Scippy

SCIP

Solving Constraint Integer Programs

heur_fracdiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_fracdiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that chooses fixings w.r.t. the fractionalities
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #include "scip/heur_fracdiving.h"
34 #include "scip/heuristics.h"
35 #include "scip/pub_heur.h"
36 #include "scip/pub_message.h"
37 #include "scip/pub_misc.h"
38 #include "scip/pub_var.h"
39 #include "scip/scip_heur.h"
40 #include "scip/scip_mem.h"
41 #include "scip/scip_numerics.h"
42 #include "scip/scip_prob.h"
43 #include "scip/scip_sol.h"
44 #include <string.h>
45 
46 #define HEUR_NAME "fracdiving"
47 #define HEUR_DESC "LP diving heuristic that chooses fixings w.r.t. the fractionalities"
48 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
49 #define HEUR_PRIORITY -1003000
50 #define HEUR_FREQ 10
51 #define HEUR_FREQOFS 3
52 #define HEUR_MAXDEPTH -1
53 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
54 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
55 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE /**< bit mask that represents all supported dive types */
56 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
57 
58 
59 /*
60  * Default parameter settings
61  */
62 
63 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
64 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
65 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
66 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
67 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
68  * where diving is performed (0.0: no limit) */
69 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
70  * where diving is performed (0.0: no limit) */
71 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
72 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
73 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
74 
75 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
76 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
77 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
78  * more general constraint handler diving variable selection? */
79 #define DEFAULT_RANDSEED 89 /**< initial random seed */
80 
81 /* locally defined heuristic data */
82 struct SCIP_HeurData
83 {
84  SCIP_SOL* sol; /**< working solution */
85 };
86 
87 
88 /*
89  * local methods
90  */
91 
92 /*
93  * Callback methods
94  */
95 
96 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
97 static
98 SCIP_DECL_HEURCOPY(heurCopyFracdiving)
99 { /*lint --e{715}*/
100  assert(scip != NULL);
101  assert(heur != NULL);
102  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
103 
104  /* call inclusion method of primal heuristic */
106 
107  return SCIP_OKAY;
108 }
109 
110 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
111 static
112 SCIP_DECL_HEURFREE(heurFreeFracdiving) /*lint --e{715}*/
113 { /*lint --e{715}*/
114  SCIP_HEURDATA* heurdata;
116  assert(heur != NULL);
117  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
118  assert(scip != NULL);
119 
120  /* free heuristic data */
121  heurdata = SCIPheurGetData(heur);
122  assert(heurdata != NULL);
123 
124  SCIPfreeBlockMemory(scip, &heurdata);
125  SCIPheurSetData(heur, NULL);
126 
127  return SCIP_OKAY;
128 }
129 
130 
131 /** initialization method of primal heuristic (called after problem was transformed) */
132 static
133 SCIP_DECL_HEURINIT(heurInitFracdiving) /*lint --e{715}*/
134 { /*lint --e{715}*/
135  SCIP_HEURDATA* heurdata;
137  assert(heur != NULL);
138  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
139 
140  /* get heuristic data */
141  heurdata = SCIPheurGetData(heur);
142  assert(heurdata != NULL);
143 
144  /* create working solution */
145  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
146 
147  return SCIP_OKAY;
148 }
149 
150 
151 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
152 static
153 SCIP_DECL_HEUREXIT(heurExitFracdiving) /*lint --e{715}*/
154 { /*lint --e{715}*/
155  SCIP_HEURDATA* heurdata;
157  assert(heur != NULL);
158  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
159 
160  /* get heuristic data */
161  heurdata = SCIPheurGetData(heur);
162  assert(heurdata != NULL);
163 
164  /* free working solution */
165  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
166 
167  return SCIP_OKAY;
168 }
169 
170 
171 /** execution method of primal heuristic */
172 static
173 SCIP_DECL_HEUREXEC(heurExecFracdiving) /*lint --e{715}*/
174 { /*lint --e{715}*/
175  SCIP_HEURDATA* heurdata;
176  SCIP_DIVESET* diveset;
177 
178  heurdata = SCIPheurGetData(heur);
179  assert(heurdata != NULL);
180 
181  assert(SCIPheurGetNDivesets(heur) > 0);
182  assert(SCIPheurGetDivesets(heur) != NULL);
183  diveset = SCIPheurGetDivesets(heur)[0];
184  assert(diveset != NULL);
185 
186  *result = SCIP_DIDNOTRUN;
187 
188  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
189 
190  return SCIP_OKAY;
