Beispiel #1
0
/** output method of display column to output file stream 'file' */
static
SCIP_DECL_DISPOUTPUT(SCIPdispOutputSolfound)
{  /*lint --e{715}*/
   SCIP* origprob;
   SCIP_SOL* sol;
   SCIP_DISPDATA* dispdata;

   /* get original problem */
   origprob = GCGpricerGetOrigprob(scip);
   assert(origprob != NULL);

   assert(disp != NULL);
   assert(strcmp(SCIPdispGetName(disp), DISP_NAME_SOLFOUND) == 0);
   assert(scip != NULL);

   sol = SCIPgetBestSol(scip);
   if( sol == NULL )
      SCIPdispSetData(disp, NULL);

   dispdata = SCIPdispGetData(disp);
   if( sol != (SCIP_SOL*)dispdata )
   {
      SCIPinfoMessage(scip, file, "%c%c",
            GCGrelaxGetProbingheur(origprob) == NULL ? '*' : SCIPheurGetDispchar(GCGrelaxGetProbingheur(origprob)),
            SCIPgetSolHeur(scip, sol) == NULL ? '*' : SCIPheurGetDispchar(SCIPgetSolHeur(scip, sol)));
      SCIPdispSetData(disp, (SCIP_DISPDATA*)sol);
   }
   else
      SCIPinfoMessage(scip, file, "  ");

   return SCIP_OKAY;
}
/** calculate score and preferred rounding direction for the candidate variable; the best candidate maximizes the
 *  score
 */
static
SCIP_DECL_DIVESETGETSCORE(divesetGetScoreGuideddiving)
{
   SCIP_SOL* bestsol;
   SCIP_Real bestsolval;
   SCIP_Real obj;
   SCIP_Real objnorm;
   SCIP_Real objgain;

   bestsol = SCIPgetBestSol(scip);
   assert(bestsol != NULL);
   assert(!SCIPsolIsOriginal(bestsol));

   bestsolval = SCIPgetSolVal(scip, bestsol, cand);

   /* variable should be rounded (guided) into the direction of its incumbent solution value */
   if( candsol < bestsolval )
      *roundup = TRUE;
   else
      *roundup = FALSE;

   obj = SCIPvarGetObj(cand);
   objnorm = SCIPgetObjNorm(scip);

   /* divide by objective norm to normalize obj into [-1,1] */
   if( SCIPisPositive(scip, objnorm) )
      obj /= objnorm;

   /* calculate objective gain and fractionality for the selected rounding direction */
   if( *roundup )
   {
      candsfrac = 1.0 - candsfrac;
      objgain = obj * candsfrac;
   }
   else
      objgain = -obj * candsfrac;

   assert(objgain >= -1.0 && objgain <= 1.0);

   /* penalize too small fractions */
   if( candsfrac < 0.01 )
      candsfrac *= 0.1;

   /* prefer decisions on binary variables */
   if( !SCIPvarIsBinary(cand) )
      candsfrac *= 0.1;

   /* prefer variables which cannot be rounded by scoring their fractionality */
   if( !(SCIPvarMayRoundDown(cand) || SCIPvarMayRoundUp(cand)) )
      *score = -candsfrac;
   else
      *score = -2.0 - objgain;

   return SCIP_OKAY;
}
    std::vector<double> ILPSolverSCIP::get_solution()  const
    {
        std::vector<double> res;
        if (get_status() != SolutionStatus::SUBOPTIMAL && get_status() != SolutionStatus::PROVEN_OPTIMAL)
            return res;

        res.reserve(d_cols.size());

        // Obtain the best solution value for each variable in the current best solution.
        auto sol = SCIPgetBestSol(d_scip);
        for (auto& s : d_cols)
            res.push_back(SCIPgetSolVal(d_scip, sol, s));

        return res;
    }
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecGuideddiving) /*lint --e{715}*/
{  /*lint --e{715}*/

   SCIP_HEURDATA* heurdata;
   SCIP_DIVESET* diveset;

   assert(heur != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
   assert(scip != NULL);
   assert(result != NULL);
   assert(SCIPhasCurrentNodeLP(scip));

   *result = SCIP_DIDNOTRUN;

  /* don't dive, if no feasible solutions exist */
   if( SCIPgetNSols(scip) == 0 )
      return SCIP_OKAY;

   /* get best solution that should guide the search; if this solution lives in the original variable space,
    * we cannot use it since it might violate the global bounds of the current problem
    */
   if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
      return SCIP_OKAY;

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);

   /* if there are no integer variables (note that, e.g., SOS1 variables may be present) */
   if ( SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0 )
      return SCIP_OKAY;

   assert(SCIPheurGetNDivesets(heur) > 0);
   assert(SCIPheurGetDivesets(heur) != NULL);
   diveset = SCIPheurGetDivesets(heur)[0];
   assert(diveset != NULL);

   /* call generic diving algorithm */
   SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible) );

   return SCIP_OKAY;
}
Beispiel #5
0
/** returns whether the debug solution is worse as the best known solution or if the debug solution was found */
static
SCIP_Bool debugSolIsAchieved(
   SCIP_SET*             set                 /**< global SCIP settings */
   )
{
   SCIP_SOL* bestsol;
   SCIP* scip;

   if( solisachieved )
      return TRUE;

   assert(set != NULL);

   scip = set->scip;
   assert(scip != NULL);

   bestsol = SCIPgetBestSol(scip);

   if( bestsol != NULL )
   {
      SCIP_Real solvalue;

      /* don't check solution while in problem creation stage */
      if( SCIPsetGetStage(set) == SCIP_STAGE_PROBLEM )
         return TRUE;

      solvalue = SCIPgetSolOrigObj(scip, bestsol);

      /* make sure a debug solution has been read, so we do not compare against the initial debugsolval == 0 */
      SCIP_CALL( readSolution(set) );

      if( (SCIPgetObjsense(scip) == SCIP_OBJSENSE_MINIMIZE && SCIPsetIsLE(set, solvalue, debugsolval)) || (SCIPgetObjsense(scip) == SCIP_OBJSENSE_MAXIMIZE && SCIPsetIsGE(set, solvalue, debugsolval)) )
         solisachieved = TRUE;
   }

   return solisachieved;
}
Beispiel #6
0
/** execution method of event handler */
static
SCIP_DECL_EVENTEXEC(eventExecBestsol)
{  /*lint --e{715}*/
   SCIP_SOL* bestsol;
   SCIP_Real solvalue;

   assert(eventhdlr != NULL);
   assert(strcmp(SCIPeventhdlrGetName(eventhdlr), EVENTHDLR_NAME) == 0);
   assert(event != NULL);
   assert(scip != NULL);
   assert(SCIPeventGetType(event) == SCIP_EVENTTYPE_BESTSOLFOUND);

   SCIPdebugMessage("exec method of event handler for best solution found\n");
   
   bestsol = SCIPgetBestSol(scip);
   assert(bestsol != NULL);
   solvalue = SCIPgetSolOrigObj(scip, bestsol);
   
   /* print best solution value */
   SCIPinfoMessage(scip, NULL, "found new best solution with solution value <%g> in SCIP <%s>\n", 
      solvalue, SCIPgetProbName(scip) );
   
   return SCIP_OKAY;
}
Beispiel #7
0
double SCIPSolver::get_value(void *ptr){
  return SCIPgetSolVal(_scip, SCIPgetBestSol(_scip), (SCIP_VAR*) ptr);
}
Beispiel #8
0
/* standard "main" method for mex interface */
void mexFunction(
   int                   nlhs,               /* number of expected outputs */
   mxArray*              plhs[],             /* array of pointers to output arguments */
   int                   nrhs,               /* number of inputs */
   const mxArray*        prhs[]              /* array of pointers to input arguments */
   )
{
   SCIP* scip;
   SCIP_VAR** vars;
   SCIP_Real* objs;
   SCIP_Real* lhss;
   SCIP_Real* rhss;
   SCIP_Real* lbs;
   SCIP_Real* ubs;
   SCIP_Real* matrix;
   SCIP_Real* bestsol;
   SCIP_Real* objval;
   char* vartypes;
   char objsense[SCIP_MAXSTRLEN];

   int nvars;
   int nconss;
   int stringsize;
   int i;

   if( SCIPmajorVersion() < 2 )
   {
      mexErrMsgTxt("SCIP versions less than 2.0 are not supported\n");
      return;
   }

   /* initialize SCIP */
   SCIP_CALL_ABORT( SCIPcreate(&scip) );

   /* output SCIP information */
   SCIPprintVersion(scip, NULL);

   /* include default SCIP plugins */
   SCIP_CALL_ABORT( SCIPincludeDefaultPlugins(scip) );

   if( nlhs != 2 || nrhs != 8 )
      mexErrMsgTxt("invalid number of parameters. Call as [bestsol, objval] = matscip(matrix, lhs, rhs, obj, lb, ub, vartype, objsense)\n");

   if( mxIsSparse(prhs[0]) )
      mexErrMsgTxt("sparse matrices are not supported yet"); /* ???????? of course this has to change */

   /* get linear constraint coefficient matrix */
   matrix = mxGetPr(prhs[0]);
   if( matrix == NULL )
      mexErrMsgTxt("matrix must not be NULL");
   if( mxGetNumberOfDimensions(prhs[0]) != 2 )
      mexErrMsgTxt("matrix must have exactly two dimensions");

   /* get dimensions of matrix */
   nconss = mxGetM(prhs[0]);
   nvars = mxGetN(prhs[0]);
   assert(nconss > 0);
   assert(nvars > 0);

   /* get left hand sides of linear constraints */
   lhss = mxGetPr(prhs[1]);
   if( mxGetM(prhs[1]) != nconss )
      mexErrMsgTxt("dimension of left hand side vector does not match matrix dimension");
   assert(lhss != NULL);

   /* get right hand sides of linear constraints */
   rhss = mxGetPr(prhs[2]);
   if( mxGetM(prhs[2]) != nconss )
      mexErrMsgTxt("dimension of right hand side vector does not match matrix dimension");
   assert(rhss != NULL);

   /* get objective coefficients */
   objs = mxGetPr(prhs[3]);
   if( mxGetM(prhs[3]) != nvars )
      mexErrMsgTxt("dimension of objective coefficient vector does not match matrix dimension");

   /* get lower bounds of variables */
   lbs = mxGetPr(prhs[4]);
   if( mxGetM(prhs[4]) != nvars )
      mexErrMsgTxt("dimension of lower bound vector does not match matrix dimension");

   /* get upper bounds of variables */
   ubs = mxGetPr(prhs[5]);
   if( mxGetM(prhs[5]) != nvars )
      mexErrMsgTxt("dimension of upper bound vector does not match matrix dimension");

   /* allocate memory for variable type characters */
   SCIP_CALL_ABORT( SCIPallocMemoryArray(scip, &vartypes, nvars+1) );

   /* get variable types */
   if( mxGetString(prhs[6], vartypes, nvars+1)  != 0 )
      mexErrMsgTxt("Error when parsing variable types, maybe a wrong vector dimension?");

   /* get objective sense */
   stringsize = mxGetNumberOfElements(prhs[7]);
   if( stringsize != 3 )
      mexErrMsgTxt("objective sense must be a three character word: \"max\" or \"min\"");
   if( mxGetString(prhs[7], objsense, stringsize+1) != 0)
      mexErrMsgTxt("Error when parsing objective sense string");
   if( strcmp(objsense,"max") != 0 && strcmp(objsense,"min") != 0 )
      mexErrMsgTxt("objective sense must be either \"max\" or \"min\"");

