of a soc constraint, processNlRow doesn't realize
979 * this. if more specific information is accessible from expr constrains, then this can be improved
980 */
981 conshdlr = SCIPfindConshdlr(scip, "nonlinear");
982 if( conshdlr != NULL && covernl )
983 {
984 int c;
985
986 for( c = SCIPconshdlrGetNActiveConss(conshdlr)-1; c >= 0; c-- )
987 {
988 SCIP_CONS* exprcons;
989 SCIP_NLROW* nlrow;
990
991 /* get constraint */
992 exprcons = SCIPconshdlrGetConss(conshdlr)[c];
993 assert(exprcons != NULL);
994
995 /* get nlrow representation and store it in hash map */
996 SCIP_CALL( SCIPgetNlRowNonlinear(scip, exprcons, &nlrow) );
997 assert(nlrow != NULL);
998
999 /* process nlrow */
1000 *success = FALSE;
1001 SCIP_CALL( processNlRow(scip, nlrow, coveringscip, nvars, coveringvars,
1002 termcounter, conscounter, consmarker, globalbounds, onlyconvexify, success) );
1003
1004 if( *success == FALSE )
1005 goto TERMINATE;
1006 }
1007
1008 *success = FALSE;
1009 }
1010
1011 /* set objective function of covering problem */
1012 switch( coveringobj )
1013 {
1014 case 'c': /* number of influenced nonlinear constraints */
1015 for( i = nvars-1; i >= 0; i-- )
1016 {
1017 if( coveringvars[i] == NULL )
1018 continue;
1019 SCIP_CALL( SCIPchgVarObj(coveringscip, coveringvars[i], (SCIP_Real) conscounter[i]) );
1020 }
1021 break;
1022 case 'd': /* domain size */
1023 for( i = nvars-1; i >= 0; i-- )
1024 {
1025 if( coveringvars[i] == NULL )
1026 continue;
1027 SCIP_CALL( SCIPchgVarObj(coveringscip, coveringvars[i],
1028 (globalbounds ? SCIPvarGetUbGlobal(vars[i]) - SCIPvarGetLbGlobal(vars[i]) : SCIPvarGetUbLocal(vars[i]) - SCIPvarGetLbLocal(vars[i]))) );
1029 }
1030 break;
1031 case 'l': /* number of locks */
1032 for( i = nvars-1; i >= 0; i-- )
1033 {
1034 if( coveringvars[i] == NULL )
1035 continue;
1036 nlocksup = SCIPvarGetNLocksUpType(vars[i], SCIP_LOCKTYPE_MODEL);
1037 nlocksdown = SCIPvarGetNLocksDownType(vars[i], SCIP_LOCKTYPE_MODEL);
1038 SCIP_CALL( SCIPchgVarObj(coveringscip, coveringvars[i], (SCIP_Real) (nlocksup+nlocksdown+1)) );
1039 }
1040 break;
1041 case 'm': /* min(up locks, down locks)+1 */
1042 for( i = nvars-1; i >= 0; i-- )
1043 {
1044 if( coveringvars[i] == NULL )
1045 continue;
1046 nlocksup = SCIPvarGetNLocksUpType(vars[i], SCIP_LOCKTYPE_MODEL);
1047 nlocksdown = SCIPvarGetNLocksDownType(vars[i], SCIP_LOCKTYPE_MODEL);
1048 SCIP_CALL( SCIPchgVarObj(coveringscip, coveringvars[i], (SCIP_Real) (MIN(nlocksup, nlocksdown)+1)) );
1049 }
1050 break;
1051 case 't': /* number of influenced nonlinear terms */
1052 for( i = nvars-1; i >= 0; i-- )
1053 {
1054 if( coveringvars[i] == NULL )
1055 continue;
1056 SCIP_CALL( SCIPchgVarObj(coveringscip, coveringvars[i], (SCIP_Real) termcounter[i]) );
1057 }
1058 break;
1059 case 'u': /* unit penalties */
1060 for( i = nvars-1; i >= 0; i-- )
1061 {
1062 if( coveringvars[i] == NULL )
1063 continue;
1064 SCIP_CALL( SCIPchgVarObj(coveringscip, coveringvars[i], 1.0) );
1065 }
1066 break;
1067 default:
1068 SCIPerrorMessage("invalid choice <%c> for covering objective\n", coveringobj);
1069 goto TERMINATE;
1070 }
1071
1072 /* covering problem successfully set up */
1073 *success = TRUE;
1074
1075 TERMINATE:
1077 {
1078 int nnonzs;
1079 nnonzs = 0;
1080 for( i = 0; i < nvars; ++i)
1081 nnonzs += termcounter[i];
1082 SCIPstatisticPrintf("UCstats nnz/var: %9.6f\n", nnonzs/(SCIP_Real)nvars);
1083 nnonzs = 0;
1084 for( i = 0; i < nvars; ++i)
1085 if( conscounter[i] > 0 )
1086 nnonzs++;
1087 SCIPstatisticPrintf("UCstats nlvars: %6d\n", nnonzs);
1088 }
1089 );
1090
1091 /* free counter arrays for weighted objectives */
1092 SCIPfreeBufferArray(scip, &termcounter);
1093 SCIPfreeBufferArray(scip, &conscounter);
1094 SCIPfreeBufferArray(scip, &consmarker);
1095
1096 return SCIP_OKAY;
1097}
1098
1099
1100/** adds a constraint to the covering problem to forbid the given cover */
1101static
1103 SCIP* scip, /**< SCIP data structure of the covering problem */
1104 int nvars, /**< number of variables */
1105 SCIP_VAR** vars, /**< variable array */
1106 int coversize, /**< size of the cover */
1107 int* cover, /**< problem indices of the variables in the cover */
1108 int diversification, /**< how many unfixed variables have to change their value? */
1109 SCIP_Bool* success, /**< pointer to store whether the cutoff constraint was created successfully */
1110 SCIP_Bool* infeas /**< pointer to store whether the cutoff proves (local or global) infeasibility */
1111 )
1112{
1113 SCIP_CONS* cons;
1114 SCIP_VAR** consvars;
1115
1116 char name[SCIP_MAXSTRLEN];
1117 int nconsvars;
1118 int i;
1119
1120 assert(scip != NULL);
1121 assert(vars != NULL);
1122 assert(nvars >= 1);
1123 assert(cover != NULL);
1124 assert(coversize >= 1);
1125 assert(coversize <= nvars);
1126 assert(diversification >= 1);
1127 assert(success != NULL);
1128 assert(infeas != NULL);
1129
1130 *success = FALSE;
1131 *infeas = FALSE;
1132
1133 /* allocate memory for constraint variables */
1134 SCIP_CALL( SCIPallocBufferArray(scip, &consvars, coversize) );
1135 nconsvars = 0;
1136 cons = NULL;
1137
1138 /* create constraint name */
1139 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "forbid_cover_assignment");
1140
1141 /* if all variables in the cover are binary and we require only one variable to change its value, then we create a
1142 * set covering constraint
1143 */
1144 if( diversification == 1 )
1145 {
1146 /* build up constraint */
1147 for( i = coversize-1; i >= 0; i-- )
1148 {
1149 if( vars[cover[i]] != NULL && !SCIPisFeasGE(scip, SCIPvarGetLbLocal(vars[cover[i]]), 1.0) )
1150 {
1151 SCIP_CALL( SCIPgetNegatedVar(scip, vars[cover[i]], &consvars[nconsvars]) );
1152 nconsvars++;
1153 }
1154 }
1155
1156 /* if all covering variables are fixed to one, the constraint cannot be satisfied */
1157 if( nconsvars == 0 )
1158 {
1159 *infeas = TRUE;
1160 }
1161 else
1162 {
1163 /* create constraint */
1164 SCIP_CALL( SCIPcreateConsSetcover(scip, &cons, name, nconsvars, consvars,
1166 }
1167 }
1168 /* if all variables in the cover are binary and we require more variables to change their value, then we create a
1169 * linear constraint
1170 */
1171 else
1172 {
1173 SCIP_Real* consvals;
1174 SCIP_Real rhs;
1175
1176 /* build up constraint */
1177 SCIP_CALL( SCIPallocBufferArray(scip, &consvals, coversize) );
1178 for( i = coversize-1; i >= 0; i-- )
1179 {
1180 if( vars[cover[i]] != NULL && !SCIPisFeasGE(scip, SCIPvarGetLbLocal(vars[cover[i]]), 1.0) )
1181 {
1182 consvars[nconsvars] = vars[cover[i]];
1183 consvals[nconsvars] = 1.0;
1184 nconsvars++;
1185 }
1186 }
1187 rhs = (SCIP_Real) (nconsvars-diversification);
1188
1189 /* if too many covering variables are fixed to 1, the constraint cannot be satisfied */
1190 if( rhs < 0 )
1191 {
1192 *infeas = TRUE;
1193 }
1194 else
1195 {
1196 /* create constraint */
1197 SCIP_CALL( SCIPcreateConsLinear(scip, &cons, name,
1198 nconsvars, consvars, consvals, -SCIPinfinity(scip), rhs,
1200 }
1201
1202 /* free memory */
1203 SCIPfreeBufferArray(scip, &consvals);
1204 }
1205
1206 /* free memory */
1207 SCIPfreeBufferArray(scip, &consvars);
1208
1209 /* if proven infeasible, we do not even add the constraint; otherwise we add and release the constraint if created
1210 * successfully
1211 */
1212 if( !(*infeas) && cons != NULL )
1213 {
1214 SCIP_CALL( SCIPaddCons(scip, cons) );
1215 SCIP_CALL( SCIPreleaseCons(scip, &cons) );
1216 *success = TRUE;
1217 }
1218
1219 return SCIP_OKAY;
1220}
1221
1222
1223/** adds a set covering or bound disjunction constraint to the original problem */
1224static
1226 SCIP* scip, /**< SCIP data structure */
1227 int bdlen, /**< length of bound disjunction */
1228 SCIP_VAR** bdvars, /**< array of variables in bound disjunction */
1229 SCIP_BOUNDTYPE* bdtypes, /**< array of bound types in bound disjunction */
1230 SCIP_Real* bdbounds, /**< array of bounds in bound disjunction */
1231 SCIP_Bool local, /**< is constraint valid only locally? */
1232 SCIP_Bool dynamic, /**< is constraint subject to aging? */
1233 SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup? */
1234 SCIP_Bool* success /**< pointer to store whether the cutoff constraint was created successfully */
1235 )
1236{
1237 SCIP_CONS* cons;
1238 SCIP_VAR** consvars;
1239 SCIP_Bool isbinary;
1240 char name[SCIP_MAXSTRLEN];
1241 int i;
1242
1243 assert(scip != NULL);
1244 assert(bdlen >= 1);
1245 assert(bdvars != NULL);
1246 assert(bdtypes != NULL);
1247 assert(bdbounds != NULL);
1248 assert(success != NULL);
1249
1250 /* initialize */
1251 *success = FALSE;
1252 cons = NULL;
1253 consvars = NULL;
1254
1255 /* create constraint name */
1256 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "undercover_cutoff");
1257
1258 /* check if all variables in the cover are binary */
1259 isbinary = TRUE;
1260 for( i = bdlen-1; i >= 0 && isbinary; i-- )
1261 {
1262 isbinary = SCIPvarIsBinary(bdvars[i]);
1263 }
1264
1265 /* if all variables in the cover are binary, then we create a logicor constraint */
1266 if( isbinary )
1267 {
1268 /* allocate memory for constraint variables */
1269 SCIP_CALL( SCIPallocBufferArray(scip, &consvars, bdlen) );
1270
1271 /* build up constraint */
1272 for( i = bdlen-1; i >= 0; i-- )
1273 {
1274 assert(bdtypes[i] == SCIP_BOUNDTYPE_LOWER || SCIPisFeasZero(scip, bdbounds[i]));
1275 assert(bdtypes[i] == SCIP_BOUNDTYPE_UPPER || SCIPisFeasEQ(scip, bdbounds[i], 1.0));
1276
1277 if( bdtypes[i] == SCIP_BOUNDTYPE_LOWER )
1278 {
1279 consvars[i] = bdvars[i];
1280 }
1281 else
1282 {
1283 assert(bdtypes[i] == SCIP_BOUNDTYPE_UPPER);
1284 SCIP_CALL( SCIPgetNegatedVar(scip, bdvars[i], &consvars[i]) );
1285 }
1286 }
1287
1288 /* create conflict constraint */
1289 SCIP_CALL( SCIPcreateConsLogicor(scip, &cons, name, bdlen, consvars,
1290 FALSE, TRUE, FALSE, FALSE, TRUE, local, FALSE, dynamic, removable, FALSE) );
1291 }
1292 /* otherwise we create a bound disjunction constraint as given */
1293 else
1294 {
1295 /* create conflict constraint */
1296 SCIP_CALL( SCIPcreateConsBounddisjunction(scip, &cons, name, bdlen, bdvars, bdtypes, bdbounds,
1297 FALSE, TRUE, FALSE, FALSE, TRUE, local, FALSE, dynamic, removable, FALSE) );
1298 }
1299
1300 /* add and release constraint if created successfully */
1301 if( cons != NULL )
1302 {
1303 if( local )
1304 {
1306 }
1307 else
1308 {
1309 SCIP_CALL( SCIPaddCons(scip, cons) );
1310 }
1311
1312 SCIP_CALL( SCIPreleaseCons(scip, &cons) );
1313 *success = TRUE;
1314 }
1315
1316 /* free memory */
1317 SCIPfreeBufferArrayNull(scip, &consvars);
1318
1319 return SCIP_OKAY;
1320}
1321
1322
1323/** solve covering problem */
1324static
1326 SCIP* coveringscip, /**< SCIP data structure for the covering problem */
1327 int ncoveringvars, /**< number of the covering problem's variables */
1328 SCIP_VAR** coveringvars, /**< array of the covering problem's variables */
1329 int* coversize, /**< size of the computed cover */
1330 int* cover, /**< array to store indices of the variables in the computed cover
1331 * (should be ready to hold ncoveringvars entries) */
1332 SCIP_Real timelimit, /**< time limit */
1333 SCIP_Real memorylimit, /**< memory limit */
1334 SCIP_Real objlimit, /**< upper bound on the cover size */
1335 SCIP_Bool* success /**< feasible cover found? */
1336 )
1337{
1338 SCIP_Real totalpenalty;
1339 SCIP_RETCODE retcode;
1340 int i;
1341
1342 assert(coveringscip != NULL);
1343 assert(coveringvars != NULL);