191 }
192 
193 /** calculate score and preferred rounding direction for the candidate variable; the best candidate maximizes the
194  * score
195  */
196 static
197 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreFracdiving)
198 {
199  SCIP_Real obj;
200  SCIP_Real objnorm;
201  SCIP_Real objgain;
202  SCIP_Bool mayrounddown;
203  SCIP_Bool mayroundup;
204 
205  /* score fractionality if candidate is an SOS1 variable */
206  if ( divetype == SCIP_DIVETYPE_SOS1VARIABLE )
207  {
208  *score = candsfrac;
209 
210  /* 'round' in nonzero direction, i.e., fix the candidates neighbors in the conflict graph to zero */
211  *roundup = SCIPisFeasPositive(scip, candsol);
212 
213  return SCIP_OKAY;
214  }
215 
216  mayrounddown = SCIPvarMayRoundDown(cand);
217  mayroundup = SCIPvarMayRoundUp(cand);
218 
219  /* choose rounding direction:
220  * - if variable may be rounded in either both or neither direction, round corresponding to the fractionality
221  * - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
222  * the current fractional solution
223  */
224  if( mayrounddown != mayroundup )
225  *roundup = mayrounddown;
226  /* try to avoid variability; decide randomly if the LP solution can contain some noise. */
227  else if( SCIPisEQ(scip, candsfrac, 0.5) )
228  *roundup = (SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0);
229  else
230  *roundup = (candsfrac > 0.5);
231 
232  obj = SCIPvarGetObj(cand);
233  objnorm = SCIPgetObjNorm(scip);
234 
235  /* divide by objective norm to normalize obj into [-1,1] */
236  if( SCIPisPositive(scip, objnorm) )
237  obj /= objnorm;
238 
239  /* calculate objective gain and fractionality for the selected rounding direction */
240  if( *roundup )
241  {
242  candsfrac = 1.0 - candsfrac;
243  objgain = obj * candsfrac;
244  }
245  else
246  objgain = -obj * candsfrac;
247 
248  assert(objgain >= -1.0 && objgain <= 1.0);
249 
250  /* penalize too small fractions */
251  if( SCIPisEQ(scip, candsfrac, 0.01) )
252  {
253  /* try to avoid variability; decide randomly if the LP solution can contain some noise.
254  * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
255  */
257  candsfrac += 10.0;
258  }
259  else if( candsfrac < 0.01 )
260  candsfrac += 10.0;
261 
262  /* prefer decisions on binary variables */
263  if( !SCIPvarIsBinary(cand) )
264  candsfrac *= 1000.0;
265 
266  /* prefer variables which cannot be rounded by scoring their fractionality */
267  if( !(mayrounddown || mayroundup) )
268  *score = -candsfrac;
269  else
270  *score = -2.0 - objgain;
271 
272  return SCIP_OKAY;
273 }
274 
275 #define divesetAvailableFracdiving NULL
276 
277 /*
278  * heuristic specific interface methods
279  */
280 
281 /** creates the fracdiving heuristic and includes it in SCIP */
283  SCIP* scip /**< SCIP data structure */
284  )
285 {
286  SCIP_HEURDATA* heurdata;
287  SCIP_HEUR* heur;
288 
289  /* create Fracdiving primal heuristic data */
290  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
291 
292  /* include primal heuristic */
293  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
295  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecFracdiving, heurdata) );
296 
297  assert(heur != NULL);
298 
299  /* set non-NULL pointers to callback methods */
300  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyFracdiving) );
301  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeFracdiving) );
302  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitFracdiving) );
303  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitFracdiving) );
304 
305  /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
310  DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreFracdiving, divesetAvailableFracdiving) );
311 
312  return SCIP_OKAY;
313 }
314 
static SCIP_DECL_HEUREXIT(heurExitFracdiving)
#define HEUR_PRIORITY
#define HEUR_DISPCHAR
#define DEFAULT_MAXDIVEUBQUOT
public methods for memory management
#define DIVESET_ISPUBLIC
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
SCIP_Bool SCIPisPositive(SCIP *scip, SCIP_Real val)
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
SCIP_Bool SCIPvarIsBinary(SCIP_VAR *var)
Definition: var.c:17440
#define DEFAULT_ONLYLPBRANCHCANDS
#define HEUR_MAXDEPTH
#define HEUR_DESC
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
#define DIVESET_DIVETYPES
struct SCIP_HeurData SCIP_HEURDATA
Definition: type_heur.h:76
public methods for problem variables
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
SCIP_RETCODE SCIPincludeHeurBasic(SCIP *scip, SCIP_HEUR **heur, const char *name, const char *desc, char dispchar, int priority, int freq, int freqofs, int maxdepth, SCIP_HEURTIMING timingmask, SCIP_Bool usessubscip, SCIP_DECL_HEUREXEC((*heurexec)), SCIP_HEURDATA *heurdata)
Definition: scip_heur.c:117
SCIP_RETCODE SCIPincludeHeurFracdiving(SCIP *scip)
LP diving heuristic that chooses fixings w.r.t. the fractionalities.
