/** tries to insert the facet obtained from facet i flipped in component j into the list of the fmax nearest facets */
static
void tryToInsert(
SCIP* scip, /**< SCIP data structure */
SCIP_Bool** facets, /**< facets got so far */
SCIP_Real* lambda, /**< distances of the facets */
int i, /**< current facet */
int j, /**< component to flip */
int f_max, /**< maximal number of facets to create */
int nsubspacevars, /**< dimension of the fractional space */
SCIP_Real lam, /**< distance of the current facet */
int* nfacets /**< number of facets */
)
{
SCIP_Bool* lastfacet;
int k;
assert(scip != NULL);
assert(facets != NULL);
assert(lambda != NULL);
assert(nfacets != NULL);
if( SCIPisFeasLE(scip, lam, 0.0) || SCIPisFeasGE(scip, lam, lambda[f_max-1]) )
return;
lastfacet = facets[f_max];
/* shifting lam through lambda, lambda keeps increasingly sorted */
for( k = f_max; k > 0 && SCIPisFeasGT(scip, lambda[k-1], lam); --k )
{
lambda[k] = lambda[k-1];
facets[k] = facets[k-1];
}
assert(i < k && k < f_max );
/* inserting new facet into list, new facet is facet at position i flipped in coordinate j, new distance lam */
facets[k] = lastfacet;
lambda[k] = lam;
/*lint --e{866}*/
BMScopyMemoryArray(facets[k], facets[i], nsubspacevars);
facets[k][j] = !facets[k][j];
(*nfacets)++;
}
/** update the variables current lower and upper bound */
static
void heurdataUpdateCurrentBounds(
SCIP* scip, /**< SCIP data structure */
SCIP_HEURDATA* heurdata, /**< heuristic data */
SCIP_VAR* var /**< the variable to update current bounds */
)
{
int varindex;
SCIP_Real lblocal;
SCIP_Real ublocal;
assert(var != NULL);
varindex = SCIPvarGetProbindex(var);
assert(0 <= varindex && varindex < heurdata->varpossmemsize);
lblocal = SCIPvarGetLbLocal(var);
ublocal = SCIPvarGetUbLocal(var);
assert(SCIPisFeasLE(scip, lblocal, ublocal));
heurdata->currentlbs[varindex] = lblocal;
heurdata->currentubs[varindex] = ublocal;
}
/** 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;
}
/** checks if a given branching candidate is better than a previous one and updates the best branching candidate accordingly */
static
SCIP_RETCODE updateBestCandidate(
SCIP* scip, /**< SCIP data structure */
SCIP_BRANCHRULEDATA* branchruledata, /**< branching rule data */
SCIP_VAR** bestvar, /**< best branching candidate */
SCIP_Real* bestbrpoint, /**< branching point for best branching candidate */
SCIP_Real* bestscore, /**< score of best branching candidate */
SCIP_VAR* cand, /**< branching candidate to consider */
SCIP_Real candscoremin, /**< minimal score of branching candidate */
SCIP_Real candscoremax, /**< maximal score of branching candidate */
SCIP_Real candscoresum, /**< sum of scores of branching candidate */
SCIP_Real candsol /**< proposed branching point of branching candidate */
)
{
SCIP_Real candbrpoint;
SCIP_Real branchscore;
SCIP_Real deltaminus;
SCIP_Real deltaplus;
SCIP_Real pscostdown;
SCIP_Real pscostup;
char strategy;
assert(scip != NULL);
assert(branchruledata != NULL);
assert(bestvar != NULL);
assert(bestbrpoint != NULL);
assert(bestscore != NULL);
assert(cand != NULL);
/* a branching variable candidate should either be an active problem variable or a multi-aggregated variable */
assert(SCIPvarIsActive(SCIPvarGetProbvar(cand)) ||
SCIPvarGetStatus(SCIPvarGetProbvar(cand)) == SCIP_VARSTATUS_MULTAGGR);
if( SCIPvarGetStatus(SCIPvarGetProbvar(cand)) == SCIP_VARSTATUS_MULTAGGR )
{
/* for a multi-aggregated variable, we call updateBestCandidate function recursively with all variables in the multi-aggregation */
SCIP_VAR** multvars;
int nmultvars;
int i;
SCIP_Bool success;
SCIP_Real multvarlb;
SCIP_Real multvarub;
cand = SCIPvarGetProbvar(cand);
multvars = SCIPvarGetMultaggrVars(cand);
nmultvars = SCIPvarGetMultaggrNVars(cand);
/* if we have a candidate branching point, then first register only aggregation variables
* for which we can compute a corresponding branching point too (see also comments below)
* if this fails, then register all (unfixed) aggregation variables, thereby forgetting about candsol
*/
success = FALSE;
if( candsol != SCIP_INVALID ) /*lint !e777*/
{
SCIP_Real* multscalars;
SCIP_Real minact;
SCIP_Real maxact;
SCIP_Real aggrvarsol;
SCIP_Real aggrvarsol1;
SCIP_Real aggrvarsol2;
multscalars = SCIPvarGetMultaggrScalars(cand);
/* for computing the branching point, we need the current bounds of the multi-aggregated variable */
minact = SCIPcomputeVarLbLocal(scip, cand);
maxact = SCIPcomputeVarUbLocal(scip, cand);
for( i = 0; i < nmultvars; ++i )
{
/* skip fixed variables */
multvarlb = SCIPcomputeVarLbLocal(scip, multvars[i]);
multvarub = SCIPcomputeVarUbLocal(scip, multvars[i]);
if( SCIPisEQ(scip, multvarlb, multvarub) )
continue;
assert(multscalars != NULL);
assert(multscalars[i] != 0.0);
/* we cannot ensure that both the upper bound in the left node and the lower bound in the right node
* will be candsol by a clever choice for the branching point of multvars[i],
* but we can try to ensure that at least one of them will be at candsol
*/
if( multscalars[i] > 0.0 )
{
/* cand >= candsol
* if multvars[i] >= (candsol - (maxact - multscalars[i] * ub(multvars[i]))) / multscalars[i]
* = (candsol - maxact) / multscalars[i] + ub(multvars[i])
*/
aggrvarsol1 = (candsol - maxact) / multscalars[i] + multvarub;
/* cand <= candsol
* if multvars[i] <= (candsol - (minact - multscalar[i] * lb(multvars[i]))) / multscalars[i]
* = (candsol - minact) / multscalars[i] + lb(multvars[i])
*/
aggrvarsol2 = (candsol - minact) / multscalars[i] + multvarlb;
}
else
{
/* cand >= candsol
* if multvars[i] <= (candsol - (maxact - multscalars[i] * lb(multvars[i]))) / multscalars[i]
* = (candsol - maxact) / multscalars[i] + lb(multvars[i])
*/
aggrvarsol2 = (candsol - maxact) / multscalars[i] + multvarlb;
/* cand <= candsol
* if multvars[i] >= (candsol - (minact - multscalar[i] * ub(multvars[i]))) / multscalars[i]
* = (candsol - minact) / multscalars[i] + ub(multvars[i])
*/
aggrvarsol1 = (candsol - minact) / multscalars[i] + multvarub;
}
/* by the above choice, aggrvarsol1 <= ub(multvars[i]) and aggrvarsol2 >= lb(multvars[i])
* if aggrvarsol1 <= lb(multvars[i]) or aggrvarsol2 >= ub(multvars[i]), then choose the other one
* if both are out of bounds, then give up
* if both are inside bounds, then choose the one closer to 0.0 (someone has better idea???)
*/
if( SCIPisFeasLE(scip, aggrvarsol1, multvarlb) )
{
if( SCIPisFeasGE(scip, aggrvarsol2, multvarub) )
continue;
else
aggrvarsol = aggrvarsol2;
}
else
{
if( SCIPisFeasGE(scip, aggrvarsol2, multvarub) )
aggrvarsol = aggrvarsol1;
else
aggrvarsol = REALABS(aggrvarsol1) < REALABS(aggrvarsol2) ? aggrvarsol1 : aggrvarsol2;
}
success = TRUE;
SCIP_CALL( updateBestCandidate(scip, branchruledata, bestvar, bestbrpoint, bestscore,
multvars[i], candscoremin, candscoremax, candscoresum, aggrvarsol) );
}
}
if( !success )
for( i = 0; i < nmultvars; ++i )
{
/* skip fixed variables */
multvarlb = SCIPcomputeVarLbLocal(scip, multvars[i]);
multvarub = SCIPcomputeVarUbLocal(scip, multvars[i]);
if( SCIPisEQ(scip, multvarlb, multvarub) )
continue;
SCIP_CALL( updateBestCandidate(scip, branchruledata, bestvar, bestbrpoint, bestscore,
multvars[i], candscoremin, candscoremax, candscoresum, SCIP_INVALID) );
}
assert(*bestvar != NULL); /* if all variables were fixed, something is strange */
return SCIP_OKAY;
}
/* select branching point for this variable */
candbrpoint = SCIPgetBranchingPoint(scip, cand, candsol);
assert(candbrpoint >= SCIPvarGetLbLocal(cand));
assert(candbrpoint <= SCIPvarGetUbLocal(cand));
/* we cannot branch on a huge value for a discrete variable, because we simply cannot enumerate such huge integer values in floating point
* arithmetics
*/
if( SCIPvarGetType(cand) != SCIP_VARTYPE_CONTINUOUS && (SCIPisHugeValue(scip, candbrpoint) || SCIPisHugeValue(scip, -candbrpoint)) )
return SCIP_OKAY;
assert(SCIPvarGetType(cand) == SCIP_VARTYPE_CONTINUOUS || !SCIPisIntegral(scip, candbrpoint));
if( SCIPvarGetType(cand) == SCIP_VARTYPE_CONTINUOUS )
strategy = (branchruledata->strategy == 'u' ? branchruledata->updatestrategy : branchruledata->strategy);
else
strategy = (branchruledata->strategy == 'u' ? 'l' : branchruledata->strategy);
switch( strategy )
{
case 'l':
if( SCIPisInfinity(scip, SCIPgetSolVal(scip, NULL, cand)) || SCIPgetSolVal(scip, NULL, cand) <= SCIPadjustedVarUb(scip, cand, candbrpoint) )
deltaminus = 0.0;
else
deltaminus = SCIPgetSolVal(scip, NULL, cand) - SCIPadjustedVarUb(scip, cand, candbrpoint);
if( SCIPisInfinity(scip, -SCIPgetSolVal(scip, NULL, cand)) || SCIPgetSolVal(scip, NULL, cand) >= SCIPadjustedVarLb(scip, cand, candbrpoint) )
deltaplus = 0.0;
else
deltaplus = SCIPadjustedVarLb(scip, cand, candbrpoint) - SCIPgetSolVal(scip, NULL, cand);
break;
case 'd':
if( SCIPisInfinity(scip, -SCIPvarGetLbLocal(cand)) )
deltaminus = SCIPisInfinity(scip, candscoremax) ? SCIPinfinity(scip) : WEIGHTEDSCORING(branchruledata, candscoremin, candscoremax, candscoresum);
else
deltaminus = SCIPadjustedVarUb(scip, cand, candbrpoint) - SCIPvarGetLbLocal(cand);
if( SCIPisInfinity(scip, SCIPvarGetUbLocal(cand)) )
deltaplus = SCIPisInfinity(scip, candscoremax) ? SCIPinfinity(scip) : WEIGHTEDSCORING(branchruledata, candscoremin, candscoremax, candscoresum);
else
deltaplus = SCIPvarGetUbLocal(cand) - SCIPadjustedVarLb(scip, cand, candbrpoint);
break;
case 's':
if( SCIPisInfinity(scip, -SCIPvarGetLbLocal(cand)) )
deltaplus = SCIPisInfinity(scip, candscoremax) ? SCIPinfinity(scip) : WEIGHTEDSCORING(branchruledata, candscoremin, candscoremax, candscoresum);
else
deltaplus = SCIPadjustedVarUb(scip, cand, candbrpoint) - SCIPvarGetLbLocal(cand);
if( SCIPisInfinity(scip, SCIPvarGetUbLocal(cand)) )
deltaminus = SCIPisInfinity(scip, candscoremax) ? SCIPinfinity(scip) : WEIGHTEDSCORING(branchruledata, candscoremin, candscoremax, candscoresum);
else
deltaminus = SCIPvarGetUbLocal(cand) - SCIPadjustedVarLb(scip, cand, candbrpoint);
break;
case 'v':
deltaplus = SCIPisInfinity(scip, candscoremax) ? SCIPinfinity(scip) : WEIGHTEDSCORING(branchruledata, candscoremin, candscoremax, candscoresum);
deltaminus = deltaplus;
break;
default :
SCIPerrorMessage("branching strategy %c unknown\n", strategy);
SCIPABORT();
return SCIP_INVALIDDATA; /*lint !e527*/
}
if( SCIPisInfinity(scip, deltaminus) || SCIPisInfinity(scip, deltaplus) )
{
branchscore = SCIPinfinity(scip);
}
else
{
pscostdown = SCIPgetVarPseudocostVal(scip, cand, -deltaminus);
pscostup = SCIPgetVarPseudocostVal(scip, cand, deltaplus);
branchscore = SCIPgetBranchScore(scip, cand, pscostdown, pscostup);
assert(!SCIPisNegative(scip, branchscore));
}
SCIPdebugMessage("branching score variable <%s>[%g,%g] = %g; wscore = %g; type=%d bestbrscore=%g\n",
SCIPvarGetName(cand), SCIPvarGetLbLocal(cand), SCIPvarGetUbLocal(cand), branchscore, WEIGHTEDSCORING(branchruledata, candscoremin, candscoremax, candscoresum),
SCIPvarGetType(cand), *bestscore);
if( SCIPisInfinity(scip, branchscore) )
branchscore = 0.9*SCIPinfinity(scip);
