/** gets the row of the cut */
JNIEXPORT
jlong JNISCIPCUTPOOL(cutGetRow)(
JNIEnv* env, /**< JNI environment variable */
jobject jobj, /**< JNI class pointer */
jlong jcut /**< cut */
)
{
SCIP_CUT* cut;
/* convert JNI pointer into C pointer */
cut = (SCIP_CUT*) (size_t) jcut;
assert(cut != NULL);
return (jlong) (size_t) SCIPcutGetRow(cut);
}
SCIP_RETCODE SCIPconshdlrBenders::sepaBenders(
SCIP * scip,
SCIP_CONSHDLR * conshdlr,
SCIP_SOL * sol,
whereFrom where,
SCIP_RESULT * result)
{
OsiCuts cs; /**< Benders cut placeholder */
SCIP_Real * vals = NULL; /**< current solution */
#if 1
if (scip_checkpriority_ < 0)
{
/** consider incumbent solutions only */
double primObj = SCIPgetPrimalbound(scip);
double currObj = SCIPgetSolOrigObj(scip, sol);
if (SCIPisLT(scip, primObj, currObj))
{
DSPdebugMessage(" -> primObj %e currObj %e\n", primObj, currObj);
return SCIP_OKAY;
}
}
#endif
/** allocate memory */
SCIP_CALL(SCIPallocMemoryArray(scip, &vals, nvars_));
/** get current solution */
SCIP_CALL(SCIPgetSolVals(scip, sol, nvars_, vars_, vals));
/** TODO The following filter does not work, meaning that it provides suboptimal solution.
* I do not know the reason. */
#if 0
double maxviol = 1.e-10;
for (int j = 0; j < nvars_ - naux_; ++j)
{
SCIP_VARTYPE vartype = SCIPvarGetType(vars_[j]);
if (vartype == SCIP_VARTYPE_CONTINUOUS) continue;
double viol = 0.5 - fabs(vals[j] - floor(vals[j]) - 0.5);
if (viol > maxviol)
maxviol = viol;
}
DSPdebugMessage("maximum violation %e\n", maxviol);
if (where != from_scip_check &&
where != from_scip_enfolp &&
where != from_scip_enfops &&
maxviol > 1.e-7)
{
printf("where %d maxviol %e\n", where, maxviol);
/** free memory */
SCIPfreeMemoryArray(scip, &vals);
return SCIP_OKAY;
}
#endif
#ifdef DSP_DEBUG2
double minvals = COIN_DBL_MAX;
double maxvals = -COIN_DBL_MAX;
double sumvals = 0.;
double ssvals = 0.;
//printf("nvars_ %d naux_ %d nAuxvars_ %d\n", nvars_, naux_, tss_->nAuxvars_);
for (int j = 0; j < nvars_ - naux_; ++j)
{
// if (vals[j] < 0 || vals[j] > 1)
// printf("solution %d has value %e.\n", j, vals[j]);
sumvals += vals[j];
ssvals += vals[j] * vals[j];
minvals = minvals > vals[j] ? vals[j] : minvals;
maxvals = maxvals < vals[j] ? vals[j] : maxvals;
}
DSPdebugMessage("solution: min %e max %e avg %e sum %e two-norm %e\n",
minvals, maxvals, sumvals / nvars_, sumvals, sqrt(ssvals));
#endif
#define SCAN_GLOBAL_CUT_POOL
#ifdef SCAN_GLOBAL_CUT_POOL
if (SCIPgetStage(scip) == SCIP_STAGE_SOLVING ||
SCIPgetStage(scip) == SCIP_STAGE_SOLVED ||
SCIPgetStage(scip) == SCIP_STAGE_EXITSOLVE)
{
bool addedPoolCut = false;
int numPoolCuts = SCIPgetNPoolCuts(scip);
int numCutsToScan = 100;
SCIP_CUT ** poolcuts = SCIPgetPoolCuts(scip);
for (int i = numPoolCuts - 1; i >= 0; --i)
{
if (i < 0) break;
if (numCutsToScan == 0) break;
/** retrieve row */
SCIP_ROW * poolcutrow = SCIPcutGetRow(poolcuts[i]);
/** benders? */
if (strcmp(SCIProwGetName(poolcutrow), "benders") != 0)
continue;
/** counter */
numCutsToScan--;
if (SCIPgetCutEfficacy(scip, sol, poolcutrow) > 1.e-6)
{
if (where == from_scip_sepalp ||
where == from_scip_sepasol ||
where == from_scip_enfolp)
{
/** add cut */
SCIP_Bool infeasible;
SCIP_CALL(SCIPaddCut(scip, sol, poolcutrow,
FALSE, /**< force cut */
&infeasible));
if (infeasible)
*result = SCIP_CUTOFF;
else //if (*result != SCIP_CUTOFF)
*result = SCIP_SEPARATED;
}
else
*result = SCIP_INFEASIBLE;
addedPoolCut = true;
break;
}
}
if (addedPoolCut)
{
DSPdebugMessage("Added pool cut\n");
/** free memory */
SCIPfreeMemoryArray(scip, &vals);
return SCIP_OKAY;
}
}
#endif
/** generate Benders cuts */
assert(tss_);
tss_->generateCuts(nvars_, vals, &cs);
/** If found Benders cuts */
for (int i = 0; i < cs.sizeCuts(); ++i)
{
/** get cut pointer */
OsiRowCut * rc = cs.rowCutPtr(i);
if (!rc) continue;
const CoinPackedVector cutrow = rc->row();
if (cutrow.getNumElements() == 0) continue;
/** is optimality cut? */
bool isOptimalityCut = false;
for (int j = nvars_ - naux_; j < nvars_; ++j)
{
if (cutrow.getMaxIndex() == j)
{
isOptimalityCut = true;
break;
}
}
double efficacy = rc->violated(vals) / cutrow.twoNorm();
