void scip_fix_diff(SCIP* scip, SCIP_CONSHDLR* conshdlr,
SCIP_VAR* a, SCIP_VAR* b, llint x)
{
assert(a != b);
assert(a && b && scip && conshdlr);
static unsigned int n = 0;
char row_id[64];
SCIP_ROW* row;
// SCIP_VAR* vars[2] = {a, b};
// SCIP_Real coefs[3] = {1, -1};
sprintf(row_id, "drow%d", n++);
sa(SCIPcreateEmptyRowCons(scip, &row, conshdlr,
row_id, x, x, TRUE, FALSE, FALSE));
sa(SCIPcacheRowExtensions(scip, row));
sa(SCIPaddVarToRow(scip, row, a, 1.0));
sa(SCIPaddVarToRow(scip, row, b, -1.0));
sa(SCIPflushRowExtensions(scip, row));
sa(SCIPaddCut(scip, NULL, row, TRUE));
cout << "added cut" << endl;
}
/** separate */
static
SCIP_RETCODE sep_flow(
SCIP* scip, /**< SCIP data structure */
SCIP_CONSHDLR* conshdlr, /**< constraint handler */
SCIP_CONSHDLRDATA* conshdlrdata, /**< constraint handler data */
SCIP_CONSDATA* consdata, /**< constraint data */
int maxcuts, /**< maximal number of cuts */
int* ncuts /**< pointer to store number of cuts */
)
{
GRAPH* g;
SCIP_VAR** vars;
SCIP_ROW* row = NULL;
SCIP_Real* xval;
SCIP_Real sum;
int i;
int k;
int j;
int ind;
int layer;
int count = 0;
unsigned int flowsep;
assert(scip != NULL);
assert(conshdlr != NULL);
assert(conshdlrdata != NULL);
vars = SCIPprobdataGetVars(scip);
flowsep = conshdlrdata->flowsep;
/* get the graph */
g = consdata->graph;
assert(g != NULL);
xval = SCIPprobdataGetXval(scip, NULL);
assert(xval != NULL);
for(i = 0; i < g->knots; i++)
{
for(layer = 0; layer < g->layers; layer++)
{
/* continue at root */
if( i == g->source[layer] )
continue;
/* at terminal: input sum == 1
* basically a cut (starcut))
*/
if( g->term[i] == layer )
{
sum = 0.0;
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
sum += (xval != NULL) ? xval[ind] : 0.0;
}
if( !SCIPisFeasEQ(scip, sum, 1.0) )
{
SCIP_Bool infeasible;
SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conshdlr, "term", 1.0,
1.0, FALSE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, row) );
for(k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k])
{
ind = layer * g->edges + k;
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], 1.0) );
}
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
count++;
SCIP_CALL( SCIPreleaseRow(scip, &row) );
if( *ncuts + count >= maxcuts )
goto TERMINATE;
}
}
/* no flows ? */
if( !flowsep )
continue;
/* the value of each outgoing edge needs to be smaller than the sum of the ingoing edges */
for( j = g->outbeg[i]; j != EAT_LAST; j = g->oeat[j] )
{
ind = layer * g->edges + j;
sum = (xval != NULL) ? -xval[ind] : -1.0;
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
sum += (xval != NULL) ? xval[ind] : 0.0;
}
if( SCIPisFeasNegative(scip, sum) )
{
SCIP_Bool infeasible;
SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conshdlr, "flow", 0.0, SCIPinfinity(scip),
FALSE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, row) );
ind = layer * g->edges + j;
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], -1.0) );