1344 assert(cover != NULL);
1345 assert(coversize != NULL);
1346 assert(timelimit > 0.0);
1347 assert(memorylimit > 0.0);
1348 assert(success != NULL);
1349
1350 *success = FALSE;
1351
1352 /* forbid call of heuristics and separators solving sub-CIPs */
1353 SCIP_CALL( SCIPsetSubscipsOff(coveringscip, TRUE) );
1354
1355 /* set presolving and separation to fast */
1358
1359 /* use inference branching */
1360 if( SCIPfindBranchrule(coveringscip, "inference") != NULL && !SCIPisParamFixed(coveringscip, "branching/inference/priority") )
1361 {
1362 SCIP_CALL( SCIPsetIntParam(coveringscip, "branching/inference/priority", INT_MAX/4) );
1363 }
1364
1365 /* only solve root */
1366 SCIP_CALL( SCIPsetLongintParam(coveringscip, "limits/nodes", 1LL) );
1367
1368 SCIPdebugMsg(coveringscip, "timelimit = %g, memlimit = %g\n", timelimit, memorylimit);
1369
1370 /* set time, memory, and objective limit */
1371 SCIP_CALL( SCIPsetRealParam(coveringscip, "limits/time", timelimit) );
1372 SCIP_CALL( SCIPsetRealParam(coveringscip, "limits/memory", memorylimit) );
1373 SCIP_CALL( SCIPsetObjlimit(coveringscip, objlimit) );
1374
1375 /* do not abort on CTRL-C */
1376 SCIP_CALL( SCIPsetBoolParam(coveringscip, "misc/catchctrlc", FALSE) );
1377
1378 /* disable output to console in optimized mode, enable in SCIP's debug mode */
1379#ifdef SCIP_DEBUG
1380 SCIP_CALL( SCIPsetIntParam(coveringscip, "display/verblevel", 5) );
1381 SCIP_CALL( SCIPsetIntParam(coveringscip, "display/freq", 100000) );
1382#else
1383 SCIP_CALL( SCIPsetIntParam(coveringscip, "display/verblevel", 0) );
1384#endif
1385
1386 /* solve covering problem */
1387 retcode = SCIPsolve(coveringscip);
1388
1389 /* errors in solving the covering problem should not kill the overall solving process;
1390 * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
1391 */
1392 if( retcode != SCIP_OKAY )
1393 {
1394#ifndef NDEBUG
1395 SCIP_CALL( retcode );
1396#endif
1397 SCIPwarningMessage(coveringscip, "Error while solving covering problem in Undercover heuristic; sub-SCIP terminated with code <%d>\n",retcode);
1398 return SCIP_OKAY;
1399 }
1400
1401 /* check, whether a feasible cover was found */
1402 if( SCIPgetNSols(coveringscip) == 0 )
1403 return SCIP_OKAY;
1404
1405 /* store solution */
1406 *coversize = 0;
1407 totalpenalty = 0.0;
1408 for( i = 0; i < ncoveringvars; i++ )
1409 {
1410 if( coveringvars[i] == NULL )
1411 continue;
1412
1413 if( SCIPgetSolVal(coveringscip, SCIPgetBestSol(coveringscip), coveringvars[i]) > 0.5 )
1414 {
1415 cover[*coversize] = i;
1416 (*coversize)++;
1417 }
1418 totalpenalty += SCIPvarGetObj(coveringvars[i]);
1419 }
1420
1421 /* print solution if we are in SCIP's debug mode */
1422 assert(SCIPgetBestSol(coveringscip) != NULL);
1423 SCIPdebugMsg(coveringscip, "found a feasible cover: %d/%d variables fixed, normalized penalty=%g\n\n",
1424 *coversize, SCIPgetNOrigVars(coveringscip), SCIPgetSolOrigObj(coveringscip, SCIPgetBestSol(coveringscip))/(totalpenalty+SCIPsumepsilon(coveringscip)));
1425 SCIPdebug( SCIP_CALL( SCIPprintSol(coveringscip, SCIPgetBestSol(coveringscip), NULL, FALSE) ) );
1426 SCIPdebugMsg(coveringscip, "\r \n");
1427
1428 *success = TRUE;
1429
1430 return SCIP_OKAY;
1431}
1432
1433
1434/** computes fixing order and returns whether order has really been changed */
1435static
1437 SCIP* scip, /**< original SCIP data structure */
1438 SCIP_HEURDATA* heurdata, /**< heuristic data */
1439 int nvars, /**< number of variables in the original problem */
1440 SCIP_VAR** vars, /**< variables in the original problem */
1441 int coversize, /**< size of the cover */
1442 int* cover, /**< problem indices of the variables in the cover */
1443 int lastfailed, /**< position in cover array of the variable the fixing of which yielded
1444 * infeasibility in last dive (or >= coversize, in which case *success
1445 * is always TRUE) */
1446 SCIP_Bool* success /**< has order really been changed? */
1447 )
1448{
1449 SCIP_Real* scores;
1450 SCIP_Real bestscore;
1451 SCIP_Bool sortdown;
1452 int i;
1453
1454 assert(scip != NULL);
1455 assert(heurdata != NULL);
1456 assert(nvars >= 1);
1457 assert(vars != NULL);
1458 assert(coversize >= 1);
1459 assert(cover != NULL);
1460 assert(lastfailed >= 0);
1461
1462 *success = FALSE;
1463
1464 /* if fixing the first variable had failed, do not try with another order */
1465 if( lastfailed == 0 )
1466 return SCIP_OKAY;
1467
1468 /* allocate buffer array for score values */
1469 SCIP_CALL( SCIPallocBufferArray(scip, &scores, coversize) );
1470
1471 /* initialize best score to infinite value */
1472 sortdown = (heurdata->fixingorder == 'c' || heurdata->fixingorder == 'v' );
1473 bestscore = sortdown ? -SCIPinfinity(scip) : +SCIPinfinity(scip);
1474
1475 /* compute score values */
1476 for( i = coversize-1; i >= 0; i-- )
1477 {
1478 SCIP_VAR* var;
1479
1480 /* get variable in the cover */
1481 assert(cover[i] >= 0);
1482 assert(cover[i] < nvars);
1483 var = vars[cover[i]];
1484
1485 if( heurdata->fixingorder == 'C' || heurdata->fixingorder == 'c' )
1486 {
1487 /* add a small pertubation value to the score to reduce performance variability */
1488 scores[i] = heurdata->conflictweight * SCIPgetVarConflictScore(scip, var)
1489 + heurdata->inferenceweight * SCIPgetVarAvgInferenceCutoffScore(scip, var, heurdata->cutoffweight)
1490 + SCIPrandomGetReal(heurdata->randnumgen, 0.0, SCIPepsilon(scip));
1491 }
1492 else if( heurdata->fixingorder == 'V' || heurdata->fixingorder == 'v' )
1493 scores[i] = cover[i];
1494 else
1496
1497 assert(scores[i] >= 0.0);
1498
1499 /* update best score */
1500 if( sortdown )
1501 bestscore = MAX(bestscore, scores[i]);
1502 else
1503 bestscore = MIN(bestscore, scores[i]);
1504 }
1505
1506 /* put integers to the front */
1507 if( heurdata->fixintfirst )
1508 {
1509 for( i = coversize-1; i >= 0; i-- )
1510 {
1511 if( SCIPvarIsIntegral(vars[cover[i]]) )
1512 {
1513 if( sortdown )
1514 scores[i] += bestscore+1.0;
1515 else
1516 scores[i] = bestscore - 1.0/(scores[i]+1.0);
1517 }
1518 }
1519 }
1520
1521 /* put last failed variable to the front */
1522 if( lastfailed < coversize )
1523 {
1524 if( sortdown )
1525 scores[lastfailed] += bestscore+2.0;
1526 else
1527 scores[lastfailed] = bestscore - 2.0/(scores[lastfailed]+1.0);
1528 i = cover[lastfailed];
1529 }
1530
1531 /* sort by non-decreasing (negative) score */
1532 if( sortdown )
1533 SCIPsortDownRealInt(scores, cover, coversize);
1534 else
1535 SCIPsortRealInt(scores, cover, coversize);
1536
1537 assert(lastfailed >= coversize || cover[0] == i);
1538
1539 /* free buffer memory */
1540 SCIPfreeBufferArray(scip, &scores);
1541
1542 *success = TRUE;
1543
1544 return SCIP_OKAY;
1545}
1546
1547
1548/** gets fixing value */
1549static
1551 SCIP* scip, /**< original SCIP data structure */
1552 SCIP_HEURDATA* heurdata, /**< heuristic data */
1553 SCIP_VAR* var, /**< variable in the original problem */
1554 SCIP_Real* val, /**< buffer for returning fixing value */
1555 char fixalt, /**< source of the fixing value: 'l'p relaxation, 'n'lp relaxation, 'i'ncumbent solution */
1556 SCIP_Bool* success, /**< could value be retrieved successfully? */
1557 int bdlen, /**< current length of probing path */
1558 SCIP_VAR** bdvars, /**< array of variables with bound changes along probing path */
1559 SCIP_BOUNDTYPE* bdtypes, /**< array of bound types in bound disjunction */
1560 SCIP_Real* oldbounds /**< array of bounds before fixing */
1561 )
1562{
1563 assert(scip != NULL);
1564 assert(heurdata != NULL);
1565 assert(var != NULL);
1566 assert(val != NULL);
1567 assert(success != NULL);
1568
1569 *success = FALSE;
1570
1571 switch( fixalt )
1572 {
1573 case 'l':
1574 /* get the last LP solution value */
1575 *val = SCIPvarGetLPSol(var);
1576 *success = TRUE;
1577 break;
1578 case 'n':
1579 /* only call this function if NLP relaxation is available */
1580 assert(SCIPisNLPConstructed(scip));
1581
1582 /* the solution values are already available */
1583 if( heurdata->nlpsolved )
1584 {
1585 assert(!heurdata->nlpfailed);
1586
1587 /* retrieve NLP solution value */
1588 *val = SCIPvarGetNLPSol(var);
1589 *success = TRUE;
1590 }
1591 /* solve NLP relaxation unless it has not failed too often before */
1592 else if( !heurdata->nlpfailed )
1593 { /*lint --e{850}*/
1594 SCIP_NLPSOLSTAT stat;
1595 int i;
1596
1597 /* restore bounds at start of probing, since otherwise, if in backtrack mode, NLP solver becomes most likely
1598 * locally infeasible
1599 */
1601
1602 for( i = bdlen-1; i >= 0; i-- )
1603 {
1604 SCIP_VAR* relaxvar;
1605 SCIP_Real lb;
1606 SCIP_Real ub;
1607
1608 relaxvar = bdvars[i];
1609
1610 /* both bounds were tightened */
1611 if( i > 0 && bdvars[i-1] == relaxvar )
1612 {
1613 assert(bdtypes[i] != bdtypes[i-1]);
1614
1615 lb = bdtypes[i] == SCIP_BOUNDTYPE_UPPER ? oldbounds[i] : oldbounds[i-1];
1616 ub = bdtypes[i] == SCIP_BOUNDTYPE_UPPER ? oldbounds[i-1] : oldbounds[i];
1617 i--;
1618 }
1619 /* lower bound was tightened */
1620 else if( bdtypes[i] == SCIP_BOUNDTYPE_UPPER )
1621 {
1622 lb = oldbounds[i];
1623 ub = SCIPvarGetUbLocal(relaxvar);
1624 }
1625 /* upper bound was tightened */
1626 else
1627 {
1628 lb = SCIPvarGetLbLocal(relaxvar);
1629 ub = oldbounds[i];
1630 }
1631
1632 assert(SCIPisLE(scip, lb, SCIPvarGetLbLocal(relaxvar)));
1633 assert(SCIPisGE(scip, ub, SCIPvarGetUbLocal(relaxvar)));
1634
1635 /* relax bounds */
1636 SCIP_CALL( SCIPchgVarBoundsDiveNLP(scip, relaxvar, lb, ub) );
1637 }
1638
1639 /* set starting point to lp solution */
1641
1642 /* solve NLP relaxation */
1643 SCIP_CALL( SCIPsolveNLP(scip) ); /*lint !e666*/
1644 stat = SCIPgetNLPSolstat(scip);
1645 *success = stat == SCIP_NLPSOLSTAT_GLOBOPT || stat == SCIP_NLPSOLSTAT_LOCOPT || stat == SCIP_NLPSOLSTAT_FEASIBLE;
1646
1647 SCIPdebugMsg(scip, "solving NLP relaxation to obtain fixing values %s (stat=%d)\n", *success ? "successful" : "failed", stat);
1648
1649 if( *success )
1650 {
1651 /* solving succeeded */
1652 heurdata->nnlpfails = 0;
1653 heurdata->nlpsolved = TRUE;
1654
1655 /* retrieve NLP solution value */
1656 *val = SCIPvarGetNLPSol(var);
1657 }
1658 else
1659 {
1660 /* solving failed */
1661 heurdata->nnlpfails++;
1662 heurdata->nlpfailed = TRUE;
1663 heurdata->nlpsolved = FALSE;
1664
1665 SCIPdebugMsg(scip, "solving NLP relaxation failed (%d time%s%s)\n",
1666 heurdata->nnlpfails, heurdata->nnlpfails > 1 ? "s" : "", heurdata->nnlpfails >= MAXNLPFAILS ? ", will not be called again" : "");
1667 }
1668 }
1669 break;
1670 case 'i':
1671 /* only call this function if a feasible solution is available */
1672 assert(SCIPgetBestSol(scip) != NULL);
1673
1674 /* get value in the incumbent solution */
1675 *val = SCIPgetSolVal(scip, SCIPgetBestSol(scip), var);
1676 *success = TRUE;
1677 break;
1678 default:
1679 break;
1680 }
1681
1682 /* due to propagation (during probing) it might happen that the LP and NLP solution value of var might be outside of
1683 * its bounds
1684 */
1685 *val = MAX(*val, SCIPvarGetLbLocal(var)); /*lint !e666*/
1686 *val = MIN(*val, SCIPvarGetUbLocal(var)); /*lint !e666*/
1687
1688 return SCIP_OKAY;
1689}
1690
1691
1692/** calculates up to four alternative values for backtracking, if fixing the variable failed.
1693 * The alternatives are the two bounds of the variable, and the averages of the bounds and the fixing value.
1694 * For infinite bounds, fixval +/- abs(fixval) will be used instead.
