Ejemplo n.º 1
0
/** destructor of constraint handler to free constraint handler data (called when SCIP is exiting) */
static
SCIP_DECL_CONSFREE(consFreeOrigbranch)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrData;

   assert(scip != NULL);
   assert(conshdlr != NULL);
   assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);

   conshdlrData = SCIPconshdlrGetData(conshdlr);
   assert(conshdlrData != NULL);

   SCIPdebugMessage("freeing branch orig constraint handler\n");

   /* free constraint handler storage */
   assert(conshdlrData->stack == NULL);
   if( conshdlrData->rootcons != NULL )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &conshdlrData->rootcons) );
   }

   SCIPfreeMemory(scip, &conshdlrData);

   return SCIP_OKAY;
}
Ejemplo n.º 2
0
/** frees the memory of the given problem data */
static
SCIP_RETCODE probdataFree(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_PROBDATA**       probdata            /**< pointer to problem data */
   )
{
   int i;

   assert(scip != NULL);
   assert(probdata != NULL);

   /* release all variables */
   for( i = 0; i < (*probdata)->nvars; ++i )
   {
      SCIP_CALL( SCIPreleaseVar(scip, &(*probdata)->vars[i]) );
   }

   /* release all constraints */
   for( i = 0; i < (*probdata)->nitems; ++i )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &(*probdata)->conss[i]) );
   }

   /* free memory of arrays */
   SCIPfreeMemoryArray(scip, &(*probdata)->vars);
   SCIPfreeMemoryArray(scip, &(*probdata)->conss);
   SCIPfreeMemoryArray(scip, &(*probdata)->weights);
   SCIPfreeMemoryArray(scip, &(*probdata)->ids);

   /* free probdata */
   SCIPfreeMemory(scip, probdata);

   return SCIP_OKAY;
}
Ejemplo n.º 3
0
/** initialization method of variable pricer (called after problem was transformed) */
static
SCIP_DECL_PRICERINIT(pricerInitBinpacking)
{  /*lint --e{715}*/
   SCIP_PRICERDATA* pricerdata;
   SCIP_CONS* cons;
   int c;

   assert(scip != NULL);
   assert(pricer != NULL);

   pricerdata = SCIPpricerGetData(pricer);
   assert(pricerdata != NULL);

   /* get transformed constraints */
   for( c = 0; c < pricerdata->nitems; ++c )
   {
      cons = pricerdata->conss[c];

      /* release original constraint */
      SCIP_CALL( SCIPreleaseCons(scip, &pricerdata->conss[c]) );

      /* get transformed constraint */
      SCIP_CALL( SCIPgetTransformedCons(scip, cons, &pricerdata->conss[c]) );

      /* capture transformed constraint */
      SCIP_CALL( SCIPcaptureCons(scip, pricerdata->conss[c]) );
   }

   return SCIP_OKAY;
}
Ejemplo n.º 4
0
/** solving process initialization method of constraint handler (called when branch and bound process is about to begin) */
static
SCIP_DECL_CONSINITSOL(consInitsolOrigbranch)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrData;

   assert(scip != NULL);
   assert(conshdlr != NULL);
   assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);

   conshdlrData = SCIPconshdlrGetData(conshdlr);
   assert(conshdlrData != NULL);

   /* prepare stack */
   SCIP_CALL( SCIPallocMemoryArray(scip, &conshdlrData->stack, conshdlrData->maxstacksize) );
   assert( conshdlrData->nstack >= 0 );

   /* check consistency */
   if( conshdlrData->rootcons != NULL )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &conshdlrData->rootcons) );
      conshdlrData->rootcons = NULL;
      --(conshdlrData->nstack);
   }
   GCGconsOrigbranchCheckConsistency(scip);

   return SCIP_OKAY;
}
Ejemplo n.º 5
0
/** deletes the transformed problem */
static
SCIP_DECL_PROBDELTRANS(probdeltransColoring)
{
   int i;

   assert(scip != NULL);
   assert(probdata != NULL);

   /* relese constraints and free array for constraints */
   for ( i = 0; i < tcliqueGetNNodes((*probdata)->graph); i++)
   {
      SCIP_CALL( SCIPreleaseCons(scip, &((*probdata)->constraints[i])) );
   }
   SCIPfreeMemoryArray(scip, &((*probdata)->constraints));

   /* free the arrays for the stable sets and relese the related variables */
   for ( i = (*probdata)->nstablesets-1; i >= 0; i-- )
   {
      SCIPfreeBlockMemoryArray(scip, &((*probdata)->stablesets[i]), (*probdata)->stablesetlengths[i]); /*lint !e866*/
      SCIP_CALL( SCIPreleaseVar(scip, &((*probdata)->stablesetvars[i])) );
   }

   SCIPfreeMemoryArray(scip, &((*probdata)->new2oldnode));
   SCIPfreeMemoryArray(scip, &((*probdata)->deletednodes));
   SCIPfreeMemoryArray(scip, &((*probdata)->stablesetvars));
   SCIPfreeMemoryArray(scip, &((*probdata)->stablesetlengths));
   SCIPfreeMemoryArray(scip, &((*probdata)->stablesets));

   tcliqueFree(&(*probdata)->graph);
   SCIPfreeMemory(scip, probdata);
   return SCIP_OKAY;
}
Ejemplo n.º 6
0
/** creates the rows of the subproblem */
static
SCIP_RETCODE createRows(
   SCIP*                 scip,               /**< original SCIP data structure */
   SCIP*                 subscip,            /**< SCIP data structure for the subproblem */
   SCIP_VAR**            subvars             /**< the variables of the subproblem */
   )
{
   SCIP_ROW** rows;                          /* original scip rows                       */
   SCIP_CONS* cons;                          /* new constraint                           */
   SCIP_VAR** consvars;                      /* new constraint's variables               */
   SCIP_COL** cols;                          /* original row's columns                   */

   SCIP_Real constant;                       /* constant added to the row                */
   SCIP_Real lhs;                            /* left hand side of the row                */
   SCIP_Real rhs;                            /* left right side of the row               */
   SCIP_Real* vals;                          /* variables' coefficient values of the row */

   int nrows;
   int nnonz;
   int i;
   int j;

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

   /* copy all rows to linear constraints */
   for( i = 0; i < nrows; i++ )
   {
      /* 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);
   }

   return SCIP_OKAY;
}
Ejemplo n.º 7
0
/** presolving method of constraint handler */
static
SCIP_DECL_CONSPRESOL(consPresolConjunction)
{  /*lint --e{715}*/
   SCIP_CONSDATA* consdata;
   int c;
   int i;

   assert(result != NULL);

   *result = SCIP_DIDNOTFIND;

   /* all constraints in a conjunction constraint of the global problem can be added directly to the problem and
    * removed from the conjunction constraint;
    * an unmodifiable conjunction constraint can be deleted
    */
   for( c = 0; c < nconss; ++c )
   {
      consdata = SCIPconsGetData(conss[c]);
      assert(consdata != NULL);

      /* add all inactive constraints to the global problem */
      for( i = 0; i < consdata->nconss; ++i )
      {
	 /* update check flag for sub constraints when upgrade takes place */
	 if( SCIPconsIsChecked(conss[c]) )
	 {
	    /* make sure, the constraint is checked for feasibility */
	    SCIP_CALL( SCIPsetConsChecked(scip, consdata->conss[i], TRUE) );
	 }

         /* add constraint, if it is not active yet */
         if( !SCIPconsIsActive(consdata->conss[i]) )
         {
            SCIPdebugMessage("adding constraint <%s> from add conjunction <%s>\n",
               SCIPconsGetName(consdata->conss[i]), SCIPconsGetName(conss[c]));
            SCIP_CALL( SCIPaddCons(scip, consdata->conss[i]) );
            *result = SCIP_SUCCESS;
         }
         /* release constraint because it will be removed from the conjunction constraint */
         SCIP_CALL( SCIPreleaseCons(scip, &(consdata->conss[i])) );
      }
      /* all constraints where removed, so we need to clear the array */
      consdata->nconss = 0;

      /* delete conjunction constraint, if it is unmodifiable */
      if( !SCIPconsIsModifiable(conss[c]) )
      {
         SCIP_CALL( SCIPdelCons(scip, conss[c]) );
      }
   }

   return SCIP_OKAY;
}
Ejemplo n.º 8
0
/** exit method of constraint handler (called before problem is free transformed) */
static
SCIP_DECL_CONSEXIT(consExitOrigbranch)
{  /*lint --e{715}*/
   SCIP_CONSHDLRDATA* conshdlrdata;
   assert(conshdlr != NULL);
   assert(scip != NULL);
   conshdlrdata = SCIPconshdlrGetData(conshdlr);
   assert(conshdlrdata != NULL);
   SCIPdebugMessage("exiting transformed branch orig constraint handler\n");

   if( conshdlrdata->rootcons != NULL )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &conshdlrdata->rootcons) );
      conshdlrdata->rootcons = NULL;
   }
   return SCIP_OKAY;
}
Ejemplo n.º 9
0
/** presolving method of constraint handler */
static
SCIP_DECL_CONSPRESOL(consPresolDisjunction)
{  /*lint --e{715}*/
   SCIP_CONSDATA* consdata;
   int oldndelconss;
   int c;

   assert(result != NULL);

   *result = SCIP_DIDNOTFIND;
   oldndelconss = *ndelconss;

   /* all disjunction constraints with one constraint can be replaced with that corresponding constraint */
   for( c = 0; c < nconss; ++c )
   {
      consdata = SCIPconsGetData(conss[c]);
      assert(consdata != NULL);

      if( !SCIPconsIsModifiable(conss[c]) && consdata->nconss == 1 )
      {
         /* add constraint to the problem */
         if( !SCIPconsIsActive(consdata->conss[0]) )
         {
            SCIP_CALL( SCIPaddCons(scip, consdata->conss[0]) );

            /* release constraint from the disjunction constraint */
            SCIP_CALL( SCIPreleaseCons(scip, &consdata->conss[0]) );
         }
         
         /* remove disjunction constraint */
         SCIP_CALL( SCIPdelCons(scip, conss[0]) );

         *result = SCIP_SUCCESS;
      }

      /* propagate constraint */
      SCIP_CALL( propagateCons(scip, conss[c], ndelconss) );
   }

   if( *ndelconss > oldndelconss )
      *result = SCIP_SUCCESS;
   
   return SCIP_OKAY;
}
/** solving process deinitialization method of variable pricer (called before branch and bound process data is freed) */
static
SCIP_DECL_PRICEREXITSOL(pricerExitsolBinpacking) {
    SCIP_PRICERDATA* pricerdata;
    int c;

    assert(scip != NULL);
    assert(pricer != NULL);

    pricerdata = SCIPpricerGetData(pricer);
    assert(pricerdata != NULL);

    /* get release constraints */
    for (c = 0; c < pricerdata->nitems + pricerdata->nbins; ++c) {
        /* release constraint */
        SCIP_CALL(SCIPreleaseCons(scip, &(pricerdata->conss[c])));
    }

    return SCIP_OKAY;
}
Ejemplo n.º 11
0
/** create linear ordering problem model */
SCIP_RETCODE LOPgenerateModel(
   SCIP*                 scip                /**< SCIP data structure */
   )
{
   SCIP_PROBDATA* probdata;
   SCIP_CONS* cons;
   int i, j;