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], 1.0) );
}
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
count++;
SCIP_CALL( SCIPreleaseRow(scip, &row) );
if( *ncuts + count >= maxcuts )
goto TERMINATE;
}
}
/* consider only non terminals */
if( g->term[i] == layer )
continue;
/* input of a vertex has to be <= 1.0 */
sum = 0.0;
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
sum += (xval != NULL) ? xval[ind] : 1.0;
}
if( SCIPisFeasGT(scip, sum, 1.0) )
{
SCIP_Bool infeasible;
SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conshdlr, "infl", -SCIPinfinity(scip),
1.0, FALSE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, row) );
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], 1.0) );
}
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
count++;
SCIP_CALL( SCIPreleaseRow(scip, &row) );
if( *ncuts + count >= maxcuts )
goto TERMINATE;
}
/* incoming flow <= outgoing flow */
sum = 0.0;
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
sum -= (xval != NULL) ? xval[ind] : 1.0;
}
for( k = g->outbeg[i]; k != EAT_LAST; k = g->oeat[k] )
{
ind = layer * g->edges + k;
sum += (xval != NULL) ? xval[ind] : 0.0;
}
if( SCIPisFeasNegative(scip, sum) )
{
SCIP_Bool infeasible;
SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conshdlr, "bala", 0.0,
(g->locals[layer] == 2) ? 0.0 : SCIPinfinity(scip), FALSE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, row) );
for( k = g->inpbeg[i]; k != EAT_LAST; k = g->ieat[k] )
{
ind = layer * g->edges + k;
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], -1.0) );
}
for( k = g->outbeg[i]; k != EAT_LAST; k = g->oeat[k] )
{
ind = layer * g->edges + k;
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], 1.0) );
}
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
count++;
SCIP_CALL( SCIPreleaseRow(scip, &row) );
if( *ncuts + count >= maxcuts )
goto TERMINATE;
}
}
}
TERMINATE:
SCIPdebugMessage("In/Out Separator: %d Inequalities added\n", count);
*ncuts += count;
return SCIP_OKAY;
}
/** add a cut */
static
SCIP_RETCODE cut_add(
SCIP* scip, /**< SCIP data structure */
SCIP_CONSHDLR* conshdlr, /**< constraint handler */
const GRAPH* g, /**< graph data structure */
const int layer, /**< current layer, set to zero usually */
const SCIP_Real* xval, /**< edge values */
int* capa, /**< edges capacities (scaled) */
const int updatecapa, /**< update capacities? */
int* ncuts, /**< pointer to store number of cuts */
SCIP_Bool* success /**< pointer to store whether add cut be added */
)
{
SCIP_ROW* row;
SCIP_VAR** vars = SCIPprobdataGetVars(scip);
SCIP_Real sum = 0.0;
SCIP_Bool inccapa = FALSE;
int i;
int ind;
(*success) = FALSE;
assert(scip != NULL);
assert(g != NULL);
assert((layer >= 0) && (layer < g->layers));
SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conshdlr, "2cut", 1.0, SCIPinfinity(scip), FALSE, FALSE, TRUE) );
SCIP_CALL( SCIPcacheRowExtensions(scip, row) );
for( i = 0; i < g->edges; i++ )
{
if( (g->mark[g->source[layer]] == g->mark[g->tail[i]])
