cuts.c
Go to the documentation of this file.
24 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
49 /* =========================================== general static functions =========================================== */
82 SCIPquadprecProdQD(coef, coef, (sol == NULL ? SCIPvarGetLPSol(vars[cutinds[i]]) : SCIPgetSolVal(scip, sol, vars[cutinds[i]])));
88 SCIPquadprecProdQD(coef, coef, (islocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]])));
92 SCIPquadprecProdQD(coef, coef, (islocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]])));
116 int*RESTRICT inds, /**< pointer to array with variable problem indices of non-zeros in variable vector */
161 int*RESTRICT inds, /**< pointer to array with variable problem indices of non-zeros in variable vector */
206 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
264 /** calculates the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter */
268 SCIP_Real* vals, /**< array of the non-zero coefficients in the vector; this is a quad precision array! */
269 int* inds, /**< array of the problem indices of variables with a non-zero coefficient in the vector */
326 /** calculates the cut efficacy for the given solution; the cut coefs are stored densely and in quad precision */
331 SCIP_Real* cutcoefs, /**< array of the non-zero coefficients in the cut; this is a quad precision array! */
333 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
409 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
502 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
511 /* loop over non-zeros and remove values below minval; values above QUAD_EPSILON are cancelled with their bound
626 /** change given coefficient to new given value, adjust right hand side using the variables bound;
671 /** change given (quad) coefficient to new given value, adjust right hand side using the variables bound;
716 /** scales the cut and then tightens the coefficients of the given cut based on the maximal activity;
717 * see cons_linear.c consdataTightenCoefs() for details; the cut is given in a semi-sparse quad precision array;
727 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
749 /* compute maximal activity and maximal absolute coefficient values for all and for integral variables in the cut */
761 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
779 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
829 (SCIP_Longint)scip->set->sepa_maxcoefratio, scip->set->sepa_maxcoefratio, &intscalar, &success) );
850 if( chgQuadCoeffWithBound(scip, vars[cutinds[i]], QUAD(val), intval, cutislocal, QUAD(cutrhs)) )
890 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
900 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
973 /* no coefficient tightening can be performed since the precondition doesn't hold for any of the variables */
979 /* loop over the integral variables and try to tighten the coefficients; see cons_linear for more details */
997 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1003 /* if cut is integral, the true coefficient must also be integral; thus round it to exact integral value */
1017 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1041 else if( QUAD_TO_DBL(val) > 0.0 && SCIPisLE(scip, maxact - QUAD_TO_DBL(val), QUAD_TO_DBL(*cutrhs)) )
1044 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1050 /* if cut is integral, the true coefficient must also be integral; thus round it to exact integral value */
1064 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1088 else /* due to sorting we can stop completely if the precondition was not fulfilled for this variable */
1097 /** scales the cut and then tightens the coefficients of the given cut based on the maximal activity;
1098 * see cons_linear.c consdataTightenCoefs() for details; the cut is given in a semi-sparse array;
1106 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
1128 /* compute maximal activity and maximal absolute coefficient values for all and for integral variables in the cut */
1140 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1157 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1204 SCIP_CALL( SCIPcalcIntegralScalar(intcoeffs, *cutnnz, -SCIPsumepsilon(scip), SCIPepsilon(scip),
1205 (SCIP_Longint)scip->set->sepa_maxcoefratio, scip->set->sepa_maxcoefratio, &intscalar, &success) );
1264 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1274 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1335 /* no coefficient tightening can be performed since the precondition doesn't hold for any of the variables */
1341 /* loop over the integral variables and try to tighten the coefficients; see cons_linear for more details */
1359 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1365 /* if cut is integral, the true coefficient must also be integral; thus round it to exact integral value */
1379 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1405 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1411 /* if cut is integral, the true coefficient must also be integral; thus round it to exact integral value */
1425 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1448 else /* due to sorting we can stop completely if the precondition was not fulfilled for this variable */
1457 /** perform activity based coefficient tightening on the given cut; returns TRUE if the cut was detected
1467 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
1499 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1516 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1542 /* terminate, because coefficient tightening cannot be performed; also excludes the case in which no integral variable is present */
1549 /* loop over the integral variables and try to tighten the coefficients; see cons_linear for more details */
1552 /* due to sorting, we can exit if we reached a continuous variable: all further integral variables have 0 coefficents anyway */
1561 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1574 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1602 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1615 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1640 else /* due to sorting we can stop completely if the precondition was not fulfilled for this variable */
1650 /* =========================================== aggregation row =========================================== */
1736 SCIPmessageFPrintInfo(messagehdlr, file, "%+.15g<%s> ", QUAD_TO_DBL(val), SCIPvarGetName(vars[aggrrow->inds[i]]));
1759 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->vals, source->vals, QUAD_ARRAY_SIZE(nvars)) );
1770 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->rowsinds, source->rowsinds, source->nrows) );
1771 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->slacksign, source->slacksign, source->nrows) );
1772 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->rowweights, source->rowweights, source->nrows) );
1815 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowsinds, aggrrow->rowssize, newsize) );
1816 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->slacksign, aggrrow->rowssize, newsize) );
1817 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowweights, aggrrow->rowssize, newsize) );
1835 /* Automatically decide, whether we want to use the left or the right hand side of the row in the summation.