if( SCIPisSumGT(scip, branchscore, *bestscore) )
{
(*bestscore) = branchscore;
(*bestvar) = cand;
(*bestbrpoint) = candbrpoint;
}
else if( SCIPisSumEQ(scip, branchscore, *bestscore)
&& !(SCIPisInfinity(scip, -SCIPvarGetLbLocal(*bestvar)) && SCIPisInfinity(scip, SCIPvarGetUbLocal(*bestvar))) )
{
/* if best candidate so far is not unbounded to both sides, maybe take new candidate */
if( (SCIPisInfinity(scip, -SCIPvarGetLbLocal(cand)) || SCIPisInfinity(scip, SCIPvarGetUbLocal(cand))) &&
(SCIPisInfinity(scip, -SCIPvarGetLbLocal(*bestvar)) || SCIPisInfinity(scip, SCIPvarGetUbLocal(*bestvar))) )
{
/* if both variables are unbounded but one of them is bounded on one side, take the one with the larger bound on this side (hope that this avoids branching on always the same variable) */
if( SCIPvarGetUbLocal(cand) > SCIPvarGetUbLocal(*bestvar) || SCIPvarGetLbLocal(cand) < SCIPvarGetLbLocal(*bestvar) )
{
(*bestscore) = branchscore;
(*bestvar) = cand;
(*bestbrpoint) = candbrpoint;
}
}
else if( SCIPvarGetType(*bestvar) == SCIPvarGetType(cand) )
{
/* if both have the same type, take the one with larger diameter */
if( SCIPvarGetUbLocal(*bestvar) - SCIPvarGetLbLocal(*bestvar) < SCIPvarGetUbLocal(cand) - SCIPvarGetLbLocal(cand) )
{
(*bestscore) = branchscore;
(*bestvar) = cand;
(*bestbrpoint) = candbrpoint;
}
}
else if( SCIPvarGetType(*bestvar) > SCIPvarGetType(cand) )
{
/* take the one with better type ("more discrete") */
(*bestscore) = branchscore;
(*bestvar) = cand;
(*bestbrpoint) = candbrpoint;
}
}
return SCIP_OKAY;
}
/** perform randomized rounding of the given solution. Domain propagation is optionally applied after every rounding
* step
*/
static
SCIP_RETCODE performRandRounding(
SCIP* scip, /**< SCIP main data structure */
SCIP_HEURDATA* heurdata, /**< heuristic data */
SCIP_SOL* sol, /**< solution to round */
SCIP_VAR** cands, /**< candidate variables */
int ncands, /**< number of candidates */
SCIP_Bool propagate, /**< should the rounding be propagated? */
SCIP_RESULT* result /**< pointer to store the result of the heuristic call */
)
{
int c;
SCIP_Bool stored;
SCIP_VAR** permutedcands;
SCIP_Bool cutoff;
assert(heurdata != NULL);
/* start probing tree before rounding begins */
if( propagate )
{
SCIP_CALL( SCIPstartProbing(scip) );
SCIPenableVarHistory(scip);
}
/* copy and permute the candidate array */
SCIP_CALL( SCIPduplicateBufferArray(scip, &permutedcands, cands, ncands) );
assert(permutedcands != NULL);
SCIPpermuteArray((void **)permutedcands, 0, ncands, &heurdata->randseed);
cutoff = FALSE;
/* loop over candidates and perform randomized rounding and optionally probing. */
for (c = 0; c < ncands && !cutoff; ++c)
{
SCIP_VAR* var;
SCIP_Real oldsolval;
SCIP_Real newsolval;
SCIP_Bool mayrounddown;
SCIP_Bool mayroundup;
SCIP_Longint ndomreds;
SCIP_Real lb;
SCIP_Real ub;
SCIP_Real ceilval;
SCIP_Real floorval;
/* get next variable from permuted candidate array */
var = permutedcands[c];
oldsolval = SCIPgetSolVal(scip, sol, var);
lb = SCIPvarGetLbLocal(var);
ub = SCIPvarGetUbLocal(var);
assert( ! SCIPisFeasIntegral(scip, oldsolval) );
assert( SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN );
mayrounddown = SCIPvarMayRoundDown(var);
mayroundup = SCIPvarMayRoundUp(var);
ceilval = SCIPfeasCeil(scip, oldsolval);
floorval = SCIPfeasFloor(scip, oldsolval);
SCIPdebugMessage("rand rounding heuristic: var <%s>, val=%g, rounddown=%u, roundup=%u\n",
SCIPvarGetName(var), oldsolval, mayrounddown, mayroundup);
/* abort if rounded ceil and floor value lie outside the variable domain. Otherwise, check if
* bounds allow only one rounding direction, anyway */
if( lb > ceilval + 0.5 || ub < floorval - 0.5 )
{
cutoff = TRUE;
break;
}
else if( SCIPisFeasEQ(scip, lb, ceilval) )
{
/* only rounding up possible */
assert(SCIPisFeasGE(scip, ub, ceilval));
newsolval = ceilval;
}
else if( SCIPisFeasEQ(scip, ub, floorval) )
{
/* only rounding down possible */
assert(SCIPisFeasLE(scip,lb, floorval));
newsolval = floorval;
}
else if( !heurdata->usesimplerounding || !(mayroundup || mayrounddown) )
{
/* the standard randomized rounding */
SCIP_Real randnumber;
randnumber = SCIPgetRandomReal(0.0, 1.0, &heurdata->randseed);
if( randnumber <= oldsolval - floorval )
newsolval = ceilval;
else
newsolval = floorval;
}
/* choose rounding direction, if possible, or use the only direction guaranteed to be feasible */
else if( mayrounddown && mayroundup )
{
/* we can round in both directions: round in objective function direction */
if ( SCIPvarGetObj(var) >= 0.0 )
newsolval = floorval;
else
newsolval = ceilval;
}
else if( mayrounddown )
newsolval = floorval;
else
{
assert(mayroundup);
newsolval = ceilval;
}
assert(SCIPisFeasLE(scip, lb, newsolval));
assert(SCIPisFeasGE(scip, ub, newsolval));
/* if propagation is enabled, fix the candidate variable to its rounded value and propagate the solution */
if( propagate )
{
SCIP_Bool lbadjust;
SCIP_Bool ubadjust;
lbadjust = SCIPisGT(scip, newsolval, lb);
ubadjust = SCIPisLT(scip, newsolval, ub);
assert( lbadjust || ubadjust || SCIPisFeasEQ(scip, lb, ub));
/* enter a new probing node if the variable was not already fixed before */
if( lbadjust || ubadjust )
{
SCIP_RETCODE retcode;
if( SCIPisStopped(scip) )
break;
retcode = SCIPnewProbingNode(scip);
if( retcode == SCIP_MAXDEPTHLEVEL )
break;
SCIP_CALL( retcode );
/* tighten the bounds to fix the variable for the probing node */
if( lbadjust )
{
SCIP_CALL( SCIPchgVarLbProbing(scip, var, newsolval) );
}
if( ubadjust )
{
SCIP_CALL( SCIPchgVarUbProbing(scip, var, newsolval) );
}
/* call propagation routines for the reduced problem */
SCIP_CALL( SCIPpropagateProbing(scip, heurdata->maxproprounds, &cutoff, &ndomreds) );
}
}
/* store new solution value */
SCIP_CALL( SCIPsetSolVal(scip, sol, var, newsolval) );
}
/* if no cutoff was detected, the solution is a candidate to be checked for feasibility */
if( !cutoff && ! SCIPisStopped(scip) )
{
if( SCIPallColsInLP(scip) )
{
/* check solution for feasibility, and add it to solution store if possible
* neither integrality nor feasibility of LP rows has to be checked, because all fractional
* variables were already moved in feasible direction to the next integer
*/
SCIP_CALL( SCIPtrySol(scip, sol, FALSE, FALSE, FALSE, TRUE, &stored) );
}
else
{
/* if there are variables which are not present in the LP, e.g., for
* column generation, we need to check their bounds
*/
SCIP_CALL( SCIPtrySol(scip, sol, FALSE, TRUE, FALSE, TRUE, &stored) );
}
if( stored )
{
#ifdef SCIP_DEBUG
SCIPdebugMessage("found feasible rounded solution:\n");
SCIP_CALL( SCIPprintSol(scip, sol, NULL, FALSE) );
#endif
*result = SCIP_FOUNDSOL;
}
}
assert( !propagate || SCIPinProbing(scip) );
/* exit probing mode and free locally allocated memory */
if( propagate )
{
SCIP_CALL( SCIPendProbing(scip) );
}
SCIPfreeBufferArray(scip, &permutedcands);
return SCIP_OKAY;
}
/** compares the so far best branching candidate with a new candidate and updates best candidate, if new candidate is better */
static
void updateBestCandidate(
SCIP* scip, /**< SCIP data structure */
SCIP_VAR** bestvar, /**< best branching candidate */
SCIP_Real* bestscore, /**< score of best branching candidate */
SCIP_Real* bestobj, /**< absolute objective value of best branching candidate */
SCIP_Real* bestsol, /**< proposed branching point of best branching candidate */
SCIP_VAR* cand, /**< branching candidate to consider */
SCIP_Real candscore, /**< scoring of branching candidate */
SCIP_Real candsol /**< proposed branching point of branching candidate */
)
{
SCIP_Real obj;
assert(scip != NULL);
assert(bestvar != NULL);
assert(bestscore != NULL);
assert(bestobj != NULL);
assert(*bestobj >= 0.0);
assert(cand != NULL);
/* a branching variable candidate should either be an active problem variable or a multi-aggregated variable */
assert(SCIPvarIsActive(SCIPvarGetProbvar(cand)) ||
SCIPvarGetStatus(SCIPvarGetProbvar(cand)) == SCIP_VARSTATUS_MULTAGGR);
if( SCIPvarGetStatus(SCIPvarGetProbvar(cand)) == SCIP_VARSTATUS_MULTAGGR )
{
/* for a multi-aggregated variable, we call updateBestCandidate function recursively with all variables in the multi-aggregation */
SCIP_VAR** multvars;
int nmultvars;
int i;
SCIP_Bool success;
SCIP_Real multvarlb;
SCIP_Real multvarub;
cand = SCIPvarGetProbvar(cand);
multvars = SCIPvarGetMultaggrVars(cand);
nmultvars = SCIPvarGetMultaggrNVars(cand);
/* if we have a candidate branching point, then first register only aggregation variables
* for which we can compute a corresponding branching point too (see also comments below)
* if this fails, then register all (unfixed) aggregation variables, thereby forgetting about candsol
*/
success = FALSE;
if( candsol != SCIP_INVALID ) /*lint !e777*/
{
SCIP_Real* multscalars;
SCIP_Real minact;
SCIP_Real maxact;
SCIP_Real aggrvarsol;
SCIP_Real aggrvarsol1;
SCIP_Real aggrvarsol2;
multscalars = SCIPvarGetMultaggrScalars(cand);
/* for computing the branching point, we need the current bounds of the multi-aggregated variable */
minact = SCIPcomputeVarLbLocal(scip, cand);
maxact = SCIPcomputeVarUbLocal(scip, cand);
for( i = 0; i < nmultvars; ++i )
{
/* skip fixed variables */
multvarlb = SCIPcomputeVarLbLocal(scip, multvars[i]);
multvarub = SCIPcomputeVarUbLocal(scip, multvars[i]);
if( SCIPisEQ(scip, multvarlb, multvarub) )
continue;
assert(multscalars != NULL);
assert(multscalars[i] != 0.0);
/* we cannot ensure that both the upper bound in the left node and the lower bound in the right node
* will be candsol by a clever choice for the branching point of multvars[i],
* but we can try to ensure that at least one of them will be at candsol
*/
if( multscalars[i] > 0.0 )
{
/* cand >= candsol
* if multvars[i] >= (candsol - (maxact - multscalars[i] * ub(multvars[i]))) / multscalars[i]
* = (candsol - maxact) / multscalars[i] + ub(multvars[i])
*/
aggrvarsol1 = (candsol - maxact) / multscalars[i] + multvarub;
/* cand <= candsol
* if multvars[i] <= (candsol - (minact - multscalar[i] * lb(multvars[i]))) / multscalars[i]
* = (candsol - minact) / multscalars[i] + lb(multvars[i])
*/
aggrvarsol2 = (candsol - minact) / multscalars[i] + multvarlb;
}
else
{
/* cand >= candsol
* if multvars[i] <= (candsol - (maxact - multscalars[i] * lb(multvars[i]))) / multscalars[i]
* = (candsol - maxact) / multscalars[i] + lb(multvars[i])
*/
aggrvarsol2 = (candsol - maxact) / multscalars[i] + multvarlb;
/* cand <= candsol
* if multvars[i] >= (candsol - (minact - multscalar[i] * ub(multvars[i]))) / multscalars[i]
* = (candsol - minact) / multscalars[i] + ub(multvars[i])
*/
aggrvarsol1 = (candsol - minact) / multscalars[i] + multvarub;
}
/* by the above choice, aggrvarsol1 <= ub(multvars[i]) and aggrvarsol2 >= lb(multvars[i])
* if aggrvarsol1 <= lb(multvars[i]) or aggrvarsol2 >= ub(multvars[i]), then choose the other one
* if both are out of bounds, then give up
* if both are inside bounds, then choose the one closer to 0.0 (someone has better idea???)
