heur_nlpdiving.c
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32/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
90#define DEFAULT_MAXNLPITERREL 10 /**< additional allowed number of NLP iterations relative to successfully found solutions */
91#define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
93#define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
95#define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
96#define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
97#define DEFAULT_MINSUCCQUOT 0.1 /**< heuristic will not run if less then this percentage of calls succeeded (0.0: no limit) */
98#define DEFAULT_MAXFEASNLPS 10 /**< maximal number of NLPs with feasible solution to solve during one dive */
99#define DEFAULT_FIXQUOT 0.2 /**< percentage of fractional variables that should be fixed before the next NLP solve */
100#define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
102#define DEFAULT_PREFERLPFRACS FALSE /**< prefer variables that are also fractional in LP solution? */
104#define DEFAULT_SOLVESUBMIP FALSE /**< should a sub-MIP be solved if all cover variables are fixed? */
105#define DEFAULT_NLPSTART 's' /**< which point should be used as starting point for the NLP solver? */
106#define DEFAULT_VARSELRULE 'd' /**< which variable selection should be used? ('f'ractionality, 'c'oefficient,
121 int maxnlpiterrel; /**< additional allowed number of NLP iterations relative to successfully found solutions */
122 SCIP_Real maxdiveubquot; /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
124 SCIP_Real maxdiveavgquot; /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
126 SCIP_Real maxdiveubquotnosol; /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
127 SCIP_Real maxdiveavgquotnosol;/**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
129 SCIP_Real minsuccquot; /**< heuristic will not run if less then this percentage of calls succeeded (0.0: no limit) */
130 SCIP_Real fixquot; /**< percentage of fractional variables that should be fixed before the next NLP solve */
161/** gets fractional variables of last NLP solution along with solution values and fractionalities
163 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
175 SCIP_Real** nlpcandssol, /**< pointer to store the array of NLP fractional variables solution values, or NULL */
176 SCIP_Real** nlpcandsfrac, /**< pointer to store the array of NLP fractional variables fractionalities, or NULL */
192 /* values may be outside the domain in exact arithmetic, but inside the domain within relative tolerance, and still
193 * slightly fractional, because SCIPisFeasIntegral() uses absolute tolerance; project value onto domain to avoid this
200 if( (*nlpcandssol)[c] < SCIPvarGetLbLocal((*nlpcands)[c]) || (*nlpcandssol)[c] > SCIPvarGetUbLocal((*nlpcands)[c]) )
242 * - variables in a minimal cover or variables that are also fractional in an optimal LP solution might
256 SCIP_Bool* bestcandmayround, /**< pointer to store whether best candidate is trivially roundable */
299 /* since we are not solving the NLP after each fixing, the old NLP solution might be outside the propagated bounds */
300 if( SCIPisLT(scip, nlpcandssol[c], SCIPvarGetLbLocal(var)) || SCIPisGT(scip, nlpcandssol[c], SCIPvarGetUbLocal(var)) )
305 /* the candidate may be rounded: choose this candidate only, if the best candidate may also be rounded */
310 * - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
335 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
352 if( SCIPisLT(scip, objgain, bestobjgain) || (SCIPisEQ(scip, objgain, bestobjgain) && frac < bestfrac) )
381 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
416 * - round variable with a small ratio between the increase in the objective and the locking numbers
418 * - variables in a minimal cover or variables that are also fractional in an optimal LP solution might
432 SCIP_Bool* bestcandmayround, /**< pointer to store whether best candidate is trivially roundable */
468 /* since we are not solving the NLP after each fixing, the old NLP solution might be outside the propagated bounds */
469 if( SCIPisLT(scip, nlpcandssol[c], SCIPvarGetLbLocal(var)) || SCIPisGT(scip, nlpcandssol[c], SCIPvarGetUbLocal(var)) )
480 nlocks = SCIPvarGetNLocksDownType(var, SCIP_LOCKTYPE_MODEL) + SCIPvarGetNLocksUpType(var, SCIP_LOCKTYPE_MODEL);
512 * - variables in a minimal cover or variables that are also fractional in an optimal LP solution might
