/** output method of display column to output file stream 'file' */
static
SCIP_DECL_DISPOUTPUT(SCIPdispOutputNsols)
{ /*lint --e{715}*/
SCIPinfoMessage(scip, file, "%5"SCIP_LONGINT_FORMAT, SCIPgetNSolsFound(GCGpricerGetOrigprob(scip)));
return SCIP_OKAY;
}
SolutionStatus ILPSolverSCIP::get_status() const
{
int n = 0; // There are null-pointer accesses if called in the wrong stage, which happens if resetted.
switch (SCIPgetStage(d_scip))
{
case SCIP_STAGE_TRANSFORMED: [[fallthrough]];
case SCIP_STAGE_INITPRESOLVE: [[fallthrough]];
case SCIP_STAGE_PRESOLVING: [[fallthrough]];
case SCIP_STAGE_EXITPRESOLVE: [[fallthrough]];
case SCIP_STAGE_PRESOLVED: [[fallthrough]];
case SCIP_STAGE_INITSOLVE: [[fallthrough]];
case SCIP_STAGE_SOLVING: [[fallthrough]];
case SCIP_STAGE_SOLVED: [[fallthrough]];
case SCIP_STAGE_EXITSOLVE:
n = static_cast<int>(SCIPgetNSolsFound(d_scip));
}
SolutionStatus ret = (n > 0) ? SolutionStatus::SUBOPTIMAL : SolutionStatus::NO_SOLUTION;
// Handle all possible status values. Almost all will be reduced to SUBOPTIMAL or NO_SOLUTION.
switch (SCIPgetStatus(d_scip))
{
case SCIP_STATUS_OPTIMAL: return SolutionStatus::PROVEN_OPTIMAL;
case SCIP_STATUS_INFEASIBLE: return SolutionStatus::PROVEN_INFEASIBLE;
case SCIP_STATUS_UNBOUNDED: return SolutionStatus::PROVEN_UNBOUNDED;
case SCIP_STATUS_UNKNOWN: [[fallthrough]];
case SCIP_STATUS_INFORUNBD: [[fallthrough]];
case SCIP_STATUS_NODELIMIT: [[fallthrough]];
case SCIP_STATUS_TOTALNODELIMIT: [[fallthrough]];
case SCIP_STATUS_STALLNODELIMIT: [[fallthrough]];
case SCIP_STATUS_TIMELIMIT: [[fallthrough]];
case SCIP_STATUS_MEMLIMIT: [[fallthrough]];
case SCIP_STATUS_GAPLIMIT: [[fallthrough]];
case SCIP_STATUS_SOLLIMIT: [[fallthrough]];
case SCIP_STATUS_BESTSOLLIMIT: [[fallthrough]];
case SCIP_STATUS_RESTARTLIMIT: [[fallthrough]];
case SCIP_STATUS_USERINTERRUPT: [[fallthrough]];
case SCIP_STATUS_TERMINATE: [[fallthrough]];
default: return ret;
}
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecIntdiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_LPSOLSTAT lpsolstat;
SCIP_VAR** pseudocands;
SCIP_VAR** fixcands;
SCIP_Real* fixcandscores;
SCIP_Real searchubbound;
SCIP_Real searchavgbound;
SCIP_Real searchbound;
SCIP_Real objval;
SCIP_Bool lperror;
SCIP_Bool cutoff;
SCIP_Bool backtracked;
SCIP_Longint ncalls;
SCIP_Longint nsolsfound;
SCIP_Longint nlpiterations;
SCIP_Longint maxnlpiterations;
int nfixcands;
int nbinfixcands;
int depth;
int maxdepth;
int maxdivedepth;
int divedepth;
int nextcand;
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;
/* 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, 100);
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 unfixed integer variables */
SCIP_CALL( SCIPgetPseudoBranchCands(scip, &pseudocands, &nfixcands, NULL) );
/* don't try to dive, if there are no fractional variables */
if( nfixcands == 0 )
return SCIP_OKAY;
/* calculate the objective search bound */
if( SCIPgetNSolsFound(scip) == 0 )
{
if( heurdata->maxdiveubquotnosol > 0.0 )
searchubbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveubquotnosol * (SCIPgetCutoffbound(scip) - SCIPgetLowerbound(scip));
else
searchubbound = SCIPinfinity(scip);
if( heurdata->maxdiveavgquotnosol > 0.0 )
searchavgbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveavgquotnosol * (SCIPgetAvgLowerbound(scip) - SCIPgetLowerbound(scip));
else
searchavgbound = SCIPinfinity(scip);
}
else
{
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;
*result = SCIP_DIDNOTFIND;
/* start diving */
SCIP_CALL( SCIPstartProbing(scip) );
/* enables collection of variable statistics during probing */
SCIPenableVarHistory(scip);
SCIPdebugMessage("(node %" SCIP_LONGINT_FORMAT ") executing intdiving heuristic: depth=%d, %d non-fixed, dualbound=%g, searchbound=%g\n",
SCIPgetNNodes(scip), SCIPgetDepth(scip), nfixcands, SCIPgetDualbound(scip), SCIPretransformObj(scip, searchbound));
/* copy the pseudo candidates into own array, because we want to reorder them */
SCIP_CALL( SCIPduplicateBufferArray(scip, &fixcands, pseudocands, nfixcands) );
/* sort non-fixed variables by non-increasing inference score, but prefer binaries over integers in any case */
SCIP_CALL( SCIPallocBufferArray(scip, &fixcandscores, nfixcands) );
nbinfixcands = 0;
for( c = 0; c < nfixcands; ++c )
{
SCIP_VAR* var;
SCIP_Real score;
int colveclen;
int left;
int right;
int i;
assert(c >= nbinfixcands);
var = fixcands[c];
assert(SCIPvarIsIntegral(var));
colveclen = (SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN ? SCIPcolGetNNonz(SCIPvarGetCol(var)) : 0);
if( SCIPvarIsBinary(var) )
{
score = 500.0 * SCIPvarGetNCliques(var, TRUE) + 100.0 * SCIPvarGetNImpls(var, TRUE)
+ SCIPgetVarAvgInferenceScore(scip, var) + (SCIP_Real)colveclen/100.0;
/* shift the non-binary variables one slot to the right */
for( i = c; i > nbinfixcands; --i )
{
fixcands[i] = fixcands[i-1];
fixcandscores[i] = fixcandscores[i-1];
}
/* put the new candidate into the first nbinfixcands slot */
left = 0;
right = nbinfixcands;
nbinfixcands++;
}
else
{
score = 5.0 * (SCIPvarGetNCliques(var, FALSE) + SCIPvarGetNCliques(var, TRUE))
+ SCIPvarGetNImpls(var, FALSE) + SCIPvarGetNImpls(var, TRUE) + SCIPgetVarAvgInferenceScore(scip, var)
+ (SCIP_Real)colveclen/10000.0;
/* put the new candidate in the slots after the binary candidates */
left = nbinfixcands;
right = c;
}
for( i = right; i > left && score > fixcandscores[i-1]; --i )
{
fixcands[i] = fixcands[i-1];
fixcandscores[i] = fixcandscores[i-1];
}
fixcands[i] = var;
fixcandscores[i] = score;
SCIPdebugMessage(" <%s>: ncliques=%d/%d, nimpls=%d/%d, inferencescore=%g, colveclen=%d -> score=%g\n",
SCIPvarGetName(var), SCIPvarGetNCliques(var, FALSE), SCIPvarGetNCliques(var, TRUE),
SCIPvarGetNImpls(var, FALSE), SCIPvarGetNImpls(var, TRUE), SCIPgetVarAvgInferenceScore(scip, var),
colveclen, score);
}
SCIPfreeBufferArray(scip, &fixcandscores);
/* get LP objective value */
lpsolstat = SCIP_LPSOLSTAT_OPTIMAL;
objval = SCIPgetLPObjval(scip);
/* dive as long we are in the given objective, depth and iteration limits, but if possible, we dive at least with
* the depth 10
*/
lperror = FALSE;
cutoff = FALSE;
divedepth = 0;
nextcand = 0;
while( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL
&& (divedepth < 10
|| (divedepth < maxdivedepth && heurdata->nlpiterations < maxnlpiterations && objval < searchbound))
&& !SCIPisStopped(scip) )
{
SCIP_VAR* var;
SCIP_Real bestsolval;
SCIP_Real bestfixval;
int bestcand;
SCIP_Longint nnewlpiterations;
SCIP_Longint nnewdomreds;
/* open a new probing node if this will not exceed the maximal tree depth, otherwise stop here */
if( SCIPgetDepth(scip) < SCIPgetDepthLimit(scip) )
{
SCIP_CALL( SCIPnewProbingNode(scip) );
divedepth++;
}
else
break;
nnewlpiterations = 0;
nnewdomreds = 0;
/* fix binary variable that is closest to 1 in the LP solution to 1;
* if all binary variables are fixed, fix integer variable with least fractionality in LP solution
*/
bestcand = -1;
bestsolval = -1.0;
bestfixval = 1.0;
/* look in the binary variables for fixing candidates */
for( c = nextcand; c < nbinfixcands; ++c )
{
SCIP_Real solval;
var = fixcands[c];
/* ignore already fixed variables */
if( var == NULL )
continue;
if( SCIPvarGetLbLocal(var) > 0.5 || SCIPvarGetUbLocal(var) < 0.5 )
{
fixcands[c] = NULL;
continue;
}
/* get the LP solution value */
solval = SCIPvarGetLPSol(var);
if( solval > bestsolval )
{
bestcand = c;
bestfixval = 1.0;
bestsolval = solval;
if( SCIPisGE(scip, bestsolval, 1.0) )
{
/* we found an unfixed binary variable with LP solution value of 1.0 - there cannot be a better candidate */
break;
}
else if( SCIPisLE(scip, bestsolval, 0.0) )
{
/* the variable is currently at 0.0 - this is the only situation where we want to fix it to 0.0 */
bestfixval = 0.0;
}
}
}
/* if all binary variables are fixed, look in the integer variables for a fixing candidate */
if( bestcand == -1 )
{
SCIP_Real bestfrac;
bestfrac = SCIP_INVALID;
for( c = MAX(nextcand, nbinfixcands); c < nfixcands; ++c )
{
SCIP_Real solval;
SCIP_Real frac;
var = fixcands[c];
/* ignore already fixed variables */
if( var == NULL )
continue;
if( SCIPvarGetUbLocal(var) - SCIPvarGetLbLocal(var) < 0.5 )
{
fixcands[c] = NULL;
continue;
}
/* get the LP solution value */
solval = SCIPvarGetLPSol(var);
frac = SCIPfrac(scip, solval);
/* ignore integer variables that are currently integral */
if( SCIPisFeasFracIntegral(scip, frac) )
continue;
if( frac < bestfrac )
{
bestcand = c;
bestsolval = solval;
bestfrac = frac;
bestfixval = SCIPfloor(scip, bestsolval + 0.5);
if( SCIPisZero(scip, bestfrac) )
{
/* we found an unfixed integer variable with integral LP solution value */
break;
}
}
}
}
assert(-1 <= bestcand && bestcand < nfixcands);
/* if there is no unfixed candidate left, we are done */
if( bestcand == -1 )
break;
var = fixcands[bestcand];
assert(var != NULL);
assert(SCIPvarIsIntegral(var));
assert(SCIPvarGetUbLocal(var) - SCIPvarGetLbLocal(var) > 0.5);
assert(SCIPisGE(scip, bestfixval, SCIPvarGetLbLocal(var)));
assert(SCIPisLE(scip, bestfixval, SCIPvarGetUbLocal(var)));
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], diving aborted \n",
SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var));
cutoff = TRUE;
break;
}
if( SCIPisFeasLT(scip, bestfixval, SCIPvarGetLbLocal(var)) || SCIPisFeasGT(scip, bestfixval, 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), bestfixval);
assert(backtracked);
break;
}
/* apply fixing of best candidate */
SCIPdebugMessage(" dive %d/%d, LP iter %" SCIP_LONGINT_FORMAT "/%" SCIP_LONGINT_FORMAT ", %d unfixed: var <%s>, sol=%g, oldbounds=[%g,%g], fixed to %g\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations, SCIPgetNPseudoBranchCands(scip),
SCIPvarGetName(var), bestsolval, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), bestfixval);
SCIP_CALL( SCIPfixVarProbing(scip, var, bestfixval) );
/* apply domain propagation */
SCIP_CALL( SCIPpropagateProbing(scip, 0, &cutoff, &nnewdomreds) );
if( !cutoff )
{
/* if the best candidate was just fixed to its LP value and no domain reduction was found, the LP solution
* stays valid, and the LP does not need to be resolved
*/
if( nnewdomreds > 0 || !SCIPisEQ(scip, bestsolval, bestfixval) )
{
/* 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 Intdiving 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 */
nnewlpiterations = SCIPgetNLPIterations(scip) - nlpiterations;
heurdata->nlpiterations += nnewlpiterations;
/* get LP solution status */
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) );
/* after backtracking there has to be at least one open node without exceeding the maximal tree depth */
assert(SCIPgetDepthLimit(scip) > SCIPgetDepth(scip));
SCIP_CALL( SCIPnewProbingNode(scip) );
bestfixval = SCIPvarIsBinary(var)
? 1.0 - bestfixval
: (SCIPisGT(scip, bestsolval, bestfixval) && SCIPisFeasLE(scip, bestfixval + 1, SCIPvarGetUbLocal(var)) ? bestfixval + 1 : bestfixval - 1);
backtracked = TRUE;
}
else
backtracked = FALSE;
}
while( backtracked );
if( !lperror && !cutoff && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* get new objective value */
objval = SCIPgetLPObjval(scip);
if( nnewlpiterations > 0 || !SCIPisEQ(scip, bestsolval, bestfixval) )
{
/* we must start again with the first candidate, since the LP solution changed */
nextcand = 0;
/* 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("intdiving 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;
}
}
}
else
nextcand = bestcand+1; /* continue with the next candidate in the following loop */
}
SCIPdebugMessage(" -> lpsolstat=%d, objval=%g/%g\n", lpsolstat, objval, searchbound);
}
/* free temporary memory */
SCIPfreeBufferArray(scip, &fixcands);
/* end diving */
SCIP_CALL( SCIPendProbing(scip) );
if( *result == SCIP_FOUNDSOL )
heurdata->nsuccess++;
SCIPdebugMessage("intdiving heuristic finished\n");
return SCIP_OKAY;
}
/** node selection method of node selector */
static
SCIP_DECL_NODESELSELECT(nodeselSelectBfs)
{ /*lint --e{715}*/
SCIP_NODESELDATA* nodeseldata;
int minplungedepth;
int maxplungedepth;
int plungedepth;
SCIP_Real maxplungequot;
assert(nodesel != NULL);
assert(strcmp(SCIPnodeselGetName(nodesel), NODESEL_NAME) == 0);
assert(scip != NULL);
assert(selnode != NULL);
*selnode = NULL;
/* get node selector user data */
nodeseldata = SCIPnodeselGetData(nodesel);
assert(nodeseldata != NULL);
/* calculate minimal and maximal plunging depth */
minplungedepth = nodeseldata->minplungedepth;