*/
if( SCIPisFeasLE(scip, aggrvarsol1, multvarlb) )
{
if( SCIPisFeasGE(scip, aggrvarsol2, multvarub) )
continue;
else
aggrvarsol = aggrvarsol2;
}
else
{
if( SCIPisFeasGE(scip, aggrvarsol2, multvarub) )
aggrvarsol = aggrvarsol1;
else
aggrvarsol = REALABS(aggrvarsol1) < REALABS(aggrvarsol2) ? aggrvarsol1 : aggrvarsol2;
}
success = TRUE;
updateBestCandidate(scip, bestvar, bestscore, bestobj, bestsol,
multvars[i], candscore, aggrvarsol);
}
}
if( !success )
for( i = 0; i < nmultvars; ++i )
{
/* skip fixed variables */
multvarlb = SCIPcomputeVarLbLocal(scip, multvars[i]);
multvarub = SCIPcomputeVarUbLocal(scip, multvars[i]);
if( SCIPisEQ(scip, multvarlb, multvarub) )
continue;
updateBestCandidate(scip, bestvar, bestscore, bestobj, bestsol,
multvars[i], candscore, SCIP_INVALID);
}
assert(*bestvar != NULL); /* if all variables were fixed, something is strange */
return;
}
candscore *= SCIPvarGetBranchFactor(cand);
obj = SCIPvarGetObj(cand);
obj = REALABS(obj);
if( SCIPisInfinity(scip, *bestscore)
|| (!SCIPisInfinity(scip, candscore) &&
(SCIPisLT(scip, candscore, *bestscore) || (SCIPisLE(scip, candscore, *bestscore) && obj > *bestobj))) )
{
*bestvar = cand;
*bestscore = candscore;
*bestobj = obj;
*bestsol = candsol;
}
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecZirounding)
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_SOL* sol;
SCIP_VAR** lpcands;
SCIP_VAR** zilpcands;
SCIP_VAR** slackvars;
SCIP_Real* upslacks;
SCIP_Real* downslacks;
SCIP_Real* activities;
SCIP_Real* slackvarcoeffs;
SCIP_Bool* rowneedsslackvar;
SCIP_ROW** rows;
SCIP_Real* lpcandssol;
SCIP_Real* solarray;
SCIP_Longint nlps;
int currentlpcands;
int nlpcands;
int nimplfracs;
int i;
int c;
int nslacks;
int nroundings;
SCIP_RETCODE retcode;
SCIP_Bool improvementfound;
SCIP_Bool numericalerror;
assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
assert(result != NULL);
assert(SCIPhasCurrentNodeLP(scip));
*result = SCIP_DIDNOTRUN;
/* 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;
/* get heuristic data */
heurdata = SCIPheurGetData(heur);
assert(heurdata != NULL);
/* Do not call heuristic if deactivation check is enabled and percentage of found solutions in relation
* to number of calls falls below heurdata->stoppercentage */
if( heurdata->stopziround && SCIPheurGetNCalls(heur) >= heurdata->minstopncalls
&& SCIPheurGetNSolsFound(heur)/(SCIP_Real)SCIPheurGetNCalls(heur) < heurdata->stoppercentage )
return SCIP_OKAY;
/* assure that heuristic has not already been called after the last LP had been solved */
nlps = SCIPgetNLPs(scip);
if( nlps == heurdata->lastlp )
return SCIP_OKAY;
heurdata->lastlp = nlps;
/* get fractional variables */
SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, NULL, &nlpcands, NULL, &nimplfracs) );
nlpcands = nlpcands + nimplfracs;
/* make sure that there is at least one fractional variable that should be integral */
if( nlpcands == 0 )
return SCIP_OKAY;
assert(nlpcands > 0);
assert(lpcands != NULL);
assert(lpcandssol != NULL);
/* get LP rows data */
rows = SCIPgetLPRows(scip);
nslacks = SCIPgetNLPRows(scip);
/* cannot do anything if LP is empty */
if( nslacks == 0 )
return SCIP_OKAY;
assert(rows != NULL);
assert(nslacks > 0);
/* get the working solution from heuristic's local data */
sol = heurdata->sol;
assert(sol != NULL);
*result = SCIP_DIDNOTFIND;
solarray = NULL;
zilpcands = NULL;
retcode = SCIP_OKAY;
/* copy the current LP solution to the working solution and allocate memory for local data */
SCIP_CALL( SCIPlinkLPSol(scip, sol) );
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &solarray, nlpcands), TERMINATE);
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &zilpcands, nlpcands), TERMINATE);
/* copy necessary data to local arrays */
BMScopyMemoryArray(solarray, lpcandssol, nlpcands);
BMScopyMemoryArray(zilpcands, lpcands, nlpcands);
/* allocate buffer data arrays */
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &slackvars, nslacks), TERMINATE);
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &upslacks, nslacks), TERMINATE);
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &downslacks, nslacks), TERMINATE);
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &slackvarcoeffs, nslacks), TERMINATE);
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &rowneedsslackvar, nslacks), TERMINATE);
SCIP_CALL_TERMINATE(retcode, SCIPallocBufferArray(scip, &activities, nslacks), TERMINATE);
BMSclearMemoryArray(slackvars, nslacks);
BMSclearMemoryArray(slackvarcoeffs, nslacks);
BMSclearMemoryArray(rowneedsslackvar, nslacks);
numericalerror = FALSE;
nroundings = 0;
/* loop over fractional variables and involved LP rows to find all rows which require a slack variable */
for( c = 0; c < nlpcands; ++c )
{
SCIP_VAR* cand;
SCIP_ROW** candrows;
int r;
int ncandrows;
cand = zilpcands[c];
assert(cand != NULL);
assert(SCIPcolGetLPPos(SCIPvarGetCol(cand)) >= 0);
candrows = SCIPcolGetRows(SCIPvarGetCol(cand));
ncandrows = SCIPcolGetNLPNonz(SCIPvarGetCol(cand));
assert(candrows == NULL || ncandrows > 0);
for( r = 0; r < ncandrows; ++r )
{
int rowpos;
assert(candrows != NULL); /* to please flexelint */
assert(candrows[r] != NULL);
rowpos = SCIProwGetLPPos(candrows[r]);
if( rowpos >= 0 && SCIPisFeasEQ(scip, SCIProwGetLhs(candrows[r]), SCIProwGetRhs(candrows[r])) )
{
rowneedsslackvar[rowpos] = TRUE;
SCIPdebugMessage(" Row %s needs slack variable for variable %s\n", SCIProwGetName(candrows[r]), SCIPvarGetName(cand));
}
}
}
/* calculate row slacks for every every row that belongs to the current LP and ensure, that the current solution
* has no violated constraint -- if any constraint is violated, i.e. a slack is significantly smaller than zero,
* this will cause the termination of the heuristic because Zirounding does not provide feasibility recovering
*/
for( i = 0; i < nslacks; ++i )
{
SCIP_ROW* row;
SCIP_Real lhs;
SCIP_Real rhs;
row = rows[i];
assert(row != NULL);
lhs = SCIProwGetLhs(row);
rhs = SCIProwGetRhs(row);
/* get row activity */
activities[i] = SCIPgetRowActivity(scip, row);
assert(SCIPisFeasLE(scip, lhs, activities[i]) && SCIPisFeasLE(scip, activities[i], rhs));
/* in special case if LHS or RHS is (-)infinity slacks have to be initialized as infinity */
if( SCIPisInfinity(scip, -lhs) )
downslacks[i] = SCIPinfinity(scip);
else
downslacks[i] = activities[i] - lhs;
if( SCIPisInfinity(scip, rhs) )
upslacks[i] = SCIPinfinity(scip);
else
upslacks[i] = rhs - activities[i];
SCIPdebugMessage("lhs:%5.2f <= act:%5.2g <= rhs:%5.2g --> down: %5.2g, up:%5.2g\n", lhs, activities[i], rhs, downslacks[i], upslacks[i]);
/* row is an equation. Try to find a slack variable in the row, i.e.,
* a continuous variable which occurs only in this row. If no such variable exists,
* there is no hope for an IP-feasible solution in this round
*/
if( SCIPisFeasEQ(scip, lhs, rhs) && rowneedsslackvar[i] )
{
/* @todo: This is only necessary for rows containing fractional variables. */
rowFindSlackVar(scip, row, &(slackvars[i]), &(slackvarcoeffs[i]));
if( slackvars[i] == NULL )
{
SCIPdebugMessage("No slack variable found for equation %s, terminating ZI Round heuristic\n", SCIProwGetName(row));
goto TERMINATE;
}
else
{
SCIP_Real ubslackvar;
SCIP_Real lbslackvar;
SCIP_Real solvalslackvar;
SCIP_Real coeffslackvar;
SCIP_Real ubgap;
SCIP_Real lbgap;
assert(SCIPvarGetType(slackvars[i]) == SCIP_VARTYPE_CONTINUOUS);
solvalslackvar = SCIPgetSolVal(scip, sol, slackvars[i]);
ubslackvar = SCIPvarGetUbGlobal(slackvars[i]);
lbslackvar = SCIPvarGetLbGlobal(slackvars[i]);
coeffslackvar = slackvarcoeffs[i];
assert(!SCIPisFeasZero(scip, coeffslackvar));
ubgap = ubslackvar - solvalslackvar;
lbgap = solvalslackvar - lbslackvar;
if( SCIPisFeasZero(scip, ubgap) )
ubgap = 0.0;
if( SCIPisFeasZero(scip, lbgap) )
lbgap = 0.0;
if( SCIPisFeasPositive(scip, coeffslackvar) )
{
if( !SCIPisInfinity(scip, lbslackvar) )
upslacks[i] += coeffslackvar * lbgap;
else
upslacks[i] = SCIPinfinity(scip);
if( !SCIPisInfinity(scip, ubslackvar) )
downslacks[i] += coeffslackvar * ubgap;
else
downslacks[i] = SCIPinfinity(scip);
}
else
{
if( !SCIPisInfinity(scip, ubslackvar) )
upslacks[i] -= coeffslackvar * ubgap;
else
upslacks[i] = SCIPinfinity(scip);
if( !SCIPisInfinity(scip, lbslackvar) )
downslacks[i] -= coeffslackvar * lbgap;
else
downslacks[i] = SCIPinfinity(scip);
}
SCIPdebugMessage(" Slack variable for row %s at pos %d: %g <= %s = %g <= %g; Coeff %g, upslack = %g, downslack = %g \n",
SCIProwGetName(row), SCIProwGetLPPos(row), lbslackvar, SCIPvarGetName(slackvars[i]), solvalslackvar, ubslackvar, coeffslackvar,
upslacks[i], downslacks[i]);
}
}
/* due to numerical inaccuracies, the rows might be feasible, even if the slacks are
* significantly smaller than zero -> terminate
*/
if( SCIPisFeasLT(scip, upslacks[i], 0.0) || SCIPisFeasLT(scip, downslacks[i], 0.0) )
goto TERMINATE;
}
assert(nslacks == 0 || (upslacks != NULL && downslacks != NULL && activities != NULL));
/* initialize number of remaining variables and flag to enter the main loop */
currentlpcands = nlpcands;