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10012
SCIP_RETCODE SCIPcreateDiveset(SCIP *scip, SCIP_DIVESET **diveset, SCIP_HEUR *heur, const char *name, SCIP_Real minreldepth, SCIP_Real maxreldepth, SCIP_Real maxlpiterquot, SCIP_Real maxdiveubquot, SCIP_Real maxdiveavgquot, SCIP_Real maxdiveubquotnosol, SCIP_Real maxdiveavgquotnosol, SCIP_Real lpresolvedomchgquot, int lpsolvefreq, int maxlpiterofs, unsigned int initialseed, SCIP_Bool backtrack, SCIP_Bool onlylpbranchcands, SCIP_Bool ispublic, SCIP_Bool specificsos1score, SCIP_DECL_DIVESETGETSCORE((*divesetgetscore)), SCIP_DECL_DIVESETAVAILABLE((*divesetavailable)))
Definition: scip_heur.c:318
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
SCIP_Real SCIPgetObjNorm(SCIP *scip)
Definition: scip_prob.c:1649
SCIP_RETCODE SCIPperformGenericDivingAlgorithm(SCIP *scip, SCIP_DIVESET *diveset, SCIP_SOL *worksol, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Bool nodeinfeasible, SCIP_Longint iterlim, SCIP_DIVECONTEXT divecontext)
Definition: heuristics.c:218
public methods for numerical tolerances
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreFracdiving)
#define DEFAULT_RANDSEED
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
static SCIP_DECL_HEURCOPY(heurCopyFracdiving)
#define DEFAULT_MAXLPITERQUOT
#define HEUR_TIMING
SCIP_SOL * sol
Definition: struct_heur.h:71
#define DEFAULT_MAXLPITEROFS
#define NULL
Definition: lpi_spx1.cpp:164
#define DEFAULT_MINRELDEPTH
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
#define SCIP_CALL(x)
Definition: def.h:393
#define DEFAULT_MAXDIVEAVGQUOT
static SCIP_DECL_HEUREXEC(heurExecFracdiving)
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
#define SCIP_PROBINGSCORE_PENALTYRATIO
Definition: def.h:335
public methods for primal heuristic plugins and divesets
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:93
#define HEUR_NAME
#define DEFAULT_LPSOLVEFREQ
SCIP_RANDNUMGEN * SCIPdivesetGetRandnumgen(SCIP_DIVESET *diveset)
Definition: heur.c:718
#define DEFAULT_MAXRELDEPTH
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:985
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17767
static SCIP_DECL_HEURINIT(heurInitFracdiving)
static SCIP_DECL_HEURFREE(heurFreeFracdiving)
public methods for solutions
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
#define divesetAvailableFracdiving
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
#define SCIP_Real
Definition: def.h:186
#define SCIP_DIVETYPE_SOS1VARIABLE
Definition: type_heur.h:61
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
#define DEFAULT_BACKTRACK
#define DEFAULT_MAXDIVEUBQUOTNOSOL
public methods for primal heuristics
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
#define HEUR_FREQ
public methods for global and local (sub)problems
#define HEUR_FREQOFS
#define HEUR_USESSUBSCIP
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR *var)
Definition: var.c:3454
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR *var)
Definition: var.c:3443
#define DEFAULT_LPRESOLVEDOMCHGQUOT
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328