1862 SCIP_CALL( varVecAddScaledRowCoefsQuad(aggrrow->inds, aggrrow->vals, &aggrrow->nnz, row, weight) );
1867 /** Removes a given variable @p var from position @p pos the aggregation row and updates the right-hand side according
1868 * to sign of the coefficient, i.e., rhs -= coef * bound, where bound = lb if coef >= 0 and bound = ub, otherwise.
1870 * @note: The choice of global or local bounds depend on the validity (global or local) of the aggregation row.
1872 * @note: The list of non-zero indices will be updated by swapping the last non-zero index to @p pos.
1932 /** add the objective function with right-hand side @p rhs and scaled by @p scale to the aggregation row */
2075 /** calculates the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter
2077 * @return the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter
2087 /** Adds one row to the aggregation row. Differs from SCIPaggrRowAddRow() by providing some additional
2098 int negslack, /**< should negative slack variables allowed to be used? (0: no, 1: only for integral rows, 2: yes) */
2110 if( SCIPisFeasZero(scip, weight) || SCIProwIsModifiable(row) || (SCIProwIsLocal(row) && !allowlocal) )
2129 else if( SCIPisInfinity(scip, SCIProwGetRhs(row)) || (weight < 0.0 && ! SCIPisInfinity(scip, -SCIProwGetLhs(row))) )
2134 else if( (weight < 0.0 && !SCIPisInfinity(scip, -row->lhs)) || SCIPisInfinity(scip, row->rhs) )
2174 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowsinds, aggrrow->rowssize, newsize) );
2175 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->slacksign, aggrrow->rowssize, newsize) );
2176 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowweights, aggrrow->rowssize, newsize) );
2186 SCIP_CALL( varVecAddScaledRowCoefsQuad(aggrrow->inds, aggrrow->vals, &aggrrow->nnz, row, weight) );
2206 int negslack, /**< should negative slack variables allowed to be used? (0: no, 1: only for integral rows, 2: yes) */
2232 SCIP_CALL( addOneRow(scip, aggrrow, rows[rowinds[k]], weights[rowinds[k]], sidetypebasis, allowlocal, negslack, maxaggrlen, &rowtoolong) );
2244 SCIP_CALL( addOneRow(scip, aggrrow, rows[k], weights[k], sidetypebasis, allowlocal, negslack, maxaggrlen, &rowtoolong) );
2269 SCIP_Bool* success /**< pointer to return whether post-processing was succesful or cut is redundant */
2297 SCIP_CALL( cutTightenCoefs(scip, cutislocal, cutcoefs, QUAD(&rhs), cutinds, nnz, &redundant) );
2316 *success = ! removeZeros(scip, minallowedcoef, cutislocal, cutcoefs, QUAD(&rhs), cutinds, nnz);
2338 SCIP_Bool* success /**< pointer to return whether the cleanup was successful or if it is useless */
2354 if( removeZerosQuad(scip, SCIPfeastol(scip), cutislocal, cutcoefs, QUAD(cutrhs), cutinds, nnz) )
2363 SCIP_CALL( cutTightenCoefsQuad(scip, cutislocal, cutcoefs, QUAD(cutrhs), cutinds, nnz, &redundant) );
2384 *success = ! removeZerosQuad(scip, minallowedcoef, cutislocal, cutcoefs, QUAD(cutrhs), cutinds, nnz);
2400 *valid = ! removeZerosQuad(scip, SCIPsumepsilon(scip), useglbbounds ? FALSE : aggrrow->local, aggrrow->vals,
2459 /** gets the array of corresponding variable problem indices for each non-zero in the aggregation row */
2509 /* =========================================== c-MIR =========================================== */
2519 int usevbds, /**< should variable bounds be used in bound transformation? (0: no, 1: only binary, 2: all) */
2520 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2552 if( bestvlbidx >= 0 && (bestvlb > *bestlb || (*bestlbtype < 0 && SCIPisGE(scip, bestvlb, *bestlb))) )
2556 /* we have to avoid cyclic variable bound usage, so we enforce to use only variable bounds variables of smaller index */
2557 /**@todo this check is not needed for continuous variables; but allowing all but binary variables
2580 int usevbds, /**< should variable bounds be used in bound transformation? (0: no, 1: only binary, 2: all) */