maxplungedepth = nodeseldata->maxplungedepth;
maxplungequot = nodeseldata->maxplungequot;
if( minplungedepth == -1 )
{
minplungedepth = SCIPgetMaxDepth(scip)/10;
if( SCIPgetNStrongbranchLPIterations(scip) > 2*SCIPgetNNodeLPIterations(scip) )
minplungedepth += 10;
if( maxplungedepth >= 0 )
minplungedepth = MIN(minplungedepth, maxplungedepth);
}
if( maxplungedepth == -1 )
maxplungedepth = SCIPgetMaxDepth(scip)/2;
maxplungedepth = MAX(maxplungedepth, minplungedepth);
/* check, if we exceeded the maximal plunging depth */
plungedepth = SCIPgetPlungeDepth(scip);
if( plungedepth > maxplungedepth )
{
/* we don't want to plunge again: select best node from the tree */
SCIPdebugMessage("plungedepth: [%d,%d], cur: %d -> abort plunging\n", minplungedepth, maxplungedepth, plungedepth);
*selnode = SCIPgetBestNode(scip);
SCIPdebugMessage(" -> best node : lower=%g\n",
*selnode != NULL ? SCIPnodeGetLowerbound(*selnode) : SCIPinfinity(scip));
}
else
{
SCIP_NODE* node;
SCIP_Real maxbound;
/* check, if plunging is forced at the current depth */
if( plungedepth < minplungedepth )
{
maxbound = SCIPinfinity(scip);
SCIPdebugMessage("plungedepth: [%d,%d], cur: %d => maxbound: infinity\n",
minplungedepth, maxplungedepth, plungedepth);
}
else
{
SCIP_Real lowerbound;
SCIP_Real cutoffbound;
/* get global lower and cutoff bound */
lowerbound = SCIPgetLowerbound(scip);
cutoffbound = SCIPgetCutoffbound(scip);
/* if we didn't find a solution yet, the cutoff bound is usually very bad:
* use only 20% of the gap as cutoff bound
*/
if( SCIPgetNSolsFound(scip) == 0 )
cutoffbound = lowerbound + 0.2 * (cutoffbound - lowerbound);
/* calculate maximal plunging bound */
maxbound = lowerbound + maxplungequot * (cutoffbound - lowerbound);
SCIPdebugMessage("plungedepth: [%d,%d], cur: %d, bounds: [%g,%g], maxbound: %g\n",
minplungedepth, maxplungedepth, plungedepth, lowerbound, cutoffbound, maxbound);
}
/* we want to plunge again: prefer children over siblings, and siblings over leaves,
* but only select a child or sibling, if its dual bound is small enough;
* prefer using nodes with higher node selection priority assigned by the branching rule
*/
node = SCIPgetPrioChild(scip);
if( node != NULL && SCIPnodeGetLowerbound(node) < maxbound )
{
*selnode = node;
SCIPdebugMessage(" -> selected prio child: lower=%g\n", SCIPnodeGetLowerbound(*selnode));
}
else
{
node = SCIPgetBestChild(scip);
if( node != NULL && SCIPnodeGetLowerbound(node) < maxbound )
{
*selnode = node;
SCIPdebugMessage(" -> selected best child: lower=%g\n", SCIPnodeGetLowerbound(*selnode));
}
else
{
node = SCIPgetPrioSibling(scip);
if( node != NULL && SCIPnodeGetLowerbound(node) < maxbound )
{
*selnode = node;
SCIPdebugMessage(" -> selected prio sibling: lower=%g\n", SCIPnodeGetLowerbound(*selnode));
}
else
{
node = SCIPgetBestSibling(scip);
if( node != NULL && SCIPnodeGetLowerbound(node) < maxbound )
{
*selnode = node;
SCIPdebugMessage(" -> selected best sibling: lower=%g\n", SCIPnodeGetLowerbound(*selnode));
}
else
{
*selnode = SCIPgetBestNode(scip);
SCIPdebugMessage(" -> selected best leaf: lower=%g\n",
*selnode != NULL ? SCIPnodeGetLowerbound(*selnode) : SCIPinfinity(scip));
}
}
}
}
}
return SCIP_OKAY;
}
/** main procedure of the zeroobj heuristic, creates and solves a sub-SCIP */
SCIP_RETCODE SCIPapplyZeroobj(
SCIP* scip, /**< original SCIP data structure */
SCIP_HEUR* heur, /**< heuristic data structure */
SCIP_RESULT* result, /**< result data structure */
SCIP_Real minimprove, /**< factor by which zeroobj should at least improve the incumbent */
SCIP_Longint nnodes /**< node limit for the subproblem */
)
{
SCIP* subscip; /* the subproblem created by zeroobj */
SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
SCIP_VAR** vars; /* original problem's variables */
SCIP_VAR** subvars; /* subproblem's variables */
SCIP_HEURDATA* heurdata; /* heuristic's private data structure */
SCIP_EVENTHDLR* eventhdlr; /* event handler for LP events */
SCIP_Real cutoff; /* objective cutoff for the subproblem */
SCIP_Real timelimit; /* time limit for zeroobj subproblem */
SCIP_Real memorylimit; /* memory limit for zeroobj subproblem */
SCIP_Real large;
int nvars; /* number of original problem's variables */
int i;
SCIP_Bool success;
SCIP_Bool valid;
SCIP_RETCODE retcode;
SCIP_SOL** subsols;
int nsubsols;
assert(scip != NULL);
assert(heur != NULL);
assert(result != NULL);
assert(nnodes >= 0);
assert(0.0 <= minimprove && minimprove <= 1.0);
*result = SCIP_DIDNOTRUN;
/* only call heuristic once at the root */
if( SCIPgetDepth(scip) <= 0 && SCIPheurGetNCalls(heur) > 0 )
return SCIP_OKAY;
/* get heuristic data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* only call the heuristic if we do not have an incumbent */
if( SCIPgetNSolsFound(scip) > 0 && heurdata->onlywithoutsol )
return SCIP_OKAY;
/* check whether there is enough time and memory left */
timelimit = 0.0;
memorylimit = 0.0;
SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
if( !SCIPisInfinity(scip, timelimit) )
timelimit -= SCIPgetSolvingTime(scip);
SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
/* substract the memory already used by the main SCIP and the estimated memory usage of external software */
if( !SCIPisInfinity(scip, memorylimit) )
{
memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
memorylimit -= SCIPgetMemExternEstim(scip)/1048576.0;
}
/* abort if no time is left or not enough memory to create a copy of SCIP, including external memory usage */
if( timelimit <= 0.0 || memorylimit <= 2.0*SCIPgetMemExternEstim(scip)/1048576.0 )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
/* get variable data */
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
/* initialize the subproblem */
SCIP_CALL( SCIPcreate(&subscip) );
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
/* different methods to create sub-problem: either copy LP relaxation or the CIP with all constraints */
valid = FALSE;
/* copy complete SCIP instance */
SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "zeroobj", TRUE, FALSE, TRUE, &valid) );
SCIPdebugMessage("Copying the SCIP instance was %s complete.\n", valid ? "" : "not ");
/* create event handler for LP events */
eventhdlr = NULL;
SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecZeroobj, NULL) );
if( eventhdlr == NULL )
{
SCIPerrorMessage("event handler for "HEUR_NAME" heuristic not found.\n");
return SCIP_PLUGINNOTFOUND;
}
/* determine large value to set variables to */
large = SCIPinfinity(scip);
if( !SCIPisInfinity(scip, 0.1 / SCIPfeastol(scip)) )
large = 0.1 / SCIPfeastol(scip);
/* get variable image and change to 0.0 in sub-SCIP */
for( i = 0; i < nvars; i++ )
{
SCIP_Real adjustedbound;
SCIP_Real lb;
SCIP_Real ub;
SCIP_Real inf;
subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);
SCIP_CALL( SCIPchgVarObj(subscip, subvars[i], 0.0) );
lb = SCIPvarGetLbGlobal(subvars[i]);
ub = SCIPvarGetUbGlobal(subvars[i]);
inf = SCIPinfinity(subscip);
/* adjust infinite bounds in order to avoid that variables with non-zero objective
* get fixed to infinite value in zeroobj subproblem
*/
if( SCIPisInfinity(subscip, ub ) )
{
adjustedbound = MAX(large, lb+large);
adjustedbound = MIN(adjustedbound, inf);
SCIP_CALL( SCIPchgVarUbGlobal(subscip, subvars[i], adjustedbound) );
}
if( SCIPisInfinity(subscip, -lb ) )
{
adjustedbound = MIN(-large, ub-large);
adjustedbound = MAX(adjustedbound, -inf);
SCIP_CALL( SCIPchgVarLbGlobal(subscip, subvars[i], adjustedbound) );
}
}
/* free hash map */
SCIPhashmapFree(&varmapfw);
/* do not abort subproblem on CTRL-C */
SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
/* disable output to console */
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
/* set limits for the subproblem */
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nnodes) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
SCIP_CALL( SCIPsetIntParam(subscip, "limits/solutions", 1) );
/* forbid recursive call of heuristics and separators solving sub-SCIPs */
SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );
/* disable expensive techniques that merely work on the dual bound */
/* disable cutting plane separation */
SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
/* disable expensive presolving */
SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );
if( !SCIPisParamFixed(subscip, "presolving/maxrounds") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "presolving/maxrounds", 50) );
}
/* use best dfs node selection */
if( SCIPfindNodesel(subscip, "dfs") != NULL && !SCIPisParamFixed(subscip, "nodeselection/dfs/stdpriority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/dfs/stdpriority", INT_MAX/4) );
}
/* use inference branching */
if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "branching/leastinf/priority", INT_MAX/4) );
}
/* employ a limit on the number of enforcement rounds in the quadratic constraint handler; this fixes the issue that
* sometimes the quadratic constraint handler needs hundreds or thousands of enforcement rounds to determine the
* feasibility status of a single node without fractional branching candidates by separation (namely for uflquad
* instances); however, the solution status of the sub-SCIP might get corrupted by this; hence no deductions shall be
* made for the original SCIP
*/
if( SCIPfindConshdlr(subscip, "quadratic") != NULL && !SCIPisParamFixed(subscip, "constraints/quadratic/enfolplimit") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "constraints/quadratic/enfolplimit", 10) );
}
/* disable feaspump and fracdiving */
if( !SCIPisParamFixed(subscip, "heuristics/feaspump/freq") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/feaspump/freq", -1) );
}
if( !SCIPisParamFixed(subscip, "heuristics/fracdiving/freq") )
{
SCIP_CALL( SCIPsetIntParam(subscip, "heuristics/fracdiving/freq", -1) );
}
/* restrict LP iterations */
SCIP_CALL( SCIPsetLongintParam(subscip, "lp/iterlim", 2*heurdata->maxlpiters / MAX(1,nnodes)) );
SCIP_CALL( SCIPsetLongintParam(subscip, "lp/rootiterlim", heurdata->maxlpiters) );
#ifdef SCIP_DEBUG
/* for debugging zeroobj, enable MIP output */
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 5) );
SCIP_CALL( SCIPsetIntParam(subscip, "display/freq", 100000000) );
#endif
/* if there is already a solution, add an objective cutoff */
if( SCIPgetNSols(scip) > 0 )
{
SCIP_Real upperbound;
SCIP_CONS* origobjcons;
#ifndef NDEBUG
int nobjvars;
nobjvars = 0;
#endif
cutoff = SCIPinfinity(scip);
assert( !SCIPisInfinity(scip,SCIPgetUpperbound(scip)) );
upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);
if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
{
cutoff = (1-minimprove)*SCIPgetUpperbound(scip) + minimprove*SCIPgetLowerbound(scip);
}
else
{
if( SCIPgetUpperbound(scip) >= 0 )
cutoff = ( 1 - minimprove ) * SCIPgetUpperbound ( scip );
else
cutoff = ( 1 + minimprove ) * SCIPgetUpperbound ( scip );
}
cutoff = MIN(upperbound, cutoff);
SCIP_CALL( SCIPcreateConsLinear(subscip, &origobjcons, "objbound_of_origscip", 0, NULL, NULL, -SCIPinfinity(subscip), cutoff,
TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
for( i = 0; i < nvars; ++i)
{
if( !SCIPisFeasZero(subscip, SCIPvarGetObj(vars[i])) )
{
SCIP_CALL( SCIPaddCoefLinear(subscip, origobjcons, subvars[i], SCIPvarGetObj(vars[i])) );
#ifndef NDEBUG
nobjvars++;
#endif
}
}
SCIP_CALL( SCIPaddCons(subscip, origobjcons) );
SCIP_CALL( SCIPreleaseCons(subscip, &origobjcons) );
assert(nobjvars == SCIPgetNObjVars(scip));
}
/* catch LP events of sub-SCIP */
SCIP_CALL( SCIPtransformProb(subscip) );
SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_NODESOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
SCIPdebugMessage("solving subproblem: nnodes=%"SCIP_LONGINT_FORMAT"\n", nnodes);
retcode = SCIPsolve(subscip);
/* drop LP events of sub-SCIP */
SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_NODESOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
/* errors in solving the subproblem should not kill the overall solving process;
* hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage(scip, "Error while solving subproblem in zeroobj heuristic; sub-SCIP terminated with code <%d>\n",retcode);
}
/* check, whether a solution was found;
* due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
*/
nsubsols = SCIPgetNSols(subscip);
subsols = SCIPgetSols(subscip);
success = FALSE;
for( i = 0; i < nsubsols && (!success || heurdata->addallsols); ++i )
{
SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
if( success )
*result = SCIP_FOUNDSOL;
}
#ifdef SCIP_DEBUG
SCIP_CALL( SCIPprintStatistics(subscip, NULL) );
#endif
/* free subproblem */
SCIPfreeBufferArray(scip, &subvars);
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecActconsdiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_LPSOLSTAT lpsolstat;
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 frac;
SCIP_Real bestfrac;
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;
SCIP_Real actscore;
SCIP_Real downscore;
SCIP_Real upscore;
SCIP_Real bestactscore;
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;
/* 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( SCIPgetNSolsFound(scip) == 0 )
{
if( heurdata->maxdiveubquotnosol > 0.0 )
searchubbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveubquotnosol * (SCIPgetCutoffbound(scip) - SCIPgetLowerbound(scip));
else
searchubbound = SCIPinfinity(scip);
if( heurdata->maxdiveavgquotnosol > 0.0 )
searchavgbound = SCIPgetLowerbound(scip)
+ heurdata->maxdiveavgquotnosol * (SCIPgetAvgLowerbound(scip) - SCIPgetLowerbound(scip));
else
searchavgbound = SCIPinfinity(scip);
}
else
{
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;
*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 actconsdiving heuristic: depth=%d, %d fractionals, dualbound=%g, avgbound=%g, cutoffbound=%g, searchbound=%g\n",
SCIPgetNNodes(scip), SCIPgetDepth(scip), nlpcands, SCIPgetDualbound(scip), SCIPgetAvgDualbound(scip),
SCIPretransformObj(scip, SCIPgetCutoffbound(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) )
{
divedepth++;
SCIP_CALL( SCIPnewProbingNode(scip) );
/* choose variable fixing:
* - prefer variables that may not be rounded without destroying LP feasibility:
* - of these variables, round variable with least number of locks in corresponding direction
* - if all remaining fractional variables may be rounded without destroying LP feasibility:
* - round variable with least number of locks in opposite of its feasible rounding direction
*/
bestcand = -1;
bestactscore = -1.0;
bestfrac = SCIP_INVALID;
bestcandmayrounddown = TRUE;
bestcandmayroundup = TRUE;
bestcandroundup = FALSE;
for( c = 0; c < nlpcands; ++c )
{
var = lpcands[c];
mayrounddown = SCIPvarMayRoundDown(var);
mayroundup = SCIPvarMayRoundUp(var);
frac = lpcandsfrac[c];
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 the fractionality
* - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
* the current fractional solution
*/
if( mayrounddown && mayroundup )
roundup = (frac > 0.5);
else
roundup = mayrounddown;
if( roundup )
frac = 1.0 - frac;
actscore = getNActiveConsScore(scip, var, &downscore, &upscore);
/* penalize too small fractions */
if( frac < 0.01 )
actscore *= 0.01;
/* prefer decisions on binary variables */
if( !SCIPvarIsBinary(var) )
actscore *= 0.01;
/* check, if candidate is new best candidate */
assert(0.0 < frac && frac < 1.0);
if( SCIPisGT(scip, actscore, bestactscore) || (SCIPisGE(scip, actscore, bestactscore) && frac < bestfrac) )
{
bestcand = c;
bestactscore = actscore;
bestfrac = frac;
bestcandmayrounddown = mayrounddown;
bestcandmayroundup = mayroundup;
bestcandroundup = roundup;
}
}
}
else
{
/* the candidate may not be rounded */
actscore = getNActiveConsScore(scip, var, &downscore, &upscore);
roundup = (downscore < upscore);
if( roundup )
frac = 1.0 - frac;
/* penalize too small fractions */
if( frac < 0.01 )
actscore *= 0.01;
/* prefer decisions on binary variables */
if( !SCIPvarIsBinary(var) )
actscore *= 0.01;
/* check, if candidate is new best candidate: prefer unroundable candidates in any case */
assert(0.0 < frac && frac < 1.0);
if( bestcandmayrounddown || bestcandmayroundup || SCIPisGT(scip, actscore, bestactscore) ||
(SCIPisGE(scip, actscore, bestactscore) && frac < bestfrac) )
{
bestcand = c;
bestactscore = actscore;
bestfrac = frac;
bestcandmayrounddown = FALSE;
bestcandmayroundup = FALSE;
bestcandroundup = roundup;
}
assert(bestfrac < SCIP_INVALID);
}
}
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("actconsdiving 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;
}
}
}
assert(bestcand != -1);
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, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], 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, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var),
SCIPvarGetLbLocal(var), SCIPfeasFloor(scip, lpcandssol[bestcand]));
SCIP_CALL( SCIPchgVarUbProbing(scip, lpcands[bestcand], 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 Actconsdiving 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/%g, nfrac=%d\n", lpsolstat, objval, searchbound, 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("actconsdiving 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) );
if( *result == SCIP_FOUNDSOL )
heurdata->nsuccess++;
SCIPdebugMessage("(node %"SCIP_LONGINT_FORMAT") finished actconsdiving heuristic: %d fractionals, dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT", objval=%g/%g, lpsolstat=%d, cutoff=%u\n",
SCIPgetNNodes(scip), nlpcands, divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
SCIPretransformObj(scip, objval), SCIPretransformObj(scip, searchbound), lpsolstat, cutoff);
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecObjpscostdiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_LPSOLSTAT lpsolstat;
SCIP_VAR* var;
SCIP_VAR** lpcands;
SCIP_Real* lpcandssol;
SCIP_Real* lpcandsfrac;
SCIP_Real primsol;
SCIP_Real frac;
SCIP_Real pscostquot;
SCIP_Real bestpscostquot;
SCIP_Real oldobj;
SCIP_Real newobj;
SCIP_Real objscale;
SCIP_Bool bestcandmayrounddown;
SCIP_Bool bestcandmayroundup;
SCIP_Bool bestcandroundup;
SCIP_Bool mayrounddown;
SCIP_Bool mayroundup;
SCIP_Bool roundup;
SCIP_Bool lperror;
SCIP_Longint ncalls;
SCIP_Longint nsolsfound;
SCIP_Longint nlpiterations;
SCIP_Longint maxnlpiterations;
int* roundings;
int nvars;
int varidx;
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;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* only apply heuristic, if only a few solutions have been found */
if( heurdata->maxsols >= 0 && SCIPgetNSolsFound(scip) >= heurdata->maxsols )
return SCIP_OKAY;
