示例#1
0
/** output method of display column to output file stream 'file' */
static
SCIP_DECL_DISPOUTPUT(SCIPdispOutputVars)
{  /*lint --e{715}*/
   assert(disp != NULL);
   assert(strcmp(SCIPdispGetName(disp), DISP_NAME_VARS) == 0);
   assert(scip != NULL);

   SCIPdispInt(SCIPgetMessagehdlr(scip), file, SCIPgetNVars(GCGpricerGetOrigprob(scip)), DISP_WIDT_VARS);

   return SCIP_OKAY;
}
示例#2
0
/** problem reading method of reader */
static
SCIP_DECL_READERREAD(readerReadBlk)
{   /*lint --e{715} */

    if( SCIPgetStage(scip) == SCIP_STAGE_INIT || SCIPgetNVars(scip) == 0 || SCIPgetNConss(scip) == 0 )
    {
        SCIPverbMessage(scip, SCIP_VERBLEVEL_DIALOG, NULL, "Please read in a problem before reading in the corresponding structure file!\n");
        return SCIP_OKAY;
    }
    SCIP_CALL( SCIPreadBlk(scip, filename, result) );

    return SCIP_OKAY;
}
/** free heuristic data */
static
SCIP_RETCODE heurdataFreeArrays(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_HEURDATA*        heurdata            /**< heuristic data */
   )
{
   assert(heurdata->memsize == 0 || heurdata->rowmeans != NULL);
   assert(heurdata->memsize >= 0);

   if( heurdata->memsize > 0 )
   {
      SCIPfreeBufferArray(scip, &heurdata->rowmeans);
      SCIPfreeBufferArray(scip, &heurdata->rowvariances);
      SCIPfreeBufferArray(scip, &heurdata->rowinfinitiesup);
      SCIPfreeBufferArray(scip, &heurdata->rowinfinitiesdown);

      heurdata->memsize = 0;
   }

   if( heurdata->varpossmemsize > 0 )
   {
      SCIP_VAR** vars;
      int v;

      assert(heurdata->varpossmemsize == SCIPgetNVars(scip));

      vars = SCIPgetVars(scip);
      for( v = heurdata->varpossmemsize - 1; v >= 0; --v )
      {
         SCIP_VAR* var;

         var = vars[v];

         assert(var != NULL);
         assert(v == SCIPvarGetProbindex(var));
         SCIP_CALL( SCIPdropVarEvent(scip, var, EVENT_DISTRIBUTION, heurdata->eventhdlr, NULL, heurdata->varfilterposs[v]) );
      }
      SCIPfreeBufferArray(scip, &heurdata->currentlbs);
      SCIPfreeBufferArray(scip, &heurdata->currentubs);
      SCIPfreeBufferArray(scip, &heurdata->updatedvars);
      SCIPfreeBufferArray(scip, &heurdata->varposs);
      SCIPfreeBufferArray(scip, &heurdata->varfilterposs);
   }
   /* allocate variable update event processing array storage */

   heurdata->varpossmemsize = 0;
   heurdata->nupdatedvars = 0;

   return SCIP_OKAY;
}
/** generate point for close cut separation
 *
 *  The constructed point is the convex combination of the point stored in set->closesol and the
 *  current LP solution. The convexity parameter is set->sepa_closecombvalue. If this parameter is
 *  0, the point coincides with the LP solution.
 */
static
SCIP_RETCODE generateCloseCutPoint(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_SEPADATA*        sepadata,           /**< separator data */
   SCIP_SOL**            point               /**< point to be generated (or NULL if unsuccessful) */
   )
{
   SCIP_VAR** vars;
   SCIP_VAR* var;
   SCIP_Real val;
   SCIP_Real alpha;
   SCIP_Real onealpha;
   int nvars;
   int i;

   assert( scip != NULL );
   assert( point != NULL );

   *point = NULL;
   if ( sepadata->sepasol == NULL )
      return SCIP_OKAY;

   alpha = sepadata->sepacombvalue;
   if ( alpha < 0.001 )
      return SCIP_OKAY;
   onealpha = 1.0 - alpha;

   /* create solution */
   SCIP_CALL( SCIPcreateSol(scip, point, NULL) );

   /* generate convex combination */
   vars = SCIPgetVars(scip);
   nvars = SCIPgetNVars(scip);
   for (i = 0; i < nvars; ++i)
   {
      var = vars[i];
      val = alpha * SCIPgetSolVal(scip, sepadata->sepasol, var) + onealpha * SCIPvarGetLPSol(var);

      if ( ! SCIPisZero(scip, val) )
      {
         SCIP_CALL( SCIPsetSolVal(scip, *point, var, val) );
      }
   }

   return SCIP_OKAY;
}
示例#5
0
/** reads the objective section */
static
SCIP_RETCODE readObjective(
   SCIP*                 scip,               /**< SCIP data structure */
   LPINPUT*              lpinput             /**< LP reading data */
   )
{
   char name[LP_MAX_LINELEN];
   SCIP_VAR** vars;
   SCIP_Real* coefs;
   int ncoefs;
   SCIP_Bool newsection;

   assert(lpinput != NULL);

   /* read the objective coefficients */
   SCIP_CALL( readCoefficients(scip, lpinput, TRUE, name, &vars, &coefs, &ncoefs, &newsection) );
   if( !hasError(lpinput) )
   {
      int i;
      SCIP_VAR** oldvars;

      /* set all linear coefficients to 0 */
      oldvars = SCIPgetVars(scip);
      for( i = 0; i < SCIPgetNVars(scip); i++ )
      {
         SCIP_CALL( SCIPchgVarObj(scip, oldvars[i], 0.0) );
      }

      /* set the linear objective values */
      for( i = 0; i < ncoefs; ++i )
      {
         SCIP_CALL( SCIPchgVarObj(scip, vars[i], coefs[i]) );
      }
   }

   /* free memory */
   SCIPfreeMemoryArrayNull(scip, &vars);
   SCIPfreeMemoryArrayNull(scip, &coefs);

   return SCIP_OKAY;
}
示例#6
0
/** reads an BLK file */
static
SCIP_RETCODE readBLKFile(
    SCIP*                 scip,               /**< SCIP data structure */
    SCIP_READER*          reader,             /**< reader data structure */
    BLKINPUT*             blkinput,           /**< BLK reading data */
    const char*           filename            /**< name of the input file */
)
{
    DEC_DECOMP *decdecomp;
    int i;
    int nconss;
    int nblocksread;
    int nvars;
    SCIP_READERDATA* readerdata;
    SCIP_CONS** conss;
    nblocksread = FALSE;

    assert(scip != NULL);
    assert(reader != NULL);
    assert(blkinput != NULL);

    if( SCIPgetStage(scip) < SCIP_STAGE_TRANSFORMED )
        SCIP_CALL( SCIPtransformProb(scip) );

    readerdata = SCIPreaderGetData(reader);
    assert(readerdata != NULL);

    readerdata->nlinkingcons = SCIPgetNConss(scip);
    readerdata->nlinkingvars = 0;
    nvars = SCIPgetNVars(scip);
    conss = SCIPgetConss(scip);
    nconss = SCIPgetNConss(scip);

    /* alloc: var -> block mapping */
    SCIP_CALL( SCIPallocMemoryArray(scip, &readerdata->varstoblock, nvars) );
    for( i = 0; i < nvars; i ++ )
    {
        readerdata->varstoblock[i] = NOVALUE;
    }

    /* alloc: linkingvar -> blocks mapping */
    SCIP_CALL( SCIPallocMemoryArray(scip, &readerdata->linkingvarsblocks, nvars) );
    SCIP_CALL( SCIPallocMemoryArray(scip, &readerdata->nlinkingvarsblocks, nvars) );
    BMSclearMemoryArray(readerdata->linkingvarsblocks, nvars);
    BMSclearMemoryArray(readerdata->nlinkingvarsblocks, nvars);

    /* cons -> block mapping */
    SCIP_CALL( SCIPhashmapCreate(&readerdata->constoblock, SCIPblkmem(scip), nconss) );
    for( i = 0; i < SCIPgetNConss(scip); i ++ )
    {
        SCIP_CALL( SCIPhashmapInsert(readerdata->constoblock, conss[i], (void*)(size_t) NOVALUE) );
    }


    /* open file */
    blkinput->file = SCIPfopen(filename, "r");
    if( blkinput->file == NULL )
    {
        SCIPerrorMessage("cannot open file <%s> for reading\n", filename);
        SCIPprintSysError(filename);
        return SCIP_NOFILE;
    }

    /* parse the file */
    blkinput->section = BLK_START;
    while( blkinput->section != BLK_END && !hasError(blkinput) )
    {
        switch( blkinput->section )
        {
        case BLK_START:
            SCIP_CALL( readStart(scip, blkinput) );
            break;

        case BLK_PRESOLVED:
            SCIP_CALL( readPresolved(scip, blkinput) );
            if( blkinput->presolved && SCIPgetStage(scip) < SCIP_STAGE_PRESOLVED )
            {
                assert(blkinput->haspresolvesection);
                /** @bug GCG should be able to presolve the problem first */
                SCIPverbMessage(scip, SCIP_VERBLEVEL_MINIMAL, NULL, "decomposition belongs to the presolved problem, please presolve the problem first.\n");
                goto TERMINATE;
            }
            break;

        case BLK_NBLOCKS:
            SCIP_CALL( readNBlocks(scip, blkinput) );
            if( blkinput->haspresolvesection && !blkinput->presolved && SCIPgetStage(scip) >= SCIP_STAGE_PRESOLVED )
            {
                SCIPverbMessage(scip, SCIP_VERBLEVEL_MINIMAL, NULL, "decomposition belongs to the unpresolved problem, please re-read the problem and read the decomposition without presolving.\n");
                goto TERMINATE;
            }
            if( !blkinput->haspresolvesection )
            {
                SCIPwarningMessage(scip, "decomposition has no presolve section at beginning. The behaviour is undefined. See the FAQ for further information.\n");
            }
            break;

        case BLK_BLOCK:
            if( nblocksread == FALSE )
            {
                /* alloc n vars per block */
                SCIP_CALL( SCIPallocMemoryArray(scip, &readerdata->nblockvars, blkinput->nblocks) );
                SCIP_CALL( SCIPallocMemoryArray(scip, &readerdata->nblockcons, blkinput->nblocks) );
                SCIP_CALL( SCIPallocMemoryArray(scip, &readerdata->blockcons, blkinput->nblocks) );
                for( i = 0; i < blkinput->nblocks; ++i )
                {
                    readerdata->nblockvars[i] = 0;
                    readerdata->nblockcons[i] = 0;
                    SCIP_CALL( SCIPallocMemoryArray(scip, &(readerdata->blockcons[i]), nconss) ); /*lint !e866*/
                }
                nblocksread = TRUE;
            }
            SCIP_CALL( readBlock(scip, blkinput, readerdata) );
            break;

        case BLK_MASTERCONSS:
            SCIP_CALL( readMasterconss(scip, blkinput, readerdata) );
            break;

        case BLK_END: /* this is already handled in the while() loop */
        default:
            SCIPerrorMessage("invalid BLK file section <%d>\n", blkinput->section);
            return SCIP_INVALIDDATA;
        }
    }


    SCIP_CALL( DECdecompCreate(scip, &decdecomp) );

    /* fill decomp */
    SCIP_CALL( fillDecompStruct(scip, blkinput, decdecomp, readerdata) );

    /* add decomp to cons_decomp */
    SCIP_CALL( SCIPconshdlrDecompAddDecdecomp(scip, decdecomp) );

    for( i = 0; i < nvars; ++i )
    {
        assert(readerdata->linkingvarsblocks[i] != NULL || readerdata->nlinkingvarsblocks[i] == 0);
        if( readerdata->nlinkingvarsblocks[i] > 0 )
        {
            SCIPfreeMemoryArray(scip, &readerdata->linkingvarsblocks[i]);
        }
    }

TERMINATE:
    if( nblocksread )
    {
        for( i = blkinput->nblocks - 1; i >= 0; --i )
        {
            SCIPfreeMemoryArray(scip, &(readerdata->blockcons[i]));
        }
        SCIPfreeMemoryArray(scip, &readerdata->blockcons);
        SCIPfreeMemoryArray(scip, &readerdata->nblockcons);
        SCIPfreeMemoryArray(scip, &readerdata->nblockvars);
    }

    SCIPhashmapFree(&readerdata->constoblock);

    SCIPfreeMemoryArray(scip, &readerdata->nlinkingvarsblocks);
    SCIPfreeMemoryArray(scip, &readerdata->linkingvarsblocks);
    SCIPfreeMemoryArray(scip, &readerdata->varstoblock);

    /* close file */
    SCIPfclose(blkinput->file);

    return SCIP_OKAY;
}
示例#7
0
/** fills the whole Decomp struct after the blk file has been read */
static
SCIP_RETCODE fillDecompStruct(
    SCIP*                 scip,               /**< SCIP data structure */
    BLKINPUT*             blkinput,           /**< blk reading data */
    DEC_DECOMP*           decomp,             /**< DEC_DECOMP structure to fill */
    SCIP_READERDATA*      readerdata          /**< reader data*/
)
{

    SCIP_HASHMAP* constoblock;
    SCIP_CONS** allcons;

    SCIP_VAR** consvars;
    int i;
    int j;
    int nvars;
    int blocknr;
    int nconss;
    int nblocks;
    SCIP_Bool valid;

    assert(scip != NULL);
    assert(blkinput != NULL);
    assert(readerdata != NULL);

    allcons = SCIPgetConss(scip);
    nvars = SCIPgetNVars(scip);
    nconss = SCIPgetNConss(scip);
    nblocks = blkinput->nblocks;

    DECdecompSetPresolved(decomp, blkinput->presolved);
    DECdecompSetNBlocks(decomp, nblocks);
    DECdecompSetDetector(decomp, NULL);

    DECdecompSetType(decomp, DEC_DECTYPE_ARROWHEAD, &valid);
    assert(valid);