2581 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2613 if( bestvubidx >= 0 && (bestvub < *bestub || (*bestubtype < 0 && SCIPisLE(scip, bestvub, *bestub))) )
2617 /* we have to avoid cyclic variable bound usage, so we enforce to use only variable bounds variables of smaller index */
2618 /**@todo this check is not needed for continuous variables; but allowing all but binary variables
2635 /** determine the best bounds with respect to the given solution for complementing the given variable */
2641 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
2642 int usevbds, /**< should variable bounds be used in bound transformation? (0: no, 1: only binary, 2: all) */
2643 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2644 SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */
2646 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
2649 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
2655 SCIP_BOUNDTYPE* selectedbound, /**< pointer to store whether the lower bound or the upper bound should be preferred */
2668 assert(SCIPvarGetType(var) == SCIP_VARTYPE_CONTINUOUS || ( boundsfortrans[v] == -2 || boundsfortrans[v] == -1 ));
2699 *bestlb = vlbcoefs[k] * (sol == NULL ? SCIPvarGetLPSol(vlbvars[k]) : SCIPgetSolVal(scip, sol, vlbvars[k])) + vlbconsts[k];
2705 /* find closest upper bound in standard upper bound (and variable upper bounds for continuous variables) */
2706 SCIP_CALL( findBestUb(scip, var, sol, fixintegralrhs ? usevbds : 0, allowlocal && fixintegralrhs, bestub, &simpleub, bestubtype) );
2737 /* we have to avoid cyclic variable bound usage, so we enforce to use only variable bounds variables of smaller index */
2738 *bestub = vubcoefs[k] * (sol == NULL ? SCIPvarGetLPSol(vubvars[k]) : SCIPgetSolVal(scip, sol, vubvars[k])) + vubconsts[k];
2744 /* find closest lower bound in standard lower bound (and variable lower bounds for continuous variables) */
2745 SCIP_CALL( findBestLb(scip, var, sol, fixintegralrhs ? usevbds : 0, allowlocal && fixintegralrhs, bestlb, &simplelb, bestlbtype) );
2754 /* find closest lower bound in standard lower bound (and variable lower bounds for continuous variables) */
2757 /* find closest upper bound in standard upper bound (and variable upper bounds for continuous variables) */
2787 else if( ((*bestlbtype) >= 0 || (*bestubtype) >= 0) && !SCIPisEQ(scip, *bestlb - simplelb, simpleub - *bestub) )
2834 /** performs the bound substitution step with the given variable or simple bounds for the variable with the given problem index */
2845 SCIP_Real boundval, /**< array of best bound to be used for the substitution for each nonzero index */
2847 SCIP_Bool* localbdsused /**< pointer to updated whether a local bound was used for substitution */
2914 /** performs the bound substitution step with the simple bound for the variable with the given problem index */
2922 SCIP_Real boundval, /**< array of best bound to be used for the substitution for each nonzero index */
2924 SCIP_Bool* localbdsused /**< pointer to updated whether a local bound was used for substitution */
2949 * x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \mbox{if lb is used in transformation}\\
2950 * x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if ub is used in transformation}
2958 * x^\prime_j := x_j - (bl_j\, zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \mbox{if vlb is used in transf.} \\
2959 * x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if vub is used in transf.}
2962 * move the constant terms \f$ a_j\, dl_j \f$ or \f$ a_j\, du_j \f$ to the rhs, and update the coefficient of the VLB variable:
2974 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
2976 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2977 SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */
2979 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
2982 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