SCIP_Bool isEfficacious = efficacy > 1.e-6;
#define KK_TEST
#ifdef KK_TEST
if (SCIPgetStage(scip) == SCIP_STAGE_INITSOLVE ||
SCIPgetStage(scip) == SCIP_STAGE_SOLVING)
{
/** create empty row */
SCIP_ROW * row = NULL;
SCIP_CALL(SCIPcreateEmptyRowCons(scip, &row, conshdlr, "benders", rc->lb(), SCIPinfinity(scip),
FALSE, /**< is row local? */
FALSE, /**< is row modifiable? */
FALSE /**< is row removable? can this be TRUE? */));
/** cache the row extension and only flush them if the cut gets added */
SCIP_CALL(SCIPcacheRowExtensions(scip, row));
/** collect all non-zero coefficients */
for (int j = 0; j < cutrow.getNumElements(); ++j)
SCIP_CALL(SCIPaddVarToRow(scip, row, vars_[cutrow.getIndices()[j]], cutrow.getElements()[j]));
DSPdebugMessage("found Benders (%s) cut: act=%f, lhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
isOptimalityCut ? "opti" : "feas",
SCIPgetRowLPActivity(scip, row), SCIProwGetLhs(row), SCIProwGetNorm(row),
SCIPgetCutEfficacy(scip, sol, row),
SCIPgetRowMinCoef(scip, row), SCIPgetRowMaxCoef(scip, row),
SCIPgetRowMaxCoef(scip, row)/SCIPgetRowMinCoef(scip, row));
/** flush all changes before adding cut */
SCIP_CALL(SCIPflushRowExtensions(scip, row));
DSPdebugMessage("efficacy %e isEfficatious %d\n", efficacy, isEfficacious);
if (isEfficacious)
{
if (where == from_scip_sepalp ||
where == from_scip_sepasol ||
where == from_scip_enfolp)
{
/** add cut */
SCIP_Bool infeasible;
SCIP_CALL(SCIPaddCut(scip, sol, row,
FALSE, /**< force cut */
&infeasible));
if (infeasible)
*result = SCIP_CUTOFF;
else //if (*result != SCIP_CUTOFF)
*result = SCIP_SEPARATED;
}
else
*result = SCIP_INFEASIBLE;
}
/** add cut to global pool */
SCIP_CALL(SCIPaddPoolCut(scip, row));
DSPdebugMessage("number of cuts in global cut pool: %d\n", SCIPgetNPoolCuts(scip));
/** release the row */
SCIP_CALL(SCIPreleaseRow(scip, &row));
}
else if (isEfficacious &&
where != from_scip_sepalp &&
where != from_scip_sepasol &&
where != from_scip_enfolp)
*result = SCIP_INFEASIBLE;
#else
if (where == from_scip_sepalp ||
where == from_scip_sepasol ||
where == from_scip_enfolp)
{
/** create empty row */
SCIP_ROW * row = NULL;
SCIP_CALL(SCIPcreateEmptyRowCons(scip, &row, conshdlr, "benders", rc->lb(), SCIPinfinity(scip),
FALSE, /**< is row local? */
FALSE, /**< is row modifiable? */
FALSE /**< is row removable? can this be TRUE? */));
/** cache the row extension and only flush them if the cut gets added */
SCIP_CALL(SCIPcacheRowExtensions(scip, row));
/** collect all non-zero coefficients */
for (int j = 0; j < cutrow.getNumElements(); ++j)
SCIP_CALL(SCIPaddVarToRow(scip, row, vars_[cutrow.getIndices()[j]], cutrow.getElements()[j]));
DSPdebugMessage("found Benders (%s) cut: act=%f, lhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
isOptimalityCut ? "opti" : "feas",
SCIPgetRowLPActivity(scip, row), SCIProwGetLhs(row), SCIProwGetNorm(row),
SCIPgetCutEfficacy(scip, NULL, row),
SCIPgetRowMinCoef(scip, row), SCIPgetRowMaxCoef(scip, row),
SCIPgetRowMaxCoef(scip, row)/SCIPgetRowMinCoef(scip, row));
/** flush all changes before adding cut */
SCIP_CALL(SCIPflushRowExtensions(scip, row));
/** is cut efficacious? */
if (isOptimalityCut)
{
efficacy = SCIPgetCutEfficacy(scip, sol, row);
isEfficacious = SCIPisCutEfficacious(scip, sol, row);
}
else
{
efficacy = rc->violated(vals);
isEfficacious = efficacy > 1.e-6;
}
if (isEfficacious)
{
/** add cut */
SCIP_Bool infeasible;
SCIP_CALL(SCIPaddCut(scip, sol, row,
FALSE, /**< force cut */
&infeasible));
if (infeasible)
*result = SCIP_CUTOFF;
else if (*result != SCIP_CUTOFF)
*result = SCIP_SEPARATED;
}
/** add cut to global pool */
SCIP_CALL(SCIPaddPoolCut(scip, row));
/** release the row */
SCIP_CALL(SCIPreleaseRow(scip, &row));
}
else
{
if (isOptimalityCut)
{
efficacy = rc->violated(vals) / cutrow.twoNorm();
isEfficacious = efficacy > 0.05;
}
else
{
efficacy = rc->violated(vals);
isEfficacious = efficacy > 1.e-6;
}
DSPdebugMessage("%s efficacy %e\n", isOptimalityCut ? "Opti" : "Feas", efficacy);
if (isEfficacious == TRUE)
*result = SCIP_INFEASIBLE;
}
#endif
}
/** free memory */
SCIPfreeMemoryArray(scip, &vals);
return SCIP_OKAY;
}
