Scippy

SCIP

Solving Constraint Integer Programs

heur_pscostdiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_pscostdiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that chooses fixings w.r.t. the pseudo cost values
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #include "scip/heuristics.h"
34 #include "scip/heur_pscostdiving.h"
35 #include "scip/pub_heur.h"
36 #include "scip/pub_message.h"
37 #include "scip/pub_misc.h"
38 #include "scip/pub_var.h"
39 #include "scip/scip_heur.h"
40 #include "scip/scip_mem.h"
41 #include "scip/scip_numerics.h"
42 #include "scip/scip_prob.h"
43 #include "scip/scip_sol.h"
44 #include "scip/scip_var.h"
45 #include <string.h>
46 
47 #define HEUR_NAME "pscostdiving"
48 #define HEUR_DESC "LP diving heuristic that chooses fixings w.r.t. the pseudo cost values"
49 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
50 #define HEUR_PRIORITY -1002000
51 #define HEUR_FREQ 10
52 #define HEUR_FREQOFS 2
53 #define HEUR_MAXDEPTH -1
54 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
55 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
56 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */
57 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
58 
59 
60 /*
61  * Default parameter settings
62  */
63 
64 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
65 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
66 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
67 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
68 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
69  * where diving is performed (0.0: no limit) */
70 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
71  * where diving is performed (0.0: no limit) */
72 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
73 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
74 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
75 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
76 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
77 #define DEFAULT_ONLYLPBRANCHCANDS TRUE /**< should only LP branching candidates be considered instead of the slower but
78  * more general constraint handler diving variable selection? */
79 #define DEFAULT_RANDSEED 103 /**< initial random seed */
80 
81 
82 /* locally defined heuristic data */
83 struct SCIP_HeurData
84 {
85  SCIP_SOL* sol; /**< working solution */
86 };
87 
88 /*
89  * local methods
90  */
91 
92 /*
93  * Callback methods
94  */
95 
96 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
97 static
98 SCIP_DECL_HEURCOPY(heurCopyPscostdiving)
99 { /*lint --e{715}*/
100  assert(scip != NULL);
101  assert(heur != NULL);
102  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
103 
104  /* call inclusion method of primal heuristic */
106 
107  return SCIP_OKAY;
108 }
109 
110 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
111 static
112 SCIP_DECL_HEURFREE(heurFreePscostdiving) /*lint --e{715}*/
113 { /*lint --e{715}*/
114  SCIP_HEURDATA* heurdata;
116  assert(heur != NULL);
117  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
118  assert(scip != NULL);
119 
120  /* free heuristic data */
121  heurdata = SCIPheurGetData(heur);
122  assert(heurdata != NULL);
123  SCIPfreeBlockMemory(scip, &heurdata);
124  SCIPheurSetData(heur, NULL);
125 
126  return SCIP_OKAY;
127 }
128 
129 
130 /** initialization method of primal heuristic (called after problem was transformed) */
131 static
132 SCIP_DECL_HEURINIT(heurInitPscostdiving) /*lint --e{715}*/
133 { /*lint --e{715}*/
134  SCIP_HEURDATA* heurdata;
136  assert(heur != NULL);
137  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
138 
139  /* get heuristic data */
140  heurdata = SCIPheurGetData(heur);
141  assert(heurdata != NULL);
142 
143  /* create working solution */
144  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
145 
146  return SCIP_OKAY;
147 }
148 
149 
150 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
151 static
152 SCIP_DECL_HEUREXIT(heurExitPscostdiving) /*lint --e{715}*/
153 { /*lint --e{715}*/
154  SCIP_HEURDATA* heurdata;
156  assert(heur != NULL);
157  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
158 
159  /* get heuristic data */
160  heurdata = SCIPheurGetData(heur);
161  assert(heurdata != NULL);
162 
163  /* free working solution */
164  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
165 
166  return SCIP_OKAY;
167 }
168 
169 /** execution method of primal heuristic */
170 static
171 SCIP_DECL_HEUREXEC(heurExecPscostdiving) /*lint --e{715}*/