/* 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 maximal diving depth */
nvars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
if( SCIPgetNSolsFound(scip) == 0 )
maxdivedepth = (int)(heurdata->depthfacnosol * nvars);
else
maxdivedepth = (int)(heurdata->depthfac * nvars);
maxdivedepth = MIN(maxdivedepth, 10*maxdepth);
*result = SCIP_DIDNOTFIND;
/* get temporary memory for remembering the current soft roundings */
SCIP_CALL( SCIPallocBufferArray(scip, &roundings, nvars) );
BMSclearMemoryArray(roundings, nvars);
/* start diving */
SCIP_CALL( SCIPstartDive(scip) );
SCIPdebugMessage("(node %"SCIP_LONGINT_FORMAT") executing objpscostdiving heuristic: depth=%d, %d fractionals, dualbound=%g, maxnlpiterations=%"SCIP_LONGINT_FORMAT", maxdivedepth=%d\n",
SCIPgetNNodes(scip), SCIPgetDepth(scip), nlpcands, SCIPgetDualbound(scip), maxnlpiterations, maxdivedepth);
/* dive as long we are in the given diving depth and iteration limits and fractional variables exist, but
* - if the last objective change was in a direction, that corresponds to a feasible rounding, we continue in any case
* - 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;
lpsolstat = SCIP_LPSOLSTAT_OPTIMAL;
divedepth = 0;
bestcandmayrounddown = FALSE;
bestcandmayroundup = FALSE;
startnlpcands = nlpcands;
while( !lperror && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL && nlpcands > 0
&& (divedepth < 10
|| nlpcands <= startnlpcands - divedepth/2
|| (divedepth < maxdivedepth && nlpcands <= startnlpcands - divedepth/10
&& heurdata->nlpiterations < maxnlpiterations)) && !SCIPisStopped(scip) )
{
SCIP_RETCODE retcode;
divedepth++;
/* choose variable for objective change:
* - prefer variables that may not be rounded without destroying LP feasibility:
* - of these variables, change objective value of variable with largest rel. difference of pseudo cost values
* - if all remaining fractional variables may be rounded without destroying LP feasibility:
* - change objective value of variable with largest rel. difference of pseudo cost values
*/
bestcand = -1;
bestpscostquot = -1.0;
bestcandmayrounddown = TRUE;
bestcandmayroundup = TRUE;
bestcandroundup = FALSE;
for( c = 0; c < nlpcands; ++c )
{
var = lpcands[c];
mayrounddown = SCIPvarMayRoundDown(var);
mayroundup = SCIPvarMayRoundUp(var);
primsol = lpcandssol[c];
frac = lpcandsfrac[c];
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 the pseudo cost values
* - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
* the current fractional solution
*/
roundup = FALSE;
if( mayrounddown && mayroundup )
calcPscostQuot(scip, var, primsol, frac, 0, &pscostquot, &roundup);
else if( mayrounddown )
calcPscostQuot(scip, var, primsol, frac, +1, &pscostquot, &roundup);
else
calcPscostQuot(scip, var, primsol, frac, -1, &pscostquot, &roundup);
/* prefer variables, that have already been soft rounded but failed to get integral */
varidx = SCIPvarGetProbindex(var);
assert(0 <= varidx && varidx < nvars);
if( roundings[varidx] != 0 )
pscostquot *= 1000.0;
/* check, if candidate is new best candidate */
if( pscostquot > bestpscostquot )
{
bestcand = c;
bestpscostquot = pscostquot;
bestcandmayrounddown = mayrounddown;
bestcandmayroundup = mayroundup;
bestcandroundup = roundup;
}
}
}
else
{
/* the candidate may not be rounded: calculate pseudo cost quotient and preferred direction */
calcPscostQuot(scip, var, primsol, frac, 0, &pscostquot, &roundup);
/* prefer variables, that have already been soft rounded but failed to get integral */
varidx = SCIPvarGetProbindex(var);
assert(0 <= varidx && varidx < nvars);
if( roundings[varidx] != 0 )
pscostquot *= 1000.0;
/* check, if candidate is new best candidate: prefer unroundable candidates in any case */
if( bestcandmayrounddown || bestcandmayroundup || pscostquot > bestpscostquot )
{
bestcand = c;
bestpscostquot = pscostquot;
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("objpscostdiving 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];
/* check, if the best candidate was already subject to soft rounding */
varidx = SCIPvarGetProbindex(var);
assert(0 <= varidx && varidx < nvars);
if( roundings[varidx] == +1 )
{
/* variable was already soft rounded upwards: hard round it downwards */
SCIP_CALL( SCIPchgVarUbDive(scip, var, SCIPfeasFloor(scip, lpcandssol[bestcand])) );
SCIPdebugMessage(" dive %d/%d: var <%s>, round=%u/%u, sol=%g, was already soft rounded upwards -> bounds=[%g,%g]\n",
divedepth, maxdivedepth, SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], SCIPgetVarLbDive(scip, var), SCIPgetVarUbDive(scip, var));
}
else if( roundings[varidx] == -1 )
{
/* variable was already soft rounded downwards: hard round it upwards */
SCIP_CALL( SCIPchgVarLbDive(scip, var, SCIPfeasCeil(scip, lpcandssol[bestcand])) );
SCIPdebugMessage(" dive %d/%d: var <%s>, round=%u/%u, sol=%g, was already soft rounded downwards -> bounds=[%g,%g]\n",
divedepth, maxdivedepth, SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], SCIPgetVarLbDive(scip, var), SCIPgetVarUbDive(scip, var));
}
else
{
assert(roundings[varidx] == 0);
/* apply soft rounding of best candidate via a change in the objective value */
objscale = divedepth * 1000.0;
oldobj = SCIPgetVarObjDive(scip, var);
if( bestcandroundup )
{
/* soft round variable up: make objective value (more) negative */
if( oldobj < 0.0 )
newobj = objscale * oldobj;
else
newobj = -objscale * oldobj;
newobj = MIN(newobj, -objscale);
/* remember, that this variable was soft rounded upwards */
roundings[varidx] = +1;
}
else
{
/* soft round variable down: make objective value (more) positive */
if( oldobj > 0.0 )
newobj = objscale * oldobj;
else
newobj = -objscale * oldobj;
newobj = MAX(newobj, objscale);
/* remember, that this variable was soft rounded downwards */
roundings[varidx] = -1;
}
SCIP_CALL( SCIPchgVarObjDive(scip, var, newobj) );
SCIPdebugMessage(" dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT": var <%s>, round=%u/%u, sol=%g, bounds=[%g,%g], obj=%g, newobj=%g\n",
divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations,
SCIPvarGetName(var), bestcandmayrounddown, bestcandmayroundup,
lpcandssol[bestcand], SCIPgetVarLbDive(scip, var), SCIPgetVarUbDive(scip, var), oldobj, newobj);
}
/* resolve the diving LP */
