Scippy

SCIP

Solving Constraint Integer Programs

scip_validation.c
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (c) 2002-2023 Zuse Institute Berlin (ZIB) */
7 /* */
8 /* Licensed under the Apache License, Version 2.0 (the "License"); */
9 /* you may not use this file except in compliance with the License. */
10 /* You may obtain a copy of the License at */
11 /* */
12 /* http://www.apache.org/licenses/LICENSE-2.0 */
13 /* */
14 /* Unless required by applicable law or agreed to in writing, software */
15 /* distributed under the License is distributed on an "AS IS" BASIS, */
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17 /* See the License for the specific language governing permissions and */
18 /* limitations under the License. */
19 /* */
20 /* You should have received a copy of the Apache-2.0 license */
21 /* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
22 /* */
23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24 
25 /**@file scip_validation.c
26  * @ingroup OTHER_CFILES
27  * @brief public methods for validation
28  * @author Tobias Achterberg
29  * @author Timo Berthold
30  * @author Gerald Gamrath
31  * @author Leona Gottwald
32  * @author Stefan Heinz
33  * @author Gregor Hendel
34  * @author Thorsten Koch
35  * @author Alexander Martin
36  * @author Marc Pfetsch
37  * @author Michael Winkler
38  * @author Kati Wolter
39  *
40  * @todo check all SCIP_STAGE_* switches, and include the new stages TRANSFORMED and INITSOLVE
41  */
42 
43 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
44 
45 #include "scip/pub_message.h"
46 #include "scip/pub_misc.h"
47 #include "scip/scip_general.h"
48 #include "scip/scip_message.h"
49 #include "scip/scip_numerics.h"
50 #include "scip/scip_param.h"
51 #include "scip/scip_prob.h"
52 #include "scip/scip_sol.h"
53 #include "scip/scip_solvingstats.h"
54 #include "scip/scip_validation.h"
55 
56 /** validate the result of the solve
57  *
58  * the validation includes
59  *
60  * - checking the feasibility of the incumbent solution in the original problem (using SCIPcheckSolOrig())
61  *
62  * - checking if the objective bounds computed by SCIP agree with external primal and dual reference bounds.
63  *
64  * All external reference bounds the original problem space and the original objective sense.
65  *
66  * For infeasible problems, +/-SCIPinfinity() should be passed as reference bounds depending on the objective sense
67  * of the original problem.
68  */
70  SCIP* scip, /**< SCIP data structure */
71  SCIP_Real primalreference, /**< external primal reference value for the problem, or SCIP_UNKNOWN */
72  SCIP_Real dualreference, /**< external dual reference value for the problem, or SCIP_UNKNOWN */
73  SCIP_Real reftol, /**< relative tolerance for acceptable violation of reference values */
74  SCIP_Bool quiet, /**< TRUE if no status line should be printed */
75  SCIP_Bool* feasible, /**< pointer to store if the best solution is feasible in the original problem,
76  * or NULL */
77  SCIP_Bool* primalboundcheck, /**< pointer to store if the primal bound respects the given dual reference
78  * value, or NULL */
79  SCIP_Bool* dualboundcheck /**< pointer to store if the dual bound respects the given primal reference
80  * value, or NULL */
81  )
82 {
83  SCIP_Bool localfeasible;
84  SCIP_Bool localprimalboundcheck;
85  SCIP_Bool localdualboundcheck;
86  SCIP_Real primviol;
87  SCIP_Real dualviol;
88  assert(scip != NULL);
89 
90  /* if no problem exists, there is no need for validation */
91  if( SCIPgetStage(scip) < SCIP_STAGE_PROBLEM )
92  {
93  if( feasible != NULL )
94  *feasible = TRUE;
95  if( primalboundcheck != NULL )
96  *primalboundcheck = TRUE;
97  if( dualboundcheck != NULL )
98  *dualboundcheck = TRUE;
99 
100  return SCIP_OKAY;
101  }
102 
103  localfeasible = TRUE;
104  localdualboundcheck = TRUE;
105 
106  /* check the best solution for feasibility in the original problem */
107  if( SCIPgetNSols(scip) > 0 )
108  {
109  SCIP_SOL* bestsol = SCIPgetBestSol(scip);
110  SCIP_Real checkfeastolfac;
111  SCIP_Real oldfeastol;
112 
113  assert(bestsol != NULL);
114 
115  /* scale feasibility tolerance by set->num_checkfeastolfac */
116  oldfeastol = SCIPfeastol(scip);
117  SCIP_CALL( SCIPgetRealParam(scip, "numerics/checkfeastolfac", &checkfeastolfac) );
118  if( !SCIPisEQ(scip, checkfeastolfac, 1.0) )
119  {
120  SCIP_CALL( SCIPchgFeastol(scip, oldfeastol * checkfeastolfac) );
121  }
122 
123  SCIP_CALL( SCIPcheckSolOrig(scip, bestsol, &localfeasible, !quiet, TRUE) );
124 
125  /* restore old feasibilty tolerance */