&& (g->mark[g->tail[i]] != g->mark[g->head[i]]) )
{
ind = layer * g->edges + i;
if( updatecapa )
{
if( capa[i] < FLOW_FACTOR )
inccapa = TRUE;
SCIPdebugMessage("set capa[%d] from %6d to %6d\n", i, capa[i], FLOW_FACTOR);
capa[i] = FLOW_FACTOR;
if( !inccapa )
{
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
SCIP_CALL( SCIPreleaseRow(scip, &row) );
return SCIP_OKAY;
}
}
if( xval != NULL )
{
sum += xval[ind];
if( SCIPisFeasGE(scip, sum, 1.0) )
{
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
SCIP_CALL( SCIPreleaseRow(scip, &row) );
return SCIP_OKAY;
}
}
SCIP_CALL( SCIPaddVarToRow(scip, row, vars[ind], 1.0) );
}
}
assert(sum < 1.0);
SCIP_CALL( SCIPflushRowExtensions(scip, row) );
/* checks, if cut is sufficiently violated */
if( SCIPisCutEfficacious(scip, NULL, row) )
{
SCIP_Bool infeasible;
SCIPdebug( SCIP_CALL( SCIPprintRow(scip, row, NULL) ) );
SCIP_CALL( SCIPaddCut(scip, NULL, row, FALSE, &infeasible) );
(*ncuts)++;
(*success) = TRUE;
}
SCIP_CALL( SCIPreleaseRow(scip, &row) );
return SCIP_OKAY;
}
SCIP_RETCODE SCIPconshdlrBenders::sepaBenders(
SCIP * scip,
SCIP_CONSHDLR * conshdlr,
SCIP_SOL * sol,
whereFrom where,
SCIP_RESULT * result)
{
OsiCuts cs; /**< Benders cut placeholder */
SCIP_Real * vals = NULL; /**< current solution */
#if 1
if (scip_checkpriority_ < 0)
{
/** consider incumbent solutions only */
double primObj = SCIPgetPrimalbound(scip);
double currObj = SCIPgetSolOrigObj(scip, sol);
if (SCIPisLT(scip, primObj, currObj))
{
DSPdebugMessage(" -> primObj %e currObj %e\n", primObj, currObj);
return SCIP_OKAY;
}
}
#endif
/** allocate memory */
SCIP_CALL(SCIPallocMemoryArray(scip, &vals, nvars_));
/** get current solution */
SCIP_CALL(SCIPgetSolVals(scip, sol, nvars_, vars_, vals));
/** TODO The following filter does not work, meaning that it provides suboptimal solution.
* I do not know the reason. */
#if 0
double maxviol = 1.e-10;
for (int j = 0; j < nvars_ - naux_; ++j)
{
SCIP_VARTYPE vartype = SCIPvarGetType(vars_[j]);
if (vartype == SCIP_VARTYPE_CONTINUOUS) continue;
double viol = 0.5 - fabs(vals[j] - floor(vals[j]) - 0.5);
if (viol > maxviol)
maxviol = viol;
}
DSPdebugMessage("maximum violation %e\n", maxviol);
if (where != from_scip_check &&
where != from_scip_enfolp &&
where != from_scip_enfops &&
maxviol > 1.e-7)
{
printf("where %d maxviol %e\n", where, maxviol);
/** free memory */
SCIPfreeMemoryArray(scip, &vals);
return SCIP_OKAY;
}
#endif
#ifdef DSP_DEBUG2
double minvals = COIN_DBL_MAX;
double maxvals = -COIN_DBL_MAX;
double sumvals = 0.;
double ssvals = 0.;
//printf("nvars_ %d naux_ %d nAuxvars_ %d\n", nvars_, naux_, tss_->nAuxvars_);
for (int j = 0; j < nvars_ - naux_; ++j)
{
// if (vals[j] < 0 || vals[j] > 1)
// printf("solution %d has value %e.\n", j, vals[j]);
sumvals += vals[j];
ssvals += vals[j] * vals[j];
minvals = minvals > vals[j] ? vals[j] : minvals;
maxvals = maxvals < vals[j] ? vals[j] : maxvals;
}
DSPdebugMessage("solution: min %e max %e avg %e sum %e two-norm %e\n",