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

   /* generate variables */
   SCIP_CALL( SCIPallocMemoryArray(scip, &probdata->vars, probdata->n) );
   for (i = 0; i < probdata->n; ++i)
   {
      SCIP_CALL( SCIPallocMemoryArray(scip, &(probdata->vars[i]), probdata->n) ); /*lint !e866*/
      for (j = 0; j < probdata->n; ++j)
      {
	 if (j != i)
	 {
	    char s[SCIP_MAXSTRLEN];
	    (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "x#%d#%d", i, j);
	    SCIP_CALL( SCIPcreateVar(scip, &(probdata->vars[i][j]), s, 0.0, 1.0, probdata->W[i][j], SCIP_VARTYPE_BINARY,
		  TRUE, FALSE, NULL, NULL, NULL, NULL, NULL));
	    SCIP_CALL( SCIPaddVar(scip, probdata->vars[i][j]) );
	 }
	 else
	    probdata->vars[i][j] = NULL;
      }
   }

   /* generate linear ordering constraint */
   SCIP_CALL( SCIPcreateConsLinearOrdering(scip, &cons, "LOP", probdata->n, probdata->vars, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE,
	 FALSE, FALSE, FALSE, FALSE));
   SCIP_CALL( SCIPaddCons(scip, cons) );
   SCIP_CALL( SCIPreleaseCons(scip, &cons) );

   /* set maximization */
   SCIP_CALL( SCIPsetObjsense(scip, SCIP_OBJSENSE_MAXIMIZE) );

   return SCIP_OKAY;
}
Ejemplo n.º 12
0
/** frees constraint data and releases all constraints in conjunction */
static
SCIP_RETCODE consdataFree(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_CONSDATA**       consdata            /**< pointer to constraint data */
   )
{
   int c;

   assert(consdata != NULL);
   assert(*consdata != NULL);

   /* release constraints */
   for( c = 0; c < (*consdata)->nconss; ++c )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &(*consdata)->conss[c]) );
   }

   /* free memory */
   SCIPfreeBlockMemoryArrayNull(scip, &(*consdata)->conss, (*consdata)->consssize);
   SCIPfreeBlockMemory(scip, consdata);

   return SCIP_OKAY;
}
Ejemplo n.º 13
0
static
SCIP_DECL_PROBDELORIG(probdelorigColoring)
{
   int i;

   assert(probdata != NULL);
   assert(*probdata != NULL);
  
   SCIPfreeMemoryArray(scip, &((*probdata)->new2oldnode));
   SCIPfreeMemoryArray(scip, &((*probdata)->deletednodes));  

   for ( i = (*probdata)->nstablesets-1; i >= 0; i-- )
   {
      SCIPfreeBlockMemoryArray(scip, &((*probdata)->stablesets[i]), (*probdata)->stablesetlengths[i]); /*lint !e866*/
      SCIP_CALL( SCIPreleaseVar(scip, &((*probdata)->stablesetvars[i])) );
   }
   SCIPfreeMemoryArray(scip, &((*probdata)->stablesetvars));
   SCIPfreeMemoryArray(scip, &((*probdata)->stablesetlengths));
   SCIPfreeMemoryArray(scip, &((*probdata)->stablesets));

   /* release Constraints */
   for ( i = 0; i < tcliqueGetNNodes((*probdata)->graph); i++ )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &((*probdata)->constraints[i])) );
   }
   SCIPfreeMemoryArray(scip, &((*probdata)->constraints));   

   /* free memory used for graph */
   tcliqueFree(&((*probdata)->graph));
   tcliqueFree(&((*probdata)->oldgraph));

   /* free probdata */
   SCIPfreeMemory(scip, probdata);

   return SCIP_OKAY;
}
Ejemplo n.º 14
0
/** read constraint */
static
SCIP_RETCODE getConstraint(
   SCIP*                 scip,               /**< SCIP data structure */
   CIPINPUT*             cipinput,           /**< CIP parsing data */
   SCIP_Bool             initial,            /**< should the LP relaxation of constraint be in the initial LP?
                                              *   Usually set to TRUE. Set to FALSE for 'lazy constraints'. */
   SCIP_Bool             dynamic,            /**< Is constraint subject to aging?
                                              *   Usually set to FALSE. Set to TRUE for own cuts which
                                              *   are separated as constraints. */
   SCIP_Bool             removable           /**< should the relaxation be removed from the LP due to aging or cleanup?
                                              *   Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
   )
{
   SCIP_CONS* cons;
   char* buf;
   char* copybuf;
   SCIP_RETCODE retcode;
   SCIP_Bool separate;
   SCIP_Bool enforce;
   SCIP_Bool check;
   SCIP_Bool propagate;
   SCIP_Bool local;
   SCIP_Bool modifiable;
   SCIP_Bool success;
   int len;

   buf = cipinput->strbuf;

   if( strncmp(buf, "END", 3) == 0 )
   {
      cipinput->section = CIP_END;
      return SCIP_OKAY;
   }

   SCIPdebugMessage("parse constraints in line %d\n", cipinput->linenumber);

   separate = TRUE;
   enforce = TRUE;
   check = TRUE;
   propagate = TRUE;
   local = FALSE;
   modifiable = FALSE;

   /* get length of line and check for correct ending of constraint line */
   len = (int)strlen(buf);
   if( len < 1 )
   {
      SCIPerrorMessage("syntax error: expected constraint in line %d.\n", cipinput->linenumber);
      cipinput->haserror = TRUE;
      return SCIP_OKAY;
   }
   if ( buf[len - 1] != ';' )
   {
      SCIPerrorMessage("syntax error: line has to end with ';' (line: %d)\n", cipinput->linenumber);
      cipinput->haserror = TRUE;
      return SCIP_OKAY;
   }

   /* copy buffer for working purpose */
   SCIP_CALL( SCIPduplicateMemoryArray(scip, &copybuf, buf, len) );
   copybuf[len - 1] = '\0';

   /* parse the constraint */
   retcode = SCIPparseCons(scip, &cons, copybuf,
      initial, separate, enforce, check, propagate, local, modifiable, dynamic, removable, FALSE, &success);

   /* free temporary buffer */
   SCIPfreeMemoryArray(scip, &copybuf);

   SCIP_CALL( retcode );

   if( !success )
   {
      SCIPerrorMessage("syntax error when reading constraint (line: %d):\n%s\n", cipinput->linenumber, cipinput->strbuf);
      cipinput->haserror = TRUE;
      return SCIP_OKAY;
   }

   SCIP_CALL( SCIPaddCons(scip, cons) );
   SCIPdebugPrintCons(scip, cons, NULL);
   SCIP_CALL( SCIPreleaseCons(scip, &cons) );

   return SCIP_OKAY;
}
Ejemplo n.º 15
0
/** read fixed variable */
static
SCIP_RETCODE getFixedVariable(
   SCIP*                 scip,               /**< SCIP data structure */
   CIPINPUT*             cipinput            /**< CIP parsing data */
   )
{
   SCIP_Bool success;
   SCIP_VAR* var;
   char* buf;
   char* endptr;
   char name[SCIP_MAXSTRLEN];

   buf = cipinput->strbuf;

   if( strncmp(buf, "CONSTRAINTS", 11) == 0 )
      cipinput->section = CIP_CONSTRAINTS;
   else if( strncmp(buf, "END", 3) == 0 )
      cipinput->section = CIP_END;

   if( cipinput->section != CIP_FIXEDVARS )
      return SCIP_OKAY;

   SCIPdebugMessage("parse fixed variable\n");

   /* parse the variable */
   SCIP_CALL( SCIPparseVar(scip, &var, buf, TRUE, FALSE, NULL, NULL, NULL, NULL, NULL, &endptr, &success) );

   if( !success )
   {
      SCIPerrorMessage("syntax error in variable information (line: %d):\n%s\n", cipinput->linenumber, cipinput->strbuf);
      cipinput->haserror = TRUE;
      return SCIP_OKAY;
   }

   /* skip intermediate stuff */
   buf = endptr;

   while ( *buf != '\0' && (*buf == ' ' || *buf == ',') )
      ++buf;

   /* check whether variable is fixed */
   if ( strncmp(buf, "fixed:", 6) == 0 )
   {
      SCIP_CALL( SCIPaddVar(scip, var) );
      SCIPdebug( SCIP_CALL( SCIPprintVar(scip, var, NULL) ) );
   }
   else if ( strncmp(buf, "negated:", 8) == 0 )
   {
      SCIP_CONS* lincons;
      SCIP_VAR* negvar;
      SCIP_Real vals[2];
      SCIP_VAR* vars[2];

      buf += 8;

      /* we can just parse the next variable (ignoring all other information in between) */
      SCIP_CALL( SCIPparseVarName(scip, buf, &negvar, &endptr) );

      if ( negvar == NULL )
      {
         SCIPerrorMessage("could not parse negated variable (line: %d):\n%s\n", cipinput->linenumber, cipinput->strbuf);
         cipinput->haserror = TRUE;
         return SCIP_OKAY;
      }
      assert(SCIPvarIsBinary(var));
      assert(SCIPvarIsBinary(negvar));

      SCIP_CALL( SCIPaddVar(scip, var) );

      SCIPdebugMessage("creating negated variable <%s> (of <%s>) ...\n", SCIPvarGetName(var), SCIPvarGetName(negvar) );
      SCIPdebug( SCIP_CALL( SCIPprintVar(scip, var, NULL) ) );

      /* add linear constraint for negation */
      (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "neg_%s", SCIPvarGetName(var) );
      vars[0] = var;
      vars[1] = negvar;
      vals[0] = 1.0;
      vals[1] = 1.0;
      SCIPdebugMessage("coupling constraint:\n");
      SCIP_CALL( SCIPcreateConsLinear(scip, &lincons, name, 2, vars, vals, 1.0, 1.0, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, TRUE, FALSE) );
      SCIPdebugPrintCons(scip, lincons, NULL);
      SCIP_CALL( SCIPaddCons(scip, lincons) );
      SCIP_CALL( SCIPreleaseCons(scip, &lincons) );
   }
   else if ( strncmp(buf, "aggregated:", 11) == 0 )
   {
      /* handle (multi-)aggregated variables */
      SCIP_CONS* lincons;
      SCIP_Real* vals;
      SCIP_VAR** vars;
      SCIP_Real rhs = 0.0;
      const char* str;
      int nvarssize = 20;
      int requsize;
      int nvars;

      buf += 11;

      SCIPdebugMessage("parsing aggregated variable <%s> ...\n", SCIPvarGetName(var));

      /* first parse constant */
      if ( ! SCIPstrToRealValue(buf, &rhs, &endptr) )
      {
         SCIPerrorMessage("expected constant when aggregated variable information (line: %d):\n%s\n", cipinput->linenumber, buf);
         cipinput->haserror = TRUE;
         return SCIP_OKAY;
      }

      /* check whether constant is 0.0 */
      str = endptr;
      while ( *str != '\0' && isspace(*str) )
         ++str;
      /* if next char is '<' we found a variable -> constant is 0 */
      if ( *str != '<' )
      {
         SCIPdebugMessage("constant: %f\n", rhs);
         buf = endptr;
      }
      else
      {
         /* otherwise keep buf */
         rhs = 0.0;
      }