    /* hashmaps */
    SCIP_CALL( SCIPhashmapCreate(&constoblock, SCIPblkmem(scip), nconss) );
    SCIP_CALL( SCIPallocMemoryArray(scip, &consvars, nvars) );

    /* assign constraints to blocks or declare them linking */
    for( i = 0; i < nconss; i ++ )
    {
        SCIP_CONS* cons;

        cons = allcons[i];

        if( SCIPhashmapGetImage(readerdata->constoblock, cons) == (void*) (size_t) LINKINGVALUE )
        {
            SCIP_CALL( SCIPhashmapInsert(constoblock, cons, (void*) (size_t) (nblocks+1)) );

            SCIPdebugMessage("cons %s is linking\n", SCIPconsGetName(cons));
        }
        /* check whether all variables in the constraint belong to one block */
        else
        {
            int nconsvars;

            nconsvars = SCIPgetNVarsXXX(scip, cons);
            assert(nconsvars < nvars);

            SCIP_CALL( SCIPgetVarsXXX(scip, cons, consvars, nvars) );

            blocknr = -1;

            /* find the first unique assignment of a contained variable to a block */
            for( j = 0; j < nconsvars; ++j )
            {
                /* if a contained variables is directly transferred to the master, the constraint is a linking constraint */
                if( readerdata->varstoblock[SCIPvarGetProbindex(consvars[j])] == NOVALUE )
                {
                    blocknr = -1;
                    break;
                }
                /* assign the constraint temporarily to the block of the variable, if it is unique */
                if( blocknr == -1 && readerdata->varstoblock[SCIPvarGetProbindex(consvars[j])] != LINKINGVALUE )
                {
                    blocknr = readerdata->varstoblock[SCIPvarGetProbindex(consvars[j])];
                }
            }
            if( blocknr != -1 )
            {
                int varidx;
                int varblock;

                /* check whether all contained variables are copied into the assigned block;
                 * if not, the constraint is treated as a linking constraint
                 */
                for( j = 0; j < nconsvars; ++j )
                {
                    varidx = SCIPvarGetProbindex(consvars[j]);
                    varblock = readerdata->varstoblock[varidx];
                    assert(varblock != NOVALUE);

                    if( varblock != LINKINGVALUE && varblock != blocknr )
                    {
                        blocknr = -1;
                        break;
                    }
                    else if( varblock == LINKINGVALUE )
                    {
                        int k;

                        for( k = 0; k < readerdata->nlinkingvarsblocks[varidx]; ++k )
                        {
                            if( readerdata->linkingvarsblocks[varidx][k] == blocknr )
                                break;
                        }
                        /* we did not break, so the variable is not assigned to the block */
                        if( k == readerdata->nlinkingvarsblocks[varidx] )
                        {
                            blocknr = -1;
                            break;
                        }
                    }
                }
            }

            if( blocknr == -1 )
            {
                SCIP_CALL( SCIPhashmapInsert(constoblock, cons, (void*) (size_t) (nblocks+1)) );

                SCIPdebugMessage("constraint <%s> is a linking constraint\n",
                                 SCIPconsGetName(cons));
            }
            else
            {
                SCIP_CALL( SCIPhashmapInsert(constoblock, cons, (void*) (size_t) (blocknr+1)) );
                SCIPdebugMessage("constraint <%s> is assigned to block %d\n", SCIPconsGetName(cons), blocknr);
            }
        }
    }
    SCIP_CALL( DECfilloutDecdecompFromConstoblock(scip, decomp, constoblock, nblocks, SCIPgetVars(scip), SCIPgetNVars(scip), SCIPgetConss(scip), SCIPgetNConss(scip), FALSE) );

    SCIPfreeMemoryArray(scip, &consvars);

    return SCIP_OKAY;
}
示例#8
0
/** presolving execution method */
static
SCIP_DECL_PRESOLEXEC(presolExecTrivial)
{  /*lint --e{715}*/
   SCIP_VAR** vars;
   int nvars;
   int v;

   assert(result != NULL);

   *result = SCIP_DIDNOTFIND;

   /* get the problem variables */
   vars = SCIPgetVars(scip);
   nvars = SCIPgetNVars(scip);

   /* scan the variables for trivial bound reductions
    * (loop backwards, since a variable fixing can change the current and the subsequent slots in the vars array)
    */
   for( v = nvars-1; v >= 0; --v )
   {
      SCIP_Real lb;
      SCIP_Real ub;
      SCIP_Bool infeasible;
      SCIP_Bool fixed;

      /* get variable's bounds */
      lb = SCIPvarGetLbGlobal(vars[v]);
      ub = SCIPvarGetUbGlobal(vars[v]);

      /* is variable integral? */
      if( SCIPvarGetType(vars[v]) != SCIP_VARTYPE_CONTINUOUS )
      {
         SCIP_Real newlb;
         SCIP_Real newub;
         
         /* round fractional bounds on integer variables */
         newlb = SCIPfeasCeil(scip, lb);
         newub = SCIPfeasFloor(scip, ub);

         /* check bounds on variable for infeasibility */
         if( newlb > newub + 0.5 )
         {
            SCIPverbMessage(scip, SCIP_VERBLEVEL_NORMAL, NULL,
               "problem infeasible: integral variable <%s> has bounds [%.17f,%.17f] rounded to [%.17f,%.17f]\n",
               SCIPvarGetName(vars[v]), lb, ub, newlb, newub);
            *result = SCIP_CUTOFF;
            return SCIP_OKAY;
         }

         /* fix variables with equal bounds */
         if( newlb > newub - 0.5 )
         {
            SCIPdebugMessage("fixing integral variable <%s>: [%.17f,%.17f] -> [%.17f,%.17f]\n",
               SCIPvarGetName(vars[v]), lb, ub, newlb, newub);
            SCIP_CALL( SCIPfixVar(scip, vars[v], newlb, &infeasible, &fixed) );
            if( infeasible )
            {
               SCIPdebugMessage(" -> infeasible fixing\n");
               *result = SCIP_CUTOFF;
               return SCIP_OKAY;
            }
            assert(fixed);
            (*nfixedvars)++;
         }
         else
         {
            /* round fractional bounds */
            if( !SCIPisFeasEQ(scip, lb, newlb) )
            {
               SCIPdebugMessage("rounding lower bound of integral variable <%s>: [%.17f,%.17f] -> [%.17f,%.17f]\n",
                  SCIPvarGetName(vars[v]), lb, ub, newlb, ub);
               SCIP_CALL( SCIPchgVarLb(scip, vars[v], newlb) );
               (*nchgbds)++;
            }
            if( !SCIPisFeasEQ(scip, ub, newub) )
            {
               SCIPdebugMessage("rounding upper bound of integral variable <%s>: [%.17f,%.17f] -> [%.17f,%.17f]\n",
                  SCIPvarGetName(vars[v]), newlb, ub, newlb, newub);
               SCIP_CALL( SCIPchgVarUb(scip, vars[v], newub) );
               (*nchgbds)++;
            }
         }
      }
      else
      {
         /* check bounds on continuous variable for infeasibility */
         if( SCIPisFeasGT(scip, lb, ub) )
         {
            SCIPverbMessage(scip, SCIP_VERBLEVEL_NORMAL, NULL,
               "problem infeasible: continuous variable <%s> has bounds [%.17f,%.17f]\n",
               SCIPvarGetName(vars[v]), lb, ub);
            *result = SCIP_CUTOFF;
            return SCIP_OKAY;
         }

         /* fix variables with equal bounds */
         if( SCIPisEQ(scip, lb, ub) )
         {
            SCIP_Real fixval;

#ifdef FIXSIMPLEVALUE
            fixval = SCIPselectSimpleValue(lb - 0.9 * SCIPepsilon(scip), ub + 0.9 * SCIPepsilon(scip), MAXDNOM);
#else
            fixval = (lb + ub)/2;
#endif
            SCIPdebugMessage("fixing continuous variable <%s>[%.17f,%.17f] to %.17f\n", 
               SCIPvarGetName(vars[v]), lb, ub, fixval);
            SCIP_CALL( SCIPfixVar(scip, vars[v], fixval, &infeasible, &fixed) );
            if( infeasible )
            {
               SCIPdebugMessage(" -> infeasible fixing\n");
               *result = SCIP_CUTOFF;
               return SCIP_OKAY;
            }
            assert(fixed);
            (*nfixedvars)++;
         }
      }
   }

   return SCIP_OKAY;
}
示例#9
0
/** execution method of event handler */
static
SCIP_DECL_EVENTEXEC(eventExecBoundwriting)
{  /*lint --e{715}*/
   SCIP_EVENTHDLRDATA* eventhdlrdata;

   assert(scip != NULL);
   assert(eventhdlr != NULL);
   assert(strcmp(SCIPeventhdlrGetName(eventhdlr), EVENTHDLR_NAME) == 0);
   assert(event != NULL);
   assert(((SCIPeventGetType(event) & SCIP_EVENTTYPE_NODESOLVED) == SCIP_EVENTTYPE_NODEFEASIBLE) || ((SCIPeventGetType(event) & SCIP_EVENTTYPE_NODESOLVED) == SCIP_EVENTTYPE_NODEINFEASIBLE) || ((SCIPeventGetType(event) & SCIP_EVENTTYPE_NODESOLVED) == SCIP_EVENTTYPE_NODEBRANCHED));

   SCIPdebugMessage("exec method of event handler for writing primal- and dualbounds\n");

   eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
   assert(eventhdlrdata != NULL);

#ifdef ONEFILE
   /* check if we need to open the file */
   if( strlen(eventhdlrdata->filename) > 0 && !eventhdlrdata->isopen )
   {
      assert(eventhdlrdata->file == NULL);
      assert(eventhdlrdata->oldfilename[0] == '\0');

      eventhdlrdata->file = fopen(eventhdlrdata->filename, "w");
      (void)strncpy(eventhdlrdata->oldfilename, eventhdlrdata->filename, SCIP_MAXSTRLEN);

      if( eventhdlrdata->file == NULL )
      {
         SCIPerrorMessage("cannot create file <%s> for writing\n", eventhdlrdata->filename);
         SCIPprintSysError(eventhdlrdata->filename);
         return SCIP_FILECREATEERROR;
      }
      eventhdlrdata->isopen = TRUE;

#ifdef LONGSTATS
      SCIPinfoMessage(scip, eventhdlrdata->file, "Problem: %s (%d Original Constraints, %d Original Variables)\n", SCIPgetProbName(scip), SCIPgetNOrigConss(scip), SCIPgetNOrigVars(scip) );
      SCIPinfoMessage(scip, eventhdlrdata->file, "\t (%d Presolved Constraints, %d Presolved Variables, (%d binary, %d integer, %d implicit integer, %d continuous))\n", SCIPgetNConss(scip), SCIPgetNVars(scip), SCIPgetNBinVars(scip), SCIPgetNIntVars(scip), SCIPgetNImplVars(scip), SCIPgetNContVars(scip));
      SCIPinfoMessage(scip, eventhdlrdata->file, "\n");
#endif
   }
#endif

   /* call writing only at right moment */
   if( eventhdlrdata->freq == 0 || (SCIPgetNNodes(scip) % eventhdlrdata->freq) != 0 )
      return SCIP_OKAY;

#ifndef ONEFILE
   if( strlen(eventhdlrdata->filename) > 0 )
   {
      char name[SCIP_MAXSTRLEN];
      char number[SCIP_MAXSTRLEN];
      char* pch;
      int n;

      assert(eventhdlrdata->file == NULL);
      assert(!eventhdlrdata->isopen);

      if( eventhdlrdata->oldfilename[0] == '\0' )
         (void)strncpy(eventhdlrdata->oldfilename, eventhdlrdata->filename, SCIP_MAXSTRLEN);

      /* find last '.' to append filenumber */
      pch=strrchr(eventhdlrdata->filename,'.');

      assert(eventhdlrdata->filenumber > 0);
      n=sprintf(number, "%"SCIP_LONGINT_FORMAT"", eventhdlrdata->filenumber * eventhdlrdata->freq);
      assert(n > 0);
      assert(n < SCIP_MAXSTRLEN);

      /* if no point is found, extend directly */
      if( pch == NULL )
      {
         (void)strncpy(name, eventhdlrdata->filename, (unsigned int)(SCIP_MAXSTRLEN - n));
         strncat(name, number, (unsigned int)n);
      }
      else
      {
         int len;

         if( (pch-(eventhdlrdata->filename)) > (SCIP_MAXSTRLEN - n) ) /*lint !e776*/
            len = SCIP_MAXSTRLEN - n;
         else
            len = (int) (pch-(eventhdlrdata->filename));

         (void)strncpy(name, eventhdlrdata->filename, (unsigned int)len);
         name[len] = '\0';
         strncat(name, number, (unsigned int)n);
	 assert(len+n < SCIP_MAXSTRLEN);
         name[len+n] = '\0';

         if( len + n + strlen(&(eventhdlrdata->filename[len])) < SCIP_MAXSTRLEN ) /*lint !e776*/
         {
            strncat(name, &(eventhdlrdata->filename[len]), strlen(&(eventhdlrdata->filename[len])));
            name[strlen(eventhdlrdata->filename)+n] = '\0';
         }
      }

      eventhdlrdata->file = fopen(name, "w");

      if( eventhdlrdata->file == NULL )
      {
         SCIPerrorMessage("cannot create file <%s> for writing\n", eventhdlrdata->filename);
         SCIPprintSysError(eventhdlrdata->filename);
         return SCIP_FILECREATEERROR;
      }
      eventhdlrdata->isopen = TRUE;

