/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }
/** 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; }