sepa_gomory.c
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35/**@todo try k-Gomory-cuts (s. Cornuejols: K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau)
41 * @todo It happens that the SCIPcalcMIR() function returns with the same cut for different calls. Check if this is a
58/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
91#define SEPA_DELAY FALSE /**< should separation method be delayed, if other separators found cuts? */
93#define DEFAULT_MAXROUNDS 5 /**< maximal number of gomory separation rounds per node (-1: unlimited) */
94#define DEFAULT_MAXROUNDSROOT 10 /**< maximal number of gomory separation rounds in the root node (-1: unlimited) */
95#define DEFAULT_MAXSEPACUTS 50 /**< maximal number of gomory cuts separated per separation round */
96#define DEFAULT_MAXSEPACUTSROOT 200 /**< maximal number of gomory cuts separated per separation round in root node */
97#define DEFAULT_MAXRANK -1 /**< maximal rank of a gomory cut that could not be scaled to integral coefficients (-1: unlimited) */
98#define DEFAULT_MAXRANKINTEGRAL -1 /**< maximal rank of a gomory cut that could be scaled to integral coefficients (-1: unlimited) */
99#define DEFAULT_DYNAMICCUTS TRUE /**< should generated cuts be removed from the LP if they are no longer tight? */
100#define DEFAULT_AWAY 0.01 /**< minimal integrality violation of a basis variable in order to try Gomory cut */
102#define DEFAULT_FORCECUTS TRUE /**< if conversion to integral coefficients failed still consider the cut */
105#define DEFAULT_SIDETYPEBASIS TRUE /**< choose side types of row (lhs/rhs) based on basis information? */
107#define DEFAULT_GENBOTHGOMSCG TRUE /**< should both Gomory and strong CG cuts be generated (otherwise take best) */
114#define MAKECONTINTEGRAL FALSE /**< convert continuous variable to integral variables in SCIPmakeRowIntegral() */
125 SCIP_Real away; /**< minimal integrality violation of a basis variable in order to try Gomory cut */
127 int maxroundsroot; /**< maximal number of gomory separation rounds in the root node (-1: unlimited) */
129 int maxsepacutsroot; /**< maximal number of gomory cuts separated per separation round in root node */
130 int maxrank; /**< maximal rank of a gomory cut that could not be scaled to integral coefficients (-1: unlimited) */
131 int maxrankintegral; /**< maximal rank of a gomory cut that could be scaled to integral coefficients (-1: unlimited) */
133 SCIP_Bool dynamiccuts; /**< should generated cuts be removed from the LP if they are no longer tight? */
135 SCIP_Bool forcecuts; /**< if conversion to integral coefficients failed still consider the cut */
140 SCIP_Bool genbothgomscg; /**< should both Gomory and strong CG cuts be generated (otherwise take best) */
170 /* in case the right hand side is plus infinity (due to scaling) the cut is useless so we are not taking it at all */
176 if( madeintegral && sepadata->maxrankintegral != -1 && (SCIProwGetRank(cut) > sepadata->maxrankintegral) )
223 if( SCIPisEfficacious(scip, cutefficacy) || ( cutnnz == 1 && SCIPisFeasPositive(scip, cutefficacy) ) )
236 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "scg%" SCIP_LONGINT_FORMAT "_x%d", SCIPgetNLPs(scip), c);
238 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "scg%" SCIP_LONGINT_FORMAT "_s%d", SCIPgetNLPs(scip), -c-1);
245 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "gom%" SCIP_LONGINT_FORMAT "_x%d", SCIPgetNLPs(scip), c);
247 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "gom%" SCIP_LONGINT_FORMAT "_s%d", SCIPgetNLPs(scip), -c-1);
278 /* Add the bound change as cut to avoid that the LP gets modified. This would mean that the LP is not flushed
279 * and the method SCIPgetLPBInvRow() fails; SCIP internally will apply this bound change automatically. */
