/** presolving method of constraint handler */
static
SCIP_DECL_CONSPRESOL(consPresolConjunction)
{ /*lint --e{715}*/
SCIP_CONSDATA* consdata;
int c;
int i;
assert(result != NULL);
*result = SCIP_DIDNOTFIND;
/* all constraints in a conjunction constraint of the global problem can be added directly to the problem and
* removed from the conjunction constraint;
* an unmodifiable conjunction constraint can be deleted
*/
for( c = 0; c < nconss; ++c )
{
consdata = SCIPconsGetData(conss[c]);
assert(consdata != NULL);
/* add all inactive constraints to the global problem */
for( i = 0; i < consdata->nconss; ++i )
{
/* update check flag for sub constraints when upgrade takes place */
if( SCIPconsIsChecked(conss[c]) )
{
/* make sure, the constraint is checked for feasibility */
SCIP_CALL( SCIPsetConsChecked(scip, consdata->conss[i], TRUE) );
}
/* add constraint, if it is not active yet */
if( !SCIPconsIsActive(consdata->conss[i]) )
{
SCIPdebugMessage("adding constraint <%s> from add conjunction <%s>\n",
SCIPconsGetName(consdata->conss[i]), SCIPconsGetName(conss[c]));
SCIP_CALL( SCIPaddCons(scip, consdata->conss[i]) );
*result = SCIP_SUCCESS;
}
/* release constraint because it will be removed from the conjunction constraint */
SCIP_CALL( SCIPreleaseCons(scip, &(consdata->conss[i])) );
}
/* all constraints where removed, so we need to clear the array */
consdata->nconss = 0;
/* delete conjunction constraint, if it is unmodifiable */
if( !SCIPconsIsModifiable(conss[c]) )
{
SCIP_CALL( SCIPdelCons(scip, conss[c]) );
}
}
return SCIP_OKAY;
}
/** adds all constraints in conjunction constraints to the problem; disables unmodifiable conjunction constraints */
static
SCIP_RETCODE addAllConss(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS** conss, /**< active conjunction constraints */
int nconss, /**< number of active conjunction constraints */
SCIP_RESULT* result /**< pointer to store the result */
)
{
SCIP_CONSDATA* consdata;
int c;
int i;
assert(result != NULL);
for( c = 0; c < nconss; ++c )
{
consdata = SCIPconsGetData(conss[c]);
assert(consdata != NULL);
/* add all inactive constraints to local subproblem */
for( i = 0; i < consdata->nconss; ++i )
{
/* update check flag for sub constraints when upgrade takes place */
if( SCIPconsIsChecked(conss[c]) )
{
/* make sure, the constraint is checked for feasibility */
SCIP_CALL( SCIPsetConsChecked(scip, consdata->conss[i], TRUE) );
}
if( !SCIPconsIsActive(consdata->conss[i]) )
{
SCIPdebugMessage("adding constraint <%s> from add conjunction <%s>\n",
SCIPconsGetName(consdata->conss[i]), SCIPconsGetName(conss[c]));
SCIP_CALL( SCIPaddConsLocal(scip, consdata->conss[i], NULL) );
*result = SCIP_CONSADDED;
}
}
/* disable conjunction constraint, if it is unmodifiable */
if( !SCIPconsIsModifiable(conss[c]) )
{
SCIP_CALL( SCIPdelConsLocal(scip, conss[c]) );
}
}
return SCIP_OKAY;
}
/** presolving method of constraint handler */
static
SCIP_DECL_CONSPRESOL(consPresolDisjunction)
{ /*lint --e{715}*/
SCIP_CONSDATA* consdata;
int oldndelconss;
int c;
assert(result != NULL);
*result = SCIP_DIDNOTFIND;
oldndelconss = *ndelconss;
/* all disjunction constraints with one constraint can be replaced with that corresponding constraint */
for( c = 0; c < nconss; ++c )
{
consdata = SCIPconsGetData(conss[c]);
assert(consdata != NULL);
