/** method for either Farkas or Redcost pricing */
static
SCIP_RETCODE pricing(
SCIP* scip, /**< SCIP data structure */
SCIP_PRICER* pricer, /**< pricer */
SCIP_Real* lowerbound, /**< lowerbound pointer */
SCIP_Bool farkas /**< TRUE: Farkas pricing; FALSE: Redcost pricing */
)
{
SCIP_PRICERDATA* pricerdata; /* the data of the pricer */
SCIP_PROBDATA* probdata;
GRAPH* graph;
SCIP_VAR* var;
PATH* path;
SCIP_Real* edgecosts; /* edgecosts of the current subproblem */
char varname[SCIP_MAXSTRLEN];
SCIP_Real newlowerbound = -SCIPinfinity(scip);
SCIP_Real redcost; /* reduced cost */
int tail;
int e;
int t;
int i;
assert(scip != NULL);
assert(pricer != NULL);
/* get pricer data */
pricerdata = SCIPpricerGetData(pricer);
assert(pricerdata != NULL);
/* get problem data */
probdata = SCIPgetProbData(scip);
assert(probdata != NULL);
SCIPdebugMessage("solstat=%d\n", SCIPgetLPSolstat(scip));
if( !farkas && SCIPgetLPSolstat(scip) == SCIP_LPSOLSTAT_OPTIMAL )
newlowerbound = SCIPgetSolTransObj(scip, NULL);
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, NULL, NULL, FALSE) ) );
# if 0
if ( pricerdata->lowerbound <= 4 )
{
char label[SCIP_MAXSTRLEN];
(void)SCIPsnprintf(label, SCIP_MAXSTRLEN, "X%g.gml", pricerdata->lowerbound);
SCIP_CALL( SCIPprobdataPrintGraph(scip, label , NULL, TRUE) );
pricerdata->lowerbound++;
}
#endif
/* get the graph*/
graph = SCIPprobdataGetGraph(probdata);
/* get dual solutions and save them in mi and pi */
for( t = 0; t < pricerdata->realnterms; ++t )
{
if( farkas )
{
pricerdata->mi[t] = SCIPgetDualfarkasLinear(scip, pricerdata->pathcons[t]);
}
else
{
pricerdata->mi[t] = SCIPgetDualsolLinear(scip, pricerdata->pathcons[t]);
assert(!SCIPisNegative(scip, pricerdata->mi[t]));
}
}
for( e = 0; e < pricerdata->nedges; ++e )
{
if( !pricerdata->bigt )
{
for( t = 0; t < pricerdata->realnterms; ++t )
{
if( farkas )
{
pricerdata->pi[t * pricerdata->nedges + e] = SCIPgetDualfarkasLinear(
scip, pricerdata->edgecons[t * pricerdata->nedges + e]);
}
else
{
pricerdata->pi[t * pricerdata->nedges + e] = SCIPgetDualsolLinear(
scip, pricerdata->edgecons[t * pricerdata->nedges + e]);
}
}
}
else
{
if( farkas )
{
pricerdata->pi[e] = SCIPgetDualfarkasLinear(
scip, pricerdata->edgecons[e]);
}
else
{
pricerdata->pi[e] = SCIPgetDualsolLinear(
scip, pricerdata->edgecons[e]);
}
}
}
SCIP_CALL( SCIPallocMemoryArray(scip, &path, graph->knots) );
SCIP_CALL( SCIPallocMemoryArray(scip, &edgecosts, pricerdata->nedges) );
if( pricerdata->bigt )
{
for( e = 0; e < pricerdata->nedges; ++e )
{
edgecosts[e] = (-pricerdata->pi[e]);
}
}
/* find shortest r-t (r root, t terminal) paths and create corresponding variables iff reduced cost < 0 */
for( t = 0; t < pricerdata->realnterms; ++t )
{
for( e = 0; e < pricerdata->nedges; ++e )
{
if( !pricerdata->bigt )
{
edgecosts[e] = (-pricerdata->pi[t * pricerdata->nedges + e]);
}
assert(!SCIPisNegative(scip, edgecosts[e]));
}
for( i = 0; i < graph->knots; i++ )
graph->mark[i] = 1;