1695 */
1696static
1698 SCIP* scip, /**< original SCIP data structure */
1699 SCIP_VAR* var, /**< variable to calculate alternatives for */
1700 SCIP_Real fixval, /**< reference fixing value */
1701 int* nalternatives, /**< number of fixing values computed */
1702 SCIP_Real* alternatives /**< array to store the alternative fixing values */
1703 )
1704{
1705 SCIP_Real lb;
1706 SCIP_Real ub;
1707
1708 /* for binary variables, there is only two possible fixing values */
1709 if( SCIPvarIsBinary(var) )
1710 {
1711 if( SCIPisFeasEQ(scip, fixval, 0.0) || SCIPisFeasEQ(scip, fixval, 1.0) )
1712 {
1713 alternatives[0] = 1.0 - fixval;
1714 *nalternatives = 1;
1715 }
1716 else
1717 {
1718 alternatives[0] = 0.0;
1719 alternatives[1] = 1.0;
1720 *nalternatives = 2;
1721 }
1722 return;
1723 }
1724
1725 /* get bounds */
1726 lb = SCIPvarGetLbLocal(var);
1727 ub = SCIPvarGetUbLocal(var);
1728
1729 /* if lower bound is infinite, use x'-|x'|; if x' is zero, use -1.0 instead */
1730 if( SCIPisInfinity(scip, -lb) )
1731 lb = SCIPisFeasZero(scip, fixval) ? -1.0 : fixval - ABS(fixval);
1732
1733 /* if upper bound is infinite, use x'+|x'|; if x' is zero, use 1.0 instead */
1734 if( SCIPisInfinity(scip, ub) )
1735 ub = SCIPisFeasZero(scip, fixval) ? 1.0 : fixval + ABS(fixval);
1736
1737 assert(!SCIPisEQ(scip, lb, ub));
1738
1739 /* collect alternatives */
1740 *nalternatives = 0;
1741
1742 /* use lower bound if not equal to x' */
1743 if( !SCIPisFeasEQ(scip, lb, fixval) )
1744 {
1745 alternatives[*nalternatives] = lb;
1746 (*nalternatives)++;
1747 }
1748
1749 /* use upper bound if not equal to x' */
1750 if( !SCIPisFeasEQ(scip, ub, fixval) )
1751 {
1752 alternatives[*nalternatives] = ub;
1753 (*nalternatives)++;
1754 }
1755
1756 /* use the average of x' and lower bound as alternative value, if this is not equal to any of the other values */
1757 if( !SCIPisFeasEQ(scip, lb, fixval) && (!SCIPvarIsIntegral(var) || !SCIPisFeasEQ(scip, lb, fixval-1)) )
1758 {
1759 alternatives[*nalternatives] = (lb+fixval)/2.0;
1760 (*nalternatives)++;
1761 }
1762
1763 /* use the average of x' and upper bound as alternative value, if this is not equal to any of the other values */
1764 if( !SCIPisFeasEQ(scip, ub, fixval) && (!SCIPvarIsIntegral(var) || !SCIPisFeasEQ(scip, ub, fixval+1)) )
1765 {
1766 alternatives[*nalternatives] = (ub+fixval)/2.0;
1767 (*nalternatives)++;
1768 }
1769
1770 assert(*nalternatives <= 4);
1771
1772 return;
1773}
1774
1775
1776/** rounds the given fixing value */
1777static
1779 SCIP* scip, /**< original SCIP data structure */
1780 SCIP_Real* val, /**< fixing value to be rounded */
1781 SCIP_VAR* var, /**< corresponding variable */
1782 SCIP_Bool locksrounding /**< shall we round according to locks? (otherwise to nearest integer) */
1783 )
1784{
1785 SCIP_Real x;
1786
1787 x = *val;
1788
1789 /* if integral within feasibility tolerance, only shift to nearest integer */
1790 if( SCIPisFeasIntegral(scip, x) )
1792
1793 /* round in the direction of least locks with fractionality as tie breaker */
1794 else if( locksrounding )
1795 {
1797 x = SCIPfeasFloor(scip, x);
1799 x = SCIPfeasCeil(scip, x);
1800 else
1802 }
1803 /* round in the direction of least fractionality with locks as tie breaker */
1804 else
1805 {
1806 if( SCIPfeasFrac(scip, x) < 0.5)
1807 x = SCIPfeasFloor(scip, x);
1808 else if( SCIPfeasFrac(scip, x) > 0.5 )
1809 x = SCIPfeasCeil(scip, x);
1810 else
1812 }
1813
1814 /* return rounded fixing value */
1815 *val = x;
1816
1817 return SCIP_OKAY;
1818}
1819
1820/** solve subproblem and pass best feasible solution to original SCIP instance */
1821static
1823 SCIP* scip, /**< SCIP data structure of the original problem */
1824 SCIP_HEUR* heur, /**< heuristic data structure */
1825 int coversize, /**< size of the cover */
1826 int* cover, /**< problem indices of the variables in the cover */
1827 SCIP_Real* fixedvals, /**< fixing values for the variables in the cover */
1828 SCIP_Real timelimit, /**< time limit */
1829 SCIP_Real memorylimit, /**< memory limit */
1830 SCIP_Longint nodelimit, /**< node limit */
1831 SCIP_Longint nstallnodes, /**< number of stalling nodes for the subproblem */
1832 SCIP_Bool* validsolved, /**< was problem constructed from a valid copy and solved (proven optimal or infeasible)? */
1833 SCIP_SOL** sol, /**< best solution found in subproblem (if feasible); *sol must be NULL, solution will be created */
1834 SCIP_Longint* nusednodes /**< number of nodes used for solving the subproblem */
1835 )
1836{
1837 SCIP_HEURDATA* heurdata;
1838 SCIP* subscip;
1839 SCIP_VAR** subvars;
1840 SCIP_VAR** vars;
1841 SCIP_HASHMAP* varmap;
1842 SCIP_VAR** fixedvars;
1843 int nfixedvars;
1844
1845 SCIP_RETCODE retcode;
1846
1847 int nvars;
1848 int i;
1849
1850 assert(scip != NULL);
1851 assert(heur != NULL);
1852 assert(cover != NULL);
1853 assert(fixedvals != NULL);
1854 assert(coversize >= 1);
1855 assert(timelimit > 0.0);
1856 assert(memorylimit > 0.0);
1857 assert(nodelimit >= 1);
1858 assert(nstallnodes >= 1);
1859 assert(validsolved != NULL);
1860 assert(sol != NULL);
1861 assert(*sol == NULL);
1862 assert(nusednodes != NULL);
1863
1864 *validsolved = FALSE;
1865 *nusednodes = 0;
1866
1867 /* get heuristic data */
1868 heurdata = SCIPheurGetData(heur);
1869 assert(heurdata != NULL);
1870
1871 /* get required data of the original problem */
1872 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
1873
1874 SCIP_CALL( SCIPallocBufferArray(scip, &fixedvars, coversize) );
1875 nfixedvars = coversize;
1876 /* fix subproblem variables in the cover */
1877 SCIPdebugMsg(scip, "fixing variables\n");
1878 for( i = coversize-1; i >= 0; i-- )
1879 {
1880 assert(cover[i] >= 0);
1881 assert(cover[i] < nvars);
1882
1883 fixedvars[i] = vars[cover[i]];
1884 }
1885
1886 /* create subproblem */
1887 SCIP_CALL( SCIPcreate(&subscip) );
1888 SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
1889
1890 /* create the variable mapping hash map */
1891 SCIP_CALL( SCIPhashmapCreate(&varmap, SCIPblkmem(subscip), nvars) );
1892
1893 /* copy original problem to subproblem; do not copy pricers */
1894 SCIP_CALL( SCIPcopyConsCompression(scip, subscip, varmap, NULL, "undercoversub", fixedvars, fixedvals, nfixedvars,
1895 heurdata->globalbounds, FALSE, FALSE, TRUE, validsolved) );
1896
1897 if( heurdata->copycuts )
1898 {
1899 /* copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
1900 SCIP_CALL( SCIPcopyCuts(scip, subscip, varmap, NULL, heurdata->globalbounds, NULL) );
1901 }
1902
1903 SCIPdebugMsg(scip, "problem copied, copy %svalid\n", *validsolved ? "" : "in");
1904
1905 /* store subproblem variables */
1906 for( i = nvars-1; i >= 0; i-- )
1907 subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmap, vars[i]);
1908
1909 /* free variable mapping hash map */
1910 SCIPhashmapFree(&varmap);
1911
1912 /* set the parameters such that good solutions are found fast */
1913 SCIPdebugMsg(scip, "setting subproblem parameters\n");
1917
1918 /* deactivate expensive pre-root heuristics, since it may happen that the lp relaxation of the subproblem is already
1919 * infeasible; in this case, we do not want to waste time on heuristics before solving the root lp */
1920 if( !SCIPisParamFixed(subscip, "heuristics/shiftandpropagate/freq") )
1921 {
1922 SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/shiftandpropagate/freq", -1) );
1923 }
1924 if( !SCIPisParamFixed(subscip, "heuristics/zeroobj/freq") )
1925 {
1926 SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/zeroobj/freq", -1) );
1927 }
1928
1929 /* forbid recursive call of undercover heuristic */
1930 if( SCIPisParamFixed(subscip, "heuristics/" HEUR_NAME "/freq") )
1931 {
1932 SCIPwarningMessage(scip, "unfixing parameter heuristics/" HEUR_NAME "/freq in subscip of undercover heuristic to avoid recursive calls\n");
1933 SCIP_CALL( SCIPunfixParam(subscip, "heuristics/" HEUR_NAME "/freq") );
1934 }
1935 SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/" HEUR_NAME "/freq", -1) );
1936
1937 SCIPdebugMsg(scip, "timelimit = %g, memlimit = %g, nodelimit = %" SCIP_LONGINT_FORMAT ", nstallnodes = %" SCIP_LONGINT_FORMAT "\n", timelimit, memorylimit, nodelimit, nstallnodes);
1938
1939 SCIPdebugMsg(scip, "timelimit = %g, memlimit = %g, nodelimit = %" SCIP_LONGINT_FORMAT ", nstallnodes = %" SCIP_LONGINT_FORMAT "\n", timelimit, memorylimit, nodelimit, nstallnodes);
1940
1941 /* disable statistic timing inside sub SCIP */
1942 SCIP_CALL( SCIPsetBoolParam(subscip, "timing/statistictiming", FALSE) );
1943
1944 /* set time, memory and node limits */
1945 SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
1946 SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
1947 SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nodelimit) );
1948 SCIP_CALL( SCIPsetLongintParam(subscip, "limits/stallnodes", nstallnodes) );
1949
1950 /* do not abort subproblem on CTRL-C */
1951 SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
1952
1953 /* disable output to console in optimized mode, enable in SCIP's debug mode */
1954#ifdef SCIP_DEBUG
1955 SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 5) );
1956 SCIP_CALL( SCIPsetIntParam(subscip, "display/freq", 100000) );
1957#else
1958 SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
1959#endif
1960
1961 /* if there is already a solution, add an objective cutoff; note: this does not affect the validity of the subproblem
1962 * if we find solutions later, thus we do not set *validsolved to FALSE */
1963 if( SCIPgetNSols(scip) > 0 )
1964 {
1965 SCIP_Real cutoff;
1966 SCIP_Real upperbound;
1967
1969 upperbound = SCIPgetUpperbound(scip);
1970
1972 cutoff = (upperbound >= 0 ? 1.0 - heurdata->minimprove : 1.0 + heurdata->minimprove) * upperbound;
1973 else
1974 cutoff = (1.0 - heurdata->minimprove) * upperbound + heurdata->minimprove * SCIPgetLowerbound(scip);
1975
1976 cutoff = MIN(upperbound, cutoff);
1977 SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
1978
1979 SCIPdebugMsg(scip, "adding objective cutoff=%g (minimprove=%g)\n", cutoff, heurdata->minimprove);
1980 }
1981
1982 /* solve subproblem */
1983 SCIPdebugMsg(scip, "solving subproblem started\n");
1984 retcode = SCIPsolve(subscip);
1985
1986 /* Errors in solving the subproblem should not kill the overall solving process
1987 * Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
1988 */
1989 if( retcode != SCIP_OKAY )
1990 {
1991#ifndef NDEBUG
1992 SCIP_CALL( retcode );
1993#endif
1994 SCIPwarningMessage(scip, "Error while solving subproblem in Undercover heuristic; sub-SCIP terminated with code <%d>\n",retcode);
1995 /* free array of subproblem variables, and subproblem */
1996 SCIPfreeBufferArray(scip, &subvars);
1997 SCIPfreeBufferArray(scip, &fixedvars);
1998 SCIP_CALL( SCIPfree(&subscip) );
1999 return SCIP_OKAY;
2000 }
2001
2002 /* print solving statistics of subproblem if we are in SCIP's debug mode */
2004
2005 /* store solving status; note: if we proved infeasibility in presence of an objective cutoff beyond the primal bound,
2006 * the subproblem was not a valid copy */
2007 *validsolved = *validsolved && (SCIPgetStatus(subscip) == SCIP_STATUS_OPTIMAL
2008 || (SCIPgetStatus(subscip) == SCIP_STATUS_INFEASIBLE && (SCIPgetNSols(scip) == 0 || heurdata->minimprove <= 0.0)));
2009 *nusednodes = SCIPgetNNodes(subscip);
2010
2011 /* if a solution was found for the subproblem, create corresponding solution in the original problem */
2012 if( SCIPgetNSols(subscip) > 0 && (SCIPgetStatus(subscip) != SCIP_STATUS_INFEASIBLE || heurdata->minimprove > 0.0) )
2013 {
2014 SCIP_SOL** subsols;
2015 SCIP_Bool success = FALSE;
2016 int nsubsols;
2017
2018 /* check, whether a solution was found;
2019 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted */
2020 nsubsols = SCIPgetNSols(subscip);
2021 subsols = SCIPgetSols(subscip);
2022 assert(subsols != NULL);
2023
2024 for( i = 0; i < nsubsols; i++ )
2025 {
2026 /* transform solution to original problem */
2027 SCIP_CALL( SCIPtranslateSubSol(scip, subscip, subsols[i], heur, subvars, sol) );
2028
2029 /* try to add new solution to scip */
2030 SCIP_CALL( SCIPtrySol(scip, *sol, FALSE, FALSE, TRUE, TRUE, TRUE, &success) );
2031
2032 if( success )
2033 {
2034 SCIPdebugMsg(scip, "heuristic found %d solutions in subproblem; solution %d feasible in original problem\n", nsubsols, i);
2035 break;
2036 }
2037 else
2038 {
2039 /* free solution structure, since SCIPtranslateSubSol would recreate in the next round */
2040 SCIP_CALL( SCIPfreeSol(scip, sol) );
2041 assert(*sol == NULL);
2042 }
2043 }
2044
2045 /* if the best subproblem solution was not accepted in the original problem, then we do not trust the solving status */
2046 if( !success || i > 0 )
2047 *validsolved = FALSE;
2048 }
2049
2050 if( *validsolved )
2051 {
2052 SCIP_CALL( SCIPmergeVariableStatistics(subscip, scip, subvars, vars, nvars) );
2053 }
2054
2055 /* free array of subproblem variables, and subproblem */
2056 SCIPfreeBufferArray(scip, &subvars);
2057 SCIPfreeBufferArray(scip, &fixedvars);
2058 SCIP_CALL( SCIPfree(&subscip) );
2059
2060 return SCIP_OKAY;
2061}
2062
2063
2064/** perform fixing of a variable and record bound disjunction information */
2065static
2067 SCIP* scip, /**< SCIP data structure */
2068 SCIP_VAR* var, /**< variable to fix */
2069 SCIP_Real val, /**< fixing value */
2070 SCIP_Bool* infeas, /**< pointer to store whether the fixing lead to infeasibility */
2071 int* bdlen, /**< current length of bound disjunction */
2072 SCIP_VAR** bdvars, /**< array of variables in bound disjunction */
2073 SCIP_BOUNDTYPE* bdtypes, /**< array of bound types in bound disjunction */
2074 SCIP_Real* bdbounds, /**< array of bounds in bound disjunction */
2075 SCIP_Real* oldbounds /**< array of bounds before fixing */
2076 )
2077{
2078 SCIP_Longint ndomredsfound;
2079 SCIP_Real oldlb;
2080 SCIP_Real oldub;
2081 int oldbdlen;
2082
2083 assert(scip != NULL);
2084 assert(var != NULL);
2085 assert(val >= SCIPvarGetLbLocal(var));
2086 assert(val <= SCIPvarGetUbLocal(var));
2087 assert(infeas != NULL);
2088 assert(bdlen != NULL);
2089 assert(*bdlen >= 0);
2090 assert(*bdlen < 2*SCIPgetNVars(scip)-1);
2091 assert(bdvars != NULL);
2092 assert(bdtypes != NULL);
2093 assert(bdbounds != NULL);
2094
2095 assert(!SCIPvarIsIntegral(var) || SCIPisFeasIntegral(scip, val));
2096
2097 /* remember length of probing path */
2098 oldbdlen = *bdlen;
2099
2100 /* get bounds of the variable to fix */
2101 oldlb = SCIPvarGetLbLocal(var);
2102 oldub = SCIPvarGetUbLocal(var);
2103
2104 /* decrease upper bound to fixing value */
2105 *infeas = FALSE;
2106 if( SCIPisUbBetter(scip, val, oldlb, oldub) )
2107 {
2108 /* we only want to open a new probing node if we do not exceed the maximal tree depth */
2110 {
2111 /* create next probing node */
2113 }
2114 SCIP_CALL( SCIPchgVarUbProbing(scip, var, val) );
2115
2116 SCIPdebugMsg(scip, "tentatively decreasing upper bound of variable <%s> to %g for probing\n",
2117 SCIPvarGetName(var), val);
2118
2119 /* store bound disjunction information */
2120 bdvars[*bdlen] = var;
2121 bdtypes[*bdlen] = SCIP_BOUNDTYPE_LOWER;
2122 bdbounds[*bdlen] = SCIPvarIsIntegral(var) ? SCIPfeasCeil(scip, val)+1.0 : val;
2123 oldbounds[*bdlen] = oldub;
2124 (*bdlen)++;
2125
2126 /* propagate the bound change; conflict analysis is performed automatically */
2127 SCIP_CALL( SCIPpropagateProbing(scip, 0, infeas, &ndomredsfound) );
2128 SCIPdebugMsg(scip, " --> propagation reduced %" SCIP_LONGINT_FORMAT " further domains\n", ndomredsfound);
2129
2130 /* if propagation led to a cutoff, we backtrack immediately */
2131 if( *infeas )
2132 {
2133 *bdlen = oldbdlen;