if( !SCIPconsIsModifiable(conss[c]) && consdata->nconss == 1 )
{
/* add constraint to the problem */
if( !SCIPconsIsActive(consdata->conss[0]) )
{
SCIP_CALL( SCIPaddCons(scip, consdata->conss[0]) );
/* release constraint from the disjunction constraint */
SCIP_CALL( SCIPreleaseCons(scip, &consdata->conss[0]) );
}
/* remove disjunction constraint */
SCIP_CALL( SCIPdelCons(scip, conss[0]) );
*result = SCIP_SUCCESS;
}
/* propagate constraint */
SCIP_CALL( propagateCons(scip, conss[c], ndelconss) );
}
if( *ndelconss > oldndelconss )
*result = SCIP_SUCCESS;
return SCIP_OKAY;
}
/** propagation method for disjunction constraint */
static
SCIP_RETCODE propagateCons(
SCIP* scip, /**< SCIP data structure */
SCIP_CONS* cons, /**< knapsack constraint */
int* ndelconss /**< pointer to count number of deleted constraints */
)
{
SCIP_CONSDATA* consdata;
SCIP_CONS** conss;
int nconss;
int c;
assert(scip != NULL);
assert(cons != NULL);
assert(ndelconss != NULL);
consdata = SCIPconsGetData(cons);
assert(consdata != NULL);
conss = consdata->conss;
assert(conss != NULL);
nconss = consdata->nconss;
assert(nconss > 1);
for( c = 0; c < nconss; ++c )
{
if( SCIPconsIsActive(conss[c]) )
{
(*ndelconss)++;
SCIP_CALL( SCIPdelConsLocal(scip, cons) );
break;
}
}
return SCIP_OKAY;
}
/** try one-opt on given solution */
static
SCIP_RETCODE tryOneOpt(
SCIP* scip, /**< SCIP data structure */
SCIP_HEUR* heur, /**< indicator heuristic */
SCIP_HEURDATA* heurdata, /**< heuristic data */
int nindconss, /**< number of indicator constraints */
SCIP_CONS** indconss, /**< indicator constraints */
SCIP_Bool* solcand, /**< values for indicator variables in partial solution */
int* nfoundsols /**< number of solutions found */
)
{
SCIP_Bool cutoff;
SCIP_Bool lperror;
SCIP_Bool stored;
SCIP_SOL* sol;
int cnt = 0;
int i;
int c;
assert( scip != NULL );
assert( heur != NULL );
assert( heurdata != NULL );
assert( nindconss == 0 || indconss != NULL );
assert( solcand != NULL );
assert( nfoundsols != NULL );
SCIPdebugMessage("Performing one-opt ...\n");
*nfoundsols = 0;
SCIP_CALL( SCIPstartProbing(scip) );
for (i = 0; i < nindconss; ++i)
{
SCIP_VAR* binvar;
/* skip nonactive constraints */
if ( ! SCIPconsIsActive(indconss[i]) )
continue;
binvar = SCIPgetBinaryVarIndicator(indconss[i]);
assert( binvar != NULL );
/* skip constraints with fixed variables */
if ( SCIPvarGetUbLocal(binvar) < 0.5 || SCIPvarGetLbLocal(binvar) > 0.5 )
continue;
/* return if the we would exceed the depth limit of the tree */
if( SCIPgetDepthLimit(scip) <= SCIPgetDepth(scip) )
break;
/* get rid of all bound changes */
SCIP_CALL( SCIPnewProbingNode(scip) );
++cnt;
/* fix variables */
for (c = 0; c < nindconss; ++c)
{
SCIP_Bool s;
/* skip nonactive constraints */
if ( ! SCIPconsIsActive(indconss[c]) )
continue;
binvar = SCIPgetBinaryVarIndicator(indconss[c]);
assert( binvar != NULL );
/* fix variables according to solution candidate, except constraint i */
if ( c == i )
s = ! solcand[c];
else
s = solcand[c];
if ( ! s )
{
if ( SCIPvarGetLbLocal(binvar) < 0.5 && SCIPvarGetUbLocal(binvar) > 0.5 )
{
SCIP_CALL( SCIPchgVarLbProbing(scip, binvar, 1.0) );
}
}
else
{
if ( SCIPvarGetUbLocal(binvar) > 0.5 && SCIPvarGetLbLocal(binvar) < 0.5 )
{
SCIP_CALL( SCIPchgVarUbProbing(scip, binvar, 0.0) );
}
}
}
/* propagate variables */
