/** output method of display column to output file stream 'file' */
static
SCIP_DECL_DISPOUTPUT(SCIPdispOutputSolfound)
{ /*lint --e{715}*/
SCIP* origprob;
SCIP_SOL* sol;
SCIP_DISPDATA* dispdata;
/* get original problem */
origprob = GCGpricerGetOrigprob(scip);
assert(origprob != NULL);
assert(disp != NULL);
assert(strcmp(SCIPdispGetName(disp), DISP_NAME_SOLFOUND) == 0);
assert(scip != NULL);
sol = SCIPgetBestSol(scip);
if( sol == NULL )
SCIPdispSetData(disp, NULL);
dispdata = SCIPdispGetData(disp);
if( sol != (SCIP_SOL*)dispdata )
{
SCIPinfoMessage(scip, file, "%c%c",
GCGrelaxGetProbingheur(origprob) == NULL ? '*' : SCIPheurGetDispchar(GCGrelaxGetProbingheur(origprob)),
SCIPgetSolHeur(scip, sol) == NULL ? '*' : SCIPheurGetDispchar(SCIPgetSolHeur(scip, sol)));
SCIPdispSetData(disp, (SCIP_DISPDATA*)sol);
}
else
SCIPinfoMessage(scip, file, " ");
return SCIP_OKAY;
}
/** calculate score and preferred rounding direction for the candidate variable; the best candidate maximizes the
* score
*/
static
SCIP_DECL_DIVESETGETSCORE(divesetGetScoreGuideddiving)
{
SCIP_SOL* bestsol;
SCIP_Real bestsolval;
SCIP_Real obj;
SCIP_Real objnorm;
SCIP_Real objgain;
bestsol = SCIPgetBestSol(scip);
assert(bestsol != NULL);
assert(!SCIPsolIsOriginal(bestsol));
bestsolval = SCIPgetSolVal(scip, bestsol, cand);
/* variable should be rounded (guided) into the direction of its incumbent solution value */
if( candsol < bestsolval )
*roundup = TRUE;
else
*roundup = FALSE;
obj = SCIPvarGetObj(cand);
objnorm = SCIPgetObjNorm(scip);
/* divide by objective norm to normalize obj into [-1,1] */
if( SCIPisPositive(scip, objnorm) )
obj /= objnorm;
/* calculate objective gain and fractionality for the selected rounding direction */
if( *roundup )
{
candsfrac = 1.0 - candsfrac;
objgain = obj * candsfrac;
}
else
objgain = -obj * candsfrac;
assert(objgain >= -1.0 && objgain <= 1.0);
/* penalize too small fractions */
if( candsfrac < 0.01 )
candsfrac *= 0.1;
/* prefer decisions on binary variables */
if( !SCIPvarIsBinary(cand) )
candsfrac *= 0.1;
/* prefer variables which cannot be rounded by scoring their fractionality */
if( !(SCIPvarMayRoundDown(cand) || SCIPvarMayRoundUp(cand)) )
*score = -candsfrac;
else
*score = -2.0 - objgain;
return SCIP_OKAY;
}
std::vector<double> ILPSolverSCIP::get_solution() const
{
std::vector<double> res;
if (get_status() != SolutionStatus::SUBOPTIMAL && get_status() != SolutionStatus::PROVEN_OPTIMAL)
return res;
res.reserve(d_cols.size());
// Obtain the best solution value for each variable in the current best solution.
auto sol = SCIPgetBestSol(d_scip);
for (auto& s : d_cols)
res.push_back(SCIPgetSolVal(d_scip, sol, s));
return res;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecGuideddiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_DIVESET* diveset;
assert(heur != NULL);
assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
assert(scip != NULL);
assert(result != NULL);
assert(SCIPhasCurrentNodeLP(scip));
*result = SCIP_DIDNOTRUN;
/* don't dive, if no feasible solutions exist */
if( SCIPgetNSols(scip) == 0 )
return SCIP_OKAY;
/* get best solution that should guide the search; if this solution lives in the original variable space,
* we cannot use it since it might violate the global bounds of the current problem
*/
if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
return SCIP_OKAY;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* if there are no integer variables (note that, e.g., SOS1 variables may be present) */
if ( SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0 )
return SCIP_OKAY;
assert(SCIPheurGetNDivesets(heur) > 0);
assert(SCIPheurGetDivesets(heur) != NULL);
diveset = SCIPheurGetDivesets(heur)[0];
assert(diveset != NULL);
/* call generic diving algorithm */
SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible) );
return SCIP_OKAY;
}
/** returns whether the debug solution is worse as the best known solution or if the debug solution was found */
static
SCIP_Bool debugSolIsAchieved(
SCIP_SET* set /**< global SCIP settings */
)
{
SCIP_SOL* bestsol;
SCIP* scip;
if( solisachieved )
return TRUE;
assert(set != NULL);
scip = set->scip;
assert(scip != NULL);
bestsol = SCIPgetBestSol(scip);
if( bestsol != NULL )
{
SCIP_Real solvalue;
/* don't check solution while in problem creation stage */
if( SCIPsetGetStage(set) == SCIP_STAGE_PROBLEM )
return TRUE;
solvalue = SCIPgetSolOrigObj(scip, bestsol);
/* make sure a debug solution has been read, so we do not compare against the initial debugsolval == 0 */
SCIP_CALL( readSolution(set) );
if( (SCIPgetObjsense(scip) == SCIP_OBJSENSE_MINIMIZE && SCIPsetIsLE(set, solvalue, debugsolval)) || (SCIPgetObjsense(scip) == SCIP_OBJSENSE_MAXIMIZE && SCIPsetIsGE(set, solvalue, debugsolval)) )
solisachieved = TRUE;
}
return solisachieved;
}
/** execution method of event handler */
static
SCIP_DECL_EVENTEXEC(eventExecBestsol)
{ /*lint --e{715}*/
SCIP_SOL* bestsol;
SCIP_Real solvalue;
assert(eventhdlr != NULL);
assert(strcmp(SCIPeventhdlrGetName(eventhdlr), EVENTHDLR_NAME) == 0);
assert(event != NULL);
assert(scip != NULL);
assert(SCIPeventGetType(event) == SCIP_EVENTTYPE_BESTSOLFOUND);
SCIPdebugMessage("exec method of event handler for best solution found\n");
bestsol = SCIPgetBestSol(scip);
assert(bestsol != NULL);
solvalue = SCIPgetSolOrigObj(scip, bestsol);
/* print best solution value */
SCIPinfoMessage(scip, NULL, "found new best solution with solution value <%g> in SCIP <%s>\n",
solvalue, SCIPgetProbName(scip) );
return SCIP_OKAY;
}
double SCIPSolver::get_value(void *ptr){
return SCIPgetSolVal(_scip, SCIPgetBestSol(_scip), (SCIP_VAR*) ptr);
}
/* 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;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecGuideddiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_LPSOLSTAT lpsolstat;
SCIP_SOL* bestsol;
SCIP_VAR* var;
SCIP_VAR** lpcands;
SCIP_Real* lpcandssol;
SCIP_Real* lpcandsfrac;
SCIP_Real searchubbound;
SCIP_Real searchavgbound;
SCIP_Real searchbound;
SCIP_Real objval;
SCIP_Real oldobjval;
SCIP_Real obj;
SCIP_Real objgain;
SCIP_Real bestobjgain;
SCIP_Real frac;
SCIP_Real bestfrac;
SCIP_Real solval;
SCIP_Real bestsolval;
SCIP_Bool bestcandmayrounddown;
SCIP_Bool bestcandmayroundup;
SCIP_Bool bestcandroundup;
SCIP_Bool mayrounddown;
SCIP_Bool mayroundup;
SCIP_Bool roundup;
SCIP_Bool lperror;
SCIP_Bool cutoff;
SCIP_Bool backtracked;
SCIP_Longint ncalls;
SCIP_Longint nsolsfound;
SCIP_Longint nlpiterations;
SCIP_Longint maxnlpiterations;
int nlpcands;
int startnlpcands;
int depth;
int maxdepth;
int maxdivedepth;
int divedepth;
int bestcand;
int c;
assert(heur != NULL);
assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
assert(scip != NULL);
assert(result != NULL);
assert(SCIPhasCurrentNodeLP(scip));
*result = SCIP_DELAYED;
/* do not call heuristic of node was already detected to be infeasible */
if( nodeinfeasible )
return SCIP_OKAY;
/* only call heuristic, if an optimal LP solution is at hand */
if( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
return SCIP_OKAY;
/* only call heuristic, if the LP objective value is smaller than the cutoff bound */
if( SCIPisGE(scip, SCIPgetLPObjval(scip), SCIPgetCutoffbound(scip)) )
return SCIP_OKAY;
/* only call heuristic, if the LP solution is basic (which allows fast resolve in diving) */
if( !SCIPisLPSolBasic(scip) )
return SCIP_OKAY;
/* don't dive two times at the same node */
if( SCIPgetLastDivenode(scip) == SCIPgetNNodes(scip) && SCIPgetDepth(scip) > 0 )
return SCIP_OKAY;
*result = SCIP_DIDNOTRUN;
/* don't dive, if no feasible solutions exist */
if( SCIPgetNSols(scip) == 0 )
return SCIP_OKAY;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* only try to dive, if we are in the correct part of the tree, given by minreldepth and maxreldepth */
depth = SCIPgetDepth(scip);
maxdepth = SCIPgetMaxDepth(scip);
maxdepth = MAX(maxdepth, 30);
if( depth < heurdata->minreldepth*maxdepth || depth > heurdata->maxreldepth*maxdepth )
return SCIP_OKAY;
/* calculate the maximal number of LP iterations until heuristic is aborted */
nlpiterations = SCIPgetNNodeLPIterations(scip);
ncalls = SCIPheurGetNCalls(heur);
nsolsfound = 10*SCIPheurGetNBestSolsFound(heur) + heurdata->nsuccess;
maxnlpiterations = (SCIP_Longint)((1.0 + 10.0*(nsolsfound+1.0)/(ncalls+1.0)) * heurdata->maxlpiterquot * nlpiterations);
maxnlpiterations += heurdata->maxlpiterofs;