graph_path_exec(scip, graph, FSP_MODE, pricerdata->root, edgecosts, path);
/* compute reduced cost of shortest path to terminal t */
redcost = 0.0;
tail = pricerdata->realterms[t];
while( tail != pricerdata->root )
{
redcost += edgecosts[path[tail].edge];
tail = graph->tail[path[tail].edge];
}
redcost -= pricerdata->mi[t];
if( !farkas && SCIPgetLPSolstat(scip) == SCIP_LPSOLSTAT_OPTIMAL )
{
newlowerbound += redcost;
}
/* check if reduced cost < 0 */
if( SCIPisNegative(scip, redcost) )
{
/* create variable to the shortest path (having reduced cost < 0) */
var = NULL;
sprintf(varname, "PathVar%d_%d", t, pricerdata->ncreatedvars[t]);
++(pricerdata->ncreatedvars[t]);
SCIP_CALL( SCIPcreateVarBasic(scip, &var, varname, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
SCIP_CALL( SCIPaddPricedVar(scip, var, -redcost) );
tail = pricerdata->realterms[t];
while( tail != pricerdata->root )
{
/* add variable to constraints */
if( !pricerdata->bigt )
{
SCIP_CALL( SCIPaddCoefLinear(scip, pricerdata->edgecons[t * pricerdata->nedges + path[tail].edge], var, 1.0) );
}
else
{
SCIP_CALL( SCIPaddCoefLinear(scip, pricerdata->edgecons[path[tail].edge], var, 1.0) );
}
tail = graph->tail[path[tail].edge];
}
SCIP_CALL( SCIPaddCoefLinear(scip, pricerdata->pathcons[t], var, 1.0) );
}
}
if( !farkas && SCIPgetLPSolstat(scip) == SCIP_LPSOLSTAT_OPTIMAL )
*lowerbound = newlowerbound;
SCIPfreeMemoryArray(scip, &edgecosts);
SCIPfreeMemoryArray(scip, &path);
return SCIP_OKAY;
}
/** reduced cost pricing method of variable pricer for feasible LPs */
static
SCIP_DECL_PRICERREDCOST(pricerRedcostBinpacking)
{ /*lint --e{715}*/
SCIP* subscip;
SCIP_PRICERDATA* pricerdata;
SCIP_CONS** conss;
SCIP_VAR** vars;
int* ids;
SCIP_Bool addvar;
SCIP_SOL** sols;
int nsols;
int s;
int nitems;
SCIP_Longint capacity;
SCIP_Real timelimit;
SCIP_Real memorylimit;
assert(scip != NULL);
assert(pricer != NULL);
(*result) = SCIP_DIDNOTRUN;
/* get the pricer data */
pricerdata = SCIPpricerGetData(pricer);
assert(pricerdata != NULL);
capacity = pricerdata->capacity;
conss = pricerdata->conss;
ids = pricerdata->ids;
nitems = pricerdata->nitems;
/* get the remaining time and memory limit */
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;
/* initialize SCIP */
SCIP_CALL( SCIPcreate(&subscip) );
SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );
/* create problem in sub SCIP */
SCIP_CALL( SCIPcreateProbBasic(subscip, "pricing") );
SCIP_CALL( SCIPsetObjsense(subscip, SCIP_OBJSENSE_MAXIMIZE) );
/* 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 time and memory limit */
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
SCIP_CALL( SCIPallocMemoryArray(subscip, &vars, nitems) );
/* initialization local pricing problem */
SCIP_CALL( initPricing(scip, pricerdata, subscip, vars) );
SCIPdebugMessage("solve pricer problem\n");
/* solve sub SCIP */
SCIP_CALL( SCIPsolve(subscip) );
sols = SCIPgetSols(subscip);
nsols = SCIPgetNSols(subscip);
addvar = FALSE;
