Detailed Description

lpface primal heuristic that searches the optimal LP face inside a sub-MIP

Author: Gregor Hendel

Definition in file heur_lpface.c.

#include <assert.h>
#include <string.h>
#include <stdio.h>
#include "scip/scip.h"
#include "scip/scipdefplugins.h"
#include "scip/cons_linear.h"
#include "scip/heur_lpface.h"
#include "scip/pub_misc.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME "lpface"

#define	HEUR_DESC "LNS heuristic that searches the optimal LP face inside a sub-MIP"

#define	HEUR_DISPCHAR '_'

#define	HEUR_PRIORITY -1104000

#define	HEUR_FREQ 15

#define	HEUR_FREQOFS 0

#define	HEUR_MAXDEPTH -1

#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

#define	HEUR_USESSUBSCIP TRUE

#define	DEFAULT_MAXNODES 5000LL

#define	DEFAULT_MINNODES 50LL

#define	DEFAULT_MINFIXINGRATE 0.1

#define	DEFAULT_NODESOFS 200LL

#define	DEFAULT_NODESQUOT 0.1

#define	DEFAULT_LPLIMFAC 2.0

#define	DEFAULT_USELPROWS TRUE

#define	DEFAULT_COPYCUTS TRUE

#define	DEFAULT_DUALBASISEQUATIONS FALSE

#define	DEFAULT_KEEPSUBSCIP FALSE

#define	DEFAULT_MINPATHLEN 5

#define	EVENTHDLR_NAME "Lpface"

#define	EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

#define	heurExitLpface NULL

Typedefs
typedef struct SubscipData	SUBSCIPDATA

Functions
static SCIP_RETCODE	fixVariables (SCIP scip, SCIP subscip, SCIP_VAR *subvars, SCIP_HEURDATA heurdata, SCIP_Bool *success)

static SCIP_RETCODE	createRows (SCIP scip, SCIP subscip, SCIP_VAR **subvars, SCIP_Bool dualbasisequations)

static SCIP_RETCODE	setupSubproblem (SCIP scip, SCIP subscip, SCIP_VAR *subvars, SCIP_HEURDATA heurdata, SCIP_Bool *success)

static SCIP_RETCODE	createNewSol (SCIP scip, SCIP subscip, SCIP_VAR *subvars, SCIP_HEUR heur, SCIP_SOL subsol, int solindex, SCIP_Bool *success)

static void	updateFailureStatistic (SCIP scip, SCIP_HEURDATA heurdata)

static SCIP_Longint	calcNodeLimit (SCIP scip, SCIP_HEUR heur, SCIP_HEURDATA *heurdata)

static SCIP_RETCODE	setSubscipLimits (SCIP scip, SCIP subscip, SCIP_HEUR heur, SCIP_HEURDATA heurdata, SCIP_Bool *success)

static SCIP_RETCODE	setSubscipParameters (SCIP scip, SCIP subscip)

static void	subscipdataReset (SUBSCIPDATA *subscipdata)

static SCIP_RETCODE	subscipdataFreeSubscip (SCIP scip, SUBSCIPDATA subscipdata)

static SCIP_RETCODE	subscipdataCopySubscip (SCIP scip, SUBSCIPDATA subscipdata, SCIP subscip, SCIP_VAR *subvars, int nvars)

static SCIP_RETCODE	changeSubvariableObjective (SCIP scip, SCIP subscip, SCIP_VAR var, SCIP_VAR subvar, SCIP_HEURDATA *heurdata)

static	SCIP_DECL_EVENTEXEC (eventExecLpface)

static	SCIP_DECL_HEURCOPY (heurCopyLpface)

static	SCIP_DECL_HEURFREE (heurFreeLpface)

static	SCIP_DECL_HEURINIT (heurInitLpface)

static	SCIP_DECL_HEURINITSOL (heurInitsolLpface)

static	SCIP_DECL_HEUREXITSOL (heurExitsolLpface)

static	SCIP_DECL_HEUREXEC (heurExecLpface)

SCIP_RETCODE	SCIPincludeHeurLpface (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "lpface"

Definition at line 32 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_DESC

#define HEUR_DESC "LNS heuristic that searches the optimal LP face inside a sub-MIP"

Definition at line 33 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR '_'

Definition at line 34 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -1104000

Definition at line 35 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_FREQ

#define HEUR_FREQ 15

Definition at line 36 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 37 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 38 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

Definition at line 39 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP TRUE

does the heuristic use a secondary SCIP instance?

