/** adds problem variables with negative reduced costs to pricing storage */
SCIP_RETCODE SCIPpricestoreAddProbVars(
SCIP_PRICESTORE* pricestore, /**< pricing storage */
BMS_BLKMEM* blkmem, /**< block memory buffers */
SCIP_SET* set, /**< global SCIP settings */
SCIP_STAT* stat, /**< dynamic problem statistics */
SCIP_PROB* prob, /**< transformed problem after presolve */
SCIP_TREE* tree, /**< branch and bound tree */
SCIP_LP* lp, /**< LP data */
SCIP_BRANCHCAND* branchcand, /**< branching candidate storage */
SCIP_EVENTQUEUE* eventqueue /**< event queue */
)
{
SCIP_VAR* var;
SCIP_COL* col;
SCIP_Bool root;
SCIP_Bool added;
int v;
int abortpricevars;
int maxpricevars;
int nfoundvars;
assert(pricestore != NULL);
assert(set != NULL);
assert(stat != NULL);
assert(prob != NULL);
assert(lp != NULL);
assert(lp->solved);
assert(tree != NULL);
assert(SCIPtreeHasCurrentNodeLP(tree));
assert(prob->nvars >= SCIPlpGetNCols(lp));
/* if all problem variables of status COLUMN are already in the LP, nothing has to be done */
if( prob->ncolvars == SCIPlpGetNCols(lp) )
return SCIP_OKAY;
root = (SCIPtreeGetCurrentDepth(tree) == 0);
maxpricevars = SCIPsetGetPriceMaxvars(set, root);
assert(maxpricevars >= 1);
abortpricevars = (int)(set->price_abortfac * maxpricevars);
assert(abortpricevars >= maxpricevars);
/**@todo test pricing: is abortpricevars a good idea? -> like strong branching, lookahead, ... */
pricestore->nprobpricings++;
/* start timing */
SCIPclockStart(pricestore->probpricingtime, set);
/* price already existing problem variables */
nfoundvars = 0;
for( v = 0; v < prob->nvars && nfoundvars < abortpricevars; ++v )
{
var = prob->vars[v];
if( SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN )
{
col = SCIPvarGetCol(var);
assert(col != NULL);
assert(col->var == var);
assert(col->len >= 0);
assert(col->lppos >= -1);
assert(col->lpipos >= -1);
assert(SCIPcolIsInLP(col) == (col->lpipos >= 0));
if( !SCIPcolIsInLP(col) )
{
SCIPdebugMessage("price column variable <%s> in bounds [%g,%g]\n",
SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var));
/* add variable to pricing storage, if zero is not best bound w.r.t. objective function */
SCIP_CALL( addBoundViolated(pricestore, blkmem, set, stat, tree, lp, branchcand, eventqueue, var, &added) );
if( added )
{
pricestore->nprobvarsfound++;
nfoundvars++;
}
else if( SCIPcolGetNNonz(col) > 0 )
{
SCIP_Real feasibility;
/* a column not in LP that doesn't have zero in its bounds was added by bound checking above */
assert(!SCIPsetIsPositive(set, SCIPvarGetLbLocal(col->var)));
assert(!SCIPsetIsNegative(set, SCIPvarGetUbLocal(col->var)));
if( SCIPlpGetSolstat(lp) == SCIP_LPSOLSTAT_INFEASIBLE )
{
/* The LP was proven infeasible, so we have an infeasibility proof by the dual Farkas multipliers y.
* The valid inequality y^T A x >= y^T b is violated by all x, especially by the (for this
* inequality most feasible solution) x' defined by
* x'_i = ub_i, if y^T A_i > 0
* x'_i = lb_i, if y^T A_i <= 0.