290 SCIPdebugMsg(scip, " -> %s cut <%s>: rhs=%f, eff=%f\n", strongcg ? "strong-CG" : "gomory", cutname, cutrhs, cutefficacy);
296 SCIPdebugMsg(scip, " -> found %s cut <%s>: act=%f, rhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
297 strongcg ? "strong-CG" : "gomory", cutname, SCIPgetRowLPActivity(scip, cut), SCIProwGetRhs(cut),
503 /* set the maximal denominator in rational representation of gomory cut and the maximal scale factor to
506 /**@todo find better but still stable gomory cut settings: look at dcmulti, gesa3, khb0525, misc06, p2756 */
598 SCIPdebugMsg(scip, "searching gomory cuts: %d cols, %d rows, maxdnom=%" SCIP_LONGINT_FORMAT ", maxscale=%g, maxcuts=%d\n",
634 SCIP_CALL( SCIPcalcStrongCG(scip, NULL, POSTPROCESS, BOUNDSWITCH, USEVBDS, allowlocal, minfrac, maxfrac,
635 1.0, aggrrow, cutcoefs, &cutrhs, cutinds, &cutnnz, &cutefficacy, &cutrank, &cutislocal, &strongcgsuccess) );
641 SCIP_CALL( addCut(scip, sepadata, vars, c, maxdnom, maxscale, cutnnz, cutinds, cutcoefs, cutefficacy, cutrhs,
655 /* @todo Currently we are using the SCIPcalcMIR() function to compute the coefficients of the Gomory
656 * cut. Alternatively, we could use the direct version (see thesis of Achterberg formula (8.4)) which
663 /* SCIPcalcMIR will only override the cut if its efficacy is larger than the one of the strongcg cut */
664 SCIP_CALL( SCIPcalcMIR(scip, NULL, POSTPROCESS, BOUNDSWITCH, USEVBDS, allowlocal, FIXINTEGRALRHS, NULL, NULL,
665 minfrac, maxfrac, 1.0, aggrrow, cutcoefs, &cutrhs, cutinds, &cutnnz, &cutefficacy, &cutrank, &cutislocal, &success) );
671 strongcgsuccess = FALSE; /* Set strongcgsuccess to FALSE, since the MIR cut has overriden the strongcg cut. */
673 SCIP_CALL( addCut(scip, sepadata, vars, c, maxdnom, maxscale, cutnnz, cutinds, cutcoefs, cutefficacy, cutrhs,
772 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepa, SEPA_NAME, SEPA_DESC, SEPA_PRIORITY, SEPA_FREQ, SEPA_MAXBOUNDDIST,
778 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepadata->strongcg, "strongcg", "separator for strong CG cuts", -100000, SEPA_FREQ, 0.0,
782 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepadata->gomory, "gomorymi", "separator for Gomory mixed-integer cuts", -100000, SEPA_FREQ, 0.0,
818 "maximal rank of a gomory cut that could not be scaled to integral coefficients (-1: unlimited)",
methods for the aggregation rows
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1866
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 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 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_Real SCIPgetCutEfficacy(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut)
Definition: scip_cut.c:94
SCIP_RETCODE SCIPaggrRowCreate(SCIP *scip, SCIP_AGGRROW **aggrrow)
Definition: cuts.c:1723
SCIP_RETCODE SCIPcalcStrongCG(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:8966
SCIP_Bool SCIPisEfficacious(SCIP *scip, SCIP_Real efficacy)
Definition: scip_cut.c:135
SCIP_RETCODE SCIPaddRow(SCIP *scip, SCIP_ROW *row, SCIP_Bool forcecut, SCIP_Bool *infeasible)
Definition: scip_cut.c:250
SCIP_RETCODE SCIPaggrRowSumRows(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_Real *weights, int *rowinds, int nrowinds, SCIP_Bool sidetypebasis, SCIP_Bool allowlocal, int negslack, int maxaggrlen, SCIP_Bool *valid)
Definition: cuts.c:2279
SCIP_RETCODE SCIPaddDelayedPoolCut(SCIP *scip, SCIP_ROW *row)
Definition: scip_cut.c:641
SCIP_RETCODE SCIPcalcMIR(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:3873
SCIP_RETCODE SCIPgetLPColsData(SCIP *scip, SCIP_COL ***cols, int *ncols)
Definition: scip_lp.c:471
SCIP_RETCODE SCIPgetLPRowsData(SCIP *scip, SCIP_ROW ***rows, int *nrows)
Definition: scip_lp.c:570
SCIP_RETCODE SCIPgetLPBInvRow(SCIP *scip, int r, SCIP_Real *coefs, int *inds, int *ninds)
Definition: scip_lp.c:714
SCIP_RETCODE SCIPcacheRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1635