126  if( !SCIPisEQ(scip, checkfeastolfac, 1.0) )
127  {
128  SCIP_CALL( SCIPchgFeastol(scip, oldfeastol) );
129  }
130  }
131  else
132  {
133  localfeasible = TRUE;
134  }
135 
136  primviol = 0.0;
137  dualviol = 0.0;
138  /* check the primal and dual bounds computed by SCIP against the external reference values within reference tolerance */
139  /* solution for an infeasible problem */
140  if( SCIPgetNSols(scip) > 0 && ((SCIPgetObjsense(scip) == SCIP_OBJSENSE_MINIMIZE && SCIPisInfinity(scip, dualreference))
141  || (SCIPgetObjsense(scip) == SCIP_OBJSENSE_MAXIMIZE && SCIPisInfinity(scip, -dualreference))) )
142  localprimalboundcheck = FALSE;
143  else
144  {
145  /* check if reference primal bound is not better than the proven dual bound and, if SCIP claims to be optimal,
146  * if the
147  */
148  SCIP_Real pb = SCIPgetPrimalbound(scip);
149  SCIP_Real db = SCIPgetDualbound(scip);
150 
151  /* compute the relative violation between the primal bound and dual reference value, and vice versa */
153  {
154  if( dualreference != SCIP_UNKNOWN ) /*lint !e777 */
155  primviol = SCIPrelDiff(dualreference, pb);
156  if( primalreference != SCIP_UNKNOWN ) /*lint !e777 */
157  dualviol = SCIPrelDiff(db, primalreference);
158  }
159  else
160  {
161  if( dualreference != SCIP_UNKNOWN ) /*lint !e777 */
162  primviol = SCIPrelDiff(pb, dualreference);
163 
164  if( primalreference != SCIP_UNKNOWN ) /*lint !e777 */
165  dualviol = SCIPrelDiff(primalreference, db);
166  }
167  primviol = MAX(primviol, 0.0);
168  dualviol = MAX(dualviol, 0.0);
169 
170  localprimalboundcheck = EPSP(reftol, primviol);
171  localdualboundcheck = EPSP(reftol, dualviol);
172  }
173 
174  if( !quiet )
175  {
176  SCIPinfoMessage(scip, NULL, "Validation : ");
177  if( ! localfeasible )
178  SCIPinfoMessage(scip, NULL, "Fail (infeasible)");
179  else if( ! localprimalboundcheck )
180  SCIPinfoMessage(scip, NULL, "Fail (primal bound)");
181  else if( ! localdualboundcheck )
182  SCIPinfoMessage(scip, NULL, "Fail (dual bound)");
183  else
184  SCIPinfoMessage(scip, NULL, "Success");
185  SCIPinfoMessage(scip, NULL, "\n");
186  SCIPinfoMessage(scip, NULL, " %-17s: %10u\n", "cons violation", !localfeasible); /*lint !e705*/
187  SCIPinfoMessage(scip, NULL, " %-17s: %10.8g (reference: %16.9e)\n", "primal violation", primviol, dualreference);
188  SCIPinfoMessage(scip, NULL, " %-17s: %10.8g (reference: %16.9e)\n", "dual violation", dualviol, primalreference);
189  }
190 
191  if( feasible != NULL )
192  *feasible = localfeasible;
193  if( primalboundcheck != NULL )
194  *primalboundcheck = localprimalboundcheck;
195  if( dualboundcheck != NULL )
196  *dualboundcheck = localdualboundcheck;
197 
198  return SCIP_OKAY;
199 }
SCIP_Real SCIPfeastol(SCIP *scip)
public methods for SCIP parameter handling
SCIP_STAGE SCIPgetStage(SCIP *scip)
Definition: scip_general.c:365
SCIP_Real SCIPgetPrimalbound(SCIP *scip)
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:307
#define FALSE
Definition: def.h:96
SCIP_Real SCIPrelDiff(SCIP_Real val1, SCIP_Real val2)
Definition: misc.c:11096
#define TRUE
Definition: def.h:95
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
#define EPSP(x, eps)
Definition: def.h:217
public methods for validation
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:208
public methods for numerical tolerances
public methods for querying solving statistics
SCIP_Real SCIPgetDualbound(SCIP *scip)
SCIP_RETCODE SCIPcheckSolOrig(SCIP *scip, SCIP_SOL *sol, SCIP_Bool *feasible, SCIP_Bool printreason, SCIP_Bool completely)
Definition: scip_sol.c:3448
#define NULL
Definition: lpi_spx1.cpp:164
#define SCIP_CALL(x)
Definition: def.h:394
#define SCIP_UNKNOWN
Definition: def.h:207
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:93
SCIP_RETCODE SCIPvalidateSolve(SCIP *scip, SCIP_Real primalreference, SCIP_Real dualreference, SCIP_Real reftol, SCIP_Bool quiet, SCIP_Bool *feasible, SCIP_Bool *primalboundcheck, SCIP_Bool *dualboundcheck)
#define MAX(x, y)
Definition: tclique_def.h:92
int SCIPgetNSols(SCIP *scip)
Definition: scip_sol.c:2214
SCIP_RETCODE SCIPchgFeastol(SCIP *scip, SCIP_Real feastol)
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
general public methods
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
Definition: scip_sol.c:2313
public methods for solutions
public methods for message output
#define SCIP_Real
Definition: def.h:186
public methods for message handling
SCIP_OBJSENSE SCIPgetObjsense(SCIP *scip)
Definition: scip_prob.c:1225
public methods for global and local (sub)problems