/* don't try to dive, if we took too many LP iterations during diving */
if( heurdata->nlpiterations >= maxnlpiterations )
return SCIP_OKAY;
/* allow at least a certain number of LP iterations in this dive */
maxnlpiterations = MAX(maxnlpiterations, heurdata->nlpiterations + MINLPITER);
/* get fractional variables that should be integral */
SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, &lpcandsfrac, &nlpcands, NULL, NULL) );
/* don't try to dive, if there are no fractional variables */
if( nlpcands == 0 )
return SCIP_OKAY;
/* calculate the objective search bound */
if( heurdata->maxdiveubquot > 0.0 )
searchubbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveubquot * (SCIPgetCutoffbound(scip) - SCIPgetLowerbound(scip));
else
searchubbound = SCIPinfinity(scip);
if( heurdata->maxdiveavgquot > 0.0 )
searchavgbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveavgquot * (SCIPgetAvgLowerbound(scip) - SCIPgetLowerbound(scip));
else
searchavgbound = SCIPinfinity(scip);
searchbound = MIN(searchubbound, searchavgbound);
if( SCIPisObjIntegral(scip) )
searchbound = SCIPceil(scip, searchbound);
/* calculate the maximal diving depth: 10 * min{number of integer variables, max depth} */
maxdivedepth = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
maxdivedepth = MIN(maxdivedepth, maxdepth);
maxdivedepth *= 10;
/* get best solution that should guide the search; if this solution lives in the original variable space,
* we cannot use it since it might violate the global bounds of the current problem
*/
if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
return SCIP_OKAY;
/* store a copy of the best solution */
SCIP_CALL( SCIPcreateSolCopy(scip, &bestsol, SCIPgetBestSol(scip)) );
*result = SCIP_DIDNOTFIND;
/* start diving */
SCIP_CALL( SCIPstartProbing(scip) );
/* enables collection of variable statistics during probing */
SCIPenableVarHistory(scip);
/* get LP objective value */
lpsolstat = SCIP_LPSOLSTAT_OPTIMAL;
objval = SCIPgetLPObjval(scip);
SCIPdebugMessage("(node %"SCIP_LONGINT_FORMAT") executing guideddiving heuristic: depth=%d, %d fractionals, dualbound=%g, searchbound=%g\n",
SCIPgetNNodes(scip), SCIPgetDepth(scip), nlpcands, SCIPgetDualbound(scip), SCIPretransformObj(scip, searchbound));
/* dive as long we are in the given objective, depth and iteration limits and fractional variables exist, but
* - if possible, we dive at least with the depth 10
* - if the number of fractional variables decreased at least with 1 variable per 2 dive depths, we continue diving
*/
lperror = FALSE;
cutoff = FALSE;
divedepth = 0;
bestcandmayrounddown = FALSE;
bestcandmayroundup = FALSE;
startnlpcands = nlpcands;
while( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL && nlpcands > 0
&& (divedepth < 10
|| nlpcands <= startnlpcands - divedepth/2
|| (divedepth < maxdivedepth && heurdata->nlpiterations < maxnlpiterations && objval < searchbound))
&& !SCIPisStopped(scip) )
{
SCIP_CALL( SCIPnewProbingNode(scip) );
divedepth++;
/* choose variable fixing:
* - prefer variables that may not be rounded without destroying LP feasibility:
* - of these variables, round a variable to its value in direction of incumbent solution, and choose the
* variable that is closest to its rounded value
* - if all remaining fractional variables may be rounded without destroying LP feasibility:
* - round variable in direction that destroys LP feasibility (other direction is checked by SCIProundSol())
* - round variable with least increasing objective value
*/
bestcand = -1;
bestobjgain = SCIPinfinity(scip);
bestfrac = SCIP_INVALID;
bestcandmayrounddown = TRUE;
bestcandmayroundup = TRUE;
bestcandroundup = FALSE;
for( c = 0; c < nlpcands; ++c )
{
var = lpcands[c];
mayrounddown = SCIPvarMayRoundDown(var);
mayroundup = SCIPvarMayRoundUp(var);
solval = lpcandssol[c];
frac = lpcandsfrac[c];
obj = SCIPvarGetObj(var);
bestsolval = SCIPgetSolVal(scip, bestsol, var);
/* select default rounding direction */
roundup = (solval < bestsolval);
if( mayrounddown || mayroundup )
{
/* the candidate may be rounded: choose this candidate only, if the best candidate may also be rounded */
if( bestcandmayrounddown || bestcandmayroundup )
{
/* choose rounding direction:
* - if variable may be rounded in both directions, round corresponding to its value in incumbent solution
* - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
* the current fractional solution with SCIProundSol()
*/
if( !mayrounddown || !mayroundup )
roundup = mayrounddown;
if( roundup )
{
frac = 1.0 - frac;
objgain = frac*obj;
}
else
objgain = -frac*obj;
/* penalize too small fractions */
if( frac < 0.01 )
objgain *= 1000.0;
/* prefer decisions on binary variables */
if( !SCIPvarIsBinary(var) )
objgain *= 1000.0;
/* check, if candidate is new best candidate */
if( SCIPisLT(scip, objgain, bestobjgain) || (SCIPisEQ(scip, objgain, bestobjgain) && frac < bestfrac) )
{
bestcand = c;
bestobjgain = objgain;
bestfrac = frac;
bestcandmayrounddown = mayrounddown;
bestcandmayroundup = mayroundup;
bestcandroundup = roundup;
}
}
}
else
{
/* the candidate may not be rounded */
if( roundup )
frac = 1.0 - frac;
/* penalize too small fractions */
if( frac < 0.01 )
frac += 10.0;
/* prefer decisions on binary variables */
if( !SCIPvarIsBinary(var) )
frac *= 1000.0;
/* check, if candidate is new best candidate: prefer unroundable candidates in any case */
if( bestcandmayrounddown || bestcandmayroundup || frac < bestfrac )
{
bestcand = c;
bestfrac = frac;
bestcandmayrounddown = FALSE;
bestcandmayroundup = FALSE;
bestcandroundup = roundup;
}
}
}
assert(bestcand != -1);
/* if all candidates are roundable, try to round the solution */
if( bestcandmayrounddown || bestcandmayroundup )
{
SCIP_Bool success;
/* create solution from diving LP and try to round it */
SCIP_CALL( SCIPlinkLPSol(scip, heurdata->sol) );
SCIP_CALL( SCIProundSol(scip, heurdata->sol, &success) );
if( success )
{
SCIPdebugMessage("guideddiving found roundable primal solution: obj=%g\n", SCIPgetSolOrigObj(scip, heurdata->sol));
/* try to add solution to SCIP */
SCIP_CALL( SCIPtrySol(scip, heurdata->sol, FALSE, FALSE, FALSE, FALSE, &success) );
/* check, if solution was feasible and good enough */
if( success )
{
SCIPdebugMessage(" -> solution was feasible and good enough\n");
*result = SCIP_FOUNDSOL;
}
}
}
var = lpcands[bestcand];
backtracked = FALSE;
do
{
/* if the variable is already fixed or if the solution value is outside the domain, numerical troubles may have
* occured or variable was fixed by propagation while backtracking => Abort diving!
*/
if( SCIPvarGetLbLocal(var) >= SCIPvarGetUbLocal(var) - 0.5 )
{
SCIPdebugMessage("Selected variable <%s> already fixed to [%g,%g] (solval: %.9f), diving aborted \n",
SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), lpcandssol[bestcand]);
cutoff = TRUE;
break;
}
if( SCIPisFeasLT(scip, lpcandssol[bestcand], SCIPvarGetLbLocal(var)) || SCIPisFeasGT(scip, lpcandssol[bestcand], SCIPvarGetUbLocal(var)) )
{
SCIPdebugMessage("selected variable's <%s> solution value is outside the domain [%g,%g] (solval: %.9f), diving aborted\n",
SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), lpcandssol[bestcand]);
assert(backtracked);
break;
}
/* apply rounding of best candidate */
if( bestcandroundup == !backtracked )
{
/* round variable up */
SCIPdebugMessage(" dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT": var <%s>, round=%u/%u, sol=%g, bestsol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], SCIPgetSolVal(scip, bestsol, var),
SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var),
SCIPfeasCeil(scip, lpcandssol[bestcand]), SCIPvarGetUbLocal(var));
SCIP_CALL( SCIPchgVarLbProbing(scip, var, SCIPfeasCeil(scip, lpcandssol[bestcand])) );
}
else
{
/* round variable down */
SCIPdebugMessage(" dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT": var <%s>, round=%u/%u, sol=%g, bestsol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], SCIPgetSolVal(scip, bestsol, var),
SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var),
SCIPvarGetLbLocal(var), SCIPfeasFloor(scip, lpcandssol[bestcand]));
SCIP_CALL( SCIPchgVarUbProbing(scip, var, SCIPfeasFloor(scip, lpcandssol[bestcand])) );
}
/* apply domain propagation */
SCIP_CALL( SCIPpropagateProbing(scip, 0, &cutoff, NULL) );
if( !cutoff )
{
/* resolve the diving LP */
/* Errors in the LP solver should not kill the overall solving process, if the LP is just needed for a heuristic.