2993 SCIP_Bool* freevariable, /**< stores whether a free variable was found in MIR row -> invalid summation */
2994 SCIP_Bool* localbdsused /**< pointer to store whether local bounds were used in transformation */
3024 /* start with continuous variables, because using variable bounds can affect the untransformed integral
3025 * variables, and these changes have to be incorporated in the transformation of the integral variables
3037 SCIP_CALL( determineBestBounds(scip, vars[cutinds[i]], sol, boundswitch, usevbds ? 2 : 0, allowlocal, fixintegralrhs,
3039 bestlbs + i, bestubs + i, bestlbtypes + i, bestubtypes + i, selectedbounds + i, freevariable) );
3061 performBoundSubstitution(scip, cutinds, cutcoefs, QUAD(cutrhs), nnz, varsign[i], boundtype[i], bestlbs[i], v, localbdsused);
3071 performBoundSubstitution(scip, cutinds, cutcoefs, QUAD(cutrhs), nnz, varsign[i], boundtype[i], bestubs[i], v, localbdsused);
3075 /* remove integral variables that now have a zero coefficient due to variable bound usage of continuous variables
3097 /* determine the best bounds for the integral variable, usevbd can be set to 0 here as vbds are only used for continuous variables */
3100 bestlbs + i, bestubs + i, bestlbtypes + i, bestubtypes + i, selectedbounds + i, freevariable) );
3109 /* now perform the bound substitution on the remaining integral variables which only uses standard bounds */
3124 performBoundSubstitutionSimple(scip, cutcoefs, QUAD(cutrhs), boundtype[i], bestlbs[i], v, localbdsused);
3135 performBoundSubstitutionSimple(scip, cutcoefs, QUAD(cutrhs), boundtype[i], bestubs[i], v, localbdsused);
3217 /* prefer larger violations; for equal violations, prefer smaller f0 values since then the possibility that
3220 if( SCIPisGT(scip, violgain, bestviolgain) || (SCIPisGE(scip, violgain, bestviolgain) && newf0 < bestnewf0) )
3248 assert(bestubtypes[besti] < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
3255 assert(bestlbtypes[besti] < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
3276 /** Calculate fractionalities \f$ f_0 := b - down(b), f_j := a^\prime_j - down(a^\prime_j) \f$, and derive MIR cut \f$ \tilde{a} \cdot x' \leq down(b) \f$
3291 * x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{if lb was used in transformation} \\
3292 * x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{if ub was used in transformation}
3307 * x^\prime_j := x_j - (bl_j \cdot zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{(vlb)} \\
3308 * x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{(vub)}
3321 * \hat{a}_{zl_j} := \hat{a}_{zl_j} - \tilde{a}_j\, bl_j = \hat{a}_{zl_j} - \hat{a}_j\, bl_j,& \mbox{or} \\
3331 int*RESTRICT cutinds, /**< array of variables problem indices for non-zero coefficients in cut */
3334 int*RESTRICT boundtype, /**< stores the bound used for transformed variable (vlb/vub_idx or -1 for lb/ub) */
3356 /* Loop backwards to process integral variables first and be able to delete coefficients of integral variables
3364 /*in debug mode check that all continuous variables of the aggrrow come before the integral variables */
3432 /* move the constant term -a~_j * lb_j == -a^_j * lb_j , or a~_j * ub_j == -a^_j * ub_j to the rhs */
3467 /* now process the continuous variables; postpone deletetion of zeros till all continuous variables have been processed */
3491 SCIPquadprecProdQQ(cutaj, onedivoneminusf0, aj); /* cutaj = varsign[i] * aj * onedivoneminusf0; // a^_j */
3515 /* move the constant term -a~_j * lb_j == -a^_j * lb_j , or a~_j * ub_j == -a^_j * ub_j to the rhs */
3622 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
3625 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
3629 * & \hat{a}_r = \tilde{a}_r = down(a^\prime_r) + (f_r - f0)/(1 - f0),& \mbox{if}\qquad f_r > f0 \\
3635 * Substitute \f$ \hat{a}_r \cdot s_r \f$ by adding \f$ \hat{a}_r \f$ times the slack's definition to the cut.