improvementfound = TRUE;
/* iterate over variables as long as there are fractional variables left */
while( currentlpcands > 0 && improvementfound && (heurdata->maxroundingloops == -1 || nroundings < heurdata->maxroundingloops) )
{ /*lint --e{850}*/
improvementfound = FALSE;
nroundings++;
SCIPdebugMessage("zirounding enters while loop for %d time with %d candidates left. \n", nroundings, currentlpcands);
/* check for every remaining fractional variable if a shifting decreases ZI-value of the variable */
for( c = 0; c < currentlpcands; ++c )
{
SCIP_VAR* var;
SCIP_Real oldsolval;
SCIP_Real upperbound;
SCIP_Real lowerbound;
SCIP_Real up;
SCIP_Real down;
SCIP_Real ziup;
SCIP_Real zidown;
SCIP_Real zicurrent;
SCIP_Real shiftval;
DIRECTION direction;
/* get values from local data */
oldsolval = solarray[c];
var = zilpcands[c];
assert(!SCIPisFeasIntegral(scip, oldsolval));
assert(SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN);
/* calculate bounds for variable and make sure that there are no numerical inconsistencies */
upperbound = SCIPinfinity(scip);
lowerbound = SCIPinfinity(scip);
calculateBounds(scip, var, oldsolval, &upperbound, &lowerbound, upslacks, downslacks, nslacks, &numericalerror);
if( numericalerror )
goto TERMINATE;
/* calculate the possible values after shifting */
up = oldsolval + upperbound;
down = oldsolval - lowerbound;
/* if the variable is integer or implicit binary, do not shift further than the nearest integer */
if( SCIPvarGetType(var) != SCIP_VARTYPE_BINARY)
{
SCIP_Real ceilx;
SCIP_Real floorx;
ceilx = SCIPfeasCeil(scip, oldsolval);
floorx = SCIPfeasFloor(scip, oldsolval);
up = MIN(up, ceilx);
down = MAX(down, floorx);
}
/* calculate necessary values */
ziup = getZiValue(scip, up);
zidown = getZiValue(scip, down);
zicurrent = getZiValue(scip, oldsolval);
/* calculate the shifting direction that reduces ZI-value the most,
* if both directions improve ZI-value equally, take the direction which improves the objective
*/
if( SCIPisFeasLT(scip, zidown, zicurrent) || SCIPisFeasLT(scip, ziup, zicurrent) )
{
if( SCIPisFeasEQ(scip,ziup, zidown) )
direction = SCIPisFeasGE(scip, SCIPvarGetObj(var), 0.0) ? DIRECTION_DOWN : DIRECTION_UP;
else if( SCIPisFeasLT(scip, zidown, ziup) )
direction = DIRECTION_DOWN;
else
direction = DIRECTION_UP;
/* once a possible shifting direction and value have been found, variable value is updated */
shiftval = (direction == DIRECTION_UP ? up - oldsolval : down - oldsolval);
/* this improves numerical stability in some cases */
if( direction == DIRECTION_UP )
shiftval = MIN(shiftval, upperbound);
else
shiftval = MIN(shiftval, lowerbound);
/* update the solution */
solarray[c] = direction == DIRECTION_UP ? up : down;
SCIP_CALL( SCIPsetSolVal(scip, sol, var, solarray[c]) );
/* update the rows activities and slacks */
SCIP_CALL( updateSlacks(scip, sol, var, shiftval, upslacks,
downslacks, activities, slackvars, slackvarcoeffs, nslacks) );
SCIPdebugMessage("zirounding update step : %d var index, oldsolval=%g, shiftval=%g\n",
SCIPvarGetIndex(var), oldsolval, shiftval);
/* since at least one improvement has been found, heuristic will enter main loop for another time because the improvement
* might affect many LP rows and their current slacks and thus make further rounding steps possible */
improvementfound = TRUE;
}
/* if solution value of variable has become feasibly integral due to rounding step,
* variable is put at the end of remaining candidates array so as not to be considered in future loops
*/
if( SCIPisFeasIntegral(scip, solarray[c]) )
{
zilpcands[c] = zilpcands[currentlpcands - 1];
solarray[c] = solarray[currentlpcands - 1];
currentlpcands--;
/* counter is decreased if end of candidates array has not been reached yet */
if( c < currentlpcands )
c--;
}
else if( nroundings == heurdata->maxroundingloops - 1 )
goto TERMINATE;
}
}
/* in case that no candidate is left for rounding after the final main loop
* the found solution has to be checked for feasibility in the original problem
*/
if( currentlpcands == 0 )
{
SCIP_Bool stored;
SCIP_CALL(SCIPtrySol(scip, sol, FALSE, FALSE, TRUE, FALSE, &stored));
if( stored )
{
#ifdef SCIP_DEBUG
SCIPdebugMessage("found feasible rounded solution:\n");
SCIP_CALL( SCIPprintSol(scip, sol, NULL, FALSE) );
#endif
SCIPstatisticMessage(" ZI Round solution value: %g \n", SCIPgetSolOrigObj(scip, sol));
*result = SCIP_FOUNDSOL;
}
}
/* free memory for all locally allocated data */
TERMINATE:
SCIPfreeBufferArrayNull(scip, &activities);
SCIPfreeBufferArrayNull(scip, &rowneedsslackvar);
SCIPfreeBufferArrayNull(scip, &slackvarcoeffs);
SCIPfreeBufferArrayNull(scip, &downslacks);
SCIPfreeBufferArrayNull(scip, &upslacks);
SCIPfreeBufferArrayNull(scip, &slackvars);
SCIPfreeBufferArrayNull(scip, &zilpcands);
SCIPfreeBufferArrayNull(scip, &solarray);
return retcode;
}
/** when a variable is shifted, the activities and slacks of all rows it appears in have to be updated */
static
SCIP_RETCODE updateSlacks(
SCIP* scip, /**< pointer to current SCIP data structure */
SCIP_SOL* sol, /**< working solution */
SCIP_VAR* var, /**< pointer to variable to be modified */
SCIP_Real shiftvalue, /**< the value by which the variable is shifted */
SCIP_Real* upslacks, /**< upslacks of all rows the variable appears in */
SCIP_Real* downslacks, /**< downslacks of all rows the variable appears in */
SCIP_Real* activities, /**< activities of the LP rows */
SCIP_VAR** slackvars, /**< the slack variables for equality rows */
SCIP_Real* slackcoeffs, /**< the slack variable coefficients */
int nslacks /**< size of the arrays */
)
{
SCIP_COL* col; /* the corresponding column of variable var */
SCIP_ROW** rows; /* pointer to the nonzero coefficient rows for variable var */
int nrows; /* the number of nonzeros */
SCIP_Real* colvals; /* array to store the nonzero coefficients */
int i;
assert(scip != NULL);
assert(sol != NULL);
assert(var != NULL);
assert(upslacks != NULL);
assert(downslacks != NULL);
assert(activities != NULL);
assert(nslacks >= 0);
col = SCIPvarGetCol(var);
assert(col != NULL);
rows = SCIPcolGetRows(col);
nrows = SCIPcolGetNLPNonz(col);
colvals = SCIPcolGetVals(col);
assert(nrows == 0 || (rows != NULL && colvals != NULL));
/* go through all rows the shifted variable appears in */
for( i = 0; i < nrows; ++i )
{
int rowpos;
rowpos = SCIProwGetLPPos(rows[i]);
assert(-1 <= rowpos && rowpos < nslacks);
/* if the row is in the LP, update its activity, up and down slack */
if( rowpos >= 0 )
{
SCIP_Real val;
val = colvals[i] * shiftvalue;
/* if the row is an equation, we update its slack variable instead of its activities */
if( SCIPisFeasEQ(scip, SCIProwGetLhs(rows[i]), SCIProwGetRhs(rows[i])) )
{
SCIP_Real slackvarshiftval;
SCIP_Real slackvarsolval;
assert(slackvars[rowpos] != NULL);
assert(!SCIPisFeasZero(scip, slackcoeffs[rowpos]));
slackvarsolval = SCIPgetSolVal(scip, sol, slackvars[rowpos]);
slackvarshiftval = -val / slackcoeffs[rowpos];
assert(SCIPisFeasGE(scip, slackvarsolval + slackvarshiftval, SCIPvarGetLbGlobal(slackvars[rowpos])));
assert(SCIPisFeasLE(scip, slackvarsolval + slackvarshiftval, SCIPvarGetUbGlobal(slackvars[rowpos])));
SCIP_CALL( SCIPsetSolVal(scip, sol, slackvars[rowpos], slackvarsolval + slackvarshiftval) );
}
else if( !SCIPisInfinity(scip, -activities[rowpos]) && !SCIPisInfinity(scip, activities[rowpos]) )
activities[rowpos] += val;
/* the slacks of the row now can be updated independently of its type */
if( !SCIPisInfinity(scip, upslacks[rowpos]) )
upslacks[rowpos] -= val;
if( !SCIPisInfinity(scip, -downslacks[rowpos]) )
downslacks[rowpos] += val;
assert(!SCIPisFeasNegative(scip, upslacks[rowpos]));
assert(!SCIPisFeasNegative(scip, downslacks[rowpos]));
}
}
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;
}
/** compute value by which the solution of variable @p var can be shifted */
static
SCIP_Real calcShiftVal(
SCIP* scip, /**< SCIP data structure */
SCIP_VAR* var, /**< variable that should be shifted */
SCIP_Real solval, /**< current solution value */
SCIP_Real* activities /**< LP row activities */
)
{
SCIP_Real lb;
SCIP_Real ub;
SCIP_Real obj;
SCIP_Real shiftval;
SCIP_COL* col;
SCIP_ROW** colrows;
SCIP_Real* colvals;
SCIP_Bool shiftdown;
int ncolrows;
int i;
/* get variable's solution value, global bounds and objective coefficient */
lb = SCIPvarGetLbGlobal(var);
ub = SCIPvarGetUbGlobal(var);
obj = SCIPvarGetObj(var);
shiftval = 0.0;
shiftdown = TRUE;
/* determine shifting direction and maximal possible shifting w.r.t. corresponding bound */
if( obj > 0.0 && SCIPisFeasGE(scip, solval - 1.0, lb) )
shiftval = SCIPfeasFloor(scip, solval - lb);
else if( obj < 0.0 && SCIPisFeasLE(scip, solval + 1.0, ub) )
{
shiftval = SCIPfeasFloor(scip, ub - solval);
shiftdown = FALSE;
}
else
return 0.0;
SCIPdebugMessage("Try to shift %s variable <%s> with\n", shiftdown ? "down" : "up", SCIPvarGetName(var) );
SCIPdebugMessage(" lb:<%g> <= val:<%g> <= ub:<%g> and obj:<%g> by at most: <%g>\n", lb, solval, ub, obj, shiftval);
/* get data of LP column */