      /* initialize buffers for storing the variables and values */
      SCIP_CALL( SCIPallocBufferArray(scip, &vars, nvarssize) );
      SCIP_CALL( SCIPallocBufferArray(scip, &vals, nvarssize) );

      vars[0] = var;
      vals[0] = -1.0;
      --nvarssize;

      /* parse linear sum to get variables and coefficients */
      SCIP_CALL( SCIPparseVarsLinearsum(scip, buf, &(vars[1]), &(vals[1]), &nvars, nvarssize, &requsize, &endptr, &success) );
      if ( success && requsize > nvarssize )
      {
         /* realloc buffers and try again */
         nvarssize = requsize;
         SCIP_CALL( SCIPreallocBufferArray(scip, &vars, nvarssize + 1) );
         SCIP_CALL( SCIPreallocBufferArray(scip, &vals, nvarssize + 1) );

         SCIP_CALL( SCIPparseVarsLinearsum(scip, buf, &(vars[1]), &(vals[1]), &nvars, nvarssize, &requsize, &endptr, &success) );
         assert( ! success || requsize <= nvarssize); /* if successful, then should have had enough space now */
      }

      if( success )
      {
         /* add aggregated variable */
         SCIP_CALL( SCIPaddVar(scip, var) );

         /* special handling of variables that seem to be slack variables of indicator constraints */
         str = SCIPvarGetName(var);
         if ( strncmp(str, "indslack", 8) == 0 )
         {
            (void) strcpy(name, "indlin");
            (void) strncat(name, str+8, SCIP_MAXSTRLEN-7);
         }
         else if ( strncmp(str, "t_indslack", 10) == 0 )
         {
            (void) strcpy(name, "indlin");
            (void) strncat(name, str+10, SCIP_MAXSTRLEN-7);
         }
         else
            (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s", SCIPvarGetName(var) );

         /* add linear constraint for (multi-)aggregation */
         SCIPdebugMessage("coupling constraint:\n");
         SCIP_CALL( SCIPcreateConsLinear(scip, &lincons, name, nvars + 1, vars, vals, -rhs, -rhs, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, TRUE, FALSE) );
         SCIPdebugPrintCons(scip, lincons, NULL);
         SCIP_CALL( SCIPaddCons(scip, lincons) );
         SCIP_CALL( SCIPreleaseCons(scip, &lincons) );
      }
      else
      {
         SCIPwarningMessage(scip, "Could not read (multi-)aggregated variable <%s>: dependent variables unkown - consider changing the order (line: %d):\n%s\n",
            SCIPvarGetName(var), cipinput->linenumber, buf);
      }

      SCIPfreeBufferArray(scip, &vals);
      SCIPfreeBufferArray(scip, &vars);
   }
   else
   {
      SCIPerrorMessage("unknown section when parsing variables (line: %d):\n%s\n", cipinput->linenumber, buf);
      cipinput->haserror = TRUE;
      return SCIP_OKAY;
   }
   SCIP_CALL( SCIPreleaseVar(scip, &var) );

   return SCIP_OKAY;
}
Ejemplo n.º 16
0
/** LP solution separation method of separator */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpRapidlearning)
{/*lint --e{715}*/
   SCIP* subscip;                            /* the subproblem created by rapid learning       */
   SCIP_SEPADATA* sepadata;                  /* separator's private data                       */

   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_HASHMAP* varmapbw;                   /* mapping of sub-SCIP variables to SCIP variables */

   SCIP_CONSHDLR** conshdlrs;                /* array of constraint handler's that might that might obtain conflicts */
   int* oldnconss;                           /* number of constraints without rapid learning conflicts               */

   SCIP_Longint nodelimit;                   /* node limit for the subproblem                  */
   SCIP_Real timelimit;                      /* time limit for the subproblem                  */
   SCIP_Real memorylimit;                    /* memory limit for the subproblem                */

   int nconshdlrs;                           /* size of conshdlr and oldnconss array                      */
   int nfixedvars;                           /* number of variables that could be fixed by rapid learning */
   int nvars;                                /* number of variables                                       */           
   int restartnum;                           /* maximal number of conflicts that should be created        */
   int i;                                    /* counter                                                   */

   SCIP_Bool success;                        /* was problem creation / copying constraint successful? */
   SCIP_RETCODE retcode;                     /* used for catching sub-SCIP errors in debug mode */

   int nconflicts;                          /* statistic: number of conflicts applied         */
   int nbdchgs;                             /* statistic: number of bound changes applied     */
   int n1startinfers;                       /* statistic: number of one side infer values     */
   int n2startinfers;                       /* statistic: number of both side infer values    */

   SCIP_Bool soladded;                      /* statistic: was a new incumbent found?          */
   SCIP_Bool dualboundchg;                  /* statistic: was a new dual bound found?         */
   SCIP_Bool disabledualreductions;         /* TRUE, if dual reductions in sub-SCIP are not valid for original SCIP,
                                             * e.g., because a constraint could not be copied or a primal solution
                                             * could not be copied back 
                                             */

   int ndiscvars;

   soladded = FALSE;

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

   *result = SCIP_DIDNOTRUN;
   
   ndiscvars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip)+SCIPgetNImplVars(scip);

   /* only run when still not fixed binary variables exists */
   if( ndiscvars == 0 )
      return SCIP_OKAY;

   /* get separator's data */
   sepadata = SCIPsepaGetData(sepa);
   assert(sepadata != NULL);

   /* only run for integer programs */
   if( !sepadata->contvars && ndiscvars != SCIPgetNVars(scip) )
      return SCIP_OKAY;

   /* only run if there are few enough continuous variables */
   if( sepadata->contvars && SCIPgetNContVars(scip) > sepadata->contvarsquot * SCIPgetNVars(scip) )
      return SCIP_OKAY;

   /* do not run if pricers are present */
   if( SCIPgetNActivePricers(scip) > 0 )
      return SCIP_OKAY;

   /* if the separator should be exclusive to the root node, this prevents multiple calls due to restarts */
   if(  SCIPsepaGetFreq(sepa) == 0 && SCIPsepaGetNCalls(sepa) > 0)
      return SCIP_OKAY;

   /* call separator at most once per node */
   if( SCIPsepaGetNCallsAtNode(sepa) > 0 )
      return SCIP_OKAY;

   /* do not call rapid learning, if the problem is too big */
   if( SCIPgetNVars(scip) > sepadata->maxnvars || SCIPgetNConss(scip) > sepadata->maxnconss )
      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) );
   SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
   success = FALSE;

   /* copy the subproblem */
   SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "rapid", FALSE, FALSE, &success) );
   
   if( sepadata->copycuts )
   {
      /** copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
      SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, FALSE) );
   }

   for( i = 0; i < nvars; i++ )
      subvars[i] = (SCIP_VAR*) (size_t) SCIPhashmapGetImage(varmapfw, vars[i]);
   
   SCIPhashmapFree(&varmapfw);
   
   /* this avoids dual presolving */
   if( !success )
   {
      for( i = 0; i < nvars; i++ )
      {     
         SCIP_CALL( SCIPaddVarLocks(subscip, subvars[i], 1, 1 ) );
      }
   }

   SCIPdebugMessage("Copying SCIP was%s successful.\n", success ? "" : " not");
   
   /* mimic an FD solver: DFS, no LP solving, 1-FUIP instead of all-FUIP */
   SCIP_CALL( SCIPsetIntParam(subscip, "lp/solvefreq", -1) );
   SCIP_CALL( SCIPsetIntParam(subscip, "conflict/fuiplevels", 1) );
   SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/dfs/stdpriority", INT_MAX/4) ); 
   SCIP_CALL( SCIPsetBoolParam(subscip, "constraints/disableenfops", TRUE) );
   SCIP_CALL( SCIPsetIntParam(subscip, "propagating/pseudoobj/freq", -1) );

   /* use inference branching */
   SCIP_CALL( SCIPsetBoolParam(subscip, "branching/inference/useweightedsum", FALSE) );

   /* only create short conflicts */
   SCIP_CALL( SCIPsetRealParam(subscip, "conflict/maxvarsfac", 0.05) );
  
   /* set limits for the subproblem */
   nodelimit = SCIPgetNLPIterations(scip);
   nodelimit = MAX(sepadata->minnodes, nodelimit);
   nodelimit = MIN(sepadata->maxnodes, nodelimit);

   restartnum = 1000;
   
   /* 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) );
   if( !SCIPisInfinity(scip, memorylimit) )   
      memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
   if( timelimit <= 0.0 || memorylimit <= 0.0 )
      goto TERMINATE;

   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nodelimit/5) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
   SCIP_CALL( SCIPsetIntParam(subscip, "limits/restarts", 0) );
   SCIP_CALL( SCIPsetIntParam(subscip, "conflict/restartnum", restartnum) );

   /* 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) );

   /* 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

   /* add an objective cutoff */
   SCIP_CALL( SCIPsetObjlimit(subscip, SCIPgetUpperbound(scip)) );

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

   /* store reversing mapping of variables */
   SCIP_CALL( SCIPtransformProb(subscip) );
   for( i = 0; i < nvars; ++i)
   {  
      SCIP_CALL( SCIPhashmapInsert(varmapbw, SCIPvarGetTransVar(subvars[i]), vars[i]) );
   }

   /** allocate memory for constraints storage. Each constraint that will be created from now on will be a conflict.
    *  Therefore, we need to remember oldnconss to get the conflicts from the FD search. 
    */
   nconshdlrs = 4;
   SCIP_CALL( SCIPallocBufferArray(scip, &conshdlrs, nconshdlrs) );
   SCIP_CALL( SCIPallocBufferArray(scip, &oldnconss, nconshdlrs) );

   /* store number of constraints before rapid learning search */
   conshdlrs[0] = SCIPfindConshdlr(subscip, "bounddisjunction");
   conshdlrs[1] = SCIPfindConshdlr(subscip, "setppc");
   conshdlrs[2] = SCIPfindConshdlr(subscip, "linear");
   conshdlrs[3] = SCIPfindConshdlr(subscip, "logicor");

   /* redundant constraints might be eliminated in presolving */
   SCIP_CALL( SCIPpresolve(subscip));

   for( i = 0; i < nconshdlrs; ++i)
   {
      if( conshdlrs[i] != NULL )
         oldnconss[i] = SCIPconshdlrGetNConss(conshdlrs[i]);
   }

   nfixedvars = SCIPgetNFixedVars(scip);
   
   /* solve the subproblem */
   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("Error while solving subproblem in rapid learning separator; sub-SCIP terminated with code <%d>\n",retcode);
   }
 
   /* abort solving, if limit of applied conflicts is reached */
   if( SCIPgetNConflictConssApplied(subscip) >= restartnum )
   {
      SCIPdebugMessage("finish after %lld successful conflict calls.\n", SCIPgetNConflictConssApplied(subscip)); 
   }
   /* if the first 20% of the solution process were successful, proceed */
   else if( (sepadata->applyprimalsol && SCIPgetNSols(subscip) > 0 && SCIPisFeasLT(scip, SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip) ) )
      || (sepadata->applybdchgs && SCIPgetNFixedVars(subscip) > nfixedvars)
      || (sepadata->applyconflicts && SCIPgetNConflictConssApplied(subscip) > 0) ) 
   {
      SCIPdebugMessage("proceed solving after the first 20%% of the solution process, since:\n");

      if( SCIPgetNSols(subscip) > 0 && SCIPisFeasLE(scip, SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip) ) )
      {
         SCIPdebugMessage("   - there was a better solution (%f < %f)\n",SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip));
      }
      if( SCIPgetNFixedVars(subscip) > nfixedvars )
      {
         SCIPdebugMessage("   - there were %d variables fixed\n", SCIPgetNFixedVars(scip)-nfixedvars );
      }
      if( SCIPgetNConflictConssFound(subscip) > 0 )
      {
         SCIPdebugMessage("   - there were %lld conflict constraints created\n", SCIPgetNConflictConssApplied(subscip));
      }