minvals, maxvals, sumvals / nvars_, sumvals, sqrt(ssvals));
#endif
#define SCAN_GLOBAL_CUT_POOL
#ifdef SCAN_GLOBAL_CUT_POOL
if (SCIPgetStage(scip) == SCIP_STAGE_SOLVING ||
SCIPgetStage(scip) == SCIP_STAGE_SOLVED ||
SCIPgetStage(scip) == SCIP_STAGE_EXITSOLVE)
{
bool addedPoolCut = false;
int numPoolCuts = SCIPgetNPoolCuts(scip);
int numCutsToScan = 100;
SCIP_CUT ** poolcuts = SCIPgetPoolCuts(scip);
for (int i = numPoolCuts - 1; i >= 0; --i)
{
if (i < 0) break;
if (numCutsToScan == 0) break;
/** retrieve row */
SCIP_ROW * poolcutrow = SCIPcutGetRow(poolcuts[i]);
/** benders? */
if (strcmp(SCIProwGetName(poolcutrow), "benders") != 0)
continue;
/** counter */
numCutsToScan--;
if (SCIPgetCutEfficacy(scip, sol, poolcutrow) > 1.e-6)
{
if (where == from_scip_sepalp ||
where == from_scip_sepasol ||
where == from_scip_enfolp)
{
/** add cut */
SCIP_Bool infeasible;
SCIP_CALL(SCIPaddCut(scip, sol, poolcutrow,
FALSE, /**< force cut */
&infeasible));
if (infeasible)
*result = SCIP_CUTOFF;
else //if (*result != SCIP_CUTOFF)
*result = SCIP_SEPARATED;
}
else
*result = SCIP_INFEASIBLE;
addedPoolCut = true;
break;
}
}
if (addedPoolCut)
{
DSPdebugMessage("Added pool cut\n");
/** free memory */
SCIPfreeMemoryArray(scip, &vals);
return SCIP_OKAY;
}
}
#endif
/** generate Benders cuts */
assert(tss_);
tss_->generateCuts(nvars_, vals, &cs);
/** If found Benders cuts */
for (int i = 0; i < cs.sizeCuts(); ++i)
{
/** get cut pointer */
OsiRowCut * rc = cs.rowCutPtr(i);
if (!rc) continue;
const CoinPackedVector cutrow = rc->row();
if (cutrow.getNumElements() == 0) continue;
/** is optimality cut? */
bool isOptimalityCut = false;
for (int j = nvars_ - naux_; j < nvars_; ++j)
{
if (cutrow.getMaxIndex() == j)
{
isOptimalityCut = true;
break;
}
}
double efficacy = rc->violated(vals) / cutrow.twoNorm();
SCIP_Bool isEfficacious = efficacy > 1.e-6;
#define KK_TEST
#ifdef KK_TEST
if (SCIPgetStage(scip) == SCIP_STAGE_INITSOLVE ||
SCIPgetStage(scip) == SCIP_STAGE_SOLVING)
{
/** create empty row */
SCIP_ROW * row = NULL;
SCIP_CALL(SCIPcreateEmptyRowCons(scip, &row, conshdlr, "benders", rc->lb(), SCIPinfinity(scip),
FALSE, /**< is row local? */
FALSE, /**< is row modifiable? */
FALSE /**< is row removable? can this be TRUE? */));
/** cache the row extension and only flush them if the cut gets added */
SCIP_CALL(SCIPcacheRowExtensions(scip, row));
/** collect all non-zero coefficients */
for (int j = 0; j < cutrow.getNumElements(); ++j)
SCIP_CALL(SCIPaddVarToRow(scip, row, vars_[cutrow.getIndices()[j]], cutrow.getElements()[j]));
DSPdebugMessage("found Benders (%s) cut: act=%f, lhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
isOptimalityCut ? "opti" : "feas",
SCIPgetRowLPActivity(scip, row), SCIProwGetLhs(row), SCIProwGetNorm(row),
SCIPgetCutEfficacy(scip, sol, row),
SCIPgetRowMinCoef(scip, row), SCIPgetRowMaxCoef(scip, row),
SCIPgetRowMaxCoef(scip, row)/SCIPgetRowMinCoef(scip, row));
/** flush all changes before adding cut */