SCIP_CALL( SCIPpropagateProbing(scip, -1, &cutoff, NULL) );
if ( cutoff )
{
SCIP_CALL( SCIPbacktrackProbing(scip, 0) );
continue;
}
/* solve LP to move continuous variables */
SCIP_CALL( SCIPsolveProbingLP(scip, -1, &lperror, &cutoff) );
/* the LP often reaches the objective limit - we currently do not use such solutions */
if ( lperror || cutoff || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
{
#ifdef SCIP_DEBUG
if ( lperror )
SCIPdebugMessage("An LP error occured.\n");
#endif
SCIP_CALL( SCIPbacktrackProbing(scip, 0) );
continue;
}
/* create solution */
SCIP_CALL( SCIPcreateSol(scip, &sol, heur) );
/* copy the current LP solution to the working solution */
SCIP_CALL( SCIPlinkLPSol(scip, sol) );
/* check solution for feasibility */
SCIPdebugMessage("One-opt found solution candidate with value %g.\n", SCIPgetSolTransObj(scip, sol));
/* only check integrality, because we solved an LP */
SCIP_CALL( SCIPtrySolFree(scip, &sol, FALSE, FALSE, TRUE, FALSE, &stored) );
if ( stored )
++(*nfoundsols);
SCIP_CALL( SCIPbacktrackProbing(scip, 0) );
}
SCIP_CALL( SCIPendProbing(scip) );
SCIPdebugMessage("Finished one-opt (tried variables: %d, found sols: %d).\n", cnt, *nfoundsols);
return SCIP_OKAY;
}
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecIndicator)
{ /*lint --e{715}*/
SCIP_HEURDATA* heurdata;
int nfoundsols = 0;
assert( heur != NULL );
assert( scip != NULL );
assert( result != NULL );
*result = SCIP_DIDNOTRUN;
if ( SCIPgetSubscipDepth(scip) > 0 )
return SCIP_OKAY;
/* get heuristic's data */
heurdata = SCIPheurGetData(heur);
assert( heurdata != NULL );
/* call heuristic, if solution candidate is available */
if ( heurdata->solcand != NULL )
{
assert( heurdata->nindconss > 0 );
assert( heurdata->indconss != NULL );
/* The heuristic will only be successful if there are no integral variables and no binary variables except the
* indicator variables. */
if ( SCIPgetNIntVars(scip) > 0 || heurdata->nindconss < SCIPgetNBinVars(scip) )
return SCIP_OKAY;
SCIP_CALL( trySolCandidate(scip, heur, heurdata, heurdata->nindconss, heurdata->indconss, heurdata->solcand, &nfoundsols) );
if ( nfoundsols > 0 )
*result = SCIP_FOUNDSOL;
else
*result = SCIP_DIDNOTFIND;
/* free memory */
SCIPfreeBlockMemoryArray(scip, &(heurdata->solcand), heurdata->nindconss);
SCIPfreeBlockMemoryArray(scip, &(heurdata->indconss), heurdata->nindconss);
}
else
{
SCIP_CONS** indconss;
SCIP_Bool* solcand;
SCIP_SOL* bestsol;
int nindconss;
int i;
if ( heurdata->indicatorconshdlr == NULL )
return SCIP_OKAY;
/* check whether a new best solution has been found */
bestsol = SCIPgetBestSol(scip);
if ( bestsol == heurdata->lastsol )
return SCIP_OKAY;
heurdata->lastsol = bestsol;
/* avoid solutions produced by this heuristic */
if ( SCIPsolGetHeur(bestsol) == heur )
return SCIP_OKAY;
/* The heuristic will only be successful if there are no integral variables and no binary variables except the
* indicator variables. */
if ( SCIPgetNIntVars(scip) > 0 || SCIPconshdlrGetNConss(heurdata->indicatorconshdlr) < SCIPgetNBinVars(scip) )
return SCIP_OKAY;
nindconss = SCIPconshdlrGetNConss(heurdata->indicatorconshdlr);
if ( nindconss == 0 )
return SCIP_OKAY;
indconss = SCIPconshdlrGetConss(heurdata->indicatorconshdlr);
assert( indconss != NULL );
/* fill solutin candidate */
SCIP_CALL( SCIPallocBufferArray(scip, &solcand, nindconss) );