SCIP_Real SCIPgetRowLPActivity(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1993
SCIP_RETCODE SCIPflushRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1658
SCIP_RETCODE SCIPmakeRowIntegral(SCIP *scip, SCIP_ROW *row, SCIP_Real mindelta, SCIP_Real maxdelta, SCIP_Longint maxdnom, SCIP_Real maxscale, SCIP_Bool usecontvars, SCIP_Bool *success)
Definition: scip_lp.c:1844
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1701
SCIP_RETCODE SCIPcreateEmptyRowSepa(SCIP *scip, SCIP_ROW **row, SCIP_SEPA *sepa, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1453
SCIP_RETCODE SCIPsetSepaExit(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAEXIT((*sepaexit)))
Definition: scip_sepa.c:199
SCIP_RETCODE SCIPincludeSepaBasic(SCIP *scip, SCIP_SEPA **sepa, const char *name, const char *desc, int priority, int freq, SCIP_Real maxbounddist, SCIP_Bool usessubscip, SCIP_Bool delay, SCIP_DECL_SEPAEXECLP((*sepaexeclp)), SCIP_DECL_SEPAEXECSOL((*sepaexecsol)), SCIP_SEPADATA *sepadata)
Definition: scip_sepa.c:109
SCIP_RETCODE SCIPsetSepaFree(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAFREE((*sepafree)))
Definition: scip_sepa.c:167
void SCIPsetSepaIsParentsepa(SCIP *scip, SCIP_SEPA *sepa)
Definition: scip_sepa.c:303
SCIP_RETCODE SCIPsetSepaCopy(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPACOPY((*sepacopy)))
Definition: scip_sepa.c:151
void SCIPsetSepaParentsepa(SCIP *scip, SCIP_SEPA *sepa, SCIP_SEPA *parentsepa)
Definition: scip_sepa.c:318
SCIP_RETCODE SCIPsetSepaInit(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAINIT((*sepainit)))
Definition: scip_sepa.c:183
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:869
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:857
SCIP_RETCODE SCIPincVarGMISumScore(SCIP *scip, SCIP_VAR *var, SCIP_Real gmieff)
Definition: scip_var.c:9904
SCIP_RETCODE SCIPsetVarLastGMIScore(SCIP *scip, SCIP_VAR *var, SCIP_Real gmieff)
Definition: scip_var.c:9958
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
Definition: scip_randnumgen.c:79
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)
Definition: scip_randnumgen.c:56
void SCIPsortDownRealInt(SCIP_Real *realarray, int *intarray, int len)
memory allocation routines
Definition: objbenders.h:44
public methods for LP management
public methods for message output
public data structures and miscellaneous methods
methods for sorting joint arrays of various types
public methods for separators
public methods for problem variables
public methods for branching rule plugins and branching
public methods for cuts and aggregation rows
general public methods
public methods for the LP relaxation, rows and columns
public methods for memory management
public methods for message handling
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for global and local (sub)problems
public methods for random numbers
public methods for separator plugins
public methods for querying solving statistics
public methods for the branch-and-bound tree
public methods for SCIP variables
static SCIP_RETCODE addCut(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_VAR **vars, int c, SCIP_Longint maxdnom, SCIP_Real maxscale, int cutnnz, int *cutinds, SCIP_Real *cutcoefs, SCIP_Real cutefficacy, SCIP_Real cutrhs, SCIP_Bool cutislocal, int cutrank, SCIP_Bool strongcg, SCIP_Bool *cutoff, int *naddedcuts)
Definition: sepa_gomory.c:191
static SCIP_RETCODE evaluateCutNumerics(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_ROW *cut, SCIP_Longint maxdnom, SCIP_Real maxscale, SCIP_Bool *useful)
Definition: sepa_gomory.c:146
Gomory MIR Cuts.
Definition: struct_cuts.h:41
Definition: struct_lp.h:136
Definition: struct_misc.h:269
Definition: struct_lp.h:202
Definition: struct_sepa.h:47
Definition: struct_var.h:208
Definition: struct_scip.h:70