col = SCIPvarGetCol(var);
colrows = SCIPcolGetRows(col);
colvals = SCIPcolGetVals(col);
ncolrows = SCIPcolGetNLPNonz(col);
assert(ncolrows == 0 || (colrows != NULL && colvals != NULL));
/* find minimal shift value, st. all rows stay valid */
for( i = 0; i < ncolrows && shiftval > 0.0; ++i )
{
SCIP_ROW* row;
int rowpos;
row = colrows[i];
rowpos = SCIProwGetLPPos(row);
assert(-1 <= rowpos && rowpos < SCIPgetNLPRows(scip) );
/* only global rows need to be valid */
if( rowpos >= 0 && !SCIProwIsLocal(row) )
{
SCIP_Real shiftvalrow;
assert(SCIProwIsInLP(row));
if( shiftdown == (colvals[i] > 0) )
shiftvalrow = SCIPfeasFloor(scip, (activities[rowpos] - SCIProwGetLhs(row)) / ABS(colvals[i]));
else
shiftvalrow = SCIPfeasFloor(scip, (SCIProwGetRhs(row) - activities[rowpos]) / ABS(colvals[i]));
#ifdef SCIP_DEBUG
if( shiftvalrow < shiftval )
{
SCIPdebugMessage(" -> The shift value had to be reduced to <%g>, because of row <%s>.\n",
shiftvalrow, SCIProwGetName(row));
SCIPdebugMessage(" lhs:<%g> <= act:<%g> <= rhs:<%g>, colval:<%g>\n",
SCIProwGetLhs(row), activities[rowpos], SCIProwGetRhs(row), colvals[i]);
}
#endif
shiftval = MIN(shiftval, shiftvalrow);
/* shiftvalrow might be negative, if we detected infeasibility -> make sure that shiftval is >= 0 */
shiftval = MAX(shiftval, 0.0);
}
}
if( shiftdown )
shiftval *= -1.0;
/* we must not shift variables to infinity */
if( SCIPisInfinity(scip, solval + shiftval) )
shiftval = 0.0;
return shiftval;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecTrivial)
{ /*lint --e{715}*/
SCIP_VAR** vars;
SCIP_SOL* lbsol; /* solution where all variables are set to their lower bounds */
SCIP_SOL* ubsol; /* solution where all variables are set to their upper bounds */
SCIP_SOL* zerosol; /* solution where all variables are set to zero */
SCIP_SOL* locksol; /* solution where all variables are set to the bound with the fewer locks */
SCIP_Real large;
int nvars;
int nbinvars;
int i;
SCIP_Bool success;
SCIP_Bool zerovalid;
*result = SCIP_DIDNOTRUN;
if( SCIPgetNRuns(scip) > 1 )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
success = FALSE;
/* initialize data structure */
SCIP_CALL( SCIPcreateSol(scip, &lbsol, heur) );
SCIP_CALL( SCIPcreateSol(scip, &ubsol, heur) );
SCIP_CALL( SCIPcreateSol(scip, &zerosol, heur) );
SCIP_CALL( SCIPcreateSol(scip, &locksol, heur) );
/* determine large value to set variables to */
large = SCIPinfinity(scip);
if( !SCIPisInfinity(scip, 0.1 / SCIPfeastol(scip)) )
large = 0.1 / SCIPfeastol(scip);
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, &nbinvars, NULL, NULL, NULL) );
/* if the problem is binary, we do not have to check the zero solution, since it is equal to the lower bound
* solution */
zerovalid = (nvars != nbinvars);
assert(vars != NULL || nvars == 0);
for( i = 0; i < nvars; i++ )
{
SCIP_Real lb;
SCIP_Real ub;
assert(vars != NULL); /* this assert is needed for flexelint */
lb = SCIPvarGetLbLocal(vars[i]);
ub = SCIPvarGetUbLocal(vars[i]);
/* if problem is obviously infeasible due to empty domain, stop */
if( SCIPisGT(scip, lb, ub) )
goto TERMINATE;
/* set bounds to sufficient large value */
if( SCIPisInfinity(scip, -lb) )
lb = MIN(-large, ub);
if( SCIPisInfinity(scip, ub) )
{
SCIP_Real tmp;
tmp = SCIPvarGetLbLocal(vars[i]);
ub = MAX(tmp, large);
}
SCIP_CALL( SCIPsetSolVal(scip, lbsol, vars[i], lb) );
SCIP_CALL( SCIPsetSolVal(scip, ubsol, vars[i], ub) );
/* try the zero vector, if it is in the bounds region */
if( zerovalid )
{
if( SCIPisLE(scip, lb, 0.0) && SCIPisLE(scip, 0.0, ub) )
{
SCIP_CALL( SCIPsetSolVal(scip, zerosol, vars[i], 0.0) );
}
else
zerovalid = FALSE;
}
/* set variables to the bound with fewer locks, if tie choose an average value */
if( SCIPvarGetNLocksDown(vars[i]) > SCIPvarGetNLocksUp(vars[i]) )
{
SCIP_CALL( SCIPsetSolVal(scip, locksol, vars[i], ub) );
}
else if( SCIPvarGetNLocksDown(vars[i]) < SCIPvarGetNLocksUp(vars[i]) )
{
SCIP_CALL( SCIPsetSolVal(scip, locksol, vars[i], lb) );
}
else
{
SCIP_Real solval;
solval = (lb+ub)/2.0;
/* if a tie occurs, roughly every third integer variable will be rounded up */
if( SCIPvarGetType(vars[i]) != SCIP_VARTYPE_CONTINUOUS )
solval = i % 3 == 0 ? SCIPceil(scip,solval) : SCIPfloor(scip,solval);
assert(SCIPisFeasLE(scip,SCIPvarGetLbLocal(vars[i]),solval) && SCIPisFeasLE(scip,solval,SCIPvarGetUbLocal(vars[i])));
SCIP_CALL( SCIPsetSolVal(scip, locksol, vars[i], solval) );
}
}
/* try lower bound solution */
SCIPdebugMessage("try lower bound solution\n");
SCIP_CALL( SCIPtrySol(scip, lbsol, FALSE, FALSE, TRUE, TRUE, &success) );
if( success )
{
SCIPdebugMessage("found feasible lower bound solution:\n");
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, lbsol, NULL, FALSE) ) );
*result = SCIP_FOUNDSOL;
}
/* try upper bound solution */
SCIPdebugMessage("try upper bound solution\n");
SCIP_CALL( SCIPtrySol(scip, ubsol, FALSE, FALSE, TRUE, TRUE, &success) );
if( success )
{
SCIPdebugMessage("found feasible upper bound solution:\n");
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, ubsol, NULL, FALSE) ) );
*result = SCIP_FOUNDSOL;
}
/* try zero solution */
if( zerovalid )
{
SCIPdebugMessage("try zero solution\n");
SCIP_CALL( SCIPtrySol(scip, zerosol, FALSE, FALSE, TRUE, TRUE, &success) );
if( success )
{
SCIPdebugMessage("found feasible zero solution:\n");
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, zerosol, NULL, FALSE) ) );
*result = SCIP_FOUNDSOL;
}
}
/* try lock solution */
SCIPdebugMessage("try lock solution\n");
SCIP_CALL( SCIPtrySol(scip, locksol, FALSE, FALSE, TRUE, TRUE, &success) );
if( success )
{
SCIPdebugMessage("found feasible lock solution:\n");
SCIPdebug( SCIP_CALL( SCIPprintSol(scip, locksol, NULL, FALSE) ) );
*result = SCIP_FOUNDSOL;
}
TERMINATE:
/* free solutions */
SCIP_CALL( SCIPfreeSol(scip, &lbsol) );
SCIP_CALL( SCIPfreeSol(scip, &ubsol) );
SCIP_CALL( SCIPfreeSol(scip, &zerosol) );
SCIP_CALL( SCIPfreeSol(scip, &locksol) );
return SCIP_OKAY;
}
/** scoring callback for distribution diving. best candidate maximizes the distribution score */
static
SCIP_DECL_DIVESETGETSCORE(divesetGetScoreDistributiondiving)
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
SCIP_Real upscore;
SCIP_Real downscore;
int varindex;
heurdata = SCIPheurGetData(SCIPdivesetGetHeur(diveset));
assert(heurdata != NULL);
/* process pending bound change events */
while( heurdata->nupdatedvars > 0 )
{
SCIP_VAR* nextvar;
/* pop the next variable from the queue and process its bound changes */
nextvar = heurdataPopBoundChangeVar(scip, heurdata);
assert(nextvar != NULL);
SCIP_CALL( varProcessBoundChanges(scip, heurdata, nextvar) );
}
assert(cand != NULL);
varindex = SCIPvarGetProbindex(cand);
/* terminate with a penalty for inactive variables, which the plugin can currently not score
* this should never happen with default settings where only LP branching candidates are iterated, but might occur
* if other constraint handlers try to score an inactive variable that was (multi-)aggregated or negated
*/
if( varindex == - 1 )
{
*score = -1.0;
*roundup = FALSE;
return SCIP_OKAY;
}
/* in debug mode, ensure that all bound process events which occurred in the mean time have been captured
* by the heuristic event system
*/
assert(SCIPisFeasLE(scip, SCIPvarGetLbLocal(cand), SCIPvarGetUbLocal(cand)));
assert(0 <= varindex && varindex < heurdata->varpossmemsize);
assert((heurdata->currentlbs[varindex] == SCIP_INVALID)
== (heurdata->currentubs[varindex] == SCIP_INVALID));/*lint !e777 doesn't like comparing floats for equality */
assert((heurdata->currentlbs[varindex] == SCIP_INVALID)
|| SCIPisFeasEQ(scip, SCIPvarGetLbLocal(cand), heurdata->currentlbs[varindex])); /*lint !e777 */
assert((heurdata->currentubs[varindex] == SCIP_INVALID)
|| SCIPisFeasEQ(scip, SCIPvarGetUbLocal(cand), heurdata->currentubs[varindex])); /*lint !e777 */
/* if the heuristic has not captured the variable bounds yet, this can be done now */
if( heurdata->currentlbs[varindex] == SCIP_INVALID ) /*lint !e777 */
heurdataUpdateCurrentBounds(scip, heurdata, cand);
upscore = 0.0;
downscore = 0.0;
/* loop over candidate rows and determine the candidate up- and down- branching score w.r.t. the score parameter */
SCIP_CALL( calcBranchScore(scip, heurdata, cand, candsol, &upscore, &downscore, heurdata->score) );
/* score is simply the maximum of the two individual scores */
*roundup = (upscore > downscore);
*score = MAX(upscore, downscore);
return SCIP_OKAY;
}
/** calculates the initial mean and variance of the row activity normal distribution.
*
* The mean value \f$ \mu \f$ is given by \f$ \mu = \sum_i=1^n c_i * (lb_i +ub_i) / 2 \f$ where
* \f$n \f$ is the number of variables, and \f$ c_i, lb_i, ub_i \f$ are the variable coefficient and
* bounds, respectively. With the same notation, the variance \f$ \sigma^2 \f$ is given by
* \f$ \sigma^2 = \sum_i=1^n c_i^2 * \sigma^2_i \f$, with the variance being
* \f$ \sigma^2_i = ((ub_i - lb_i + 1)^2 - 1) / 12 \f$ for integer variables and
* \f$ \sigma^2_i = (ub_i - lb_i)^2 / 12 \f$ for continuous variables.