* Hence in optimized mode, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
#ifdef NDEBUG
SCIP_RETCODE retstat;
nlpiterations = SCIPgetNLPIterations(scip);
retstat = SCIPsolveProbingLP(scip, MAX((int)(maxnlpiterations - heurdata->nlpiterations), MINLPITER), &lperror, &cutoff);
if( retstat != SCIP_OKAY )
{
SCIPwarningMessage(scip, "Error while solving LP in Guideddiving heuristic; LP solve terminated with code <%d>\n",retstat);
}
#else
nlpiterations = SCIPgetNLPIterations(scip);
SCIP_CALL( SCIPsolveProbingLP(scip, MAX((int)(maxnlpiterations - heurdata->nlpiterations), MINLPITER), &lperror, &cutoff) );
#endif
if( lperror )
break;
/* update iteration count */
heurdata->nlpiterations += SCIPgetNLPIterations(scip) - nlpiterations;
/* get LP solution status, objective value, and fractional variables, that should be integral */
lpsolstat = SCIPgetLPSolstat(scip);
assert(cutoff || (lpsolstat != SCIP_LPSOLSTAT_OBJLIMIT && lpsolstat != SCIP_LPSOLSTAT_INFEASIBLE &&
(lpsolstat != SCIP_LPSOLSTAT_OPTIMAL || SCIPisLT(scip, SCIPgetLPObjval(scip), SCIPgetCutoffbound(scip)))));
}
/* perform backtracking if a cutoff was detected */
if( cutoff && !backtracked && heurdata->backtrack )
{
SCIPdebugMessage(" *** cutoff detected at level %d - backtracking\n", SCIPgetProbingDepth(scip));
SCIP_CALL( SCIPbacktrackProbing(scip, SCIPgetProbingDepth(scip)-1) );
SCIP_CALL( SCIPnewProbingNode(scip) );
backtracked = TRUE;
}
else
backtracked = FALSE;
}
while( backtracked );
if( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
/* get new objective value */
oldobjval = objval;
objval = SCIPgetLPObjval(scip);
/* update pseudo cost values */
if( SCIPisGT(scip, objval, oldobjval) )
{
if( bestcandroundup )
{
SCIP_CALL( SCIPupdateVarPseudocost(scip, lpcands[bestcand], 1.0-lpcandsfrac[bestcand],
objval - oldobjval, 1.0) );
}
else
{
SCIP_CALL( SCIPupdateVarPseudocost(scip, lpcands[bestcand], 0.0-lpcandsfrac[bestcand],
objval - oldobjval, 1.0) );
}
}
/* get new fractional variables */
SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, &lpcandsfrac, &nlpcands, NULL, NULL) );
}
SCIPdebugMessage(" -> lpsolstat=%d, objval=%g, nfrac=%d\n", lpsolstat, objval, nlpcands);
}
/* check if a solution has been found */
if( nlpcands == 0 && !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* create solution from diving LP */
SCIP_CALL( SCIPlinkLPSol(scip, heurdata->sol) );
SCIPdebugMessage("guideddiving found primal solution: obj=%g\n", SCIPgetSolOrigObj(scip, heurdata->sol));
/* try to add solution to SCIP */
SCIP_CALL( SCIPtrySol(scip, heurdata->sol, FALSE, FALSE, FALSE, FALSE, &success) );
/* check, if solution was feasible and good enough */
if( success )
{
SCIPdebugMessage(" -> solution was feasible and good enough\n");
*result = SCIP_FOUNDSOL;
}
}
/* end diving */
SCIP_CALL( SCIPendProbing(scip) );
/* free copied best solution */
SCIP_CALL( SCIPfreeSol(scip, &bestsol) );
if( *result == SCIP_FOUNDSOL )
heurdata->nsuccess++;
SCIPdebugMessage("guideddiving heuristic finished\n");
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecOneopt)
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_SOL* bestsol; /* incumbent solution */
SCIP_SOL* worksol; /* heuristic's working solution */
SCIP_VAR** vars; /* SCIP variables */
SCIP_VAR** shiftcands; /* shiftable variables */
SCIP_ROW** lprows; /* SCIP LP rows */
SCIP_Real* activities; /* row activities for working solution */
SCIP_Real* shiftvals;
SCIP_Real lb;
SCIP_Real ub;
SCIP_Bool localrows;
SCIP_Bool valid;
int nchgbound;
int nbinvars;
int nintvars;
int nvars;
int nlprows;
int i;
int nshiftcands;
int shiftcandssize;
SCIP_RETCODE retcode;
assert(heur != NULL);
assert(scip != NULL);
assert(result != NULL);
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
*result = SCIP_DELAYED;
/* we only want to process each solution once */
bestsol = SCIPgetBestSol(scip);
if( bestsol == NULL || heurdata->lastsolindex == SCIPsolGetIndex(bestsol) )
return SCIP_OKAY;
/* reset the timing mask to its default value (at the root node it could be different) */
if( SCIPgetNNodes(scip) > 1 )
SCIPheurSetTimingmask(heur, HEUR_TIMING);
/* get problem variables */
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
nintvars += nbinvars;
/* do not run if there are no discrete variables */
if( nintvars == 0 )
{
*result = SCIP_DIDNOTRUN;
return SCIP_OKAY;
}
if( heurtiming == SCIP_HEURTIMING_BEFOREPRESOL )
{
SCIP* subscip; /* the subproblem created by zeroobj */
SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
SCIP_VAR** subvars; /* subproblem's variables */
SCIP_Real* subsolvals; /* solution values of the subproblem */
SCIP_Real timelimit; /* time limit for zeroobj subproblem */
SCIP_Real memorylimit; /* memory limit for zeroobj subproblem */
SCIP_SOL* startsol;
SCIP_SOL** subsols;
int nsubsols;
if( !heurdata->beforepresol )
return SCIP_OKAY;
/* check whether there is enough time and memory left */
timelimit = 0.0;
memorylimit = 0.0;
SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
if( !SCIPisInfinity(scip, timelimit) )
timelimit -= SCIPgetSolvingTime(scip);
SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
/* substract the memory already used by the main SCIP and the estimated memory usage of external software */
if( !SCIPisInfinity(scip, memorylimit) )
{
memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
}
/* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
return SCIP_OKAY;
/* initialize the subproblem */
SCIP_CALL( SCIPcreate(&subscip) );
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
/* copy complete SCIP instance */
valid = FALSE;
SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "oneopt", TRUE, FALSE, TRUE, &valid) );
SCIP_CALL( SCIPtransformProb(subscip) );
/* get variable image */
for( i = 0; i < nvars; i++ )
subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);
/* copy the solution */
SCIP_CALL( SCIPallocBufferArray(scip, &subsolvals, nvars) );
SCIP_CALL( SCIPgetSolVals(scip, bestsol, nvars, vars, subsolvals) );
/* create start solution for the subproblem */
SCIP_CALL( SCIPcreateOrigSol(subscip, &startsol, NULL) );
SCIP_CALL( SCIPsetSolVals(subscip, startsol, nvars, subvars, subsolvals) );
/* try to add new solution to sub-SCIP and free it immediately */
valid = FALSE;
SCIP_CALL( SCIPtrySolFree(subscip, &startsol, FALSE, FALSE, FALSE, FALSE, &valid) );
SCIPfreeBufferArray(scip, &subsolvals);
SCIPhashmapFree(&varmapfw);
/* disable statistic timing inside sub SCIP */
SCIP_CALL( SCIPsetBoolParam(subscip, "timing/statistictiming", FALSE) );
/* deactivate basically everything except oneopt in the sub-SCIP */
SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
SCIP_CALL( SCIPsetHeuristics(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", 1LL) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
/* if necessary, some of the parameters have to be unfixed first */
if( SCIPisParamFixed(subscip, "lp/solvefreq") )
{
SCIPwarningMessage(scip, "unfixing parameter lp/solvefreq in subscip of oneopt heuristic\n");
SCIP_CALL( SCIPunfixParam(subscip, "lp/solvefreq") );
}
SCIP_CALL( SCIPsetIntParam(subscip, "lp/solvefreq", -1) );
if( SCIPisParamFixed(subscip, "heuristics/oneopt/freq") )
{
SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/freq in subscip of oneopt heuristic\n");
SCIP_CALL( SCIPunfixParam(subscip, "heuristics/oneopt/freq") );
}
SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/oneopt/freq", 1) );
if( SCIPisParamFixed(subscip, "heuristics/oneopt/forcelpconstruction") )
{
SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/forcelpconstruction in subscip of oneopt heuristic\n");
SCIP_CALL( SCIPunfixParam(subscip, "heuristics/oneopt/forcelpconstruction") );
}
SCIP_CALL( SCIPsetBoolParam(subscip, "heuristics/oneopt/forcelpconstruction", TRUE) );
/* avoid recursive call, which would lead to an endless loop */
if( SCIPisParamFixed(subscip, "heuristics/oneopt/beforepresol") )
{
SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/beforepresol in subscip of oneopt heuristic\n");
SCIP_CALL( SCIPunfixParam(subscip, "heuristics/oneopt/beforepresol") );
}
SCIP_CALL( SCIPsetBoolParam(subscip, "heuristics/oneopt/beforepresol", FALSE) );
if( valid )
{
retcode = SCIPsolve(subscip);
/* errors in solving the subproblem should not kill the overall solving process;
* hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage(scip, "Error while solving subproblem in zeroobj heuristic; sub-SCIP terminated with code <%d>\n",retcode);