   /* get output parameters */
   plhs[0] = mxCreateDoubleMatrix(nvars, 1, mxREAL);
   bestsol = mxGetPr(plhs[0]);
   plhs[1] = mxCreateDoubleScalar(mxREAL);
   objval  = mxGetPr(plhs[1]);

   /* create SCIP problem */
   SCIP_CALL_ABORT( SCIPcreateProb(scip, "mex_prob", NULL, NULL, NULL, NULL, NULL, NULL, NULL) );

   /* allocate memory for variable array */
   SCIP_CALL_ABORT( SCIPallocMemoryArray(scip, &vars, nvars) );

   /* create variables */
   for( i = 0; i < nvars; ++i)
   {
      SCIP_VARTYPE vartype;
      char varname[SCIP_MAXSTRLEN];

      /* convert vartype character to SCIP vartype */
      if( vartypes[i] == 'i' )
         vartype = SCIP_VARTYPE_INTEGER;
      else if( vartypes[i] == 'b' )
         vartype = SCIP_VARTYPE_BINARY;
      else if( vartypes[i] == 'c' )
         vartype = SCIP_VARTYPE_CONTINUOUS;
      else
         mexErrMsgTxt("unkown variable type");

      /* variables get canonic names x_i */
      (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "x_%d", i);

      /* create variable object and add it to SCIP */
      SCIP_CALL_ABORT( SCIPcreateVar(scip, &vars[i], varname, lbs[i], ubs[i], objs[i],
            vartype, TRUE, FALSE, NULL, NULL, NULL, NULL, NULL) );
      assert(vars[i] != NULL);
      SCIP_CALL_ABORT( SCIPaddVar(scip, vars[i]) );
   }

   /* create linear constraints */
   for( i = 0; i < nconss; ++i )
   {
      SCIP_CONS* cons;
      char consname[SCIP_MAXSTRLEN];
      int j;

      /* constraints get canonic names cons_i */
      (void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "cons_%d", i);

      /* create empty linear constraint */
      SCIP_CALL_ABORT( SCIPcreateConsLinear(scip, &cons, consname, 0, NULL, NULL, lhss[i], rhss[i],
            TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );

      /* add non-zero coefficients to linear constraint */
      for( j = 0; j < nvars; ++j )
      {
         if( !SCIPisFeasZero(scip, matrix[i+j*nconss]) )
         {
            SCIP_CALL_ABORT( SCIPaddCoefLinear(scip, cons, vars[j], matrix[i+j*nconss]) );
         }
      }

      /* add constraint to SCIP and release it */
      SCIP_CALL_ABORT( SCIPaddCons(scip, cons) );
      SCIP_CALL_ABORT( SCIPreleaseCons(scip, &cons) );
   }

   /* set objective sense in SCIP */
   if( strcmp(objsense,"max") == 0)
   {
      SCIP_CALL_ABORT( SCIPsetObjsense(scip, SCIP_OBJSENSE_MAXIMIZE) );
   }
   else if( strcmp(objsense,"min") == 0)
   {
      SCIP_CALL_ABORT( SCIPsetObjsense(scip, SCIP_OBJSENSE_MINIMIZE) );
   }
   else
      /* this should have been caught earlier when parsing objsense */
      mexErrMsgTxt("unkown objective sense");

   /* solve SCIP problem */
   SCIP_CALL_ABORT( SCIPsolve(scip) );

   /* if SCIP found a solution, pass it back into MATLAB output parameters */
   if( SCIPgetNSols > 0 )
   {
      SCIP_SOL* scipbestsol;

      /* get incumbent solution vector */
      scipbestsol = SCIPgetBestSol(scip);
      assert(scipbestsol != NULL);

      /* get objective value of incumbent solution */
      *objval = SCIPgetSolOrigObj(scip, scipbestsol);
      assert(!SCIPisInfinity(scip, REALABS(*objval)));

      /* copy solution values into output vector */
      for( i = 0; i < nvars; ++i )
         bestsol[i] = SCIPgetSolVal(scip,scipbestsol,vars[i]);
   }

   /* release variables */
   for( i = 0; i < nvars; ++i )
   {
      SCIP_CALL_ABORT( SCIPreleaseVar(scip, &vars[i]) );
   }

   /* free memory for variable arrays */
   SCIPfreeMemoryArray(scip, &vartypes);
   SCIPfreeMemoryArray(scip, &vars);

   /* deinitialize SCIP */
   SCIP_CALL_ABORT( SCIPfree(&scip) );

   /* check for memory leaks */
   BMScheckEmptyMemory();

   return;
}
Beispiel #9
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecGuideddiving) /*lint --e{715}*/
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;
   SCIP_LPSOLSTAT lpsolstat;
   SCIP_SOL* bestsol;
   SCIP_VAR* var;
   SCIP_VAR** lpcands;
   SCIP_Real* lpcandssol;
   SCIP_Real* lpcandsfrac;
   SCIP_Real searchubbound;
   SCIP_Real searchavgbound;
   SCIP_Real searchbound;
   SCIP_Real objval;
   SCIP_Real oldobjval;
   SCIP_Real obj;
   SCIP_Real objgain;
   SCIP_Real bestobjgain;
   SCIP_Real frac;
   SCIP_Real bestfrac;
   SCIP_Real solval;
   SCIP_Real bestsolval;
   SCIP_Bool bestcandmayrounddown;
   SCIP_Bool bestcandmayroundup;
   SCIP_Bool bestcandroundup;
   SCIP_Bool mayrounddown;
   SCIP_Bool mayroundup;
   SCIP_Bool roundup;
   SCIP_Bool lperror;
   SCIP_Bool cutoff;
   SCIP_Bool backtracked;
   SCIP_Longint ncalls;
   SCIP_Longint nsolsfound;
   SCIP_Longint nlpiterations;
   SCIP_Longint maxnlpiterations;
   int nlpcands;
   int startnlpcands;
   int depth;
   int maxdepth;
   int maxdivedepth;
   int divedepth;
   int bestcand;
   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;

  /* don't dive, if no feasible solutions exist */
   if( SCIPgetNSols(scip) == 0 )
      return SCIP_OKAY;

   /* 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, 30);
   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 fractional variables that should be integral */
   SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, &lpcandsfrac, &nlpcands, NULL, NULL) );

   /* don't try to dive, if there are no fractional variables */
   if( nlpcands == 0 )
      return SCIP_OKAY;

   /* calculate the objective search bound */
   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;

   /* get best solution that should guide the search; if this solution lives in the original variable space,
    * we cannot use it since it might violate the global bounds of the current problem
    */
   if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
      return SCIP_OKAY;

   /* store a copy of the best solution */
   SCIP_CALL( SCIPcreateSolCopy(scip, &bestsol, SCIPgetBestSol(scip)) );

   *result = SCIP_DIDNOTFIND;

   /* start diving */
   SCIP_CALL( SCIPstartProbing(scip) );

   /* enables collection of variable statistics during probing */
   SCIPenableVarHistory(scip);

   /* get LP objective value */
   lpsolstat = SCIP_LPSOLSTAT_OPTIMAL;
   objval = SCIPgetLPObjval(scip);

   SCIPdebugMessage("(node %"SCIP_LONGINT_FORMAT") executing guideddiving heuristic: depth=%d, %d fractionals, dualbound=%g, searchbound=%g\n",
      SCIPgetNNodes(scip), SCIPgetDepth(scip), nlpcands, SCIPgetDualbound(scip), SCIPretransformObj(scip, searchbound));

   /* dive as long we are in the given objective, depth and iteration limits and fractional variables exist, but
    * - if possible, we dive at least with the depth 10
    * - if the number of fractional variables decreased at least with 1 variable per 2 dive depths, we continue diving
    */
   lperror = FALSE;
   cutoff = FALSE;
   divedepth = 0;
   bestcandmayrounddown = FALSE;
   bestcandmayroundup = FALSE;
   startnlpcands = nlpcands;
   while( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL && nlpcands > 0
      && (divedepth < 10
         || nlpcands <= startnlpcands - divedepth/2
         || (divedepth < maxdivedepth && heurdata->nlpiterations < maxnlpiterations && objval < searchbound))
      && !SCIPisStopped(scip) )
   {
      SCIP_CALL( SCIPnewProbingNode(scip) );
      divedepth++;

      /* choose variable fixing:
       * - prefer variables that may not be rounded without destroying LP feasibility:
       *   - of these variables, round a variable to its value in direction of incumbent solution, and choose the
       *     variable that is closest to its rounded value
       * - if all remaining fractional variables may be rounded without destroying LP feasibility:
       *   - round variable in direction that destroys LP feasibility (other direction is checked by SCIProundSol())
       *   - round variable with least increasing objective value
       */
      bestcand = -1;
      bestobjgain = SCIPinfinity(scip);
      bestfrac = SCIP_INVALID;
      bestcandmayrounddown = TRUE;
      bestcandmayroundup = TRUE;
      bestcandroundup = FALSE;
      for( c = 0; c < nlpcands; ++c )
      {
         var = lpcands[c];
         mayrounddown = SCIPvarMayRoundDown(var);
         mayroundup = SCIPvarMayRoundUp(var);
         solval = lpcandssol[c];
         frac = lpcandsfrac[c];
         obj = SCIPvarGetObj(var);
         bestsolval = SCIPgetSolVal(scip, bestsol, var);

         /* select default rounding direction */
         roundup = (solval < bestsolval);

         if( mayrounddown || mayroundup )
         {
            /* the candidate may be rounded: choose this candidate only, if the best candidate may also be rounded */
            if( bestcandmayrounddown || bestcandmayroundup )
            {
               /* choose rounding direction:
                * - if variable may be rounded in both directions, round corresponding to its value in incumbent solution
                * - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
                *   the current fractional solution with SCIProundSol()
                */
               if( !mayrounddown || !mayroundup )
                  roundup = mayrounddown;

               if( roundup )
               {
                  frac = 1.0 - frac;
                  objgain = frac*obj;
               }
               else
                  objgain = -frac*obj;

               /* penalize too small fractions */
               if( frac < 0.01 )
                  objgain *= 1000.0;

               /* prefer decisions on binary variables */
               if( !SCIPvarIsBinary(var) )
                  objgain *= 1000.0;

               /* check, if candidate is new best candidate */
               if( SCIPisLT(scip, objgain, bestobjgain) || (SCIPisEQ(scip, objgain, bestobjgain) && frac < bestfrac) )
               {
                  bestcand = c;
                  bestobjgain = objgain;
                  bestfrac = frac;
                  bestcandmayrounddown = mayrounddown;
                  bestcandmayroundup = mayroundup;
                  bestcandroundup = roundup;
               }
            }
         }
         else
         {
            /* the candidate may not be rounded */
            if( roundup )
               frac = 1.0 - frac;

            /* penalize too small fractions */
            if( frac < 0.01 )
               frac += 10.0;

            /* prefer decisions on binary variables */
            if( !SCIPvarIsBinary(var) )
               frac *= 1000.0;

            /* check, if candidate is new best candidate: prefer unroundable candidates in any case */
            if( bestcandmayrounddown || bestcandmayroundup || frac < bestfrac )
            {
               bestcand = c;
               bestfrac = frac;
               bestcandmayrounddown = FALSE;
               bestcandmayroundup = FALSE;
               bestcandroundup = roundup;
            }
         }
      }
      assert(bestcand != -1);

      /* if all candidates are roundable, try to round the solution */
      if( bestcandmayrounddown || bestcandmayroundup )
      {
         SCIP_Bool success;

         /* 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("guideddiving 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;
            }
         }
      }

      var = lpcands[bestcand];