*/
static
void rowCalculateGauss(
SCIP* scip, /**< SCIP data structure */
SCIP_HEURDATA* heurdata, /**< the heuristic rule data */
SCIP_ROW* row, /**< the row for which the gaussian normal distribution has to be calculated */
SCIP_Real* mu, /**< pointer to store the mean value of the gaussian normal distribution */
SCIP_Real* sigma2, /**< pointer to store the variance value of the gaussian normal distribution */
int* rowinfinitiesdown, /**< pointer to store the number of variables with infinite bounds to DECREASE activity */
int* rowinfinitiesup /**< pointer to store the number of variables with infinite bounds to INCREASE activity */
)
{
SCIP_COL** rowcols;
SCIP_Real* rowvals;
int nrowvals;
int c;
assert(scip != NULL);
assert(row != NULL);
assert(mu != NULL);
assert(sigma2 != NULL);
assert(rowinfinitiesup != NULL);
assert(rowinfinitiesdown != NULL);
rowcols = SCIProwGetCols(row);
rowvals = SCIProwGetVals(row);
nrowvals = SCIProwGetNNonz(row);
assert(nrowvals == 0 || rowcols != NULL);
assert(nrowvals == 0 || rowvals != NULL);
*mu = SCIProwGetConstant(row);
*sigma2 = 0.0;
*rowinfinitiesdown = 0;
*rowinfinitiesup = 0;
/* loop over nonzero row coefficients and sum up the variable contributions to mu and sigma2 */
for( c = 0; c < nrowvals; ++c )
{
SCIP_VAR* colvar;
SCIP_Real colval;
SCIP_Real colvarlb;
SCIP_Real colvarub;
SCIP_Real squarecoeff;
SCIP_Real varvariance;
SCIP_Real varmean;
int varindex;
assert(rowcols[c] != NULL);
colvar = SCIPcolGetVar(rowcols[c]);
assert(colvar != NULL);
colval = rowvals[c];
colvarlb = SCIPvarGetLbLocal(colvar);
colvarub = SCIPvarGetUbLocal(colvar);
varmean = 0.0;
varvariance = 0.0;
varindex = SCIPvarGetProbindex(colvar);
assert((heurdata->currentlbs[varindex] == SCIP_INVALID)
== (heurdata->currentubs[varindex] == SCIP_INVALID)); /*lint !e777 doesn't like comparing floats for equality */
/* variable bounds need to be watched from now on */
if( heurdata->currentlbs[varindex] == SCIP_INVALID ) /*lint !e777 doesn't like comparing floats for equality */
heurdataUpdateCurrentBounds(scip, heurdata, colvar);
assert(!SCIPisInfinity(scip, colvarlb));
assert(!SCIPisInfinity(scip, -colvarub));
assert(SCIPisFeasLE(scip, colvarlb, colvarub));
/* variables with infinite bounds are skipped for the calculation of the variance; they need to
* be accounted for by the counters for infinite row activity decrease and increase and they
* are used to shift the row activity mean in case they have one nonzero, but finite bound */
if( SCIPisInfinity(scip, -colvarlb) || SCIPisInfinity(scip, colvarub) )
{
if( SCIPisInfinity(scip, colvarub) )
{
/* an infinite upper bound gives the row an infinite maximum activity or minimum activity, if the coefficient is
* positive or negative, resp.
*/
if( colval < 0.0 )
++(*rowinfinitiesdown);
else
++(*rowinfinitiesup);
}
/* an infinite lower bound gives the row an infinite maximum activity or minimum activity, if the coefficient is
* negative or positive, resp.
*/
if( SCIPisInfinity(scip, -colvarlb) )
{
if( colval > 0.0 )
++(*rowinfinitiesdown);
else
++(*rowinfinitiesup);
}
}
SCIPvarCalcDistributionParameters(scip, colvarlb, colvarub, SCIPvarGetType(colvar), &varmean, &varvariance);
/* actual values are updated; the contribution of the variable to mu is the arithmetic mean of its bounds */
*mu += colval * varmean;
/* the variance contribution of a variable is c^2 * (u - l)^2 / 12.0 for continuous and c^2 * ((u - l + 1)^2 - 1) / 12.0 for integer */
squarecoeff = SQUARED(colval);
*sigma2 += squarecoeff * varvariance;
assert(!SCIPisFeasNegative(scip, *sigma2));
}
SCIPdebug( SCIPprintRow(scip, row, NULL) );
SCIPdebugMessage(" Row %s has a mean value of %g at a sigma2 of %g \n", SCIProwGetName(row), *mu, *sigma2);
}
/** computes a disjunctive cut inequality based on two simplex taubleau rows */
static
SCIP_RETCODE generateDisjCutSOS1(
SCIP* scip, /**< SCIP pointer */
SCIP_SEPA* sepa, /**< separator */
SCIP_ROW** rows, /**< LP rows */
int nrows, /**< number of LP rows */
SCIP_COL** cols, /**< LP columns */
int ncols, /**< number of LP columns */
int ndisjcuts, /**< number of disjunctive cuts found so far */
SCIP_Bool scale, /**< should cut be scaled */
SCIP_Bool strengthen, /**< should cut be strengthened if integer variables are present */
SCIP_Real cutlhs1, /**< left hand side of the first simplex row */
SCIP_Real cutlhs2, /**< left hand side of the second simplex row */
SCIP_Real bound1, /**< bound of first simplex row */
SCIP_Real bound2, /**< bound of second simplex row */
SCIP_Real* simplexcoefs1, /**< simplex coefficients of first row */
SCIP_Real* simplexcoefs2, /**< simplex coefficients of second row */
SCIP_Real* cutcoefs, /**< pointer to store cut coefficients (length: nscipvars) */
SCIP_ROW** row, /**< pointer to store disjunctive cut inequality */
SCIP_Bool* madeintegral /**< pointer to store whether cut has been scaled to integral values */
)
{
char cutname[SCIP_MAXSTRLEN];
SCIP_COL** rowcols;
SCIP_COL* col;
SCIP_Real* rowvals;
SCIP_Real lhsrow;
SCIP_Real rhsrow;
SCIP_Real cutlhs;
SCIP_Real sgn;
SCIP_Real lb;
SCIP_Real ub;
int nonbasicnumber = 0;
int rownnonz;
int ind;
int r;
int c;
assert( scip != NULL );
assert( row != NULL );
assert( rows != NULL );
assert( cols != NULL );
assert( simplexcoefs1 != NULL );
assert( simplexcoefs2 != NULL );
assert( cutcoefs != NULL );
assert( sepa != NULL );
assert( madeintegral != NULL );
*madeintegral = FALSE;
/* check signs */
if ( SCIPisFeasPositive(scip, cutlhs1) == SCIPisFeasPositive(scip, cutlhs2) )
sgn = 1.0;
else
sgn = -1.0;
/* check bounds */
if ( SCIPisInfinity(scip, REALABS(bound1)) || SCIPisInfinity(scip, REALABS(bound2)) )
strengthen = FALSE;
/* compute left hand side of row (a later update is possible, see below) */
cutlhs = sgn * cutlhs1 * cutlhs2;
/* add cut-coefficients of the non-basic non-slack variables */
for (c = 0; c < ncols; ++c)
{
col = cols[c];
assert( col != NULL );
ind = SCIPcolGetLPPos(col);
assert( ind >= 0 );
if ( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_LOWER )
{
lb = SCIPcolGetLb(col);
/* for integer variables we may obtain stronger coefficients */
if ( strengthen && SCIPcolIsIntegral(col) )
{
SCIP_Real mval;
SCIP_Real mvalfloor;
SCIP_Real mvalceil;
mval = (cutlhs2 * simplexcoefs1[nonbasicnumber] - cutlhs1 * simplexcoefs2[nonbasicnumber]) / (cutlhs2 * bound1 + cutlhs1 * bound2);
mvalfloor = SCIPfloor(scip, mval);
mvalceil = SCIPceil(scip, mval);
cutcoefs[ind] = MIN(sgn * cutlhs2 * (simplexcoefs1[nonbasicnumber] - mvalfloor * bound1), sgn * cutlhs1 * (simplexcoefs2[nonbasicnumber] + mvalceil * bound2));
assert( SCIPisFeasLE(scip, cutcoefs[ind], MAX(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber])) );
}
else
cutcoefs[ind] = MAX(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs += cutcoefs[ind] * lb;
++nonbasicnumber;
}
else if ( SCIPcolGetBasisStatus(col) == SCIP_BASESTAT_UPPER )
{
ub = SCIPcolGetUb(col);
/* for integer variables we may obtain stronger coefficients */
if ( strengthen && SCIPcolIsIntegral(col) )
{
SCIP_Real mval;
SCIP_Real mvalfloor;
SCIP_Real mvalceil;
mval = (cutlhs2 * simplexcoefs1[nonbasicnumber] - cutlhs1 * simplexcoefs2[nonbasicnumber]) / (cutlhs2 * bound1 + cutlhs1 * bound2);
mvalfloor = SCIPfloor(scip, -mval);
mvalceil = SCIPceil(scip, -mval);
cutcoefs[ind] = MAX(sgn * cutlhs2 * (simplexcoefs1[nonbasicnumber] + mvalfloor * bound1), sgn * cutlhs1 * (simplexcoefs2[nonbasicnumber] - mvalceil * bound2));
assert( SCIPisFeasLE(scip, -cutcoefs[ind], -MIN(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber])) );
}
else
cutcoefs[ind] = MIN(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs += cutcoefs[ind] * ub;
++nonbasicnumber;
}
else
{
assert( SCIPcolGetBasisStatus(col) != SCIP_BASESTAT_ZERO );
cutcoefs[ind] = 0.0;
}
}
/* add cut-coefficients of the non-basic slack variables */
for (r = 0; r < nrows; ++r)
{
rhsrow = SCIProwGetRhs(rows[r]) - SCIProwGetConstant(rows[r]);
lhsrow = SCIProwGetLhs(rows[r]) - SCIProwGetConstant(rows[r]);
assert( SCIProwGetBasisStatus(rows[r]) != SCIP_BASESTAT_ZERO );
assert( SCIPisFeasZero(scip, lhsrow - rhsrow) || SCIPisNegative(scip, lhsrow - rhsrow) );
assert( SCIProwIsInLP(rows[r]) );
if ( SCIProwGetBasisStatus(rows[r]) != SCIP_BASESTAT_BASIC )
{
SCIP_Real cutcoef;
if ( SCIProwGetBasisStatus(rows[r]) == SCIP_BASESTAT_UPPER )
{
assert( SCIPisFeasZero(scip, SCIPgetRowLPActivity(scip, rows[r]) - SCIProwGetRhs(rows[r])) );
cutcoef = MAX(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs -= cutcoef * rhsrow;
++nonbasicnumber;
}
else /* SCIProwGetBasisStatus(rows[r]) == SCIP_BASESTAT_LOWER */
{
assert( SCIProwGetBasisStatus(rows[r]) == SCIP_BASESTAT_LOWER );