#ifdef LONGSTATS
      SCIPinfoMessage(scip, eventhdlrdata->file, "Problem: %s (%d Original Constraints, %d Original Variables)\n", SCIPgetProbName(scip), SCIPgetNOrigConss(scip), SCIPgetNOrigVars(scip) );
      SCIPinfoMessage(scip, eventhdlrdata->file, "\t (%d Active Constraints, %d Active Variables, (%d binary, %d integer, %d implicit integer, %d continuous))\n", SCIPgetNConss(scip), SCIPgetNVars(scip), SCIPgetNBinVars(scip), SCIPgetNIntVars(scip), SCIPgetNImplVars(scip), SCIPgetNContVars(scip));
      SCIPinfoMessage(scip, eventhdlrdata->file, "\n");
#endif
   }
#endif

#ifndef NDEBUG
   /* check the filename did not change during the solving */
   if( strlen(eventhdlrdata->filename) > 0 && eventhdlrdata->isopen )
   {
      char tmp[SCIP_MAXSTRLEN];

      (void)strncpy(tmp, eventhdlrdata->filename, SCIP_MAXSTRLEN);

      /* the name should stay the same */
      assert(strcmp(tmp, eventhdlrdata->oldfilename) == 0);
   }
#endif

#ifdef FOCUSNODE
   /* call writing method */
   SCIP_CALL( writeBoundsFocusNode(scip, eventhdlrdata) );
#else
   /* call writing method */
   SCIP_CALL( writeBounds(scip, eventhdlrdata->file, eventhdlrdata->writesubmipdualbound) );
#endif

#ifndef ONEFILE
   if( strlen(eventhdlrdata->filename) > 0 )
   {
      assert(eventhdlrdata->isopen);

      (void) fclose(eventhdlrdata->file);
      eventhdlrdata->isopen = FALSE;
      eventhdlrdata->file = NULL;
      ++(eventhdlrdata->filenumber);
   }
#endif

   return SCIP_OKAY;
}
示例#10
0
/** fills the whole Decomp struct after the dec file has been read */
static
SCIP_RETCODE fillDecompStruct(
    SCIP*                 scip,               /**< SCIP data structure */
    DECINPUT*             decinput,           /**< DEC reading data */
    DEC_DECOMP*           decomp,             /**< DEC_DECOMP structure to fill */
    SCIP_READERDATA*      readerdata          /**< reader data*/
)
{
    SCIP_HASHMAP* constoblock;
    SCIP_CONS** allcons;

    int i;
    int j;
    int nblockconss;
    int nconss;
    int nblocks;
    SCIP_Bool valid;

    assert(scip != NULL);
    assert(decinput != NULL);
    assert(decomp != NULL);
    assert(readerdata != NULL);

    valid = FALSE;

    allcons = SCIPgetConss(scip);
    nconss = SCIPgetNConss(scip);
    nblocks = decinput->nblocks;

    DECdecompSetPresolved(decomp, decinput->presolved);
    DECdecompSetNBlocks(decomp, nblocks);
    DECdecompSetDetector(decomp, NULL);

    DECdecompSetType(decomp, DEC_DECTYPE_ARROWHEAD, &valid);
    assert(valid);

    /* hashmaps */
    SCIP_CALL( SCIPhashmapCreate(&constoblock, SCIPblkmem(scip), nconss) );

    for( i = 0; i < nconss; i ++ )
    {
        SCIP_CALL( SCIPhashmapInsert(constoblock, allcons[i], (void*) (size_t) (nblocks+1)) );
    }
    for( i = 0; i < nblocks; i ++ )
    {
        nblockconss = readerdata->nblockconss[i];
        for( j = 0; j < nblockconss; j ++ )
        {

            /* hashmap */
            SCIPdebugMessage("cons %s is in block %d\n", SCIPconsGetName(readerdata->blockconss[i][j]), i);
            SCIP_CALL( SCIPhashmapSetImage(constoblock, readerdata->blockconss[i][j], (void*) (size_t) (i+1)) );
        }
    }
    SCIP_CALL( DECfilloutDecdecompFromConstoblock(scip, decomp, constoblock, nblocks, SCIPgetVars(scip), SCIPgetNVars(scip), SCIPgetConss(scip), SCIPgetNConss(scip), FALSE) );

    return SCIP_OKAY;
}
示例#11
0
/** avoid to generate columns which are fixed to zero; therefore add for each variable which is fixed to zero a
 *  corresponding logicor constraint to forbid this column
 *
 * @note variable which are fixed locally to zero should not be generated again by the pricing MIP
 */
static
SCIP_RETCODE addFixedVarsConss(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP*                 subscip,            /**< pricing SCIP data structure */
   SCIP_VAR**            vars,               /**< variable array of the subscuip */
   SCIP_CONS**           conss,              /**< array of setppc constraint for each item one */
   int                   nitems              /**< number of items */
   )
{
   SCIP_VAR** origvars;
   int norigvars;

   SCIP_CONS* cons;
   int* consids;
   int nconsids;
   int consid;
   int nvars;

   SCIP_VAR** logicorvars;
   SCIP_VAR* var;
   SCIP_VARDATA* vardata;
   SCIP_Bool needed;
   int nlogicorvars;

   int v;
   int c;
   int o;

   /* collect all variable which are currently existing */
   origvars = SCIPgetVars(scip);
   norigvars = SCIPgetNVars(scip);

   /* loop over all these variables and check if they are fixed to zero */
   for( v = 0; v < norigvars; ++v )
   {
      assert(SCIPvarGetType(origvars[v]) == SCIP_VARTYPE_BINARY);

      /* if the upper bound is smaller than 0.5 if follows due to the integrality that the binary variable is fixed to zero */
      if( SCIPvarGetUbLocal(origvars[v]) < 0.5 )
      {
         SCIPdebugMessage("variable <%s> glb=[%.15g,%.15g] loc=[%.15g,%.15g] is fixed to zero\n",
            SCIPvarGetName(origvars[v]), SCIPvarGetLbGlobal(origvars[v]), SCIPvarGetUbGlobal(origvars[v]),
            SCIPvarGetLbLocal(origvars[v]), SCIPvarGetUbLocal(origvars[v]) );

         /* coolect the constraints/items the variable belongs to */
         vardata = SCIPvarGetData(origvars[v]);
         nconsids = SCIPvardataGetNConsids(vardata);
         consids = SCIPvardataGetConsids(vardata);
         needed = TRUE;

         SCIP_CALL( SCIPallocBufferArray(subscip, &logicorvars, nitems) );
         nlogicorvars = 0;
         consid = consids[0];
         nvars = 0;

         /* loop over these items and create a linear (logicor) constraint which forbids this item combination in the
          * pricing problem; thereby check if this item combination is already forbidden
          */
         for( c = 0, o = 0; o < nitems && needed; ++o )
         {
            assert(o <= consid);
            cons = conss[o];

            if( SCIPconsIsEnabled(cons) )
            {
               assert( SCIPgetNFixedonesSetppc(scip, cons) == 0 );

               var = vars[nvars];
               nvars++;
               assert(var != NULL);

               if( o == consid )
               {
                  SCIP_CALL( SCIPgetNegatedVar(subscip, var, &var) );
               }

               logicorvars[nlogicorvars] = var;
               nlogicorvars++;
            }
            else if( o == consid )
               needed = FALSE;

            if( o == consid )
            {
               c++;
               if ( c == nconsids )
                  consid = nitems + 100;
               else
               {
                  assert(consid < consids[c]);
                  consid = consids[c];
               }
            }
         }

         if( needed )
         {
            SCIP_CALL( SCIPcreateConsBasicLogicor(subscip, &cons, SCIPvarGetName(origvars[v]), nlogicorvars, logicorvars) );
            SCIP_CALL( SCIPsetConsInitial(subscip, cons, FALSE) );

            SCIP_CALL( SCIPaddCons(subscip, cons) );
            SCIP_CALL( SCIPreleaseCons(subscip, &cons) );
         }

         SCIPfreeBufferArray(subscip, &logicorvars);
      }
   }

   return SCIP_OKAY;
}
/** reduced cost propagation method for an LP solution */
static
SCIP_DECL_PROPEXEC(propExecRedcost)
{  /*lint --e{715}*/
   SCIP_PROPDATA* propdata;
   SCIP_COL** cols;
   SCIP_Real requiredredcost;
   SCIP_Real cutoffbound;
   SCIP_Real lpobjval;
   SCIP_Bool propbinvars;
   SCIP_Bool cutoff;
   int nchgbds;
   int ncols;
   int c;

   *result = SCIP_DIDNOTRUN;

   /* in case we have a zero objective function, we skip the reduced cost propagator */
   if( SCIPgetNObjVars(scip) == 0 )
      return SCIP_OKAY;

   /* propagator can only be applied during solving stage */
   if( SCIPgetStage(scip) < SCIP_STAGE_SOLVING )
      return SCIP_OKAY;

   /* we cannot apply reduced cost fixing, if we want to solve exactly */
   /**@todo implement reduced cost fixing with interval arithmetics */
   if( SCIPisExactSolve(scip) )
      return SCIP_OKAY;

   /* only call propagator, if the current node has an LP */
   if( !SCIPhasCurrentNodeLP(scip) )
      return SCIP_OKAY;

   /* only call propagator, if an optimal LP solution is at hand */
   if( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
      return SCIP_OKAY;

   /* only call propagator, if the current LP is a valid relaxation */
   if( !SCIPisLPRelax(scip) )
      return SCIP_OKAY;

   /* we cannot apply reduced cost strengthening, if no simplex basis is available */
   if( !SCIPisLPSolBasic(scip) )
      return SCIP_OKAY;

   /* get current cutoff bound */
   cutoffbound = SCIPgetCutoffbound(scip);

   /* reduced cost strengthening can only be applied, if we have a finite cutoff */
   if( SCIPisInfinity(scip, cutoffbound) )
      return SCIP_OKAY;

   /* get LP columns */
   cols = SCIPgetLPCols(scip);
   ncols = SCIPgetNLPCols(scip);

   /* do nothing if the LP has no columns (is empty) */
   if( ncols == 0 )
      return SCIP_OKAY;

   /* get propagator data */
   propdata = SCIPpropGetData(prop);
   assert(propdata != NULL);

   /* chack if all integral variables are fixed and the continuous variables should not be propagated */
   if( !propdata->continuous && SCIPgetNPseudoBranchCands(scip) == 0 )
      return SCIP_OKAY;

   /* get LP objective value */
   lpobjval = SCIPgetLPObjval(scip);

   /* check if binary variables should be propagated */
   propbinvars = (SCIPgetDepth(scip) == 0) || (cutoffbound - lpobjval < 5 * propdata->maxredcost);

   /* skip the propagator if the problem has only binary variables and those should not be propagated */
   if( !propbinvars && SCIPgetNVars(scip) == SCIPgetNBinVars(scip) )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTFIND;
   cutoff = FALSE;
   nchgbds = 0;

   /* compute the required reduced cost which are needed for a binary variable to be fixed */
   requiredredcost = cutoffbound - lpobjval;

   SCIPdebugMessage("lpobjval <%g>, cutoffbound <%g>, max reduced <%g>, propgate binary %u, use implics %u\n",
      lpobjval, cutoffbound, propdata->maxredcost, propbinvars, propdata->usefullimplics);

   /* check reduced costs for non-basic columns */
   for( c = 0; c < ncols && !cutoff; ++c )
   {
      SCIP_VAR* var;

      var = SCIPcolGetVar(cols[c]);

      /* skip continuous variables in case the corresponding parameter is set */
      if( !propdata->continuous && !SCIPvarIsIntegral(var) )
         continue;

      if( SCIPvarIsBinary(var) )
      {
         if( propbinvars )
         {
            if( SCIPgetDepth(scip) == 0 )
            {
               SCIP_CALL( propagateRootRedcostBinvar(scip, propdata, var, cols[c], cutoffbound, &nchgbds) );
            }
            else
            {
               SCIP_CALL( propagateRedcostBinvar(scip, propdata, var, cols[c], requiredredcost, &nchgbds, &cutoff) );
            }
         }
      }
      else
      {
         SCIP_CALL( propagateRedcostVar(scip, var, cols[c], lpobjval, cutoffbound, &nchgbds) );
      }
   }

   if( cutoff )
   {
      *result = SCIP_CUTOFF;

      SCIPdebugMessage("node %"SCIP_LONGINT_FORMAT": detected cutoff\n",
         SCIPnodeGetNumber(SCIPgetCurrentNode(scip)));
   }
   else if( nchgbds > 0 )
   {
      *result = SCIP_REDUCEDDOM;

      SCIPdebugMessage("node %"SCIP_LONGINT_FORMAT": %d bound changes (max redcost <%g>)\n",
         SCIPnodeGetNumber(SCIPgetCurrentNode(scip)) , nchgbds, propdata->maxredcost);
   }

   return SCIP_OKAY;
}
/** execution method of presolver */
static
SCIP_DECL_PRESOLEXEC(presolExecDualfix)
{  /*lint --e{715}*/
   SCIP_VAR** vars;
   SCIP_Real bound;
   SCIP_Real roundbound;
   SCIP_Real obj;
   SCIP_Bool infeasible;
   SCIP_Bool fixed;
   int nvars;
   int v;

   assert(presol != NULL);
   assert(strcmp(SCIPpresolGetName(presol), PRESOL_NAME) == 0);
   assert(result != NULL);

   *result = SCIP_DIDNOTFIND;

   /* get active problem variables */
   vars = SCIPgetVars(scip);
   nvars = SCIPgetNVars(scip);

   /* look for fixable variables
    * loop backwards, since a variable fixing can change the current and the subsequent slots in the vars array
    */
   for( v = nvars - 1; v >= 0; --v )
   {
      /* don't perform dual presolving operations on deleted variables */
      if( SCIPvarIsDeleted(vars[v]) )
         continue;

      obj = SCIPvarGetObj(vars[v]);