      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] (solval: %.9f), diving aborted \n",
               SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), lpcandssol[bestcand]);
            cutoff = TRUE;
            break;
         }
         if( SCIPisFeasLT(scip, lpcandssol[bestcand], SCIPvarGetLbLocal(var)) || SCIPisFeasGT(scip, lpcandssol[bestcand], 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), lpcandssol[bestcand]);
            assert(backtracked);
            break;
         }

         /* apply rounding of best candidate */
         if( bestcandroundup == !backtracked )
         {
            /* round variable up */
            SCIPdebugMessage("  dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT": var <%s>, round=%u/%u, sol=%g, bestsol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
               divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
               SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
               lpcandssol[bestcand], SCIPgetSolVal(scip, bestsol, var),
               SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var),
               SCIPfeasCeil(scip, lpcandssol[bestcand]), SCIPvarGetUbLocal(var));
            SCIP_CALL( SCIPchgVarLbProbing(scip, var, SCIPfeasCeil(scip, lpcandssol[bestcand])) );
         }
         else
         {
            /* round variable down */
            SCIPdebugMessage("  dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT": var <%s>, round=%u/%u, sol=%g, bestsol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
               divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
               SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
               lpcandssol[bestcand], SCIPgetSolVal(scip, bestsol, var),
               SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var),
               SCIPvarGetLbLocal(var), SCIPfeasFloor(scip, lpcandssol[bestcand]));
            SCIP_CALL( SCIPchgVarUbProbing(scip, var, SCIPfeasFloor(scip, lpcandssol[bestcand])) );
         }

         /* apply domain propagation */
         SCIP_CALL( SCIPpropagateProbing(scip, 0, &cutoff, NULL) );
         if( !cutoff )
         {
           /* 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 Guideddiving 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 */
            heurdata->nlpiterations += SCIPgetNLPIterations(scip) - nlpiterations;

            /* get LP solution status, objective value, and fractional variables, that should be integral */
            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) );
            SCIP_CALL( SCIPnewProbingNode(scip) );
            backtracked = TRUE;
         }
         else
            backtracked = FALSE;
      }
      while( backtracked );

      if( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
      {
         /* get new objective value */
         oldobjval = objval;
         objval = SCIPgetLPObjval(scip);

         /* update pseudo cost values */
         if( SCIPisGT(scip, objval, oldobjval) )
         {
            if( bestcandroundup )
            {
               SCIP_CALL( SCIPupdateVarPseudocost(scip, lpcands[bestcand], 1.0-lpcandsfrac[bestcand],
                     objval - oldobjval, 1.0) );
            }
            else
            {
               SCIP_CALL( SCIPupdateVarPseudocost(scip, lpcands[bestcand], 0.0-lpcandsfrac[bestcand],
                     objval - oldobjval, 1.0) );
            }
         }

         /* get new fractional variables */
         SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, &lpcandsfrac, &nlpcands, NULL, NULL) );
      }
      SCIPdebugMessage("   -> lpsolstat=%d, objval=%g, nfrac=%d\n", lpsolstat, objval, nlpcands);
   }

   /* check if a solution has been found */
   if( nlpcands == 0 && !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
   {
      SCIP_Bool success;

      /* create solution from diving LP */
      SCIP_CALL( SCIPlinkLPSol(scip, heurdata->sol) );
      SCIPdebugMessage("guideddiving found 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;
      }
   }

   /* end diving */
   SCIP_CALL( SCIPendProbing(scip) );

   /* free copied best solution */
   SCIP_CALL( SCIPfreeSol(scip, &bestsol) );

   if( *result == SCIP_FOUNDSOL )
      heurdata->nsuccess++;

   SCIPdebugMessage("guideddiving heuristic finished\n");

   return SCIP_OKAY;
}
Beispiel #10
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecOneopt)
{  /*lint --e{715}*/

   SCIP_HEURDATA* heurdata;
   SCIP_SOL* bestsol;                        /* incumbent solution */
   SCIP_SOL* worksol;                        /* heuristic's working solution */
   SCIP_VAR** vars;                          /* SCIP variables                */
   SCIP_VAR** shiftcands;                    /* shiftable variables           */
   SCIP_ROW** lprows;                        /* SCIP LP rows                  */
   SCIP_Real* activities;                    /* row activities for working solution */
   SCIP_Real* shiftvals;

   SCIP_Real lb;
   SCIP_Real ub;
   SCIP_Bool localrows;
   SCIP_Bool valid;
   int nchgbound;
   int nbinvars;
   int nintvars;
   int nvars;
   int nlprows;
   int i;
   int nshiftcands;
   int shiftcandssize;
   SCIP_RETCODE retcode;

   assert(heur != NULL);
   assert(scip != NULL);
   assert(result != NULL);

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);

   *result = SCIP_DELAYED;

   /* we only want to process each solution once */
   bestsol = SCIPgetBestSol(scip);
   if( bestsol == NULL || heurdata->lastsolindex == SCIPsolGetIndex(bestsol) )
      return SCIP_OKAY;

   /* reset the timing mask to its default value (at the root node it could be different) */
   if( SCIPgetNNodes(scip) > 1 )
      SCIPheurSetTimingmask(heur, HEUR_TIMING);

   /* get problem variables */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
   nintvars += nbinvars;

   /* do not run if there are no discrete variables */
   if( nintvars == 0 )
   {
      *result = SCIP_DIDNOTRUN;
      return SCIP_OKAY;
   }

   if( heurtiming == SCIP_HEURTIMING_BEFOREPRESOL )
   {
      SCIP*                 subscip;            /* the subproblem created by zeroobj              */
      SCIP_HASHMAP*         varmapfw;           /* mapping of SCIP variables to sub-SCIP variables */
      SCIP_VAR**            subvars;            /* subproblem's variables                          */
      SCIP_Real* subsolvals;                    /* solution values of the subproblem               */

      SCIP_Real timelimit;                      /* time limit for zeroobj subproblem              */
      SCIP_Real memorylimit;                    /* memory limit for zeroobj subproblem            */

      SCIP_SOL* startsol;
      SCIP_SOL** subsols;
      int nsubsols;

      if( !heurdata->beforepresol )
         return SCIP_OKAY;

      /* check whether there is enough time and memory left */
      timelimit = 0.0;
      memorylimit = 0.0;
      SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
      if( !SCIPisInfinity(scip, timelimit) )
         timelimit -= SCIPgetSolvingTime(scip);
      SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );

      /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
      if( !SCIPisInfinity(scip, memorylimit) )
      {
         memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
         memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
      }

      /* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
      if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
         return SCIP_OKAY;

      /* initialize the subproblem */
      SCIP_CALL( SCIPcreate(&subscip) );

      /* create the variable mapping hash map */
      SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
      SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );

      /* copy complete SCIP instance */
      valid = FALSE;
      SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "oneopt", TRUE, FALSE, TRUE, &valid) );
      SCIP_CALL( SCIPtransformProb(subscip) );

      /* get variable image */
      for( i = 0; i < nvars; i++ )
         subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);

      /* copy the solution */
      SCIP_CALL( SCIPallocBufferArray(scip, &subsolvals, nvars) );
      SCIP_CALL( SCIPgetSolVals(scip, bestsol, nvars, vars, subsolvals) );

      /* create start solution for the subproblem */
      SCIP_CALL( SCIPcreateOrigSol(subscip, &startsol, NULL) );
      SCIP_CALL( SCIPsetSolVals(subscip, startsol, nvars, subvars, subsolvals) );

      /* try to add new solution to sub-SCIP and free it immediately */
      valid = FALSE;
      SCIP_CALL( SCIPtrySolFree(subscip, &startsol, FALSE, FALSE, FALSE, FALSE, &valid) );
      SCIPfreeBufferArray(scip, &subsolvals);
      SCIPhashmapFree(&varmapfw);

      /* disable statistic timing inside sub SCIP */
      SCIP_CALL( SCIPsetBoolParam(subscip, "timing/statistictiming", FALSE) );

      /* deactivate basically everything except oneopt in the sub-SCIP */
      SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
      SCIP_CALL( SCIPsetHeuristics(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
      SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
      SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", 1LL) );
      SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
      SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
      SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
      SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );

      /* if necessary, some of the parameters have to be unfixed first */
      if( SCIPisParamFixed(subscip, "lp/solvefreq") )
      {
         SCIPwarningMessage(scip, "unfixing parameter lp/solvefreq in subscip of oneopt heuristic\n");
         SCIP_CALL( SCIPunfixParam(subscip, "lp/solvefreq") );
      }
      SCIP_CALL( SCIPsetIntParam(subscip, "lp/solvefreq", -1) );

      if( SCIPisParamFixed(subscip, "heuristics/oneopt/freq") )
      {
         SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/freq in subscip of oneopt heuristic\n");
         SCIP_CALL( SCIPunfixParam(subscip, "heuristics/oneopt/freq") );
      }
      SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/oneopt/freq", 1) );

      if( SCIPisParamFixed(subscip, "heuristics/oneopt/forcelpconstruction") )
      {
         SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/forcelpconstruction in subscip of oneopt heuristic\n");
         SCIP_CALL( SCIPunfixParam(subscip, "heuristics/oneopt/forcelpconstruction") );
      }
      SCIP_CALL( SCIPsetBoolParam(subscip, "heuristics/oneopt/forcelpconstruction", TRUE) );

      /* avoid recursive call, which would lead to an endless loop */
      if( SCIPisParamFixed(subscip, "heuristics/oneopt/beforepresol") )
      {
         SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/beforepresol in subscip of oneopt heuristic\n");
         SCIP_CALL( SCIPunfixParam(subscip, "heuristics/oneopt/beforepresol") );
      }
      SCIP_CALL( SCIPsetBoolParam(subscip, "heuristics/oneopt/beforepresol", FALSE) );

      if( valid )
      {
         retcode = SCIPsolve(subscip);

         /* errors in solving the subproblem should not kill the overall solving process;
          * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
          */
         if( retcode != SCIP_OKAY )
         {
#ifndef NDEBUG
            SCIP_CALL( retcode );
#endif
            SCIPwarningMessage(scip, "Error while solving subproblem in zeroobj heuristic; sub-SCIP terminated with code <%d>\n",retcode);
         }

#ifdef SCIP_DEBUG
         SCIP_CALL( SCIPprintStatistics(subscip, NULL) );
#endif
      }

      /* check, whether a solution was found;
       * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
       */
      nsubsols = SCIPgetNSols(subscip);
      subsols = SCIPgetSols(subscip);
      valid = FALSE;
      for( i = 0; i < nsubsols && !valid; ++i )
      {
         SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &valid) );
         if( valid )
            *result = SCIP_FOUNDSOL;
      }

      /* free subproblem */
      SCIPfreeBufferArray(scip, &subvars);
      SCIP_CALL( SCIPfree(&subscip) );

      return SCIP_OKAY;
   }

   /* we can only work on solutions valid in the transformed space */
   if( SCIPsolIsOriginal(bestsol) )
      return SCIP_OKAY;

   if( heurtiming == SCIP_HEURTIMING_BEFORENODE && (SCIPhasCurrentNodeLP(scip) || heurdata->forcelpconstruction) )
   {
      SCIP_Bool cutoff;
      cutoff = FALSE;
      SCIP_CALL( SCIPconstructLP(scip, &cutoff) );
      SCIP_CALL( SCIPflushLP(scip) );

      /* get problem variables again, SCIPconstructLP() might have added new variables */
      SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
      nintvars += nbinvars;
   }

   /* we need an LP */
   if( SCIPgetNLPRows(scip) == 0 )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTFIND;

   nchgbound = 0;

   /* initialize data */
   nshiftcands = 0;
   shiftcandssize = 8;
   heurdata->lastsolindex = SCIPsolGetIndex(bestsol);
   SCIP_CALL( SCIPcreateSolCopy(scip, &worksol, bestsol) );
   SCIPsolSetHeur(worksol,heur);