assert( SCIPisFeasZero(scip, SCIPgetRowLPActivity(scip, rows[r]) - SCIProwGetLhs(rows[r])) );
cutcoef = MIN(sgn * cutlhs2 * simplexcoefs1[nonbasicnumber], sgn * cutlhs1 * simplexcoefs2[nonbasicnumber]);
cutlhs -= cutcoef * lhsrow;
++nonbasicnumber;
}
rownnonz = SCIProwGetNNonz(rows[r]);
rowvals = SCIProwGetVals(rows[r]);
rowcols = SCIProwGetCols(rows[r]);
for (c = 0; c < rownnonz; ++c)
{
ind = SCIPcolGetLPPos(rowcols[c]);
/* if column is not in LP, then return without generating cut */
if ( ind < 0 )
{
*row = NULL;
return SCIP_OKAY;
}
cutcoefs[ind] -= cutcoef * rowvals[c];
}
}
}
/* create cut */
(void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s_%d_%d", SCIPsepaGetName(sepa), SCIPgetNLPs(scip), ndisjcuts);
if ( SCIPgetDepth(scip) == 0 )
SCIP_CALL( SCIPcreateEmptyRowSepa(scip, row, sepa, cutname, cutlhs, SCIPinfinity(scip), FALSE, FALSE, TRUE) );
else
SCIP_CALL( SCIPcreateEmptyRowSepa(scip, row, sepa, cutname, cutlhs, SCIPinfinity(scip), TRUE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, *row) );
for (c = 0; c < ncols; ++c)
{
ind = SCIPcolGetLPPos(cols[c]);
assert( ind >= 0 );
if ( ! SCIPisFeasZero(scip, cutcoefs[ind]) )
{
SCIP_CALL( SCIPaddVarToRow(scip, *row, SCIPcolGetVar(cols[c]), cutcoefs[ind] ) );
}
}
SCIP_CALL( SCIPflushRowExtensions(scip, *row) );
/* try to scale the cut to integral values
* @todo find better but still stable disjunctive cut settings
*/
if ( scale )
{
int maxdepth;
int depth;
SCIP_Longint maxdnom;
SCIP_Real maxscale;
depth = SCIPgetDepth(scip);
assert( depth >= 0 );
maxdepth = SCIPgetMaxDepth(scip);
if ( depth == 0 )
{
maxdnom = 1000;
maxscale = 1000.0;
}
else if ( depth <= maxdepth/4 )
{
maxdnom = 1000;
maxscale = 1000.0;
}
else if ( depth <= maxdepth/2 )
{
maxdnom = 100;
maxscale = 100.0;
}
else
{
maxdnom = 10;
maxscale = 10.0;
}
SCIP_CALL( SCIPmakeRowIntegral(scip, *row, -SCIPepsilon(scip), SCIPsumepsilon(scip), maxdnom, maxscale, TRUE, madeintegral) );
}
return SCIP_OKAY;
}
/** LP solution separation method of separator */
static
SCIP_DECL_SEPAEXECLP(sepaExeclpRapidlearning)
{/*lint --e{715}*/
SCIP* subscip; /* the subproblem created by rapid learning */
SCIP_SEPADATA* sepadata; /* separator's private data */
SCIP_VAR** vars; /* original problem's variables */
SCIP_VAR** subvars; /* subproblem's variables */
SCIP_HASHMAP* varmapfw; /* mapping of SCIP variables to sub-SCIP variables */
SCIP_HASHMAP* varmapbw; /* mapping of sub-SCIP variables to SCIP variables */
SCIP_CONSHDLR** conshdlrs; /* array of constraint handler's that might that might obtain conflicts */
int* oldnconss; /* number of constraints without rapid learning conflicts */
SCIP_Longint nodelimit; /* node limit for the subproblem */
SCIP_Real timelimit; /* time limit for the subproblem */
SCIP_Real memorylimit; /* memory limit for the subproblem */
int nconshdlrs; /* size of conshdlr and oldnconss array */
int nfixedvars; /* number of variables that could be fixed by rapid learning */
int nvars; /* number of variables */
int restartnum; /* maximal number of conflicts that should be created */
int i; /* counter */
SCIP_Bool success; /* was problem creation / copying constraint successful? */
SCIP_RETCODE retcode; /* used for catching sub-SCIP errors in debug mode */
int nconflicts; /* statistic: number of conflicts applied */
int nbdchgs; /* statistic: number of bound changes applied */
int n1startinfers; /* statistic: number of one side infer values */
int n2startinfers; /* statistic: number of both side infer values */
SCIP_Bool soladded; /* statistic: was a new incumbent found? */
SCIP_Bool dualboundchg; /* statistic: was a new dual bound found? */
SCIP_Bool disabledualreductions; /* TRUE, if dual reductions in sub-SCIP are not valid for original SCIP,
* e.g., because a constraint could not be copied or a primal solution
* could not be copied back
*/
int ndiscvars;
soladded = FALSE;
assert(sepa != NULL);
assert(scip != NULL);
assert(result != NULL);
*result = SCIP_DIDNOTRUN;
ndiscvars = SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip)+SCIPgetNImplVars(scip);
/* only run when still not fixed binary variables exists */
if( ndiscvars == 0 )
return SCIP_OKAY;
/* get separator's data */
sepadata = SCIPsepaGetData(sepa);
assert(sepadata != NULL);
/* only run for integer programs */
if( !sepadata->contvars && ndiscvars != SCIPgetNVars(scip) )
return SCIP_OKAY;
/* only run if there are few enough continuous variables */
if( sepadata->contvars && SCIPgetNContVars(scip) > sepadata->contvarsquot * SCIPgetNVars(scip) )
return SCIP_OKAY;
/* do not run if pricers are present */
if( SCIPgetNActivePricers(scip) > 0 )
return SCIP_OKAY;
/* if the separator should be exclusive to the root node, this prevents multiple calls due to restarts */
if( SCIPsepaGetFreq(sepa) == 0 && SCIPsepaGetNCalls(sepa) > 0)
return SCIP_OKAY;
/* call separator at most once per node */
if( SCIPsepaGetNCallsAtNode(sepa) > 0 )
return SCIP_OKAY;
/* do not call rapid learning, if the problem is too big */
if( SCIPgetNVars(scip) > sepadata->maxnvars || SCIPgetNConss(scip) > sepadata->maxnconss )
return SCIP_OKAY;
if( SCIPisStopped(scip) )
return SCIP_OKAY;
*result = SCIP_DIDNOTFIND;
SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
/* initializing the subproblem */
SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );
SCIP_CALL( SCIPcreate(&subscip) );
SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
success = FALSE;
/* copy the subproblem */
SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "rapid", FALSE, FALSE, &success) );
if( sepadata->copycuts )
{
/** copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, FALSE) );
}
for( i = 0; i < nvars; i++ )
subvars[i] = (SCIP_VAR*) (size_t) SCIPhashmapGetImage(varmapfw, vars[i]);
SCIPhashmapFree(&varmapfw);
/* this avoids dual presolving */
if( !success )
{
for( i = 0; i < nvars; i++ )
{
SCIP_CALL( SCIPaddVarLocks(subscip, subvars[i], 1, 1 ) );
}
}
SCIPdebugMessage("Copying SCIP was%s successful.\n", success ? "" : " not");
/* mimic an FD solver: DFS, no LP solving, 1-FUIP instead of all-FUIP */
SCIP_CALL( SCIPsetIntParam(subscip, "lp/solvefreq", -1) );
SCIP_CALL( SCIPsetIntParam(subscip, "conflict/fuiplevels", 1) );
SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/dfs/stdpriority", INT_MAX/4) );
SCIP_CALL( SCIPsetBoolParam(subscip, "constraints/disableenfops", TRUE) );
SCIP_CALL( SCIPsetIntParam(subscip, "propagating/pseudoobj/freq", -1) );
/* use inference branching */
SCIP_CALL( SCIPsetBoolParam(subscip, "branching/inference/useweightedsum", FALSE) );
/* only create short conflicts */
SCIP_CALL( SCIPsetRealParam(subscip, "conflict/maxvarsfac", 0.05) );
/* set limits for the subproblem */
nodelimit = SCIPgetNLPIterations(scip);
nodelimit = MAX(sepadata->minnodes, nodelimit);
nodelimit = MIN(sepadata->maxnodes, nodelimit);
restartnum = 1000;
/* check whether there is enough time and memory left */
SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
if( !SCIPisInfinity(scip, timelimit) )
timelimit -= SCIPgetSolvingTime(scip);
SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &memorylimit) );
if( !SCIPisInfinity(scip, memorylimit) )
memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
if( timelimit <= 0.0 || memorylimit <= 0.0 )
goto TERMINATE;
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nodelimit/5) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );
SCIP_CALL( SCIPsetIntParam(subscip, "limits/restarts", 0) );
SCIP_CALL( SCIPsetIntParam(subscip, "conflict/restartnum", restartnum) );
/* forbid recursive call of heuristics and separators solving subMIPs */
SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );
/* disable cutting plane separation */
SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );
/* disable expensive presolving */
SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );
/* do not abort subproblem on CTRL-C */
SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );
#ifndef SCIP_DEBUG
/* disable output to console */
SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );
#endif
/* add an objective cutoff */
SCIP_CALL( SCIPsetObjlimit(subscip, SCIPgetUpperbound(scip)) );
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&varmapbw, SCIPblkmem(scip), SCIPcalcHashtableSize(5 * nvars)) );
/* store reversing mapping of variables */
SCIP_CALL( SCIPtransformProb(subscip) );
for( i = 0; i < nvars; ++i)
{
SCIP_CALL( SCIPhashmapInsert(varmapbw, SCIPvarGetTransVar(subvars[i]), vars[i]) );
}
/** allocate memory for constraints storage. Each constraint that will be created from now on will be a conflict.
* Therefore, we need to remember oldnconss to get the conflicts from the FD search.