* Pricing in this case means to add variables i with positive Farkas value, i.e. y^T A_i x'_i > 0
*/
feasibility = -SCIPcolGetFarkasValue(col, stat, lp);
SCIPdebugMessage(" <%s> Farkas feasibility: %e\n", SCIPvarGetName(col->var), feasibility);
}
else
{
/* The dual LP is feasible, and we have a feasible dual solution. Pricing in this case means to
* add variables with negative feasibility, that is
* - positive reduced costs for variables with negative lower bound
* - negative reduced costs for variables with positive upper bound
*/
feasibility = SCIPcolGetFeasibility(col, set, stat, lp);
SCIPdebugMessage(" <%s> reduced cost feasibility: %e\n", SCIPvarGetName(col->var), feasibility);
}
/* the score is -feasibility / (#nonzeros in column + 1) to prefer short columns
* we must add variables with negative feasibility, but in order to not get a too large lower bound
* due to missing columns, we better also add variables, that have a very small feasibility
*/
if( !SCIPsetIsPositive(set, feasibility) )
{
SCIP_CALL( SCIPpricestoreAddVar(pricestore, blkmem, set, eventqueue, lp, var, -feasibility / (col->len+1), root) );
pricestore->nprobvarsfound++;
nfoundvars++;
}
}
}
}
}
/* stop timing */
SCIPclockStop(pricestore->probpricingtime, set);
return SCIP_OKAY;
}
/** process a variable from the queue of changed variables */
static
SCIP_RETCODE varProcessBoundChanges(
SCIP* scip, /**< SCIP data structure */
SCIP_HEURDATA* heurdata, /**< heuristic data */
SCIP_VAR* var /**< the variable whose bound changes need to be processed */
)
{
SCIP_ROW** colrows;
SCIP_COL* varcol;
SCIP_Real* colvals;
SCIP_Real oldmean;
SCIP_Real newmean;
SCIP_Real oldvariance;
SCIP_Real newvariance;
SCIP_Real oldlb;
SCIP_Real newlb;
SCIP_Real oldub;
SCIP_Real newub;
SCIP_VARTYPE vartype;
int ncolrows;
int r;
int varindex;
/* ensure that this is a probing bound change */
assert(SCIPinProbing(scip));
assert(var != NULL);
varcol = SCIPvarGetCol(var);
assert(varcol != NULL);
colrows = SCIPcolGetRows(varcol);
colvals = SCIPcolGetVals(varcol);
ncolrows = SCIPcolGetNNonz(varcol);
varindex = SCIPvarGetProbindex(var);
oldlb = heurdata->currentlbs[varindex];
oldub = heurdata->currentubs[varindex];
/* skip update if the variable has never been subject of previously calculated row activities */
assert((oldlb == SCIP_INVALID) == (oldub == SCIP_INVALID)); /*lint !e777 doesn't like comparing floats for equality */
if( oldlb == SCIP_INVALID ) /*lint !e777 */
return SCIP_OKAY;
newlb = SCIPvarGetLbLocal(var);
newub = SCIPvarGetUbLocal(var);
/* skip update if the bound change events have cancelled out */
if( SCIPisFeasEQ(scip, oldlb, newlb) && SCIPisFeasEQ(scip, oldub, newub) )
return SCIP_OKAY;
/* calculate old and new variable distribution mean and variance */
oldvariance = 0.0;
newvariance = 0.0;
oldmean = 0.0;
newmean = 0.0;
vartype = SCIPvarGetType(var);
SCIPvarCalcDistributionParameters(scip, oldlb, oldub, vartype, &oldmean, &oldvariance);
SCIPvarCalcDistributionParameters(scip, newlb, newub, vartype, &newmean, &newvariance);
/* loop over all rows of this variable and update activity distribution */
for( r = 0; r < ncolrows; ++r )
{
int rowpos;
assert(colrows[r] != NULL);
rowpos = SCIProwGetIndex(colrows[r]);
assert(rowpos >= 0);
SCIP_CALL( heurdataEnsureArraySize(scip, heurdata, rowpos) );
/* only consider rows for which activity distribution was already calculated */
if( heurdata->rowmeans[rowpos] != SCIP_INVALID ) /*lint !e777 doesn't like comparing floats for equality */
{
SCIP_Real coeff;
SCIP_Real coeffsquared;
assert(heurdata->rowvariances[rowpos] != SCIP_INVALID
&& SCIPisFeasGE(scip, heurdata->rowvariances[rowpos], 0.0)); /*lint !e777 */
coeff = colvals[r];
coeffsquared = SQUARED(coeff);
/* update variable contribution to row activity distribution */