      /* if the objective coefficient of the variable is 0 and it may be rounded both
       * up and down, then fix it to the closest feasible value to 0 */
      if( SCIPisZero(scip, obj) && SCIPvarMayRoundDown(vars[v]) && SCIPvarMayRoundUp(vars[v]) )
      {
         bound = SCIPvarGetLbGlobal(vars[v]);
         if( SCIPisLT(scip, bound, 0.0) )
         {
            if( SCIPisLE(scip, 0.0, SCIPvarGetUbGlobal(vars[v])) )
               bound = 0.0;
            else
            {
               /* try to take an integer value, only for polishing */
               roundbound = SCIPfloor(scip, SCIPvarGetUbGlobal(vars[v]));
               
               if( roundbound < bound )
                  bound = SCIPvarGetUbGlobal(vars[v]);
               else
                  bound = roundbound;
            }
         }
         else
         {
            /* try to take an integer value, only for polishing */
            roundbound = SCIPceil(scip, bound);

            if( roundbound < SCIPvarGetUbGlobal(vars[v]) )
               bound = roundbound;
         }
         SCIPdebugMessage("variable <%s> with objective 0 fixed to %g\n",
            SCIPvarGetName(vars[v]), bound);
      }
      else
      {
         /* if it is always possible to round variable in direction of objective value,
          * fix it to its proper bound
          */
         if( SCIPvarMayRoundDown(vars[v]) && !SCIPisNegative(scip, obj) )
         {
            bound = SCIPvarGetLbGlobal(vars[v]);
            if( SCIPisZero(scip, obj) && SCIPvarGetNLocksUp(vars[v]) == 1 && SCIPisInfinity(scip, -bound) )
            {
               /* variable can be set to -infinity, and it is only contained in one constraint:
                * we hope that the corresponding constraint handler is clever enough to set/aggregate the variable
                * to something more useful than -infinity and do nothing here
                */
               continue;
            }
            SCIPdebugMessage("variable <%s> with objective %g and %d uplocks fixed to lower bound %g\n",
               SCIPvarGetName(vars[v]), SCIPvarGetObj(vars[v]), SCIPvarGetNLocksUp(vars[v]), bound);
         }
         else if( SCIPvarMayRoundUp(vars[v]) && !SCIPisPositive(scip, obj) )
         {
            bound = SCIPvarGetUbGlobal(vars[v]);
            if( SCIPisZero(scip, obj) && SCIPvarGetNLocksDown(vars[v]) == 1 && SCIPisInfinity(scip, bound) )
            {
               /* variable can be set to +infinity, and it is only contained in one constraint:
                * we hope that the corresponding constraint handler is clever enough to set/aggregate the variable
                * to something more useful than +infinity and do nothing here
                */
               continue;
            }
            SCIPdebugMessage("variable <%s> with objective %g and %d downlocks fixed to upper bound %g\n",
               SCIPvarGetName(vars[v]), SCIPvarGetObj(vars[v]), SCIPvarGetNLocksDown(vars[v]), bound);
         }
         else
            continue;
      }

      /* apply the fixing */
      if( SCIPisInfinity(scip, REALABS(bound)) && !SCIPisZero(scip, obj) )
      {
         SCIPdebugMessage(" -> unbounded fixing\n");
         SCIPverbMessage(scip, SCIP_VERBLEVEL_NORMAL, NULL,
            "problem infeasible or unbounded: variable <%s> with objective %.15g can be made infinitely %s\n",
            SCIPvarGetName(vars[v]), SCIPvarGetObj(vars[v]), bound < 0.0 ? "small" : "large");
         *result = SCIP_UNBOUNDED;
         return SCIP_OKAY;
      }
      SCIP_CALL( SCIPfixVar(scip, vars[v], bound, &infeasible, &fixed) );
      if( infeasible )
      {
         SCIPdebugMessage(" -> infeasible fixing\n");
         *result = SCIP_CUTOFF;
         return SCIP_OKAY;
      }
      assert(fixed);
      (*nfixedvars)++;
      *result = SCIP_SUCCESS;
   }

   return SCIP_OKAY;
}
示例#14
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecShifting) /*lint --e{715}*/
{   /*lint --e{715}*/
    SCIP_HEURDATA* heurdata;
    SCIP_SOL* sol;
    SCIP_VAR** lpcands;
    SCIP_Real* lpcandssol;
    SCIP_ROW** lprows;
    SCIP_Real* activities;
    SCIP_ROW** violrows;
    SCIP_Real* nincreases;
    SCIP_Real* ndecreases;
    int* violrowpos;
    int* nfracsinrow;
    SCIP_Real increaseweight;
    SCIP_Real obj;
    SCIP_Real bestshiftval;
    SCIP_Real minobj;
    int nlpcands;
    int nlprows;
    int nvars;
    int nfrac;
    int nviolrows;
    int nprevviolrows;
    int minnviolrows;
    int nnonimprovingshifts;
    int c;
    int r;
    SCIP_Longint nlps;
    SCIP_Longint ncalls;
    SCIP_Longint nsolsfound;
    SCIP_Longint nnodes;

    assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
    assert(scip != NULL);
    assert(result != NULL);
    assert(SCIPhasCurrentNodeLP(scip));

    *result = SCIP_DIDNOTRUN;

    /* 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);

    /* don't call heuristic, if we have already processed the current LP solution */
    nlps = SCIPgetNLPs(scip);
    if( nlps == heurdata->lastlp )
        return SCIP_OKAY;
    heurdata->lastlp = nlps;

    /* don't call heuristic, if it was not successful enough in the past */
    ncalls = SCIPheurGetNCalls(heur);
    nsolsfound = 10*SCIPheurGetNBestSolsFound(heur) + SCIPheurGetNSolsFound(heur);
    nnodes = SCIPgetNNodes(scip);
    if( nnodes % ((ncalls/100)/(nsolsfound+1)+1) != 0 )
        return SCIP_OKAY;

    /* get fractional variables, that should be integral */
    /* todo check if heuristic should include implicit integer variables for its calculations */
    SCIP_CALL( SCIPgetLPBranchCands(scip, &lpcands, &lpcandssol, NULL, &nlpcands, NULL, NULL) );
    nfrac = nlpcands;

    /* only call heuristic, if LP solution is fractional */
    if( nfrac == 0 )
        return SCIP_OKAY;

    *result = SCIP_DIDNOTFIND;

    /* get LP rows */
    SCIP_CALL( SCIPgetLPRowsData(scip, &lprows, &nlprows) );

    SCIPdebugMessage("executing shifting heuristic: %d LP rows, %d fractionals\n", nlprows, nfrac);

    /* get memory for activities, violated rows, and row violation positions */
    nvars = SCIPgetNVars(scip);
    SCIP_CALL( SCIPallocBufferArray(scip, &activities, nlprows) );
    SCIP_CALL( SCIPallocBufferArray(scip, &violrows, nlprows) );
    SCIP_CALL( SCIPallocBufferArray(scip, &violrowpos, nlprows) );
    SCIP_CALL( SCIPallocBufferArray(scip, &nfracsinrow, nlprows) );
    SCIP_CALL( SCIPallocBufferArray(scip, &nincreases, nvars) );
    SCIP_CALL( SCIPallocBufferArray(scip, &ndecreases, nvars) );
    BMSclearMemoryArray(nfracsinrow, nlprows);
    BMSclearMemoryArray(nincreases, nvars);
    BMSclearMemoryArray(ndecreases, nvars);

    /* get the activities for all globally valid rows;
     * the rows should be feasible, but due to numerical inaccuracies in the LP solver, they can be violated
     */
    nviolrows = 0;
    for( r = 0; r < nlprows; ++r )
    {
        SCIP_ROW* row;

        row = lprows[r];
        assert(SCIProwGetLPPos(row) == r);

        if( !SCIProwIsLocal(row) )
        {
            activities[r] = SCIPgetRowActivity(scip, row);
            if( SCIPisFeasLT(scip, activities[r], SCIProwGetLhs(row))
                    || SCIPisFeasGT(scip, activities[r], SCIProwGetRhs(row)) )
            {
                violrows[nviolrows] = row;
                violrowpos[r] = nviolrows;
                nviolrows++;
            }
            else
                violrowpos[r] = -1;
        }
    }

    /* calc the current number of fractional variables in rows */
    for( c = 0; c < nlpcands; ++c )
        addFracCounter(nfracsinrow, nlprows, lpcands[c], +1);

    /* get the working solution from heuristic's local data */
    sol = heurdata->sol;
    assert(sol != NULL);

    /* copy the current LP solution to the working solution */
    SCIP_CALL( SCIPlinkLPSol(scip, sol) );

    /* calculate the minimal objective value possible after rounding fractional variables */
    minobj = SCIPgetSolTransObj(scip, sol);
    assert(minobj < SCIPgetCutoffbound(scip));
    for( c = 0; c < nlpcands; ++c )
    {
        obj = SCIPvarGetObj(lpcands[c]);
        bestshiftval = obj > 0.0 ? SCIPfeasFloor(scip, lpcandssol[c]) : SCIPfeasCeil(scip, lpcandssol[c]);
        minobj += obj * (bestshiftval - lpcandssol[c]);
    }

    /* try to shift remaining variables in order to become/stay feasible */
    nnonimprovingshifts = 0;
    minnviolrows = INT_MAX;
    increaseweight = 1.0;
    while( (nfrac > 0 || nviolrows > 0) && nnonimprovingshifts < MAXSHIFTINGS )
    {
        SCIP_VAR* shiftvar;
        SCIP_Real oldsolval;
        SCIP_Real newsolval;
        SCIP_Bool oldsolvalisfrac;
        int probindex;

        SCIPdebugMessage("shifting heuristic: nfrac=%d, nviolrows=%d, obj=%g (best possible obj: %g), cutoff=%g\n",
                         nfrac, nviolrows, SCIPgetSolOrigObj(scip, sol), SCIPretransformObj(scip, minobj),
                         SCIPretransformObj(scip, SCIPgetCutoffbound(scip)));

        nprevviolrows = nviolrows;

        /* choose next variable to process:
         *  - if a violated row exists, shift a variable decreasing the violation, that has least impact on other rows
         *  - otherwise, shift a variable, that has strongest devastating impact on rows in opposite direction
         */
        shiftvar = NULL;
        oldsolval = 0.0;
        newsolval = 0.0;
        if( nviolrows > 0 && (nfrac == 0 || nnonimprovingshifts < MAXSHIFTINGS-1) )
        {
            SCIP_ROW* row;
            int rowidx;
            int rowpos;
            int direction;

            rowidx = -1;
            rowpos = -1;
            row = NULL;
            if( nfrac > 0 )
            {
                for( rowidx = nviolrows-1; rowidx >= 0; --rowidx )
                {
                    row = violrows[rowidx];
                    rowpos = SCIProwGetLPPos(row);
                    assert(violrowpos[rowpos] == rowidx);
                    if( nfracsinrow[rowpos] > 0 )
                        break;
                }
            }
            if( rowidx == -1 )
            {
                rowidx = SCIPgetRandomInt(0, nviolrows-1, &heurdata->randseed);
                row = violrows[rowidx];
                rowpos = SCIProwGetLPPos(row);
                assert(0 <= rowpos && rowpos < nlprows);
                assert(violrowpos[rowpos] == rowidx);
                assert(nfracsinrow[rowpos] == 0);
            }
            assert(violrowpos[rowpos] == rowidx);

            SCIPdebugMessage("shifting heuristic: try to fix violated row <%s>: %g <= %g <= %g\n",
                             SCIProwGetName(row), SCIProwGetLhs(row), activities[rowpos], SCIProwGetRhs(row));
            SCIPdebug( SCIP_CALL( SCIPprintRow(scip, row, NULL) ) );

            /* get direction in which activity must be shifted */
            assert(SCIPisFeasLT(scip, activities[rowpos], SCIProwGetLhs(row))
                   || SCIPisFeasGT(scip, activities[rowpos], SCIProwGetRhs(row)));
            direction = SCIPisFeasLT(scip, activities[rowpos], SCIProwGetLhs(row)) ? +1 : -1;

            /* search a variable that can shift the activity in the necessary direction */
            SCIP_CALL( selectShifting(scip, sol, row, activities[rowpos], direction,
                                      nincreases, ndecreases, increaseweight, &shiftvar, &oldsolval, &newsolval) );
        }

        if( shiftvar == NULL && nfrac > 0 )
        {
            SCIPdebugMessage("shifting heuristic: search rounding variable and try to stay feasible\n");
            SCIP_CALL( selectEssentialRounding(scip, sol, minobj, lpcands, nlpcands, &shiftvar, &oldsolval, &newsolval) );
        }

        /* check, whether shifting was possible */
        if( shiftvar == NULL || SCIPisEQ(scip, oldsolval, newsolval) )
        {
            SCIPdebugMessage("shifting heuristic:  -> didn't find a shifting variable\n");
            break;
        }

        SCIPdebugMessage("shifting heuristic:  -> shift var <%s>[%g,%g], type=%d, oldval=%g, newval=%g, obj=%g\n",
                         SCIPvarGetName(shiftvar), SCIPvarGetLbGlobal(shiftvar), SCIPvarGetUbGlobal(shiftvar), SCIPvarGetType(shiftvar),
                         oldsolval, newsolval, SCIPvarGetObj(shiftvar));

        /* update row activities of globally valid rows */
        SCIP_CALL( updateActivities(scip, activities, violrows, violrowpos, &nviolrows, nlprows,
                                    shiftvar, oldsolval, newsolval) );
        if( nviolrows >= nprevviolrows )
            nnonimprovingshifts++;
        else if( nviolrows < minnviolrows )
        {
            minnviolrows = nviolrows;
            nnonimprovingshifts = 0;
        }

        /* store new solution value and decrease fractionality counter */
        SCIP_CALL( SCIPsetSolVal(scip, sol, shiftvar, newsolval) );

        /* update fractionality counter and minimal objective value possible after shifting remaining variables */
        oldsolvalisfrac = !SCIPisFeasIntegral(scip, oldsolval)
                          && (SCIPvarGetType(shiftvar) == SCIP_VARTYPE_BINARY || SCIPvarGetType(shiftvar) == SCIP_VARTYPE_INTEGER);
        obj = SCIPvarGetObj(shiftvar);
        if( (SCIPvarGetType(shiftvar) == SCIP_VARTYPE_BINARY || SCIPvarGetType(shiftvar) == SCIP_VARTYPE_INTEGER)
                && oldsolvalisfrac )
        {
            assert(SCIPisFeasIntegral(scip, newsolval));
            nfrac--;
            nnonimprovingshifts = 0;
            minnviolrows = INT_MAX;
            addFracCounter(nfracsinrow, nlprows, shiftvar, -1);