526 SCIP_Bool* bestcandmayround, /**< pointer to store whether best candidate is trivially roundable */
570 /* since we are not solving the NLP after each fixing, the old NLP solution might be outside the propagated bounds */
571 if( SCIPisLT(scip, nlpcandssol[c], SCIPvarGetLbLocal(var)) || SCIPisGT(scip, nlpcandssol[c], SCIPvarGetUbLocal(var)) )
576 /* the candidate may be rounded: choose this candidate only, if the best candidate may also be rounded */
581 * - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
606 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
663 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
681 if( bestcandmayrounddown || bestcandmayroundup || nviolrows + frac < bestnviolrows + bestcandfrac )
699/** calculates the pseudocost score for a given variable w.r.t. a given solution value and a given rounding direction */
732 * to avoid performance variability caused by numerics we use random numbers to decide whether we want to roundup or
740 || (SCIPisEQ(scip, primsol, SCIPvarGetRootSol(var) - 0.4) && SCIPrandomGetInt(heurdata->randnumgen, 0, 1) == 0) )
743 || (SCIPisEQ(scip, primsol, SCIPvarGetRootSol(var) + 0.4) && SCIPrandomGetInt(heurdata->randnumgen, 0, 1) == 0) )
745 else if( SCIPisLT(scip, frac, 0.3) || (SCIPisEQ(scip, frac, 0.3) && SCIPrandomGetInt(heurdata->randnumgen, 0, 1) == 0) )
747 else if( SCIPisGT(scip, frac, 0.7) || (SCIPisEQ(scip, frac, 0.7) && SCIPrandomGetInt(heurdata->randnumgen, 0, 1) == 0) )
772 * - of these variables, round variable with largest rel. difference of pseudo cost values in corresponding
777 * - variables in a minimal cover or variables that are also fractional in an optimal LP solution might
791 SCIP_Bool* bestcandmayround, /**< pointer to store whether best candidate is trivially roundable */
834 if( SCIPisLT(scip, nlpcandssol[c], SCIPvarGetLbLocal(var)) || SCIPisGT(scip, nlpcandssol[c], SCIPvarGetUbLocal(var)) )
839 /* the candidate may be rounded: choose this candidate only, if the best candidate may also be rounded */
843 * - if variable may be rounded in both directions, round corresponding to the pseudo cost values
844 * - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
893 * - of these variables, round a variable to its value in direction of incumbent solution, and choose the
896 * - round variable in direction that destroys LP feasibility (other direction is checked by SCIProundSol())
899 * - variables in a minimal cover or variables that are also fractional in an optimal LP solution might
914 SCIP_Bool* bestcandmayround, /**< pointer to store whether best candidate is trivially roundable */
960 /* since we are not solving the NLP after each fixing, the old NLP solution might be outside the propagated bounds */
961 if( SCIPisLT(scip, solval, SCIPvarGetLbLocal(var)) || SCIPisGT(scip, solval, SCIPvarGetUbLocal(var)) )
974 /* the candidate may be rounded: choose this candidate only, if the best candidate may also be rounded */
978 * - if variable may be rounded in both directions, round corresponding to its value in incumbent solution
979 * - otherwise, round in the infeasible direction, because feasible direction is tried by rounding
997 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
1014 if( SCIPisLT(scip, objgain, bestobjgain) || (SCIPisEQ(scip, objgain, bestobjgain) && frac < bestfrac) )
1035 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
1069 * - choose a variable for which the sum of the distances from the relaxations' solutions to a common
1085 SCIP_Real* bestboundval, /**< pointer to store the bound, the best candidate should be rounded to */
1086 SCIP_Bool* bestcandmayround, /**< pointer to store whether best candidate is trivially roundable */
1087 SCIP_Bool* bestcandroundup /**< pointer to store whether best candidate should be rounded up */
1128 assert(SCIPisLE(scip, SCIPvarGetLbLocal(var), lpsol) && SCIPisLE(scip, lpsol, SCIPvarGetUbLocal(var)));
1130 /* since we are not solving the NLP after each fixing, the old NLP solution might be outside the propagated bounds */
1131 if( SCIPisLT(scip, nlpsol, SCIPvarGetLbLocal(var)) || SCIPisGT(scip, nlpsol, SCIPvarGetUbLocal(var)) )
1136 /* if this candidate is trivially roundable, and we already know a candidate that is not, continue */
1150 /* if both values are in the same interval, find out which integer is (in sum) the closer one, this will be the
1188 * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for increasing the fractionality, i.e., the score.