3699 || (slacksign[i] == -1 && SCIPisFeasIntegral(scip, row->lhs - row->constant))) ) /*lint !e613*/
3781 /** calculates an MIR cut out of the weighted sum of LP rows; The weights of modifiable rows are set to 0.0, because
3784 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
3796 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
3798 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
3799 SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */
3800 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
3803 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
3809 SCIP_Real* cutcoefs, /**< array to store the non-zero coefficients in the cut if its efficacy improves cutefficacy */
3810 SCIP_Real* cutrhs, /**< pointer to store the right hand side of the cut if its efficacy improves cutefficacy */
3811 int* cutinds, /**< array to store the indices of non-zero coefficients in the cut if its efficacy improves cutefficacy */
3812 int* cutnnz, /**< pointer to store the number of non-zeros in the cut if its efficacy improves cutefficacy */
3814 int* cutrank, /**< pointer to return rank of generated cut or NULL if it improves cutefficacy */
3815 SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally if it improves cutefficacy */
3816 SCIP_Bool* success /**< pointer to store whether the returned coefficients are a valid MIR cut and it improves cutefficacy */
3882 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, if vlb is used in transf.
3883 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, if vub is used in transf.
3884 * move the constant terms "a_j * dl_j" or "a_j * du_j" to the rhs, and update the coefficient of the VLB variable:
3888 SCIP_CALL( cutsTransformMIR(scip, sol, boundswitch, usevbds, allowlocal, fixintegralrhs, FALSE,
3889 boundsfortrans, boundtypesfortrans, minfrac, maxfrac, tmpcoefs, QUAD(&rhs), tmpinds, &tmpnnz, varsign, boundtype, &freevariable, &localbdsused) );
3908 * x'_j := x_j - lb_j, x_j == x'_j + lb_j, a'_j == a_j, a^_j := a~_j, if lb was used in transformation
3909 * x'_j := ub_j - x_j, x_j == ub_j - x'_j, a'_j == -a_j, a^_j := -a~_j, if ub was used in transformation
3916 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, a^_j := a~_j, (vlb)
3917 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, a^_j := -a~_j, (vub)
3945 SCIP_CALL( cutsRoundMIR(scip, tmpcoefs, QUAD(&rhs), tmpinds, &tmpnnz, varsign, boundtype, QUAD(f0)) );
3951 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
3955 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
3969 /* remove all nearly-zero coefficients from MIR row and relax the right hand side correspondingly in order to
3972 SCIP_CALL( postprocessCutQuad(scip, tmpislocal, tmpinds, tmpcoefs, &tmpnnz, QUAD(&rhs), success) );
3976 *success = ! removeZerosQuad(scip, SCIPsumepsilon(scip), tmpislocal, tmpcoefs, QUAD(&rhs), &tmpnnz, tmpinds);
3983 SCIP_Real mirefficacy = calcEfficacyDenseStorageQuad(scip, sol, tmpcoefs, QUAD_TO_DBL(rhs), tmpinds, tmpnnz);
3985 if( SCIPisEfficacious(scip, mirefficacy) && (cutefficacy == NULL || mirefficacy > *cutefficacy) )
4110 * Given the aggregation, it is transformed to a mixed knapsack set via complementation (using bounds or variable bounds)
4113 * so one would prefer to have integer coefficients for integer variables which are far away from their bounds in the
4116 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
4128 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
4130 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
4132 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
4135 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
4142 int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */
4144 SCIP_Real* cutefficacy, /**< pointer to store efficacy of best cut; only cuts that are strictly better than the value of
4147 SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */
4196 /* we only compute bound distance for integer variables; we allocate an array of length aggrrow->nnz to store this, since
4197 * this is the largest number of integer variables. (in contrast to the number of total variables which can be 2 *
4198 * aggrrow->nnz variables: if all are continuous and we use variable bounds to completement, we introduce aggrrow->nnz
4230 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, if vlb is used in transf.