2134 return SCIP_OKAY;
2135 }
2136
2137 /* store bound before propagation */
2138 oldbounds[*bdlen] = oldlb;
2139
2140 /* move fixing value into the new domain, since it may be outside due to numerical issues or previous propagation */
2141 oldlb = SCIPvarGetLbLocal(var);
2142 oldub = SCIPvarGetUbLocal(var);
2143 val = MIN(val, oldub);
2144 val = MAX(val, oldlb);
2145
2146 assert(!SCIPvarIsIntegral(var) || SCIPisFeasIntegral(scip, val));
2147 }
2148
2149 /* update lower bound to fixing value */
2150 *infeas = FALSE;
2151 if( SCIPisLbBetter(scip, val, oldlb, oldub) )
2152 {
2153 /* we only want to open a new probing node if we do not exceed the maximal tree depth */
2155 {
2156 /* create next probing node */
2158 }
2159 SCIP_CALL( SCIPchgVarLbProbing(scip, var, val) );
2160
2161 SCIPdebugMsg(scip, "tentatively increasing lower bound of variable <%s> to %g for probing\n",
2162 SCIPvarGetName(var), val);
2163
2164 /* store bound disjunction information */
2165 bdvars[*bdlen] = var;
2166 bdtypes[*bdlen] = SCIP_BOUNDTYPE_UPPER;
2167 bdbounds[*bdlen] = SCIPvarIsIntegral(var) ? SCIPfeasCeil(scip, val)-1.0 : val;
2168 (*bdlen)++;
2169
2170 /* propagate the bound change */
2171 SCIP_CALL( SCIPpropagateProbing(scip, 0, infeas, &ndomredsfound) );
2172 SCIPdebugMsg(scip, " --> propagation reduced %" SCIP_LONGINT_FORMAT " further domains\n", ndomredsfound);
2173
2174 /* if propagation led to a cutoff, we backtrack immediately */
2175 if( *infeas )
2176 {
2177 *bdlen = oldbdlen;
2178 return SCIP_OKAY;
2179 }
2180 }
2181
2182 return SCIP_OKAY;
2183}
2184
2185static
2187 SCIP* scip, /**< original SCIP data structure */
2188 SCIP_HEURDATA* heurdata, /**< heuristic data structure */
2189 int* cover, /**< array with indices of the variables in the computed cover */
2190 int coversize, /**< size of the cover */
2191 SCIP_Real* fixingvals, /**< fixing values for the variables in the cover */
2192 int* bdlen, /**< current length of bound disjunction along the probing path */
2193 SCIP_VAR** bdvars, /**< array of variables in bound disjunction */
2194 SCIP_BOUNDTYPE* bdtypes, /**< array of bound types in bound disjunction */
2195 SCIP_Real* bdbounds, /**< array of bounds in bound disjunction */
2196 SCIP_Real* oldbounds, /**< array of bounds before fixing */
2197 int* nfixedints, /**< pointer to store number of fixed integer variables */
2198 int* nfixedconts, /**< pointer to store number of fixed continuous variables */
2199 int* lastfailed, /**< position in cover array of the variable the fixing of which yielded
2200 * infeasibility */
2201 SCIP_Bool* infeas /**< pointer to store whether fix-and-propagate led to an infeasibility */
2202 )
2203{
2204 SCIP_VAR** vars; /* original problem's variables */
2205
2206 int i;
2207 SCIP_Bool lpsolved;
2208
2209 /* start probing in original problem */
2212
2213 /* initialize data */
2214 *nfixedints = 0;
2215 *nfixedconts = 0;
2216 *bdlen = 0;
2217 vars = SCIPgetVars(scip);
2218
2219 /* round-fix-propagate-analyze-backtrack for each variable in the cover
2220 * TODO doing a fix-and-propagate for one variable at a time can be very expensive for large covers
2221 * (try, e.g., junkturn with maxcoversizevars=1)
2222 * consider splitting the cover into at most, say, 100 batches, and fix a complete batch before propagating
2223 */
2224 for( i = 0; i < coversize && !(*infeas); i++ )
2225 {
2226 SCIP_Real* boundalts;
2227 SCIP_Real* usedvals;
2228 SCIP_Real val;
2229 int nbacktracks;
2230 int nboundalts;
2231 int nfailedvals;
2232 int nusedvals;
2233 int probingdepth;
2234 int idx;
2235
2236 /* get probindex of next variable in the cover */
2237 idx = cover[i];
2238
2239 /* nothing to do if the variable was already fixed, e.g., by propagation */
2240 if( SCIPisEQ(scip, SCIPvarGetLbLocal(vars[idx]), SCIPvarGetUbLocal(vars[idx])) )
2241 {
2242 fixingvals[i] = SCIPvarGetLbLocal(vars[idx]);
2243 continue;
2244 }
2245
2246 /* we will store the fixing values already used to avoid try the same value twice */
2247 SCIP_CALL( SCIPallocBufferArray(scip, &usedvals, heurdata->maxbacktracks+1) );
2248 nusedvals = 0;
2249
2250 /* backtracking loop */
2251 *infeas = TRUE;
2252 nfailedvals = 0;
2253 nboundalts = 0;
2254 boundalts = NULL;
2255 val = 0.0;
2256 for( nbacktracks = 0; nbacktracks <= heurdata->maxbacktracks+nfailedvals && *infeas; nbacktracks++ )
2257 {
2258 SCIP_Real oldlb;
2259 SCIP_Real oldub;
2260 SCIP_Bool usedbefore;
2261 int j;
2262
2263 probingdepth = SCIPgetProbingDepth(scip);
2264
2265 /* get fixing value */
2266 if( nbacktracks < heurdata->nfixingalts )
2267 {
2268 SCIP_Bool success;
2269
2270 /* if the lp relaxation is not solved, we do not even try to retrieve the lp solution value;
2271 * if the NLP relaxation is not constructed, we do not even try to retrieve the NLP solution value;
2272 * if there is no feasible solution yet, we do not even try to obtain the value in the incumbent */
2273 success = FALSE;
2274 if( (heurdata->fixingalts[nbacktracks] != 'l' || lpsolved)
2275 && (heurdata->fixingalts[nbacktracks] != 'n' || !heurdata->nlpfailed)
2276 && (heurdata->fixingalts[nbacktracks] != 'i' || SCIPgetBestSol(scip) != NULL) )
2277 {
2278 SCIP_CALL( getFixingValue(scip, heurdata, vars[idx], &val, heurdata->fixingalts[nbacktracks], &success, *bdlen, bdvars, bdtypes, oldbounds) );
2279 }
2280
2281 if( !success )
2282 {
2283 SCIPdebugMsg(scip, "retrieving fixing value '%c' for variable <%s> failed, trying next in the list\n",
2284 heurdata->fixingalts[nbacktracks], SCIPvarGetName(vars[idx]));
2285 nfailedvals++;
2286 continue;
2287 }
2288
2289 /* for the first (successfully retrieved) fixing value, compute (at most 4) bound dependent
2290 * alternative fixing values */
2291 if( boundalts == NULL )
2292 {
2293 SCIP_CALL( SCIPallocBufferArray(scip, &boundalts, 4) );
2294 nboundalts = 0;
2295 calculateAlternatives(scip, vars[idx], val, &nboundalts, boundalts);
2296 assert(nboundalts >= 0);
2297 assert(nboundalts <= 4);
2298 }
2299 }
2300 /* get alternative fixing value */
2301 else if( boundalts != NULL && nbacktracks < heurdata->nfixingalts+nboundalts )
2302 {
2303 assert(nbacktracks-heurdata->nfixingalts >= 0);
2304 val = boundalts[nbacktracks-heurdata->nfixingalts];
2305 }
2306 else
2307 break;
2308
2309 /* round fixing value */
2310 if( SCIPvarIsIntegral(vars[idx]) && !SCIPisIntegral(scip, val) )
2311 {
2312 SCIP_CALL( roundFixingValue(scip, &val, vars[idx], heurdata->locksrounding) );
2313 assert(SCIPisIntegral(scip, val));
2314 }
2315
2316 /* move value into the domain, since it may be outside due to numerical issues or previous propagation */
2317 oldlb = SCIPvarGetLbLocal(vars[idx]);
2318 oldub = SCIPvarGetUbLocal(vars[idx]);
2319 val = MIN(val, oldub);
2320 val = MAX(val, oldlb);
2321
2322 assert(!SCIPvarIsIntegral(vars[idx]) || SCIPisFeasIntegral(scip, val));
2323
2324 /* check if this fixing value was already used */
2325 usedbefore = FALSE;
2326 for( j = nusedvals-1; j >= 0 && !usedbefore; j-- )
2327 usedbefore = SCIPisFeasEQ(scip, val, usedvals[j]);
2328
2329 if( usedbefore )
2330 {
2331 nfailedvals++;
2332 continue;
2333 }
2334
2335 /* store fixing value */
2336 assert(nusedvals < heurdata->maxbacktracks);
2337 usedvals[nusedvals] = val;
2338 nusedvals++;
2339
2340 /* fix-propagate-analyze */
2341 SCIP_CALL( performFixing(scip, vars[idx], val, infeas, bdlen, bdvars, bdtypes, bdbounds, oldbounds) );
2342
2343 /* if infeasible, backtrack and try alternative fixing value */
2344 if( *infeas )
2345 {
2346 SCIPdebugMsg(scip, " --> cutoff detected - backtracking\n");
2347 SCIP_CALL( SCIPbacktrackProbing(scip, probingdepth) );
2348 }
2349 }
2350
2351 /* free array of alternative backtracking values */
2352 if( boundalts != NULL)
2353 SCIPfreeBufferArray(scip, &boundalts);
2354 SCIPfreeBufferArray(scip, &usedvals);
2355
2356 /* backtracking loop unsuccessful */
2357 if( *infeas )
2358 {
2359 SCIPdebugMsg(scip, "no feasible fixing value found for variable <%s> in fixing order\n",
2360 SCIPvarGetName(vars[idx]));
2361 break;
2362 }
2363 /* fixing successful */
2364 else
2365 {
2366 /* store successful fixing value */
2367 fixingvals[i] = val;
2368
2369 /* statistics */
2370 if( SCIPvarGetType(vars[idx]) == SCIP_VARTYPE_CONTINUOUS )
2371 (*nfixedconts)++;
2372 else
2373 (*nfixedints)++;
2374 }
2375 }
2376 assert(*infeas || i == coversize);
2377 assert(!(*infeas) || i < coversize);
2378
2379 /* end of dive */
2381
2382 *lastfailed = i;
2383
2384 return SCIP_OKAY;
2385}
2386
2387/** main procedure of the undercover heuristic */
2388static
2390 SCIP* scip, /**< original SCIP data structure */
2391 SCIP_HEUR* heur, /**< heuristic data structure */
2392 SCIP_RESULT* result, /**< result data structure */
2393 SCIP_Real timelimit, /**< time limit */
2394 SCIP_Real memorylimit, /**< memory limit */
2395 SCIP_Longint nstallnodes /**< number of stalling nodes for the subproblem */
2396 )
2397{
2398 SCIP_HEURDATA* heurdata; /* heuristic data */
2399 SCIP_VAR** vars; /* original problem's variables */
2400 SCIP_CLOCK* clock; /* clock for updating time limit */
2401
2402 SCIP* coveringscip; /* SCIP data structure for covering problem */
2403 SCIP_VAR** coveringvars; /* covering variables */
2404 SCIP_Real* fixingvals; /* array for storing fixing values used */
2405 int* cover; /* array to store problem indices of variables in the computed cover */
2406
2407 SCIP_VAR** bdvars; /* array of variables in bound disjunction along the probing path */
2408 SCIP_BOUNDTYPE* bdtypes; /* array of bound types in bound disjunction along the probing path */
2409 SCIP_Real* bdbounds; /* array of bounds in bound disjunction along the probing path */
2410 SCIP_Real* oldbounds; /* array of bounds before fixing along the probing path */
2411
2412 SCIP_Real maxcoversize;
2413
2414 int coversize;
2415 int nvars;
2416 int ncovers;
2417 int nunfixeds;
2418 int nnlconss;
2419 int i;
2420
2421 SCIP_Bool success;
2422 SCIP_Bool reusecover;
2423
2424 assert(scip != NULL);
2425 assert(heur != NULL);
2426 assert(result != NULL);
2427 assert(*result == SCIP_DIDNOTFIND);
2428
2429 /* create and start timing */
2430 SCIP_CALL( SCIPcreateClock(scip, &clock) );
2431 SCIP_CALL( SCIPstartClock(scip, clock) );
2432
2433 /* initialize */
2434 fixingvals = NULL;
2435 cover = NULL;
2436 bdvars = NULL;
2437 bdtypes = NULL;
2438 bdbounds = NULL;
2439 oldbounds = NULL;
2440 coversize = 0;
2441
2442 /* get heuristic data */
2443 heurdata = SCIPheurGetData(heur);
2444 assert(heurdata != NULL);
2445
2446 /* NLP relaxation has not been solved yet (only solve once, not again for each cover or dive, because it is expensive) */
2447 heurdata->nlpsolved = FALSE;
2448
2449 /* if solving the NLP relaxation has failed too often in previous runs, or NLP and NLP solver is not available, we do
2450 * not even try
2451 */
2452 heurdata->nlpfailed = heurdata->nnlpfails >= MAXNLPFAILS || !SCIPisNLPConstructed(scip) || SCIPgetNNlpis(scip) == 0;
2453
2454 /* get variable data of original problem */
2455 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
2456
2457 /* get number of nonlinear constraints */
2458 nnlconss = 0;
2459 for( i = 0; i < heurdata->nnlconshdlrs; ++i )
2460 nnlconss += SCIPconshdlrGetNActiveConss(heurdata->nlconshdlrs[i]);
2461 assert(nnlconss >= 0);
2462 assert(nnlconss <= SCIPgetNConss(scip));
2463
2464 /* run only if problem is sufficiently nonlinear */
2465 if( nnlconss < (SCIP_Real) SCIPgetNConss(scip) * heurdata->mincoveredrel || nnlconss < heurdata->mincoveredabs )
2466 {
2467 SCIPdebugMsg(scip, "too few nonlinear constraints present, not running\n");
2468
2469 /* free clock */
2470 SCIP_CALL( SCIPfreeClock(scip, &clock) );
2471
2472 return SCIP_OKAY;
2473 }
2474
2475 /* calculate upper bound for cover size */
2476 if( heurdata->maxcoversizevars < 1.0 )
2477 {
2478 maxcoversize = 0.0;
2479 for( i = 0; i < nvars; ++i )
2480 if( !SCIPvarIsRelaxationOnly(vars[i]) )
2481 maxcoversize += 1.0;
2482 maxcoversize *= heurdata->maxcoversizevars;
2483 }
2484 else
2485 {
2486 /* if maxcoversizevars == 1.0, then there is no limit derived from number of variables */
2487 maxcoversize = (SCIP_Real)nvars;
2488 }
2489 if( heurdata->maxcoversizeconss < SCIP_REAL_MAX )
2490 {
2491 SCIP_Real maxcoversizeconss;
2492 maxcoversizeconss = heurdata->maxcoversizeconss * nnlconss / ((SCIP_Real) SCIPgetNConss(scip));
2493 maxcoversize = MIN(maxcoversize, maxcoversizeconss);
2494 }
2495
2496 /* create covering problem */
2497 success = FALSE;
2498 SCIP_CALL( SCIPcreate(&coveringscip) );
2499 SCIP_CALL( SCIPincludeDefaultPlugins(coveringscip) );
2500 SCIP_CALL( SCIPallocBufferArray(scip, &coveringvars, nvars) );
2501 SCIP_CALL( createCoveringProblem(scip, coveringscip, coveringvars, heurdata->globalbounds, heurdata->onlyconvexify,
2502 heurdata->coverand, heurdata->coverbd, heurdata->coverind, heurdata->covernl, heurdata->coveringobj,
2503 &success) );
2504
2505 if( !success )
2506 {
2507 SCIPdebugMsg(scip, "creating covering problem failed, terminating\n");
2508 goto TERMINATE;
2509 }
2510 else
2511 {
2512 SCIPdebugMsg(scip, "covering problem created successfully\n");
2513 }
2514
2515 /* count number of unfixed covering variables */
2516 nunfixeds = 0;
2517 for( i = nvars-1; i >= 0; i-- )
2518 {
2519 if( coveringvars[i] != NULL && SCIPisFeasEQ(coveringscip, SCIPvarGetLbGlobal(coveringvars[i]), 1.0) )
2520 nunfixeds++;
2521 }
2522
2523 /* update time limit */
2524 SCIP_CALL( updateTimelimit(scip, clock, &timelimit) );
2525
2526 if( timelimit <= MINTIMELEFT )
2527 {
2528 SCIPdebugMsg(scip, "time limit hit, terminating\n");
2529 goto TERMINATE;
2530 }
2531
2532 /* update memory left */
2533 memorylimit -= SCIPgetMemUsed(coveringscip)/1048576.0;
2534 memorylimit -= SCIPgetMemExternEstim(coveringscip)/1048576.0;
2535
2536 /* allocate memory for storing bound disjunction information along probing path */
2537 SCIP_CALL( SCIPallocBufferArray(scip, &bdvars, 2*nvars) );
2538 SCIP_CALL( SCIPallocBufferArray(scip, &bdtypes, 2*nvars) );
2539 SCIP_CALL( SCIPallocBufferArray(scip, &bdbounds, 2*nvars) );
2540 SCIP_CALL( SCIPallocBufferArray(scip, &oldbounds, 2*nvars) );
2541
2542 /* initialize data for recovering loop */
2543 SCIP_CALL( SCIPallocBufferArray(scip, &cover, nvars) );
2544 SCIP_CALL( SCIPallocBufferArray(scip, &fixingvals, nvars) );
2545 ncovers = 0;
2546 success = FALSE;
2547 reusecover = FALSE;
2548
2549 heurdata->nfixingalts = (int) strlen(heurdata->fixingalts);
2550 assert(heurdata->nfixingalts >= 1);
2551
2552 /* recovering loop */
2553 while( (ncovers <= heurdata->maxrecovers || reusecover) && !success )
2554 {
2555 int lastfailed;
2556 int ndives;
2557 int nfixedints;
2558 int nfixedconts;
2559 int bdlen; /* current length of bound disjunction along the probing path */
2560
2561 SCIP_Bool conflictcreated;
2562
2563 SCIPdebugMsg(scip, "solving covering problem\n\n");
2564 success = FALSE;
2565 bdlen = 0;
2566 conflictcreated = FALSE;
2567
2568 /* solve covering problem */
2569 if( !reusecover )
2570 {
2571 SCIP_CALL( solveCoveringProblem(coveringscip, nvars, coveringvars, &coversize, cover,
2572 timelimit, memorylimit + (SCIPgetMemExternEstim(coveringscip)+SCIPgetMemUsed(coveringscip))/1048576.0, maxcoversize, &success) );
2573
2575 if( ncovers == 0 && success )
2576 SCIPstatisticPrintf("UCstats coversize abs: %6d rel: %9.6f\n", coversize, 100.0*coversize /(SCIP_Real)nvars);
2577 );
2578
2579 assert(coversize >= 0);
2580 assert(coversize <= nvars);
2581 ncovers++;
2582
2583 /* free transformed covering problem immediately */
2584 SCIP_CALL( SCIPfreeTransform(coveringscip) );
2585
2586 /* terminate if no feasible cover was found */
2587 if( !success )