heurdata->rowmeans[rowpos] += coeff * (newmean - oldmean);
heurdata->rowvariances[rowpos] += coeffsquared * (newvariance - oldvariance);
heurdata->rowvariances[rowpos] = MAX(0.0, heurdata->rowvariances[rowpos]);
/* account for changes of the infinite contributions to row activities */
if( coeff > 0.0 )
{
/* if the coefficient is positive, upper bounds affect activity up */
if( SCIPisInfinity(scip, newub) && !SCIPisInfinity(scip, oldub) )
++heurdata->rowinfinitiesup[rowpos];
else if( !SCIPisInfinity(scip, newub) && SCIPisInfinity(scip, oldub) )
--heurdata->rowinfinitiesup[rowpos];
if( SCIPisInfinity(scip, newlb) && !SCIPisInfinity(scip, oldlb) )
++heurdata->rowinfinitiesdown[rowpos];
else if( !SCIPisInfinity(scip, newlb) && SCIPisInfinity(scip, oldlb) )
--heurdata->rowinfinitiesdown[rowpos];
}
else if( coeff < 0.0 )
{
if( SCIPisInfinity(scip, newub) && !SCIPisInfinity(scip, oldub) )
++heurdata->rowinfinitiesdown[rowpos];
else if( !SCIPisInfinity(scip, newub) && SCIPisInfinity(scip, oldub) )
--heurdata->rowinfinitiesdown[rowpos];
if( SCIPisInfinity(scip, newlb) && !SCIPisInfinity(scip, oldlb) )
++heurdata->rowinfinitiesup[rowpos];
else if( !SCIPisInfinity(scip, newlb) && SCIPisInfinity(scip, oldlb) )
--heurdata->rowinfinitiesup[rowpos];
}
assert(heurdata->rowinfinitiesdown[rowpos] >= 0);
assert(heurdata->rowinfinitiesup[rowpos] >= 0);
}
}
/* store the new local bounds in the data */
heurdataUpdateCurrentBounds(scip, heurdata, var);
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecIntdiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_LPSOLSTAT lpsolstat;
SCIP_VAR** pseudocands;
SCIP_VAR** fixcands;
SCIP_Real* fixcandscores;
SCIP_Real searchubbound;
SCIP_Real searchavgbound;
SCIP_Real searchbound;
SCIP_Real objval;
SCIP_Bool lperror;
SCIP_Bool cutoff;
SCIP_Bool backtracked;
SCIP_Longint ncalls;
SCIP_Longint nsolsfound;
SCIP_Longint nlpiterations;
SCIP_Longint maxnlpiterations;
int nfixcands;
int nbinfixcands;
int depth;
int maxdepth;
int maxdivedepth;
int divedepth;
int nextcand;
int c;
assert(heur != NULL);
assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
assert(scip != NULL);
assert(result != NULL);
assert(SCIPhasCurrentNodeLP(scip));
*result = SCIP_DELAYED;
/* do not call heuristic of node was already detected to be infeasible */
if( nodeinfeasible )
return SCIP_OKAY;
/* only call heuristic, if an optimal LP solution is at hand */
if( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
return SCIP_OKAY;
/* only call heuristic, if the LP objective value is smaller than the cutoff bound */
if( SCIPisGE(scip, SCIPgetLPObjval(scip), SCIPgetCutoffbound(scip)) )
return SCIP_OKAY;
/* only call heuristic, if the LP solution is basic (which allows fast resolve in diving) */
if( !SCIPisLPSolBasic(scip) )
return SCIP_OKAY;
/* don't dive two times at the same node */
if( SCIPgetLastDivenode(scip) == SCIPgetNNodes(scip) && SCIPgetDepth(scip) > 0 )
return SCIP_OKAY;
*result = SCIP_DIDNOTRUN;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* only try to dive, if we are in the correct part of the tree, given by minreldepth and maxreldepth */
depth = SCIPgetDepth(scip);
maxdepth = SCIPgetMaxDepth(scip);
maxdepth = MAX(maxdepth, 100);
if( depth < heurdata->minreldepth*maxdepth || depth > heurdata->maxreldepth*maxdepth )
return SCIP_OKAY;
/* calculate the maximal number of LP iterations until heuristic is aborted */
nlpiterations = SCIPgetNNodeLPIterations(scip);
ncalls = SCIPheurGetNCalls(heur);
nsolsfound = 10*SCIPheurGetNBestSolsFound(heur) + heurdata->nsuccess;
maxnlpiterations = (SCIP_Longint)((1.0 + 10.0*(nsolsfound+1.0)/(ncalls+1.0)) * heurdata->maxlpiterquot * nlpiterations);
maxnlpiterations += heurdata->maxlpiterofs;
/* don't try to dive, if we took too many LP iterations during diving */