172 { /*lint --e{715}*/
173  SCIP_HEURDATA* heurdata;
174  SCIP_DIVESET* diveset;
175 
176  heurdata = SCIPheurGetData(heur);
177  assert(heurdata != NULL);
178  assert(SCIPheurGetNDivesets(heur) > 0);
179  assert(SCIPheurGetDivesets(heur) != NULL);
180  diveset = SCIPheurGetDivesets(heur)[0];
181  assert(diveset != NULL);
182 
183  *result = SCIP_DIDNOTRUN;
184 
185  /* terminate if there are no integer variables (note that, e.g., SOS1 variables may be present) */
187  return SCIP_OKAY;
188 
189  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, -1, -1.0, SCIP_DIVECONTEXT_SINGLE) );
190 
191  return SCIP_OKAY;
192 }
193 
194 
195 /** returns a score for the given candidate -- the best candidate maximizes the diving score */
196 static
197 SCIP_DECL_DIVESETGETSCORE(divesetGetScorePscostdiving)
198 {
199  SCIP_Real pscostdown;
200  SCIP_Real pscostup;
201  SCIP_Real pscostquot;
202 
203  SCIP_Bool mayrounddown;
204  SCIP_Bool mayroundup;
205 
206  mayrounddown = SCIPvarMayRoundDown(cand);
207  mayroundup = SCIPvarMayRoundUp(cand);
208 
209  /* bound fractions to not prefer variables that are nearly integral */
210  candsfrac = MAX(candsfrac, 0.1);
211  candsfrac = MIN(candsfrac, 0.9);
212 
213  pscostdown = SCIPgetVarPseudocostVal(scip, cand, 0.0 - candsfrac);
214  pscostup = SCIPgetVarPseudocostVal(scip, cand, 1.0 - candsfrac);
215 
216  /* determine the candidate direction. if the variable may be trivially rounded in one direction, take the other direction;
217  * otherwise, consider first the direction from the root solution, second the candidate fractionality, and
218  * last the direction of smaller pseudo costs
219  *
220  * to avoid performance variability caused by numerics we use random numbers to decide whether we want to roundup or
221  * round down if the values to compare are equal within tolerances.
222  */
223  assert(pscostdown >= 0.0 && pscostup >= 0.0);
224  if( mayrounddown != mayroundup )
225  *roundup = mayrounddown;
226  else if( SCIPisLT(scip, candsol, SCIPvarGetRootSol(cand) - 0.4)
227  || (SCIPisEQ(scip, candsol, SCIPvarGetRootSol(cand) - 0.4) && SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0) )
228  *roundup = FALSE;
229  else if( SCIPisGT(scip, candsol, SCIPvarGetRootSol(cand) + 0.4)
230  || (SCIPisEQ(scip, candsol, SCIPvarGetRootSol(cand) + 0.4) && SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0) )
231  *roundup = TRUE;
232  else if( SCIPisLT(scip, candsfrac, 0.3)
233  || (SCIPisEQ(scip, candsfrac, 0.3) && SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0) )
234  *roundup = FALSE;
235  else if( SCIPisGT(scip, candsfrac, 0.7)
236  || (SCIPisEQ(scip, candsfrac, 0.7) && SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0) )
237  *roundup = TRUE;
238  else if( SCIPisEQ(scip, pscostdown, pscostup) )
239  *roundup = (SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0);
240  else if( pscostdown > pscostup )
241  *roundup = TRUE;
242  else
243  *roundup = FALSE;
244 
245  if( *roundup )
246  pscostquot = sqrt(candsfrac) * (1.0 + pscostdown) / (1.0 + pscostup);
247  else
248  pscostquot = sqrt(1.0 - candsfrac) * (1.0 + pscostup) / (1.0 + pscostdown);
249 
250  /* prefer decisions on binary variables */
251  if( SCIPvarIsBinary(cand) && !(SCIPvarMayRoundDown(cand) || SCIPvarMayRoundUp(cand)))
252  pscostquot *= 1000.0;
253 
254  assert(pscostquot >= 0);
255  *score = pscostquot;
256 
257  return SCIP_OKAY;
258 }
259 
260 #define divesetAvailablePscostdiving NULL
261 
262 /*
263  * heuristic specific interface methods
264  */
265 
266 /** creates the pscostdiving heuristic and includes it in SCIP */
268  SCIP* scip /**< SCIP data structure */
269  )
270 {
271  SCIP_HEURDATA* heurdata;
272  SCIP_HEUR* heur;
273 
274  /* create Pscostdiving primal heuristic data */
275  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
276 
277  /* include primal heuristic */
278  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
280  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecPscostdiving, heurdata) );
281 
282  assert(heur != NULL);
283 
284  /* set non-NULL pointers to callback methods */
285  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyPscostdiving) );
286  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreePscostdiving) );
287  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitPscostdiving) );
288  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitPscostdiving) );
289 
290  /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