1224/** creates a new solution for the original problem by copying the solution of the subproblem */
1256 subsolvals[i] = MIN(MAX(0.0, SCIPvarGetLbLocal(vars[i])), SCIPvarGetUbLocal(vars[i])); /*lint !e666*/
1299 SCIP_CALL( SCIPcopyConsCompression(scip, subscip, varmap, NULL, "undercoversub", NULL, NULL, 0, FALSE, FALSE, FALSE,
1305 assert(SCIPhashmapGetImage(varmap, covervars[c]) != NULL); /* cover variable cannot be relaxation-only, thus must have been copied */
1307 assert(SCIPisFeasEQ(scip, SCIPvarGetLbGlobal((SCIP_VAR*) SCIPhashmapGetImage(varmap, covervars[c])),
1341 if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
1347 if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
1352 /* enable conflict analysis, disable analysis of boundexceeding LPs, and restrict conflict pool */
1395 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
1473 otherbound = (eventtype & SCIP_EVENTTYPE_LBCHANGED) ? SCIPvarGetUbLocal(var) : SCIPvarGetLbLocal(var);
1501 /* SCIPdebugMsg(scip, "changed bound of cover variable <%s> from %f to %f (nfixedcovervars: %d).\n", SCIPvarGetName(var),
1602 SCIPstatisticMessage("%-30s %5" SCIP_LONGINT_FORMAT " sols in %5" SCIP_LONGINT_FORMAT " runs, %6.1fs, %7d NLP iters in %5d NLP solves, %5.1f avg., %3d%% success %3d%% cutoff %3d%% depth %3d%% nlperror\n",
1603 SCIPgetProbName(scip), SCIPheurGetNSolsFound(heur), SCIPheurGetNCalls(heur), SCIPheurGetTime(heur),
1604 heurdata->nnlpiterations, heurdata->nnlpsolves, heurdata->nnlpiterations/MAX(1.0,(SCIP_Real)heurdata->nnlpsolves),
1605 (100*heurdata->nsuccess) / (int)SCIPheurGetNCalls(heur), (100*heurdata->nfailcutoff) / (int)SCIPheurGetNCalls(heur), (100*heurdata->nfaildepth) / (int)SCIPheurGetNCalls(heur), (100*heurdata->nfailnlperror) / (int)SCIPheurGetNCalls(heur)
1614/** solving process initialization method of primal heuristic (called when branch and bound process is about to begin) */
1637/** solving process deinitialization method of primal heuristic (called before branch and bound process data is freed) */
1722 /* only call heuristic if the current node will not be cutoff, e.g., due to a (integer and NLP-)feasible LP solution */
1731 if( (SCIPheurGetNSolsFound(heur) + 1.0) / (SCIP_Real)(SCIPheurGetNCalls(heur) + 1.0) < heurdata->minsuccquot )
1742 /* only try to dive if we are in the correct part of the tree, given by minreldepth and maxreldepth */
1755 maxnnlpiterations += (int)((1.0 + 10.0*(nsolsfound+1.0)/(ncalls+1.0)) * heurdata->maxnlpiterrel);
1763 maxnnlpiterations = (int)MAX((SCIP_Real) maxnnlpiterations, (SCIP_Real) heurdata->nnlpiterations + 1.2*avgnnlpiterations);
1783 .fastfail = heurdata->nlpfastfail ? SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE : SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE) ); /*lint !e666*/
1815 SCIP_CALL( getNLPFracVars(scip, heurdata, &nlpcands, &nlpcandssol, &nlpcandsfrac, &nnlpcands) );
1832 * Note that even if the NLP solver found a feasible solution it does not mean that is satisfy the integrality
1833 * conditions for fixed variables. This happens because the NLP solver uses relative tolerances for the bound
1854 /* for guided diving: get best solution that should guide the search; if this solution lives in the original variable space,