            /* the rounding was already calculated into the minobj -> update only if rounding in "wrong" direction */
            if( obj > 0.0 && newsolval > oldsolval )
                minobj += obj;
            else if( obj < 0.0 && newsolval < oldsolval )
                minobj -= obj;
        }
        else
        {
            /* update minimal possible objective value */
            minobj += obj * (newsolval - oldsolval);
        }

        /* update increase/decrease arrays */
        if( !oldsolvalisfrac )
        {
            probindex = SCIPvarGetProbindex(shiftvar);
            assert(0 <= probindex && probindex < nvars);
            increaseweight *= WEIGHTFACTOR;
            if( newsolval < oldsolval )
                ndecreases[probindex] += increaseweight;
            else
                nincreases[probindex] += increaseweight;
            if( increaseweight >= 1e+09 )
            {
                int i;

                for( i = 0; i < nvars; ++i )
                {
                    nincreases[i] /= increaseweight;
                    ndecreases[i] /= increaseweight;
                }
                increaseweight = 1.0;
            }
        }

        SCIPdebugMessage("shifting heuristic:  -> nfrac=%d, nviolrows=%d, obj=%g (best possible obj: %g)\n",
                         nfrac, nviolrows, SCIPgetSolOrigObj(scip, sol), SCIPretransformObj(scip, minobj));
    }

    /* check, if the new solution is feasible */
    if( nfrac == 0 && nviolrows == 0 )
    {
        SCIP_Bool stored;

        /* check solution for feasibility, and add it to solution store if possible
         * neither integrality nor feasibility of LP rows has to be checked, because this is already
         * done in the shifting heuristic itself; however, we better check feasibility of LP rows,
         * because of numerical problems with activity updating
         */
        SCIP_CALL( SCIPtrySol(scip, sol, FALSE, FALSE, FALSE, TRUE, &stored) );

        if( stored )
        {
            SCIPdebugMessage("found feasible shifted solution:\n");
            SCIPdebug( SCIP_CALL( SCIPprintSol(scip, sol, NULL, FALSE) ) );
            *result = SCIP_FOUNDSOL;
        }
    }

    /* free memory buffers */
    SCIPfreeBufferArray(scip, &ndecreases);
    SCIPfreeBufferArray(scip, &nincreases);
    SCIPfreeBufferArray(scip, &nfracsinrow);
    SCIPfreeBufferArray(scip, &violrowpos);
    SCIPfreeBufferArray(scip, &violrows);
    SCIPfreeBufferArray(scip, &activities);

    return SCIP_OKAY;
}
/** ensure that maxindex + 1 rows can be represented in data arrays; memory gets reallocated with 10% extra space
 *  to save some time for future allocations */
static
SCIP_RETCODE heurdataEnsureArraySize(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_HEURDATA*        heurdata,           /**< heuristic data */
   int                   maxindex            /**< row index at hand (size must be at least this large) */
   )
{
   int newsize;
   int r;

   /* maxindex fits in current array -> nothing to do */
   if( maxindex < heurdata->memsize )
      return SCIP_OKAY;

   /* new memory size is the max index + 1 plus 10% additional space */
   newsize = (int)SCIPfeasCeil(scip, (maxindex + 1) * 1.1);
   assert(newsize > heurdata->memsize);
   assert(heurdata->memsize >= 0);

   /* alloc memory arrays for row information */
   if( heurdata->memsize == 0 )
   {
      SCIP_VAR** vars;
      int v;
      int nvars;

      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->rowinfinitiesdown, newsize) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->rowinfinitiesup, newsize) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->rowmeans, newsize) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->rowvariances, newsize) );

      assert(SCIPgetStage(scip) == SCIP_STAGE_SOLVING);

      vars = SCIPgetVars(scip);
      nvars = SCIPgetNVars(scip);

      assert(nvars > 0);

      /* allocate variable update event processing array storage */
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->varfilterposs, nvars) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->varposs, nvars) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->updatedvars, nvars) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->currentubs, nvars) );
      SCIP_CALL( SCIPallocBufferArray(scip, &heurdata->currentlbs, nvars) );

      heurdata->varpossmemsize = nvars;
      heurdata->nupdatedvars = 0;

      /* init variable event processing data */
      for( v = 0; v < nvars; ++v )
      {
         assert(SCIPvarIsActive(vars[v]));
         assert(SCIPvarGetProbindex(vars[v]) == v);

         /* set up variable events to catch bound changes */
         SCIP_CALL( SCIPcatchVarEvent(scip, vars[v], EVENT_DISTRIBUTION, heurdata->eventhdlr, NULL, &(heurdata->varfilterposs[v])) );
         assert(heurdata->varfilterposs[v] >= 0);

         heurdata->varposs[v] = -1;
         heurdata->updatedvars[v] = NULL;
         heurdata->currentlbs[v] = SCIP_INVALID;
         heurdata->currentubs[v] = SCIP_INVALID;
      }

   }
   else
   {
      SCIP_CALL( SCIPreallocBufferArray(scip, &heurdata->rowinfinitiesdown, newsize) );
      SCIP_CALL( SCIPreallocBufferArray(scip, &heurdata->rowinfinitiesup, newsize) );
      SCIP_CALL( SCIPreallocBufferArray(scip, &heurdata->rowmeans, newsize) );
      SCIP_CALL( SCIPreallocBufferArray(scip, &heurdata->rowvariances, newsize) );
   }

   /* loop over extended arrays and invalidate data to trigger initialization of this row when necessary */
   for( r = heurdata->memsize; r < newsize; ++r )
   {
      heurdata->rowmeans[r] = SCIP_INVALID;
      heurdata->rowvariances[r] = SCIP_INVALID;
      heurdata->rowinfinitiesdown[r] = 0;
      heurdata->rowinfinitiesup[r] = 0;
   }

   /* adjust memsize */
   heurdata->memsize = newsize;

   return SCIP_OKAY;
}
示例#16
0
/** execution method of primal heuristic */
static
SCIP_DECL_HEUREXEC(heurExecForward)
{  /*lint --e{715}*/
	
   SCIP_PROBDATA* probdata;
	int	n;
	int	p;
	int	ndep;

	/* "_" means the matrix for blas */
	SCIP_Real*	y;				/* [n] */
	SCIP_Real*	orig_X_;		/* [n*p] */
	SCIP_Real*	orig_Q_;		/* [p*p] <- (X^t) X */
	SCIP_Real*	orig_q;		/* [p]   <- (X^t) y */
	SCIP_Real	r;

	int*	Mdep;					/* [ndep] */
	int*	groupX;				/* [ndep*p] */

	/* for forward selection */
	int	dim;
	int*	list;					/* [p] */
	SCIP_Real*	a;				/* [dim] */
	SCIP_Real*	a_old;		/* [dim-1] */
	SCIP_Real*	a_new;		/* [dim] */
	SCIP_Real	RSS;			/* residual sum of square */
	SCIP_Real	RSS_new;
	SCIP_Real	AIC;
	SCIP_Real	AIC_new;

	int	ublb;
	int	*Branchz;		/* [3*p] */

	/*
	 *	X: sub matrix of orig_X_ 
	 *	Y:	(X^t X)^-1 
	 * X_new = (X, x_i);
	 * Z: (X_new ^t X_new)^-1
	 *		= ( V   v
	 			 v^t u )
	 */

	SCIP_Real*	Xy;	/* sub vector of orig_q */ 
	SCIP_Real*	X_;	
	SCIP_Real*	Y_;	/* [(dim-1)*(dim-1)] */
	SCIP_Real*	Z_;	/* [dim*dim] */
	SCIP_Real*	W_;	/* [dim*dim] */
	SCIP_Real*	V_;	/* [(dim-1)*(dim-1)] */
	SCIP_Real*	v;		/* [dim-1] */
	SCIP_Real	u;
	
	SCIP_Real*	b;		/* [dim-1] */
	SCIP_Real*	c;		/* [dim-1] */
	SCIP_Real*	d;		/* [n] */

	/* variables */
	SCIP_VAR**	var_a;		/* [p] continuous variables */
	SCIP_VAR**	var_z;		/* [p] 01 variables */
	SCIP_VAR**	var_ep;		/* [n] continuous variables */
	SCIP_VAR*	var_rss;		/* continuous variable, residual sum of squares */
	SCIP_VAR*	var_log;		/* continuous variable, log(rss) */

	/* set solution */ 
	SCIP_Real *ep;
	
	int	nsols;
	int	store;
	SCIP_SOL**	sols;
	SCIP_Real	objval;

	SCIP_SOL*	sol;
	SCIP_Real*	solvals;
	SCIP_Bool	success;
	int			nvars	=	SCIPgetNVars(scip);
	SCIP_VAR**	vars;

	int 	i,j,t,ct;
	int	memo;

   assert(heur != NULL);
   assert(scip != NULL);
   assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
   assert(result != NULL);

#if MYPARA_LOG
	printf("forward selection!\n");
#endif

   /* get heuristic data */
	/*
   SCIP_HEURDATA* heurdata;
   heurdata = SCIPheurGetData(heur);
   assert(heurdata != NULL);
   assert(lastsolindices != NULL);
	*/

	/* get values from probdata */
   probdata = SCIPgetProbData(scip);
   assert(probdata != NULL);

	n	=	SCIPprobdataGetNdatas(probdata);
	p	=	SCIPprobdataGetNexvars(probdata);
	ndep	=	SCIPprobdataGetNdep(probdata);

	y	=	SCIPprobdataGety(probdata);
	orig_X_	=	SCIPprobdataGetX(probdata);
	orig_Q_	=	SCIPprobdataGetQ(probdata);
	orig_q	=	SCIPprobdataGetq(probdata);
	r	=	SCIPprobdataGetr(probdata);

	if( ndep ){
		Mdep		=	SCIPprobdataGetMdep(probdata);
		groupX	=	SCIPprobdataGetgroupX(probdata);
	}else{
		Mdep		=	NULL;
		groupX	=	NULL;
	}

	/* variables */
	var_a		=	SCIPprobdataGetVars_a(probdata);
	var_z		=	SCIPprobdataGetVars_z(probdata);
	var_ep	=	SCIPprobdataGetVars_ep(probdata);
	var_rss	=	SCIPprobdataGetVar_rss(probdata);
	var_log	=	SCIPprobdataGetVar_log(probdata);

	/* get branching info */
	/* alloc */
	SCIP_CALL( SCIPallocBufferArray(scip, &Branchz, 3*p));
	
	GenerateZeroVecInt( 3*p, Branchz);

	for(i=0; i<p; ++i){
		ublb					=	SCIPround(scip, SCIPcomputeVarUbLocal(scip, var_z[i]) 
								+	SCIPcomputeVarLbLocal(scip, var_z[i]));
		*(Branchz+(ublb*p)+i) 	= 	1;
	}

#if MYPARA_LOG
	for(i=0; i<3; i++){
		for(j=0; j<p; j++){
			printf("%d, ", *(Branchz+(i*p)+j));
		}
		newline();
	}
#endif

	if( ndep ){
		for(i=0; i<ndep; i++){
			memo = -1; 
			for(j=0; j<p; j++){
				if( *(groupX+(i*p)+j)==1 ){
					if( *(Branchz+j)==1 ) break;
					if( *(Branchz+p+j)==1 ) memo=j;
					if( j==Mdep[i] ){
						if( memo==-1 ){
							printf("error in heur_backward.c\n");
							stop();
						}
						*(Branchz+p+memo) = 0;
						*(Branchz+memo) = 1;
						break;
					}
				}
			}
		}
	}
	
#if MYPARA_LOG
	printf("linear dependent\n");
	if( ndep ){
		for(i=0; i<3; i++){
			for(j=0; j<p; j++){
				printf("%d, ", *(Branchz+(i*p)+j));
			}
			newline();
		}
	}
#endif
	
	/* alloc */
	SCIP_CALL( SCIPallocBufferArray(scip, &X_, n*p));
	SCIP_CALL( SCIPallocBufferArray(scip, &Xy, p));
	SCIP_CALL( SCIPallocBufferArray(scip, &d, n));
	SCIP_CALL( SCIPallocBufferArray(scip, &list, p));
	
	/* initialize from Branchz */
#if MYPARA_LOG
	printf("initialization\n");
#endif

	GenerateZeroVecInt( p, list);

	dim = 0;
	memo = -1;
	AIC = 1e+06;
	SCIP_CALL( SCIPallocBufferArray(scip, &a_old, dim+1));

	for(i=0; i<p; i++){
		
		if( Branchz[i]==1 ){ /* if z_i is fixed to 0 */
			list[i] = -1;
		}else if( Branchz[p+i]==1 ){ /* if z_i is unfixed */
			list[i] = 0;
		}else if( Branchz[2*p+i]==1 ){ /* if z_i is fixed 1 */
			dim++;
			list[i] = dim;

			if( dim == 1 ){

				a_old[0] = orig_q[i] / mat_( orig_Q_, p, i, i);
				RSS = RSSvalue( 1, a_old, &orig_q[i], r);
				AIC = AICvalue( n, dim, RSS);

				/* update X_ and Xy */
				mydcopy_( &orig_X_[n * i], &X_[n * (dim-1)], n);
				Xy[dim-1] = orig_q[i];

				/* generate Y ( dim = 1 ) */
				SCIP_CALL( SCIPallocBufferArray( scip, &Y_, dim*dim));
				Y_[0] = 1 / mat_( orig_Q_, p, i, i);
		