294  DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScorePscostdiving, divesetAvailablePscostdiving) );
295 
296  return SCIP_OKAY;
297 }
298 
#define HEUR_PRIORITY
int SCIPgetNIntVars(SCIP *scip)
Definition: scip_prob.c:2082
#define DIVESET_DIVETYPES
#define NULL
Definition: def.h:267
#define divesetAvailablePscostdiving
public methods for memory management
#define HEUR_MAXDEPTH
SCIP_Real SCIPgetVarPseudocostVal(SCIP *scip, SCIP_VAR *var, SCIP_Real solvaldelta)
Definition: scip_var.c:8813
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
#define DEFAULT_MAXDIVEUBQUOTNOSOL
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1651
#define DEFAULT_ONLYLPBRANCHCANDS
SCIP_Bool SCIPvarIsBinary(SCIP_VAR *var)
Definition: var.c:17600
SCIP_Real SCIPvarGetRootSol(SCIP_VAR *var)
Definition: var.c:13351
#define FALSE
Definition: def.h:94
#define TRUE
Definition: def.h:93
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:77
public methods for problem variables
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
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
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10108
SCIP_RETCODE SCIPcreateDiveset(SCIP *scip, SCIP_DIVESET **diveset, SCIP_HEUR *heur, const char *name, SCIP_Real minreldepth, SCIP_Real maxreldepth, SCIP_Real maxlpiterquot, SCIP_Real maxdiveubquot, SCIP_Real maxdiveavgquot, SCIP_Real maxdiveubquotnosol, SCIP_Real maxdiveavgquotnosol, SCIP_Real lpresolvedomchgquot, int lpsolvefreq, int maxlpiterofs, unsigned int initialseed, SCIP_Bool backtrack, SCIP_Bool onlylpbranchcands, SCIP_Bool ispublic, SCIP_Bool specificsos1score, SCIP_DECL_DIVESETGETSCORE((*divesetgetscore)), SCIP_DECL_DIVESETAVAILABLE((*divesetavailable)))
Definition: scip_heur.c:318
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
LP diving heuristic that chooses fixings w.r.t. the pseudo cost values.
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1374
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
public methods for SCIP variables
#define HEUR_USESSUBSCIP
public methods for numerical tolerances
#define DEFAULT_LPSOLVEFREQ
#define HEUR_FREQ
static SCIP_DECL_HEURFREE(heurFreePscostdiving)
#define HEUR_DESC
#define DEFAULT_MAXLPITEROFS
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1453
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define DEFAULT_RANDSEED
#define HEUR_DISPCHAR
SCIP_SOL * sol
Definition: struct_heur.h:71
SCIP_RETCODE SCIPperformGenericDivingAlgorithm(SCIP *scip, SCIP_DIVESET *diveset, SCIP_SOL *worksol, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Bool nodeinfeasible, SCIP_Longint iterlim, int nodelimit, SCIP_Real lpresolvedomchgquot, SCIP_DIVECONTEXT divecontext)
Definition: heuristics.c:220
#define HEUR_FREQOFS
static SCIP_DECL_HEUREXIT(heurExitPscostdiving)
#define SCIP_CALL(x)
Definition: def.h:380
#define HEUR_NAME
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1661
#define DEFAULT_BACKTRACK
public methods for primal heuristic plugins and divesets
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:91
#define HEUR_TIMING
SCIP_RANDNUMGEN * SCIPdivesetGetRandnumgen(SCIP_DIVESET *diveset)
Definition: heur.c:720
static SCIP_DECL_DIVESETGETSCORE(divesetGetScorePscostdiving)
#define MIN(x, y)
Definition: def.h:243
#define DEFAULT_MAXDIVEAVGQUOT
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:841
#define DEFAULT_MAXRELDEPTH
#define DEFAULT_MAXDIVEUBQUOT
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2037
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
#define MAX(x, y)
Definition: def.h:239
#define DEFAULT_MINRELDEPTH
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
public methods for solutions
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
SCIP_RETCODE SCIPincludeHeurPscostdiving(SCIP *scip)
#define SCIP_Real
Definition: def.h:173
static SCIP_DECL_HEURINIT(heurInitPscostdiving)
static SCIP_DECL_HEUREXEC(heurExecPscostdiving)
#define DIVESET_ISPUBLIC
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
public methods for primal heuristics
#define DEFAULT_LPRESOLVEDOMCHGQUOT
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1364
#define DEFAULT_MAXLPITERQUOT
public methods for global and local (sub)problems
static SCIP_DECL_HEURCOPY(heurCopyPscostdiving)
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR *var)
Definition: var.c:3452
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR *var)
Definition: var.c:3441
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:184