for (i = 0; i < nindconss; ++i)
{
SCIP_VAR* binvar;
SCIP_Real val;
solcand[i] = FALSE;
if ( SCIPconsIsActive(indconss[i]) )
{
binvar = SCIPgetBinaryVarIndicator(indconss[i]);
assert( binvar != NULL );
val = SCIPgetSolVal(scip, bestsol, binvar);
assert( SCIPisFeasIntegral(scip, val) );
if ( val > 0.5 )
solcand[i] = TRUE;
}
}
SCIPdebugMessage("Trying to improve best solution of value %f.\n", SCIPgetSolOrigObj(scip, bestsol) );
/* try one-opt heuristic */
SCIP_CALL( tryOneOpt(scip, heur, heurdata, nindconss, indconss, solcand, &nfoundsols) );
if ( nfoundsols > 0 )
*result = SCIP_FOUNDSOL;
else
*result = SCIP_DIDNOTFIND;
SCIPfreeBufferArray(scip, &solcand);
}
return SCIP_OKAY;
}
/** try given solution */
static
SCIP_RETCODE trySolCandidate(
SCIP* scip, /**< SCIP data structure */
SCIP_HEUR* heur, /**< indicator heuristic */
SCIP_HEURDATA* heurdata, /**< heuristic data */
int nindconss, /**< number of indicator constraints */
SCIP_CONS** indconss, /**< indicator constraints */
SCIP_Bool* solcand, /**< values for indicator variables in partial solution */
int* nfoundsols /**< number of solutions found */
)
{
SCIP_Bool cutoff;
SCIP_Bool lperror;
SCIP_Bool stored;
SCIP_SOL* sol;
int c;
assert( scip != NULL );
assert( heur != NULL );
assert( heurdata != NULL );
assert( nindconss == 0 || indconss != NULL );
assert( solcand != NULL );
assert( nfoundsols != NULL );
SCIPdebugMessage("Trying to generate feasible solution with indicators from solution candidate ...\n");
*nfoundsols = 0;
SCIP_CALL( SCIPstartProbing(scip) );
/* we can stop here if we have already reached the maximal depth */
if( SCIPgetDepthLimit(scip) <= SCIPgetDepth(scip) )
{
SCIP_CALL( SCIPendProbing(scip) );
return SCIP_OKAY;
}
SCIP_CALL( SCIPnewProbingNode(scip) );
/* fix variables */
for (c = 0; c < nindconss; ++c)
{
SCIP_VAR* binvar;
/* skip nonactive constraints */
if ( ! SCIPconsIsActive(indconss[c]) )
continue;
binvar = SCIPgetBinaryVarIndicator(indconss[c]);
assert( binvar != NULL );
/* Fix binary variables not in cover to 1 and corresponding slack variables to 0. The other binary variables are fixed to 0. */
if ( ! solcand[c] )
{
/* to be sure, check for non-fixed variables */
if ( SCIPvarGetLbLocal(binvar) < 0.5 && SCIPvarGetUbLocal(binvar) > 0.5 )
{
SCIP_CALL( SCIPchgVarLbProbing(scip, binvar, 1.0) );
}
}
else
{
if ( SCIPvarGetUbLocal(binvar) > 0.5 && SCIPvarGetLbLocal(binvar) < 0.5 )
{
SCIP_CALL( SCIPchgVarUbProbing(scip, binvar, 0.0) );
}
}
}
/* propagate variables */
SCIP_CALL( SCIPpropagateProbing(scip, -1, &cutoff, NULL) );
if ( cutoff )
{
SCIPdebugMessage("Solution candidate reaches cutoff (in propagation).\n");
SCIP_CALL( SCIPendProbing(scip) );
return SCIP_OKAY;
}
/* solve LP to move continuous variables */
SCIP_CALL( SCIPsolveProbingLP(scip, -1, &lperror, &cutoff) );
/* the LP often reaches the objective limit - we currently do not use such solutions */
if ( lperror || cutoff || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
{
#ifdef SCIP_DEBUG
if ( lperror )
SCIPdebugMessage("An LP error occured.\n");
else
SCIPdebugMessage("Solution candidate reaches cutoff (in LP solving).\n");
#endif
SCIP_CALL( SCIPendProbing(scip) );
return SCIP_OKAY;
}
/* create solution */
SCIP_CALL( SCIPcreateSol(scip, &sol, heur) );
/* copy the current LP solution to the working solution */