			}else{
				/* alloc */
				SCIPfreeBufferArray(scip, &a_old);
				SCIP_CALL( SCIPallocBufferArray( scip, &a_old, dim));
				SCIP_CALL( SCIPallocBufferArray( scip, &b, dim-1));
				SCIP_CALL( SCIPallocBufferArray( scip, &c, dim-1));
				SCIP_CALL( SCIPallocBufferArray( scip, &v, dim-1));
				SCIP_CALL( SCIPallocBufferArray( scip, &V_, (dim-1)*(dim-1)));
				SCIP_CALL( SCIPallocBufferArray( scip, &Z_, (dim)*(dim)));
				
				/* 1. b <- X^t x_i */
				dgemv_t( X_, n, dim-1, &orig_X_[n * i], b);
				//printv( dim-1, b);

				/* 2. c <- Y b */
				dgemv_2( Y_, dim-1, dim-1, b, c);
				//printv( dim-1, c);

				/* 3. d <- - X c + x_i */
				dgemv_1( X_, n, dim-1, c, &orig_X_[n * i], -1.0, 1.0, d);
				//printv( n, d);

				/* 4. u <- 1/<x_i, d> */
				u = 1.0 / myddot_( &orig_X_[n * i], d, n);
				//prints(u);
				
				/* 5. v <- - u c */
				mydscal_( c, dim-1, -u, v);
				//printv( dim-1, v);

				/* 6. V <- Y + u c c^t */
				dger_1( Y_, c, c, dim-1, dim-1, u, V_);
				//printM_( V_, dim-1, dim-1);

				/* 7. Z */
				/* V */
				for(j=0; j<(dim-1); j++){
					for(t=0; t<(dim-1); t++){
						*(Z_ + j + (t*dim) ) = mat_( V_, dim-1, j, t);
					}
				}
				/* v */
				for(j=0; j<(dim-1); j++){
					*(Z_ + dim-1 + (j*dim) )  = v[j];
					*(Z_ + j + ((dim-1)*dim)) = v[j];
				}

				/* u */
				*(Z_ + dim-1 + ((dim-1)*dim)) = u;
				//printM_( Z_, dim, dim);

				/* 8. a_old <- Z (Xy) */
				Xy[dim-1] = orig_q[i];
				dgemv_2( Z_, dim, dim, Xy, a_old);
				//printv( dim, a_old);

				RSS = RSSvalue( dim, a_old, Xy, r);
				AIC = AICvalue( n, dim, RSS);

				/* copy */
				SCIPfreeBufferArray(scip, &Y_);
				SCIP_CALL( SCIPallocBufferArray(scip, &Y_, dim*dim));
				mydcopy_( Z_, Y_, dim*dim);
	
				/* update X_ and Xy */
				mydcopy_( &orig_X_[n * i], &X_[n * (dim-1)], n);
				Xy[dim-1] = orig_q[i];

				/* free */
				SCIPfreeBufferArray(scip, &b);
				SCIPfreeBufferArray(scip, &c);
				SCIPfreeBufferArray(scip, &v);
				SCIPfreeBufferArray(scip, &V_);
				SCIPfreeBufferArray(scip, &Z_);
			}

#if MYPARA_LOG
			printf("---> %dth variable, AIC:%f\n", i, AIC);
#endif

		}else{
			printf("error:heur_forward.c\n");
			stop();
		}
	}


	if( dim == 0 ){
#if MYPARA_LOG
		printf("[dim:0]\n");
#endif
		dim++;
		RSS = 1e+06;
		for(i=0; i<p; i++){
			if( list[i] == 0 ){
				a_old[0] = orig_q[i] / mat_( orig_Q_, p, i, i);
				RSS_new = RSSvalue( 1, a_old, &orig_q[i], r);
				if( RSS_new < RSS ){
					RSS = RSS_new;
					memo = i;
				}
#if MYPARA_LOG
			printf("%d: RSS = %f\n", i, RSS_new);
#endif
			}
		}
		
		if( memo < 0 || memo >= p ){
			printf("error in heur_forward.c\n");
			stop();
		}
	
		AIC = AICvalue( n, dim, RSS);
		list[memo] = dim;
		
		/* update X_ and Xy */
		mydcopy_( &orig_X_[n * memo], &X_[n * (dim-1)], n);
		Xy[dim-1] = orig_q[memo];
	
		/* generate Y ( dim = 1 ) */
		SCIP_CALL( SCIPallocBufferArray( scip, &Y_, dim*dim));
		Y_[0] = 1 / mat_( orig_Q_, p, memo, memo);
	
#if MYPARA_LOG
		printf("---> %dth variable, AIC:%f\n", memo, AIC);
#endif
	} /* if ( dim==0 ) */

	while(1){
		dim++;
		memo = -1;
		RSS = 1e+06;
#if MYPARA_LOG
		printf("(dim=%d) ", dim);
		Longline();
#endif

		/* alloc */
		SCIP_CALL( SCIPallocBufferArray( scip, &a_new, dim));
		SCIP_CALL( SCIPallocBufferArray( scip, &a, dim));
		SCIP_CALL( SCIPallocBufferArray( scip, &b, dim-1));
		SCIP_CALL( SCIPallocBufferArray( scip, &c, dim-1));
		SCIP_CALL( SCIPallocBufferArray( scip, &v, dim-1));
		SCIP_CALL( SCIPallocBufferArray( scip, &V_, (dim-1)*(dim-1)));
		SCIP_CALL( SCIPallocBufferArray( scip, &Z_, (dim)*(dim)));
		SCIP_CALL( SCIPallocBufferArray( scip, &W_, (dim)*(dim)));
		
		for(i=0; i<p; i++){
			/*
			 * 1. b <- X^t x_i
			 * 2.	c <- Y b
			 * 3. d <- - X c + x_i
			 * 4. u <- 1 / <x_i, d> 
			 * 5. v <- - u c
			 * 6. V <- Y + u c c^t
			 * 7. Z <- ( V    v
			 	          v^t  u )
			 * 8. a_new <- Z (Xy)
			 */

			if( list[i]==0 ){

				/* 1. b <- X^t x_i */
				dgemv_t( X_, n, dim-1, &orig_X_[n * i], b);
				//printv( dim-1, b);

				/* 2. c <- Y b */
				dgemv_2( Y_, dim-1, dim-1, b, c);
				//printv( dim-1, c);

				/* 3. d <- - X c + x_i */
				dgemv_1( X_, n, dim-1, c, &orig_X_[n * i], -1.0, 1.0, d);
				//printv( n, d);

				/* 4. u <- 1/<x_i, d> */
				u = 1.0 / myddot_( &orig_X_[n * i], d, n);
				//prints(u);
				
				/* 5. v <- - u c */
				mydscal_( c, dim-1, -u, v);
				//printv( dim-1, v);

				/* 6. V <- Y + u c c^t */
				dger_1( Y_, c, c, dim-1, dim-1, u, V_);
				//printM_( V_, dim-1, dim-1);

				/* 7. Z */
				/* V */
				for(j=0; j<(dim-1); j++){
					for(t=0; t<(dim-1); t++){
						*(Z_ + j + (t*dim) ) = mat_( V_, dim-1, j, t);
					}
				}
				/* v */
				for(j=0; j<(dim-1); j++){
					*(Z_ + dim-1 + (j*dim) )  = v[j];
					*(Z_ + j + ((dim-1)*dim)) = v[j];
				}

				/* u */
				*(Z_ + dim-1 + ((dim-1)*dim)) = u;
				//printM_( Z_, dim, dim);

				/* 8. a_new <- Z (Xy) */
				Xy[dim-1] = orig_q[i];
				dgemv_2( Z_, dim, dim, Xy, a_new);
				//printv( dim, a_new);

				/* test */
				RSS_new = RSSvalue( dim, a_new, Xy, r);
				if( RSS_new < RSS ){
					RSS = RSS_new;
					memo = i;
					mydcopy_( Z_, W_, dim*dim);
					mydcopy_( a_new, a, dim);
				}

#if MYPARA_LOG
				printf("%d: RSS = %f\n", i, RSS_new);
#endif

			}
		}

		if( memo < 0 || memo >= p ){
			if( memo == -1 ){
				for(i=0; i<p; i++){
					if( list[i] == 0 ){
						memo = i;
						break;
					}
				}
				if( memo != -1 ){
					printf("error in heur_forward.c\n");
					stop();
				}
			}else{
				printf("error in heur_forward.c\n");
				stop();
			}
		}

		AIC_new = AICvalue( n, dim, RSS);
		if( AIC_new < AIC ){
			AIC = AIC_new;
			list[memo] = dim;

#if MYPARA_LOG
			printf("---> %dth variable, AIC:%f\n", memo, AIC);
#endif

			/* copy and free */
			SCIPfreeBufferArray(scip, &Y_);
			SCIP_CALL( SCIPallocBufferArray(scip, &Y_, dim*dim));
			mydcopy_( W_, Y_, dim*dim);

			SCIPfreeBufferArray(scip, &a_old);
			SCIP_CALL( SCIPallocBufferArray(scip, &a_old, dim));
			mydcopy_( a, a_old, dim);

			/* update X_ and Xy */
			mydcopy_( &orig_X_[n * memo], &X_[n * (dim-1)], n);
			Xy[dim-1] = orig_q[memo];

		}else{
			memo = -1;
			SCIPfreeBufferArray(scip, Y_);
#if MYPARA_LOG
			printf("--> no selection, (AIC:%f)\n", AIC_new);
#endif
		}

		/* free */
		SCIPfreeBufferArray(scip, &a_new);
		SCIPfreeBufferArray(scip, &a);
		SCIPfreeBufferArray(scip, &b);
		SCIPfreeBufferArray(scip, &c);
		SCIPfreeBufferArray(scip, &v);
		SCIPfreeBufferArray(scip, &V_);
		SCIPfreeBufferArray(scip, &Z_);
		SCIPfreeBufferArray(scip, &W_);

		if( memo == -1 ){
			dim--;
			break;
		}
	}

	nsols = SCIPgetNSols(scip);
	
	if( nsols < MP_NUM_SOL ){
		store = 1;
	}else{
		sols = SCIPgetSols(scip);
		objval = AIC;
		nsols = MP_NUM_SOL;

		if( objval < SCIPgetSolOrigObj(scip,sols[nsols-1]) ){
			store = 1;
		}else{
			store = 0;
		}
	}

	if( store ){
		/*  generate solution  */
		/* alloc */
		SCIP_CALL( SCIPallocBufferArray(scip, &ep, n));
		dgemv_1( X_, n, dim, a_old, y, -1.0, 1.0, ep);
		
	
		/* set solution */
		/* alloc */
		SCIP_CALL( SCIPallocBufferArray(scip, &solvals, nvars));
		SCIP_CALL( SCIPallocBufferArray(scip, &vars, nvars));
	
		ct=0;
		
		/* a */
		for(i=0; i<p; ++i){
			vars[ct] = var_a[i];
			if( list[i] > 0 ){
				solvals[ct] = a_old[list[i]-1];
			}else{
				solvals[ct] = 0.0;
			}
			ct++;
		}
	
		/* z */
		for(i=0; i<p; i++){
			vars[ct] = var_z[i];
			if( list[i] > 0 ){
				solvals[ct] = 1.0;
			}else{
				solvals[ct] = 0.0;
			}
			ct++;
		}
	
		/* ep */
		for(i=0; i<n; ++i){
			vars[ct]		=	var_ep[i];
			solvals[ct]	=	ep[i];
			ct++;
		}
	
		vars[ct]		=	var_rss;
		solvals[ct] =	myddot_( ep, ep, n);
		ct++;
	
		vars[ct]		=	var_log;
		solvals[ct]	=	log(myddot_( ep, ep, n));
		ct++;
	
		if( ct!=nvars ){
			SCIPerrorMessage("It is unexpected error in set sol,");
			printf("( ct, nvars) = ( %d, %d)", ct, nvars);
			stop();
		}
	
		SCIP_CALL( SCIPcreateSol(scip, &sol, heur));
		SCIP_CALL( SCIPsetSolVals(scip, sol, nvars, vars, solvals));
		SCIP_CALL( SCIPtrySolFree(scip, &sol, TRUE, FALSE, TRUE, TRUE, &success));

		/* free */
		SCIPfreeBufferArray(scip, &ep);
		SCIPfreeBufferArray(scip, &solvals);
		SCIPfreeBufferArray(scip, &vars);
	}

	/* free */
	SCIPfreeBufferArray(scip, &d);
	SCIPfreeBufferArray(scip, &X_);
	SCIPfreeBufferArray(scip, &Xy);
	SCIPfreeBufferArray(scip, &a_old);
	SCIPfreeBufferArray(scip, &list);
	SCIPfreeBufferArray(scip, &Branchz);

	*result = SCIP_FOUNDSOL;
   return SCIP_OKAY;
}
示例#17
0
/** performs the all fullstrong branching */
static
SCIP_RETCODE branch(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_BRANCHRULE*      branchrule,         /**< branching rule */
   SCIP_Bool             allowaddcons,       /**< should adding constraints be allowed to avoid a branching? */
   SCIP_RESULT*          result              /**< pointer to store the result of the callback method */
   )
{
   SCIP_BRANCHRULEDATA* branchruledata;
   SCIP_VAR** pseudocands;
   SCIP_Real bestdown;
   SCIP_Real bestup;
   SCIP_Real bestscore;
   SCIP_Real provedbound;
   SCIP_Bool exactsolve;
   SCIP_Bool allcolsinlp;
   SCIP_Bool bestdownvalid;
   SCIP_Bool bestupvalid;
   int npseudocands;
   int npriopseudocands;
   int bestpseudocand;
#ifndef NDEBUG
   SCIP_Real cutoffbound;
   cutoffbound = SCIPgetCutoffbound(scip);
#endif

   assert(branchrule != NULL);
   assert(strcmp(SCIPbranchruleGetName(branchrule), BRANCHRULE_NAME) == 0);
   assert(scip != NULL);
   assert(result != NULL);

   /* check, if all existing columns are in LP, and thus the strong branching results give lower bounds */
   allcolsinlp = SCIPallColsInLP(scip);

