Scippy

SCIP

Solving Constraint Integer Programs

heur_guideddiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_guideddiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that chooses fixings in direction of incumbent solutions
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #include "scip/heur_guideddiving.h"
34 #include "scip/heuristics.h"
35 #include "scip/pub_heur.h"
36 #include "scip/pub_message.h"
37 #include "scip/pub_sol.h"
38 #include "scip/pub_var.h"
39 #include "scip/scip_heur.h"
40 #include "scip/scip_lp.h"
41 #include "scip/scip_mem.h"
42 #include "scip/scip_numerics.h"
43 #include "scip/scip_prob.h"
44 #include "scip/scip_sol.h"
45 #include <string.h>
46 
47 #define HEUR_NAME "guideddiving"
48 #define HEUR_DESC "LP diving heuristic that chooses fixings in direction of incumbent solutions"
49 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
50 #define HEUR_PRIORITY -1007000
51 #define HEUR_FREQ 10
52 #define HEUR_FREQOFS 7
53 #define HEUR_MAXDEPTH -1
54 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
55 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
56 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */
57 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
58 
59 
60 /*
61  * Default parameter settings
62  */
63 
64 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
65 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
66 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
67 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
68 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
69  * where diving is performed (0.0: no limit) */
70 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
71  * where diving is performed (0.0: no limit) */
72 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
73 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
74 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
75 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
76  * more general constraint handler diving variable selection? */
77 #define DEFAULT_RANDSEED 127 /**< initial seed for random number generation */
78 
79 /* locally defined heuristic data */
80 struct SCIP_HeurData
81 {
82  SCIP_SOL* sol; /**< working solution */
83 };
84 
85 /*
86  * local methods
87  */
88 
89 /*
90  * Callback methods
91  */
92 
93 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
94 static
95 SCIP_DECL_HEURCOPY(heurCopyGuideddiving)
96 { /*lint --e{715}*/
97  assert(scip != NULL);
98  assert(heur != NULL);
99  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
100 
101  /* call inclusion method of primal heuristic */
103 
104  return SCIP_OKAY;
105 }
106 
107 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
108 static
109 SCIP_DECL_HEURFREE(heurFreeGuideddiving) /*lint --e{715}*/
110 { /*lint --e{715}*/
111  SCIP_HEURDATA* heurdata;
113  assert(heur != NULL);
114  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
115  assert(scip != NULL);
116 
117  /* free heuristic data */
118  heurdata = SCIPheurGetData(heur);
119  assert(heurdata != NULL);
120 
121  SCIPfreeBlockMemory(scip, &heurdata);
122  SCIPheurSetData(heur, NULL);
123 
124  return SCIP_OKAY;
125 }
126 
127 
128 /** initialization method of primal heuristic (called after problem was transformed) */
129 static
130 SCIP_DECL_HEURINIT(heurInitGuideddiving) /*lint --e{715}*/
131 { /*lint --e{715}*/
132  SCIP_HEURDATA* heurdata;
134  assert(heur != NULL);
135  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
136 
137  /* get heuristic data */
138  heurdata = SCIPheurGetData(heur);
139  assert(heurdata != NULL);
140 
141  /* create working solution */
142  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
143 
144  return SCIP_OKAY;
145 }
146 
147 
148 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
149 static
150 SCIP_DECL_HEUREXIT(heurExitGuideddiving) /*lint --e{715}*/
151 { /*lint --e{715}*/
152  SCIP_HEURDATA* heurdata;
154  assert(heur != NULL);
155  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
156 
157  /* get heuristic data */
158  heurdata = SCIPheurGetData(heur);
159  assert(heurdata != NULL);
160 
161  /* free working solution */
162  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
163 
164  return SCIP_OKAY;
165 }
166 
167 
168 /** execution method of primal heuristic */
169 static
170 SCIP_DECL_HEUREXEC(heurExecGuideddiving) /*lint --e{715}*/
171 { /*lint --e{715}*/
172  SCIP_HEURDATA* heurdata;
173  SCIP_DIVESET* diveset;
174 
175  assert(heur != NULL);
176  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
177  assert(scip != NULL);
178  assert(result != NULL);
179  assert(SCIPhasCurrentNodeLP(scip));
180 
181  *result = SCIP_DIDNOTRUN;
182 
183  /* don't dive, if no feasible solutions exist */
184  if( SCIPgetNSols(scip) == 0 )
185  return SCIP_OKAY;
186 
187  /* get best solution that should guide the search; if this solution lives in the original variable space,
188  * we cannot use it since it might violate the global bounds of the current problem
189  */
191  return SCIP_OKAY;
192 
193  /* get heuristic's data */
194  heurdata = SCIPheurGetData(heur);
195  assert(heurdata != NULL);
196 
197  /* if there are no integer variables (note that, e.g., SOS1 variables may be present) */
198  if ( SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0 )
199  return SCIP_OKAY;
200 
201  assert(SCIPheurGetNDivesets(heur) > 0);
202  assert(SCIPheurGetDivesets(heur) != NULL);
203  diveset = SCIPheurGetDivesets(heur)[0];
204  assert(diveset != NULL);
205 
206  /* call generic diving algorithm */
207  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
208 
209  return SCIP_OKAY;
210 }
211 
212 /* callbacks for diving */
213 
214 /** calculate score and preferred rounding direction for the candidate variable; the best candidate maximizes the
215  * score
216  */
217 static
218 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreGuideddiving)
219 {
220  SCIP_SOL* bestsol;
221  SCIP_Real bestsolval;
222  SCIP_Real obj;
223  SCIP_Real objnorm;
224  SCIP_Real objgain;
225 
