Detailed Description

mpec primal heuristic

Author: Felipe Serrano; Benjamin Mueller

Definition in file heur_mpec.c.

#include "blockmemshell/memory.h"
#include "scip/pub_expr.h"
#include "scip/expr_var.h"
#include "scip/expr_sum.h"
#include "scip/expr_pow.h"
#include "scip/heur_mpec.h"
#include "scip/heur_subnlp.h"
#include "scip/pub_cons.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_nlp.h"
#include "scip/pub_var.h"
#include "scip/scip_cons.h"
#include "scip/scip_general.h"
#include "scip/scip_heur.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_sol.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME "mpec"

#define	HEUR_DESC "regularization heuristic for convex and nonconvex MINLPs"

#define	HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING

#define	HEUR_PRIORITY -2050000

#define	HEUR_FREQ 50

#define	HEUR_FREQOFS 0

#define	HEUR_MAXDEPTH -1

#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

#define	HEUR_USESSUBSCIP TRUE

#define	DEFAULT_INITTHETA 0.125

#define	DEFAULT_SIGMA 0.5

#define	DEFAULT_MAXITER 100

#define	DEFAULT_MAXNLPITER 500

#define	DEFAULT_MINGAPLEFT 0.05

#define	DEFAULT_SUBNLPTRIGGER 1e-3

#define	DEFAULT_MAXNLPCOST 1e+8

#define	DEFAULT_MINIMPROVE 0.01

#define	DEFAULT_MAXNUNSUCC 10

Functions
static SCIP_RETCODE	createNLP (SCIP scip, SCIP_HEURDATA heurdata)

static SCIP_RETCODE	freeNLP (SCIP scip, SCIP_HEURDATA heurdata)

static SCIP_RETCODE	addRegularScholtes (SCIP scip, SCIP_HEURDATA heurdata, SCIP_VAR **binvars, int nbinvars, SCIP_Real theta, SCIP_Bool update)

static int	getExprSize (SCIP_EXPR *expr)

static SCIP_RETCODE	heurExec (SCIP scip, SCIP_HEUR heur, SCIP_HEURDATA heurdata, SCIP_RESULT result)

static	SCIP_DECL_HEURCOPY (heurCopyMpec)

static	SCIP_DECL_HEURFREE (heurFreeMpec)

static	SCIP_DECL_HEURINITSOL (heurInitsolMpec)

static	SCIP_DECL_HEUREXITSOL (heurExitsolMpec)

static	SCIP_DECL_HEUREXEC (heurExecMpec)

SCIP_RETCODE	SCIPincludeHeurMpec (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "mpec"

Definition at line 63 of file heur_mpec.c.

◆ HEUR_DESC

#define HEUR_DESC "regularization heuristic for convex and nonconvex MINLPs"

Definition at line 64 of file heur_mpec.c.

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING

Definition at line 65 of file heur_mpec.c.

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -2050000

Definition at line 66 of file heur_mpec.c.

◆ HEUR_FREQ

#define HEUR_FREQ 50

Definition at line 67 of file heur_mpec.c.

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 68 of file heur_mpec.c.

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 69 of file heur_mpec.c.

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

Definition at line 70 of file heur_mpec.c.

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP TRUE

disable the heuristic in sub-SCIPs, even though it does not use any

Definition at line 71 of file heur_mpec.c.

◆ DEFAULT_INITTHETA

#define DEFAULT_INITTHETA 0.125

default initial regularization right-hand side value (< 0.25)

Definition at line 73 of file heur_mpec.c.

◆ DEFAULT_SIGMA

#define DEFAULT_SIGMA 0.5

default regularization update factor (< 1)

Definition at line 74 of file heur_mpec.c.

◆ DEFAULT_MAXITER

#define DEFAULT_MAXITER 100

default maximum number of iterations of the MPEC loop

Definition at line 75 of file heur_mpec.c.

◆ DEFAULT_MAXNLPITER

#define DEFAULT_MAXNLPITER 500

default maximum number of NLP iterations per solve

Definition at line 76 of file heur_mpec.c.

◆ DEFAULT_MINGAPLEFT

#define DEFAULT_MINGAPLEFT 0.05

default minimum amount of gap left in order to call the heuristic

Definition at line 77 of file heur_mpec.c.

◆ DEFAULT_SUBNLPTRIGGER

#define DEFAULT_SUBNLPTRIGGER 1e-3

default maximum integrality violation before triggering a sub-NLP call

Definition at line 78 of file heur_mpec.c.

◆ DEFAULT_MAXNLPCOST

#define DEFAULT_MAXNLPCOST 1e+8

default maximum cost available for solving NLPs per call of the heuristic

Definition at line 79 of file heur_mpec.c.

◆ DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE 0.01

default factor by which heuristic should at least improve the incumbent

Definition at line 80 of file heur_mpec.c.

◆ DEFAULT_MAXNUNSUCC

#define DEFAULT_MAXNUNSUCC 10

default maximum number of consecutive calls for which the heuristic did not find an improving solution

Definition at line 81 of file heur_mpec.c.

Function Documentation

◆ createNLP()

static SCIP_RETCODE createNLP	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata
	)

static

creates the data structure for generating the current NLP relaxation

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 116 of file heur_mpec.c.

References FALSE, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPcreateNlpiProblemFromNlRows(), SCIPdebugMsg, SCIPgetLowerbound(), SCIPgetNLPNlRows(), SCIPgetNNLPNlRows(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPinfinity(), SCIPisInfinity(), SCIPsumepsilon(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

◆ freeNLP()

static SCIP_RETCODE freeNLP	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata
	)

static

frees the data structures for the NLP relaxation

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 163 of file heur_mpec.c.