Definition at line 40 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_MAXNODES

#define DEFAULT_MAXNODES 5000LL

maximum number of nodes to regard in the subproblem

Definition at line 42 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_MINNODES

#define DEFAULT_MINNODES 50LL

minimum number of nodes to regard in the subproblem

Definition at line 43 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_MINFIXINGRATE

#define DEFAULT_MINFIXINGRATE 0.1

required percentage of fixed integer variables in sub-MIP to run

Definition at line 44 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_NODESOFS

#define DEFAULT_NODESOFS 200LL

number of nodes added to the contingent of the total nodes

Definition at line 45 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_NODESQUOT

#define DEFAULT_NODESQUOT 0.1

subproblem nodes in relation to nodes of the original problem

Definition at line 46 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_LPLIMFAC

#define DEFAULT_LPLIMFAC 2.0

factor by which the limit on the number of LP depends on the node limit

Definition at line 47 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_USELPROWS

#define DEFAULT_USELPROWS TRUE

should subproblem be created out of the rows in the LP rows, otherwise, the copy constructors of the constraints handlers are used

Definition at line 48 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_COPYCUTS

#define DEFAULT_COPYCUTS TRUE

if uselprows == FALSE, should all active cuts from cutpool be copied to constraints in subproblem?

Definition at line 51 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_DUALBASISEQUATIONS

#define DEFAULT_DUALBASISEQUATIONS FALSE

should the dually nonbasic rows be turned into equations?

Definition at line 54 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_KEEPSUBSCIP

#define DEFAULT_KEEPSUBSCIP FALSE

should the heuristic continue solving the same sub-SCIP?

Definition at line 55 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ DEFAULT_MINPATHLEN

#define DEFAULT_MINPATHLEN 5

the minimum active search tree path length along which the lower bound hasn't changed before heuristic becomes active

Definition at line 56 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

◆ EVENTHDLR_NAME

#define EVENTHDLR_NAME "Lpface"

Definition at line 60 of file heur_lpface.c.

◆ EVENTHDLR_DESC

#define EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Definition at line 61 of file heur_lpface.c.

◆ heurExitLpface

#define heurExitLpface NULL

Definition at line 891 of file heur_lpface.c.

Referenced by SCIPincludeHeurLpface().

Typedef Documentation

◆ SUBSCIPDATA

typedef struct SubscipData SUBSCIPDATA

Definition at line 75 of file heur_lpface.c.

Function Documentation

◆ fixVariables()

static SCIP_RETCODE fixVariables	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		SCIP_HEURDATA *	heurdata,
		SCIP_Bool *	success
	)

static

fixes variables of the subproblem considering their reduced costs

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
subvars	the variables of the subproblem
heurdata	primal heuristic data
success	pointer to store whether enough integer variables were fixed

Definition at line 115 of file heur_lpface.c.

References createRows(), MAX, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPdebugMsg, SCIPgetColRedcost(), SCIPgetSolVal(), SCIPgetVarsData(), SCIPisDualfeasZero(), SCIPisFeasEQ(), SCIPisInfinity(), SCIPvarGetCol(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and SCIPvarIsIntegral().

Referenced by setupSubproblem().

◆ createRows()

static SCIP_RETCODE createRows	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		SCIP_Bool	dualbasisequations
	)

static

creates the rows of the subproblem

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
subvars	the variables of the subproblem
dualbasisequations	should the dually nonbasic rows be turned into equations?

Definition at line 199 of file heur_lpface.c.

References FALSE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPallocBufferArray, SCIPcolGetVar(), SCIPcreateConsLinear(), SCIPfreeBufferArray, SCIPgetLPRowsData(), SCIPgetRowActivity(), SCIPisDualfeasZero(), SCIPisFeasEQ(), SCIPisInfinity(), SCIPreleaseCons(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetDualsol(), SCIProwGetLhs(), SCIProwGetName(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIProwIsLocal(), SCIPvarGetProbindex(), setupSubproblem(), and TRUE.

Referenced by fixVariables(), and setupSubproblem().

◆ setupSubproblem()

static SCIP_RETCODE setupSubproblem	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		SCIP_HEURDATA *	heurdata,
		SCIP_Bool *	success
	)

static

creates the LP face subproblem by fixing nonbasic variables with nonzero reduced costs

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
subvars	the variables of the subproblem
heurdata	primal heuristic data
success	pointer to store whether the problem was created successfully

Definition at line 284 of file heur_lpface.c.

References createNewSol(), createRows(), FALSE, fixVariables(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddCoefLinear(), SCIPaddCons(), SCIPcreateConsLinear(), SCIPgetLowerbound(), SCIPgetNObjVars(), SCIPgetNVars(), SCIPgetVars(), SCIPisZero(), SCIPreleaseCons(), SCIPvarGetObj(), and TRUE.

Referenced by createRows().