      /* set node limit to 100% */
      SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nodelimit) );

      /* solve the subproblem */
      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("Error while solving subproblem in rapid learning separator; sub-SCIP terminated with code <%d>\n",retcode);
      }
   }
   else
   {
      SCIPdebugMessage("do not proceed solving after the first 20%% of the solution process.\n");
   }

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

   disabledualreductions = FALSE;

   /* check, whether a solution was found */
   if( sepadata->applyprimalsol && SCIPgetNSols(subscip) > 0 && SCIPfindHeur(scip, "trysol") != NULL )
   {
      SCIP_HEUR* heurtrysol;
      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 was declared to be feasible 
       */
      nsubsols = SCIPgetNSols(subscip);
      subsols = SCIPgetSols(subscip);
      soladded = FALSE;
      heurtrysol = SCIPfindHeur(scip, "trysol");

      /* sequentially add solutions to trysol heuristic */
      for( i = 0; i < nsubsols && !soladded; ++i )
      {
         SCIPdebugMessage("Try to create new solution by copying subscip solution.\n");
         SCIP_CALL( createNewSol(scip, subscip, subvars, heurtrysol, subsols[i], &soladded) );
      }
      if( !soladded || !SCIPisEQ(scip, SCIPgetSolOrigObj(subscip, subsols[i-1]), SCIPgetSolOrigObj(subscip, subsols[0])) )
         disabledualreductions = TRUE;
   }

   /* if the sub problem was solved completely, we update the dual bound */
   dualboundchg = FALSE;
   if( sepadata->applysolved && !disabledualreductions 
      && (SCIPgetStatus(subscip) == SCIP_STATUS_OPTIMAL || SCIPgetStatus(subscip) == SCIP_STATUS_INFEASIBLE) )
   {
      /* we need to multiply the dualbound with the scaling factor and add the offset, 
       * because this information has been disregarded in the sub-SCIP */
      SCIPdebugMessage("Update old dualbound %g to new dualbound %g.\n", SCIPgetDualbound(scip), SCIPgetTransObjscale(scip) * SCIPgetDualbound(subscip) + SCIPgetTransObjoffset(scip));

      SCIP_CALL( SCIPupdateLocalDualbound(scip, SCIPgetDualbound(subscip) * SCIPgetTransObjscale(scip) + SCIPgetTransObjoffset(scip)) );
      dualboundchg = TRUE;
   }

   /* check, whether conflicts were created */
   nconflicts = 0;
   if( sepadata->applyconflicts && !disabledualreductions && SCIPgetNConflictConssApplied(subscip) > 0 )
   {
      SCIP_HASHMAP* consmap;
      int hashtablesize;

      assert(SCIPgetNConflictConssApplied(subscip) < (SCIP_Longint) INT_MAX);
      hashtablesize = (int) SCIPgetNConflictConssApplied(subscip);
      assert(hashtablesize < INT_MAX/5);
      hashtablesize *= 5;

      /* create the variable mapping hash map */
      SCIP_CALL( SCIPhashmapCreate(&consmap, SCIPblkmem(scip), SCIPcalcHashtableSize(hashtablesize)) );

      /* loop over all constraint handlers that might contain conflict constraints */
      for( i = 0; i < nconshdlrs; ++i)
      {
         /* copy constraints that have been created in FD run */
         if( conshdlrs[i] != NULL && SCIPconshdlrGetNConss(conshdlrs[i]) > oldnconss[i] )
         {
            SCIP_CONS** conss;
            int c;
            int nconss;
            
            nconss = SCIPconshdlrGetNConss(conshdlrs[i]);
            conss = SCIPconshdlrGetConss(conshdlrs[i]);

            /* loop over all constraints that have been added in sub-SCIP run, these are the conflicts */            
            for( c = oldnconss[i]; c < nconss; ++c)
            {
               SCIP_CONS* cons;
               SCIP_CONS* conscopy;
               
               cons = conss[c];
               assert(cons != NULL);        

               success = FALSE;

               SCIP_CALL( SCIPgetConsCopy(subscip, scip, cons, &conscopy, conshdlrs[i], varmapbw, consmap, NULL,
                     SCIPconsIsInitial(cons), SCIPconsIsSeparated(cons), SCIPconsIsEnforced(cons), SCIPconsIsChecked(cons),
                     SCIPconsIsPropagated(cons), TRUE, FALSE, SCIPconsIsDynamic(cons), 
                     SCIPconsIsRemovable(cons), FALSE, TRUE, &success) );

               if( success )
               {
                  nconflicts++;
                  SCIP_CALL( SCIPaddCons(scip, conscopy) );
                  SCIP_CALL( SCIPreleaseCons(scip, &conscopy) );
               }
               else
               {
                  SCIPdebugMessage("failed to copy conflict constraint %s back to original SCIP\n", SCIPconsGetName(cons));
               }
            }
         }
      }   
      SCIPhashmapFree(&consmap);
   }

   /* check, whether tighter global bounds were detected */
   nbdchgs = 0;
   if( sepadata->applybdchgs && !disabledualreductions )
      for( i = 0; i < nvars; ++i )
      {
         SCIP_Bool infeasible;
         SCIP_Bool tightened;
         
         assert(SCIPisLE(scip, SCIPvarGetLbGlobal(vars[i]), SCIPvarGetLbGlobal(subvars[i]))); 
         assert(SCIPisLE(scip, SCIPvarGetLbGlobal(subvars[i]), SCIPvarGetUbGlobal(subvars[i])));
         assert(SCIPisLE(scip, SCIPvarGetUbGlobal(subvars[i]), SCIPvarGetUbGlobal(vars[i])));  
         
         /* update the bounds of the original SCIP, if a better bound was proven in the sub-SCIP */
         SCIP_CALL( SCIPtightenVarUb(scip, vars[i], SCIPvarGetUbGlobal(subvars[i]), FALSE, &infeasible, &tightened) );
         if( tightened ) 
            nbdchgs++;
         
         SCIP_CALL( SCIPtightenVarLb(scip, vars[i], SCIPvarGetLbGlobal(subvars[i]), FALSE, &infeasible, &tightened) );
         if( tightened )
            nbdchgs++;   
      }

   n1startinfers = 0;
   n2startinfers = 0;

   /* install start values for inference branching */
   if( sepadata->applyinfervals && (!sepadata->reducedinfer || soladded || nbdchgs+nconflicts > 0) )
   {
      for( i = 0; i < nvars; ++i )
      {
         SCIP_Real downinfer;
         SCIP_Real upinfer;
         SCIP_Real downvsids;
         SCIP_Real upvsids;
         SCIP_Real downconflen;
         SCIP_Real upconflen;
        
         /* copy downwards branching statistics */
         downvsids = SCIPgetVarVSIDS(subscip, subvars[i], SCIP_BRANCHDIR_DOWNWARDS);            
         downconflen = SCIPgetVarAvgConflictlength(subscip, subvars[i], SCIP_BRANCHDIR_DOWNWARDS);
         downinfer = SCIPgetVarAvgInferences(subscip, subvars[i], SCIP_BRANCHDIR_DOWNWARDS);            
         
         /* copy upwards branching statistics */
         upvsids = SCIPgetVarVSIDS(subscip, subvars[i], SCIP_BRANCHDIR_UPWARDS);                     
         upconflen = SCIPgetVarAvgConflictlength(subscip, subvars[i], SCIP_BRANCHDIR_UPWARDS);
         upinfer = SCIPgetVarAvgInferences(subscip, subvars[i], SCIP_BRANCHDIR_UPWARDS);            
        
         /* memorize statistics */
         if( downinfer+downconflen+downvsids > 0.0 || upinfer+upconflen+upvsids != 0 )
            n1startinfers++;
         
         if( downinfer+downconflen+downvsids > 0.0 && upinfer+upconflen+upvsids != 0 )
            n2startinfers++;
         
         SCIP_CALL( SCIPinitVarBranchStats(scip, vars[i], 0.0, 0.0, downvsids, upvsids, downconflen, upconflen, downinfer, upinfer, 0.0, 0.0) );
      }   
   }
   
   SCIPdebugPrintf("XXX Rapidlearning added %d conflicts, changed %d bounds, %s primal solution, %s dual bound improvement.\n", nconflicts, nbdchgs, soladded ? "found" : "no", 
      dualboundchg ? "found" : "no");

   SCIPdebugPrintf("YYY Infervalues initialized on one side: %5.2f %% of variables, %5.2f %% on both sides\n", 
      100.0 * n1startinfers/(SCIP_Real)nvars, 100.0 * n2startinfers/(SCIP_Real)nvars);

   /* change result pointer */
   if( nconflicts > 0 || dualboundchg )
      *result = SCIP_CONSADDED;
   else if( nbdchgs > 0 )
      *result = SCIP_REDUCEDDOM;
  
   /* free local data */
   SCIPfreeBufferArray(scip, &oldnconss);
   SCIPfreeBufferArray(scip, &conshdlrs);

   SCIPhashmapFree(&varmapbw);

 TERMINATE:
   /* free subproblem */
   SCIPfreeBufferArray(scip, &subvars);
   SCIP_CALL( SCIPfree(&subscip) );
  
   return SCIP_OKAY;
}
Ejemplo n.º 17
0
/** initializes the pricing problem for the given capacity */
static
SCIP_RETCODE initPricing(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_PRICERDATA*      pricerdata,         /**< pricer data */
   SCIP*                 subscip,            /**< pricing SCIP data structure */
   SCIP_VAR**            vars                /**< variable array for the items */
   )
{
   SCIP_CONS** conss;
   SCIP_Longint* vals;
   SCIP_CONS* cons;
   SCIP_VAR* var;
   SCIP_Longint* weights;
   SCIP_Longint capacity;
   SCIP_Real dual;

   int nitems;
   int nvars;
   int c;

   assert( SCIPgetStage(subscip) == SCIP_STAGE_PROBLEM );
   assert(pricerdata != NULL);

   nitems = pricerdata->nitems;
   conss = pricerdata->conss;
   weights = pricerdata->weights;
   capacity = pricerdata->capacity;
   nvars = 0;

   SCIP_CALL( SCIPallocBufferArray(subscip, &vals, nitems) );

   /* create for each order, which is not assigned yet, a variable with objective coefficient */
   for( c = 0; c < nitems; ++c )
   {
      cons = conss[c];

      /* check if each constraint is setppc constraint */
      assert( !strncmp( SCIPconshdlrGetName( SCIPconsGetHdlr(cons) ), "setppc", 6) );

      /* constraints which are (locally) disabled/redundant are not of
       * interest since the corresponding job is assigned to a packing
       */
      if( !SCIPconsIsEnabled(cons) )
         continue;

      if( SCIPgetNFixedonesSetppc(scip, cons) == 1 )
      {
         /* disable constraint locally */
         SCIP_CALL( SCIPdelConsLocal(scip, cons) );
         continue;
      }