   SCIPdebugMessage("Starting bound adjustment in 1-opt heuristic\n");

   /* maybe change solution values due to global bound changes first */
   for( i = nvars - 1; i >= 0; --i )
   {
      SCIP_VAR* var;
      SCIP_Real solval;

      var = vars[i];
      lb = SCIPvarGetLbGlobal(var);
      ub = SCIPvarGetUbGlobal(var);

      solval = SCIPgetSolVal(scip, bestsol,var);
      /* old solution value is smaller than the actual lower bound */
      if( SCIPisFeasLT(scip, solval, lb) )
      {
         /* set the solution value to the global lower bound */
         SCIP_CALL( SCIPsetSolVal(scip, worksol, var, lb) );
         ++nchgbound;
         SCIPdebugMessage("var <%s> type %d, old solval %g now fixed to lb %g\n", SCIPvarGetName(var), SCIPvarGetType(var), solval, lb);
      }
      /* old solution value is greater than the actual upper bound */
      else if( SCIPisFeasGT(scip, solval, SCIPvarGetUbGlobal(var)) )
      {
         /* set the solution value to the global upper bound */
         SCIP_CALL( SCIPsetSolVal(scip, worksol, var, ub) );
         ++nchgbound;
         SCIPdebugMessage("var <%s> type %d, old solval %g now fixed to ub %g\n", SCIPvarGetName(var), SCIPvarGetType(var), solval, ub);
      }
   }

   SCIPdebugMessage("number of bound changes (due to global bounds) = %d\n", nchgbound);
   SCIP_CALL( SCIPgetLPRowsData(scip, &lprows, &nlprows) );
   SCIP_CALL( SCIPallocBufferArray(scip, &activities, nlprows) );

   localrows = FALSE;
   valid = TRUE;

   /* initialize activities */
   for( i = 0; i < nlprows; ++i )
   {
      SCIP_ROW* row;

      row = lprows[i];
      assert(SCIProwGetLPPos(row) == i);

      if( !SCIProwIsLocal(row) )
      {
         activities[i] = SCIPgetRowSolActivity(scip, row, worksol);
         SCIPdebugMessage("Row <%s> has activity %g\n", SCIProwGetName(row), activities[i]);
         if( SCIPisFeasLT(scip, activities[i], SCIProwGetLhs(row)) || SCIPisFeasGT(scip, activities[i], SCIProwGetRhs(row)) )
         {
            valid = FALSE;
            SCIPdebug( SCIP_CALL( SCIPprintRow(scip, row, NULL) ) );
            SCIPdebugMessage("row <%s> activity %g violates bounds, lhs = %g, rhs = %g\n", SCIProwGetName(row), activities[i], SCIProwGetLhs(row), SCIProwGetRhs(row));
            break;
         }
      }
      else
         localrows = TRUE;
   }

   if( !valid )
   {
      /** @todo try to correct lp rows */
      SCIPdebugMessage("Some global bound changes were not valid in lp rows.\n");
      goto TERMINATE;
   }

   SCIP_CALL( SCIPallocBufferArray(scip, &shiftcands, shiftcandssize) );
   SCIP_CALL( SCIPallocBufferArray(scip, &shiftvals, shiftcandssize) );


   SCIPdebugMessage("Starting 1-opt heuristic\n");

   /* enumerate all integer variables and find out which of them are shiftable */
   for( i = 0; i < nintvars; i++ )
   {
      if( SCIPvarGetStatus(vars[i]) == SCIP_VARSTATUS_COLUMN )
      {
         SCIP_Real shiftval;
         SCIP_Real solval;

         /* find out whether the variable can be shifted */
         solval = SCIPgetSolVal(scip, worksol, vars[i]);
         shiftval = calcShiftVal(scip, vars[i], solval, activities);

         /* insert the variable into the list of shifting candidates */
         if( !SCIPisFeasZero(scip, shiftval) )
         {
            SCIPdebugMessage(" -> Variable <%s> can be shifted by <%1.1f> \n", SCIPvarGetName(vars[i]), shiftval);

            if( nshiftcands == shiftcandssize)
            {
               shiftcandssize *= 8;
               SCIP_CALL( SCIPreallocBufferArray(scip, &shiftcands, shiftcandssize) );
               SCIP_CALL( SCIPreallocBufferArray(scip, &shiftvals, shiftcandssize) );
            }
            shiftcands[nshiftcands] = vars[i];
            shiftvals[nshiftcands] = shiftval;
            nshiftcands++;
         }
      }
   }

   /* if at least one variable can be shifted, shift variables sorted by their objective */
   if( nshiftcands > 0 )
   {
      SCIP_Real shiftval;
      SCIP_Real solval;
      SCIP_VAR* var;

      /* the case that exactly one variable can be shifted is slightly easier */
      if( nshiftcands == 1 )
      {
         var = shiftcands[0];
         assert(var != NULL);
         solval = SCIPgetSolVal(scip, worksol, var);
         shiftval = shiftvals[0];
         assert(!SCIPisFeasZero(scip,shiftval));
         SCIPdebugMessage(" Only one shiftcand found, var <%s>, which is now shifted by<%1.1f> \n",
            SCIPvarGetName(var), shiftval);
         SCIP_CALL( SCIPsetSolVal(scip, worksol, var, solval+shiftval) );
      }
      else
      {
         SCIP_Real* objcoeffs;

         SCIP_CALL( SCIPallocBufferArray(scip, &objcoeffs, nshiftcands) );

         SCIPdebugMessage(" %d shiftcands found \n", nshiftcands);

         /* sort the variables by their objective, optionally weighted with the shiftval */
         if( heurdata->weightedobj )
         {
            for( i = 0; i < nshiftcands; ++i )
               objcoeffs[i] = SCIPvarGetObj(shiftcands[i])*shiftvals[i];
         }
         else
         {
            for( i = 0; i < nshiftcands; ++i )
               objcoeffs[i] = SCIPvarGetObj(shiftcands[i]);
         }

         /* sort arrays with respect to the first one */
         SCIPsortRealPtr(objcoeffs, (void**)shiftcands, nshiftcands);

         /* try to shift each variable -> Activities have to be updated */
         for( i = 0; i < nshiftcands; ++i )
         {
            var = shiftcands[i];
            assert(var != NULL);
            solval = SCIPgetSolVal(scip, worksol, var);
            shiftval = calcShiftVal(scip, var, solval, activities);
            SCIPdebugMessage(" -> Variable <%s> is now shifted by <%1.1f> \n", SCIPvarGetName(vars[i]), shiftval);
            assert(i > 0 || !SCIPisFeasZero(scip, shiftval));
            assert(SCIPisFeasGE(scip, solval+shiftval, SCIPvarGetLbGlobal(var)) && SCIPisFeasLE(scip, solval+shiftval, SCIPvarGetUbGlobal(var)));
            SCIP_CALL( SCIPsetSolVal(scip, worksol, var, solval+shiftval) );
            SCIP_CALL( updateRowActivities(scip, activities, var, shiftval) );
         }

         SCIPfreeBufferArray(scip, &objcoeffs);
      }

      /* if the problem is a pure IP, try to install the solution, if it is a MIP, solve LP again to set the continuous
       * variables to the best possible value
       */
      if( nvars == nintvars || !SCIPhasCurrentNodeLP(scip) || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
      {
         SCIP_Bool success;

         /* since we ignore local rows, we cannot guarantee their feasibility and have to set the checklprows flag to
          * TRUE if local rows are present
          */
         SCIP_CALL( SCIPtrySol(scip, worksol, FALSE, FALSE, FALSE, localrows, &success) );

         if( success )
         {
            SCIPdebugMessage("found feasible shifted solution:\n");
            SCIPdebug( SCIP_CALL( SCIPprintSol(scip, worksol, NULL, FALSE) ) );
            heurdata->lastsolindex = SCIPsolGetIndex(bestsol);
            *result = SCIP_FOUNDSOL;
         }
      }
      else
      {
         SCIP_Bool lperror;
#ifdef NDEBUG
         SCIP_RETCODE retstat;
#endif

         SCIPdebugMessage("shifted solution should be feasible -> solve LP to fix continuous variables to best values\n");

         /* start diving to calculate the LP relaxation */
         SCIP_CALL( SCIPstartDive(scip) );

         /* set the bounds of the variables: fixed for integers, global bounds for continuous */
         for( i = 0; i < nvars; ++i )
         {
            if( SCIPvarGetStatus(vars[i]) == SCIP_VARSTATUS_COLUMN )
            {
               SCIP_CALL( SCIPchgVarLbDive(scip, vars[i], SCIPvarGetLbGlobal(vars[i])) );
               SCIP_CALL( SCIPchgVarUbDive(scip, vars[i], SCIPvarGetUbGlobal(vars[i])) );
            }
         }
         /* apply this after global bounds to not cause an error with intermediate empty domains */
         for( i = 0; i < nintvars; ++i )
         {
            if( SCIPvarGetStatus(vars[i]) == SCIP_VARSTATUS_COLUMN )
            {
               solval = SCIPgetSolVal(scip, worksol, vars[i]);
               SCIP_CALL( SCIPchgVarLbDive(scip, vars[i], solval) );
               SCIP_CALL( SCIPchgVarUbDive(scip, vars[i], solval) );
            }
         }

         /* solve LP */
         SCIPdebugMessage(" -> old LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));

         /**@todo in case of an MINLP, if SCIPisNLPConstructed() is TRUE, say, rather solve the NLP instead of the 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
         retstat = SCIPsolveDiveLP(scip, -1, &lperror, NULL);
         if( retstat != SCIP_OKAY )
         { 
            SCIPwarningMessage(scip, "Error while solving LP in Oneopt heuristic; LP solve terminated with code <%d>\n",retstat);
         }
#else
         SCIP_CALL( SCIPsolveDiveLP(scip, -1, &lperror, NULL) );
#endif

         SCIPdebugMessage(" -> new LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));
         SCIPdebugMessage(" -> error=%u, status=%d\n", lperror, SCIPgetLPSolstat(scip));

         /* check if this is a feasible solution */
         if( !lperror && SCIPgetLPSolstat(scip) == SCIP_LPSOLSTAT_OPTIMAL )
         {
            SCIP_Bool success;

            /* copy the current LP solution to the working solution */
            SCIP_CALL( SCIPlinkLPSol(scip, worksol) );
            SCIP_CALL( SCIPtrySol(scip, worksol, FALSE, FALSE, FALSE, FALSE, &success) );

            /* check solution for feasibility */
            if( success )
            {
               SCIPdebugMessage("found feasible shifted solution:\n");
               SCIPdebug( SCIP_CALL( SCIPprintSol(scip, worksol, NULL, FALSE) ) );
               heurdata->lastsolindex = SCIPsolGetIndex(bestsol);
               *result = SCIP_FOUNDSOL;
            }
         }

         /* terminate the diving */
         SCIP_CALL( SCIPendDive(scip) );
      }
   }
   SCIPdebugMessage("Finished 1-opt heuristic\n");

   SCIPfreeBufferArray(scip, &shiftvals);
   SCIPfreeBufferArray(scip, &shiftcands);

 TERMINATE:
   SCIPfreeBufferArray(scip, &activities);
   SCIP_CALL( SCIPfreeSol(scip, &worksol) );

   return SCIP_OKAY;
}
Beispiel #11
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecIndicator)
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;
   int nfoundsols = 0;

   assert( heur != NULL );
   assert( scip != NULL );
   assert( result != NULL );