nlpiterations = SCIPgetNLPIterations(scip);
retcode = SCIPsolveDiveLP(scip, MAX((int)(maxnlpiterations - heurdata->nlpiterations), MINLPITER), &lperror, NULL);
lpsolstat = SCIPgetLPSolstat(scip);
/* 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.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
if( lpsolstat != SCIP_LPSOLSTAT_UNBOUNDEDRAY )
{
SCIP_CALL( retcode );
}
#endif
SCIPwarningMessage(scip, "Error while solving LP in Objpscostdiving heuristic; LP solve terminated with code <%d>\n", retcode);
SCIPwarningMessage(scip, "This does not affect the remaining solution procedure --> continue\n");
}
if( lperror )
break;
/* update iteration count */
heurdata->nlpiterations += SCIPgetNLPIterations(scip) - nlpiterations;
/* get LP solution status and fractional variables, that should be integral */
if( lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
/* get new fractional variables */
SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, &lpcandsfrac, &nlpcands, NULL, NULL) );
}
SCIPdebugMessage(" -> lpsolstat=%d, nfrac=%d\n", lpsolstat, nlpcands);
}
/* check if a solution has been found */
if( nlpcands == 0 && !lperror && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* create solution from diving LP */
SCIP_CALL( SCIPlinkLPSol(scip, heurdata->sol) );
SCIPdebugMessage("objpscostdiving 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( SCIPendDive(scip) );
if( *result == SCIP_FOUNDSOL )
heurdata->nsuccess++;
/* free temporary memory for remembering the current soft roundings */
SCIPfreeBufferArray(scip, &roundings);
SCIPdebugMessage("objpscostdiving heuristic finished\n");
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecRootsoldiving) /*lint --e{715}*/
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_VAR** vars;
SCIP_Real* rootsol;
SCIP_Real* objchgvals;
int* softroundings;
int* intvalrounds;
int nvars;
int nbinvars;
int nintvars;
int nlpcands;
SCIP_LPSOLSTAT lpsolstat;
SCIP_Real absstartobjval;
SCIP_Real objstep;
SCIP_Real alpha;
SCIP_Real oldobj;
SCIP_Real newobj;
SCIP_Bool lperror;
SCIP_Bool lpsolchanged;
SCIP_Longint nsolsfound;
SCIP_Longint ncalls;
SCIP_Longint nlpiterations;
SCIP_Longint maxnlpiterations;
int depth;
int maxdepth;
int maxdivedepth;
int divedepth;
int startnlpcands;
int ncycles;
int i;
assert(heur != NULL);
assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
assert(scip != NULL);
assert(result != NULL);
assert(SCIPhasCurrentNodeLP(scip));
*result = SCIP_DELAYED;
/* 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 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;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* only apply heuristic, if only a few solutions have been found */
if( heurdata->maxsols >= 0 && SCIPgetNSolsFound(scip) >= heurdata->maxsols )
return SCIP_OKAY;
/* 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 number of fractional variables, that should be integral */
nlpcands = SCIPgetNLPBranchCands(scip);
/* don't try to dive, if there are no fractional variables */
if( nlpcands == 0 )
return SCIP_OKAY;
/* calculate the maximal diving depth */
nvars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip);
if( SCIPgetNSolsFound(scip) == 0 )
maxdivedepth = (int)(heurdata->depthfacnosol * nvars);
else
maxdivedepth = (int)(heurdata->depthfac * nvars);
maxdivedepth = MAX(maxdivedepth, 10);
*result = SCIP_DIDNOTFIND;
/* get all variables of LP */
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, &nintvars, NULL, NULL) );
/* get root solution value of all binary and integer variables */
SCIP_CALL( SCIPallocBufferArray(scip, &rootsol, nbinvars + nintvars) );
for( i = 0; i < nbinvars + nintvars; i++ )
rootsol[i] = SCIPvarGetRootSol(vars[i]);
/* get current LP objective value, and calculate length of a single step in an objective coefficient */
absstartobjval = SCIPgetLPObjval(scip);
absstartobjval = ABS(absstartobjval);
absstartobjval = MAX(absstartobjval, 1.0);
objstep = absstartobjval / 10.0;
/* initialize array storing the preferred soft rounding directions and counting the integral value rounds */
SCIP_CALL( SCIPallocBufferArray(scip, &softroundings, nbinvars + nintvars) );
BMSclearMemoryArray(softroundings, nbinvars + nintvars);
SCIP_CALL( SCIPallocBufferArray(scip, &intvalrounds, nbinvars + nintvars) );
BMSclearMemoryArray(intvalrounds, nbinvars + nintvars);
/* allocate temporary memory for buffering objective changes */
SCIP_CALL( SCIPallocBufferArray(scip, &objchgvals, nbinvars + nintvars) );
/* start diving */
SCIP_CALL( SCIPstartDive(scip) );
SCIPdebugMessage("(node %"SCIP_LONGINT_FORMAT") executing rootsoldiving heuristic: depth=%d, %d fractionals, dualbound=%g, maxnlpiterations=%"SCIP_LONGINT_FORMAT", maxdivedepth=%d, LPobj=%g, objstep=%g\n",
SCIPgetNNodes(scip), SCIPgetDepth(scip), nlpcands, SCIPgetDualbound(scip), maxnlpiterations, maxdivedepth,
SCIPgetLPObjval(scip), objstep);
lperror = FALSE;
divedepth = 0;
lpsolstat = SCIP_LPSOLSTAT_OPTIMAL;
alpha = heurdata->alpha;
ncycles = 0;
lpsolchanged = TRUE;
startnlpcands = nlpcands;
while( !lperror && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL && nlpcands > 0 && ncycles < 10
&& (divedepth < 10
|| nlpcands <= startnlpcands - divedepth/2
|| (divedepth < maxdivedepth && heurdata->nlpiterations < maxnlpiterations))
&& !SCIPisStopped(scip) )
{
SCIP_Bool success;
int hardroundingidx;
int hardroundingdir;
SCIP_Real hardroundingoldbd;
SCIP_Real hardroundingnewbd;
SCIP_Bool boundschanged;
SCIP_RETCODE retcode;
/* 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("rootsoldiving 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;
}
}
divedepth++;
hardroundingidx = -1;
hardroundingdir = 0;
hardroundingoldbd = 0.0;
hardroundingnewbd = 0.0;
boundschanged = FALSE;
SCIPdebugMessage("dive %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT":\n", divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations);
/* round solution x* from diving LP:
* - x~_j = down(x*_j) if x*_j is integer or binary variable and x*_j <= root solution_j
* - x~_j = up(x*_j) if x*_j is integer or binary variable and x*_j > root solution_j
* - x~_j = x*_j if x*_j is continuous variable
* change objective function in diving LP:
* - if x*_j is integral, or j is a continuous variable, set obj'_j = alpha * obj_j
* - otherwise, set obj'_j = alpha * obj_j + sign(x*_j - x~_j)
*/
for( i = 0; i < nbinvars + nintvars; i++ )
{
SCIP_VAR* var;
SCIP_Real solval;
var = vars[i];
oldobj = SCIPgetVarObjDive(scip, var);
newobj = oldobj;
solval = SCIPvarGetLPSol(var);
if( SCIPisFeasIntegral(scip, solval) )
{
/* if the variable became integral after a soft rounding, count the rounds; after a while, fix it to its
* current integral value;
* otherwise, fade out the objective value
*/
if( softroundings[i] != 0 && lpsolchanged )
{
intvalrounds[i]++;
if( intvalrounds[i] == 5 && SCIPgetVarLbDive(scip, var) < SCIPgetVarUbDive(scip, var) - 0.5 )
{
/* use exact integral value, if the variable is only integral within numerical tolerances */
solval = SCIPfloor(scip, solval+0.5);
SCIPdebugMessage(" -> fixing <%s> = %g\n", SCIPvarGetName(var), solval);
SCIP_CALL( SCIPchgVarLbDive(scip, var, solval) );
SCIP_CALL( SCIPchgVarUbDive(scip, var, solval) );
boundschanged = TRUE;
}
}
else
newobj = alpha * oldobj;
}
else if( solval <= rootsol[i] )
{
/* if the variable was soft rounded most of the time downwards, round it downwards by changing the bounds;
* otherwise, apply soft rounding by changing the objective value
*/
softroundings[i]--;
if( softroundings[i] <= -10 && hardroundingidx == -1 )
{
SCIPdebugMessage(" -> hard rounding <%s>[%g] <= %g\n",
SCIPvarGetName(var), solval, SCIPfeasFloor(scip, solval));
hardroundingidx = i;
hardroundingdir = -1;
hardroundingoldbd = SCIPgetVarUbDive(scip, var);
hardroundingnewbd = SCIPfeasFloor(scip, solval);
SCIP_CALL( SCIPchgVarUbDive(scip, var, hardroundingnewbd) );
boundschanged = TRUE;
}
else
newobj = alpha * oldobj + objstep;
}
else
{
/* if the variable was soft rounded most of the time upwards, round it upwards by changing the bounds;
* otherwise, apply soft rounding by changing the objective value
*/
softroundings[i]++;
if( softroundings[i] >= +10 && hardroundingidx == -1 )
{
SCIPdebugMessage(" -> hard rounding <%s>[%g] >= %g\n",
SCIPvarGetName(var), solval, SCIPfeasCeil(scip, solval));
hardroundingidx = i;
hardroundingdir = +1;
hardroundingoldbd = SCIPgetVarLbDive(scip, var);
hardroundingnewbd = SCIPfeasCeil(scip, solval);
SCIP_CALL( SCIPchgVarLbDive(scip, var, hardroundingnewbd) );
boundschanged = TRUE;
}
else
newobj = alpha * oldobj - objstep;
}
/* remember the objective change */
objchgvals[i] = newobj;
}
/* apply objective changes if there was no bound change */
if( !boundschanged )
{
/* apply cached changes on integer variables */
for( i = 0; i < nbinvars + nintvars; ++i )
{
SCIP_VAR* var;
var = vars[i];
SCIPdebugMessage(" -> i=%d var <%s>, solval=%g, rootsol=%g, oldobj=%g, newobj=%g\n",
i, SCIPvarGetName(var), SCIPvarGetLPSol(var), rootsol[i], SCIPgetVarObjDive(scip, var), objchgvals[i]);
SCIP_CALL( SCIPchgVarObjDive(scip, var, objchgvals[i]) );
}
/* fade out the objective values of the continuous variables */
for( i = nbinvars + nintvars; i < nvars; i++ )
{
SCIP_VAR* var;
var = vars[i];
oldobj = SCIPgetVarObjDive(scip, var);
newobj = alpha * oldobj;
SCIPdebugMessage(" -> i=%d var <%s>, solval=%g, oldobj=%g, newobj=%g\n",
i, SCIPvarGetName(var), SCIPvarGetLPSol(var), oldobj, newobj);
SCIP_CALL( SCIPchgVarObjDive(scip, var, newobj) );
}
}
SOLVEAGAIN:
/* resolve the diving LP */
nlpiterations = SCIPgetNLPIterations(scip);
retcode = SCIPsolveDiveLP(scip, MAX((int)(maxnlpiterations - heurdata->nlpiterations), MINLPITER), &lperror);
lpsolstat = SCIPgetLPSolstat(scip);
/* 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.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
if( lpsolstat != SCIP_LPSOLSTAT_UNBOUNDEDRAY )
{
SCIP_CALL( retcode );
}
#endif
SCIPwarningMessage(scip, "Error while solving LP in Rootsoldiving heuristic; LP solve terminated with code <%d>\n", retcode);
SCIPwarningMessage(scip, "This does not affect the remaining solution procedure --> continue\n");
}
if( lperror )
break;
/* update iteration count */
heurdata->nlpiterations += SCIPgetNLPIterations(scip) - nlpiterations;
/* if no LP iterations were performed, we stayed at the same solution -> count this cycling */
lpsolchanged = (SCIPgetNLPIterations(scip) != nlpiterations);
if( lpsolchanged )
ncycles = 0;
else if( !boundschanged ) /* do not count if integral variables have been fixed */
ncycles++;
/* get LP solution status and number of fractional variables, that should be integral */
if( lpsolstat == SCIP_LPSOLSTAT_INFEASIBLE && hardroundingidx != -1 )
{
SCIP_VAR* var;
var = vars[hardroundingidx];
/* round the hard rounded variable to the opposite direction and resolve the LP */
if( hardroundingdir == -1 )
{
SCIPdebugMessage(" -> opposite hard rounding <%s> >= %g\n", SCIPvarGetName(var), hardroundingnewbd + 1.0);
SCIP_CALL( SCIPchgVarUbDive(scip, var, hardroundingoldbd) );
SCIP_CALL( SCIPchgVarLbDive(scip, var, hardroundingnewbd + 1.0) );
}
else
{
SCIPdebugMessage(" -> opposite hard rounding <%s> <= %g\n", SCIPvarGetName(var), hardroundingnewbd - 1.0);
SCIP_CALL( SCIPchgVarLbDive(scip, var, hardroundingoldbd) );
SCIP_CALL( SCIPchgVarUbDive(scip, var, hardroundingnewbd - 1.0) );
}
hardroundingidx = -1;
goto SOLVEAGAIN;
}
if( lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
nlpcands = SCIPgetNLPBranchCands(scip);
SCIPdebugMessage(" -> lpsolstat=%d, nfrac=%d\n", lpsolstat, nlpcands);
}
SCIPdebugMessage("---> diving finished: lpsolstat = %d, depth %d/%d, LP iter %"SCIP_LONGINT_FORMAT"/%"SCIP_LONGINT_FORMAT"\n",
lpsolstat, divedepth, maxdivedepth, heurdata->nlpiterations, maxnlpiterations);
/* check if a solution has been found */
if( nlpcands == 0 && !lperror && lpsolstat == SCIP_LPSOLSTAT_OPTIMAL )
{
SCIP_Bool success;
/* create solution from diving LP */
SCIP_CALL( SCIPlinkLPSol(scip, heurdata->sol) );
SCIPdebugMessage("rootsoldiving 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( SCIPendDive(scip) );
if( *result == SCIP_FOUNDSOL )
heurdata->nsuccess++;
/* free temporary memory */
SCIPfreeBufferArray(scip, &objchgvals);
SCIPfreeBufferArray(scip, &intvalrounds);
SCIPfreeBufferArray(scip, &softroundings);
SCIPfreeBufferArray(scip, &rootsol);
SCIPdebugMessage("rootsoldiving heuristic finished\n");
return SCIP_OKAY;
}