      /* dual value in original SCIP */
      dual = SCIPgetDualsolSetppc(scip, cons);
      
      SCIP_CALL( SCIPcreateVarBasic(subscip, &var, SCIPconsGetName(cons), 0.0, 1.0, dual, SCIP_VARTYPE_BINARY) );
      SCIP_CALL( SCIPaddVar(subscip, var) );

      vals[nvars] = weights[c];
      vars[nvars] = var;
      nvars++;

      /* release variable */
      SCIP_CALL( SCIPreleaseVar(subscip, &var) );
   }

   /* create capacity constraint */
   SCIP_CALL( SCIPcreateConsBasicKnapsack(subscip, &cons, "capacity", nvars, vars, vals,
         capacity) );
   
   SCIP_CALL( SCIPaddCons(subscip, cons) );
   SCIP_CALL( SCIPreleaseCons(subscip, &cons) );

   /* add constraint of the branching decisions */
   SCIP_CALL( addBranchingDecisionConss(scip, subscip, vars, pricerdata->conshdlr) );

   /* avoid to generate columns which are fixed to zero */
   SCIP_CALL( addFixedVarsConss(scip, subscip, vars, conss, nitems) );

   SCIPfreeBufferArray(subscip, &vals);

   return SCIP_OKAY;
}
Ejemplo n.º 18
0
/** avoid to generate columns which are fixed to zero; therefore add for each variable which is fixed to zero a
 *  corresponding logicor constraint to forbid this column
 *
 * @note variable which are fixed locally to zero should not be generated again by the pricing MIP
 */
static
SCIP_RETCODE addFixedVarsConss(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP*                 subscip,            /**< pricing SCIP data structure */
   SCIP_VAR**            vars,               /**< variable array of the subscuip */
   SCIP_CONS**           conss,              /**< array of setppc constraint for each item one */
   int                   nitems              /**< number of items */
   )
{
   SCIP_VAR** origvars;
   int norigvars;

   SCIP_CONS* cons;
   int* consids;
   int nconsids;
   int consid;
   int nvars;

   SCIP_VAR** logicorvars;
   SCIP_VAR* var;
   SCIP_VARDATA* vardata;
   SCIP_Bool needed;
   int nlogicorvars;

   int v;
   int c;
   int o;

   /* collect all variable which are currently existing */
   origvars = SCIPgetVars(scip);
   norigvars = SCIPgetNVars(scip);

   /* loop over all these variables and check if they are fixed to zero */
   for( v = 0; v < norigvars; ++v )
   {
      assert(SCIPvarGetType(origvars[v]) == SCIP_VARTYPE_BINARY);

      /* if the upper bound is smaller than 0.5 if follows due to the integrality that the binary variable is fixed to zero */
      if( SCIPvarGetUbLocal(origvars[v]) < 0.5 )
      {
         SCIPdebugMessage("variable <%s> glb=[%.15g,%.15g] loc=[%.15g,%.15g] is fixed to zero\n",
            SCIPvarGetName(origvars[v]), SCIPvarGetLbGlobal(origvars[v]), SCIPvarGetUbGlobal(origvars[v]),
            SCIPvarGetLbLocal(origvars[v]), SCIPvarGetUbLocal(origvars[v]) );

         /* coolect the constraints/items the variable belongs to */
         vardata = SCIPvarGetData(origvars[v]);
         nconsids = SCIPvardataGetNConsids(vardata);
         consids = SCIPvardataGetConsids(vardata);
         needed = TRUE;

         SCIP_CALL( SCIPallocBufferArray(subscip, &logicorvars, nitems) );
         nlogicorvars = 0;
         consid = consids[0];
         nvars = 0;

         /* loop over these items and create a linear (logicor) constraint which forbids this item combination in the
          * pricing problem; thereby check if this item combination is already forbidden
          */
         for( c = 0, o = 0; o < nitems && needed; ++o )
         {
            assert(o <= consid);
            cons = conss[o];

            if( SCIPconsIsEnabled(cons) )
            {
               assert( SCIPgetNFixedonesSetppc(scip, cons) == 0 );

               var = vars[nvars];
               nvars++;
               assert(var != NULL);

               if( o == consid )
               {
                  SCIP_CALL( SCIPgetNegatedVar(subscip, var, &var) );
               }

               logicorvars[nlogicorvars] = var;
               nlogicorvars++;
            }
            else if( o == consid )
               needed = FALSE;

            if( o == consid )
            {
               c++;
               if ( c == nconsids )
                  consid = nitems + 100;
               else
               {
                  assert(consid < consids[c]);
                  consid = consids[c];
               }
            }
         }

         if( needed )
         {
            SCIP_CALL( SCIPcreateConsBasicLogicor(subscip, &cons, SCIPvarGetName(origvars[v]), nlogicorvars, logicorvars) );
            SCIP_CALL( SCIPsetConsInitial(subscip, cons, FALSE) );

            SCIP_CALL( SCIPaddCons(subscip, cons) );
            SCIP_CALL( SCIPreleaseCons(subscip, &cons) );
         }

         SCIPfreeBufferArray(subscip, &logicorvars);
      }
   }

   return SCIP_OKAY;
}
Ejemplo n.º 19
0
/** branching execution method for fractional LP solutions */
static
SCIP_DECL_BRANCHEXECLP(branchExeclpStp)
{  /*lint --e{715}*/
   SCIP_PROBDATA* probdata;
   SCIP_CONS* consin;
   SCIP_CONS* consout;
   SCIP_NODE* vertexin;
   SCIP_NODE* vertexout;
   SCIP_VAR** edgevars;
   SCIP_Real estimatein;
   SCIP_Real estimateout;
   GRAPH* g;
   int e;
   int branchvertex;

   assert(branchrule != NULL);
   assert(strcmp(SCIPbranchruleGetName(branchrule), BRANCHRULE_NAME) == 0);
   assert(scip != NULL);
   assert(result != NULL);

   SCIPdebugMessage("Execlp method of Stp branching\n ");
   estimatein = SCIPgetUpperbound(scip);
   estimateout = SCIPgetUpperbound(scip);
   *result = SCIP_DIDNOTRUN;

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

   /* get graph */
   g = SCIPprobdataGetGraph(probdata);
   assert(g != NULL);


   /* get vertex to branch on */
   SCIP_CALL( selectBranchingVertex(scip, &branchvertex) );

   if( branchvertex == UNKNOWN )
   {
      SCIPdebugMessage("Branching did not run \n");
      return SCIP_OKAY;
   }

   edgevars = SCIPprobdataGetEdgeVars(scip);

   /* create constraints */
   SCIP_CALL( SCIPcreateConsLinear(scip, &consin, "consin", 0,
         NULL, NULL, 1.0, 1.0,
         TRUE, TRUE, FALSE, FALSE, TRUE, TRUE, FALSE, FALSE, FALSE, TRUE) );

   SCIP_CALL( SCIPcreateConsLinear(scip, &consout, "consout", 0,
         NULL, NULL, 0.0, 0.0,
         TRUE, TRUE, FALSE, FALSE, TRUE, TRUE, FALSE, FALSE, FALSE, TRUE) );

   for( e = g->inpbeg[branchvertex]; e != EAT_LAST; e = g->ieat[e] )
   {
      SCIP_CALL( SCIPaddCoefLinear(scip, consin,  edgevars[e], 1.0) );
      SCIP_CALL( SCIPaddCoefLinear(scip, consout, edgevars[e], 1.0) );
      SCIP_CALL( SCIPaddCoefLinear(scip, consout, edgevars[flipedge(e)], 1.0) );
   }

   /* create the child nodes */
   SCIP_CALL( SCIPcreateChild(scip, &vertexin, 1.0, estimatein) );

   SCIP_CALL( SCIPcreateChild(scip, &vertexout, 1.0, estimateout) );

   assert(vertexin != NULL);
   assert(vertexout != NULL);

   SCIP_CALL( SCIPaddConsNode(scip, vertexin, consin, NULL) );
   SCIP_CALL( SCIPaddConsNode(scip, vertexout, consout, NULL) );

   /* relase constraints */
   SCIP_CALL( SCIPreleaseCons(scip, &consin) );
   SCIP_CALL( SCIPreleaseCons(scip, &consout) );

   SCIPdebugMessage("Branched on stp vertex %d \n", branchvertex);

   *result = SCIP_BRANCHED;


   return SCIP_OKAY;
}
Ejemplo n.º 20
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;
}
Ejemplo n.º 21
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;
}
Ejemplo n.º 22
0
/** main procedure of the zeroobj heuristic, creates and solves a sub-SCIP */
SCIP_RETCODE SCIPapplyZeroobj(
   SCIP*                 scip,               /**< original SCIP data structure                                        */
   SCIP_HEUR*            heur,               /**< heuristic data structure                                            */
   SCIP_RESULT*          result,             /**< result data structure                                               */
   SCIP_Real             minimprove,         /**< factor by which zeroobj should at least improve the incumbent      */
   SCIP_Longint          nnodes              /**< node limit for the subproblem                                       */
   )
{
   SCIP*                 subscip;            /* the subproblem created by zeroobj              */
   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_HEURDATA*        heurdata;           /* heuristic's private data structure              */
   SCIP_EVENTHDLR*       eventhdlr;          /* event handler for LP events                     */

   SCIP_Real cutoff;                         /* objective cutoff for the subproblem             */
   SCIP_Real timelimit;                      /* time limit for zeroobj subproblem              */
   SCIP_Real memorylimit;                    /* memory limit for zeroobj subproblem            */
   SCIP_Real large;

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

   SCIP_Bool success;
   SCIP_Bool valid;
   SCIP_RETCODE retcode;
   SCIP_SOL** subsols;
   int nsubsols;

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

   assert(nnodes >= 0);
   assert(0.0 <= minimprove && minimprove <= 1.0);

   *result = SCIP_DIDNOTRUN;

   /* only call heuristic once at the root */
   if( SCIPgetDepth(scip) <= 0 && SCIPheurGetNCalls(heur) > 0 )
      return SCIP_OKAY;

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

   /* only call the heuristic if we do not have an incumbent  */
   if( SCIPgetNSolsFound(scip) > 0 && heurdata->onlywithoutsol )
      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;

   *result = SCIP_DIDNOTFIND;

   /* get variable data */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );

   /* 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) );

   /* different methods to create sub-problem: either copy LP relaxation or the CIP with all constraints */
   valid = FALSE;

   /* copy complete SCIP instance */
   SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "zeroobj", TRUE, FALSE, TRUE, &valid) );
   SCIPdebugMessage("Copying the SCIP instance was %s complete.\n", valid ? "" : "not ");

   /* create event handler for LP events */
   eventhdlr = NULL;
   SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecZeroobj, NULL) );
   if( eventhdlr == NULL )
   {
      SCIPerrorMessage("event handler for "HEUR_NAME" heuristic not found.\n");
      return SCIP_PLUGINNOTFOUND;
   }

   /* determine large value to set variables to */
   large = SCIPinfinity(scip);
   if( !SCIPisInfinity(scip, 0.1 / SCIPfeastol(scip)) )
      large = 0.1 / SCIPfeastol(scip);