   *result = SCIP_DIDNOTRUN;

   if ( SCIPgetSubscipDepth(scip) > 0 )
      return SCIP_OKAY;

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert( heurdata != NULL );

   /* call heuristic, if solution candidate is available */
   if ( heurdata->solcand != NULL )
   {
      assert( heurdata->nindconss > 0 );
      assert( heurdata->indconss != NULL );

      /* The heuristic will only be successful if there are no integral variables and no binary variables except the
       * indicator variables. */
      if ( SCIPgetNIntVars(scip) > 0 || heurdata->nindconss < SCIPgetNBinVars(scip) )
         return SCIP_OKAY;

      SCIP_CALL( trySolCandidate(scip, heur, heurdata, heurdata->nindconss, heurdata->indconss, heurdata->solcand, &nfoundsols) );

      if ( nfoundsols > 0 )
         *result = SCIP_FOUNDSOL;
      else
         *result = SCIP_DIDNOTFIND;

      /* free memory */
      SCIPfreeBlockMemoryArray(scip, &(heurdata->solcand), heurdata->nindconss);
      SCIPfreeBlockMemoryArray(scip, &(heurdata->indconss), heurdata->nindconss);
   }
   else
   {
      SCIP_CONS** indconss;
      SCIP_Bool* solcand;
      SCIP_SOL* bestsol;
      int nindconss;
      int i;

      if ( heurdata->indicatorconshdlr == NULL )
         return SCIP_OKAY;

      /* check whether a new best solution has been found */
      bestsol = SCIPgetBestSol(scip);
      if ( bestsol == heurdata->lastsol )
         return SCIP_OKAY;
      heurdata->lastsol = bestsol;

      /* avoid solutions produced by this heuristic */
      if ( SCIPsolGetHeur(bestsol) == heur )
         return SCIP_OKAY;

      /* The heuristic will only be successful if there are no integral variables and no binary variables except the
       * indicator variables. */
      if ( SCIPgetNIntVars(scip) > 0 || SCIPconshdlrGetNConss(heurdata->indicatorconshdlr) < SCIPgetNBinVars(scip) )
         return SCIP_OKAY;

      nindconss = SCIPconshdlrGetNConss(heurdata->indicatorconshdlr);
      if ( nindconss == 0 )
         return SCIP_OKAY;

      indconss = SCIPconshdlrGetConss(heurdata->indicatorconshdlr);
      assert( indconss != NULL );

      /* fill solutin candidate */
      SCIP_CALL( SCIPallocBufferArray(scip, &solcand, nindconss) );
      for (i = 0; i < nindconss; ++i)
      {
         SCIP_VAR* binvar;
         SCIP_Real val;

         solcand[i] = FALSE;
         if ( SCIPconsIsActive(indconss[i]) )
         {
            binvar = SCIPgetBinaryVarIndicator(indconss[i]);
            assert( binvar != NULL );

            val = SCIPgetSolVal(scip, bestsol, binvar);
            assert( SCIPisFeasIntegral(scip, val) );
            if ( val > 0.5 )
               solcand[i] = TRUE;
         }
      }

      SCIPdebugMessage("Trying to improve best solution of value %f.\n", SCIPgetSolOrigObj(scip, bestsol) );

      /* try one-opt heuristic */
      SCIP_CALL( tryOneOpt(scip, heur, heurdata, nindconss, indconss, solcand, &nfoundsols) );

      if ( nfoundsols > 0 )
         *result = SCIP_FOUNDSOL;
      else
         *result = SCIP_DIDNOTFIND;

      SCIPfreeBufferArray(scip, &solcand);
   }

   return SCIP_OKAY;
}
/** LP solution separation method of separator */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpClosecuts)
{  /*lint --e{715}*/
   SCIP_SEPADATA* sepadata;
   SCIP_Longint currentnodenumber;
   SCIP_Bool isroot;

   assert( sepa != NULL );
   assert( strcmp(SCIPsepaGetName(sepa), SEPA_NAME) == 0 );
   assert( result != NULL );

   *result = SCIP_DIDNOTRUN;

   /* only call separator, if there are fractional variables */
   if ( SCIPgetNLPBranchCands(scip) == 0 )
      return SCIP_OKAY;

   sepadata = SCIPsepaGetData(sepa);
   assert( sepadata != NULL );

   currentnodenumber = SCIPnodeGetNumber(SCIPgetCurrentNode(scip));
   if ( sepadata->discardnode == currentnodenumber )
      return SCIP_OKAY;

   isroot = FALSE;
   if (SCIPgetNNodes(scip) == 0)
      isroot = TRUE;

   /* only separate close cuts in the root if required */
   if ( sepadata->separootonly || isroot )
   {
      SCIP_SOL* point = NULL;

      SCIPdebugMessage("Separation method of closecuts separator.\n");
      *result = SCIP_DIDNOTFIND;

      /* check whether we have to compute a relative interior point */
      if ( sepadata->separelint )
      {
         /* check if previous relative interior point should be forgotten,
          * otherwise it is computed only once and the same point is used for all nodes */
         if ( sepadata->recomputerelint && sepadata->sepasol != NULL )
         {
            SCIP_CALL( SCIPfreeSol(scip, &sepadata->sepasol) );
         }
         if ( sepadata->sepasol == NULL )
         {
            SCIPverbMessage(scip, SCIP_VERBLEVEL_MINIMAL, 0, "Computing relative interior point (norm type: %c) ...\n", sepadata->relintnormtype);
            assert(sepadata->relintnormtype == 'o' || sepadata->relintnormtype == 's');
            SCIP_CALL( SCIPcomputeLPRelIntPoint(scip, TRUE, sepadata->inclobjcutoff, sepadata->relintnormtype, &sepadata->sepasol) );
         }
      }
      else
      {
         /* get best solution (NULL if not present) */
         sepadata->sepasol = SCIPgetBestSol(scip);
      }

      /* separate close cuts */
      if ( sepadata->sepasol != NULL )
      {
         SCIPdebugMessage("Generating close cuts ... (combination value: %f)\n", sepadata->sepacombvalue);

         /* generate point to be separated */
         SCIP_CALL( generateCloseCutPoint(scip, sepadata, &point) );

         /* apply a separation round to generated point */
         if ( point != NULL )
         {
            int noldcuts;
            SCIP_Bool delayed;
            SCIP_Bool cutoff;

            noldcuts = SCIPgetNCuts(scip);

            SCIP_CALL( SCIPseparateSol(scip, point, isroot, FALSE, &delayed, &cutoff) );

            SCIP_CALL( SCIPfreeSol(scip, &point) );
            assert( point == NULL );

            /* the cuts can be not violated by the current LP if the computed point is strange */
            SCIP_CALL( SCIPremoveInefficaciousCuts(scip) );

            if ( cutoff )
               *result = SCIP_CUTOFF;
            else
            {
               if ( SCIPgetNCuts(scip) - noldcuts > sepadata->sepathreshold )
               {
                  sepadata->nunsuccessful = 0;
                  *result = SCIP_NEWROUND;
               }
               else
               {
                  if ( SCIPgetNCuts(scip) > noldcuts )
                  {
                     sepadata->nunsuccessful = 0;
                     *result = SCIP_SEPARATED;
                  }
                  else
                     ++sepadata->nunsuccessful;
               }
            }

            SCIPdebugMessage("Separated close cuts: %d (enoughcuts: %d, unsuccessful: %d).\n", SCIPgetNCuts(scip) - noldcuts,
               SCIPgetNCuts(scip) - noldcuts > sepadata->sepathreshold, sepadata->nunsuccessful);

            if ( sepadata->maxunsuccessful >= 0 && sepadata->nunsuccessful > sepadata->maxunsuccessful )
            {
               SCIPdebugMessage("Turn off close cut separation, because of %d unsuccessful calls.\n", sepadata->nunsuccessful);
               sepadata->discardnode = currentnodenumber;
            }
         }
      }
   }

   return SCIP_OKAY;
}
Beispiel #13
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecLocalbranching)
{  /*lint --e{715}*/
   SCIP_Longint maxnnodes;                   /* maximum number of subnodes                            */
   SCIP_Longint nsubnodes;                   /* nodelimit for subscip                                 */

   SCIP_HEURDATA* heurdata;
   SCIP* subscip;                            /* the subproblem created by localbranching              */
   SCIP_VAR** subvars;                       /* subproblem's variables                                */
   SCIP_SOL* bestsol;                        /* best solution so far                                  */
   SCIP_EVENTHDLR*       eventhdlr;          /* event handler for LP events                     */

   SCIP_Real timelimit;                      /* timelimit for subscip (equals remaining time of scip) */
   SCIP_Real cutoff;                         /* objective cutoff for the subproblem                   */
   SCIP_Real upperbound;
   SCIP_Real memorylimit;

   SCIP_HASHMAP* varmapfw;                   /* mapping of SCIP variables to sub-SCIP variables */
   SCIP_VAR** vars;

   int nvars;
   int i;

   SCIP_Bool success;

   SCIP_RETCODE retcode;

   assert(heur != NULL);
   assert(scip != NULL);
   assert(result != NULL);

   *result = SCIP_DIDNOTRUN;

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert( heurdata != NULL );

   /* there should be enough binary variables that a local branching constraint makes sense */
   if( SCIPgetNBinVars(scip) < 2*heurdata->neighborhoodsize )
      return SCIP_OKAY;

   *result = SCIP_DELAYED;

   /* only call heuristic, if an IP solution is at hand */
   if( SCIPgetNSols(scip) <= 0  )
      return SCIP_OKAY;

   bestsol = SCIPgetBestSol(scip);
   assert(bestsol != NULL);

   /* only call heuristic, if the best solution comes from transformed problem */
   if( SCIPsolIsOriginal(bestsol) )
      return SCIP_OKAY;

   /* only call heuristic, if enough nodes were processed since last incumbent */
   if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip, bestsol)  < heurdata->nwaitingnodes)
      return SCIP_OKAY;

   /* only call heuristic, if the best solution does not come from trivial heuristic */
   if( SCIPsolGetHeur(bestsol) != NULL && strcmp(SCIPheurGetName(SCIPsolGetHeur(bestsol)), "trivial") == 0 )
      return SCIP_OKAY;

   /* reset neighborhood and minnodes, if new solution was found */
   if( heurdata->lastsol != bestsol )
   {
      heurdata->curneighborhoodsize = heurdata->neighborhoodsize;
      heurdata->curminnodes = heurdata->minnodes;
      heurdata->emptyneighborhoodsize = 0;
      heurdata->callstatus = EXECUTE;
      heurdata->lastsol = bestsol;
   }

   /* if no new solution was found and local branching also seems to fail, just keep on waiting */
   if( heurdata->callstatus == WAITFORNEWSOL )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTRUN;

   /* calculate the maximal number of branching nodes until heuristic is aborted */
   maxnnodes = (SCIP_Longint)(heurdata->nodesquot * SCIPgetNNodes(scip));

   /* reward local branching if it succeeded often */
   maxnnodes = (SCIP_Longint)(maxnnodes * (1.0 + 2.0*(SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur)+1.0)));
   maxnnodes -= 100 * SCIPheurGetNCalls(heur);  /* count the setup costs for the sub-MIP as 100 nodes */
   maxnnodes += heurdata->nodesofs;

   /* determine the node limit for the current process */
   nsubnodes = maxnnodes - heurdata->usednodes;
   nsubnodes = MIN(nsubnodes, heurdata->maxnodes);

   /* check whether we have enough nodes left to call sub problem solving */
   if( nsubnodes < heurdata->curminnodes )
      return SCIP_OKAY;

   if( SCIPisStopped(scip) )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTFIND;

   SCIPdebugMessage("running localbranching heuristic ...\n");