if( heurdata->nlpiterations >= maxnlpiterations )
return SCIP_OKAY;
/* allow at least a certain number of LP iterations in this dive */
maxnlpiterations = MAX(maxnlpiterations, heurdata->nlpiterations + MINLPITER);
/* get unfixed integer variables */
SCIP_CALL( SCIPgetPseudoBranchCands(scip, &pseudocands, &nfixcands, NULL) );
/* don't try to dive, if there are no fractional variables */
if( nfixcands == 0 )
return SCIP_OKAY;
/* calculate the objective search bound */
if( SCIPgetNSolsFound(scip) == 0 )
{
if( heurdata->maxdiveubquotnosol > 0.0 )
searchubbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveubquotnosol * (SCIPgetCutoffbound(scip) - SCIPgetLowerbound(scip));
else
searchubbound = SCIPinfinity(scip);
if( heurdata->maxdiveavgquotnosol > 0.0 )
searchavgbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveavgquotnosol * (SCIPgetAvgLowerbound(scip) - SCIPgetLowerbound(scip));
else
searchavgbound = SCIPinfinity(scip);
}
else
{
if( heurdata->maxdiveubquot > 0.0 )
searchubbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveubquot * (SCIPgetCutoffbound(scip) - SCIPgetLowerbound(scip));
else
searchubbound = SCIPinfinity(scip);
if( heurdata->maxdiveavgquot > 0.0 )
searchavgbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveavgquot * (SCIPgetAvgLowerbound(scip) - SCIPgetLowerbound(scip));
else
searchavgbound = SCIPinfinity(scip);
}
searchbound = MIN(searchubbound, searchavgbound);
if( SCIPisObjIntegral(scip) )
searchbound = SCIPceil(scip, searchbound);
/* calculate the maximal diving depth: 10 * min{number of integer variables, max depth} */
maxdivedepth = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
maxdivedepth = MIN(maxdivedepth, maxdepth);
maxdivedepth *= 10;
*result = SCIP_DIDNOTFIND;
/* start diving */
SCIP_CALL( SCIPstartProbing(scip) );
/* enables collection of variable statistics during probing */
SCIPenableVarHistory(scip);
SCIPdebugMessage("(node %" SCIP_LONGINT_FORMAT ") executing intdiving heuristic: depth=%d, %d non-fixed, dualbound=%g, searchbound=%g\n",
SCIPgetNNodes(scip), SCIPgetDepth(scip), nfixcands, SCIPgetDualbound(scip), SCIPretransformObj(scip, searchbound));
/* copy the pseudo candidates into own array, because we want to reorder them */
SCIP_CALL( SCIPduplicateBufferArray(scip, &fixcands, pseudocands, nfixcands) );
/* sort non-fixed variables by non-increasing inference score, but prefer binaries over integers in any case */
SCIP_CALL( SCIPallocBufferArray(scip, &fixcandscores, nfixcands) );
nbinfixcands = 0;
for( c = 0; c < nfixcands; ++c )
{
SCIP_VAR* var;
SCIP_Real score;
int colveclen;
int left;
int right;
int i;
assert(c >= nbinfixcands);
var = fixcands[c];
assert(SCIPvarIsIntegral(var));
colveclen = (SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN ? SCIPcolGetNNonz(SCIPvarGetCol(var)) : 0);
if( SCIPvarIsBinary(var) )
{
score = 500.0 * SCIPvarGetNCliques(var, TRUE) + 100.0 * SCIPvarGetNImpls(var, TRUE)
+ SCIPgetVarAvgInferenceScore(scip, var) + (SCIP_Real)colveclen/100.0;
/* shift the non-binary variables one slot to the right */
for( i = c; i > nbinfixcands; --i )
{
fixcands[i] = fixcands[i-1];
fixcandscores[i] = fixcandscores[i-1];
}
/* put the new candidate into the first nbinfixcands slot */
left = 0;
right = nbinfixcands;
nbinfixcands++;
}
else
{
score = 5.0 * (SCIPvarGetNCliques(var, FALSE) + SCIPvarGetNCliques(var, TRUE))
+ SCIPvarGetNImpls(var, FALSE) + SCIPvarGetNImpls(var, TRUE) + SCIPgetVarAvgInferenceScore(scip, var)
+ (SCIP_Real)colveclen/10000.0;
/* put the new candidate in the slots after the binary candidates */
left = nbinfixcands;
right = c;
}
for( i = right; i > left && score > fixcandscores[i-1]; --i )
{
fixcands[i] = fixcands[i-1];
fixcandscores[i] = fixcandscores[i-1];
}
fixcands[i] = var;