1933 /* substract the memory already used by the main SCIP and the estimated memory usage of external software */
1940 /* compute cover; use local bounds; only cover "and" and nonlinear constraints (no bounddisjunction or indicator),
1946 SCIP_CALL( SCIPcomputeCoverUndercover(scip, &ncovervars, covervars, timelimit, memorylimit, SCIPinfinity(scip),
1952 /* a cover can be empty, if the cover computation reveals that all nonlinear constraints are linear w.r.t. current variable fixations */
1970 SCIP_CALL( SCIPcatchVarEvent(scip, covervars[c], SCIP_EVENTTYPE_BOUNDCHANGED, heurdata->eventhdlr,
1991 SCIPdebugMsg(scip, "(node %" SCIP_LONGINT_FORMAT ") executing nlpdiving heuristic: depth=%d, %d fractionals, dualbound=%g, searchbound=%g\n",
1992 SCIPgetNNodes(scip), SCIPgetDepth(scip), nnlpcands, SCIPgetDualbound(scip), SCIPretransformObj(scip, searchbound));
2010 /* dive as long we are in the given objective, depth and iteration limits and fractional variables exist, but
2012 * - if the number of fractional variables decreased at least with 1 variable per 2 dive depths, we continue diving
2025 while( !nlperror && !cutoff && (nlpsolstat <= SCIP_NLPSOLSTAT_FEASIBLE || nlpsolstat == SCIP_NLPSOLSTAT_UNKNOWN) && nnlpcands > 0
2028 || (nfeasnlps < maxdivedepth && heurdata->nnlpiterations < maxnnlpiterations && objval < searchbound))
2034 /* open a new probing node if this will not exceed the maximal tree depth, otherwise stop here */
2054 SCIP_CALL( chooseCoefVar(scip, heurdata, nlpcands, nlpcandssol, nlpcandsfrac, nnlpcands, varincover, covercomputed,
2063 SCIP_CALL( chooseVeclenVar(scip, heurdata, nlpcands, nlpcandssol, nlpcandsfrac, nnlpcands, varincover, covercomputed,
2072 SCIP_CALL( choosePscostVar(scip, heurdata, nlpcands, nlpcandssol, nlpcandsfrac, nnlpcands, varincover, covercomputed,
2081 SCIP_CALL( chooseGuidedVar(scip, heurdata, nlpcands, nlpcandssol, nlpcandsfrac, nnlpcands, bestsol, varincover, covercomputed,
2090 /* double diving only works if we have both relaxations at hand, otherwise we fall back to fractional diving */
2099 SCIP_CALL( SCIPgetSolVals(scip, heurdata->sol, npseudocands, pseudocands, pseudocandsnlpsol) );
2100 SCIP_CALL( chooseDoubleVar(scip, heurdata, pseudocands, pseudocandsnlpsol, pseudocandslpsol, npseudocands,
2110 SCIP_CALL( chooseFracVar(scip, heurdata, nlpcands, nlpcandssol, nlpcandsfrac, nnlpcands, varincover, covercomputed,
2125 * this should only happen if they are slightly outside bounds (i.e., still within feastol, relative tolerance),
2126 * but far enough out to be considered as fractional (within feastol, but using absolute tolerance)
2138 SCIPdebugMsg(scip, "nlpdiving found roundable primal solution: obj=%g\n", SCIPgetSolOrigObj(scip, heurdata->sol));
2156 /* if all variables have been found to be essentially integral (even though there is some numerical doubt, see comment above), then stop */
2169 /* if the variable is already fixed or if the solution value is outside the domain, numerical troubles may have
2174 SCIPdebugMsg(scip, "Selected variable <%s> already fixed to [%g,%g] (solval: %.9f), diving aborted \n",
2175 SCIPvarGetName(backtrackvar), SCIPvarGetLbLocal(backtrackvar), SCIPvarGetUbLocal(backtrackvar), backtrackvarval);