}
#ifdef SCIP_DEBUG
SCIP_CALL( SCIPprintStatistics(subscip, NULL) );
#endif
}
/* check, whether a solution was found;
* due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
*/
nsubsols = SCIPgetNSols(subscip);
subsols = SCIPgetSols(subscip);
valid = FALSE;
for( i = 0; i < nsubsols && !valid; ++i )
{
SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &valid) );
if( valid )
*result = SCIP_FOUNDSOL;
}
/* free subproblem */
SCIPfreeBufferArray(scip, &subvars);
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
/* we can only work on solutions valid in the transformed space */
if( SCIPsolIsOriginal(bestsol) )
return SCIP_OKAY;
if( heurtiming == SCIP_HEURTIMING_BEFORENODE && (SCIPhasCurrentNodeLP(scip) || heurdata->forcelpconstruction) )
{
SCIP_Bool cutoff;
cutoff = FALSE;
SCIP_CALL( SCIPconstructLP(scip, &cutoff) );
SCIP_CALL( SCIPflushLP(scip) );
/* get problem variables again, SCIPconstructLP() might have added new variables */
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
nintvars += nbinvars;
}
/* we need an LP */
if( SCIPgetNLPRows(scip) == 0 )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
nchgbound = 0;
/* initialize data */
nshiftcands = 0;
shiftcandssize = 8;
heurdata->lastsolindex = SCIPsolGetIndex(bestsol);
SCIP_CALL( SCIPcreateSolCopy(scip, &worksol, bestsol) );
SCIPsolSetHeur(worksol,heur);
SCIPdebugMessage("Starting bound adjustment in 1-opt heuristic\n");
/* maybe change solution values due to global bound changes first */
for( i = nvars - 1; i >= 0; --i )
{
SCIP_VAR* var;
SCIP_Real solval;
var = vars[i];
lb = SCIPvarGetLbGlobal(var);
ub = SCIPvarGetUbGlobal(var);
solval = SCIPgetSolVal(scip, bestsol,var);
/* old solution value is smaller than the actual lower bound */
if( SCIPisFeasLT(scip, solval, lb) )
{
/* set the solution value to the global lower bound */
SCIP_CALL( SCIPsetSolVal(scip, worksol, var, lb) );
++nchgbound;
SCIPdebugMessage("var <%s> type %d, old solval %g now fixed to lb %g\n", SCIPvarGetName(var), SCIPvarGetType(var), solval, lb);
}
/* old solution value is greater than the actual upper bound */
else if( SCIPisFeasGT(scip, solval, SCIPvarGetUbGlobal(var)) )
{
/* set the solution value to the global upper bound */
SCIP_CALL( SCIPsetSolVal(scip, worksol, var, ub) );
++nchgbound;
SCIPdebugMessage("var <%s> type %d, old solval %g now fixed to ub %g\n", SCIPvarGetName(var), SCIPvarGetType(var), solval, ub);
}
}
SCIPdebugMessage("number of bound changes (due to global bounds) = %d\n", nchgbound);
SCIP_CALL( SCIPgetLPRowsData(scip, &lprows, &nlprows) );
SCIP_CALL( SCIPallocBufferArray(scip, &activities, nlprows) );
localrows = FALSE;
valid = TRUE;
/* initialize activities */
for( i = 0; i < nlprows; ++i )
{
SCIP_ROW* row;
row = lprows[i];
assert(SCIProwGetLPPos(row) == i);
if( !SCIProwIsLocal(row) )
{
activities[i] = SCIPgetRowSolActivity(scip, row, worksol);
SCIPdebugMessage("Row <%s> has activity %g\n", SCIProwGetName(row), activities[i]);
if( SCIPisFeasLT(scip, activities[i], SCIProwGetLhs(row)) || SCIPisFeasGT(scip, activities[i], SCIProwGetRhs(row)) )
{
valid = FALSE;
SCIPdebug( SCIP_CALL( SCIPprintRow(scip, row, NULL) ) );
SCIPdebugMessage("row <%s> activity %g violates bounds, lhs = %g, rhs = %g\n", SCIProwGetName(row), activities[i], SCIProwGetLhs(row), SCIProwGetRhs(row));
break;
}
}
else
localrows = TRUE;
}
if( !valid )
{
/** @todo try to correct lp rows */
SCIPdebugMessage("Some global bound changes were not valid in lp rows.\n");
goto TERMINATE;
}
SCIP_CALL( SCIPallocBufferArray(scip, &shiftcands, shiftcandssize) );
SCIP_CALL( SCIPallocBufferArray(scip, &shiftvals, shiftcandssize) );
SCIPdebugMessage("Starting 1-opt heuristic\n");
/* enumerate all integer variables and find out which of them are shiftable */
for( i = 0; i < nintvars; i++ )
{
if( SCIPvarGetStatus(vars[i]) == SCIP_VARSTATUS_COLUMN )
{
SCIP_Real shiftval;
SCIP_Real solval;
/* find out whether the variable can be shifted */
solval = SCIPgetSolVal(scip, worksol, vars[i]);
shiftval = calcShiftVal(scip, vars[i], solval, activities);
/* insert the variable into the list of shifting candidates */
if( !SCIPisFeasZero(scip, shiftval) )
{
SCIPdebugMessage(" -> Variable <%s> can be shifted by <%1.1f> \n", SCIPvarGetName(vars[i]), shiftval);
if( nshiftcands == shiftcandssize)
{
shiftcandssize *= 8;
SCIP_CALL( SCIPreallocBufferArray(scip, &shiftcands, shiftcandssize) );
SCIP_CALL( SCIPreallocBufferArray(scip, &shiftvals, shiftcandssize) );
}
shiftcands[nshiftcands] = vars[i];
shiftvals[nshiftcands] = shiftval;
nshiftcands++;
}
}
}
/* if at least one variable can be shifted, shift variables sorted by their objective */
if( nshiftcands > 0 )
{
SCIP_Real shiftval;
SCIP_Real solval;
SCIP_VAR* var;
/* the case that exactly one variable can be shifted is slightly easier */
if( nshiftcands == 1 )
{
var = shiftcands[0];
assert(var != NULL);
solval = SCIPgetSolVal(scip, worksol, var);
shiftval = shiftvals[0];
assert(!SCIPisFeasZero(scip,shiftval));
SCIPdebugMessage(" Only one shiftcand found, var <%s>, which is now shifted by<%1.1f> \n",
SCIPvarGetName(var), shiftval);
SCIP_CALL( SCIPsetSolVal(scip, worksol, var, solval+shiftval) );
}
else
{
SCIP_Real* objcoeffs;
SCIP_CALL( SCIPallocBufferArray(scip, &objcoeffs, nshiftcands) );
SCIPdebugMessage(" %d shiftcands found \n", nshiftcands);
/* sort the variables by their objective, optionally weighted with the shiftval */
if( heurdata->weightedobj )
{
for( i = 0; i < nshiftcands; ++i )
objcoeffs[i] = SCIPvarGetObj(shiftcands[i])*shiftvals[i];
}
else
{
for( i = 0; i < nshiftcands; ++i )
objcoeffs[i] = SCIPvarGetObj(shiftcands[i]);
}
/* sort arrays with respect to the first one */
SCIPsortRealPtr(objcoeffs, (void**)shiftcands, nshiftcands);
/* try to shift each variable -> Activities have to be updated */
for( i = 0; i < nshiftcands; ++i )
{
var = shiftcands[i];
assert(var != NULL);
solval = SCIPgetSolVal(scip, worksol, var);
shiftval = calcShiftVal(scip, var, solval, activities);
SCIPdebugMessage(" -> Variable <%s> is now shifted by <%1.1f> \n", SCIPvarGetName(vars[i]), shiftval);
assert(i > 0 || !SCIPisFeasZero(scip, shiftval));
assert(SCIPisFeasGE(scip, solval+shiftval, SCIPvarGetLbGlobal(var)) && SCIPisFeasLE(scip, solval+shiftval, SCIPvarGetUbGlobal(var)));
SCIP_CALL( SCIPsetSolVal(scip, worksol, var, solval+shiftval) );
SCIP_CALL( updateRowActivities(scip, activities, var, shiftval) );
}
SCIPfreeBufferArray(scip, &objcoeffs);
}
/* if the problem is a pure IP, try to install the solution, if it is a MIP, solve LP again to set the continuous
* variables to the best possible value
*/
if( nvars == nintvars || !SCIPhasCurrentNodeLP(scip) || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* since we ignore local rows, we cannot guarantee their feasibility and have to set the checklprows flag to
* TRUE if local rows are present
*/
SCIP_CALL( SCIPtrySol(scip, worksol, FALSE, FALSE, FALSE, localrows, &success) );
if( success )
{
SCIPdebugMessage("found feasible shifted solution:\n");
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, worksol, NULL, FALSE) ) );
heurdata->lastsolindex = SCIPsolGetIndex(bestsol);
*result = SCIP_FOUNDSOL;
}
}
else
{
SCIP_Bool lperror;
#ifdef NDEBUG
SCIP_RETCODE retstat;
#endif
SCIPdebugMessage("shifted solution should be feasible -> solve LP to fix continuous variables to best values\n");
/* start diving to calculate the LP relaxation */
SCIP_CALL( SCIPstartDive(scip) );
/* set the bounds of the variables: fixed for integers, global bounds for continuous */
for( i = 0; i < nvars; ++i )
{
if( SCIPvarGetStatus(vars[i]) == SCIP_VARSTATUS_COLUMN )
{
SCIP_CALL( SCIPchgVarLbDive(scip, vars[i], SCIPvarGetLbGlobal(vars[i])) );
SCIP_CALL( SCIPchgVarUbDive(scip, vars[i], SCIPvarGetUbGlobal(vars[i])) );
}
}
/* apply this after global bounds to not cause an error with intermediate empty domains */
for( i = 0; i < nintvars; ++i )
{
if( SCIPvarGetStatus(vars[i]) == SCIP_VARSTATUS_COLUMN )
{
solval = SCIPgetSolVal(scip, worksol, vars[i]);
SCIP_CALL( SCIPchgVarLbDive(scip, vars[i], solval) );
SCIP_CALL( SCIPchgVarUbDive(scip, vars[i], solval) );
}
}
/* solve LP */
SCIPdebugMessage(" -> old LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));
/**@todo in case of an MINLP, if SCIPisNLPConstructed() is TRUE, say, rather solve the NLP instead of the LP */
/* Errors in the LP solver should not kill the overall solving process, if the LP is just needed for a heuristic.