4231 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, if vub is used in transf.
4232 * move the constant terms "a_j * dl_j" or "a_j * du_j" to the rhs, and update the coefficient of the VLB variable:
4237 boundsfortrans, boundtypesfortrans, minfrac, maxfrac, mksetcoefs, QUAD(&mksetrhs), mksetinds, &mksetnnz, varsign, boundtype, &freevariable, &localbdsused) );
4245 SCIPdebug( printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE) );
4283 SCIP_CALL( SCIPcalcIntegralScalar(deltacands, nbounddist, -QUAD_EPSILON, SCIPsumepsilon(scip), (SCIP_Longint)10000, 10000.0, &intscale, &intscalesuccess) );
4353 * x'_j := x_j - lb_j, x_j == x'_j + lb_j, a'_j == a_j, a^_j := a~_j, if lb was used in transformation
4354 * x'_j := ub_j - x_j, x_j == ub_j - x'_j, a'_j == -a_j, a^_j := -a~_j, if ub was used in transformation
4361 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, a^_j := a~_j, (vlb)
4362 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, a^_j := -a~_j, (vub)
4554 efficacy = computeMIREfficacy(scip, tmpcoefs, tmpvalues, QUAD_TO_DBL(mksetrhs), contactivity, contsqrnorm, deltacands[i], ntmpcoefs, minfrac, maxfrac);
4577 efficacy = computeMIREfficacy(scip, tmpcoefs, tmpvalues, QUAD_TO_DBL(mksetrhs), contactivity, contsqrnorm, delta, ntmpcoefs, minfrac, maxfrac);
4587 /* try to improve efficacy by switching complementation of integral variables that are not at their bounds
4604 SCIP_CALL( findBestLb(scip, vars[mksetinds[k]], sol, 0, allowlocal, &bestlb, &simplebnd, &bestlbtype) );
4609 SCIP_CALL( findBestUb(scip, vars[mksetinds[k]], sol, 0, allowlocal, &bestub, &simplebnd, &bestubtype) );
4628 tmpvalues[k - intstart] = varsign[k] == +1 ? bestub - SCIPgetSolVal(scip, sol, vars[mksetinds[k]]) : SCIPgetSolVal(scip, sol, vars[mksetinds[k]]) - bestlb;
4631 newefficacy = computeMIREfficacy(scip, tmpcoefs, tmpvalues, QUAD_TO_DBL(newrhs), contactivity, contsqrnorm, bestdelta, ntmpcoefs, minfrac, maxfrac);
4643 assert(bestubtype < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
4650 assert(bestlbtype < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
4690 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4694 SCIP_CALL( cutsRoundMIR(scip, mksetcoefs, QUAD(&mksetrhs), mksetinds, &mksetnnz, varsign, boundtype, QUAD(f0)) );
4697 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4701 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
4705 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
4717 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4731 SCIPdebugMessage("efficacy of cmir cut is different than expected efficacy: %f != %f\n", efficacy, bestefficacy);
4738 /* remove all nearly-zero coefficients from MIR row and relax the right hand side correspondingly in order to
4743 SCIP_CALL( postprocessCutQuad(scip, *cutislocal, mksetinds, mksetcoefs, &mksetnnz, QUAD(&mksetrhs), success) );
4747 *success = ! removeZerosQuad(scip, SCIPsumepsilon(scip), *cutislocal, mksetcoefs, QUAD(&mksetrhs), mksetinds, &mksetnnz);
4751 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4755 mirefficacy = calcEfficacyDenseStorageQuad(scip, sol, mksetcoefs, QUAD_TO_DBL(mksetrhs), mksetinds, mksetnnz);
4810 /* =========================================== flow cover =========================================== */
4822 #define MAXABSVBCOEF 1e+5 /**< maximal absolute coefficient in variable bounds used for snf relaxation */
4839 SCIP_Real d1; /**< right hand side of single-node-flow set plus the sum of all \f$ u_j \f$ for \f$ j \in C^- \f$ */
4840 SCIP_Real d2; /**< right hand side of single-node-flow set plus the sum of all \f$ u_j \f$ for \f$ j \in N^- \f$ */
4842 SCIP_Real mp; /**< smallest variable bound coefficient of variable in \f$ C^{++} (min_{j \in C++} u_j) \f$ */
4846 /** structure that contains all the data that defines the single-node-flow relaxation of an aggregation row */