   /* get the data of the variables and the best solution */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );

   /* initializing the subproblem */
   SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
   SCIP_CALL( SCIPcreate(&subscip) );

   /* create the variable mapping hash map */
   SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
   success = FALSE;
   eventhdlr = NULL;

   if( heurdata->uselprows )
   {
      char probname[SCIP_MAXSTRLEN];

      /* copy all plugins */
      SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );

      /* get name of the original problem and add the string "_localbranchsub" */
      (void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_localbranchsub", SCIPgetProbName(scip));

      /* create the subproblem */
      SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );

      /* copy all variables */
      SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
   }
   else
   {
      SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "localbranchsub", TRUE, FALSE, TRUE, &success) );

      if( heurdata->copycuts )
      {
         /* copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
         SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
      }

      /* create event handler for LP events */
      SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecLocalbranching, NULL) );
      if( eventhdlr == NULL )
      {
         SCIPerrorMessage("event handler for "HEUR_NAME" heuristic not found.\n");
         return SCIP_PLUGINNOTFOUND;
      }
   }
   SCIPdebugMessage("Copying the plugins was %ssuccessful.\n", success ? "" : "not ");

   for (i = 0; i < nvars; ++i)
      subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);

   /* free hash map */
   SCIPhashmapFree(&varmapfw);

   /* if the subproblem could not be created, free memory and return */
   if( !success )
   {
      *result = SCIP_DIDNOTRUN;
      goto TERMINATE;
   }

   /* do not abort subproblem on CTRL-C */
   SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );

#ifndef SCIP_DEBUG
   /* disable output to console */
   SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
#endif

   /* check whether there is enough time and memory left */
   SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
   if( !SCIPisInfinity(scip, timelimit) )
      timelimit -= SCIPgetSolvingTime(scip);
   SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );

   /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
   if( !SCIPisInfinity(scip, memorylimit) )
   {
      memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
      memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
   }

   /* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
   if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
      goto TERMINATE;

   /* set limits for the subproblem */
   heurdata->nodelimit = nsubnodes;
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nsubnodes) );
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/stallnodes", MAX(10, nsubnodes/10)) );
   SCIP_CALL( SCIPsetIntParam(subscip, "limits/bestsol", 3) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );

   /* forbid recursive call of heuristics and separators solving subMIPs */
   SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );

   /* disable cutting plane separation */
   SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );

   /* disable expensive presolving */
   SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );

   /* use best estimate node selection */
   if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
   }

   /* use inference branching */
   if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
   }

   /* disable conflict analysis */
   if( !SCIPisParamFixed(subscip, "conflict/useprop") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/useinflp") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/usesb") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/usepseudo") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );
   }

   /* employ a limit on the number of enforcement rounds in the quadratic constraint handler; this fixes the issue that
    * sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
    * feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
    * instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no deductions shall be
    * made for the original SCIP
    */
   if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "constraints/quadratic/enfolplimit", 500) );
   }

   /* copy the original problem and add the local branching constraint */
   if( heurdata->uselprows )
   {
      SCIP_CALL( createSubproblem(scip, subscip, subvars) );
   }
   SCIP_CALL( addLocalBranchingConstraint(scip, subscip, subvars, heurdata) );

   /* add an objective cutoff */
   cutoff = SCIPinfinity(scip);
   assert( !SCIPisInfinity(scip,SCIPgetUpperbound(scip)) );

   upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
   if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
   {
      cutoff = (1-heurdata->minimprove)*SCIPgetUpperbound(scip) + heurdata->minimprove*SCIPgetLowerbound(scip);
   }
   else
   {
      if( SCIPgetUpperbound ( scip ) >= 0 )
         cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
      else
         cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
   }
   cutoff = MIN(upperbound, cutoff );
   SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );

   /* catch LP events of sub-SCIP */
   if( !heurdata->uselprows )
   {
      assert(eventhdlr != NULL);

      SCIP_CALL( SCIPtransformProb(subscip) );
      SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
   }

   /* solve the subproblem */
   SCIPdebugMessage("solving local branching subproblem with neighborhoodsize %d and maxnodes %"SCIP_LONGINT_FORMAT"\n",
      heurdata->curneighborhoodsize, nsubnodes);
   retcode = SCIPsolve(subscip);

   /* drop LP events of sub-SCIP */
   if( !heurdata->uselprows )
   {
      assert(eventhdlr != NULL);

      SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
   }

   /* Errors in solving the subproblem should not kill the overall solving process
    * Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
    */
   if( retcode != SCIP_OKAY )
   {
#ifndef NDEBUG
      SCIP_CALL( retcode );
#endif
      SCIPwarningMessage(scip, "Error while solving subproblem in local branching heuristic; sub-SCIP terminated with code <%d>\n",retcode);
   }

   /* print solving statistics of subproblem if we are in SCIP's debug mode */
   SCIPdebug( SCIP_CALL( SCIPprintStatistics(subscip, NULL) ) );

   heurdata->usednodes += SCIPgetNNodes(subscip);
   SCIPdebugMessage("local branching used %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT" nodes\n",
      SCIPgetNNodes(subscip), nsubnodes);

   /* check, whether a solution was found */
   if( SCIPgetNSols(subscip) > 0 )
   {
      SCIP_SOL** subsols;
      int nsubsols;

      /* check, whether a solution was found;
       * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
       */
      nsubsols = SCIPgetNSols(subscip);
      subsols = SCIPgetSols(subscip);
      success = FALSE;
      for( i = 0; i < nsubsols && !success; ++i )
      {
         SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
      }
      if( success )
      {
         SCIPdebugMessage("-> accepted solution of value %g\n", SCIPgetSolOrigObj(subscip, subsols[i]));
         *result = SCIP_FOUNDSOL;
      }
   }

   /* check the status of the sub-MIP */
   switch( SCIPgetStatus(subscip) )
   {
   case SCIP_STATUS_OPTIMAL:
   case SCIP_STATUS_BESTSOLLIMIT:
      heurdata->callstatus = WAITFORNEWSOL; /* new solution will immediately be installed at next call */
      SCIPdebugMessage(" -> found new solution\n");
      break;

   case SCIP_STATUS_NODELIMIT:
   case SCIP_STATUS_STALLNODELIMIT:
   case SCIP_STATUS_TOTALNODELIMIT:
      heurdata->callstatus = EXECUTE;
      heurdata->curneighborhoodsize = (heurdata->emptyneighborhoodsize + heurdata->curneighborhoodsize)/2;
      heurdata->curminnodes *= 2;
      SCIPdebugMessage(" -> node limit reached: reduced neighborhood to %d, increased minnodes to %d\n",
         heurdata->curneighborhoodsize, heurdata->curminnodes);
      if( heurdata->curneighborhoodsize <= heurdata->emptyneighborhoodsize )
      {
         heurdata->callstatus = WAITFORNEWSOL;
         SCIPdebugMessage(" -> new neighborhood was already proven to be empty: wait for new solution\n");
      }
      break;

   case SCIP_STATUS_INFEASIBLE:
   case SCIP_STATUS_INFORUNBD:
      heurdata->emptyneighborhoodsize = heurdata->curneighborhoodsize;
      heurdata->curneighborhoodsize += heurdata->curneighborhoodsize/2;
      heurdata->curneighborhoodsize = MAX(heurdata->curneighborhoodsize, heurdata->emptyneighborhoodsize + 2);
      heurdata->callstatus = EXECUTE;
      SCIPdebugMessage(" -> neighborhood is empty: increased neighborhood to %d\n", heurdata->curneighborhoodsize);
      break;

   case SCIP_STATUS_UNKNOWN:
   case SCIP_STATUS_USERINTERRUPT:
   case SCIP_STATUS_TIMELIMIT:
   case SCIP_STATUS_MEMLIMIT:
   case SCIP_STATUS_GAPLIMIT:
   case SCIP_STATUS_SOLLIMIT:
   case SCIP_STATUS_UNBOUNDED:
   default:
      heurdata->callstatus = WAITFORNEWSOL;
      SCIPdebugMessage(" -> unexpected sub-MIP status <%d>: waiting for new solution\n", SCIPgetStatus(subscip));
      break;
   }

 TERMINATE:
   /* free subproblem */
   SCIPfreeBufferArray(scip, &subvars);
   SCIP_CALL( SCIPfree(&subscip) );

   return SCIP_OKAY;
}
Beispiel #14
0
/** create the extra constraint of local branching and add it to subscip */
static
SCIP_RETCODE addLocalBranchingConstraint(
   SCIP*                 scip,               /**< SCIP data structure of the original problem   */
   SCIP*                 subscip,            /**< SCIP data structure of the subproblem         */
   SCIP_VAR**            subvars,            /**< variables of the subproblem                   */
   SCIP_HEURDATA*        heurdata            /**< heuristic's data structure                    */
   )
{
   SCIP_CONS* cons;                        /* local branching constraint to create */
   SCIP_VAR** consvars;
   SCIP_VAR** vars;
   SCIP_SOL* bestsol;

   int nbinvars;
   int i;
   SCIP_Real lhs;
   SCIP_Real rhs;
   SCIP_Real* consvals;
   char consname[SCIP_MAXSTRLEN];

   (void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "%s_localbranchcons", SCIPgetProbName(scip));

   /* get the data of the variables and the best solution */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, NULL, NULL, NULL) );
   bestsol = SCIPgetBestSol(scip);
   assert( bestsol != NULL );

   /* memory allocation */
   SCIP_CALL( SCIPallocBufferArray(scip, &consvars, nbinvars) );
   SCIP_CALL( SCIPallocBufferArray(scip, &consvals, nbinvars) );

   /* set initial left and right hand sides of local branching constraint */
   lhs = (SCIP_Real)heurdata->emptyneighborhoodsize + 1.0;
   rhs = (SCIP_Real)heurdata->curneighborhoodsize;

   /* create the distance (to incumbent) function of the binary variables */
   for( i = 0; i < nbinvars; i++ )
   {
      SCIP_Real solval;

      solval = SCIPgetSolVal(scip, bestsol, vars[i]);
      assert( SCIPisFeasIntegral(scip,solval) );

      /* is variable i  part of the binary support of bestsol? */
      if( SCIPisFeasEQ(scip,solval,1.0) )
      {
         consvals[i] = -1.0;
         rhs -= 1.0;
         lhs -= 1.0;
      }
      else
         consvals[i] = 1.0;
      consvars[i] = subvars[i];
      assert( SCIPvarGetType(consvars[i]) == SCIP_VARTYPE_BINARY );
   }

   /* creates localbranching constraint and adds it to subscip */
   SCIP_CALL( SCIPcreateConsLinear(subscip, &cons, consname, nbinvars, consvars, consvals,
         lhs, rhs, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, TRUE, TRUE, FALSE) );
   SCIP_CALL( SCIPaddCons(subscip, cons) );
   SCIP_CALL( SCIPreleaseCons(subscip, &cons) );

   /* free local memory */
   SCIPfreeBufferArray(scip, &consvals);
   SCIPfreeBufferArray(scip, &consvars);

   return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecCrossover)
{  /*lint --e{715}*/
   SCIP_HEURDATA* heurdata;                  /* primal heuristic data                               */
   SCIP* subscip;                            /* the subproblem created by crossover                 */
   SCIP_HASHMAP* varmapfw;                   /* mapping of SCIP variables to sub-SCIP variables */

   SCIP_VAR** vars;                          /* original problem's variables                        */
   SCIP_VAR** subvars;                       /* subproblem's variables                              */
   SCIP_SOL** sols;