fixcandscores[i] = score;
SCIPdebugMessage(" <%s>: ncliques=%d/%d, nimpls=%d/%d, inferencescore=%g, colveclen=%d -> score=%g\n",
SCIPvarGetName(var), SCIPvarGetNCliques(var, FALSE), SCIPvarGetNCliques(var, TRUE),
SCIPvarGetNImpls(var, FALSE), SCIPvarGetNImpls(var, TRUE), SCIPgetVarAvgInferenceScore(scip, var),
colveclen, score);
}
SCIPfreeBufferArray(scip, &fixcandscores);
/* get LP objective value */
lpsolstat = SCIP_LPSOLSTAT_OPTIMAL;
objval = SCIPgetLPObjval(scip);
/* dive as long we are in the given objective, depth and iteration limits, but if possible, we dive at least with
* the depth 10
*/
lperror = FALSE;
cutoff = FALSE;
divedepth = 0;
nextcand = 0;
while( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL
&& (divedepth < 10
|| (divedepth < maxdivedepth && heurdata->nlpiterations < maxnlpiterations && objval < searchbound))
&& !SCIPisStopped(scip) )
{
SCIP_VAR* var;
SCIP_Real bestsolval;
SCIP_Real bestfixval;
int bestcand;
SCIP_Longint nnewlpiterations;
SCIP_Longint nnewdomreds;
/* open a new probing node if this will not exceed the maximal tree depth, otherwise stop here */
if( SCIPgetDepth(scip) < SCIPgetDepthLimit(scip) )
{
SCIP_CALL( SCIPnewProbingNode(scip) );
divedepth++;
}
else
break;
nnewlpiterations = 0;
nnewdomreds = 0;
/* fix binary variable that is closest to 1 in the LP solution to 1;
* if all binary variables are fixed, fix integer variable with least fractionality in LP solution
*/
bestcand = -1;
bestsolval = -1.0;
bestfixval = 1.0;
/* look in the binary variables for fixing candidates */
for( c = nextcand; c < nbinfixcands; ++c )
{
SCIP_Real solval;
var = fixcands[c];
/* ignore already fixed variables */
if( var == NULL )
continue;
if( SCIPvarGetLbLocal(var) > 0.5 || SCIPvarGetUbLocal(var) < 0.5 )
{
fixcands[c] = NULL;
continue;
}
/* get the LP solution value */
solval = SCIPvarGetLPSol(var);
if( solval > bestsolval )
{
bestcand = c;
bestfixval = 1.0;
bestsolval = solval;
if( SCIPisGE(scip, bestsolval, 1.0) )
{
/* we found an unfixed binary variable with LP solution value of 1.0 - there cannot be a better candidate */
break;
}
else if( SCIPisLE(scip, bestsolval, 0.0) )
{
/* the variable is currently at 0.0 - this is the only situation where we want to fix it to 0.0 */
bestfixval = 0.0;
}
}
}
/* if all binary variables are fixed, look in the integer variables for a fixing candidate */
if( bestcand == -1 )
{
SCIP_Real bestfrac;
bestfrac = SCIP_INVALID;
for( c = MAX(nextcand, nbinfixcands); c < nfixcands; ++c )
{
SCIP_Real solval;
SCIP_Real frac;
var = fixcands[c];
/* ignore already fixed variables */
if( var == NULL )
continue;
if( SCIPvarGetUbLocal(var) - SCIPvarGetLbLocal(var) < 0.5 )
{
fixcands[c] = NULL;
continue;
}
/* get the LP solution value */
solval = SCIPvarGetLPSol(var);
frac = SCIPfrac(scip, solval);
/* ignore integer variables that are currently integral */
if( SCIPisFeasFracIntegral(scip, frac) )
continue;
if( frac < bestfrac )
{
bestcand = c;
bestsolval = solval;
bestfrac = frac;
bestfixval = SCIPfloor(scip, bestsolval + 0.5);
if( SCIPisZero(scip, bestfrac) )
{
/* we found an unfixed integer variable with integral LP solution value */
break;
}
}
}
}
assert(-1 <= bestcand && bestcand < nfixcands);
/* if there is no unfixed candidate left, we are done */
if( bestcand == -1 )
break;
var = fixcands[bestcand];
assert(var != NULL);
assert(SCIPvarIsIntegral(var));
assert(SCIPvarGetUbLocal(var) - SCIPvarGetLbLocal(var) > 0.5);
assert(SCIPisGE(scip, bestfixval, SCIPvarGetLbLocal(var)));
assert(SCIPisLE(scip, bestfixval, SCIPvarGetUbLocal(var)));
backtracked = FALSE;
do
{
/* if the variable is already fixed or if the solution value is outside the domain, numerical troubles may have
* occured or variable was fixed by propagation while backtracking => Abort diving!