4858 SCIP_Real* aggrcoefsbin; /**< aggregation coefficient of the original binary var used to define the
4860 SCIP_Real* aggrcoefscont; /**< aggregation coefficient of the original continuous var used to define the
4862 SCIP_Real* aggrconstants; /**< aggregation constant used to define the continuous variable in the relaxed set */
4865 /** get solution value and index of variable lower bound (with binary variable) which is closest to the current LP
4866 * solution value of a given variable; candidates have to meet certain criteria in order to ensure the nonnegativity
4867 * of the variable upper bound imposed on the real variable in the 0-1 single node flow relaxation associated with the
4881 SCIP_Real* closestvlb, /**< pointer to store the LP sol value of the closest variable lower bound */
4882 int* closestvlbidx /**< pointer to store the index of the closest vlb; -1 if no vlb was found */
4890 assert(bestsub == SCIPvarGetUbGlobal(var) || bestsub == SCIPvarGetUbLocal(var)); /*lint !e777*/
4935 /* if the variable is not active the problem index is -1, so we cast to unsigned int before the comparison which
4943 /* check if current variable lower bound l~_i * x_i + d_i imposed on y_j meets the following criteria:
4947 * 0. no other non-binary variable y_k has used a variable bound with x_i to get transformed variable y'_k yet
4995 /** get LP solution value and index of variable upper bound (with binary variable) which is closest to the current LP
4996 * solution value of a given variable; candidates have to meet certain criteria in order to ensure the nonnegativity
4997 * of the variable upper bound imposed on the real variable in the 0-1 single node flow relaxation associated with the
5011 SCIP_Real* closestvub, /**< pointer to store the LP sol value of the closest variable upper bound */
5012 int* closestvubidx /**< pointer to store the index of the closest vub; -1 if no vub was found */
5020 assert(bestslb == SCIPvarGetLbGlobal(var) || bestslb == SCIPvarGetLbLocal(var)); /*lint !e777*/
5065 /* if the variable is not active the problem index is -1, so we cast to unsigned int before the comparison which
5077 * 0. no other non-binary variable y_k has used a variable bound with x_i to get transformed variable y'_k
5125 /** determines the bounds to use for constructing the single-node-flow relaxation of a variable in
5135 int varposinrow, /**< position of variable in the rowinds array for which the bounds should be determined */
5139 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
5140 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
5149 SCIP_BOUNDTYPE* selectedbounds, /**< pointer to store the preferred bound for the transformation */
5177 SCIP_CALL( findBestLb(scip, var, sol, 0, allowlocal, &bestslb[varposinrow], &simplebound, &bestslbtype[varposinrow]) );
5178 SCIP_CALL( findBestUb(scip, var, sol, 0, allowlocal, &bestsub[varposinrow], &simplebound, &bestsubtype[varposinrow]) );
5189 SCIPdebugMsg(scip, " %d: %g <%s, idx=%d, lp=%g, [%g(%d),%g(%d)]>:\n", varposinrow, rowcoef, SCIPvarGetName(var), probidx,
5190 solval, bestslb[varposinrow], bestslbtype[varposinrow], bestsub[varposinrow], bestsubtype[varposinrow]);
5192 /* mixed integer set cannot be relaxed to 0-1 single node flow set because both simple bounds are -infinity
5195 if( SCIPisInfinity(scip, -bestslb[varposinrow]) && SCIPisInfinity(scip, bestsub[varposinrow]) )
5201 /* get closest lower bound that can be used to define the real variable y'_j in the 0-1 single node flow
5214 SCIP_CALL( getClosestVlb(scip, var, sol, rowcoefs, binvarused, bestsub[varposinrow], rowcoef, &bestvlb, &bestvlbidx) );
5223 /* get closest upper bound that can be used to define the real variable y'_j in the 0-1 single node flow
