Scippy

SCIP

Solving Constraint Integer Programs

heur_veclendiving.c
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_veclendiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that rounds variables with long column vectors
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #include "scip/heuristics.h"
34 #include "scip/heur_veclendiving.h"
35 #include "scip/pub_heur.h"
36 #include "scip/pub_lp.h"
37 #include "scip/pub_message.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 "veclendiving"
47 #define HEUR_DESC "LP diving heuristic that rounds variables with long column vectors"
48 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
49 #define HEUR_PRIORITY -1003100
50 #define HEUR_FREQ 10
51 #define HEUR_FREQOFS 4
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 /**< 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 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
75 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
76 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but
77  * more general constraint handler diving variable selection? */
78 #define DEFAULT_RANDSEED 113 /**< initial seed for random number generation */
79 
80 /* locally defined heuristic data */
81 struct SCIP_HeurData
82 {
83  SCIP_SOL* sol; /**< working solution */
84 };
85 
86 
87 /*
88  * local methods
89  */
90 
91 /*
92  * Callback methods
93  */
94 
95 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
96 static
97 SCIP_DECL_HEURCOPY(heurCopyVeclendiving)
98 { /*lint --e{715}*/
99  assert(scip != NULL);
100  assert(heur != NULL);
101  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
102 
103  /* call inclusion method of primal heuristic */
105 
106  return SCIP_OKAY;
107 }
108 
109 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
110 static
111 SCIP_DECL_HEURFREE(heurFreeVeclendiving) /*lint --e{715}*/
112 { /*lint --e{715}*/
113  SCIP_HEURDATA* heurdata;
115  assert(heur != NULL);
116  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
117  assert(scip != NULL);
118 
119  /* free heuristic data */
120  heurdata = SCIPheurGetData(heur);
121  assert(heurdata != NULL);
122 
123  SCIPfreeBlockMemory(scip, &heurdata);
124  SCIPheurSetData(heur, NULL);
125 
126  return SCIP_OKAY;
127 }
128 
129 
130 /** initialization method of primal heuristic (called after problem was transformed) */
131 static
132 SCIP_DECL_HEURINIT(heurInitVeclendiving) /*lint --e{715}*/
133 { /*lint --e{715}*/
134  SCIP_HEURDATA* heurdata;
136  assert(heur != NULL);
137  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
138 
139  /* get heuristic data */
140  heurdata = SCIPheurGetData(heur);
141  assert(heurdata != NULL);
142 
143  /* create working solution */
144  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
145 
146  return SCIP_OKAY;
147 }
148 
149 
150 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
151 static
152 SCIP_DECL_HEUREXIT(heurExitVeclendiving) /*lint --e{715}*/
153 { /*lint --e{715}*/
154  SCIP_HEURDATA* heurdata;
156  assert(heur != NULL);
157  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
158 
159  /* get heuristic data */
160  heurdata = SCIPheurGetData(heur);
161  assert(heurdata != NULL);
162 
163  /* free working solution */
164  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
165 
166  return SCIP_OKAY;
167 }
168 
169 
170 /** execution method of primal heuristic */
171 static
172 SCIP_DECL_HEUREXEC(heurExecVeclendiving) /*lint --e{715}*/
173 { /*lint --e{715}*/
174  SCIP_HEURDATA* heurdata;
175  SCIP_DIVESET* diveset;
176 
177  heurdata = SCIPheurGetData(heur);
178  assert(SCIPheurGetNDivesets(heur) > 0);
179  assert(SCIPheurGetDivesets(heur) != NULL);
180  diveset = SCIPheurGetDivesets(heur)[0];
181  assert(diveset != NULL);
182 
183  *result = SCIP_DIDNOTRUN;
184 
185  /* terminate if there are no integer variables (note that, e.g., SOS1 variables may be present) */
187  return SCIP_OKAY;
188 
189  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
190 
191  return SCIP_OKAY;
192 }
193 
194 /** calculate score and preferred rounding direction for the candidate variable */
195 static
196 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreVeclendiving)
197 {
198  SCIP_Real obj;
199  SCIP_Real objdelta;
200  SCIP_Real colveclen;
201 
202  obj = SCIPvarGetObj(cand);
203  *roundup = (obj >= 0.0);
204  objdelta = ((*roundup) ? (1.0 - candsfrac) * obj : -candsfrac * obj);
205  assert(objdelta >= 0.0);
206 