*/
if( SCIPvarGetLbLocal(var) >= SCIPvarGetUbLocal(var) - 0.5 )
{
SCIPdebugMessage("Selected variable <%s> already fixed to [%g,%g], diving aborted \n",
SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var));
cutoff = TRUE;
break;
}
if( SCIPisFeasLT(scip, bestfixval, SCIPvarGetLbLocal(var)) || SCIPisFeasGT(scip, bestfixval, SCIPvarGetUbLocal(var)) )
{
SCIPdebugMessage("selected variable's <%s> solution value is outside the domain [%g,%g] (solval: %.9f), diving aborted\n",
SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), bestfixval);
assert(backtracked);
break;
}
/* apply fixing of best candidate */
SCIPdebugMessage(" dive %d/%d, LP iter %" SCIP_LONGINT_FORMAT "/%" SCIP_LONGINT_FORMAT ", %d unfixed: var <%s>, sol=%g, oldbounds=[%g,%g], fixed to %g\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations, SCIPgetNPseudoBranchCands(scip),
SCIPvarGetName(var), bestsolval, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), bestfixval);
SCIP_CALL( SCIPfixVarProbing(scip, var, bestfixval) );
/* apply domain propagation */
SCIP_CALL( SCIPpropagateProbing(scip, 0, &cutoff, &nnewdomreds) );
if( !cutoff )
{
/* if the best candidate was just fixed to its LP value and no domain reduction was found, the LP solution
* stays valid, and the LP does not need to be resolved
*/
if( nnewdomreds > 0 || !SCIPisEQ(scip, bestsolval, bestfixval) )
{
/* resolve the diving LP */
/* Errors in the LP solver should not kill the overall solving process, if the LP is just needed for a heuristic.
* Hence in optimized mode, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
#ifdef NDEBUG
SCIP_RETCODE retstat;
nlpiterations = SCIPgetNLPIterations(scip);
retstat = SCIPsolveProbingLP(scip, MAX((int)(maxnlpiterations - heurdata->nlpiterations), MINLPITER), &lperror, &cutoff);
if( retstat != SCIP_OKAY )
{
SCIPwarningMessage(scip, "Error while solving LP in Intdiving heuristic; LP solve terminated with code <%d>\n",retstat);
}
#else
nlpiterations = SCIPgetNLPIterations(scip);
SCIP_CALL( SCIPsolveProbingLP(scip, MAX((int)(maxnlpiterations - heurdata->nlpiterations), MINLPITER), &lperror, &cutoff) );
#endif
if( lperror )
break;
/* update iteration count */
nnewlpiterations = SCIPgetNLPIterations(scip) - nlpiterations;
heurdata->nlpiterations += nnewlpiterations;
/* get LP solution status */
lpsolstat = SCIPgetLPSolstat(scip);
assert(cutoff || (lpsolstat != SCIP_LPSOLSTAT_OBJLIMIT && lpsolstat != SCIP_LPSOLSTAT_INFEASIBLE &&
(lpsolstat != SCIP_LPSOLSTAT_OPTIMAL || SCIPisLT(scip, SCIPgetLPObjval(scip), SCIPgetCutoffbound(scip)))));
}
}
/* perform backtracking if a cutoff was detected */
if( cutoff && !backtracked && heurdata->backtrack )
{
SCIPdebugMessage(" *** cutoff detected at level %d - backtracking\n", SCIPgetProbingDepth(scip));
SCIP_CALL( SCIPbacktrackProbing(scip, SCIPgetProbingDepth(scip)-1) );
/* after backtracking there has to be at least one open node without exceeding the maximal tree depth */
assert(SCIPgetDepthLimit(scip) > SCIPgetDepth(scip));
SCIP_CALL( SCIPnewProbingNode(scip) );
bestfixval = SCIPvarIsBinary(var)
? 1.0 - bestfixval
: (SCIPisGT(scip, bestsolval, bestfixval) && SCIPisFeasLE(scip, bestfixval + 1, SCIPvarGetUbLocal(var)) ? bestfixval + 1 : bestfixval - 1);
backtracked = TRUE;
}
else
backtracked = FALSE;
}
while( backtracked );
if( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* get new objective value */
objval = SCIPgetLPObjval(scip);
if( nnewlpiterations > 0 || !SCIPisEQ(scip, bestsolval, bestfixval) )
{
/* we must start again with the first candidate, since the LP solution changed */
nextcand = 0;
/* create solution from diving LP and try to round it */
SCIP_CALL( SCIPlinkLPSol(scip, heurdata->sol) );
SCIP_CALL( SCIProundSol(scip, heurdata->sol, &success) );
if( success )
{
SCIPdebugMessage("intdiving found roundable primal solution: obj=%g\n",
SCIPgetSolOrigObj(scip, heurdata->sol));
/* try to add solution to SCIP */
SCIP_CALL( SCIPtrySol(scip, heurdata->sol, FALSE, FALSE, FALSE, FALSE, &success) );