◆ createNewSol()

static SCIP_RETCODE createNewSol	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		SCIP_HEUR *	heur,
		SCIP_SOL *	subsol,
		int *	solindex,
		SCIP_Bool *	success
	)

static

creates a new solution for the original problem by copying the solution of the subproblem

Parameters

scip	original SCIP data structure
subscip	SCIP structure of the subproblem
subvars	the variables of the subproblem
heur	lpface heuristic structure
subsol	solution of the subproblem
solindex	pointer to store index of the solution
success	pointer to store whether new solution was found or not

Definition at line 339 of file heur_lpface.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcreateSol(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetNOrigVars(), SCIPgetSolTransObj(), SCIPgetSolVals(), SCIPgetVarsData(), SCIPretransformObj(), SCIPsetSolVals(), SCIPsolGetIndex(), SCIPtrySolFree(), TRUE, and updateFailureStatistic().

Referenced by setupSubproblem().

◆ updateFailureStatistic()

static void updateFailureStatistic	(	SCIP *	scip,
		SCIP_HEURDATA *	heurdata
	)

static

updates heurdata after an unsuccessful run of lpface

Parameters

scip	original SCIP data structure
heurdata	primal heuristic data

Definition at line 402 of file heur_lpface.c.

References calcNodeLimit(), SCIP_Longint, SCIP_LONGINT_MAX, and SCIPgetNNodes().

Referenced by createNewSol().

◆ calcNodeLimit()

static SCIP_Longint calcNodeLimit	(	SCIP *	scip,
		SCIP_HEUR *	heur,
		SCIP_HEURDATA *	heurdata
	)

static

calculate a node limit based on node limiting parameters of the heuristic

Parameters

scip	(original) SCIP data structure
heur	LP face heuristic
heurdata	primal heuristic data

Definition at line 416 of file heur_lpface.c.

References MIN, NULL, SCIP_Longint, SCIPgetNNodes(), SCIPheurGetNCalls(), and setSubscipLimits().

Referenced by setSubscipLimits(), and updateFailureStatistic().

◆ setSubscipLimits()

static SCIP_RETCODE setSubscipLimits	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_HEUR *	heur,
		SCIP_HEURDATA *	heurdata,
		SCIP_Bool *	success
	)

static

sets node, time, and memory limit according to the parameter settings of the heuristic

Parameters

scip	original SCIP data structure
subscip	data structure of the sub-problem
heur	LP face heuristic
heurdata	heuristic data structure
success	did we successfully set all parameters up?

Definition at line 448 of file heur_lpface.c.

References calcNodeLimit(), FALSE, SCIP_CALL, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetNNodes(), SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPisInfinity(), SCIPsetLongintParam(), SCIPsetRealParam(), and setSubscipParameters().

Referenced by calcNodeLimit().

◆ setSubscipParameters()

static SCIP_RETCODE setSubscipParameters	(	SCIP *	scip,
		SCIP *	subscip
	)

static

sets all one-time parameter settings like search strategy, but no limits

Parameters

scip	original SCIP data structure
subscip	data structure of the sub-problem

Definition at line 501 of file heur_lpface.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIPfindBranchrule(), SCIPfindConshdlr(), SCIPfindNodesel(), SCIPisParamFixed(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), subscipdataReset(), and TRUE.

Referenced by setSubscipLimits().

◆ subscipdataReset()

static void subscipdataReset ( SUBSCIPDATA * subscipdata )

static

reset the sub-SCIP data to its default values

Parameters

subscipdata data structure of the sub-problem

Definition at line 566 of file heur_lpface.c.

References SubscipData::nsubvars, NULL, SubscipData::objbound, SCIP_INVALID, SubscipData::subscip, subscipdataFreeSubscip(), and SubscipData::subvars.

Referenced by setSubscipParameters(), and subscipdataFreeSubscip().

◆ subscipdataFreeSubscip()

static SCIP_RETCODE subscipdataFreeSubscip	(	SCIP *	scip,
		SUBSCIPDATA *	subscipdata
	)

static

free the stored sub-SCIP information

Parameters

scip	original SCIP data structure
subscipdata	data structure of the sub-problem

Definition at line 578 of file heur_lpface.c.

References SubscipData::nsubvars, NULL, SCIP_CALL, SCIP_OKAY, SCIPfree(), SCIPfreeBlockMemoryArray, SubscipData::subscip, subscipdataCopySubscip(), subscipdataReset(), and SubscipData::subvars.

Referenced by subscipdataReset().