5236 SCIP_CALL( getClosestVub(scip, var, sol, rowcoefs, binvarused, bestslb[varposinrow], rowcoef, &bestvub, &bestvubidx) );
5244 SCIPdebugMsg(scip, " bestlb=%g(%d), bestub=%g(%d)\n", bestlb[varposinrow], bestlbtype[varposinrow], bestub[varposinrow], bestubtype[varposinrow]);
5246 /* mixed integer set cannot be relaxed to 0-1 single node flow set because there are no suitable bounds
5257 /* select best upper bound if it is closer to the LP value of y_j and best lower bound otherwise and use this bound
5258 * to define the real variable y'_j with 0 <= y'_j <= u'_j x_j in the 0-1 single node flow relaxation;
5261 if( SCIPisEQ(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow]) && bestlbtype[varposinrow] >= 0 )
5265 else if( SCIPisEQ(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow])
5270 else if( SCIPisLE(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow]) )
5276 assert(SCIPisGT(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow]));
5306 /** construct a 0-1 single node flow relaxation (with some additional simple constraints) of a mixed integer set
5313 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
5314 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
5321 SCIP_Bool* localbdsused /**< pointer to store whether local bounds were used in transformation */
5344 SCIPdebugMsg(scip, "--------------------- construction of SNF relaxation ------------------------------------\n");
5362 /* array to store whether a binary variable is in the row (-1) or has been used (1) due to variable bound usage */
5376 SCIP_CALL( determineBoundForSNF(scip, sol, vars, rowcoefs, rowinds, i, binvarused, allowlocal, boundswitch,
5377 bestlb, bestub, bestslb, bestsub, bestlbtype, bestubtype, bestslbtype, bestsubtype, selectedbounds, &freevariable) );
5445 /* store for y_j that bestlb is the bound used to define y'_j and that y'_j is the associated real variable
5475 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5504 SCIPdebugMsg(scip, " --> bestlb used for trans: ... %s y'_%d + ..., y'_%d <= %g x_%d (=1), rhs=%g-(%g*%g)=%g\n",
5505 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5506 snf->ntransvars, QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesbestsub), QUAD_TO_DBL(rowcoef), bestsub[i], QUAD_TO_DBL(transrhs));
5522 * y'_j = - ( a_j ( y_j - d_j ) + c_j x_j ) with 0 <= y'_j <= - ( a_j l~_j + c_j ) x_j if a_j > 0
5554 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5584 SCIPdebugMsg(scip, " --> bestlb used for trans: ... %s y'_%d + ..., y'_%d <= %g x_%d (=%s), rhs=%g-(%g*%g)=%g\n",
5585 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5586 snf->ntransvars, SCIPvarGetName(vlbvars[bestlbtype[i]]), QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesvlbconst), QUAD_TO_DBL(rowcoef),
5629 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5658 SCIPdebugMsg(scip, " --> bestub used for trans: ... %s y'_%d + ..., Y'_%d <= %g x_%d (=1), rhs=%g-(%g*%g)=%g\n",
5659 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5660 snf->ntransvars, QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesbestslb), QUAD_TO_DBL(rowcoef), bestslb[i], QUAD_TO_DBL(transrhs));
5677 * y'_j = - ( a_j ( y_j - d_j ) + c_j x_j ) with 0 <= y'_j <= - ( a_j u~_j + c_j ) x_j if a_j < 0,
5706 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5736 /* store for x_j that y'_j is the associated real variable in the 0-1 single node flow relaxation */
5738 SCIPdebugMsg(scip, " --> bestub used for trans: ... %s y'_%d + ..., y'_%d <= %g x_%d (=%s), rhs=%g-(%g*%g)=%g\n",
5739 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5740 snf->ntransvars, SCIPvarGetName(vubvars[bestubtype[i]]), QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesvubconst), QUAD_TO_DBL(rowcoef),
5784 SCIPdebugMsg(scip, " %d: %g <%s, idx=%d, lp=%g, [%g, %g]>:\n", i, QUAD_TO_DBL(rowcoef), SCIPvarGetName(var), probidx, varsolval,