References NULL, SCIP_CALL, SCIP_OKAY, and SCIPhashmapFree().

Referenced by SCIP_DECL_HEUREXEC().

◆ addRegularScholtes()

static SCIP_RETCODE addRegularScholtes	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata,
		SCIP_VAR **	binvars,
		int	nbinvars,
		SCIP_Real	theta,
		SCIP_Bool	update
	)

static

adds or updates the regularization constraints to the NLP; for a given parameter theta we add for each non-fixed binary variable z the constraint z*(1-z) <= theta; if these constraint are already present we update the theta on the right-hand side

Parameters

scip	SCIP data structure
heurdata	heuristic data
binvars	array containing all non-fixed binary variables
nbinvars	total number of non-fixed binary variables
theta	regularization parameter
update	should the regularization constraints be added or updated?

Definition at line 188 of file heur_mpec.c.

References NULL, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIPaddNlpiProblemNlRows(), SCIPallocBufferArray, SCIPcreateExprPow(), SCIPcreateExprSum(), SCIPcreateExprVar(), SCIPcreateNlRow(), SCIPfreeBufferArray, SCIPgetNNLPNlRows(), SCIPinfinity(), SCIPreleaseExpr(), SCIPreleaseNlRow(), SCIPsnprintf(), and SCIPvarGetName().

Referenced by heurExec().

◆ getExprSize()

static int getExprSize ( SCIP_EXPR * expr )

static

recursive helper function to count the number of nodes in a sub-expr

Parameters

expr	expression

Definition at line 272 of file heur_mpec.c.

References getExprSize(), NULL, SCIPexprGetChildren(), and SCIPexprGetNChildren().

Referenced by getExprSize(), and heurExec().

◆ heurExec()

static SCIP_RETCODE heurExec	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_HEURDATA *	heurdata,
		SCIP_RESULT *	result
	)

static

main execution function of the MPEC heuristic

Parameters

scip	SCIP data structure
heur	MPEC heuristic
heurdata	heuristic data
result	pointer to store the result

Definition at line 292 of file heur_mpec.c.

References addRegularScholtes(), BMScopyMemoryArray, FALSE, SCIP_NlpParam::feastol, getExprSize(), SCIP_NlpParam::iterlimit, MAX, MIN, SCIP_NlpStatistics::niterations, NULL, SCIP_NlpParam::opttol, SCIP_Bool, SCIP_CALL, SCIP_FOUNDSOL, SCIP_NLPPARAM_DEFAULT, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPallocBufferArray, SCIPapplyHeurSubNlp(), SCIPcreateSol(), SCIPdebugMsg, SCIPfeasRound(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPfreeSol(), SCIPgetNBinVars(), SCIPgetNLPNlRows(), SCIPgetNNLPNlRows(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPhashmapGetImageInt(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPisFeasLE(), SCIPisLE(), SCIPisStopped(), SCIPnlrowGetExpr(), SCIPnlrowGetNLinearVars(), SCIPsetSolVal(), SCIPtrySolFree(), SCIPvarGetLbLocal(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarIsImpliedIntegral(), SQR, and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyMpec )

static

copy method for primal heuristic plugins (called when SCIP copies plugins)

Definition at line 589 of file heur_mpec.c.

References HEUR_NAME, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurMpec().

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeMpec )

static

destructor of primal heuristic to free user data (called when SCIP is exiting)

Definition at line 601 of file heur_mpec.c.

References NULL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPheurGetData(), and SCIPheurSetData().

◆ SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolMpec )

static

solving process initialization method of primal heuristic (called when branch and bound process is about to begin)

Definition at line 614 of file heur_mpec.c.

References NULL, SCIP_OKAY, SCIPfindHeur(), SCIPgetNlpis(), SCIPgetNNlpis(), and SCIPheurGetData().

◆ SCIP_DECL_HEUREXITSOL()

static SCIP_DECL_HEUREXITSOL ( heurExitsolMpec )

static

solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)

Definition at line 633 of file heur_mpec.c.

References NULL, SCIP_OKAY, and SCIPheurGetData().

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecMpec )

static

execution method of primal heuristic

Definition at line 645 of file heur_mpec.c.

References createNLP(), freeNLP(), heurExec(), NULL, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_OKAY, SCIPconshdlrGetNConss(), SCIPfindConshdlr(), SCIPgetGap(), SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPheurGetData(), and SCIPisNLPConstructed().

SCIP

Detailed Description

Macros

Functions

Macro Definition Documentation

◆ HEUR_NAME

◆ HEUR_DESC

◆ HEUR_DISPCHAR

◆ HEUR_PRIORITY

◆ HEUR_FREQ

◆ HEUR_FREQOFS

◆ HEUR_MAXDEPTH

◆ HEUR_TIMING

◆ HEUR_USESSUBSCIP

◆ DEFAULT_INITTHETA

◆ DEFAULT_SIGMA

◆ DEFAULT_MAXITER

◆ DEFAULT_MAXNLPITER

◆ DEFAULT_MINGAPLEFT

◆ DEFAULT_SUBNLPTRIGGER

◆ DEFAULT_MAXNLPCOST

◆ DEFAULT_MINIMPROVE

◆ DEFAULT_MAXNUNSUCC

Function Documentation

◆ createNLP()

◆ freeNLP()

◆ addRegularScholtes()

◆ getExprSize()

◆ heurExec()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINITSOL()

◆ SCIP_DECL_HEUREXITSOL()

◆ SCIP_DECL_HEUREXEC()