   SCIP_Real memorylimit;                    /* memory limit for the subproblem                     */
   SCIP_Real timelimit;                      /* time limit for the subproblem                       */
   SCIP_Real cutoff;                         /* objective cutoff for the subproblem                 */
   SCIP_Real upperbound;
   SCIP_Bool success;

   SCIP_Longint nstallnodes;                 /* node limit for the subproblem                       */

   int* selection;                           /* pool of solutions crossover uses                    */
   int nvars;                                /* number of original problem's variables              */
   int nbinvars;
   int nintvars;
   int nusedsols;
   int i;

   SCIP_RETCODE retcode;

   assert(heur != NULL);
   assert(scip != NULL);
   assert(result != NULL);

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);
   nusedsols = heurdata->nusedsols;

   *result = SCIP_DELAYED;

   /* only call heuristic, if enough solutions are at hand */
   if( SCIPgetNSols(scip) < nusedsols  )
      return SCIP_OKAY;

   sols = SCIPgetSols(scip);
   assert(sols != NULL);

   /* if one good solution was found, heuristic should not be delayed any longer */
   if( sols[nusedsols-1] != heurdata->prevlastsol )
   {
      heurdata->nextnodenumber = SCIPgetNNodes(scip);
      if( sols[0] != heurdata->prevbestsol )
         heurdata->nfailures = 0;
   }
   /* in nonrandomized mode: only recall heuristic, if at least one new good solution was found in the meantime */
   else if( !heurdata->randomization )
      return SCIP_OKAY;

   /* if heuristic should be delayed, wait until certain number of nodes is reached */
   if( SCIPgetNNodes(scip) < heurdata->nextnodenumber )
      return SCIP_OKAY;

   /* only call heuristic, if enough nodes were processed since last incumbent */
   if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip,SCIPgetBestSol(scip))  < heurdata->nwaitingnodes
      && (SCIPgetDepth(scip) > 0 || !heurdata->dontwaitatroot) )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTRUN;

   /* calculate the maximal number of branching nodes until heuristic is aborted */
   nstallnodes = (SCIP_Longint)(heurdata->nodesquot * SCIPgetNNodes(scip));

   /* reward Crossover if it succeeded often */
   nstallnodes = (SCIP_Longint)
      (nstallnodes * (1.0 + 2.0*(SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur)+1.0)));

   /* count the setup costs for the sub-MIP as 100 nodes */
   nstallnodes -= 100 * SCIPheurGetNCalls(heur);
   nstallnodes += heurdata->nodesofs;

   /* determine the node limit for the current process */
   nstallnodes -= heurdata->usednodes;
   nstallnodes = MIN(nstallnodes, heurdata->maxnodes);

   /* check whether we have enough nodes left to call subproblem solving */
   if( nstallnodes < heurdata->minnodes )
      return SCIP_OKAY;

   if( SCIPisStopped(scip) )
     return SCIP_OKAY;

   *result = SCIP_DIDNOTFIND;

   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
   assert(nvars > 0);

   /* check whether discrete variables are available */
   if( nbinvars == 0 && nintvars == 0 )
      return SCIP_OKAY;

   /* initializing the subproblem */
   SCIP_CALL( SCIPcreate(&subscip) );

   /* create the variable mapping hash map */
   SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
   success = FALSE;

   if( heurdata->uselprows )
   {
      char probname[SCIP_MAXSTRLEN];

      /* copy all plugins */
      SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );

      /* get name of the original problem and add the string "_crossoversub" */
      (void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_crossoversub", SCIPgetProbName(scip));

      /* create the subproblem */
      SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );

      /* copy all variables */
      SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
   }
   else
   {
      SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "crossover", TRUE, FALSE, TRUE, &success) );

      if( heurdata->copycuts )
      {
         /** copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
         SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
      }
   }

   SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
   SCIP_CALL( SCIPallocBufferArray(scip, &selection, nusedsols) );

   for( i = 0; i < nvars; i++ )
     subvars[i] = (SCIP_VAR*) (size_t) SCIPhashmapGetImage(varmapfw, vars[i]);

   /* free hash map */
   SCIPhashmapFree(&varmapfw);

   success = FALSE;

   /* create a new problem, which fixes variables with same value in a certain set of solutions */
   SCIP_CALL( setupSubproblem(scip, subscip, subvars, selection, heurdata, &success) );

   heurdata->prevbestsol = SCIPgetBestSol(scip);
   heurdata->prevlastsol = sols[heurdata->nusedsols-1];

   /* if creation of sub-SCIP was aborted (e.g. due to number of fixings), free sub-SCIP and abort */
   if( !success )
   {
      *result = SCIP_DIDNOTRUN;

      /* this run will be counted as a failure since no new solution tuple could be generated or the neighborhood of the
       * solution was not fruitful in the sense that it was too big
       */
      updateFailureStatistic(scip, heurdata);

      goto TERMINATE;
   }

   /* do not abort subproblem on CTRL-C */
   SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );

   /* disable output to console */
   SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );

   /* check whether there is enough time and memory left */
   SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
   if( !SCIPisInfinity(scip, timelimit) )
      timelimit -= SCIPgetSolvingTime(scip);
   SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );

   /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
   if( !SCIPisInfinity(scip, memorylimit) )
   {
      memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
      memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
   }

   /* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
   if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
      goto TERMINATE;

   /* set limits for the subproblem */
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nstallnodes) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );

   /* forbid recursive call of heuristics and separators solving subMIPs */
   SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );

   /* disable cutting plane separation */
   SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );

   /* disable expensive presolving */
   SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );

   /* use best estimate node selection */
   if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
   }

   /* use inference branching */
   if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
   }

   /* disable conflict analysis */
   if( !SCIPisParamFixed(subscip, "conflict/useprop") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/useinflp") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/usesb") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/usepseudo") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );
   }

   /* add an objective cutoff */
   cutoff = SCIPinfinity(scip);
   assert(!SCIPisInfinity(scip, SCIPgetUpperbound(scip)));

   upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
   if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
   {
      cutoff = (1-heurdata->minimprove)*SCIPgetUpperbound(scip) + heurdata->minimprove*SCIPgetLowerbound(scip);
   }
   else
   {
      if( SCIPgetUpperbound ( scip ) >= 0 )
         cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
      else
         cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
   }
   cutoff = MIN(upperbound, cutoff );
   SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );

   /* permute the subproblem to increase diversification */
   if( heurdata->permute )
   {
      SCIP_CALL( SCIPpermuteProb(subscip, (unsigned int) SCIPheurGetNCalls(heur), TRUE, TRUE, TRUE, TRUE, TRUE) );
   }

   /* solve the subproblem */
   SCIPdebugMessage("Solve Crossover subMIP\n");
   retcode = SCIPsolve(subscip);

   /* Errors in solving the subproblem should not kill the overall solving process.
    * Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop. */
   if( retcode != SCIP_OKAY )
   {
#ifndef NDEBUG
      SCIP_CALL( retcode );
#endif
      SCIPwarningMessage(scip, "Error while solving subproblem in Crossover heuristic; sub-SCIP terminated with code <%d>\n", retcode);
   }

   heurdata->usednodes += SCIPgetNNodes(subscip);

   /* check, whether a solution was found */
   if( SCIPgetNSols(subscip) > 0 )
   {
      SCIP_SOL** subsols;
      int nsubsols;
      int solindex;                             /* index of the solution created by crossover          */

      /* check, whether a solution was found;
       * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted */
      nsubsols = SCIPgetNSols(subscip);
      subsols = SCIPgetSols(subscip);
      success = FALSE;
      solindex = -1;
      for( i = 0; i < nsubsols && !success; ++i )
      {
         SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &solindex, &success) );
      }

      if( success )
      {
         int tmp;

         assert(solindex != -1);

         *result = SCIP_FOUNDSOL;

         /* insert all crossings of the new solution and (nusedsols-1) of its parents into the hashtable
          * in order to avoid incest ;)
          */
         for( i = 0; i < nusedsols; i++ )
         {
            SOLTUPLE* elem;
            tmp = selection[i];
            selection[i] = solindex;

            SCIP_CALL( createSolTuple(scip, &elem, selection, nusedsols, heurdata) );
            SCIP_CALL( SCIPhashtableInsert(heurdata->hashtable, elem) );
            selection[i] = tmp;
         }

         /* if solution was among the best ones, crossover should not be called until another good solution was found */
         if( !heurdata->randomization )
         {
            heurdata->prevbestsol = SCIPgetBestSol(scip);
            heurdata->prevlastsol = SCIPgetSols(scip)[heurdata->nusedsols-1];
         }
      }

      /* if solution is not better then incumbent or could not be added to problem => run is counted as a failure */
      if( !success || solindex != SCIPsolGetIndex(SCIPgetBestSol(scip)) )
         updateFailureStatistic(scip, heurdata);
   }
   else
   {
      /* if no new solution was found, run was a failure */
      updateFailureStatistic(scip, heurdata);
   }

 TERMINATE:
   /* free subproblem */
   SCIPfreeBufferArray(scip, &selection);
   SCIPfreeBufferArray(scip, &subvars);
   SCIP_CALL( SCIPfree(&subscip) );

   return SCIP_OKAY;
}
Beispiel #16
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecMutation)
{  /*lint --e{715}*/
   SCIP_Longint maxnnodes;
   SCIP_Longint nsubnodes;                   /* node limit for the subproblem                       */

   SCIP_HEURDATA* heurdata;                  /* heuristic's data                                    */
   SCIP* subscip;                            /* the subproblem created by mutation                  */
   SCIP_VAR** vars;                          /* original problem's variables                        */
   SCIP_VAR** subvars;                       /* subproblem's variables                              */
   SCIP_HASHMAP* varmapfw;                   /* mapping of SCIP variables to sub-SCIP variables */

   SCIP_Real cutoff;                         /* objective cutoff for the subproblem                 */
   SCIP_Real maxnnodesr;
   SCIP_Real memorylimit;
   SCIP_Real timelimit;                      /* timelimit for the subproblem                        */
   SCIP_Real upperbound;

   int nvars;                                /* number of original problem's variables              */
   int i;

   SCIP_Bool success;

   SCIP_RETCODE retcode;

   assert( heur != NULL );
   assert( scip != NULL );
   assert( result != NULL );

   /* get heuristic's data */
   heurdata = SCIPheurGetData(heur);
   assert( heurdata != NULL );

   *result = SCIP_DELAYED;

   /* only call heuristic, if feasible solution is available */
   if( SCIPgetNSols(scip) <= 0 )
      return SCIP_OKAY;

   /* only call heuristic, if the best solution comes from transformed problem */
   assert( SCIPgetBestSol(scip) != NULL );
   if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
      return SCIP_OKAY;

   /* only call heuristic, if enough nodes were processed since last incumbent */
   if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip,SCIPgetBestSol(scip))  < heurdata->nwaitingnodes)
      return SCIP_OKAY;

   *result = SCIP_DIDNOTRUN;

   /* only call heuristic, if discrete variables are present */
   if( SCIPgetNBinVars(scip) == 0 && SCIPgetNIntVars(scip) == 0 )
      return SCIP_OKAY;

   /* calculate the maximal number of branching nodes until heuristic is aborted */
   maxnnodesr = heurdata->nodesquot * SCIPgetNNodes(scip);

   /* reward mutation if it succeeded often, count the setup costs for the sub-MIP as 100 nodes */
   maxnnodesr *= 1.0 + 2.0 * (SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur) + 1.0);
   maxnnodes = (SCIP_Longint) maxnnodesr - 100 * SCIPheurGetNCalls(heur);
   maxnnodes += heurdata->nodesofs;

   /* determine the node limit for the current process */
   nsubnodes = maxnnodes - heurdata->usednodes;
   nsubnodes = MIN(nsubnodes, heurdata->maxnodes);