SCIP_CALL(SCIPflushRowExtensions(scip, row));
DSPdebugMessage("efficacy %e isEfficatious %d\n", efficacy, isEfficacious);
if (isEfficacious)
{
if (where == from_scip_sepalp ||
where == from_scip_sepasol ||
where == from_scip_enfolp)
{
/** add cut */
SCIP_Bool infeasible;
SCIP_CALL(SCIPaddCut(scip, sol, row,
FALSE, /**< force cut */
&infeasible));
if (infeasible)
*result = SCIP_CUTOFF;
else //if (*result != SCIP_CUTOFF)
*result = SCIP_SEPARATED;
}
else
*result = SCIP_INFEASIBLE;
}
/** add cut to global pool */
SCIP_CALL(SCIPaddPoolCut(scip, row));
DSPdebugMessage("number of cuts in global cut pool: %d\n", SCIPgetNPoolCuts(scip));
/** release the row */
SCIP_CALL(SCIPreleaseRow(scip, &row));
}
else if (isEfficacious &&
where != from_scip_sepalp &&
where != from_scip_sepasol &&
where != from_scip_enfolp)
*result = SCIP_INFEASIBLE;
#else
if (where == from_scip_sepalp ||
where == from_scip_sepasol ||
where == from_scip_enfolp)
{
/** create empty row */
SCIP_ROW * row = NULL;
SCIP_CALL(SCIPcreateEmptyRowCons(scip, &row, conshdlr, "benders", rc->lb(), SCIPinfinity(scip),
FALSE, /**< is row local? */
FALSE, /**< is row modifiable? */
FALSE /**< is row removable? can this be TRUE? */));
/** cache the row extension and only flush them if the cut gets added */
SCIP_CALL(SCIPcacheRowExtensions(scip, row));
/** collect all non-zero coefficients */
for (int j = 0; j < cutrow.getNumElements(); ++j)
SCIP_CALL(SCIPaddVarToRow(scip, row, vars_[cutrow.getIndices()[j]], cutrow.getElements()[j]));
DSPdebugMessage("found Benders (%s) cut: act=%f, lhs=%f, norm=%f, eff=%f, min=%f, max=%f (range=%f)\n",
isOptimalityCut ? "opti" : "feas",
SCIPgetRowLPActivity(scip, row), SCIProwGetLhs(row), SCIProwGetNorm(row),
SCIPgetCutEfficacy(scip, NULL, row),
SCIPgetRowMinCoef(scip, row), SCIPgetRowMaxCoef(scip, row),
SCIPgetRowMaxCoef(scip, row)/SCIPgetRowMinCoef(scip, row));
/** flush all changes before adding cut */
SCIP_CALL(SCIPflushRowExtensions(scip, row));
/** is cut efficacious? */
if (isOptimalityCut)
{
efficacy = SCIPgetCutEfficacy(scip, sol, row);
isEfficacious = SCIPisCutEfficacious(scip, sol, row);
}
else
{
efficacy = rc->violated(vals);
isEfficacious = efficacy > 1.e-6;
}
if (isEfficacious)
{
/** add cut */
SCIP_Bool infeasible;
SCIP_CALL(SCIPaddCut(scip, sol, row,
FALSE, /**< force cut */
&infeasible));
if (infeasible)
*result = SCIP_CUTOFF;
else if (*result != SCIP_CUTOFF)
*result = SCIP_SEPARATED;
}
/** add cut to global pool */
SCIP_CALL(SCIPaddPoolCut(scip, row));
/** release the row */
SCIP_CALL(SCIPreleaseRow(scip, &row));
}
else
{
if (isOptimalityCut)
{
efficacy = rc->violated(vals) / cutrow.twoNorm();
isEfficacious = efficacy > 0.05;
}
else
{
efficacy = rc->violated(vals);
isEfficacious = efficacy > 1.e-6;
}
DSPdebugMessage("%s efficacy %e\n", isOptimalityCut ? "Opti" : "Feas", efficacy);
if (isEfficacious == TRUE)
*result = SCIP_INFEASIBLE;
}
#endif
}
/** free memory */
SCIPfreeMemoryArray(scip, &vals);
return SCIP_OKAY;
}