   /* check, if we want to solve the problem exactly, meaning that strong branching information is not useful
    * for cutting off sub problems and improving lower bounds of children
    */
   exactsolve = SCIPisExactSolve(scip);

   /* get branching rule data */
   branchruledata = SCIPbranchruleGetData(branchrule);
   assert(branchruledata != NULL);

   if( branchruledata->skipdown == NULL )
   {
      int nvars;
      nvars = SCIPgetNVars(scip);

      assert(branchruledata->skipup == NULL);

      SCIP_CALL( SCIPallocMemoryArray(scip, &branchruledata->skipdown, nvars) );
      SCIP_CALL( SCIPallocMemoryArray(scip, &branchruledata->skipup, nvars) );
      BMSclearMemoryArray(branchruledata->skipdown, nvars);
      BMSclearMemoryArray(branchruledata->skipup, nvars);
   }

   /* get all non-fixed variables (not only the fractional ones) */
   SCIP_CALL( SCIPgetPseudoBranchCands(scip, &pseudocands, &npseudocands, &npriopseudocands) );
   assert(npseudocands > 0);
   assert(npriopseudocands > 0);

   SCIP_CALL( SCIPselectVarPseudoStrongBranching(scip, pseudocands, branchruledata->skipdown, branchruledata->skipup, npseudocands, npriopseudocands,
      allowaddcons, &bestpseudocand, &bestdown, &bestup, &bestscore, &bestdownvalid, &bestupvalid, &provedbound, result) );

   if( *result != SCIP_CUTOFF && *result != SCIP_REDUCEDDOM && *result != SCIP_CONSADDED )
   {
      SCIP_NODE* downchild;
      SCIP_NODE* eqchild;
      SCIP_NODE* upchild;
      SCIP_VAR* var;

      assert(*result == SCIP_DIDNOTRUN);
      assert(0 <= bestpseudocand && bestpseudocand < npseudocands);
      assert(SCIPisLT(scip, provedbound, cutoffbound));

      var = pseudocands[bestpseudocand];

      /* perform the branching */
      SCIPdebugMessage(" -> %d candidates, selected candidate %d: variable <%s>[%g,%g] (solval=%g, down=%g, up=%g, score=%g)\n",
         npseudocands, bestpseudocand, SCIPvarGetName(var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var), SCIPvarGetLPSol(var),
         bestdown, bestup, bestscore);
      SCIP_CALL( SCIPbranchVarVal(scip, var, SCIPvarGetLPSol(var), &downchild, &eqchild, &upchild) );

      /* update the lower bounds in the children */
      if( allcolsinlp && !exactsolve )
      {
         if( downchild != NULL )
         {
            SCIP_CALL( SCIPupdateNodeLowerbound(scip, downchild, bestdownvalid ? MAX(bestdown, provedbound) : provedbound) );
            SCIPdebugMessage(" -> down child's lowerbound: %g\n", SCIPnodeGetLowerbound(downchild));
         }
         if( eqchild != NULL )
         {
            SCIP_CALL( SCIPupdateNodeLowerbound(scip, eqchild, provedbound) );
            SCIPdebugMessage(" -> eq child's lowerbound:   %g\n", SCIPnodeGetLowerbound(eqchild));
         }
         if( upchild != NULL )
         {
            SCIP_CALL( SCIPupdateNodeLowerbound(scip, upchild, bestupvalid ? MAX(bestup, provedbound) : provedbound) );
            SCIPdebugMessage(" -> up child's lowerbound:   %g\n", SCIPnodeGetLowerbound(upchild));
         }
      }

      *result = SCIP_BRANCHED;
   }

   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;
}
示例#19
0
/** presolving execution method */
static
SCIP_DECL_PRESOLEXEC(presolExecBoundshift)
{  /*lint --e{715}*/
   SCIP_PRESOLDATA* presoldata;
   SCIP_VAR** scipvars;
   SCIP_VAR** vars;
   int nbinvars;
   int nvars;
   int v;

   assert(scip != NULL);
   assert(presol != NULL);
   assert(strcmp(SCIPpresolGetName(presol), PRESOL_NAME) == 0);
   assert(result != NULL);

   *result = SCIP_DIDNOTRUN;

   /* get presolver data */
   presoldata = SCIPpresolGetData(presol);
   assert(presoldata != NULL);
   
   /* get the problem variables */
   scipvars = SCIPgetVars(scip);
   nbinvars = SCIPgetNBinVars(scip);
   nvars = SCIPgetNVars(scip) - nbinvars;

   if( nvars == 0 )
      return SCIP_OKAY;
   
   if( SCIPdoNotAggr(scip) )
      return SCIP_OKAY;

   *result = SCIP_DIDNOTFIND;

   /* copy the integer variables into an own array, since adding new integer variables affects the left-most slots in
    * the array and thereby interferes with our search loop
    */
   SCIP_CALL( SCIPduplicateBufferArray(scip, &vars, &scipvars[nbinvars], nvars) );
   
   /* scan the integer, implicit, and continuous variables for possible conversion */
   for( v = nvars - 1; v >= 0; --v )
   {
      SCIP_VAR* var = vars[v];
      SCIP_Real lb;
      SCIP_Real ub;

      assert(SCIPvarGetType(var) != SCIP_VARTYPE_BINARY);

      /* get current variable's bounds */
      lb = SCIPvarGetLbGlobal(var);
      ub = SCIPvarGetUbGlobal(var);

      assert( SCIPisLE(scip, lb, ub) );
      if( SCIPisEQ(scip, lb, ub) )
         continue;
      if( presoldata->integer && !SCIPisIntegral(scip, ub - lb) ) 
         continue;

      /* check if bounds are shiftable */
      if( !SCIPisEQ(scip, lb, 0.0) &&                           /* lower bound != 0.0 */
         SCIPisLT(scip, ub, SCIPinfinity(scip)) &&              /* upper bound != infinity */
         SCIPisGT(scip, lb, -SCIPinfinity(scip)) &&             /* lower bound != -infinity */
#if 0
         SCIPisLT(scip, ub - lb, SCIPinfinity(scip)) &&         /* interval length less than SCIPinfinity(scip) */
#endif
         SCIPisLT(scip, ub - lb, (SCIP_Real) presoldata->maxshift) )        /* less than max shifting */
      {
         SCIP_VAR* newvar;
         char newvarname[SCIP_MAXSTRLEN];
         SCIP_Bool infeasible;
         SCIP_Bool redundant;
         SCIP_Bool aggregated;

         SCIPdebugMessage("convert range <%s>[%g,%g] to [%g,%g]\n", SCIPvarGetName(var), lb, ub, 0.0, (ub - lb) );

         /* create new variable */
         (void) SCIPsnprintf(newvarname, SCIP_MAXSTRLEN, "%s_shift", SCIPvarGetName(var));
         SCIP_CALL( SCIPcreateVar(scip, &newvar, newvarname, 0.0, (ub - lb), 0.0, SCIPvarGetType(var),
               SCIPvarIsInitial(var), SCIPvarIsRemovable(var), NULL, NULL, NULL, NULL, NULL) );
         SCIP_CALL( SCIPaddVar(scip, newvar) );

         /* aggregate old variable with new variable */
         if( presoldata->flipping )
         {
            if( REALABS(ub) < REALABS(lb) )
            {
               SCIP_CALL( SCIPaggregateVars(scip, var, newvar, 1.0, 1.0, ub, &infeasible, &redundant, &aggregated) );
            }
            else
            {
               SCIP_CALL( SCIPaggregateVars(scip, var, newvar, 1.0, -1.0, lb, &infeasible, &redundant, &aggregated) );
            }
         }
         else
         {
            SCIP_CALL( SCIPaggregateVars(scip, var, newvar, 1.0, -1.0, lb, &infeasible, &redundant, &aggregated) );
         }

         assert(!infeasible);
         assert(redundant);
         assert(aggregated);
         SCIPdebugMessage("var <%s> with bounds [%f,%f] has obj %f\n",
            SCIPvarGetName(newvar),SCIPvarGetLbGlobal(newvar),SCIPvarGetUbGlobal(newvar),SCIPvarGetObj(newvar));

         /* release variable */
         SCIP_CALL( SCIPreleaseVar(scip, &newvar) );
         
         /* take care of statistic */
         (*naggrvars)++;
         *result = SCIP_SUCCESS;
      }
   }

   /* free temporary memory */
   SCIPfreeBufferArray(scip, &vars);
   
   return SCIP_OKAY;
}
示例#20
0
/** main procedure of the RENS heuristic, creates and solves a subMIP */
SCIP_RETCODE SCIPapplyGcgrens(
   SCIP*                 scip,               /**< original SCIP data structure                                   */
   SCIP_HEUR*            heur,               /**< heuristic data structure                                       */
   SCIP_RESULT*          result,             /**< result data structure                                          */
   SCIP_Real             minfixingrate,      /**< minimum percentage of integer variables that have to be fixed  */
   SCIP_Real             minimprove,         /**< factor by which RENS should at least improve the incumbent     */
   SCIP_Longint          maxnodes,           /**< maximum number of  nodes for the subproblem                    */
   SCIP_Longint          nstallnodes,        /**< number of stalling nodes for the subproblem                    */
   SCIP_Bool             binarybounds,       /**< should general integers get binary bounds [floor(.),ceil(.)]?  */
   SCIP_Bool             uselprows           /**< should subproblem be created out of the rows in the LP rows?   */
   )
{
   SCIP* subscip;                            /* the subproblem created by RENS                  */
   SCIP_HASHMAP* varmapfw;                   /* mapping of SCIP variables to sub-SCIP variables */
   SCIP_VAR** vars;                          /* original problem's variables                    */
   SCIP_VAR** subvars;                       /* subproblem's variables                          */

   SCIP_Real cutoff;                         /* objective cutoff for the subproblem             */
   SCIP_Real timelimit;
   SCIP_Real memorylimit;

   int nvars;
   int i;

   SCIP_Bool success;
   SCIP_RETCODE retcode;

   assert(scip != NULL);
   assert(heur != NULL);
   assert(result != NULL);

   assert(maxnodes >= 0);
   assert(nstallnodes >= 0);

   assert(0.0 <= minfixingrate && minfixingrate <= 1.0);
   assert(0.0 <= minimprove && minimprove <= 1.0);

   SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );

   /* initialize the subproblem */
   SCIP_CALL( SCIPcreate(&subscip) );

   /* create the variable mapping hash map */
   SCIP_CALL( SCIPhashmapCreate(&varmapfw, SCIPblkmem(subscip), SCIPcalcHashtableSize(5 * nvars)) );
   SCIP_CALL( SCIPallocBufferArray(scip, &subvars, nvars) );

   if( uselprows )
   {
      char probname[SCIP_MAXSTRLEN];

      /* copy all plugins */
      SCIP_CALL( SCIPincludeDefaultPlugins(subscip) );

      /* get name of the original problem and add the string "_gcgrenssub" */
      (void) SCIPsnprintf(probname, SCIP_MAXSTRLEN, "%s_gcgrenssub", SCIPgetProbName(scip));

      /* create the subproblem */
      SCIP_CALL( SCIPcreateProb(subscip, probname, NULL, NULL, NULL, NULL, NULL, NULL, NULL) );

      /* copy all variables */
      SCIP_CALL( SCIPcopyVars(scip, subscip, varmapfw, NULL, TRUE) );
   }
   else
   {
      SCIP_Bool valid;
      SCIP_HEURDATA* heurdata;

      valid = FALSE;

      SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "gcgrens", TRUE, FALSE, TRUE, &valid) ); /** @todo check for thread safeness */

      /* get heuristic's data */
      heurdata = SCIPheurGetData(heur);
      assert( heurdata != NULL );

      if( heurdata->copycuts )
      {
         /** copies all active cuts from cutpool of sourcescip to linear constraints in targetscip */
         SCIP_CALL( SCIPcopyCuts(scip, subscip, varmapfw, NULL, TRUE, NULL) );
      }

      SCIPdebugMessage("Copying the SCIP instance was %s complete.\n", valid ? "" : "not ");
   }

   for( i = 0; i < nvars; i++ )
     subvars[i] = (SCIP_VAR*) SCIPhashmapGetImage(varmapfw, vars[i]);

   /* free hash map */
   SCIPhashmapFree(&varmapfw);

   /* create a new problem, which fixes variables with same value in bestsol and LP relaxation */
   SCIP_CALL( createSubproblem(scip, subscip, subvars, minfixingrate, binarybounds, uselprows, &success) );
   SCIPdebugMessage("RENS subproblem: %d vars, %d cons, success=%u\n", SCIPgetNVars(subscip), SCIPgetNConss(subscip), success);

   /* do not abort subproblem on CTRL-C */
   SCIP_CALL( SCIPsetBoolParam(subscip, "misc/catchctrlc", FALSE) );

   /* disable output to console */
   SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 0) );

   /* check whether there is enough time and memory left */
   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) );
   if( !SCIPisInfinity(scip, memorylimit) )
      memorylimit -= SCIPgetMemUsed(scip)/1048576.0;
   if( timelimit <= 0.0 || memorylimit <= 0.0 )
      goto TERMINATE;

   /* set limits for the subproblem */
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/stallnodes", nstallnodes) );
   SCIP_CALL( SCIPsetLongintParam(subscip, "limits/nodes", maxnodes) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/time", timelimit) );
   SCIP_CALL( SCIPsetRealParam(subscip, "limits/memory", memorylimit) );

   /* forbid recursive call of heuristics and separators solving sub-SCIPs */
   SCIP_CALL( SCIPsetSubscipsOff(subscip, TRUE) );

   /* disable cutting plane separation */
   SCIP_CALL( SCIPsetSeparating(subscip, SCIP_PARAMSETTING_OFF, TRUE) );

   /* disable expensive presolving */
   SCIP_CALL( SCIPsetPresolving(subscip, SCIP_PARAMSETTING_FAST, TRUE) );