2588 {
2589 SCIPdebugMsg(scip, "no feasible cover found in covering problem %d, terminating\n", ncovers);
2590 goto TERMINATE;
2591 }
2592
2593 /* terminate, if cover is empty or too large */
2594 if( coversize == 0 || coversize > maxcoversize )
2595 {
2596 SCIPdebugMsg(scip, "terminating due to coversize=%d\n", coversize);
2597 goto TERMINATE;
2598 }
2599
2600 /* terminate, if cover too large for the ratio of nonlinear constraints */
2601 if( heurdata->maxcoversizeconss < SCIP_REAL_MAX && coversize > heurdata->maxcoversizeconss * nnlconss / (SCIP_Real) SCIPgetNConss(scip) )
2602 {
2603 SCIPdebugMsg(scip, "terminating due to coversize=%d\n", coversize);
2604 goto TERMINATE;
2605 }
2606 }
2607
2608 /* data setup */
2609 ndives = 0;
2610 nfixedints = 0;
2611 nfixedconts = 0;
2612 success = FALSE;
2613 lastfailed = reusecover ? MAX(1, coversize-1) : coversize;
2614
2615 /* round-fix-propagate-analyze-backtrack-reorder loop */
2616 while( ndives <= heurdata->maxreorders && !success )
2617 {
2618 SCIP_Bool reordered;
2619 SCIP_Bool infeas;
2620
2621 /* compute fixing order */
2622 SCIP_CALL( computeFixingOrder(scip, heurdata, nvars, vars, coversize, cover, lastfailed, &reordered) );
2623 reordered = reordered || ndives == 0;
2624 SCIPdebugMsg(scip, "%sordering variables in cover %s\n", ndives == 0 ? "" : "re", reordered ? "" : "failed");
2625
2626 /* stop if order has not changed */
2627 if( !reordered )
2628 break;
2629
2630 infeas = FALSE;
2631 SCIP_CALL( fixAndPropagate(scip, heurdata, cover, coversize, fixingvals, &bdlen, bdvars, bdtypes, bdbounds, oldbounds,
2632 &nfixedints, &nfixedconts, &lastfailed, &infeas) );
2633 ndives++;
2634 success = !infeas;
2635 }
2636
2637 /* update time limit */
2638 SCIPdebugMsg(scip, "%d dive%s of fix-and-propagate for cover %d took %.1f seconds\n", ndives, ndives > 1 ? "s" : "", ncovers, SCIPgetClockTime(scip, clock));
2639 SCIP_CALL( updateTimelimit(scip, clock, &timelimit) );
2640
2641 if( timelimit <= MINTIMELEFT )
2642 {
2643 SCIPdebugMsg(scip, "time limit hit, terminating\n");
2644 goto TERMINATE;
2645 }
2646
2647 /* no feasible fixing could be found for the current cover */
2648 if( !success )
2649 {
2650 SCIPdebugMsg(scip, "no feasible fixing values found for cover %d\n", ncovers);
2651 }
2652 else
2653 {
2654 SCIP_SOL* sol;
2655 SCIP_Longint nsubnodes;
2656 SCIP_Bool validsolved;
2657
2658 SCIPdebugMsg(scip, "heuristic successfully fixed %d variables (%d integral, %d continuous) during probing\n",
2659 nfixedints+nfixedconts, nfixedints, nfixedconts); /*lint !e771*/
2660
2661 /* solve sub-CIP and pass feasible solutions to original problem */
2662 success = FALSE;
2663 validsolved = FALSE;
2664 sol = NULL;
2665 nsubnodes = 0;
2666
2667 SCIP_CALL( solveSubproblem(scip, heur, coversize, cover, fixingvals,
2668 timelimit, memorylimit, heurdata->maxnodes, nstallnodes, &validsolved, &sol, &nsubnodes) );
2669
2670 /* update number of sub-CIP nodes used by heuristic so far */
2671 heurdata->nusednodes += nsubnodes;
2672
2673 /* if the subproblem was constructed from a valid copy and solved, try to forbid the assignment of fixing
2674 * values to variables in the cover
2675 */
2676 if( validsolved )
2677 {
2678 SCIP_Real maxvarsfac;
2679 SCIP_Bool useconf;
2680 int minmaxvars;
2681
2682 SCIP_CALL( SCIPgetIntParam(scip, "conflict/minmaxvars", &minmaxvars) );
2683 SCIP_CALL( SCIPgetRealParam(scip, "conflict/maxvarsfac", &maxvarsfac) );
2684
2685 useconf = bdlen > 0 && (bdlen <= minmaxvars || bdlen < maxvarsfac*nvars);
2686
2687 if( useconf )
2688 {
2689 /* even if we had reset the global bounds at start of probing, the constraint might be only locally valid due to local constraints/cuts */
2690 SCIP_CALL( createConflict(scip, bdlen, bdvars, bdtypes, bdbounds, SCIPgetDepth(scip) > 0, TRUE, TRUE, &success) );
2691 conflictcreated = success;
2692 }
2693
2694 SCIPdebugMsg(scip, "subproblem solved (%s), forbidding assignment in original problem %s, %sconflict length=%d\n",
2695 sol == NULL ? "infeasible" : "optimal",
2696 success ? "successful" : "failed", useconf ? "" : "skipped due to ", bdlen);
2697 }
2698
2699 /* heuristic succeeded */
2700 success = (sol != NULL);
2701 if( success )
2702 {
2703 *result = SCIP_FOUNDSOL;
2704 success = TRUE;
2705
2706 /* call NLP local search heuristic unless it has failed too often */
2707 if( heurdata->postnlp && heurdata->npostnlpfails < MAXPOSTNLPFAILS )
2708 {
2709 if( nfixedconts == 0 && validsolved )
2710 {
2711 SCIPdebugMsg(scip, "subproblem solved to optimality while all covering variables are integral, hence skipping NLP local search\n");
2712 }
2713 else if( heurdata->nlpheur == NULL )
2714 {
2715 SCIPdebugMsg(scip, "NLP heuristic not found, skipping NLP local search\n");
2716 }
2717 else
2718 {
2719 SCIP_RESULT nlpresult;
2720
2721 SCIP_CALL( SCIPapplyHeurSubNlp(scip, heurdata->nlpheur, &nlpresult, sol, NULL) );
2722 SCIPdebugMsg(scip, "NLP local search %s\n", nlpresult == SCIP_FOUNDSOL ? "successful" : "failed");
2723
2724 if( nlpresult == SCIP_FOUNDSOL )
2725 heurdata->npostnlpfails = 0;
2726 else
2727 heurdata->npostnlpfails++;
2728 }
2729 }
2730
2731 /* free solution */
2732 SCIP_CALL( SCIPfreeSol(scip, &sol) );
2733 }
2734 }
2735
2736 /* heuristic failed but we have another recovering try, hence we forbid the current cover in the covering problem */
2737 if( !success && ncovers <= heurdata->maxrecovers )
2738 {
2739 SCIP_Bool infeas;
2740 int diversification;
2741
2742 /* compute minimal number of unfixed covering variables (in the cover) which have to change their value */
2743 diversification = (int) SCIPfeasCeil(scip, (heurdata->recoverdiv) * (SCIP_Real) nunfixeds);
2744 diversification = MAX(diversification, 1);
2745
2746 /* forbid unsuccessful cover globally in covering problem */
2747 SCIP_CALL( forbidCover(coveringscip, nvars, coveringvars, coversize, cover, diversification, &success, &infeas) );
2748
2749 if( infeas )
2750 {
2751 SCIPdebugMsg(scip, "recovering problem infeasible (diversification=%d), terminating\n", diversification);
2752 goto TERMINATE;
2753 }
2754 else if( !success )
2755 {
2756 SCIPdebugMsg(scip, "failed to forbid current cover in the covering problem, terminating\n");
2757 goto TERMINATE;
2758 }
2759 else
2760 {
2761 SCIPdebugMsg(scip, "added constraint to the covering problem in order to forbid current cover\n");
2762 success = FALSE;
2763 }
2764 }
2765
2766 /* try to re-use the same cover at most once */
2767 if( heurdata->reusecover && !reusecover && conflictcreated )
2768 reusecover = TRUE;
2769 else
2770 reusecover = FALSE;
2771 }
2772
2773 TERMINATE:
2774 if( *result != SCIP_FOUNDSOL && *result != SCIP_DELAYED )
2775 {
2776 SCIPdebugMsg(scip, "heuristic terminating unsuccessfully\n");
2777 }
2778
2779 /* we must remain in NLP diving mode until here to be able to retrieve NLP solution values easily */
2780 /* assert((SCIPisNLPConstructed(scip) == FALSE && heurdata->nlpsolved == FALSE) ||
2781 * (SCIPisNLPConstructed(scip) == TRUE && heurdata->nlpsolved == SCIPnlpIsDiving(SCIPgetNLP(scip))));
2782 */
2783 if( heurdata->nlpsolved )
2784 {
2786 }
2787
2788 /* free arrays for storing the cover */
2789 SCIPfreeBufferArrayNull(scip, &fixingvals);
2791
2792 /* free arrays for storing bound disjunction information along probing path */
2793 SCIPfreeBufferArrayNull(scip, &oldbounds);
2794 SCIPfreeBufferArrayNull(scip, &bdbounds);
2795 SCIPfreeBufferArrayNull(scip, &bdtypes);
2796 SCIPfreeBufferArrayNull(scip, &bdvars);
2797
2798 /* free covering problem */
2799 for( i = nvars-1; i >= 0; i-- )
2800 {
2801 if( coveringvars[i] == NULL )
2802 continue;
2803 SCIP_CALL( SCIPreleaseVar(coveringscip, &coveringvars[i]) );
2804 }
2805 SCIPfreeBufferArray(scip, &coveringvars);
2806 SCIP_CALL( SCIPfree(&coveringscip) );
2807
2808 /* free clock */
2809 SCIP_CALL( SCIPfreeClock(scip, &clock) );
2810
2811 return SCIP_OKAY;
2812}
2813
2814
2815/*
2816 * Callback methods of primal heuristic
2817 */
2818
2819/** copy method for primal heuristic plugins (called when SCIP copies plugins) */
2820static
2821SCIP_DECL_HEURCOPY(heurCopyUndercover)
2822{ /*lint --e{715}*/
2823 assert(scip != NULL);
2824 assert(heur != NULL);
2825 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
2826
2827 /* call inclusion method of primal heuristic */
2829
2830 return SCIP_OKAY;
2831}
2832
2833/** destructor of primal heuristic to free user data (called when SCIP is exiting) */
2834static
2835SCIP_DECL_HEURFREE(heurFreeUndercover)
2836{ /*lint --e{715}*/
2837 SCIP_HEURDATA* heurdata;
2838
2839 assert(scip != NULL);
2840 assert(heur != NULL);
2841
2842 /* get heuristic data */
2843 heurdata = SCIPheurGetData(heur);
2844 assert(heurdata != NULL);
2845
2846 /* free heuristic data */
2847 SCIPfreeBlockMemory(scip, &heurdata);
2848 SCIPheurSetData(heur, NULL);
2849
2850 return SCIP_OKAY;
2851}
2852
2853/** initialization method of primal heuristic (called after problem was transformed) */
2854static
2855SCIP_DECL_HEURINIT(heurInitUndercover)
2856{ /*lint --e{715}*/
2857 SCIP_HEURDATA* heurdata;
2858
2859 assert(heur != NULL);
2860 assert(scip != NULL);
2861
2862 /* get heuristic's data */
2863 heurdata = SCIPheurGetData(heur);
2864 assert(heurdata != NULL);
2865
2866 /* create random number generator */
2867 SCIP_CALL( SCIPcreateRandom(scip, &heurdata->randnumgen,
2869
2870 return SCIP_OKAY;
2871}
2872
2873/** deinitialization method of primal heuristic */
2874static
2875SCIP_DECL_HEUREXIT(heurExitUndercover)
2876{ /*lint --e{715}*/
2877 SCIP_HEURDATA* heurdata;
2878
2879 assert(heur != NULL);
2880 assert(scip != NULL);
2881
2882 /* get heuristic's data */
2883 heurdata = SCIPheurGetData(heur);
2884 assert(heurdata != NULL);
2885
2886 /* free random number generator */
2887 SCIPfreeRandom(scip, &heurdata->randnumgen);
2888
2889 return SCIP_OKAY;
2890}
2891
2892/** solving process initialization method of primal heuristic (called when branch and bound process is about to begin) */
2893static
2894SCIP_DECL_HEURINITSOL(heurInitsolUndercover)
2895{ /*lint --e{715}*/
2896 SCIP_HEURDATA* heurdata;
2897 int h;
2898
2899 assert(heur != NULL);
2900 assert(scip != NULL);
2901
2902 /* get heuristic's data */
2903 heurdata = SCIPheurGetData(heur);
2904 assert(heurdata != NULL);
2905
2906 /* initialize counters to zero */
2907 heurdata->nusednodes = 0;
2908 heurdata->npostnlpfails = 0;
2909 heurdata->nnlpfails = 0;
2910
2911 /* if the heuristic is called at the root node, we may want to be called directly after the initial root LP solve */
2912 if( heurdata->beforecuts && SCIPheurGetFreqofs(heur) == 0 )
2914
2915 /* find nonlinear constraint handlers */
2916 SCIP_CALL( SCIPallocBlockMemoryArray(scip, &heurdata->nlconshdlrs, 4) );/*lint !e506*/
2917 h = 0;
2918
2919 if( heurdata->coverand )
2920 {
2921 heurdata->nlconshdlrs[h] = SCIPfindConshdlr(scip, "and");
2922 if( heurdata->nlconshdlrs[h] != NULL )
2923 h++;
2924 }
2925 if( heurdata->coverbd )
2926 {
2927 heurdata->nlconshdlrs[h] = SCIPfindConshdlr(scip, "bounddisjunction");
2928 if( heurdata->nlconshdlrs[h] != NULL )
2929 h++;
2930 }
2931 if( heurdata->coverind )
2932 {
2933 heurdata->nlconshdlrs[h] = SCIPfindConshdlr(scip, "indicator");
2934 if( heurdata->nlconshdlrs[h] != NULL )
2935 h++;
2936 }
2937 if( heurdata->covernl )
2938 {
2939 heurdata->nlconshdlrs[h] = SCIPfindConshdlr(scip, "nonlinear");
2940 if( heurdata->nlconshdlrs[h] != NULL )
2941 h++;
2942 }
2943 heurdata->nnlconshdlrs = h;
2944 assert( heurdata->nnlconshdlrs <= 4 );
2945
2946 /* find NLP local search heuristic */
2947 heurdata->nlpheur = SCIPfindHeur(scip, "subnlp");
2948
2949 return SCIP_OKAY;
2950}
2951
2952/** solving process deinitialization method of primal heuristic (called before branch and bound process data is freed) */
2953static
2954SCIP_DECL_HEUREXITSOL(heurExitsolUndercover)
2955{
2956 SCIP_HEURDATA* heurdata;
2957
2958 assert(heur != NULL);
2959 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
2960
2961 /* get heuristic's data */
2962 heurdata = SCIPheurGetData(heur);
2963 assert(heurdata != NULL);
2964
2965 /* free array of nonlinear constraint handlers */
2966 SCIPfreeBlockMemoryArray(scip, &heurdata->nlconshdlrs, 4);
2967
2968 /* reset timing, if it was changed temporary (at the root node) */
2970
2971 return SCIP_OKAY;
2972}
2973
2974/** execution method of primal heuristic */
2975static
2976SCIP_DECL_HEUREXEC(heurExecUndercover)
2977{ /*lint --e{715}*/
2978 SCIP_HEURDATA* heurdata; /* heuristic data */
2979 SCIP_Real timelimit; /* time limit for the subproblem */
2980 SCIP_Real memorylimit; /* memory limit for the subproblem */
2981 SCIP_Longint nstallnodes; /* number of stalling nodes for the subproblem */
2982 SCIP_Bool run;
2983 SCIP_Bool avoidmemout;
2984
2985 int h;
2986
2987 assert(heur != NULL);
2988 assert(scip != NULL);
2989 assert(result != NULL);
2990
2991 *result = SCIP_DIDNOTRUN;
2992
2993 /* do not call heuristic of node was already detected to be infeasible */
2994 if( nodeinfeasible )
2995 return SCIP_OKAY;
2996
2997 /* get heuristic's data */
2998 heurdata = SCIPheurGetData(heur);
2999 assert(heurdata != NULL);
3000
3001 /* only call heuristic once at the root */
3002 if( SCIPgetDepth(scip) == 0 && SCIPheurGetNCalls(heur) > 0 )
3003 return SCIP_OKAY;
3004
3005 /* if we want to use NLP fixing values exclusively and no NLP solver is available, we cannot run */
3006 if( strcmp(heurdata->fixingalts, "n") == 0 && SCIPgetNNlpis(scip) == 0 )
3007 {
3008 SCIPdebugMsg(scip, "skipping undercover heuristic: want to use NLP fixing values exclusively, but no NLP solver available\n");
3009 return SCIP_OKAY;
3010 }
3011
3012 /* calculate stallnode limit */
3013 nstallnodes = (SCIP_Longint)(heurdata->nodesquot * SCIPgetNNodes(scip));
3014
3015 /* reward heuristic if it succeeded often */
3016 nstallnodes = (SCIP_Longint)(nstallnodes * 3.0 * (SCIPheurGetNBestSolsFound(heur) + 1.0)/(SCIPheurGetNCalls(heur) + 1.0));
3017 nstallnodes -= SUBMIPSETUPCOSTS * SCIPheurGetNCalls(heur); /* account for the setup costs of the sub-CIP */
3018 nstallnodes += heurdata->nodesofs;
3019
3020 /* determine the node limit for the current process */
3021 nstallnodes -= heurdata->nusednodes;
3022 nstallnodes = MIN(nstallnodes, heurdata->maxnodes);
3023 nstallnodes = MAX(nstallnodes, 1);
3024
3025 /* only call heuristics if we have enough nodes left to call sub-CIP solving */
3026 if( nstallnodes < heurdata->minnodes )
3027 {
3028 SCIPdebugMsg(scip, "skipping undercover heuristic: nstallnodes=%" SCIP_LONGINT_FORMAT ", minnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, heurdata->minnodes);
3029 return SCIP_OKAY;
3030 }
3031
3032 /* only call heuristics if we have enough time left */
3033 SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
3034 if( !SCIPisInfinity(scip, timelimit) )
3035 timelimit -= SCIPgetSolvingTime(scip);
3036 if( timelimit <= 2*MINTIMELEFT )
3037 {
3038 SCIPdebugMsg(scip, "skipping undercover heuristic: time left=%g\n", timelimit);
3039 return SCIP_OKAY;
3040 }
3041
3042 /* only call heuristics if we have enough memory left */
3043 SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
3044 SCIP_CALL( SCIPgetBoolParam(scip, "misc/avoidmemout", &avoidmemout) );
3045 if( !SCIPisInfinity(scip, memorylimit) )
3046 {
3047 memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
3048 memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
3049 }
3050
3051 if( avoidmemout && memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
3052 {
3053 SCIPdebugMsg(scip, "skipping undercover heuristic: too little memory\n");
3054 return SCIP_OKAY;
3055 }
3056
3057 /* only call heuristic if nonlinear constraints are present */