◆ subscipdataCopySubscip()

static SCIP_RETCODE subscipdataCopySubscip	(	SCIP *	scip,
		SUBSCIPDATA *	subscipdata,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		int	nvars
	)

static

store the sub-SCIP to the data structure

Parameters

scip	original SCIP data structure
subscipdata	data structure of the sub-problem
subscip	sub scip data structure to keep
subvars	sub scip variable array in the order of the main SCIP variables
nvars	number of sub SCIP variables

Definition at line 607 of file heur_lpface.c.

References changeSubvariableObjective(), SubscipData::nsubvars, NULL, SubscipData::objbound, SCIP_CALL, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPduplicateBlockMemoryArray, SCIPgetCurrentNode(), SCIPgetLongintParam(), SCIPgetNNodes(), SCIPgetNodeLowerbound(), SCIPgetNVars(), SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPgetStatus(), SubscipData::subscip, and SubscipData::subvars.

Referenced by subscipdataFreeSubscip().

◆ changeSubvariableObjective()

static SCIP_RETCODE changeSubvariableObjective	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR *	var,
		SCIP_VAR *	subvar,
		SCIP_HEURDATA *	heurdata
	)

static

create the objective function based on the user selection

Parameters

scip	SCIP data structure
subscip	sub-SCIP data structure
var	SCIP variable
subvar	sub-SCIP variable whose objective coefficient is changed
heurdata	heuristic data structure to control how the objective is changed

Definition at line 665 of file heur_lpface.c.

References SCIP_BRANCHDIR_DOWNWARDS, SCIP_BRANCHDIR_UPWARDS, SCIP_CALL, SCIP_DECL_EVENTEXEC(), SCIP_OKAY, SCIP_Real, SCIPchgVarObj(), SCIPfrac(), SCIPgetVarAvgInferences(), SCIPvarGetLPSol(), SCIPvarGetObj(), and SCIPvarGetRootSol().

Referenced by subscipdataCopySubscip().

◆ SCIP_DECL_EVENTEXEC()

static SCIP_DECL_EVENTEXEC ( eventExecLpface )

static

execution callback of the event handler for Lpface sub-SCIP

we interrupt the solution process if we hit the LP iteration limit per node

Definition at line 730 of file heur_lpface.c.

Referenced by changeSubvariableObjective().

◆ SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyLpface )

static

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

Definition at line 759 of file heur_lpface.c.

◆ SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeLpface )

static

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

Definition at line 773 of file heur_lpface.c.

◆ SCIP_DECL_HEURINIT()

static SCIP_DECL_HEURINIT ( heurInitLpface )

static

initialization method of primal heuristic (called after problem was transformed)

Definition at line 793 of file heur_lpface.c.

◆ SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolLpface )

static

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

Definition at line 819 of file heur_lpface.c.

◆ SCIP_DECL_HEUREXITSOL()

static SCIP_DECL_HEUREXITSOL ( heurExitsolLpface )

static

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

Definition at line 844 of file heur_lpface.c.

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecLpface )

static

execution method of primal heuristic

Definition at line 896 of file heur_lpface.c.

SCIP

Detailed Description

Macros

Typedefs

Functions

Macro Definition Documentation

◆ HEUR_NAME

◆ HEUR_DESC

◆ HEUR_DISPCHAR

◆ HEUR_PRIORITY

◆ HEUR_FREQ

◆ HEUR_FREQOFS

◆ HEUR_MAXDEPTH

◆ HEUR_TIMING

◆ HEUR_USESSUBSCIP

◆ DEFAULT_MAXNODES

◆ DEFAULT_MINNODES

◆ DEFAULT_MINFIXINGRATE

◆ DEFAULT_NODESOFS

◆ DEFAULT_NODESQUOT

◆ DEFAULT_LPLIMFAC

◆ DEFAULT_USELPROWS

◆ DEFAULT_COPYCUTS

◆ DEFAULT_DUALBASISEQUATIONS

◆ DEFAULT_KEEPSUBSCIP

◆ DEFAULT_MINPATHLEN

◆ EVENTHDLR_NAME

◆ EVENTHDLR_DESC

◆ heurExitLpface

Typedef Documentation

◆ SUBSCIPDATA

Function Documentation

◆ fixVariables()

◆ createRows()

◆ setupSubproblem()

◆ createNewSol()

◆ updateFailureStatistic()

◆ calcNodeLimit()

◆ setSubscipLimits()

◆ setSubscipParameters()

◆ subscipdataReset()

◆ subscipdataFreeSubscip()

◆ subscipdataCopySubscip()

◆ changeSubvariableObjective()

◆ SCIP_DECL_EVENTEXEC()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINIT()

◆ SCIP_DECL_HEURINITSOL()

◆ SCIP_DECL_HEUREXITSOL()

◆ SCIP_DECL_HEUREXEC()