   /* get variable image and change to 0.0 in sub-SCIP */
   for( i = 0; i < nvars; i++ )
   {
      SCIP_Real adjustedbound;
      SCIP_Real lb;
      SCIP_Real ub;
      SCIP_Real inf;
      
      subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);
      SCIP_CALL( SCIPchgVarObj(subscip, subvars[i], 0.0) );

      lb = SCIPvarGetLbGlobal(subvars[i]);
      ub = SCIPvarGetUbGlobal(subvars[i]);
      inf = SCIPinfinity(subscip);

      /* adjust infinite bounds in order to avoid that variables with non-zero objective 
       * get fixed to infinite value in zeroobj subproblem
       */
      if( SCIPisInfinity(subscip, ub ) )
      {
         adjustedbound = MAX(large, lb+large);
         adjustedbound = MIN(adjustedbound, inf);
         SCIP_CALL( SCIPchgVarUbGlobal(subscip, subvars[i], adjustedbound) );
      }
      if( SCIPisInfinity(subscip, -lb ) )
      {
         adjustedbound = MIN(-large, ub-large);
         adjustedbound = MAX(adjustedbound, -inf);
         SCIP_CALL( SCIPchgVarLbGlobal(subscip, subvars[i], adjustedbound) );
      }
   }

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

   /* 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) );

   /* set limits for the subproblem */
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nnodes) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
   SCIP_CALL( SCIPsetIntParam(subscip, "limits/solutions", 1) );

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

   /* disable expensive techniques that merely work on the dual bound */

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

   /* disable expensive presolving */
   SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );
   if( !SCIPisParamFixed(subscip, "presolving/maxrounds") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "presolving/maxrounds", 50) );
   }

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

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

   /* 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", 10) );
   }

   /* disable feaspump and fracdiving */
   if( !SCIPisParamFixed(subscip, "heuristics/feaspump/freq") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/feaspump/freq", -1) );
   }
   if( !SCIPisParamFixed(subscip, "heuristics/fracdiving/freq") )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/fracdiving/freq", -1) );
   }

   /* restrict LP iterations */
   SCIP_CALL( SCIPsetLongintParam(subscip, "lp/iterlim", 2*heurdata->maxlpiters / MAX(1,nnodes)) );
   SCIP_CALL( SCIPsetLongintParam(subscip, "lp/rootiterlim", heurdata->maxlpiters) );

#ifdef SCIP_DEBUG
   /* for debugging zeroobj, enable MIP output */
   SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 5) );
   SCIP_CALL( SCIPsetIntParam(subscip, "display/freq", 100000000) );
#endif

   /* if there is already a solution, add an objective cutoff */
   if( SCIPgetNSols(scip) > 0 )
   {
      SCIP_Real upperbound;
      SCIP_CONS* origobjcons;
#ifndef NDEBUG
      int nobjvars;
      nobjvars = 0;
#endif

      cutoff = SCIPinfinity(scip);
      assert( !SCIPisInfinity(scip,SCIPgetUpperbound(scip)) );

      upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);

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

      SCIP_CALL( SCIPcreateConsLinear(subscip, &origobjcons, "objbound_of_origscip", 0, NULL, NULL, -SCIPinfinity(subscip), cutoff,
            TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
      for( i = 0; i < nvars; ++i)
      {
         if( !SCIPisFeasZero(subscip, SCIPvarGetObj(vars[i])) )
         {
            SCIP_CALL( SCIPaddCoefLinear(subscip, origobjcons, subvars[i], SCIPvarGetObj(vars[i])) );
#ifndef NDEBUG
            nobjvars++;
#endif
         }
      }
      SCIP_CALL( SCIPaddCons(subscip, origobjcons) );
      SCIP_CALL( SCIPreleaseCons(subscip, &origobjcons) );
      assert(nobjvars == SCIPgetNObjVars(scip));
   }

   /* catch LP events of sub-SCIP */
   SCIP_CALL( SCIPtransformProb(subscip) );
   SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_NODESOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );

   SCIPdebugMessage("solving subproblem: nnodes=%"SCIP_LONGINT_FORMAT"\n", nnodes);
   retcode = SCIPsolve(subscip);

   /* drop LP events of sub-SCIP */
   SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_NODESOLVED, 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 zeroobj heuristic; sub-SCIP terminated with code <%d>\n",retcode);
   }

   /* 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 || heurdata->addallsols); ++i )
   {
      SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
      if( success )
         *result = SCIP_FOUNDSOL;
   }

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

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

   return SCIP_OKAY;
}
Ejemplo n.º 23
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;
}
Ejemplo n.º 24
0
/** constraint parsing method of constraint handler */
static
SCIP_DECL_CONSPARSE(consParseConjunction)
{  /*lint --e{715}*/
   SCIP_CONS** conss;
   int nconss;
   int sconss;
   char* token;
   char* saveptr;
   char* nexttokenstart;
   char* copystr;

   assert(scip != NULL);
   assert(conshdlr != NULL);
   assert(cons != NULL);
   assert(success != NULL);
   assert(str != NULL);
   assert(name != NULL);

   SCIPdebugMessage("parsing conjunction <%s>\n", name);

   *success = TRUE;

   /* allocate memory for constraint in conjunction, initial size is set to 10 */
   nconss = 0;
   sconss = 10;
   SCIP_CALL( SCIPallocBufferArray(scip, &conss, sconss) );
   SCIP_CALL( SCIPduplicateBufferArray(scip, &copystr, str, (int)strlen(str)+1) );

   /* find '(' at the beginning, string should start with 'conjunction(' */
   saveptr = strpbrk(copystr, "("); /*lint !e158*/

   if( saveptr == NULL )
   {
      SCIPdebugMessage("error parsing conjunctive constraint: \"%s\"\n", str);
      *success = FALSE;
      goto TERMINATE;
   }

   /* skip '(' */
   ++saveptr;
   /* remember token start position */
   nexttokenstart = saveptr;

   /* brackets '(' and ')' can exist co we check for them and the constraint delimeter */
   saveptr = strpbrk(saveptr, "(,");

   /* brackets '(' and ')' can exist in the rest of the string so we need to skip them to find the end of the first
    * sub-constraint marked by a ','
    */
   if( saveptr != NULL )
   {
      do
      {
	 int bracketcounter = 0;

	 if( *saveptr == '(' )
	 {
	    do
	    {
	       ++bracketcounter;
	       ++saveptr;

	       /* find last ending bracket */
	       while( bracketcounter > 0 )
	       {
		  saveptr = strpbrk(saveptr, "()");

		  if( saveptr != NULL )
		  {
		     if( *saveptr == '(' )
			++bracketcounter;
		     else
			--bracketcounter;

		     ++saveptr;
		  }
		  else
		  {
		     SCIPdebugMessage("error parsing conjunctive constraint: \"%s\"\n", str);
		     *success = FALSE;
		     goto TERMINATE;
		  }
	       }

	       saveptr = strpbrk(saveptr, "(,");
	    }
	    while( saveptr != NULL && *saveptr == '(' );
	 }

	 /* we found a ',' so the end of the first sub-constraint is determined */
	 if( saveptr != NULL )
	 {
	    assert(*saveptr == ',');

	    /* resize constraint array if necessary */
	    if( nconss == sconss )
	    {
	       sconss = SCIPcalcMemGrowSize(scip, nconss+1);
	       assert(nconss < sconss);

	       SCIP_CALL( SCIPreallocBufferArray(scip, &conss, sconss) );
	    }

	    assert(saveptr > nexttokenstart);

	    /* extract token for parsing */
	    SCIP_CALL( SCIPduplicateBufferArray(scip, &token, nexttokenstart, saveptr - nexttokenstart + 1) );
	    token[saveptr - nexttokenstart] = '\0';

	    SCIPdebugMessage("conjunctive parsing token(constraint): %s\n", token);

	    /* parsing a constraint, part of the conjunction */
	    SCIP_CALL( SCIPparseCons(scip, &(conss[nconss]), token, initial, separate, enforce, check, propagate, local, modifiable, dynamic, removable, stickingatnode, success) );

	    SCIPfreeBufferArray(scip, &token);

	    if( *success )
	       ++nconss;
	    else
	    {
	       SCIPdebugMessage("error parsing conjunctive constraint: \"%s\"\n", str);
	       goto TERMINATE;
	    }
	    /* skip ',' delimeter */
	    ++saveptr;
	    /* remember token start position */
	    nexttokenstart = saveptr;

	    saveptr = strpbrk(saveptr, "(,");
	 }
      }
      while( saveptr != NULL );
   }

   /* find end of conjunction constraint */
   saveptr = strrchr(nexttokenstart, ')');

   if( saveptr == NULL )
   {
      SCIPdebugMessage("error parsing conjunctive constraint: \"%s\"\n", str);
      *success = FALSE;
      goto TERMINATE;
   }
   /* parse last sub-constraint */
   else
   {
      /* resize constraint array if necessary */
      if( nconss == sconss )
      {
	 ++sconss;
	 SCIP_CALL( SCIPreallocBufferArray(scip, &conss, sconss) );
      }

      assert(saveptr > nexttokenstart);

      /* extract token for parsing */
      SCIP_CALL( SCIPduplicateBufferArray(scip, &token, nexttokenstart, saveptr - nexttokenstart + 1) );
      token[saveptr - nexttokenstart] = '\0';

      SCIPdebugMessage("conjunctive parsing token(constraint): %s\n", token);

      /* parsing a constraint, part of the conjunction */
      SCIP_CALL( SCIPparseCons(scip, &(conss[nconss]), token, initial, separate, enforce, check, propagate, local, modifiable, dynamic, removable, stickingatnode, success) );

      if( *success )
	 ++nconss;

      SCIPfreeBufferArray(scip, &token);
   }
   assert(nconss > 0 || !(*success));

   /* if parsing sub-constraints was fine, create the conjunctive constraint */
   if( *success )
   {
      /* create conjunctive constraint */
      SCIP_CALL( SCIPcreateConsConjunction(scip, cons, name, nconss, conss,
	    enforce, check, local, modifiable, dynamic) );
   }

   /* free parsed constraints */
   for( --nconss; nconss >= 0; --nconss )
   {
      SCIP_CALL( SCIPreleaseCons(scip, &conss[nconss]) );
   }

 TERMINATE:
   /* free temporary memory */
   SCIPfreeBufferArray(scip, &copystr);
   SCIPfreeBufferArray(scip, &conss);

   return SCIP_OKAY;
}
Ejemplo n.º 25
0
/** constraint copying method of constraint handler */
static
SCIP_DECL_CONSCOPY(consCopyConjunction)
{  /*lint --e{715}*/
   SCIP_CONSDATA* sourcedata;
   SCIP_CONS** sourceconss;
   SCIP_CONS** conss;
   int nconss;
   int c;

   *valid = TRUE;

   sourcedata = SCIPconsGetData(sourcecons);
   assert(sourcedata != NULL);

   sourceconss = sourcedata->conss;
   nconss = sourcedata->nconss;

   if( nconss > 0 )
   {
      assert(sourceconss != NULL);

      SCIP_CALL( SCIPallocBufferArray(scip, &conss, nconss) );