3058 run = FALSE;
3059 for( h = heurdata->nnlconshdlrs-1; h >= 0 && !run; h-- )
3060 {
3061 run = (SCIPconshdlrGetNActiveConss(heurdata->nlconshdlrs[h]) > 0);
3062 }
3063
3064 /* go through all nlrows and check for general nonlinearities */
3065 if( !run && SCIPisNLPConstructed(scip) )
3066 {
3067 SCIP_NLROW** nlrows;
3068 int nnlrows;
3069 int i;
3070
3071 /* get nlrows */
3072 nnlrows = SCIPgetNNLPNlRows(scip);
3073 nlrows = SCIPgetNLPNlRows(scip);
3074
3075 /* check for a nonlinear nlrow; start from the end since we expect the linear nlrows at the end */
3076 for( i = nnlrows-1; i >= 0 && !run; i-- )
3077 {
3078 assert(nlrows[i] != NULL);
3079 run = SCIPnlrowGetExpr(nlrows[i]) != NULL;
3080 }
3081 }
3082
3083 if( !run )
3084 {
3085 SCIPdebugMsg(scip, "skipping undercover heuristic: no nonlinear constraints found\n");
3086 return SCIP_OKAY;
3087 }
3088
3089 /* only call heuristics if solving has not stopped yet */
3090 if( SCIPisStopped(scip) )
3091 return SCIP_OKAY;
3092
3093 /* reset timing, if it was changed temporary (at the root node) */
3094 if( heurtiming != HEUR_TIMING )
3096
3097 /* call heuristic */
3098 *result = SCIP_DIDNOTFIND;
3099 SCIPdebugMsg(scip, "calling undercover heuristic for <%s> at depth %d\n", SCIPgetProbName(scip), SCIPgetDepth(scip));
3100
3101 SCIP_CALL( SCIPapplyUndercover(scip, heur, result, timelimit, memorylimit, nstallnodes) );
3102
3103 return SCIP_OKAY;
3104}
3105
3106
3107/*
3108 * primal heuristic specific interface methods
3109 */
3110
3111/** creates the undercover primal heuristic and includes it in SCIP */
3113 SCIP* scip /**< SCIP data structure */
3114 )
3115{
3116 SCIP_HEURDATA* heurdata;
3117 SCIP_HEUR* heur;
3118
3119 /* create undercover primal heuristic data */
3120 SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
3121
3122 /* always use local bounds */
3123 heurdata->globalbounds = FALSE;
3124
3125 /* include primal heuristic */
3128 HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecUndercover, heurdata) );
3129
3130 assert(heur != NULL);
3131
3132 /* set non-NULL pointers to callback methods */
3133 SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyUndercover) );
3134 SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeUndercover) );
3135 SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitUndercover) );
3136 SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitUndercover) );
3137 SCIP_CALL( SCIPsetHeurInitsol(scip, heur, heurInitsolUndercover) );
3138 SCIP_CALL( SCIPsetHeurExitsol(scip, heur, heurExitsolUndercover) );
3139
3140 /* add string parameters */
3141 heurdata->fixingalts = NULL;
3142 SCIP_CALL( SCIPaddStringParam(scip, "heuristics/" HEUR_NAME "/fixingalts",
3143 "prioritized sequence of fixing values used ('l'p relaxation, 'n'lp relaxation, 'i'ncumbent solution)",
3144 &heurdata->fixingalts, FALSE, DEFAULT_FIXINGALTS, NULL, NULL) );
3145
3146 /* add longint parameters */
3147 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/maxnodes",
3148 "maximum number of nodes to regard in the subproblem",
3149 &heurdata->maxnodes, TRUE, DEFAULT_MAXNODES, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
3150
3151 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/minnodes",
3152 "minimum number of nodes required to start the subproblem",
3153 &heurdata->minnodes, TRUE, DEFAULT_MINNODES, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
3154
3155 SCIP_CALL( SCIPaddLongintParam(scip, "heuristics/" HEUR_NAME "/nodesofs",
3156 "number of nodes added to the contingent of the total nodes",
3157 &heurdata->nodesofs, FALSE, DEFAULT_NODESOFS, 0LL, SCIP_LONGINT_MAX, NULL, NULL) );
3158
3159 /* add real parameters */
3160 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/conflictweight",
3161 "weight for conflict score in fixing order",
3162 &heurdata->conflictweight, TRUE, DEFAULT_CONFLICTWEIGHT, SCIP_REAL_MIN, SCIP_REAL_MAX, NULL, NULL) );
3163
3164 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/cutoffweight",
3165 "weight for cutoff score in fixing order",
3166 &heurdata->cutoffweight, TRUE, DEFAULT_CUTOFFWEIGHT, 0.0, SCIP_REAL_MAX, NULL, NULL) );
3167
3168 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/inferenceweight",
3169 "weight for inference score in fixing order",
3170 &heurdata->inferenceweight, TRUE, DEFAULT_INFERENCEWEIGHT, SCIP_REAL_MIN, SCIP_REAL_MAX, NULL, NULL) );
3171
3172 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/maxcoversizevars",
3173 "maximum coversize (as fraction of total number of variables)",
3174 &heurdata->maxcoversizevars, TRUE, DEFAULT_MAXCOVERSIZEVARS, 0.0, 1.0, NULL, NULL) );
3175
3176 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/maxcoversizeconss",
3177 "maximum coversize (as ratio to the percentage of non-affected constraints)",
3178 &heurdata->maxcoversizeconss, TRUE, DEFAULT_MAXCOVERSIZECONSS, 0.0, SCIP_REAL_MAX, NULL, NULL) );
3179
3180 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/mincoveredrel",
3181 "minimum percentage of nonlinear constraints in the original problem",
3182 &heurdata->mincoveredrel, TRUE, DEFAULT_MINCOVEREDREL, 0.0, 1.0, NULL, NULL) );
3183
3184 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/minimprove",
3185 "factor by which the heuristic should at least improve the incumbent",
3186 &heurdata->minimprove, TRUE, DEFAULT_MINIMPROVE, -1.0, 1.0, NULL, NULL) );
3187
3188 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/nodesquot",
3189 "contingent of sub problem nodes in relation to the number of nodes of the original problem",
3190 &heurdata->nodesquot, FALSE, DEFAULT_NODESQUOT, 0.0, 1.0, NULL, NULL) );
3191
3192 SCIP_CALL( SCIPaddRealParam(scip, "heuristics/" HEUR_NAME "/recoverdiv",
3193 "fraction of covering variables in the last cover which need to change their value when recovering",
3194 &heurdata->recoverdiv, TRUE, DEFAULT_RECOVERDIV, 0.0, 1.0, NULL, NULL) );
3195
3196 /* add int parameters */
3197 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/mincoveredabs",
3198 "minimum number of nonlinear constraints in the original problem",
3199 &heurdata->mincoveredabs, TRUE, DEFAULT_MINCOVEREDABS, 0, INT_MAX, NULL, NULL) );
3200
3201 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/maxbacktracks",
3202 "maximum number of backtracks in fix-and-propagate",
3203 &heurdata->maxbacktracks, TRUE, DEFAULT_MAXBACKTRACKS, 0, INT_MAX, NULL, NULL) );
3204
3205 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/maxrecovers",
3206 "maximum number of recoverings",
3207 &heurdata->maxrecovers, TRUE, DEFAULT_MAXRECOVERS, 0, INT_MAX, NULL, NULL) );
3208
3209 SCIP_CALL( SCIPaddIntParam(scip, "heuristics/" HEUR_NAME "/maxreorders",
3210 "maximum number of reorderings of the fixing order",
3211 &heurdata->maxreorders, TRUE, DEFAULT_MAXREORDERS, 0, INT_MAX, NULL, NULL) );
3212
3213 /* add char parameters */
3214 SCIP_CALL( SCIPaddCharParam(scip, "heuristics/" HEUR_NAME "/coveringobj",
3215 "objective function of the covering problem (influenced nonlinear 'c'onstraints/'t'erms, 'd'omain size, 'l'ocks, 'm'in of up/down locks, 'u'nit penalties)",
3216 &heurdata->coveringobj, TRUE, DEFAULT_COVERINGOBJ, COVERINGOBJS, NULL, NULL) );
3217
3218 SCIP_CALL( SCIPaddCharParam(scip, "heuristics/" HEUR_NAME "/fixingorder",
3219 "order in which variables should be fixed (increasing 'C'onflict score, decreasing 'c'onflict score, increasing 'V'ariable index, decreasing 'v'ariable index",
3220 &heurdata->fixingorder, TRUE, DEFAULT_FIXINGORDER, FIXINGORDERS, NULL, NULL) );
3221
3222 /* add bool parameters */
3223 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/beforecuts",
3224 "should the heuristic be called at root node before cut separation?",
3225 &heurdata->beforecuts, TRUE, DEFAULT_BEFORECUTS, NULL, NULL) );
3226
3227 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/fixintfirst",
3228 "should integer variables in the cover be fixed first?",
3229 &heurdata->fixintfirst, TRUE, DEFAULT_FIXINTFIRST, NULL, NULL) );
3230
3231 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/locksrounding",
3232 "shall LP values for integer vars be rounded according to locks?",
3233 &heurdata->locksrounding, TRUE, DEFAULT_LOCKSROUNDING, NULL, NULL) );
3234
3235 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/onlyconvexify",
3236 "should we only fix variables in order to obtain a convex problem?",
3237 &heurdata->onlyconvexify, FALSE, DEFAULT_ONLYCONVEXIFY, NULL, NULL) );
3238
3239 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/postnlp",
3240 "should the NLP heuristic be called to polish a feasible solution?",
3241 &heurdata->postnlp, FALSE, DEFAULT_POSTNLP, NULL, NULL) );
3242
3243 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/coverand",
3244 "should and constraints be covered (or just copied)?",
3245 &heurdata->coverand, TRUE, DEFAULT_COVERAND, NULL, NULL) );
3246
3247 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/coverbd",
3248 "should bounddisjunction constraints be covered (or just copied)?",
3249 &heurdata->coverbd, TRUE, DEFAULT_COVERBD, NULL, NULL) );
3250
3251 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/coverind",
3252 "should indicator constraints be covered (or just copied)?",
3253 &heurdata->coverind, TRUE, DEFAULT_COVERIND, NULL, NULL) );
3254
3255 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/covernl",
3256 "should nonlinear constraints be covered (or just copied)?",
3257 &heurdata->covernl, TRUE, DEFAULT_COVERNL, NULL, NULL) );
3258
3259 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/copycuts",
3260 "should all active cuts from cutpool be copied to constraints in subproblem?",
3261 &heurdata->copycuts, TRUE, DEFAULT_COPYCUTS, NULL, NULL) );
3262
3263 SCIP_CALL( SCIPaddBoolParam(scip, "heuristics/" HEUR_NAME "/reusecover",
3264 "shall the cover be reused if a conflict was added after an infeasible subproblem?",
3265 &heurdata->reusecover, TRUE, DEFAULT_REUSECOVER, NULL, NULL) );
3266
3267 return SCIP_OKAY;
3268}
3269
3270/** create and solve covering problem */
3271static
3273 SCIP* scip, /**< SCIP data structure */
3274 SCIP* coveringscip, /**< SCIP instance for covering problem */
3275 int* coversize, /**< buffer for the size of the computed cover */
3276 SCIP_VAR** cover, /**< pointer to store the variables (of the original SCIP) in the computed cover
3277 * (should be ready to hold SCIPgetNVars(scip) entries) */
3278 SCIP_Real timelimit, /**< time limit */
3279 SCIP_Real memorylimit, /**< memory limit */
3280 SCIP_Real objlimit, /**< objective limit: upper bound on coversize */
3281 SCIP_Bool globalbounds, /**< should global bounds on variables be used instead of local bounds at focus node? */
3282 SCIP_Bool onlyconvexify, /**< should we only fix/dom.red. variables creating nonconvexity? */
3283 SCIP_Bool coverand, /**< should and constraints be covered (or just copied)? */
3284 SCIP_Bool coverbd, /**< should bounddisjunction constraints be covered (or just copied)? */
3285 SCIP_Bool coverind, /**< should indicator constraints be covered (or just copied)? */
3286 SCIP_Bool covernl, /**< should nonlinear constraints be covered (or just copied)? */
3287 char coveringobj, /**< objective function of the covering problem ('b'ranching status,
3288 * influenced nonlinear 'c'onstraints/'t'erms, 'd'omain size, 'l'ocks,
3289 * 'm'in of up/down locks, 'u'nit penalties, constraint 'v'iolation) */
3290 SCIP_Bool* success /**< feasible cover found? */
3291 )
3292{
3293 SCIP_VAR** coveringvars; /* covering variables */
3294 SCIP_VAR** vars; /* original variables */
3295 int* coverinds; /* indices of variables in the cover */
3296 int nvars; /* number of original variables */
3297 int i;
3298
3299 assert(scip != NULL);
3300 assert(coveringscip != NULL);
3301
3302 SCIP_CALL( SCIPincludeDefaultPlugins(coveringscip) );
3303
3304 /* allocate memory for variables of the covering problem */
3305 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL ) );
3306 SCIP_CALL( SCIPallocBufferArray(scip, &coveringvars, nvars) );
3307 SCIP_CALL( SCIPallocBufferArray(scip, &coverinds, nvars) );
3308
3309 SCIP_CALL( createCoveringProblem(scip, coveringscip, coveringvars, globalbounds, onlyconvexify,
3310 coverand, coverbd, coverind, covernl, coveringobj, success) );
3311
3312 if( *success )
3313 {
3314 /* solve covering problem */
3315 SCIPdebugMsg(scip, "solving covering problem\n\n");
3316
3317 SCIP_CALL( solveCoveringProblem(coveringscip, nvars, coveringvars, coversize, coverinds,
3318 timelimit, memorylimit + (SCIPgetMemExternEstim(coveringscip)+SCIPgetMemUsed(coveringscip))/1048576.0, objlimit, success) );
3319
3320 if( *success )
3321 {
3322 assert(*coversize >= 0);
3323 assert(*coversize <= nvars);
3324
3325 /* return original variables in the cover */
3326 for( i = *coversize-1; i >= 0; i-- )
3327 {
3328 assert(coverinds[i] >= 0);
3329 assert(coverinds[i] < nvars);
3330 cover[i] = vars[coverinds[i]];
3331 }
3332 }
3333 }
3334 else
3335 {
3336 SCIPdebugMsg(scip, "failure: covering problem could not be created\n");
3337 }
3338
3339 /* free covering problem */
3340 for( i = nvars-1; i >= 0; i-- )
3341 {
3342 if( coveringvars[i] == NULL )
3343 continue;
3344 SCIP_CALL( SCIPreleaseVar(coveringscip, &coveringvars[i]) );
3345 }
3346 SCIPfreeBufferArray(scip, &coverinds);
3347 SCIPfreeBufferArray(scip, &coveringvars);
3348
3349 return SCIP_OKAY;
3350}
3351
3352/** computes a minimal set of covering variables */
3354 SCIP* scip, /**< SCIP data structure */
3355 int* coversize, /**< buffer for the size of the computed cover */
3356 SCIP_VAR** cover, /**< pointer to store the variables (of the original SCIP) in the computed cover
3357 * (should be ready to hold SCIPgetNVars(scip) entries) */
3358 SCIP_Real timelimit, /**< time limit */
3359 SCIP_Real memorylimit, /**< memory limit */
3360 SCIP_Real objlimit, /**< objective limit: upper bound on coversize */
3361 SCIP_Bool globalbounds, /**< should global bounds on variables be used instead of local bounds at focus node? */
3362 SCIP_Bool onlyconvexify, /**< should we only fix/dom.red. variables creating nonconvexity? */
3363 SCIP_Bool coverand, /**< should and constraints be covered (or just copied)? */
3364 SCIP_Bool coverbd, /**< should bounddisjunction constraints be covered (or just copied)? */
3365 SCIP_Bool coverind, /**< should indicator constraints be covered (or just copied)? */
3366 SCIP_Bool covernl, /**< should nonlinear constraints be covered (or just copied)? */
3367 char coveringobj, /**< objective function of the covering problem ('b'ranching status,
3368 * influenced nonlinear 'c'onstraints/'t'erms, 'd'omain size, 'l'ocks,
3369 * 'm'in of up/down locks, 'u'nit penalties, constraint 'v'iolation) */
3370 SCIP_Bool* success /**< feasible cover found? */
3371 )
3372{
3373 SCIP* coveringscip; /* SCIP instance for covering problem */
3374 SCIP_RETCODE retcode;
3375
3376 assert(scip != NULL);
3377 assert(coversize != NULL);
3378 assert(success != NULL);
3379
3380 *success = FALSE;
3381
3382 /* create covering problem */
3383 SCIP_CALL( SCIPcreate(&coveringscip) );
3384
3385 retcode = computeCoverUndercover(scip, coveringscip, coversize, cover,
3386 timelimit, memorylimit, objlimit,
3387 globalbounds, onlyconvexify, coverand, coverbd, coverind, covernl,
3388 coveringobj, success);
3389
3390 /* free the covering problem scip instance before reacting on potential errors */
3391 SCIP_CALL( SCIPfree(&coveringscip) );
3392
3393 SCIP_CALL( retcode );
3394
3395 return SCIP_OKAY;
3396}
SCIP_VAR * h
Definition: circlepacking.c:68
SCIP_VAR ** x
Definition: circlepacking.c:63
Constraint handler for AND constraints, .