/* check, if solution was feasible and good enough */
if( success )
{
SCIPdebugMessage(" -> solution was feasible and good enough\n");
*result = SCIP_FOUNDSOL;
}
}
}
else
nextcand = bestcand+1; /* continue with the next candidate in the following loop */
}
SCIPdebugMessage(" -> lpsolstat=%d, objval=%g/%g\n", lpsolstat, objval, searchbound);
}
/* free temporary memory */
SCIPfreeBufferArray(scip, &fixcands);
/* end diving */
SCIP_CALL( SCIPendProbing(scip) );
if( *result == SCIP_FOUNDSOL )
heurdata->nsuccess++;
SCIPdebugMessage("intdiving heuristic finished\n");
return SCIP_OKAY;
}
/** calculate the branching score of a variable, depending on the chosen score parameter */
static
SCIP_RETCODE calcBranchScore(
SCIP* scip, /**< current SCIP */
SCIP_HEURDATA* heurdata, /**< branch rule data */
SCIP_VAR* var, /**< candidate variable */
SCIP_Real lpsolval, /**< current fractional LP-relaxation solution value */
SCIP_Real* upscore, /**< pointer to store the variable score when branching on it in upward direction */
SCIP_Real* downscore, /**< pointer to store the variable score when branching on it in downward direction */
char scoreparam /**< the score parameter of this heuristic */
)
{
SCIP_COL* varcol;
SCIP_ROW** colrows;
SCIP_Real* rowvals;
SCIP_Real varlb;
SCIP_Real varub;
SCIP_Real squaredbounddiff; /* current squared difference of variable bounds (ub - lb)^2 */
SCIP_Real newub; /* new upper bound if branching downwards */
SCIP_Real newlb; /* new lower bound if branching upwards */
SCIP_Real squaredbounddiffup; /* squared difference after branching upwards (ub - lb')^2 */
SCIP_Real squaredbounddiffdown; /* squared difference after branching downwards (ub' - lb)^2 */
SCIP_Real currentmean; /* current mean value of variable uniform distribution */
SCIP_Real meanup; /* mean value of variable uniform distribution after branching up */
SCIP_Real meandown; /* mean value of variable uniform distribution after branching down*/
SCIP_VARTYPE vartype;
int ncolrows;
int i;
SCIP_Bool onlyactiverows; /* should only rows which are active at the current node be considered? */
assert(scip != NULL);
assert(var != NULL);
assert(upscore != NULL);
assert(downscore != NULL);
assert(!SCIPisIntegral(scip, lpsolval) || SCIPvarIsBinary(var));
assert(SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN);
varcol = SCIPvarGetCol(var);
assert(varcol != NULL);
colrows = SCIPcolGetRows(varcol);
rowvals = SCIPcolGetVals(varcol);
ncolrows = SCIPcolGetNNonz(varcol);
varlb = SCIPvarGetLbLocal(var);
varub = SCIPvarGetUbLocal(var);
assert(SCIPisFeasLT(scip, varlb, varub));
vartype = SCIPvarGetType(var);
/* calculate mean and variance of variable uniform distribution before and after branching */
currentmean = 0.0;
squaredbounddiff = 0.0;
SCIPvarCalcDistributionParameters(scip, varlb, varub, vartype, ¤tmean, &squaredbounddiff);
/* unfixed binary variables may have an integer solution value in the LP solution, eg, at the presence of indicator constraints */
if( !SCIPvarIsBinary(var) )
{
newlb = SCIPfeasCeil(scip, lpsolval);
newub = SCIPfeasFloor(scip, lpsolval);
}
else
{
newlb = 1.0;
newub = 0.0;
}
/* calculate the variable's uniform distribution after branching up and down, respectively. */
squaredbounddiffup = 0.0;
meanup = 0.0;
SCIPvarCalcDistributionParameters(scip, newlb, varub, vartype, &meanup, &squaredbounddiffup);
/* calculate the distribution mean and variance for a variable with finite lower bound */
squaredbounddiffdown = 0.0;
meandown = 0.0;
SCIPvarCalcDistributionParameters(scip, varlb, newub, vartype, &meandown, &squaredbounddiffdown);
/* initialize the variable's up and down score */
*upscore = 0.0;
*downscore = 0.0;
onlyactiverows = FALSE;
/* loop over the variable rows and calculate the up and down score */
for( i = 0; i < ncolrows; ++i )
{
SCIP_ROW* row;
SCIP_Real changedrowmean;
SCIP_Real rowmean;
SCIP_Real rowvariance;
SCIP_Real changedrowvariance;
SCIP_Real currentrowprob;
SCIP_Real newrowprobup;
SCIP_Real newrowprobdown;