2179 if( SCIPisFeasLT(scip, backtrackvarval, SCIPvarGetLbLocal(backtrackvar)) || SCIPisFeasGT(scip, backtrackvarval, SCIPvarGetUbLocal(backtrackvar)) )
2181 SCIPdebugMsg(scip, "selected variable's <%s> solution value is outside the domain [%g,%g] (solval: %.9f), diving aborted\n",
2182 SCIPvarGetName(backtrackvar), SCIPvarGetLbLocal(backtrackvar), SCIPvarGetUbLocal(backtrackvar), backtrackvarval);
2190 SCIPdebugMsg(scip, " dive %d/%d, NLP iter %d/%d: var <%s>, sol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
2192 SCIPvarGetName(backtrackvar), backtrackvarval, SCIPvarGetLbLocal(backtrackvar), SCIPvarGetUbLocal(backtrackvar),
2198 SCIPdebugMsg(scip, " dive %d/%d, NLP iter %d/%d: var <%s>, sol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
2200 SCIPvarGetName(backtrackvar), backtrackvarval, SCIPvarGetLbLocal(backtrackvar), SCIPvarGetUbLocal(backtrackvar),
2217 /* if the variable is already fixed or if the solution value is outside the domain, numerical troubles may have
2222 SCIPdebugMsg(scip, "Selected variable <%s> already fixed to [%g,%g] (solval: %.9f), diving aborted \n",
2227 if( SCIPisFeasLT(scip, bestboundval, SCIPvarGetLbLocal(var)) || SCIPisFeasGT(scip, bestboundval, SCIPvarGetUbLocal(var)) )
2229 SCIPdebugMsg(scip, "selected variable's <%s> solution value is outside the domain [%g,%g] (solval: %.9f), diving aborted\n",
2239 SCIPdebugMsg(scip, " dive %d/%d, NLP iter %d/%d: var <%s>, round=%u, sol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
2246 /* remember variable for backtracking, if we have none yet (e.g., we are just after NLP solve) or we are half way to the next NLP solve */
2247 if( backtrackdepth == -1 || (divedepth - lastnlpsolvedepth == (int)(MIN(fixquot * nnlpcands, nlpbranchcands)/2.0)) )
2258 SCIPdebugMsg(scip, " dive %d/%d, NLP iter %d/%d: var <%s>, round=%u, sol=%g, oldbounds=[%g,%g], newbounds=[%g,%g]\n",
2265 /* remember variable for backtracking, if we have none yet (e.g., we are just after NLP solve) or we are half way to the next NLP solve */
2266 if( backtrackdepth == -1 || (divedepth - lastnlpsolvedepth == (int)(MIN(fixquot * nnlpcands, nlpbranchcands)/2.0)) )
2293 SCIPdebugMsg(scip, " *** cutoff detected in propagation at level %d\n", SCIPgetProbingDepth(scip));
2327 assert(SCIPvarGetType(covervars[c]) == SCIP_VARTYPE_CONTINUOUS || SCIPisFeasIntegral(scip, nlpsolval));
2331 * @todo do we need a new probing node for each fixing? if one of these fixings leads to a cutoff
2387 /* get LP solution status, objective value, and fractional variables, that should be integral */
2389 assert(cutoff || (lpsolstat != SCIP_LPSOLSTAT_OBJLIMIT && lpsolstat != SCIP_LPSOLSTAT_INFEASIBLE &&
2390 (lpsolstat != SCIP_LPSOLSTAT_OPTIMAL || SCIPisLT(scip, SCIPgetLPObjval(scip), SCIPgetCutoffbound(scip)))));
2421 SCIPdebugMsg(scip, " *** cutoff detected in LP solving at level %d, lpsolstat = %d\n", SCIPgetProbingDepth(scip), lpsolstat);
2442 if( SCIPisLT(scip, nlpcandssol[c], SCIPvarGetLbLocal(var)) || SCIPisGT(scip, nlpcandssol[c], SCIPvarGetUbLocal(var)) )
2481 "Error while solving NLP in nlpdiving heuristic; NLP solve terminated with code <%d>\n", termstat);