constraint handler for bound disjunction constraints
constraint handler for indicator constraints
Constraint handler for linear constraints in their most general form, .
Constraint handler for logicor constraints (equivalent to set covering, but algorithms are suited fo...
constraint handler for nonlinear constraints specified by algebraic expressions
Constraint handler for the set partitioning / packing / covering constraints .
#define NULL
Definition: def.h:267
#define SCIP_MAXSTRLEN
Definition: def.h:288
#define SCIP_Longint
Definition: def.h:158
#define SCIP_MAXTREEDEPTH
Definition: def.h:316
#define SCIP_REAL_MAX
Definition: def.h:174
#define SCIP_Bool
Definition: def.h:91
#define MIN(x, y)
Definition: def.h:243
#define SCIP_Real
Definition: def.h:173
#define ABS(x)
Definition: def.h:235
#define TRUE
Definition: def.h:93
#define FALSE
Definition: def.h:94
#define MAX(x, y)
Definition: def.h:239
#define SCIP_LONGINT_FORMAT
Definition: def.h:165
#define SCIP_REAL_MIN
Definition: def.h:175
#define SCIP_LONGINT_MAX
Definition: def.h:159
#define SCIP_CALL(x)
Definition: def.h:374
SCIP_VAR * SCIPgetResultantAnd(SCIP *scip, SCIP_CONS *cons)
Definition: cons_and.c:5248
SCIP_RETCODE SCIPcreateConsBounddisjunction(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_BOUNDTYPE *boundtypes, SCIP_Real *bounds, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_RETCODE SCIPgetNlRowNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_NLROW **nlrow)
int SCIPgetNVarsAnd(SCIP *scip, SCIP_CONS *cons)
Definition: cons_and.c:5199
int SCIPgetNVarsBounddisjunction(SCIP *scip, SCIP_CONS *cons)
SCIP_VAR * SCIPgetBinaryVarIndicator(SCIP_CONS *cons)
SCIP_RETCODE SCIPcreateConsLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_VAR ** SCIPgetVarsAnd(SCIP *scip, SCIP_CONS *cons)
Definition: cons_and.c:5223
SCIP_RETCODE SCIPcreateConsLogicor(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_RETCODE SCIPcreateConsSetcover(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
Definition: cons_setppc.c:9467
SCIP_VAR ** SCIPgetVarsBounddisjunction(SCIP *scip, SCIP_CONS *cons)
void SCIPsetSubscipDepth(SCIP *scip, int newdepth)
Definition: scip_copy.c:2626
SCIP_RETCODE SCIPcopyConsCompression(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *suffix, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Bool global, SCIP_Bool enablepricing, SCIP_Bool threadsafe, SCIP_Bool passmessagehdlr, SCIP_Bool *valid)
Definition: scip_copy.c:2969
int SCIPgetSubscipDepth(SCIP *scip)
Definition: scip_copy.c:2605
SCIP_RETCODE SCIPmergeVariableStatistics(SCIP *sourcescip, SCIP *targetscip, SCIP_VAR **sourcevars, SCIP_VAR **targetvars, int nvars)
Definition: scip_copy.c:1265
SCIP_RETCODE SCIPcopyCuts(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, SCIP_Bool global, int *ncutsadded)
Definition: scip_copy.c:2130
SCIP_RETCODE SCIPtranslateSubSol(SCIP *scip, SCIP *subscip, SCIP_SOL *subsol, SCIP_HEUR *heur, SCIP_VAR **subvars, SCIP_SOL **newsol)
Definition: scip_copy.c:1408
SCIP_Bool SCIPisStopped(SCIP *scip)
Definition: scip_general.c:724
SCIP_RETCODE SCIPfree(SCIP **scip)
Definition: scip_general.c:339
SCIP_RETCODE SCIPcreate(SCIP **scip)
Definition: scip_general.c:307
SCIP_STATUS SCIPgetStatus(SCIP *scip)
Definition: scip_general.c:498
SCIP_RETCODE SCIPaddVar(SCIP *scip, SCIP_VAR *var)
Definition: scip_prob.c:1668
const char * SCIPgetProbName(SCIP *scip)
Definition: scip_prob.c:1067
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1422
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1866
int SCIPgetNVars(SCIP *scip)
Definition: scip_prob.c:1992
SCIP_RETCODE SCIPaddCons(SCIP *scip, SCIP_CONS *cons)
Definition: scip_prob.c:2770
int SCIPgetNConss(SCIP *scip)
Definition: scip_prob.c:3042
SCIP_VAR ** SCIPgetVars(SCIP *scip)
Definition: scip_prob.c:1947
int SCIPgetNOrigVars(SCIP *scip)
Definition: scip_prob.c:2432
SCIP_RETCODE SCIPcreateProb(SCIP *scip, const char *name, SCIP_DECL_PROBDELORIG((*probdelorig)), SCIP_DECL_PROBTRANS((*probtrans)), SCIP_DECL_PROBDELTRANS((*probdeltrans)), SCIP_DECL_PROBINITSOL((*probinitsol)), SCIP_DECL_PROBEXITSOL((*probexitsol)), SCIP_DECL_PROBCOPY((*probcopy)), SCIP_PROBDATA *probdata)
Definition: scip_prob.c:117
void SCIPhashmapFree(SCIP_HASHMAP **hashmap)
Definition: misc.c:3108
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3261
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3074
SCIP_RETCODE SCIPaddConsLocal(SCIP *scip, SCIP_CONS *cons, SCIP_NODE *validnode)
Definition: scip_prob.c:3393
#define SCIPdebugMsg
Definition: scip_message.h:78
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
SCIP_RETCODE SCIPapplyHeurSubNlp(SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_SOL *refpoint, SCIP_SOL *resultsol)
Definition: heur_subnlp.c:1768
SCIP_RETCODE SCIPcomputeCoverUndercover(SCIP *scip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverand, SCIP_Bool coverbd, SCIP_Bool coverind, SCIP_Bool covernl, char coveringobj, SCIP_Bool *success)
SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
Definition: scip_param.c:250
SCIP_RETCODE SCIPaddLongintParam(SCIP *scip, const char *name, const char *desc, SCIP_Longint *valueptr, SCIP_Bool isadvanced, SCIP_Longint defaultvalue, SCIP_Longint minvalue, SCIP_Longint maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:111
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:219
SCIP_RETCODE SCIPaddCharParam(SCIP *scip, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:167
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 SCIPaddStringParam(SCIP *scip, const char *name, const char *desc, char **valueptr, SCIP_Bool isadvanced, const char *defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:194
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:545
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
SCIP_RETCODE SCIPsetHeuristics(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:927
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet)
Definition: scip_param.c:904
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:307
SCIP_RETCODE SCIPunfixParam(SCIP *scip, const char *name)
Definition: scip_param.c:385
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:953
SCIP_RETCODE SCIPsetEmphasis(SCIP *scip, SCIP_PARAMEMPHASIS paramemphasis, SCIP_Bool quiet)
Definition: scip_param.c:882
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 SCIPgetIntParam(SCIP *scip, const char *name, int *value)
Definition: scip_param.c:269
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:429
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:603
SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:979
SCIP_RETCODE SCIPincludeHeurUndercover(SCIP *scip)
SCIP_BRANCHRULE * SCIPfindBranchrule(SCIP *scip, const char *name)
Definition: scip_branch.c:297
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:941
int SCIPconshdlrGetNActiveConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4670
SCIP_CONS ** SCIPconshdlrGetConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4593
const char * SCIPconsGetName(SCIP_CONS *cons)
Definition: cons.c:8214
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1174
void SCIPexprGetQuadraticBilinTerm(SCIP_EXPR *expr, int termidx, SCIP_EXPR **expr1, SCIP_EXPR **expr2, SCIP_Real *coef, int *pos2, SCIP_EXPR **prodexpr)
Definition: expr.c:4204
SCIP_Bool SCIPexpriterIsEnd(SCIP_EXPRITER *iterator)
Definition: expriter.c:969
SCIP_Bool SCIPexprAreQuadraticExprsVariables(SCIP_EXPR *expr)
Definition: expr.c:4240
void SCIPexprGetQuadraticData(SCIP_EXPR *expr, SCIP_Real *constant, int *nlinexprs, SCIP_EXPR ***linexprs, SCIP_Real **lincoefs, int *nquadexprs, int *nbilinexprs, SCIP_Real **eigenvalues, SCIP_Real **eigenvectors)
Definition: expr.c:4119
SCIP_Bool SCIPisExprVar(SCIP *scip, SCIP_EXPR *expr)
Definition: scip_expr.c:1431
SCIP_RETCODE SCIPcreateExpriter(SCIP *scip, SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2337
SCIP_EXPR * SCIPexpriterGetNext(SCIP_EXPRITER *iterator)
Definition: expriter.c:858
SCIP_RETCODE SCIPcheckExprQuadratic(SCIP *scip, SCIP_EXPR *expr, SCIP_Bool *isquadratic)
Definition: scip_expr.c:2377
SCIP_VAR * SCIPgetVarExprVar(SCIP_EXPR *expr)
Definition: expr_var.c:416
void SCIPexprGetQuadraticQuadTerm(SCIP_EXPR *quadexpr, int termidx, SCIP_EXPR **expr, SCIP_Real *lincoef, SCIP_Real *sqrcoef, int *nadjbilin, int **adjbilin, SCIP_EXPR **sqrexpr)
Definition: expr.c:4164
void SCIPfreeExpriter(SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2351
SCIP_RETCODE SCIPexpriterInit(SCIP_EXPRITER *iterator, SCIP_EXPR *expr, SCIP_EXPRITER_TYPE type, SCIP_Bool allowrevisit)
Definition: expriter.c:501
SCIP_RETCODE SCIPsetHeurExitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXITSOL((*heurexitsol)))
Definition: scip_heur.c:242
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1364
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
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur)
Definition: heur.c:1599
void SCIPheurSetTimingmask(SCIP_HEUR *heur, SCIP_HEURTIMING timingmask)
Definition: heur.c:1493
SCIP_Longint SCIPheurGetNCalls(SCIP_HEUR *heur)
Definition: heur.c:1579
SCIP_RETCODE SCIPsetHeurInitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINITSOL((*heurinitsol)))
Definition: scip_heur.c:226
int SCIPheurGetFreqofs(SCIP_HEUR *heur)
Definition: heur.c:1559
SCIP_HEUR * SCIPfindHeur(SCIP *scip, const char *name)
Definition: scip_heur.c:258
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1453
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1374
SCIP_LPSOLSTAT SCIPgetLPSolstat(SCIP *scip)
Definition: scip_lp.c:168
SCIP_Longint SCIPgetMemExternEstim(SCIP *scip)
Definition: scip_mem.c:126
#define SCIPfreeBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:110
SCIP_Longint SCIPgetMemUsed(SCIP *scip)
Definition: scip_mem.c:100
#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:136
#define SCIPallocBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:93
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
#define SCIPfreeBufferArrayNull(scip, ptr)
Definition: scip_mem.h:137
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
SCIP_RETCODE SCIPendDiveNLP(SCIP *scip)
Definition: scip_nlp.c:830
SCIP_RETCODE SCIPstartDiveNLP(SCIP *scip)
Definition: scip_nlp.c:802
SCIP_RETCODE SCIPchgVarBoundsDiveNLP(SCIP *scip, SCIP_VAR *var, SCIP_Real lb, SCIP_Real ub)
Definition: scip_nlp.c:886
int SCIPgetNNlpis(SCIP *scip)
Definition: scip_nlpi.c:200
SCIP_Bool SCIPisNLPConstructed(SCIP *scip)
Definition: scip_nlp.c:110
SCIP_NLPSOLSTAT SCIPgetNLPSolstat(SCIP *scip)
Definition: scip_nlp.c:574
#define SCIPsolveNLP(...)