207  colveclen = (SCIPvarGetStatus(cand) == SCIP_VARSTATUS_COLUMN ? SCIPcolGetNNonz(SCIPvarGetCol(cand)) : 0.0);
208 
209  /* larger score is better */
210  *score = (colveclen + 1.0) / (objdelta + SCIPsumepsilon(scip));
211 
212  /* prefer decisions on binary variables */
213  if( SCIPvarGetType(cand) != SCIP_VARTYPE_BINARY )
214  *score *= 0.001;
215 
216  return SCIP_OKAY;
217 }
218 
219 #define divesetAvailableVeclendiving NULL
220 
221 /*
222  * heuristic specific interface methods
223  */
224 
225 /** creates the veclendiving heuristic and includes it in SCIP */
227  SCIP* scip /**< SCIP data structure */
228  )
229 {
230  SCIP_HEURDATA* heurdata;
231  SCIP_HEUR* heur;
232 
233  /* create Veclendiving primal heuristic data */
234  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
235 
236  /* include primal heuristic */
237  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
239  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecVeclendiving, heurdata) );
240 
241  assert(heur != NULL);
242 
243  /* set non-NULL pointers to callback methods */
244  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyVeclendiving) );
245  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeVeclendiving) );
246  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitVeclendiving) );
247  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitVeclendiving) );
248 
249  /* veclendiving heuristic parameters */
250  /* create a diveset (this will automatically install some additional parameters for the heuristic) */
254  DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreVeclendiving, divesetAvailableVeclendiving) );
255 
256  return SCIP_OKAY;
257 }
258 
int SCIPgetNIntVars(SCIP *scip)
Definition: scip_prob.c:2082
#define HEUR_NAME
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
#define HEUR_TIMING
static SCIP_DECL_HEUREXEC(heurExecVeclendiving)
#define DEFAULT_MAXDIVEUBQUOTNOSOL
#define DEFAULT_LPSOLVEFREQ
#define HEUR_PRIORITY
#define HEUR_FREQ
public methods for memory management
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
#define DEFAULT_MINRELDEPTH
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreVeclendiving)
static SCIP_DECL_HEURFREE(heurFreeVeclendiving)
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
methods commonly used by primal heuristics
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
#define DEFAULT_MAXRELDEPTH
static SCIP_DECL_HEUREXIT(heurExitVeclendiving)
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
#define DEFAULT_MAXDIVEAVGQUOT
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
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
#define DEFAULT_RANDSEED
public methods for numerical tolerances
#define DIVESET_ISPUBLIC
#define DEFAULT_MAXDIVEUBQUOT
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
#define HEUR_DISPCHAR
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
static SCIP_DECL_HEURCOPY(heurCopyVeclendiving)
SCIP_SOL * sol
Definition: struct_heur.h:71
#define NULL
Definition: lpi_spx1.cpp:164
#define HEUR_MAXDEPTH
#define HEUR_USESSUBSCIP
#define SCIP_CALL(x)
Definition: def.h:394
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
#define DEFAULT_LPRESOLVEDOMCHGQUOT
public methods for primal heuristic plugins and divesets
#define DEFAULT_BACKTRACK
#define divesetAvailableVeclendiving
public methods for LP management
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:985
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17749
#define HEUR_FREQOFS
SCIP_COL * SCIPvarGetCol(SCIP_VAR *var)
Definition: var.c:17612
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2037
#define DEFAULT_ONLYLPBRANCHCANDS
int SCIPcolGetNNonz(SCIP_COL *col)
Definition: lp.c:17126
static SCIP_DECL_HEURINIT(heurInitVeclendiving)
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 DEFAULT_MAXLPITEROFS
SCIP_VARSTATUS SCIPvarGetStatus(SCIP_VAR *var)
Definition: var.c:17361
LP diving heuristic that rounds variables with long column vectors.
#define SCIP_Real
Definition: def.h:186
#define HEUR_DESC
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:17407
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
SCIP_Real SCIPsumepsilon(SCIP *scip)
public methods for primal heuristics
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
#define DEFAULT_MAXLPITERQUOT
public methods for global and local (sub)problems
#define DIVESET_DIVETYPES
SCIP_RETCODE SCIPincludeHeurVeclendiving(SCIP *scip)
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328