*/
nconshdlrs = 4;
SCIP_CALL( SCIPallocBufferArray(scip, &conshdlrs, nconshdlrs) );
SCIP_CALL( SCIPallocBufferArray(scip, &oldnconss, nconshdlrs) );
/* store number of constraints before rapid learning search */
conshdlrs[0] = SCIPfindConshdlr(subscip, "bounddisjunction");
conshdlrs[1] = SCIPfindConshdlr(subscip, "setppc");
conshdlrs[2] = SCIPfindConshdlr(subscip, "linear");
conshdlrs[3] = SCIPfindConshdlr(subscip, "logicor");
/* redundant constraints might be eliminated in presolving */
SCIP_CALL( SCIPpresolve(subscip));
for( i = 0; i < nconshdlrs; ++i)
{
if( conshdlrs[i] != NULL )
oldnconss[i] = SCIPconshdlrGetNConss(conshdlrs[i]);
}
nfixedvars = SCIPgetNFixedVars(scip);
/* solve the subproblem */
retcode = SCIPsolve(subscip);
/* Errors in solving the subproblem should not kill the overall solving process
* Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage("Error while solving subproblem in rapid learning separator; sub-SCIP terminated with code <%d>\n",retcode);
}
/* abort solving, if limit of applied conflicts is reached */
if( SCIPgetNConflictConssApplied(subscip) >= restartnum )
{
SCIPdebugMessage("finish after %lld successful conflict calls.\n", SCIPgetNConflictConssApplied(subscip));
}
/* if the first 20% of the solution process were successful, proceed */
else if( (sepadata->applyprimalsol && SCIPgetNSols(subscip) > 0 && SCIPisFeasLT(scip, SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip) ) )
|| (sepadata->applybdchgs && SCIPgetNFixedVars(subscip) > nfixedvars)
|| (sepadata->applyconflicts && SCIPgetNConflictConssApplied(subscip) > 0) )
{
SCIPdebugMessage("proceed solving after the first 20%% of the solution process, since:\n");
if( SCIPgetNSols(subscip) > 0 && SCIPisFeasLE(scip, SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip) ) )
{
SCIPdebugMessage(" - there was a better solution (%f < %f)\n",SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip));
}
if( SCIPgetNFixedVars(subscip) > nfixedvars )
{
SCIPdebugMessage(" - there were %d variables fixed\n", SCIPgetNFixedVars(scip)-nfixedvars );
}
if( SCIPgetNConflictConssFound(subscip) > 0 )
{
SCIPdebugMessage(" - there were %lld conflict constraints created\n", SCIPgetNConflictConssApplied(subscip));
}
/* set node limit to 100% */
SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", nodelimit) );
/* solve the subproblem */
retcode = SCIPsolve(subscip);
/* Errors in solving the subproblem should not kill the overall solving process
* Hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
*/
if( retcode != SCIP_OKAY )
{
#ifndef NDEBUG
SCIP_CALL( retcode );
#endif
SCIPwarningMessage("Error while solving subproblem in rapid learning separator; sub-SCIP terminated with code <%d>\n",retcode);
}
}
else
{
SCIPdebugMessage("do not proceed solving after the first 20%% of the solution process.\n");
}
#ifdef SCIP_DEBUG
SCIP_CALL( SCIPprintStatistics(subscip, NULL) );
#endif
disabledualreductions = FALSE;
/* check, whether a solution was found */
if( sepadata->applyprimalsol && SCIPgetNSols(subscip) > 0 && SCIPfindHeur(scip, "trysol") != NULL )
{
SCIP_HEUR* heurtrysol;
SCIP_SOL** subsols;
int nsubsols;
/* check, whether a solution was found;
* due to numerics, it might happen that not all solutions are feasible -> try all solutions until was declared to be feasible
*/
nsubsols = SCIPgetNSols(subscip);
subsols = SCIPgetSols(subscip);
soladded = FALSE;
heurtrysol = SCIPfindHeur(scip, "trysol");
/* sequentially add solutions to trysol heuristic */
for( i = 0; i < nsubsols && !soladded; ++i )
{
SCIPdebugMessage("Try to create new solution by copying subscip solution.\n");
SCIP_CALL( createNewSol(scip, subscip, subvars, heurtrysol, subsols[i], &soladded) );
}
if( !soladded || !SCIPisEQ(scip, SCIPgetSolOrigObj(subscip, subsols[i-1]), SCIPgetSolOrigObj(subscip, subsols[0])) )
disabledualreductions = TRUE;
}
/* if the sub problem was solved completely, we update the dual bound */
dualboundchg = FALSE;
if( sepadata->applysolved && !disabledualreductions
&& (SCIPgetStatus(subscip) == SCIP_STATUS_OPTIMAL || SCIPgetStatus(subscip) == SCIP_STATUS_INFEASIBLE) )
{
/* we need to multiply the dualbound with the scaling factor and add the offset,
* because this information has been disregarded in the sub-SCIP */
SCIPdebugMessage("Update old dualbound %g to new dualbound %g.\n", SCIPgetDualbound(scip), SCIPgetTransObjscale(scip) * SCIPgetDualbound(subscip) + SCIPgetTransObjoffset(scip));
SCIP_CALL( SCIPupdateLocalDualbound(scip, SCIPgetDualbound(subscip) * SCIPgetTransObjscale(scip) + SCIPgetTransObjoffset(scip)) );
dualboundchg = TRUE;
}
/* check, whether conflicts were created */
nconflicts = 0;
if( sepadata->applyconflicts && !disabledualreductions && SCIPgetNConflictConssApplied(subscip) > 0 )
{
SCIP_HASHMAP* consmap;
int hashtablesize;
assert(SCIPgetNConflictConssApplied(subscip) < (SCIP_Longint) INT_MAX);
hashtablesize = (int) SCIPgetNConflictConssApplied(subscip);
assert(hashtablesize < INT_MAX/5);
hashtablesize *= 5;
/* create the variable mapping hash map */
SCIP_CALL( SCIPhashmapCreate(&consmap, SCIPblkmem(scip), SCIPcalcHashtableSize(hashtablesize)) );
/* loop over all constraint handlers that might contain conflict constraints */
for( i = 0; i < nconshdlrs; ++i)
{
/* copy constraints that have been created in FD run */
if( conshdlrs[i] != NULL && SCIPconshdlrGetNConss(conshdlrs[i]) > oldnconss[i] )
{
SCIP_CONS** conss;
int c;
int nconss;
nconss = SCIPconshdlrGetNConss(conshdlrs[i]);
conss = SCIPconshdlrGetConss(conshdlrs[i]);
/* loop over all constraints that have been added in sub-SCIP run, these are the conflicts */
for( c = oldnconss[i]; c < nconss; ++c)
{
SCIP_CONS* cons;
SCIP_CONS* conscopy;
cons = conss[c];
assert(cons != NULL);
success = FALSE;
SCIP_CALL( SCIPgetConsCopy(subscip, scip, cons, &conscopy, conshdlrs[i], varmapbw, consmap, NULL,
SCIPconsIsInitial(cons), SCIPconsIsSeparated(cons), SCIPconsIsEnforced(cons), SCIPconsIsChecked(cons),
SCIPconsIsPropagated(cons), TRUE, FALSE, SCIPconsIsDynamic(cons),
SCIPconsIsRemovable(cons), FALSE, TRUE, &success) );
if( success )
{
nconflicts++;
SCIP_CALL( SCIPaddCons(scip, conscopy) );
SCIP_CALL( SCIPreleaseCons(scip, &conscopy) );
}
else
{
SCIPdebugMessage("failed to copy conflict constraint %s back to original SCIP\n", SCIPconsGetName(cons));
}
}
}
}
SCIPhashmapFree(&consmap);
}
/* check, whether tighter global bounds were detected */
nbdchgs = 0;
if( sepadata->applybdchgs && !disabledualreductions )
for( i = 0; i < nvars; ++i )
{
SCIP_Bool infeasible;
SCIP_Bool tightened;
assert(SCIPisLE(scip, SCIPvarGetLbGlobal(vars[i]), SCIPvarGetLbGlobal(subvars[i])));
assert(SCIPisLE(scip, SCIPvarGetLbGlobal(subvars[i]), SCIPvarGetUbGlobal(subvars[i])));
assert(SCIPisLE(scip, SCIPvarGetUbGlobal(subvars[i]), SCIPvarGetUbGlobal(vars[i])));
/* update the bounds of the original SCIP, if a better bound was proven in the sub-SCIP */
SCIP_CALL( SCIPtightenVarUb(scip, vars[i], SCIPvarGetUbGlobal(subvars[i]), FALSE, &infeasible, &tightened) );
if( tightened )
nbdchgs++;
SCIP_CALL( SCIPtightenVarLb(scip, vars[i], SCIPvarGetLbGlobal(subvars[i]), FALSE, &infeasible, &tightened) );
if( tightened )
nbdchgs++;
}
n1startinfers = 0;
n2startinfers = 0;
/* install start values for inference branching */
if( sepadata->applyinfervals && (!sepadata->reducedinfer || soladded || nbdchgs+nconflicts > 0) )
{
for( i = 0; i < nvars; ++i )
{
SCIP_Real downinfer;
SCIP_Real upinfer;
SCIP_Real downvsids;
SCIP_Real upvsids;
SCIP_Real downconflen;
SCIP_Real upconflen;
/* copy downwards branching statistics */
downvsids = SCIPgetVarVSIDS(subscip, subvars[i], SCIP_BRANCHDIR_DOWNWARDS);
downconflen = SCIPgetVarAvgConflictlength(subscip, subvars[i], SCIP_BRANCHDIR_DOWNWARDS);
downinfer = SCIPgetVarAvgInferences(subscip, subvars[i], SCIP_BRANCHDIR_DOWNWARDS);
/* copy upwards branching statistics */
upvsids = SCIPgetVarVSIDS(subscip, subvars[i], SCIP_BRANCHDIR_UPWARDS);
upconflen = SCIPgetVarAvgConflictlength(subscip, subvars[i], SCIP_BRANCHDIR_UPWARDS);
upinfer = SCIPgetVarAvgInferences(subscip, subvars[i], SCIP_BRANCHDIR_UPWARDS);
/* memorize statistics */
if( downinfer+downconflen+downvsids > 0.0 || upinfer+upconflen+upvsids != 0 )
n1startinfers++;
if( downinfer+downconflen+downvsids > 0.0 && upinfer+upconflen+upvsids != 0 )
n2startinfers++;
SCIP_CALL( SCIPinitVarBranchStats(scip, vars[i], 0.0, 0.0, downvsids, upvsids, downconflen, upconflen, downinfer, upinfer, 0.0, 0.0) );
}
}
SCIPdebugPrintf("XXX Rapidlearning added %d conflicts, changed %d bounds, %s primal solution, %s dual bound improvement.\n", nconflicts, nbdchgs, soladded ? "found" : "no",
dualboundchg ? "found" : "no");
SCIPdebugPrintf("YYY Infervalues initialized on one side: %5.2f %% of variables, %5.2f %% on both sides\n",
100.0 * n1startinfers/(SCIP_Real)nvars, 100.0 * n2startinfers/(SCIP_Real)nvars);
/* change result pointer */
if( nconflicts > 0 || dualboundchg )
*result = SCIP_CONSADDED;
else if( nbdchgs > 0 )
*result = SCIP_REDUCEDDOM;
/* free local data */
SCIPfreeBufferArray(scip, &oldnconss);
SCIPfreeBufferArray(scip, &conshdlrs);
SCIPhashmapFree(&varmapbw);
TERMINATE:
/* free subproblem */
SCIPfreeBufferArray(scip, &subvars);
SCIP_CALL( SCIPfree(&subscip) );
return SCIP_OKAY;
}
/** generates all facets, from which facet i could be obtained by a decreasing + to - flip
* or a nonincreasing - to + flip and tests whether they are among the fmax nearest ones
*/
static
void generateNeighborFacets(
SCIP* scip, /**< SCIP data structure */
SCIP_Bool** facets, /**< facets got so far */
SCIP_Real* lambda, /**< distances of the facets */
SCIP_Real* rayorigin, /**< origin of the shooting ray */
SCIP_Real* raydirection, /**< direction of the shooting ray */
SCIP_Real* negquotient, /**< array by which coordinates are sorted */
int nsubspacevars, /**< dimension of fractional space */
int f_max, /**< maximal number of facets to create */
int i, /**< current facet */
int* nfacets /**< number of facets */
)
{
SCIP_Real p;
SCIP_Real q;
SCIP_Real lam;
int minplus;
int j;
assert(scip != NULL);
assert(facets != NULL);
assert(facets[i] != NULL);
assert(lambda != NULL);
assert(rayorigin != NULL);
assert(raydirection != NULL);
assert(negquotient != NULL);
assert(nfacets != NULL);
assert(0 <= i && i < f_max);
/* determine the p and q values of the next facet to fix as a closest one */
p = 0.5 * nsubspacevars;
q = 0.0;
for( j = nsubspacevars - 1; j >= 0; --j )
{
if( facets[i][j] )
{
p -= rayorigin[j];
q += raydirection[j];
}
else
{
p += rayorigin[j];
q -= raydirection[j];
}
}
/* get the first + entry of the facet */
minplus = -1;
for( j = 0; j < nsubspacevars; ++j )
{
if( facets[i][j] )
{
minplus = j;
break;
}
}
/* facet (- - ... -) cannot be hit, because raydirection >= 0 */
assert(minplus >= 0);
assert(q != 0.0);
assert(SCIPisFeasEQ(scip, lambda[i], p/q));
assert(lambda[i] >= 0.0);
/* reverse search for facets from which the actual facet can be got by a single, decreasing + to - flip */
/* a facet will be inserted into the queue, iff it is one of the fmax closest ones already found */
for( j = 0; j < nsubspacevars && !facets[i][j] && SCIPisFeasGT(scip, negquotient[j], lambda[i]); ++j )
{
if( SCIPisFeasPositive(scip, q + 2*raydirection[j]) )
{
lam = (p - 2*rayorigin[j]) / (q + 2*raydirection[j]);
tryToInsert(scip, facets, lambda, i, j, f_max, nsubspacevars, lam, nfacets);
}
}
/* reverse search for facets from which the actual facet can be got by a single, nonincreasing - to + flip */
/* a facet will be inserted into the queue, iff it is one of the fmax closest ones already found */
for( j = nsubspacevars - 1; j >= 0 && facets[i][j] && SCIPisFeasLE(scip, negquotient[j], lambda[i]); --j )
{
if( SCIPisFeasPositive(scip, q - 2*raydirection[j]) )
{
lam = (p + 2*rayorigin[j]) / (q - 2*raydirection[j]);
if( negquotient[minplus] <= lam )
tryToInsert(scip, facets, lambda, i, j, f_max, nsubspacevars, lam, nfacets);
}
}
#ifndef NDEBUG
for( j = 1; j < f_max; j++)
assert(SCIPisFeasGE(scip, lambda[j], lambda[j-1]));
#endif
}