   /* use best estimate node selection */
   if( SCIPfindNodesel(scip, "estimate") != NULL )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "nodeselection/estimate/stdpriority", INT_MAX/4) );
   }

   /* use inference branching */
   if( SCIPfindBranchrule(scip, "inference") != NULL )
   {
      SCIP_CALL( SCIPsetIntParam(subscip, "branching/inference/priority", INT_MAX/4) );
   }

   /* disable conflict analysis */
   SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useprop", FALSE) );
   SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useinflp", FALSE) );
   SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/useboundlp", FALSE) );
   SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usesb", FALSE) );
   SCIP_CALL( SCIPsetBoolParam(subscip, "conflict/usepseudo", FALSE) );


#ifdef SCIP_DEBUG
   /* for debugging RENS, enable MIP output */
   SCIP_CALL( SCIPsetIntParam(subscip, "display/verblevel", 5) );
   SCIP_CALL( SCIPsetIntParam(subscip, "display/freq", 100000000) );
#endif


   /* if the subproblem could not be created, free memory and return */
   if( !success )
   {
      *result = SCIP_DIDNOTRUN;
      SCIPfreeBufferArray(scip, &subvars);
      SCIP_CALL( SCIPfree(&subscip) );
      return SCIP_OKAY;
   }

   /* if there is already a solution, add an objective cutoff */
   if( SCIPgetNSols(scip) > 0 )
   {
      SCIP_Real upperbound;
      assert( !SCIPisInfinity(scip,SCIPgetUpperbound(scip)) );

      upperbound = SCIPgetUpperbound(scip) - SCIPsumepsilon(scip);

      if( !SCIPisInfinity(scip,-1.0*SCIPgetLowerbound(scip)) )
      {
         cutoff = (1-minimprove)*SCIPgetUpperbound(scip) + minimprove*SCIPgetLowerbound(scip);
      }
      else
      {
         if( SCIPgetUpperbound ( scip ) >= 0 )
            cutoff = ( 1 - minimprove ) * SCIPgetUpperbound ( scip );
         else
            cutoff = ( 1 + minimprove ) * SCIPgetUpperbound ( scip );
      }
      cutoff = MIN(upperbound, cutoff);
      SCIP_CALL( SCIPsetObjlimit(subscip, cutoff) );
   }

   /* presolve the subproblem */
   retcode = SCIPpresolve(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 presolving subproblem in GCG RENS heuristic; sub-SCIP terminated with code <%d>\n",retcode);
   }

   SCIPdebugMessage("GCG RENS presolved subproblem: %d vars, %d cons, success=%u\n", SCIPgetNVars(subscip), SCIPgetNConss(subscip), success);

   /* after presolving, we should have at least reached a certain fixing rate over ALL variables (including continuous)
    * to ensure that not only the MIP but also the LP relaxation is easy enough
    */
   if( ( nvars - SCIPgetNVars(subscip) ) / (SCIP_Real)nvars >= minfixingrate / 2.0 )
   {
      SCIP_SOL** subsols;
      int nsubsols;

      /* solve the subproblem */
      SCIPdebugMessage("solving subproblem: nstallnodes=%"SCIP_LONGINT_FORMAT", maxnodes=%"SCIP_LONGINT_FORMAT"\n", nstallnodes, maxnodes);
      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 GCG RENS heuristic; sub-SCIP terminated with code <%d>\n",retcode);
      }

      /* check, whether a solution was found;
       * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
       */
      nsubsols = SCIPgetNSols(subscip);
      subsols = SCIPgetSols(subscip);
      success = FALSE;
      for( i = 0; i < nsubsols && !success; ++i )
      {
         SCIP_CALL( createNewSol(scip, subscip, subvars, heur, subsols[i], &success) );
      }
      if( success )
         *result = SCIP_FOUNDSOL;
   }

 TERMINATE:
   /* free subproblem */
   SCIPfreeBufferArray(scip, &subvars);
   SCIP_CALL( SCIPfree(&subscip) );

   return SCIP_OKAY;
}
示例#21
0
/** perform dual presolving */
static
SCIP_RETCODE performDualfix(
   SCIP*                 scip,               /**< SCIP data structure */
   int*                  nfixedvars,         /**< pointer to store number of fixed variables */
   SCIP_Bool*            unbounded,          /**< pointer to store if an unboundness was detected */
   SCIP_Bool*            cutoff              /**< pointer to store if a cutoff was detected */
   )
{
   SCIP_VAR** vars;
   int nvars;
   int v;

   /* get active problem variables */
   vars = SCIPgetVars(scip);
   nvars = SCIPgetNVars(scip);

   /* look for fixable variables
    * loop backwards, since a variable fixing can change the current and the subsequent slots in the vars array
    */
   for( v = nvars - 1; v >= 0; --v )
   {
      SCIP_VAR* var;
      SCIP_Real bound;
      SCIP_Real obj;
      SCIP_Bool infeasible;
      SCIP_Bool fixed;

      var = vars[v];
      assert(var != NULL);

      /* don't perform dual presolving operations on deleted variables */
      if( SCIPvarIsDeleted(var) )
         continue;

      /* ignore already fixed variables (use feasibility tolerance since this is used in SCIPfixVar() */
      if( SCIPisFeasEQ(scip, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var)) )
         continue;

      obj = SCIPvarGetObj(var);

      /* if the objective coefficient of the variable is 0 and it may be rounded both
       * up and down, then fix it to the closest feasible value to 0 */
      if( SCIPisZero(scip, obj) && SCIPvarMayRoundDown(var) && SCIPvarMayRoundUp(var) )
      {
         SCIP_Real roundbound;

         bound = SCIPvarGetLbGlobal(var);
         if( SCIPisLT(scip, bound, 0.0) )
         {
            if( SCIPisLE(scip, 0.0, SCIPvarGetUbGlobal(var)) )
               bound = 0.0;
            else
            {
               /* try to take an integer value, only for polishing */
               roundbound = SCIPfloor(scip, SCIPvarGetUbGlobal(var));

               if( roundbound < bound )
                  bound = SCIPvarGetUbGlobal(var);
               else
                  bound = roundbound;
            }
         }
         else
         {
            /* try to take an integer value, only for polishing */
            roundbound = SCIPceil(scip, bound);

            if( roundbound < SCIPvarGetUbGlobal(var) )
               bound = roundbound;
         }
         SCIPdebugMessage("fixing variable <%s> with objective 0 to %g\n", SCIPvarGetName(var), bound);
      }
      else
      {
         /* if it is always possible to round variable in direction of objective value, fix it to its proper bound */
         if( SCIPvarMayRoundDown(var) && !SCIPisNegative(scip, obj) )
         {
            bound = SCIPvarGetLbGlobal(var);
            if ( SCIPisInfinity(scip, -bound) )
            {
               /* variable can be fixed to -infinity */
               if ( SCIPgetStage(scip) > SCIP_STAGE_PRESOLVING )
               {
                  /* Fixing variables to infinity is not allowed after presolving, since LP-solvers cannot handle this
                   * consistently. We thus have to ignore this (should better be handled in presolving). */
                  continue;
               }
               if ( SCIPisZero(scip, obj) && SCIPvarGetNLocksUp(var) == 1 )
               {
                  /* Variable is only contained in one constraint: we hope that the corresponding constraint handler is
                   * clever enough to set/aggregate the variable to something more useful than -infinity and do nothing
                   * here. */
                  continue;
               }
            }
            SCIPdebugMessage("fixing variable <%s> with objective %g and %d uplocks to lower bound %g\n",
               SCIPvarGetName(var), SCIPvarGetObj(var), SCIPvarGetNLocksUp(var), bound);
         }
         else if( SCIPvarMayRoundUp(var) && !SCIPisPositive(scip, obj) )
         {
            bound = SCIPvarGetUbGlobal(var);
            if ( SCIPisInfinity(scip, bound) )
            {
               /* variable can be fixed to infinity */
               if ( SCIPgetStage(scip) > SCIP_STAGE_PRESOLVING )
               {
                  /* Fixing variables to infinity is not allowed after presolving, since LP-solvers cannot handle this
                   * consistently. We thus have to ignore this (should better be handled in presolving). */
                  continue;
               }
               if ( SCIPisZero(scip, obj) && SCIPvarGetNLocksDown(var) == 1 )
               {
                  /* Variable is only contained in one constraint: we hope that the corresponding constraint handler is
                   * clever enough to set/aggregate the variable to something more useful than +infinity and do nothing
                   * here */
                  continue;
               }
            }
            SCIPdebugMessage("fixing variable <%s> with objective %g and %d downlocks to upper bound %g\n",
               SCIPvarGetName(var), SCIPvarGetObj(var), SCIPvarGetNLocksDown(var), bound);
         }
         else
            continue;
      }

      if( SCIPisInfinity(scip, REALABS(bound)) && !SCIPisZero(scip, obj) )
      {
         SCIPdebugMessage(" -> unbounded fixing\n");
         SCIPverbMessage(scip, SCIP_VERBLEVEL_NORMAL, NULL,
            "problem infeasible or unbounded: variable <%s> with objective %.15g can be made infinitely %s\n",
            SCIPvarGetName(var), SCIPvarGetObj(var), bound < 0.0 ? "small" : "large");
         *unbounded = TRUE;
         return SCIP_OKAY;
      }

      /* apply the fixing */
      SCIPdebugMessage("apply fixing of variable %s to %g\n", SCIPvarGetName(var), bound);
      SCIP_CALL( SCIPfixVar(scip, var, bound, &infeasible, &fixed) );

      if( infeasible )
      {
         SCIPdebugMessage(" -> infeasible fixing\n");
         *cutoff = TRUE;
         return SCIP_OKAY;
      }

      assert(fixed || (SCIPgetStage(scip) == SCIP_STAGE_SOLVING && SCIPisFeasEQ(scip, bound, SCIPvarGetLbLocal(var))
            && SCIPisFeasEQ(scip, bound, SCIPvarGetUbLocal(var))));
      (*nfixedvars)++;
   }

   return SCIP_OKAY;
}
示例#22
0
/** reads the blocks section */
static
SCIP_RETCODE readBlock(
    SCIP*                 scip,               /**< SCIP data structure */
    DECINPUT*             decinput,           /**< DEC reading data */
    SCIP_READERDATA*      readerdata          /**< reader data */
)
{
    int oldblock;
    int varidx;
    int consindex;
    int i;
    int blockid;
    int nvars;
    SCIP_CONS* cons;
    SCIP_VAR** vars;
    SCIP_Bool conshasvar;

    assert(decinput != NULL);
    assert(readerdata != NULL);

    while( getNextToken(decinput) )
    {
        /* check if we reached a new section */
        if( isNewSection(scip, decinput) )
            break;

        /* the token must be the name of an existing cons */
        cons = SCIPfindCons(scip, decinput->token);
        if( cons == NULL )
        {
            syntaxError(scip, decinput, "unknown constraint in block section");
            break;
        }

        conshasvar = FALSE;
        /* get all vars for the specific constraint */
        nvars = SCIPgetNVarsXXX(scip, cons);
        vars = NULL;
        if( nvars > 0 )
        {
            SCIP_CALL( SCIPallocMemoryArray(scip, &vars, nvars) );
            SCIP_CALL( SCIPgetVarsXXX(scip, cons, vars, nvars) );
        }

        blockid = decinput->blocknr;

        for( i = 0; i < nvars; i ++ )
        {
            SCIP_VAR* var;
            assert(vars != NULL); /* for flexelint */
            if( decinput->presolved )
            {
                var = SCIPvarGetProbvar(vars[i]);
                if( !SCIPisVarRelevant(var) )
                    continue;
            }
            else
                var = vars[i];

            conshasvar = TRUE;
            /* store for each var whether it is in none, one or more blocks */
            varidx = SCIPvarGetProbindex(var);
            assert(varidx >= 0 && varidx < SCIPgetNVars(scip));
            oldblock = readerdata->varstoblock[varidx];

            assert(oldblock == NOVALUE || oldblock == LINKINGVALUE || (oldblock >= 0 && oldblock < decinput->nblocks));

            /* variable was assigned to no block before, just assign it to the new block */
            if( oldblock == NOVALUE )
            {
                SCIPdebugMessage("\tVar %s temporary in block %d.\n", SCIPvarGetName(vars[i]), blockid);
                readerdata->varstoblock[varidx] = blockid;
                ++(readerdata->nblockvars[blockid]);
            }
            /* variable was assigned to another (non-linking) block before, so it becomes a linking variable, now */
            else if( (oldblock != LINKINGVALUE) && oldblock != blockid )
            {
                SCIPdebugMessage("\tVar %s is linking (old %d != %d new).\n", SCIPvarGetName(vars[i]), oldblock, blockid);
                assert(oldblock != blockid);

                readerdata->varstoblock[varidx] = LINKINGVALUE;

                /* decrease the value again if it is a linking var */
                --(readerdata->nblockvars[oldblock]);
                ++(readerdata->nlinkingvars);
            }
        }
        SCIPfreeMemoryArrayNull(scip, &vars);

        if( !conshasvar )
        {
            assert(!SCIPhashmapExists(readerdata->constoblock, cons));
            SCIPwarningMessage(scip, "Cons <%s> has been deleted by presolving, skipping.\n",  SCIPconsGetName(cons));
            continue;
        }
        /*
         * saving block <-> constraint
         */

        /** @todo check if linking constraints are not in the subscipcons */
        consindex = readerdata->nblockconss[blockid];
        readerdata->blockconss[blockid][consindex] = cons;
        ++(readerdata->nblockconss[blockid]);

        assert(SCIPhashmapGetImage(readerdata->constoblock, cons) == (void*)(size_t) LINKINGVALUE);

        SCIPdebugMessage("cons %s is in block %d\n", SCIPconsGetName(cons), blockid);
        SCIP_CALL( SCIPhashmapSetImage(readerdata->constoblock, cons, (void*) ((size_t) blockid)) );
        --(readerdata->nlinkingconss);


    }

    return SCIP_OKAY;
}