SCIP_Real squaredcoeff;
SCIP_Real rowval;
int rowinfinitiesdown;
int rowinfinitiesup;
int rowpos;
row = colrows[i];
rowval = rowvals[i];
assert(row != NULL);
/* we access the rows by their index */
rowpos = SCIProwGetIndex(row);
/* skip non-active rows if the user parameter was set this way */
if( onlyactiverows && SCIPisSumPositive(scip, SCIPgetRowLPFeasibility(scip, row)) )
continue;
/* call method to ensure sufficient data capacity */
SCIP_CALL( heurdataEnsureArraySize(scip, heurdata, rowpos) );
/* calculate row activity distribution if this is the first candidate to appear in this row */
if( heurdata->rowmeans[rowpos] == SCIP_INVALID ) /*lint !e777 doesn't like comparing floats for equality */
{
rowCalculateGauss(scip, heurdata, row, &heurdata->rowmeans[rowpos], &heurdata->rowvariances[rowpos],
&heurdata->rowinfinitiesdown[rowpos], &heurdata->rowinfinitiesup[rowpos]);
}
/* retrieve the row distribution parameters from the branch rule data */
rowmean = heurdata->rowmeans[rowpos];
rowvariance = heurdata->rowvariances[rowpos];
rowinfinitiesdown = heurdata->rowinfinitiesdown[rowpos];
rowinfinitiesup = heurdata->rowinfinitiesup[rowpos];
assert(!SCIPisNegative(scip, rowvariance));
currentrowprob = SCIProwCalcProbability(scip, row, rowmean, rowvariance,
rowinfinitiesdown, rowinfinitiesup);
/* get variable's current expected contribution to row activity */
squaredcoeff = SQUARED(rowval);
/* first, get the probability change for the row if the variable is branched on upwards. The probability
* can only be affected if the variable upper bound is finite
*/
if( !SCIPisInfinity(scip, varub) )
{
int rowinftiesdownafterbranch;
int rowinftiesupafterbranch;
/* calculate how branching would affect the row parameters */
changedrowmean = rowmean + rowval * (meanup - currentmean);
changedrowvariance = rowvariance + squaredcoeff * (squaredbounddiffup - squaredbounddiff);
changedrowvariance = MAX(0.0, changedrowvariance);
rowinftiesdownafterbranch = rowinfinitiesdown;
rowinftiesupafterbranch = rowinfinitiesup;
/* account for changes of the row's infinite bound contributions */
if( SCIPisInfinity(scip, -varlb) && rowval < 0.0 )
rowinftiesupafterbranch--;
if( SCIPisInfinity(scip, -varlb) && rowval > 0.0 )
rowinftiesdownafterbranch--;
assert(rowinftiesupafterbranch >= 0);
assert(rowinftiesdownafterbranch >= 0);
newrowprobup = SCIProwCalcProbability(scip, row, changedrowmean, changedrowvariance, rowinftiesdownafterbranch,
rowinftiesupafterbranch);
}
else
newrowprobup = currentrowprob;
/* do the same for the other branching direction */
if( !SCIPisInfinity(scip, varlb) )
{
int rowinftiesdownafterbranch;
int rowinftiesupafterbranch;
changedrowmean = rowmean + rowval * (meandown - currentmean);
changedrowvariance = rowvariance + squaredcoeff * (squaredbounddiffdown - squaredbounddiff);
changedrowvariance = MAX(0.0, changedrowvariance);
rowinftiesdownafterbranch = rowinfinitiesdown;
rowinftiesupafterbranch = rowinfinitiesup;
/* account for changes of the row's infinite bound contributions */
if( SCIPisInfinity(scip, varub) && rowval > 0.0 )
rowinftiesupafterbranch -= 1;
if( SCIPisInfinity(scip, varub) && rowval < 0.0 )
rowinftiesdownafterbranch -= 1;
assert(rowinftiesdownafterbranch >= 0);
assert(rowinftiesupafterbranch >= 0);
newrowprobdown = SCIProwCalcProbability(scip, row, changedrowmean, changedrowvariance, rowinftiesdownafterbranch,
rowinftiesupafterbranch);
}
else
newrowprobdown = currentrowprob;
/* update the up and down score depending on the chosen scoring parameter */
SCIP_CALL( SCIPupdateDistributionScore(scip, currentrowprob, newrowprobup, newrowprobdown, upscore, downscore, scoreparam) );
SCIPdebugMessage(" Variable %s changes probability of row %s from %g to %g (branch up) or %g;\n",
SCIPvarGetName(var), SCIProwGetName(row), currentrowprob, newrowprobup, newrowprobdown);
SCIPdebugMessage(" --> new variable score: %g (for branching up), %g (for branching down)\n",
*upscore, *downscore);
}
return SCIP_OKAY;
}