* Hence in optimized mode, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
#ifdef NDEBUG
retstat = SCIPsolveDiveLP(scip, -1, &lperror, NULL);
if( retstat != SCIP_OKAY )
{
SCIPwarningMessage(scip, "Error while solving LP in Oneopt heuristic; LP solve terminated with code <%d>\n",retstat);
}
#else
SCIP_CALL( SCIPsolveDiveLP(scip, -1, &lperror, NULL) );
#endif
SCIPdebugMessage(" -> new LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));
SCIPdebugMessage(" -> error=%u, status=%d\n", lperror, SCIPgetLPSolstat(scip));
/* check if this is a feasible solution */
if( !lperror && SCIPgetLPSolstat(scip) == SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* copy the current LP solution to the working solution */
SCIP_CALL( SCIPlinkLPSol(scip, worksol) );
SCIP_CALL( SCIPtrySol(scip, worksol, FALSE, FALSE, FALSE, FALSE, &success) );
/* check solution for feasibility */
if( success )
{
SCIPdebugMessage("found feasible shifted solution:\n");
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, worksol, NULL, FALSE) ) );
heurdata->lastsolindex = SCIPsolGetIndex(bestsol);
*result = SCIP_FOUNDSOL;
}
}
/* terminate the diving */
SCIP_CALL( SCIPendDive(scip) );
}
}
SCIPdebugMessage("Finished 1-opt heuristic\n");
SCIPfreeBufferArray(scip, &shiftvals);
SCIPfreeBufferArray(scip, &shiftcands);
TERMINATE:
SCIPfreeBufferArray(scip, &activities);
SCIP_CALL( SCIPfreeSol(scip, &worksol) );
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecIndicator)
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
int nfoundsols = 0;
assert( heur != NULL );
assert( scip != NULL );
assert( result != NULL );
*result = SCIP_DIDNOTRUN;
if ( SCIPgetSubscipDepth(scip) > 0 )
return SCIP_OKAY;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert( heurdata != NULL );
/* call heuristic, if solution candidate is available */
if ( heurdata->solcand != NULL )
{
assert( heurdata->nindconss > 0 );
assert( heurdata->indconss != NULL );
/* The heuristic will only be successful if there are no integral variables and no binary variables except the
* indicator variables. */
if ( SCIPgetNIntVars(scip) > 0 || heurdata->nindconss < SCIPgetNBinVars(scip) )
return SCIP_OKAY;
SCIP_CALL( trySolCandidate(scip, heur, heurdata, heurdata->nindconss, heurdata->indconss, heurdata->solcand, &nfoundsols) );
if ( nfoundsols > 0 )
*result = SCIP_FOUNDSOL;
else
*result = SCIP_DIDNOTFIND;
/* free memory */
SCIPfreeBlockMemoryArray(scip, &(heurdata->solcand), heurdata->nindconss);
SCIPfreeBlockMemoryArray(scip, &(heurdata->indconss), heurdata->nindconss);
}
else
{
SCIP_CONS** indconss;
SCIP_Bool* solcand;
SCIP_SOL* bestsol;
int nindconss;
int i;
if ( heurdata->indicatorconshdlr == NULL )
return SCIP_OKAY;
/* check whether a new best solution has been found */
bestsol = SCIPgetBestSol(scip);
if ( bestsol == heurdata->lastsol )
return SCIP_OKAY;
heurdata->lastsol = bestsol;
/* avoid solutions produced by this heuristic */
if ( SCIPsolGetHeur(bestsol) == heur )
return SCIP_OKAY;
/* The heuristic will only be successful if there are no integral variables and no binary variables except the
* indicator variables. */
if ( SCIPgetNIntVars(scip) > 0 || SCIPconshdlrGetNConss(heurdata->indicatorconshdlr) < SCIPgetNBinVars(scip) )
return SCIP_OKAY;
nindconss = SCIPconshdlrGetNConss(heurdata->indicatorconshdlr);
if ( nindconss == 0 )
return SCIP_OKAY;
indconss = SCIPconshdlrGetConss(heurdata->indicatorconshdlr);
assert( indconss != NULL );
/* fill solutin candidate */
SCIP_CALL( SCIPallocBufferArray(scip, &solcand, nindconss) );
for (i = 0; i < nindconss; ++i)
{
SCIP_VAR* binvar;
SCIP_Real val;
solcand[i] = FALSE;
if ( SCIPconsIsActive(indconss[i]) )
{
binvar = SCIPgetBinaryVarIndicator(indconss[i]);
assert( binvar != NULL );
val = SCIPgetSolVal(scip, bestsol, binvar);
assert( SCIPisFeasIntegral(scip, val) );
if ( val > 0.5 )
solcand[i] = TRUE;
}
}
SCIPdebugMessage("Trying to improve best solution of value %f.\n", SCIPgetSolOrigObj(scip, bestsol) );
/* try one-opt heuristic */
SCIP_CALL( tryOneOpt(scip, heur, heurdata, nindconss, indconss, solcand, &nfoundsols) );
if ( nfoundsols > 0 )
*result = SCIP_FOUNDSOL;
else
*result = SCIP_DIDNOTFIND;
SCIPfreeBufferArray(scip, &solcand);
}
return SCIP_OKAY;
}
/** LP solution separation method of separator */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpClosecuts)
{ /*lint --e{715}*/
SCIP_SEPADATA* sepadata;
SCIP_Longint currentnodenumber;
SCIP_Bool isroot;
assert( sepa != NULL );
assert( strcmp(SCIPsepaGetName(sepa), SEPA_NAME) == 0 );
assert( result != NULL );
*result = SCIP_DIDNOTRUN;
/* only call separator, if there are fractional variables */
if ( SCIPgetNLPBranchCands(scip) == 0 )
return SCIP_OKAY;
sepadata = SCIPsepaGetData(sepa);
assert( sepadata != NULL );
currentnodenumber = SCIPnodeGetNumber(SCIPgetCurrentNode(scip));
if ( sepadata->discardnode == currentnodenumber )
return SCIP_OKAY;
isroot = FALSE;
if (SCIPgetNNodes(scip) == 0)
isroot = TRUE;
/* only separate close cuts in the root if required */
if ( sepadata->separootonly || isroot )
{
SCIP_SOL* point = NULL;
SCIPdebugMessage("Separation method of closecuts separator.\n");
*result = SCIP_DIDNOTFIND;
/* check whether we have to compute a relative interior point */
if ( sepadata->separelint )
{
/* check if previous relative interior point should be forgotten,
* otherwise it is computed only once and the same point is used for all nodes */
if ( sepadata->recomputerelint && sepadata->sepasol != NULL )
{
SCIP_CALL( SCIPfreeSol(scip, &sepadata->sepasol) );
}
if ( sepadata->sepasol == NULL )
{
SCIPverbMessage(scip, SCIP_VERBLEVEL_MINIMAL, 0, "Computing relative interior point (norm type: %c) ...\n", sepadata->relintnormtype);
assert(sepadata->relintnormtype == 'o' || sepadata->relintnormtype == 's');
SCIP_CALL( SCIPcomputeLPRelIntPoint(scip, TRUE, sepadata->inclobjcutoff, sepadata->relintnormtype, &sepadata->sepasol) );
}
}
else
{
/* get best solution (NULL if not present) */
sepadata->sepasol = SCIPgetBestSol(scip);
}
/* separate close cuts */
if ( sepadata->sepasol != NULL )
{
SCIPdebugMessage("Generating close cuts ... (combination value: %f)\n", sepadata->sepacombvalue);
/* generate point to be separated */
SCIP_CALL( generateCloseCutPoint(scip, sepadata, &point) );
/* apply a separation round to generated point */
if ( point != NULL )
{
int noldcuts;
SCIP_Bool delayed;
SCIP_Bool cutoff;
noldcuts = SCIPgetNCuts(scip);
SCIP_CALL( SCIPseparateSol(scip, point, isroot, FALSE, &delayed, &cutoff) );
SCIP_CALL( SCIPfreeSol(scip, &point) );
assert( point == NULL );
/* the cuts can be not violated by the current LP if the computed point is strange */
SCIP_CALL( SCIPremoveInefficaciousCuts(scip) );
if ( cutoff )
*result = SCIP_CUTOFF;
else
{
if ( SCIPgetNCuts(scip) - noldcuts > sepadata->sepathreshold )
{
sepadata->nunsuccessful = 0;
*result = SCIP_NEWROUND;
}
else
{
if ( SCIPgetNCuts(scip) > noldcuts )
{
sepadata->nunsuccessful = 0;
*result = SCIP_SEPARATED;
}
else
++sepadata->nunsuccessful;
}
}
SCIPdebugMessage("Separated close cuts: %d (enoughcuts: %d, unsuccessful: %d).\n", SCIPgetNCuts(scip) - noldcuts,
SCIPgetNCuts(scip) - noldcuts > sepadata->sepathreshold, sepadata->nunsuccessful);
if ( sepadata->maxunsuccessful >= 0 && sepadata->nunsuccessful > sepadata->maxunsuccessful )
{
SCIPdebugMessage("Turn off close cut separation, because of %d unsuccessful calls.\n", sepadata->nunsuccessful);
sepadata->discardnode = currentnodenumber;
}
}
}
}
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecLocalbranching)
{ /*lint --e{715}*/
SCIP_Longint maxnnodes; /* maximum number of subnodes */
SCIP_Longint nsubnodes; /* nodelimit for subscip */
SCIP_HEURDATA* heurdata;
SCIP* subscip; /* the subproblem created by localbranching */
SCIP_VAR** subvars; /* subproblem's variables */
SCIP_SOL* bestsol; /* best solution so far */
SCIP_EVENTHDLR* eventhdlr; /* event handler for LP events */
SCIP_Real timelimit; /* timelimit for subscip (equals remaining time of scip) */
SCIP_Real cutoff; /* objective cutoff for the subproblem */
SCIP_Real upperbound;
SCIP_Real memorylimit;
SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
SCIP_VAR** vars;
int nvars;
int i;
SCIP_Bool success;
SCIP_RETCODE retcode;
assert(heur != NULL);
assert(scip != NULL);
assert(result != NULL);
*result = SCIP_DIDNOTRUN;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert( heurdata != NULL );
/* there should be enough binary variables that a local branching constraint makes sense */
if( SCIPgetNBinVars(scip) < 2*heurdata->neighborhoodsize )
return SCIP_OKAY;
*result = SCIP_DELAYED;
/* only call heuristic, if an IP solution is at hand */
if( SCIPgetNSols(scip) <= 0 )
return SCIP_OKAY;
bestsol = SCIPgetBestSol(scip);
assert(bestsol != NULL);
/* only call heuristic, if the best solution comes from transformed problem */
if( SCIPsolIsOriginal(bestsol) )
return SCIP_OKAY;
/* only call heuristic, if enough nodes were processed since last incumbent */
if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip, bestsol) < heurdata->nwaitingnodes)
return SCIP_OKAY;
/* only call heuristic, if the best solution does not come from trivial heuristic */
if( SCIPsolGetHeur(bestsol) != NULL && strcmp(SCIPheurGetName(SCIPsolGetHeur(bestsol)), "trivial") == 0 )
return SCIP_OKAY;
/* reset neighborhood and minnodes, if new solution was found */
if( heurdata->lastsol != bestsol )
{
heurdata->curneighborhoodsize = heurdata->neighborhoodsize;
heurdata->curminnodes = heurdata->minnodes;