226  bestsol = SCIPgetBestSol(scip);
227  assert(bestsol != NULL);
228  assert(!SCIPsolIsOriginal(bestsol));
229 
230  bestsolval = SCIPgetSolVal(scip, bestsol, cand);
231 
232  /* variable should be rounded (guided) into the direction of its incumbent solution value */
233  if( candsol < bestsolval )
234  *roundup = TRUE;
235  else
236  *roundup = FALSE;
237 
238  obj = SCIPvarGetObj(cand);
239  objnorm = SCIPgetObjNorm(scip);
240 
241  /* divide by objective norm to normalize obj into [-1,1] */
242  if( SCIPisPositive(scip, objnorm) )
243  obj /= objnorm;
244 
245  /* calculate objective gain and fractionality for the selected rounding direction */
246  if( *roundup )
247  {
248  candsfrac = 1.0 - candsfrac;
249  objgain = obj * candsfrac;
250  }
251  else
252  objgain = -obj * candsfrac;
253 
254  assert(objgain >= -1.0 && objgain <= 1.0);
255 
256  /* penalize too small fractions */
257  if( candsfrac < 0.01 )
258  candsfrac *= 0.1;
259 
260  /* prefer decisions on binary variables */
261  if( !SCIPvarIsBinary(cand) )
262  candsfrac *= 0.1;
263 
264  /* prefer variables which cannot be rounded by scoring their fractionality */
265  if( !(SCIPvarMayRoundDown(cand) || SCIPvarMayRoundUp(cand)) )
266  *score = -candsfrac;
267  else
268  *score = -2.0 - objgain;
269 
270  return SCIP_OKAY;
271 }
272 
273 /** callback to check preconditions for diving, e.g., if an incumbent solution is available */
274 static
275 SCIP_DECL_DIVESETAVAILABLE(divesetAvailableGuideddiving)
276 {
277  /* don't dive with guided diving if no feasible solutions exists or
278  * if this solution lives in the original variable space,
279  * because it might violate the global bounds of the current problem
280  */
282  *available = FALSE;
283  else
284  *available = TRUE;
285 
286  return SCIP_OKAY;
287 }
288 
289 /*
290  * heuristic specific interface methods
291  */
292 
293 /** creates the guideddiving heuristic and includes it in SCIP */
295  SCIP* scip /**< SCIP data structure */
296  )
297 {
298  SCIP_HEURDATA* heurdata;
299  SCIP_HEUR* heur;
300 
301  /* create Guideddiving primal heuristic data */
302  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
303 
304  /* include primal heuristic */
305  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
307  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecGuideddiving, heurdata) );
308 
309  assert(heur != NULL);
310 
311  /* set non-NULL pointers to callback methods */
312  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyGuideddiving) );
313  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeGuideddiving) );
314  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitGuideddiving) );
315  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitGuideddiving) );
316 
317  /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
321  divesetGetScoreGuideddiving, divesetAvailableGuideddiving) );
322 
323  return SCIP_OKAY;
324 }
SCIP_Bool SCIPsolIsOriginal(SCIP_SOL *sol)
Definition: sol.c:2530
int SCIPgetNIntVars(SCIP *scip)
Definition: scip_prob.c:2090
SCIP_RETCODE SCIPincludeHeurGuideddiving(SCIP *scip)
#define DEFAULT_LPSOLVEFREQ
#define DEFAULT_MINRELDEPTH
#define HEUR_MAXDEPTH
public methods for memory management
static SCIP_DECL_HEURINIT(heurInitGuideddiving)
#define HEUR_PRIORITY
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)
static SCIP_DECL_DIVESETAVAILABLE(divesetAvailableGuideddiving)
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
SCIP_Bool SCIPvarIsBinary(SCIP_VAR *var)
Definition: var.c:17440
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreGuideddiving)
#define FALSE
Definition: def.h:96
#define DEFAULT_ONLYLPBRANCHCANDS
#define DEFAULT_LPRESOLVEDOMCHGQUOT
#define DEFAULT_MAXDIVEAVGQUOT
#define TRUE
Definition: def.h:95
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
#define DIVESET_ISPUBLIC
methods commonly used by primal heuristics
LP diving heuristic that chooses fixings in direction of incumbent solutions.
static SCIP_DECL_HEURCOPY(heurCopyGuideddiving)
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 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
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
#define DEFAULT_MAXLPITERQUOT
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
#define HEUR_TIMING
static SCIP_DECL_HEURFREE(heurFreeGuideddiving)
#define DIVESET_DIVETYPES
#define HEUR_USESSUBSCIP
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
#define HEUR_FREQOFS
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
#define DEFAULT_MAXRELDEPTH
SCIP_SOL * sol
Definition: struct_heur.h:71
#define NULL
Definition: lpi_spx1.cpp:164
public methods for primal CIP solutions
#define SCIP_CALL(x)
Definition: def.h:393
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
SCIP_Bool SCIPhasCurrentNodeLP(SCIP *scip)
Definition: scip_lp.c:83
public methods for primal heuristic plugins and divesets
#define DEFAULT_MAXLPITEROFS
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_HEUREXIT(heurExitGuideddiving)
int SCIPgetNSols(SCIP *scip)
Definition: scip_sol.c:2214
#define HEUR_DESC
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2045
#define DEFAULT_MAXDIVEUBQUOT
public methods for the LP relaxation, rows and columns
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
Definition: scip_sol.c:2313
#define DEFAULT_RANDSEED
public methods for solutions
static SCIP_DECL_HEUREXEC(heurExecGuideddiving)
#define HEUR_FREQ
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
#define DEFAULT_BACKTRACK
#define SCIP_Real
Definition: def.h:186
#define HEUR_DISPCHAR
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
public methods for primal heuristics
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
public methods for global and local (sub)problems
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1361
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR *var)
Definition: var.c:3454
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR *var)
Definition: var.c:3443
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328
#define HEUR_NAME