/* loop over all solutions and create the corresponding column to master if the reduced cost are negative for master,
* that is the objective value i greater than 1.0
*/
for( s = 0; s < nsols; ++s )
{
SCIP_Bool feasible;
SCIP_SOL* sol;
/* the soultion should be sorted w.r.t. the objective function value */
assert(s == 0 || SCIPisFeasGE(subscip, SCIPgetSolOrigObj(subscip, sols[s-1]), SCIPgetSolOrigObj(subscip, sols[s])));
sol = sols[s];
assert(sol != NULL);
/* check if solution is feasible in original sub SCIP */
SCIP_CALL( SCIPcheckSolOrig(subscip, sol, &feasible, FALSE, FALSE ) );
if( !feasible )
{
SCIPwarningMessage(scip, "solution in pricing problem (capacity <%d>) is infeasible\n", capacity);
continue;
}
/* check if the solution has a value greater than 1.0 */
if( SCIPisFeasGT(subscip, SCIPgetSolOrigObj(subscip, sol), 1.0) )
{
SCIP_VAR* var;
SCIP_VARDATA* vardata;
int* consids;
char strtmp[SCIP_MAXSTRLEN];
char name[SCIP_MAXSTRLEN];
int nconss;
int o;
int v;
SCIPdebug( SCIP_CALL( SCIPprintSol(subscip, sol, NULL, FALSE) ) );
nconss = 0;
(void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "items");
SCIP_CALL( SCIPallocBufferArray(scip, &consids, nitems) );
/* check which variables are fixed -> which item belongs to this packing */
for( o = 0, v = 0; o < nitems; ++o )
{
if( !SCIPconsIsEnabled(conss[o]) )
continue;
assert(SCIPgetNFixedonesSetppc(scip, conss[o]) == 0);
if( SCIPgetSolVal(subscip, sol, vars[v]) > 0.5 )
{
(void) SCIPsnprintf(strtmp, SCIP_MAXSTRLEN, "_%d", ids[o]);
strcat(name, strtmp);
consids[nconss] = o;
nconss++;
}
else
assert( SCIPisFeasEQ(subscip, SCIPgetSolVal(subscip, sol, vars[v]), 0.0) );
v++;
}
SCIP_CALL( SCIPvardataCreateBinpacking(scip, &vardata, consids, nconss) );
/* create variable for a new column with objective function coefficient 0.0 */
SCIP_CALL( SCIPcreateVarBinpacking(scip, &var, name, 1.0, FALSE, TRUE, vardata) );
/* add the new variable to the pricer store */
SCIP_CALL( SCIPaddPricedVar(scip, var, 1.0) );
addvar = TRUE;
/* change the upper bound of the binary variable to lazy since the upper bound is already enforced due to
* the objective function the set covering constraint; The reason for doing is that, is to avoid the bound
* of x <= 1 in the LP relaxation since this bound constraint would produce a dual variable which might have
* a positive reduced cost
*/
SCIP_CALL( SCIPchgVarUbLazy(scip, var, 1.0) );
/* check which variable are fixed -> which orders belong to this packing */
for( v = 0; v < nconss; ++v )
{
assert(SCIPconsIsEnabled(conss[consids[v]]));
SCIP_CALL( SCIPaddCoefSetppc(scip, conss[consids[v]], var) );
}
SCIPdebug(SCIPprintVar(scip, var, NULL) );
SCIP_CALL( SCIPreleaseVar(scip, &var) );
SCIPfreeBufferArray(scip, &consids);
}
else
break;
}
/* free pricer MIP */
SCIPfreeMemoryArray(subscip, &vars);
if( addvar || SCIPgetStatus(subscip) == SCIP_STATUS_OPTIMAL )
(*result) = SCIP_SUCCESS;
/* free sub SCIP */
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