      /* copy each constraint one by one */
      for( c = 0; c < nconss && (*valid); ++c )
      {
         SCIP_CALL( SCIPgetConsCopy(sourcescip, scip, sourceconss[c], &conss[c], SCIPconsGetHdlr(sourceconss[c]),
               varmap, consmap, SCIPconsGetName(sourceconss[c]),
               SCIPconsIsInitial(sourceconss[c]), SCIPconsIsSeparated(sourceconss[c]), SCIPconsIsEnforced(sourceconss[c]),
               SCIPconsIsChecked(sourceconss[c]), SCIPconsIsPropagated(sourceconss[c]),
               SCIPconsIsLocal(sourceconss[c]), SCIPconsIsModifiable(sourceconss[c]),
               SCIPconsIsDynamic(sourceconss[c]), SCIPconsIsRemovable(sourceconss[c]), SCIPconsIsStickingAtNode(sourceconss[c]),
               global, valid) );
         assert(!(*valid) || conss[c] != NULL);
      }

      if( *valid )
      {
         if( name == NULL )
         {
            SCIP_CALL( SCIPcreateConsConjunction(scip, cons, SCIPconsGetName(sourcecons), nconss, conss,
                  enforce, check, local, modifiable, dynamic) );
         }
         else
         {
            SCIP_CALL( SCIPcreateConsConjunction(scip, cons, name, nconss, conss,
                  enforce, check, local, modifiable, dynamic) );
         }
      }

      /* release the copied constraints */
      for( c = (*valid ? c - 1 : c - 2); c >= 0; --c )
      {
         assert(conss[c] != NULL);
         SCIP_CALL( SCIPreleaseCons(scip, &conss[c]) );
      }

      SCIPfreeBufferArray(scip, &conss);
   }

   return SCIP_OKAY;
}
Ejemplo n.º 26
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          */
   SCIP_Bool             binarybounds,       /**< should general integers get binary bounds [floor(.),ceil(.)] ? */
   SCIP_Bool             uselprows,          /**< should subproblem be created out of the rows in the LP rows?   */
   SCIP_Bool*            success             /**< pointer to store whether the problem was created successfully  */
   )
{
   SCIP_VAR** vars;                          /* original SCIP variables */

   SCIP_Real fixingrate;

   int nvars;
   int nbinvars;
   int nintvars;
   int i;
   int fixingcounter;

   assert(scip != NULL);
   assert(subscip != NULL);
   assert(subvars != NULL);

   assert(0.0 <= minfixingrate && minfixingrate <= 1.0);

   /* get required variable data */
   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );

   fixingcounter = 0;

   /* change bounds of variables of the subproblem */
   for( i = 0; i < nbinvars + nintvars; i++ )
   {
      SCIP_Real lpsolval;
      SCIP_Real lb;
      SCIP_Real ub;

      /* get the current LP solution for each variable */
      lpsolval = SCIPgetRelaxSolVal(scip, vars[i]);

      if( SCIPisFeasIntegral(scip, lpsolval) )
      {
         /* fix variables to current LP solution if it is integral,
          * use exact integral value, if the variable is only integral within numerical tolerances
          */
         lb = SCIPfloor(scip, lpsolval+0.5);
         ub = lb;
         fixingcounter++;
      }
      else if( binarybounds )
      {
         /* if the sub problem should be a binary problem, change the bounds to nearest integers */
         lb = SCIPfeasFloor(scip,lpsolval);
         ub = SCIPfeasCeil(scip,lpsolval);
      }
      else
      {
         /* otherwise just copy bounds */
         lb =  SCIPvarGetLbGlobal(vars[i]);
         ub =  SCIPvarGetUbGlobal(vars[i]);
      }

      /* perform the bound change */
      SCIP_CALL( SCIPchgVarLbGlobal(subscip, subvars[i], lb) );
      SCIP_CALL( SCIPchgVarUbGlobal(subscip, subvars[i], ub) );
   }

   /* abort, if all integer variables were fixed (which should not happen for MIP) */
   if( fixingcounter == nbinvars + nintvars )
   {
      *success = FALSE;
      return SCIP_OKAY;
   }
   else
      fixingrate = fixingcounter / (SCIP_Real)(MAX(nbinvars + nintvars, 1));
   SCIPdebugMessage("fixing rate: %g = %d of %d\n", fixingrate, fixingcounter, nbinvars + nintvars);

   /* abort, if the amount of fixed variables is insufficient */
   if( fixingrate < minfixingrate )
   {
      *success = FALSE;
      return SCIP_OKAY;
   }

   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;
         int j;

         /* 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(subscip, &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(subscip, &consvars);
      }
   }

   *success = TRUE;
   return SCIP_OKAY;
}
Ejemplo n.º 27
0
/** add branching decisions constraints to the sub SCIP */
static
SCIP_RETCODE addBranchingDecisionConss(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP*                 subscip,            /**< pricing SCIP data structure */
   SCIP_VAR**            vars,               /**< variable array of the subscuip oder variables */
   SCIP_CONSHDLR*        conshdlr            /**< constraint handler for branching data */
   )
{
   SCIP_CONS** conss;
   SCIP_CONS* cons;
   int nconss;
   int id1;
   int id2;
   CONSTYPE type;

   SCIP_Real vbdcoef;
   SCIP_Real lhs;
   SCIP_Real rhs;

   int c;

   assert( scip != NULL );
   assert( subscip != NULL );
   assert( conshdlr != NULL );

   /* collect all branching decision constraints */
   conss = SCIPconshdlrGetConss(conshdlr);
   nconss = SCIPconshdlrGetNConss(conshdlr);

   /* loop over all branching decision constraints and apply the branching decision if the corresponding constraint is
    * active
    */
   for( c = 0; c < nconss; ++c )
   {
      cons = conss[c];

      /* ignore constraints which are not active since these are not laying on the current active path of the search
       * tree
       */
      if( !SCIPconsIsActive(cons) )
         continue;

      /* collect the two item ids and the branching type (SAME or DIFFER) on which the constraint branched */
      id1 = SCIPgetItemid1Samediff(scip, cons);
      id2 = SCIPgetItemid2Samediff(scip, cons);
      type = SCIPgetTypeSamediff(scip, cons);

      SCIPdebugMessage("create varbound for %s(%d,%d)\n", type == SAME ? "same" : "diff",
         SCIPprobdataGetIds(SCIPgetProbData(scip))[id1], SCIPprobdataGetIds(SCIPgetProbData(scip))[id2]);

      /* depending on the branching type select the correct left and right hand side for the linear constraint which
       * enforces this branching decision in the pricing problem MIP
       */
      if( type == SAME )
      {
         lhs = 0.0;
         rhs = 0.0;
         vbdcoef = -1.0;
      }
      else if( type == DIFFER )
      {
         lhs = -SCIPinfinity(scip);
         rhs = 1.0;
         vbdcoef = 1.0;
      }
      else
      {
         SCIPerrorMessage("unknow constraint type <%d>\n, type");
         return SCIP_INVALIDDATA;
      }

      /* add linear (in that case a variable bound) constraint to pricing MIP depending on the branching type:
       *
       * - branching type SAME:  x1 = x2 <=> x1 - x2 = 0 <=> 0 <= x1 - x2 <= 0
       *
       * - branching type DIFFER:  x1 - x2 <= 1 <=> -inf <= x1 - x2 <= 1
       *
       */
      SCIP_CALL( SCIPcreateConsBasicVarbound(subscip, &cons, SCIPconsGetName(conss[c]),
            vars[id1], vars[id2], vbdcoef, lhs, rhs) );
      
      SCIPdebug( SCIPprintCons(subscip, cons, NULL) );

      SCIP_CALL( SCIPaddCons(subscip, cons) );
      SCIP_CALL( SCIPreleaseCons(subscip, &cons) );
   }

   return SCIP_OKAY;
}
Ejemplo n.º 28
0
/* Read SAT formula in "CNF File Format".
 * 
 *  The specification is taken from the
 *
 *  Satisfiability Suggested Format
 *
 *  Online available at http://www.intellektik.informatik.tu-darmstadt.de/SATLIB/Benchmarks/SAT/satformat.ps
 *
 *  The method reads all files of CNF format. Other formats (SAT, SATX, SATE) are not supported.
 */  
static
SCIP_RETCODE readCnf(
   SCIP*                 scip,               /**< SCIP data structure */   
   SCIP_FILE*            file                /**< input file */
   )
{
   SCIP_RETCODE retcode;
   SCIP_VAR** vars;
   SCIP_VAR** clausevars;
   SCIP_CONS* cons;
   int* varsign;
   char* tok;
   char* nexttok;
   char line[MAXLINELEN];
   char format[SCIP_MAXSTRLEN];
   char varname[SCIP_MAXSTRLEN];
   char s[SCIP_MAXSTRLEN];
   SCIP_Bool dynamicconss;
   SCIP_Bool dynamiccols;
   SCIP_Bool dynamicrows;
   SCIP_Bool useobj;
   int linecount;
   int clauselen;
   int clausenum;
   int nvars;
   int nclauses;
   int varnum;
   int v;

   assert(scip != NULL);
   assert(file != NULL);

   retcode = SCIP_OKAY;

   linecount = 0;

   /* read header */
   SCIP_CALL( readCnfLine(scip, file, line, (int) sizeof(line), &linecount) );
   if( *line != 'p' )
   {
      readError(scip, linecount, "problem declaration line expected");
      return SCIP_READERROR;
   }
   if( sscanf(line, "p %8s %d %d", format, &nvars, &nclauses) != 3 )
   {
      readError(scip, linecount, "invalid problem declaration (must be 'p cnf <nvars> <nclauses>')");
      return SCIP_READERROR;
   }
   if( strcmp(format, "cnf") != 0 )
   {
      (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "invalid format tag <%s> (must be 'cnf')", format);
      readError(scip, linecount, s);
      return SCIP_READERROR;
   }
   if( nvars <= 0 )
   {
      (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "invalid number of variables <%d> (must be positive)", nvars);
      readError(scip, linecount, s);
      return SCIP_READERROR;
   }
   if( nclauses <= 0 )
   {
      (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "invalid number of clauses <%d> (must be positive)", nclauses);
      readError(scip, linecount, s);
      return SCIP_READERROR;
   }

   /* get parameter values */
   SCIP_CALL( SCIPgetBoolParam(scip, "reading/cnfreader/dynamicconss", &dynamicconss) );
   SCIP_CALL( SCIPgetBoolParam(scip, "reading/cnfreader/dynamiccols", &dynamiccols) );
   SCIP_CALL( SCIPgetBoolParam(scip, "reading/cnfreader/dynamicrows", &dynamicrows) );
   SCIP_CALL( SCIPgetBoolParam(scip, "reading/cnfreader/useobj", &useobj) );

   /* get temporary memory */
   SCIP_CALL( SCIPallocBufferArray(scip, &vars, nvars) );
   SCIP_CALL( SCIPallocBufferArray(scip, &clausevars, nvars) );
   SCIP_CALL( SCIPallocBufferArray(scip, &varsign, nvars) );

   /* create the variables */
   for( v = 0; v < nvars; ++v )
   {
      (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "x%d", v+1);
      SCIP_CALL( SCIPcreateVar(scip, &vars[v], varname, 0.0, 1.0, 0.0, SCIP_VARTYPE_BINARY, !dynamiccols, dynamiccols,
            NULL, NULL, NULL, NULL, NULL) );
      SCIP_CALL( SCIPaddVar(scip, vars[v]) );
      varsign[v] = 0;
   }