SCIP_CALL( SCIPlinkLPSol(scip, sol) );
/* check solution for feasibility */
#ifdef SCIP_DEBUG
SCIPdebugMessage("Found solution candidate with value %g.\n", SCIPgetSolTransObj(scip, sol));
#ifdef SCIP_MORE_DEBUG
SCIP_CALL( SCIPprintSol(scip, sol, NULL, FALSE) );
#endif
SCIP_CALL( SCIPtrySolFree(scip, &sol, TRUE, TRUE, TRUE, TRUE, &stored) );
if ( stored )
{
++(*nfoundsols);
SCIPdebugMessage("Solution is feasible and stored.\n");
}
else
SCIPdebugMessage("Solution was not stored.\n");
#else
/* only check integrality, because we solved an LP */
SCIP_CALL( SCIPtrySolFree(scip, &sol, FALSE, FALSE, TRUE, FALSE, &stored) );
if ( stored )
++(*nfoundsols);
#endif
SCIP_CALL( SCIPendProbing(scip) );
/* possibly perform one-opt */
if ( stored && heurdata->oneopt )
{
int nfound = 0;
assert( *nfoundsols > 0 );
SCIP_CALL( tryOneOpt(scip, heur, heurdata, nindconss, indconss, solcand, &nfound) );
}
return SCIP_OKAY;
}
/** add branching decisions constraints to the sub SCIP */
static
SCIP_RETCODE addBranchingDecisionConss(
SCIP* scip, /**< SCIP data structure */
SCIP* subscip, /**< pricing SCIP data structure */
SCIP_VAR** vars, /**< variable array of the subscuip oder variables */
SCIP_CONSHDLR* conshdlr /**< constraint handler for branching data */
)
{
SCIP_CONS** conss;
SCIP_CONS* cons;
int nconss;
int id1;
int id2;
CONSTYPE type;
SCIP_Real vbdcoef;
SCIP_Real lhs;
SCIP_Real rhs;
int c;
assert( scip != NULL );
assert( subscip != NULL );
assert( conshdlr != NULL );
/* collect all branching decision constraints */
conss = SCIPconshdlrGetConss(conshdlr);
nconss = SCIPconshdlrGetNConss(conshdlr);
/* loop over all branching decision constraints and apply the branching decision if the corresponding constraint is
* active
*/
for( c = 0; c < nconss; ++c )
{
cons = conss[c];
/* ignore constraints which are not active since these are not laying on the current active path of the search
* tree
*/
if( !SCIPconsIsActive(cons) )
continue;
/* collect the two item ids and the branching type (SAME or DIFFER) on which the constraint branched */
id1 = SCIPgetItemid1Samediff(scip, cons);
id2 = SCIPgetItemid2Samediff(scip, cons);
type = SCIPgetTypeSamediff(scip, cons);
SCIPdebugMessage("create varbound for %s(%d,%d)\n", type == SAME ? "same" : "diff",
SCIPprobdataGetIds(SCIPgetProbData(scip))[id1], SCIPprobdataGetIds(SCIPgetProbData(scip))[id2]);
/* depending on the branching type select the correct left and right hand side for the linear constraint which
* enforces this branching decision in the pricing problem MIP
*/
if( type == SAME )
{
lhs = 0.0;
rhs = 0.0;
vbdcoef = -1.0;
}
else if( type == DIFFER )
{
lhs = -SCIPinfinity(scip);
rhs = 1.0;
vbdcoef = 1.0;
}
else
{
SCIPerrorMessage("unknow constraint type <%d>\n, type");
return SCIP_INVALIDDATA;
}
/* add linear (in that case a variable bound) constraint to pricing MIP depending on the branching type:
*
* - branching type SAME: x1 = x2 <=> x1 - x2 = 0 <=> 0 <= x1 - x2 <= 0
*
* - branching type DIFFER: x1 - x2 <= 1 <=> -inf <= x1 - x2 <= 1
*
*/
SCIP_CALL( SCIPcreateConsBasicVarbound(subscip, &cons, SCIPconsGetName(conss[c]),
vars[id1], vars[id2], vbdcoef, lhs, rhs) );
SCIPdebug( SCIPprintCons(subscip, cons, NULL) );
SCIP_CALL( SCIPaddCons(subscip, cons) );
SCIP_CALL( SCIPreleaseCons(subscip, &cons) );
}
return SCIP_OKAY;
}