heurdata->emptyneighborhoodsize = 0;
heurdata->callstatus = EXECUTE;
heurdata->lastsol = bestsol;
}
/* if no new solution was found and local branching also seems to fail, just keep on waiting */
if( heurdata->callstatus == WAITFORNEWSOL )
return SCIP_OKAY;
*result = SCIP_DIDNOTRUN;
/* calculate the maximal number of branching nodes until heuristic is aborted */
maxnnodes = (SCIP_Longint)(heurdata->nodesquot * SCIPgetNNodes(scip));
/* reward local branching if it succeeded often */
maxnnodes = (SCIP_Longint)(maxnnodes * (1.0 + 2.0*(SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur)+1.0)));
maxnnodes -= 100 * SCIPheurGetNCalls(heur); /* count the setup costs for the sub-MIP as 100 nodes */
maxnnodes += heurdata->nodesofs;
/* determine the node limit for the current process */
nsubnodes = maxnnodes - heurdata->usednodes;
nsubnodes = MIN(nsubnodes, heurdata->maxnodes);
/* check whether we have enough nodes left to call sub problem solving */
if( nsubnodes < heurdata->curminnodes )
return SCIP_OKAY;
if( SCIPisStopped(scip) )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
SCIPdebugMessage("running localbranching heuristic ...\n");
/* get the data of the variables and the best solution */
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
/* initializing the subproblem */
SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
SCIP_CALL( SCIPcreate(&subscip) );
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
success = FALSE;
eventhdlr = NULL;
if( heurdata->uselprows )
{
char probname[SCIP_MAXSTRLEN];
/* copy all plugins */
SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );
/* get name of the original problem and add the string "_localbranchsub" */
(void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_localbranchsub", SCIPgetProbName(scip));
/* create the subproblem */
SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );
/* copy all variables */
SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
}
else
{
SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "localbranchsub", TRUE, FALSE, TRUE, &success) );
if( heurdata->copycuts )
{
/* copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
}
/* create event handler for LP events */
SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecLocalbranching, NULL) );
if( eventhdlr == NULL )
{
SCIPerrorMessage("event handler for "HEUR_NAME" heuristic not found.\n");
return SCIP_PLUGINNOTFOUND;
}
}
SCIPdebugMessage("Copying the plugins was %ssuccessful.\n", success ? "" : "not ");
for (i = 0; i < nvars; ++i)
subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);
/* free hash map */
SCIPhashmapFree(&varmapfw);
/* if the subproblem could not be created, free memory and return */
if( !success )
{
*result = SCIP_DIDNOTRUN;
goto TERMINATE;
}
/* do not abort subproblem on CTRL-C */
SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
#ifndef SCIP_DEBUG
/* disable output to console */
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
#endif
/* check whether there is enough time and memory left */
SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
if( !SCIPisInfinity(scip, timelimit) )
timelimit -= SCIPgetSolvingTime(scip);
SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
/* substract the memory already used by the main SCIP and the estimated memory usage of external software */
if( !SCIPisInfinity(scip, memorylimit) )
{
memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
}
/* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
goto TERMINATE;
/* set limits for the subproblem */
heurdata->nodelimit = nsubnodes;
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nsubnodes) );
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/stallnodes", MAX(10, nsubnodes/10)) );
SCIP_CALL( SCIPsetIntParam(subscip, "limits/bestsol", 3) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
/* forbid recursive call of heuristics and separators solving subMIPs */
SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );
/* disable cutting plane separation */
SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
/* disable expensive presolving */
SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );
/* use best estimate node selection */
if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
}
/* use inference branching */
if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
}
/* disable conflict analysis */
if( !SCIPisParamFixed(subscip, "conflict/useprop") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/useinflp") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/usesb") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/usepseudo") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );
}
/* employ a limit on the number of enforcement rounds in the quadratic constraint handler; this fixes the issue that
* sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
* feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
* instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no deductions shall be
* made for the original SCIP
*/
if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "constraints/quadratic/enfolplimit", 500) );
}
/* copy the original problem and add the local branching constraint */
if( heurdata->uselprows )
{
SCIP_CALL( createSubproblem(scip, subscip, subvars) );
}
SCIP_CALL( addLocalBranchingConstraint(scip, subscip, subvars, heurdata) );
/* add an objective cutoff */
cutoff = SCIPinfinity(scip);
assert( !SCIPisInfinity(scip,SCIPgetUpperbound(scip)) );
upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
{
cutoff = (1-heurdata->minimprove)*SCIPgetUpperbound(scip) + heurdata->minimprove*SCIPgetLowerbound(scip);
}
else
{
if( SCIPgetUpperbound ( scip ) >= 0 )
cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
else
cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
}
cutoff = MIN(upperbound, cutoff );
SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
/* catch LP events of sub-SCIP */
if( !heurdata->uselprows )
{
assert(eventhdlr != NULL);
SCIP_CALL( SCIPtransformProb(subscip) );
SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
}
/* solve the subproblem */
SCIPdebugMessage("solving local branching subproblem with neighborhoodsize %d and maxnodes %"SCIP_LONGINT_FORMAT"\n",
heurdata->curneighborhoodsize, nsubnodes);
retcode = SCIPsolve(subscip);
/* drop LP events of sub-SCIP */
if( !heurdata->uselprows )
{
assert(eventhdlr != NULL);
SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
}
/* Errors in solving the subproblem should not kill the overall solving process
* Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage(scip, "Error while solving subproblem in local branching heuristic; sub-SCIP terminated with code <%d>\n",retcode);
}
/* print solving statistics of subproblem if we are in SCIP's debug mode */
SCIPdebug( SCIP_CALL( SCIPprintStatistics(subscip, NULL) ) );
heurdata->usednodes += SCIPgetNNodes(subscip);
SCIPdebugMessage("local branching used %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT" nodes\n",
SCIPgetNNodes(subscip), nsubnodes);
/* check, whether a solution was found */
if( SCIPgetNSols(subscip) > 0 )
{
SCIP_SOL** subsols;
int nsubsols;
/* check, whether a solution was found;
* due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
*/
nsubsols = SCIPgetNSols(subscip);
subsols = SCIPgetSols(subscip);
success = FALSE;
for( i = 0; i < nsubsols && !success; ++i )
{
SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
}
if( success )
{
SCIPdebugMessage("-> accepted solution of value %g\n", SCIPgetSolOrigObj(subscip, subsols[i]));
*result = SCIP_FOUNDSOL;
}
}
/* check the status of the sub-MIP */
switch( SCIPgetStatus(subscip) )
{
case SCIP_STATUS_OPTIMAL:
case SCIP_STATUS_BESTSOLLIMIT:
heurdata->callstatus = WAITFORNEWSOL; /* new solution will immediately be installed at next call */
SCIPdebugMessage(" -> found new solution\n");
break;
case SCIP_STATUS_NODELIMIT:
case SCIP_STATUS_STALLNODELIMIT:
case SCIP_STATUS_TOTALNODELIMIT:
heurdata->callstatus = EXECUTE;
heurdata->curneighborhoodsize = (heurdata->emptyneighborhoodsize + heurdata->curneighborhoodsize)/2;
heurdata->curminnodes *= 2;
SCIPdebugMessage(" -> node limit reached: reduced neighborhood to %d, increased minnodes to %d\n",
heurdata->curneighborhoodsize, heurdata->curminnodes);
if( heurdata->curneighborhoodsize <= heurdata->emptyneighborhoodsize )
{
heurdata->callstatus = WAITFORNEWSOL;
SCIPdebugMessage(" -> new neighborhood was already proven to be empty: wait for new solution\n");
}
break;
case SCIP_STATUS_INFEASIBLE:
case SCIP_STATUS_INFORUNBD:
heurdata->emptyneighborhoodsize = heurdata->curneighborhoodsize;
heurdata->curneighborhoodsize += heurdata->curneighborhoodsize/2;
heurdata->curneighborhoodsize = MAX(heurdata->curneighborhoodsize, heurdata->emptyneighborhoodsize + 2);
heurdata->callstatus = EXECUTE;
SCIPdebugMessage(" -> neighborhood is empty: increased neighborhood to %d\n", heurdata->curneighborhoodsize);
break;
case SCIP_STATUS_UNKNOWN:
case SCIP_STATUS_USERINTERRUPT:
case SCIP_STATUS_TIMELIMIT:
case SCIP_STATUS_MEMLIMIT:
case SCIP_STATUS_GAPLIMIT:
case SCIP_STATUS_SOLLIMIT:
case SCIP_STATUS_UNBOUNDED:
default:
heurdata->callstatus = WAITFORNEWSOL;
SCIPdebugMessage(" -> unexpected sub-MIP status <%d>: waiting for new solution\n", SCIPgetStatus(subscip));
break;
}
TERMINATE:
/* free subproblem */
SCIPfreeBufferArray(scip, &subvars);
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