   /* read clauses */
   clausenum = 0;
   clauselen = 0;
   do
   {
      retcode = readCnfLine(scip, file, line, (int) sizeof(line), &linecount);
      if( retcode != SCIP_OKAY )
         goto TERMINATE;

      if( *line != '\0' && *line != '%' )
      {
         tok = SCIPstrtok(line, " \f\n\r\t", &nexttok);
         while( tok != NULL )
         {
            /* parse literal and check for errors */
            if( sscanf(tok, "%d", &v) != 1 )
            {
               (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "invalid literal <%s>", tok);
               readError(scip, linecount, s);
               retcode = SCIP_READERROR;
               goto TERMINATE;
            }

            /* interpret literal number: v == 0: end of clause, v < 0: negated literal, v > 0: positive literal */
            if( v == 0 )
            {
               /* end of clause: construct clause and add it to SCIP */
               if( clauselen == 0 )
                  readWarning(scip, linecount, "empty clause detected in line -- problem infeasible");

               clausenum++;
               (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "c%d", clausenum);
               
               if( SCIPfindConshdlr(scip, "logicor") != NULL )
               {   
                  /* if the constraint handler logicor exit create a logicor constraint */
                  SCIP_CALL( SCIPcreateConsLogicor(scip, &cons, s, clauselen, clausevars, 
                        !dynamicrows, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, dynamicconss, dynamicrows, FALSE) );
               }
               else if( SCIPfindConshdlr(scip, "setppc") != NULL )
               {
                  /* if the constraint handler logicor does not exit but constraint
                   *  handler setppc create a setppc constraint */
                  SCIP_CALL( SCIPcreateConsSetcover(scip, &cons, s, clauselen, clausevars, 
                        !dynamicrows, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, dynamicconss, dynamicrows, FALSE) );
               }
               else
               {
                  /* if none of the previous constraint handler exits create a linear
                   * constraint */
                  SCIP_Real* vals;
                  int i;
                  
                  SCIP_CALL( SCIPallocBufferArray(scip, &vals, clauselen) );
                  
                  for( i = 0; i < clauselen; ++i )
                     vals[i] = 1.0;
                  
                  SCIP_CALL( SCIPcreateConsLinear(scip, &cons, s, clauselen, clausevars, vals, 1.0, SCIPinfinity(scip),
                        !dynamicrows, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, dynamicconss, dynamicrows, FALSE) );
                  
                  SCIPfreeBufferArray(scip, &vals);
               }

               SCIP_CALL( SCIPaddCons(scip, cons) );
               SCIP_CALL( SCIPreleaseCons(scip, &cons) );
               clauselen = 0;
            }
            else if( v >= -nvars && v <= nvars )
            {
               if( clauselen >= nvars )
               {
                  readError(scip, linecount, "too many literals in clause");
                  retcode = SCIP_READERROR;
                  goto TERMINATE;
               }
         
               /* add literal to clause */
               varnum = ABS(v)-1;
               if( v < 0 )
               {
                  SCIP_CALL( SCIPgetNegatedVar(scip, vars[varnum], &clausevars[clauselen]) );
                  varsign[varnum]--;
               }
               else
               {
                  clausevars[clauselen] = vars[varnum];
                  varsign[varnum]++;
               }
               clauselen++;
            }
            else
            {
               (void) SCIPsnprintf(s, SCIP_MAXSTRLEN, "invalid variable number <%d>", ABS(v));
               readError(scip, linecount, s);
               retcode = SCIP_READERROR;
               goto TERMINATE;
            }

            /* get next token */
            tok = SCIPstrtok(NULL, " \f\n\r\t", &nexttok);
         }
      }
   }
   while( *line != '\0' && *line != '%' );

   /* check for additional literals */
   if( clauselen > 0 )
   {
      SCIPwarningMessage(scip, "found %d additional literals after last clause\n", clauselen);
   }

   /* check number of clauses */
   if( clausenum != nclauses )
   {
      SCIPwarningMessage(scip, "expected %d clauses, but found %d\n", nclauses, clausenum);
   }

 TERMINATE:
   /* change objective values and release variables */
   SCIP_CALL( SCIPsetObjsense(scip, SCIP_OBJSENSE_MAXIMIZE) );
   if( useobj )
   {
      for( v = 0; v < nvars; ++v )
      {
         SCIP_CALL( SCIPchgVarObj(scip, vars[v], (SCIP_Real)varsign[v]) );
         SCIP_CALL( SCIPreleaseVar(scip, &vars[v]) );
      }
   }

   /* free temporary memory */
   SCIPfreeBufferArray(scip, &varsign);
   SCIPfreeBufferArray(scip, &clausevars);
   SCIPfreeBufferArray(scip, &vars);

   return retcode;
}
Ejemplo n.º 29
0
/** creates a cumulative scheduling problem */
SCIP_RETCODE SCIPcreateSchedulingProblem(
   SCIP*                 scip,               /**< SCIP data structure */
   const char*           problemname,        /**< problem name */
   const char**          jobnames,           /**< job names, or NULL */
   const char**          resourcenames,      /**< resource names, or NULL */
   int**                 demands,            /**< demand matrix resource job demand */
   SCIP_DIGRAPH*         precedencegraph,    /**< direct graph to store the precedence conditions */
   int*                  durations,          /**< array to store the processing for each job */
   int*                  capacities,         /**< array to store the different capacities */
   int                   njobs,              /**< number of jobs to be parsed */
   int                   nresources          /**< number of capacities to be parsed */
   )
{
   SCIP_VAR** jobs;
   SCIP_VAR** vars;
   SCIP_VAR* var;

   SCIP_CONS* cons;

   char name[SCIP_MAXSTRLEN];

   int* consdurations;
   int* consdemands;

   int nvars;
   int ubmakespan;
   int i;
   int j;
   int r;

   assert( scip != NULL );
   assert( njobs >= 0 );

   SCIPdebugMessage( "start method SCIPcreateSchedulingSMProblem\n");

   /* create SCIP data structure */
   SCIP_CALL( SCIPcreateProb(scip, problemname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );


   /* compute a feasible upper bound on the makespan */
   ubmakespan = computeUbmakespan(durations, njobs);
   ubmakespan *= 100;

   /* allocate buffer for jobs and precedence constraints */
   SCIP_CALL( SCIPallocBufferArray(scip, &jobs, njobs) );

   /* create an activity constraint for each activity */
   for( j = 0; j < njobs - 1; ++j ) /* but not for last job which is the makespan (-1) */
   {
      /* construct variable name */
      if( jobnames != NULL )
         (void)SCIPsnprintf(name, SCIP_MAXSTRLEN, "start_%s", jobnames[j]);
      else
         (void)SCIPsnprintf(name, SCIP_MAXSTRLEN, "start_%d", j);

      /* create integer starting variable */
      SCIP_CALL( SCIPcreateVar(scip, &var, name, 0.0, (SCIP_Real)ubmakespan, 0.0, SCIP_VARTYPE_INTEGER,
            TRUE, FALSE, NULL, NULL, NULL, NULL, NULL) );

      SCIP_CALL( SCIPaddVar(scip, var) );
      SCIP_CALL( SCIPmarkDoNotMultaggrVar(scip, var) );
      jobs[j] = var;
      SCIP_CALL( SCIPreleaseVar(scip, &var) );
   }

   /* create makespan variable */
   SCIP_CALL( SCIPcreateVar(scip, &var, "makespan", 0.0, (SCIP_Real)ubmakespan, 1.0, SCIP_VARTYPE_INTEGER,
         TRUE, FALSE, NULL, NULL, NULL, NULL, NULL) );

   SCIP_CALL( SCIPaddVar(scip, var) );
   SCIP_CALL( SCIPmarkDoNotMultaggrVar(scip, var) );

   jobs[njobs-1] = var;
   SCIP_CALL( SCIPreleaseVar(scip, &var) );

   /* precedence constraints */
   for( j = 0; j < njobs - 1; ++j )
   {
      SCIP_VAR* predvar;
      int nsuccessors;

      nsuccessors = SCIPdigraphGetNSuccessors(precedencegraph, j);

      predvar = jobs[j];
      assert(predvar != NULL);

      if( nsuccessors > 0 )
      {
         int* successors;
         void** distances;

         successors = SCIPdigraphGetSuccessors(precedencegraph, j);
         distances = SCIPdigraphGetSuccessorsDatas(precedencegraph, j);

         for( i = 0; i < nsuccessors; ++i )
         {
            SCIP_VAR* succvar;
            int distance;

            succvar = jobs[successors[i]];
            assert(succvar != NULL);

            (void)SCIPsnprintf(name, SCIP_MAXSTRLEN, "precedences_(%d,%d)", j, successors[i]);

            distance = (int)(size_t)distances[i];

            if( distance == INT_MAX )
               distance = durations[j];

            SCIP_CALL( SCIPcreateConsVarbound(scip, &cons, name, predvar, succvar, -1.0,
                  -SCIPinfinity(scip), -distance,
                  TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
            SCIP_CALL( SCIPaddCons(scip, cons) );
            SCIP_CALL( SCIPreleaseCons(scip, &cons) );
         }
      }
      else
      {
         /* add precedence constraints for those jobs without successor */
         (void)SCIPsnprintf(name, SCIP_MAXSTRLEN, "precedences_(%d,%d)", j, njobs);

         SCIP_CALL( SCIPcreateConsVarbound(scip, &cons, name, predvar, jobs[njobs-1], -1.0,
               -SCIPinfinity(scip), -durations[j],
               TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
         SCIP_CALL( SCIPaddCons(scip, cons) );
         SCIP_CALL( SCIPreleaseCons(scip, &cons) );
      }
   }

   SCIP_CALL( SCIPallocBufferArray(scip, &vars, njobs) );
   SCIP_CALL( SCIPallocBufferArray(scip, &consdemands, njobs) );
   SCIP_CALL( SCIPallocBufferArray(scip, &consdurations, njobs) );

   /* create resource constraints */
   for( r = 0; r < nresources; ++r )
   {
      nvars = 0;
      for( j = 0; j < njobs; ++j ) /* also makespan constraint! */
      {
         if( demands[j][r] > 0 )
         {
            vars[nvars] = jobs[j];
            consdemands[nvars] = demands[j][r];
            consdurations[nvars] = durations[j];
            nvars++;
         }
      }

      if( nvars > 0 )
      {
         /* construct constraint name */
         if( resourcenames != NULL )
            (void)SCIPsnprintf(name, SCIP_MAXSTRLEN, "R%s", resourcenames[r]);
         else
            (void)SCIPsnprintf(name, SCIP_MAXSTRLEN, "R%d", r);

         SCIP_CALL( SCIPcreateConsCumulative(scip, &cons, name,
               nvars, vars, consdurations, consdemands, capacities[r],
               TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
         SCIP_CALL( SCIPaddCons(scip, cons) );
         SCIP_CALL( SCIPreleaseCons(scip, &cons) );
      }
   }

   /* initialize the problem specific heuristic */
   SCIP_CALL( SCIPinitializeHeurListScheduling(scip, precedencegraph, jobs,
         durations, demands, capacities, njobs, nresources) );

   /* free buffer array */
   SCIPfreeBufferArray(scip, &consdurations);
   SCIPfreeBufferArray(scip, &consdemands);
   SCIPfreeBufferArray(scip, &vars);
   SCIPfreeBufferArray(scip, &jobs);

   return SCIP_OKAY;
}