Definition: scip_nlp.h:361
SCIP_RETCODE SCIPsetNLPInitialGuessSol(SCIP *scip, SCIP_SOL *sol)
Definition: scip_nlp.c:501
int SCIPgetNNLPNlRows(SCIP *scip)
Definition: scip_nlp.c:341
SCIP_NLROW ** SCIPgetNLPNlRows(SCIP *scip)
Definition: scip_nlp.c:319
const char * SCIPnlrowGetName(SCIP_NLROW *nlrow)
Definition: nlp.c:1936
SCIP_Real SCIPnlrowGetRhs(SCIP_NLROW *nlrow)
Definition: nlp.c:1917
SCIP_Real SCIPnlrowGetLhs(SCIP_NLROW *nlrow)
Definition: nlp.c:1907
SCIP_EXPRCURV SCIPnlrowGetCurvature(SCIP_NLROW *nlrow)
Definition: nlp.c:1927
SCIP_EXPR * SCIPnlrowGetExpr(SCIP_NLROW *nlrow)
Definition: nlp.c:1897
int SCIPgetProbingDepth(SCIP *scip)
Definition: scip_probing.c:198
SCIP_RETCODE SCIPchgVarUbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:345
SCIP_RETCODE SCIPchgVarLbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:301
SCIP_RETCODE SCIPpropagateProbing(SCIP *scip, int maxproprounds, SCIP_Bool *cutoff, SCIP_Longint *ndomredsfound)
Definition: scip_probing.c:580
SCIP_RETCODE SCIPbacktrackProbing(SCIP *scip, int probingdepth)
Definition: scip_probing.c:225
SCIP_RETCODE SCIPstartProbing(SCIP *scip)
Definition: scip_probing.c:119
SCIP_RETCODE SCIPnewProbingNode(SCIP *scip)
Definition: scip_probing.c:165
SCIP_RETCODE SCIPendProbing(SCIP *scip)
Definition: scip_probing.c:260
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
Definition: scip_sol.c:2169
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:841
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:1631
int SCIPgetNSols(SCIP *scip)
Definition: scip_sol.c:2070
SCIP_SOL ** SCIPgetSols(SCIP *scip)
Definition: scip_sol.c:2119
SCIP_RETCODE SCIPtrySol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *stored)
Definition: scip_sol.c:2954
SCIP_Real SCIPgetSolOrigObj(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:1300
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1217
SCIP_RETCODE SCIPfreeTransform(SCIP *scip)
Definition: scip_solve.c:3344
SCIP_RETCODE SCIPsolve(SCIP *scip)
Definition: scip_solve.c:2498
SCIP_Real SCIPgetUpperbound(SCIP *scip)
SCIP_Longint SCIPgetNNodes(SCIP *scip)
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
SCIP_Real SCIPgetLowerbound(SCIP *scip)
SCIP_RETCODE SCIPcreateClock(SCIP *scip, SCIP_CLOCK **clck)
Definition: scip_timing.c:76
SCIP_RETCODE SCIPresetClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:144
SCIP_Real SCIPgetSolvingTime(SCIP *scip)
Definition: scip_timing.c:378
SCIP_RETCODE SCIPfreeClock(SCIP *scip, SCIP_CLOCK **clck)
Definition: scip_timing.c:127
SCIP_Real SCIPgetClockTime(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:319
SCIP_RETCODE SCIPstartClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:161
SCIP_Bool SCIPisUbBetter(SCIP *scip, SCIP_Real newub, SCIP_Real oldlb, SCIP_Real oldub)
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_Bool SCIPisGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisIntegral(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPfeasFrac(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisLbBetter(SCIP *scip, SCIP_Real newlb, SCIP_Real oldlb, SCIP_Real oldub)
SCIP_Real SCIPfeasCeil(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisFeasZero(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPfeasFloor(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisFeasIntegral(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisZero(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPepsilon(SCIP *scip)
SCIP_Real SCIPsumepsilon(SCIP *scip)
int SCIPgetDepth(SCIP *scip)
Definition: scip_tree.c:670
SCIP_VAR * SCIPvarGetNegatedVar(SCIP_VAR *var)
Definition: var.c:17894
SCIP_Bool SCIPvarIsActive(SCIP_VAR *var)
Definition: var.c:17748
SCIP_Bool SCIPvarIsBinary(SCIP_VAR *var)
Definition: var.c:17599
SCIP_RETCODE SCIPchgVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:4676
SCIP_VARSTATUS SCIPvarGetStatus(SCIP_VAR *var)
Definition: var.c:17538
int SCIPvarGetNLocksUpType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3353
SCIP_Real SCIPvarGetUbLocal(SCIP_VAR *var)
Definition: var.c:18144
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17926
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:17584
SCIP_Real SCIPvarGetUbGlobal(SCIP_VAR *var)
Definition: var.c:18088
int SCIPvarGetProbindex(SCIP_VAR *var)
Definition: var.c:17768
const char * SCIPvarGetName(SCIP_VAR *var)
Definition: var.c:17419
SCIP_RETCODE SCIPreleaseVar(SCIP *scip, SCIP_VAR **var)
Definition: scip_var.c:1248
SCIP_Bool SCIPvarIsIntegral(SCIP_VAR *var)
Definition: var.c:17610
SCIP_Real SCIPvarGetLPSol(SCIP_VAR *var)
Definition: var.c:18452
SCIP_RETCODE SCIPgetNegatedVar(SCIP *scip, SCIP_VAR *var, SCIP_VAR **negvar)
Definition: scip_var.c:1527
SCIP_Real SCIPvarGetLbLocal(SCIP_VAR *var)
Definition: var.c:18134
SCIP_Bool SCIPvarIsNegated(SCIP_VAR *var)
Definition: var.c:17574
SCIP_Bool SCIPvarIsRelaxationOnly(SCIP_VAR *var)
Definition: var.c:17706
SCIP_VAR * SCIPvarGetNegationVar(SCIP_VAR *var)
Definition: var.c:17904
SCIP_RETCODE SCIPcreateVar(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype, SCIP_Bool initial, SCIP_Bool removable, SCIP_DECL_VARDELORIG((*vardelorig)), SCIP_DECL_VARTRANS((*vartrans)), SCIP_DECL_VARDELTRANS((*vardeltrans)), SCIP_DECL_VARCOPY((*varcopy)), SCIP_VARDATA *vardata)
Definition: scip_var.c:114
SCIP_Real SCIPvarGetLbGlobal(SCIP_VAR *var)
Definition: var.c:18078
SCIP_RETCODE SCIPfixVar(SCIP *scip, SCIP_VAR *var, SCIP_Real fixedval, SCIP_Bool *infeasible, SCIP_Bool *fixed)
Definition: scip_var.c:8276
SCIP_Real SCIPgetVarConflictScore(SCIP *scip, SCIP_VAR *var)
Definition: scip_var.c:9241
SCIP_RETCODE SCIPchgVarObj(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_var.c:4513
SCIP_Real SCIPvarGetNLPSol(SCIP_VAR *var)
Definition: var.c:18465
SCIP_RETCODE SCIPgetBinvarRepresentative(SCIP *scip, SCIP_VAR *var, SCIP_VAR **repvar, SCIP_Bool *negated)
Definition: scip_var.c:1597
SCIP_Real SCIPgetVarAvgInferenceCutoffScore(SCIP *scip, SCIP_VAR *var, SCIP_Real cutoffweight)
Definition: scip_var.c:9790
int SCIPvarGetNLocksDownType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3295
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10130
SCIP_RETCODE SCIPcreateRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen, unsigned int initialseed, SCIP_Bool useglobalseed)
void SCIPsortRealInt(SCIP_Real *realarray, int *intarray, int len)
void SCIPsortDownRealInt(SCIP_Real *realarray, int *intarray, int len)
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10877
NLP local search primal heuristic using sub-SCIPs.
#define DEFAULT_COVERNL
static SCIP_DECL_HEUREXEC(heurExecUndercover)
static SCIP_RETCODE performFixing(SCIP *scip, SCIP_VAR *var, SCIP_Real val, SCIP_Bool *infeas, int *bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *bdbounds, SCIP_Real *oldbounds)
static SCIP_RETCODE getFixingValue(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR *var, SCIP_Real *val, char fixalt, SCIP_Bool *success, int bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *oldbounds)
#define DEFAULT_MAXRECOVERS
static void incCounters(int *termcounter, int *conscounter, SCIP_Bool *consmarker, int idx)
#define DEFAULT_NODESQUOT
#define MAXPOSTNLPFAILS
static SCIP_RETCODE solveSubproblem(SCIP *scip, SCIP_HEUR *heur, int coversize, int *cover, SCIP_Real *fixedvals, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Longint nodelimit, SCIP_Longint nstallnodes, SCIP_Bool *validsolved, SCIP_SOL **sol, SCIP_Longint *nusednodes)
#define DEFAULT_FIXINGALTS
#define DEFAULT_NODESOFS
#define DEFAULT_COPYCUTS
#define DEFAULT_MAXNODES
#define DEFAULT_COVERBD
#define DEFAULT_MINCOVEREDABS
#define HEUR_TIMING
#define DEFAULT_MINNODES
static SCIP_RETCODE computeCoverUndercover(SCIP *scip, SCIP *coveringscip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverand, SCIP_Bool coverbd, SCIP_Bool coverind, SCIP_Bool covernl, char coveringobj, SCIP_Bool *success)
#define MAXNLPFAILS
#define HEUR_FREQOFS
#define DEFAULT_ONLYCONVEXIFY
#define HEUR_DESC
static SCIP_Bool termIsConstant(SCIP *scip, SCIP_VAR *var, SCIP_Real coeff, SCIP_Bool global)
#define FIXINGORDERS
static SCIP_RETCODE fixAndPropagate(SCIP *scip, SCIP_HEURDATA *heurdata, int *cover, int coversize, SCIP_Real *fixingvals, int *bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *bdbounds, SCIP_Real *oldbounds, int *nfixedints, int *nfixedconts, int *lastfailed, SCIP_Bool *infeas)
#define DEFAULT_RECOVERDIV
#define SUBMIPSETUPCOSTS
#define DEFAULT_INFERENCEWEIGHT
#define DEFAULT_POSTNLP
#define DEFAULT_MINCOVEREDREL
#define DEFAULT_MAXCOVERSIZECONSS
static SCIP_RETCODE createCoveringProblem(SCIP *scip, SCIP *coveringscip, SCIP_VAR **coveringvars, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverand, SCIP_Bool coverbd, SCIP_Bool coverind, SCIP_Bool covernl, char coveringobj, SCIP_Bool *success)
#define DEFAULT_CONFLICTWEIGHT
#define HEUR_DISPCHAR
#define HEUR_MAXDEPTH
#define HEUR_PRIORITY
#define DEFAULT_REUSECOVER
#define DEFAULT_COVERIND
#define DEFAULT_FIXINGORDER
#define DEFAULT_CUTOFFWEIGHT
#define DEFAULT_MINIMPROVE
static SCIP_RETCODE forbidCover(SCIP *scip, int nvars, SCIP_VAR **vars, int coversize, int *cover, int diversification, SCIP_Bool *success, SCIP_Bool *infeas)
#define HEUR_NAME
static SCIP_RETCODE roundFixingValue(SCIP *scip, SCIP_Real *val, SCIP_VAR *var, SCIP_Bool locksrounding)
static SCIP_DECL_HEUREXITSOL(heurExitsolUndercover)
static SCIP_RETCODE updateTimelimit(SCIP *scip, SCIP_CLOCK *clck, SCIP_Real *timelimit)
static SCIP_DECL_HEURINITSOL(heurInitsolUndercover)
static SCIP_Bool termIsConvex(SCIP *scip, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool sign)
static SCIP_RETCODE solveCoveringProblem(SCIP *coveringscip, int ncoveringvars, SCIP_VAR **coveringvars, int *coversize, int *cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool *success)
static SCIP_RETCODE SCIPapplyUndercover(SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Longint nstallnodes)
#define DEFAULT_MAXCOVERSIZEVARS
#define DEFAULT_MAXBACKTRACKS
static SCIP_DECL_HEUREXIT(heurExitUndercover)
static SCIP_DECL_HEURFREE(heurFreeUndercover)
#define DEFAULT_COVERINGOBJ
#define DEFAULT_RANDSEED
#define DEFAULT_LOCKSROUNDING
static void calculateAlternatives(SCIP *scip, SCIP_VAR *var, SCIP_Real fixval, int *nalternatives, SCIP_Real *alternatives)
static SCIP_RETCODE processNlRow(SCIP *scip, SCIP_NLROW *nlrow, SCIP *coveringscip, int nvars, SCIP_VAR **coveringvars, int *termcounter, int *conscounter, SCIP_Bool *consmarker, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool *success)
#define COVERINGOBJS
#define HEUR_FREQ
static SCIP_Bool varIsFixed(SCIP *scip, SCIP_VAR *var, SCIP_Real val, SCIP_Bool global)
#define DEFAULT_FIXINTFIRST
#define DEFAULT_BEFORECUTS
#define HEUR_USESSUBSCIP
#define MINTIMELEFT
static SCIP_RETCODE createConflict(SCIP *scip, int bdlen, SCIP_VAR **bdvars, SCIP_BOUNDTYPE *bdtypes, SCIP_Real *bdbounds, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool *success)
static SCIP_DECL_HEURCOPY(heurCopyUndercover)
static SCIP_DECL_HEURINIT(heurInitUndercover)
#define DEFAULT_MAXREORDERS
static SCIP_RETCODE computeFixingOrder(SCIP *scip, SCIP_HEURDATA *heurdata, int nvars, SCIP_VAR **vars, int coversize, int *cover, int lastfailed, SCIP_Bool *success)
#define DEFAULT_COVERAND
Undercover primal heuristic for MINLPs.
memory allocation routines
#define BMSclearMemoryArray(ptr, num)
Definition: memory.h:130
BMS_BLKMEM * SCIPblkmem(SCIP *scip)
Definition: scip_mem.c:57
public methods for managing constraints
public functions to work with algebraic expressions
public methods for primal heuristics
public methods for message output
#define SCIPerrorMessage
Definition: pub_message.h:64
#define SCIPdebug(x)
Definition: pub_message.h:93
#define SCIPstatisticPrintf
Definition: pub_message.h:126
#define SCIPstatistic(x)
Definition: pub_message.h:120
public data structures and miscellaneous methods
methods for sorting joint arrays of various types
public methods for NLP management
public methods for problem variables
public methods for branching rule plugins and branching
public methods for constraint handler plugins and constraints
public methods for problem copies
general public methods
public methods for primal heuristic plugins and divesets
public methods for the LP relaxation, rows and columns
public methods for memory management
public methods for message handling
public methods for nonlinear relaxation
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for global and local (sub)problems
public methods for the probing mode
public methods for random numbers
public methods for solutions
public solving methods
public methods for querying solving statistics
public methods for timing
public methods for the branch-and-bound tree
public methods for SCIP variables
SCIP_RETCODE SCIPincludeDefaultPlugins(SCIP *scip)
default SCIP plugins
@ SCIP_EXPRCURV_CONVEX
Definition: type_expr.h:63
@ SCIP_EXPRCURV_LINEAR
Definition: type_expr.h:65
@ SCIP_EXPRCURV_CONCAVE
Definition: type_expr.h:64
@ SCIP_EXPRITER_DFS
Definition: type_expr.h:716
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:77
@ SCIP_BOUNDTYPE_UPPER
Definition: type_lp.h:57
@ SCIP_BOUNDTYPE_LOWER
Definition: type_lp.h:56
enum SCIP_BoundType SCIP_BOUNDTYPE
Definition: type_lp.h:59
@ SCIP_LPSOLSTAT_OPTIMAL
Definition: type_lp.h:43
enum SCIP_NlpSolStat SCIP_NLPSOLSTAT
Definition: type_nlpi.h:168
@ SCIP_NLPSOLSTAT_FEASIBLE
Definition: type_nlpi.h:162
@ SCIP_NLPSOLSTAT_LOCOPT
Definition: type_nlpi.h:161
@ SCIP_NLPSOLSTAT_GLOBOPT
Definition: type_nlpi.h:160
@ SCIP_PARAMSETTING_AGGRESSIVE
Definition: type_paramset.h:61
@ SCIP_PARAMSETTING_FAST
Definition: type_paramset.h:62
@ SCIP_PARAMEMPHASIS_FEASIBILITY
Definition: type_paramset.h:74
@ SCIP_DIDNOTRUN
Definition: type_result.h:42
@ SCIP_DELAYED
Definition: type_result.h:43
@ SCIP_DIDNOTFIND
Definition: type_result.h:44
@ SCIP_FOUNDSOL
Definition: type_result.h:56
enum SCIP_Result SCIP_RESULT
Definition: type_result.h:61
@ SCIP_PARAMETERWRONGVAL
Definition: type_retcode.h:57
@ SCIP_OKAY
Definition: type_retcode.h:42
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
@ SCIP_STATUS_OPTIMAL
Definition: type_stat.h:61
@ SCIP_STATUS_INFEASIBLE
Definition: type_stat.h:62
#define SCIP_HEURTIMING_DURINGLPLOOP
Definition: type_timing.h:79
@ SCIP_VARTYPE_CONTINUOUS
Definition: type_var.h:71
@ SCIP_VARTYPE_BINARY
Definition: type_var.h:62
@ SCIP_VARSTATUS_FIXED
Definition: type_var.h:52
@ SCIP_VARSTATUS_MULTAGGR
Definition: type_var.h:54
@ SCIP_LOCKTYPE_MODEL
Definition: type_var.h:97