/** create the extra constraint of local branching and add it to subscip */
static
SCIP_RETCODE addLocalBranchingConstraint(
SCIP* scip, /**< SCIP data structure of the original problem */
SCIP* subscip, /**< SCIP data structure of the subproblem */
SCIP_VAR** subvars, /**< variables of the subproblem */
SCIP_HEURDATA* heurdata /**< heuristic's data structure */
)
{
SCIP_CONS* cons; /* local branching constraint to create */
SCIP_VAR** consvars;
SCIP_VAR** vars;
SCIP_SOL* bestsol;
int nbinvars;
int i;
SCIP_Real lhs;
SCIP_Real rhs;
SCIP_Real* consvals;
char consname[SCIP_MAXSTRLEN];
(void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "%s_localbranchcons", SCIPgetProbName(scip));
/* get the data of the variables and the best solution */
SCIP_CALL( SCIPgetVarsData(scip, &vars, NULL, &nbinvars, NULL, NULL, NULL) );
bestsol = SCIPgetBestSol(scip);
assert( bestsol != NULL );
/* memory allocation */
SCIP_CALL( SCIPallocBufferArray(scip, &consvars, nbinvars) );
SCIP_CALL( SCIPallocBufferArray(scip, &consvals, nbinvars) );
/* set initial left and right hand sides of local branching constraint */
lhs = (SCIP_Real)heurdata->emptyneighborhoodsize + 1.0;
rhs = (SCIP_Real)heurdata->curneighborhoodsize;
/* create the distance (to incumbent) function of the binary variables */
for( i = 0; i < nbinvars; i++ )
{
SCIP_Real solval;
solval = SCIPgetSolVal(scip, bestsol, vars[i]);
assert( SCIPisFeasIntegral(scip,solval) );
/* is variable i part of the binary support of bestsol? */
if( SCIPisFeasEQ(scip,solval,1.0) )
{
consvals[i] = -1.0;
rhs -= 1.0;
lhs -= 1.0;
}
else
consvals[i] = 1.0;
consvars[i] = subvars[i];
assert( SCIPvarGetType(consvars[i]) == SCIP_VARTYPE_BINARY );
}
/* creates localbranching constraint and adds it to subscip */
SCIP_CALL( SCIPcreateConsLinear(subscip, &cons, consname, nbinvars, consvars, consvals,
lhs, rhs, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, TRUE, TRUE, FALSE) );
SCIP_CALL( SCIPaddCons(subscip, cons) );
SCIP_CALL( SCIPreleaseCons(subscip, &cons) );
/* free local memory */
SCIPfreeBufferArray(scip, &consvals);
SCIPfreeBufferArray(scip, &consvars);
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecCrossover)
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata; /* primal heuristic data */
SCIP* subscip; /* the subproblem created by crossover */
SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
SCIP_VAR** vars; /* original problem's variables */
SCIP_VAR** subvars; /* subproblem's variables */
SCIP_SOL** sols;
SCIP_Real memorylimit; /* memory limit for the subproblem */
SCIP_Real timelimit; /* time limit for the subproblem */
SCIP_Real cutoff; /* objective cutoff for the subproblem */
SCIP_Real upperbound;
SCIP_Bool success;
SCIP_Longint nstallnodes; /* node limit for the subproblem */
int* selection; /* pool of solutions crossover uses */
int nvars; /* number of original problem's variables */
int nbinvars;
int nintvars;
int nusedsols;
int i;
SCIP_RETCODE retcode;
assert(heur != NULL);
assert(scip != NULL);
assert(result != NULL);
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
nusedsols = heurdata->nusedsols;
*result = SCIP_DELAYED;
/* only call heuristic, if enough solutions are at hand */
if( SCIPgetNSols(scip) < nusedsols )
return SCIP_OKAY;
sols = SCIPgetSols(scip);
assert(sols != NULL);
/* if one good solution was found, heuristic should not be delayed any longer */
if( sols[nusedsols-1] != heurdata->prevlastsol )
{
heurdata->nextnodenumber = SCIPgetNNodes(scip);
if( sols[0] != heurdata->prevbestsol )
heurdata->nfailures = 0;
}
/* in nonrandomized mode: only recall heuristic, if at least one new good solution was found in the meantime */
else if( !heurdata->randomization )
return SCIP_OKAY;
/* if heuristic should be delayed, wait until certain number of nodes is reached */
if( SCIPgetNNodes(scip) < heurdata->nextnodenumber )
return SCIP_OKAY;
/* only call heuristic, if enough nodes were processed since last incumbent */
if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip,SCIPgetBestSol(scip)) < heurdata->nwaitingnodes
&& (SCIPgetDepth(scip) > 0 || !heurdata->dontwaitatroot) )
return SCIP_OKAY;
*result = SCIP_DIDNOTRUN;
/* calculate the maximal number of branching nodes until heuristic is aborted */
nstallnodes = (SCIP_Longint)(heurdata->nodesquot * SCIPgetNNodes(scip));
/* reward Crossover if it succeeded often */
nstallnodes = (SCIP_Longint)
(nstallnodes * (1.0 + 2.0*(SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur)+1.0)));
/* count the setup costs for the sub-MIP as 100 nodes */
nstallnodes -= 100 * SCIPheurGetNCalls(heur);
nstallnodes += heurdata->nodesofs;
/* determine the node limit for the current process */
nstallnodes -= heurdata->usednodes;
nstallnodes = MIN(nstallnodes, heurdata->maxnodes);
/* check whether we have enough nodes left to call subproblem solving */
if( nstallnodes < heurdata->minnodes )
return SCIP_OKAY;
if( SCIPisStopped(scip) )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
assert(nvars > 0);
/* check whether discrete variables are available */
if( nbinvars == 0 && nintvars == 0 )
return SCIP_OKAY;
/* initializing the subproblem */
SCIP_CALL( SCIPcreate(&subscip) );
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
success = FALSE;
if( heurdata->uselprows )
{
char probname[SCIP_MAXSTRLEN];
/* copy all plugins */
SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );
/* get name of the original problem and add the string "_crossoversub" */
(void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_crossoversub", SCIPgetProbName(scip));
/* create the subproblem */
SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );
/* copy all variables */
SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
}
else
{
SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "crossover", TRUE, FALSE, TRUE, &success) );
if( heurdata->copycuts )
{
/** copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
}
}
SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
SCIP_CALL( SCIPallocBufferArray(scip, &selection, nusedsols) );
for( i = 0; i < nvars; i++ )
subvars[i] = (SCIP_VAR*) (size_t) SCIPhashmapGetImage(varmapfw, vars[i]);
/* free hash map */
SCIPhashmapFree(&varmapfw);
success = FALSE;
/* create a new problem, which fixes variables with same value in a certain set of solutions */
SCIP_CALL( setupSubproblem(scip, subscip, subvars, selection, heurdata, &success) );
heurdata->prevbestsol = SCIPgetBestSol(scip);
heurdata->prevlastsol = sols[heurdata->nusedsols-1];
/* if creation of sub-SCIP was aborted (e.g. due to number of fixings), free sub-SCIP and abort */
if( !success )
{
*result = SCIP_DIDNOTRUN;
/* this run will be counted as a failure since no new solution tuple could be generated or the neighborhood of the
* solution was not fruitful in the sense that it was too big
*/
updateFailureStatistic(scip, heurdata);
goto TERMINATE;
}
/* do not abort subproblem on CTRL-C */
SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
/* disable output to console */
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
/* check whether there is enough time and memory left */
SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
if( !SCIPisInfinity(scip, timelimit) )
timelimit -= SCIPgetSolvingTime(scip);
SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
/* substract the memory already used by the main SCIP and the estimated memory usage of external software */
if( !SCIPisInfinity(scip, memorylimit) )
{
memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
}
/* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
goto TERMINATE;
/* set limits for the subproblem */
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nstallnodes) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
/* forbid recursive call of heuristics and separators solving subMIPs */
SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );
/* disable cutting plane separation */
SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
/* disable expensive presolving */
SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );
/* use best estimate node selection */
if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
}
/* use inference branching */
if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
}
/* disable conflict analysis */
if( !SCIPisParamFixed(subscip, "conflict/useprop") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/useinflp") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/usesb") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/usepseudo") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );
}
/* add an objective cutoff */
cutoff = SCIPinfinity(scip);
assert(!SCIPisInfinity(scip, SCIPgetUpperbound(scip)));
upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
{
cutoff = (1-heurdata->minimprove)*SCIPgetUpperbound(scip) + heurdata->minimprove*SCIPgetLowerbound(scip);
}
else
{
if( SCIPgetUpperbound ( scip ) >= 0 )
cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
else
cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
}
cutoff = MIN(upperbound, cutoff );
SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
/* permute the subproblem to increase diversification */
if( heurdata->permute )
{
SCIP_CALL( SCIPpermuteProb(subscip, (unsigned int) SCIPheurGetNCalls(heur), TRUE, TRUE, TRUE, TRUE, TRUE) );
}
/* solve the subproblem */
SCIPdebugMessage("Solve Crossover subMIP\n");
retcode = SCIPsolve(subscip);
/* Errors in solving the subproblem should not kill the overall solving process.
* Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop. */
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage(scip, "Error while solving subproblem in Crossover heuristic; sub-SCIP terminated with code <%d>\n", retcode);
}
heurdata->usednodes += SCIPgetNNodes(subscip);
/* check, whether a solution was found */
if( SCIPgetNSols(subscip) > 0 )
{
SCIP_SOL** subsols;
int nsubsols;
int solindex; /* index of the solution created by crossover */
/* check, whether a solution was found;
* due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted */
nsubsols = SCIPgetNSols(subscip);
subsols = SCIPgetSols(subscip);
success = FALSE;
solindex = -1;
for( i = 0; i < nsubsols && !success; ++i )
{
SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &solindex, &success) );
}
if( success )
{
int tmp;
assert(solindex != -1);
*result = SCIP_FOUNDSOL;
/* insert all crossings of the new solution and (nusedsols-1) of its parents into the hashtable
* in order to avoid incest ;)
*/
for( i = 0; i < nusedsols; i++ )
{
SOLTUPLE* elem;
tmp = selection[i];
selection[i] = solindex;
SCIP_CALL( createSolTuple(scip, &elem, selection, nusedsols, heurdata) );
SCIP_CALL( SCIPhashtableInsert(heurdata->hashtable, elem) );
selection[i] = tmp;
}
/* if solution was among the best ones, crossover should not be called until another good solution was found */
if( !heurdata->randomization )
{
heurdata->prevbestsol = SCIPgetBestSol(scip);
heurdata->prevlastsol = SCIPgetSols(scip)[heurdata->nusedsols-1];
}
}
/* if solution is not better then incumbent or could not be added to problem => run is counted as a failure */
if( !success || solindex != SCIPsolGetIndex(SCIPgetBestSol(scip)) )
updateFailureStatistic(scip, heurdata);
}
else
{
/* if no new solution was found, run was a failure */
updateFailureStatistic(scip, heurdata);
}
TERMINATE:
/* free subproblem */
SCIPfreeBufferArray(scip, &selection);
SCIPfreeBufferArray(scip, &subvars);
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecMutation)
{ /*lint --e{715}*/
SCIP_Longint maxnnodes;
SCIP_Longint nsubnodes; /* node limit for the subproblem */
SCIP_HEURDATA* heurdata; /* heuristic's data */
SCIP* subscip; /* the subproblem created by mutation */
SCIP_VAR** vars; /* original problem's variables */
SCIP_VAR** subvars; /* subproblem's variables */
SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
SCIP_Real cutoff; /* objective cutoff for the subproblem */
SCIP_Real maxnnodesr;
SCIP_Real memorylimit;
SCIP_Real timelimit; /* timelimit for the subproblem */
SCIP_Real upperbound;
int nvars; /* number of original problem's variables */
int i;
SCIP_Bool success;
SCIP_RETCODE retcode;
assert( heur != NULL );
assert( scip != NULL );
assert( result != NULL );
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert( heurdata != NULL );
*result = SCIP_DELAYED;
/* only call heuristic, if feasible solution is available */
if( SCIPgetNSols(scip) <= 0 )
return SCIP_OKAY;
/* only call heuristic, if the best solution comes from transformed problem */
assert( SCIPgetBestSol(scip) != NULL );
if( SCIPsolIsOriginal(SCIPgetBestSol(scip)) )
return SCIP_OKAY;
/* only call heuristic, if enough nodes were processed since last incumbent */
if( SCIPgetNNodes(scip) - SCIPgetSolNodenum(scip,SCIPgetBestSol(scip)) < heurdata->nwaitingnodes)
return SCIP_OKAY;
*result = SCIP_DIDNOTRUN;
/* only call heuristic, if discrete variables are present */
if( SCIPgetNBinVars(scip) == 0 && SCIPgetNIntVars(scip) == 0 )
return SCIP_OKAY;
/* calculate the maximal number of branching nodes until heuristic is aborted */
maxnnodesr = heurdata->nodesquot * SCIPgetNNodes(scip);
/* reward mutation if it succeeded often, count the setup costs for the sub-MIP as 100 nodes */
maxnnodesr *= 1.0 + 2.0 * (SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur) + 1.0);
maxnnodes = (SCIP_Longint) maxnnodesr - 100 * SCIPheurGetNCalls(heur);
maxnnodes += heurdata->nodesofs;
/* determine the node limit for the current process */
nsubnodes = maxnnodes - heurdata->usednodes;
nsubnodes = MIN(nsubnodes, heurdata->maxnodes);
/* check whether we have enough nodes left to call subproblem solving */
if( nsubnodes < heurdata->minnodes )
return SCIP_OKAY;
if( SCIPisStopped(scip) )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
/* initializing the subproblem */
SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
SCIP_CALL( SCIPcreate(&subscip) );
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
if( heurdata->uselprows )
{
char probname[SCIP_MAXSTRLEN];
/* copy all plugins */
SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );
/* get name of the original problem and add the string "_mutationsub" */
(void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_mutationsub", SCIPgetProbName(scip));
/* create the subproblem */
SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );
/* copy all variables */
SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
}
else
{
SCIP_Bool valid;
valid = FALSE;
SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "rens", TRUE, FALSE, TRUE, &valid) );
if( heurdata->copycuts )
{
/* copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
}
SCIPdebugMessage("Copying the SCIP instance was %s complete.\n", valid ? "" : "not ");
}
for( i = 0; i < nvars; i++ )
subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);
/* free hash map */
SCIPhashmapFree(&varmapfw);
/* create a new problem, which fixes variables with same value in bestsol and LP relaxation */
SCIP_CALL( createSubproblem(scip, subscip, subvars, heurdata->minfixingrate, &heurdata->randseed, heurdata->uselprows) );
/* do not abort subproblem on CTRL-C */
SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
/* disable output to console */
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
/* check whether there is enough time and memory left */
SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
if( !SCIPisInfinity(scip, timelimit) )
timelimit -= SCIPgetSolvingTime(scip);
SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
/* substract the memory already used by the main SCIP and the estimated memory usage of external software */
if( !SCIPisInfinity(scip, memorylimit) )
{
memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
}
/* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
goto TERMINATE;
/* set limits for the subproblem */
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nsubnodes) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
/* forbid recursive call of heuristics and separators solving subMIPs */
SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );
/* disable cutting plane separation */
SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
/* disable expensive presolving */
SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );
/* use best estimate node selection */
if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
}
/* use inference branching */
if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
}
/* disable conflict analysis */
if( !SCIPisParamFixed(subscip, "conflict/useprop") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/useinflp") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/useboundlp") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/usesb") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
}
if( !SCIPisParamFixed(subscip, "conflict/usepseudo") )
{
SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );
}
/* employ a limit on the number of enforcement rounds in the quadratic constraint handlers; this fixes the issue that
* sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
* feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
* instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no decutions shall be
* made for the original SCIP
*/
if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "constraints/quadratic/enfolplimit", 10) );
}
/* add an objective cutoff */
cutoff = SCIPinfinity(scip);
assert( !SCIPisInfinity(scip, SCIPgetUpperbound(scip)) );
upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
if( !SCIPisInfinity(scip, -1.0 * SCIPgetLowerbound(scip)) )
{
cutoff = (1-heurdata->minimprove) * SCIPgetUpperbound(scip) + heurdata->minimprove * SCIPgetLowerbound(scip);
}
else
{
if( SCIPgetUpperbound ( scip ) >= 0 )
cutoff = ( 1 - heurdata->minimprove ) * SCIPgetUpperbound ( scip );
else
cutoff = ( 1 + heurdata->minimprove ) * SCIPgetUpperbound ( scip );
}
cutoff = MIN(upperbound, cutoff );
SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
/* solve the subproblem */
SCIPdebugMessage("Solve Mutation subMIP\n");
retcode = SCIPsolve(subscip);
/* Errors in solving the subproblem should not kill the overall solving process
* Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage(scip, "Error while solving subproblem in Mutation heuristic; sub-SCIP terminated with code <%d>\n",retcode);
}
heurdata->usednodes += SCIPgetNNodes(subscip);
/* check, whether a solution was found */
if( SCIPgetNSols(subscip) > 0 )
{
SCIP_SOL** subsols;
int nsubsols;
/* check, whether a solution was found;
* due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
*/
nsubsols = SCIPgetNSols(subscip);
subsols = SCIPgetSols(subscip);
success = FALSE;
for( i = 0; i < nsubsols && !success; ++i )
{
SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
}
if( success )
*result = SCIP_FOUNDSOL;
}
TERMINATE:
/* free subproblem */
SCIPfreeBufferArray(scip, &subvars);
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
/** 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;
}
/** evalutate solution */
SCIP_RETCODE LOPevalSolution(
SCIP* scip /**< SCIP data structure */
)
{
SCIP_PROBDATA* probdata;
SCIP_VAR*** vars;
SCIP_SOL* sol;
int* outDegree;
int* indices;
int i;
int j;
int n;
/* get problem data */
probdata = SCIPgetProbData(scip);
assert( probdata != NULL );
assert( probdata->vars != NULL );
n = probdata->n;
vars = probdata->vars;
sol = SCIPgetBestSol(scip);
if ( sol == NULL )
printf("\nNo solution found.\n");
else
{
SCIP_CALL( SCIPallocBufferArray(scip, &outDegree, n) );
SCIP_CALL( SCIPallocBufferArray(scip, &indices, n) );
/* compute out-degree */
for (i = 0; i < n; ++i)
{
int deg = 0;
for (j = 0; j < n; ++j)
{
SCIP_Real val;
if (j == i)
continue;
val = SCIPgetSolVal(scip, sol, vars[i][j]);
assert( SCIPisIntegral(scip, val) );
if ( val < 0.5 )
++deg;
}
outDegree[i] = deg;
indices[i] = i;
}
/* sort such that degrees are non-decreasing */
SCIPsortIntInt(outDegree, indices, n);
/* output */
printf("\nFinal order:\n");
for (i = 0; i < n; ++i)
printf("%d ", indices[i]);
printf("\n");
SCIPfreeBufferArray(scip, &indices);
SCIPfreeBufferArray(scip, &outDegree);
}
return SCIP_OKAY;
}