   /* check whether we have enough nodes left to call subproblem solving */
   if( nsubnodes < heurdata->minnodes )
       return SCIP_OKAY;

   if( SCIPisStopped(scip) )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTFIND;

   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );

   /* initializing the subproblem */
   SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
   SCIP_CALL( SCIPcreate(&subscip) );

   /* create the variable mapping hash map */
   SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );

   if( heurdata->uselprows )
   {
      char probname[SCIP_MAXSTRLEN];

      /* copy all plugins */
      SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );

      /* get name of the original problem and add the string "_mutationsub" */
      (void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_mutationsub", SCIPgetProbName(scip));

      /* create the subproblem */
      SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );

      /* copy all variables */
      SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
   }
   else
   {
      SCIP_Bool valid;
      valid = FALSE;

      SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "rens", TRUE, FALSE, TRUE, &valid) );

      if( heurdata->copycuts )
      {
         /* copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
         SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
      }

      SCIPdebugMessage("Copying the SCIP instance was %s complete.\n", valid ? "" : "not ");
   }

   for( i = 0; i < nvars; i++ )
     subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);

   /* free hash map */
   SCIPhashmapFree(&varmapfw);

   /* create a new problem, which fixes variables with same value in bestsol and LP relaxation */
   SCIP_CALL( createSubproblem(scip, subscip, subvars, heurdata->minfixingrate, &heurdata->randseed, heurdata->uselprows) );

   /* do not abort subproblem on CTRL-C */
   SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );

   /* disable output to console */
   SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );

  /* check whether there is enough time and memory left */
   SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
   if( !SCIPisInfinity(scip, timelimit) )
      timelimit -= SCIPgetSolvingTime(scip);
   SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );

   /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
   if( !SCIPisInfinity(scip, memorylimit) )
   {
      memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
      memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
   }

   /* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
   if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
      goto TERMINATE;

   /* set limits for the subproblem */
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nsubnodes) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );

   /* forbid recursive call of heuristics and separators solving subMIPs */
   SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );

   /* disable cutting plane separation */
   SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );

   /* disable expensive presolving */
   SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );

   /* use best estimate node selection */
   if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
   }

   /* use inference branching */
   if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
   }

   /* disable conflict analysis */
   if( !SCIPisParamFixed(subscip, "conflict/useprop") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/useinflp") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/usesb") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
   }
   if( !SCIPisParamFixed(subscip, "conflict/usepseudo") )
   {
      SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );
   }

   /* employ a limit on the number of enforcement rounds in the quadratic constraint handlers; this fixes the issue that
    * sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
    * feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
    * instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no decutions shall be
    * made for the original SCIP
    */
   if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "constraints/quadratic/enfolplimit", 10) );
   }

   /* add an objective cutoff */
   cutoff = SCIPinfinity(scip);
   assert( !SCIPisInfinity(scip, SCIPgetUpperbound(scip)) );

   upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
   if( !SCIPisInfinity(scip, -1.0 * SCIPgetLowerbound(scip)) )
   {
      cutoff = (1-heurdata->minimprove) * SCIPgetUpperbound(scip) + heurdata->minimprove * SCIPgetLowerbound(scip);
   }
   else
   {
      if( SCIPgetUpperbound ( scip ) >= 0 )
         cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
      else
         cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
   }
   cutoff = MIN(upperbound, cutoff );
   SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );

   /* solve the subproblem */
   SCIPdebugMessage("Solve Mutation subMIP\n");
   retcode = SCIPsolve(subscip);

   /* Errors in solving the subproblem should not kill the overall solving process
    * Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
    */
   if( retcode != SCIP_OKAY )
   {
#ifndef NDEBUG
      SCIP_CALL( retcode );
#endif
      SCIPwarningMessage(scip, "Error while solving subproblem in Mutation heuristic; sub-SCIP terminated with code <%d>\n",retcode);
   }

   heurdata->usednodes += SCIPgetNNodes(subscip);

   /* check, whether a solution was found */
   if( SCIPgetNSols(subscip) > 0 )
   {
      SCIP_SOL** subsols;
      int nsubsols;

      /* check, whether a solution was found;
       * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
       */
      nsubsols = SCIPgetNSols(subscip);
      subsols = SCIPgetSols(subscip);
      success = FALSE;
      for( i = 0; i < nsubsols && !success; ++i )
      {
         SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
      }
      if( success )
         *result = SCIP_FOUNDSOL;
   }

 TERMINATE:
   /* free subproblem */
   SCIPfreeBufferArray(scip, &subvars);
   SCIP_CALL( SCIPfree(&subscip) );

   return SCIP_OKAY;
}
Beispiel #17
0
/** creates a subproblem for subscip by fixing a number of variables */
static
SCIP_RETCODE createSubproblem(
   SCIP*                 scip,               /**< original SCIP data structure                                  */
   SCIP*                 subscip,            /**< SCIP data structure for the subproblem                        */
   SCIP_VAR**            subvars,            /**< the variables of the subproblem                               */
   SCIP_Real             minfixingrate,      /**< percentage of integer variables that have to be fixed         */
   unsigned int*         randseed,           /**< a seed value for the random number generator                  */
   SCIP_Bool             uselprows           /**< should subproblem be created out of the rows in the LP rows?   */
   )
{
   SCIP_VAR** vars;                          /* original scip variables                    */
   SCIP_SOL* sol;                            /* pool of solutions                          */
   SCIP_Bool* marked;                        /* array of markers, which variables to fixed */
   SCIP_Bool fixingmarker;                   /* which flag should label a fixed variable?  */

   int nvars;
   int nbinvars;
   int nintvars;
   int i;
   int j;
   int nmarkers;

   /* get required data of the original problem */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
   sol = SCIPgetBestSol(scip);
   assert(sol != NULL);


   SCIP_CALL( SCIPallocBufferArray(scip, &marked, nbinvars+nintvars) );

   if( minfixingrate > 0.5 )
   {
      nmarkers = nbinvars + nintvars - (int) SCIPfloor(scip, minfixingrate*(nbinvars+nintvars));
      fixingmarker = FALSE;
   }
   else
   {
      nmarkers = (int) SCIPceil(scip, minfixingrate*(nbinvars+nintvars));
      fixingmarker = TRUE;
   }
   assert( 0 <= nmarkers && nmarkers <=  SCIPceil(scip,(nbinvars+nintvars)/2.0 ) );

   j = 0;
   BMSclearMemoryArray(marked, nbinvars+nintvars);
   while( j < nmarkers )
   {
      do
      {
         i = SCIPgetRandomInt(0, nbinvars+nintvars-1, randseed);
      }
      while( marked[i] );
      marked[i] = TRUE;
      j++;
   }
   assert( j == nmarkers );

   /* change bounds of variables of the subproblem */
   for( i = 0; i < nbinvars + nintvars; i++ )
   {
      /* fix all randomly marked variables */
      if( marked[i] == fixingmarker )
      {
         SCIP_Real solval;
         SCIP_Real lb;
         SCIP_Real ub;

         solval = SCIPgetSolVal(scip, sol, vars[i]);
         lb = SCIPvarGetLbGlobal(subvars[i]);
         ub = SCIPvarGetUbGlobal(subvars[i]);
         assert(SCIPisLE(scip, lb, ub));
         
         /* due to dual reductions, it may happen that the solution value is not in
            the variable's domain anymore */
         if( SCIPisLT(scip, solval, lb) )
            solval = lb;
         else if( SCIPisGT(scip, solval, ub) )
            solval = ub;
         
         /* perform the bound change */
         if( !SCIPisInfinity(scip, solval) && !SCIPisInfinity(scip, -solval) )
         {
            SCIP_CALL( SCIPchgVarLbGlobal(subscip, subvars[i], solval) );
            SCIP_CALL( SCIPchgVarUbGlobal(subscip, subvars[i], solval) );
         }
      }
   }

   if( uselprows )
   {
      SCIP_ROW** rows;   /* original scip rows */
      int nrows;

      /* get the rows and their number */
      SCIP_CALL( SCIPgetLPRowsData(scip, &rows, &nrows) );

      /* copy all rows to linear constraints */
      for( i = 0; i < nrows; i++ )
      {
         SCIP_CONS* cons;
         SCIP_VAR** consvars;
         SCIP_COL** cols;
         SCIP_Real constant;
         SCIP_Real lhs;
         SCIP_Real rhs;
         SCIP_Real* vals;
         int nnonz;

         /* ignore rows that are only locally valid */
         if( SCIProwIsLocal(rows[i]) )
            continue;

         /* get the row's data */
         constant = SCIProwGetConstant(rows[i]);
         lhs = SCIProwGetLhs(rows[i]) - constant;
         rhs = SCIProwGetRhs(rows[i]) - constant;
         vals = SCIProwGetVals(rows[i]);
         nnonz = SCIProwGetNNonz(rows[i]);
         cols = SCIProwGetCols(rows[i]);

         assert( lhs <= rhs );

         /* allocate memory array to be filled with the corresponding subproblem variables */
         SCIP_CALL( SCIPallocBufferArray(scip, &consvars, nnonz) );
         for( j = 0; j < nnonz; j++ )
            consvars[j] = subvars[SCIPvarGetProbindex(SCIPcolGetVar(cols[j]))];

         /* create a new linear constraint and add it to the subproblem */
         SCIP_CALL( SCIPcreateConsLinear(subscip, &cons, SCIProwGetName(rows[i]), nnonz, consvars, vals, lhs, rhs,
               TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, TRUE, TRUE, FALSE) );
         SCIP_CALL( SCIPaddCons(subscip, cons) );
         SCIP_CALL( SCIPreleaseCons(subscip, &cons) );

         /* free temporary memory */
         SCIPfreeBufferArray(scip, &consvars);
      }
   }

   SCIPfreeBufferArray(scip, &marked);
   return SCIP_OKAY;
}
Beispiel #18
0
/** evalutate solution */
SCIP_RETCODE LOPevalSolution(
   SCIP*                 scip                /**< SCIP data structure */
   )
{
   SCIP_PROBDATA* probdata;
   SCIP_VAR*** vars;
   SCIP_SOL* sol;
   int* outDegree;
   int* indices;
   int i;
   int j;
   int n;

   /* get problem data */
   probdata = SCIPgetProbData(scip);
   assert( probdata != NULL );
   assert( probdata->vars != NULL );

   n = probdata->n;
   vars = probdata->vars;
   sol = SCIPgetBestSol(scip);

   if ( sol == NULL )
      printf("\nNo solution found.\n");
   else
   {
      SCIP_CALL( SCIPallocBufferArray(scip, &outDegree, n) );
      SCIP_CALL( SCIPallocBufferArray(scip, &indices, n) );

      /* compute out-degree */
      for (i = 0; i < n; ++i)
      {
	 int deg = 0;
	 for (j = 0; j < n; ++j)
	 {
	    SCIP_Real val;
	    if (j == i)
	       continue;

	    val = SCIPgetSolVal(scip, sol, vars[i][j]);
	    assert( SCIPisIntegral(scip, val) );
	    if ( val < 0.5 )
	       ++deg;
	 }
	 outDegree[i] = deg;
	 indices[i] = i;
      }

      /* sort such that degrees are non-decreasing */
      SCIPsortIntInt(outDegree, indices, n);

      /* output */
      printf("\nFinal order:\n");
      for (i = 0; i < n; ++i)
	 printf("%d ", indices[i]);
      printf("\n");

      SCIPfreeBufferArray(scip, &indices);
      SCIPfreeBufferArray(scip, &outDegree);
   }

   return SCIP_OKAY;
}