2491 /* get NLP solution status, objective value, and fractional variables, that should be integral */
2497 SCIPdebugMsg(scip, " *** cutoff detected in NLP solving at level %d, nlpsolstat: %d\n", SCIPgetProbingDepth(scip), nlpsolstat);
2505 /* forget previous backtrack variable, we will never go back to a depth before the current one */
2527 SCIPdebugMsg(scip, " *** cutoff detected at level %d - backtracking one step\n", SCIPgetProbingDepth(scip));
2530 /* after backtracking there has to be at least one open node without exceeding the maximal tree depth */
2538 SCIPdebugMsg(scip, " *** cutoff detected at level %d - backtracking to depth %d\n", SCIPgetProbingDepth(scip), backtrackdepth);
2541 /* after backtracking there has to be at least one open node without exceeding the maximal tree depth */
2550 /* in case, we are feasible after backtracking, fix less variables at once in continuing diving
2566 SCIP_CALL( getNLPFracVars(scip, heurdata, &nlpcands, &nlpcandssol, &nlpcandsfrac, &nnlpcands) );
2568 SCIPdebugMsg(scip, " -> nlpsolstat=%d, objval=%g/%g, nfrac nlp=%d lp=%d\n", nlpsolstat, objval, searchbound, nnlpcands, nlpbranchcands);
2573 if( nlperror || (nlpsolstat > SCIP_NLPSOLSTAT_LOCINFEASIBLE && nlpsolstat != SCIP_NLPSOLSTAT_UNKNOWN) )
2575 SCIPdebugMsgPrint(scip, "NLP bad status - nlperror: %ud nlpsolstat: %d \n", nlperror, nlpsolstat);
2585 || (divedepth < maxdivedepth && heurdata->nnlpiterations < maxnnlpiterations && objval < searchbound) ) )
2587 SCIPdebugMsgPrint(scip, "TOO DEEP - divedepth: %4d cands halfed: %d ltmaxdepth: %d ltmaxiter: %d bound: %d\n", divedepth,
2588 (nnlpcands > startnnlpcands - divedepth/2), (divedepth >= maxdivedepth), (heurdata->nnlpiterations >= maxnnlpiterations),
2598 SCIPdebugMsgPrint(scip, "UNKNOWN, very mysterical reason\n"); /* see also special case var == NULL (bestcand == -1) after choose*Var above */
2607 SCIPdebugMsg(scip, "nlpdiving found primal solution: obj=%g\n", SCIPgetSolOrigObj(scip, heurdata->sol));
2611 * Note that even if the NLP solver found a feasible solution it does not mean that is satisfy the integrality
2612 * conditions for fixed variables. This happens because the NLP solver uses relative tolerances for the bound
2640 assert(heurdata->nfixedcovervars >= 0); /* variables might have been globally fixed in propagation */
2649 SCIP_CALL( SCIPdropVarEvent(scip, covervars[c], SCIP_EVENTTYPE_BOUNDCHANGED, heurdata->eventhdlr, (SCIP_EVENTDATA*)heurdata, -1) );
2720 SCIP_CALL( SCIPincludeHeurBasic(scip, &heur, HEUR_NAME, HEUR_DESC, HEUR_DISPCHAR, HEUR_PRIORITY, HEUR_FREQ, HEUR_FREQOFS,
2734 SCIP_CALL( SCIPincludeEventhdlrBasic(scip, &heurdata->eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC,
2761 "maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound) where diving is performed (0.0: no limit)",
2765 "maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound) where diving is performed (0.0: no limit)",
2774 &heurdata->maxdiveavgquotnosol, TRUE, DEFAULT_MAXDIVEAVGQUOTNOSOL, 0.0, SCIP_REAL_MAX, NULL, NULL) );
2813 "which point should be used as starting point for the NLP solver? ('n'one, last 'f'easible, from dive's'tart)",
2817 "which variable selection should be used? ('f'ractionality, 'c'oefficient, 'p'seudocost, 'g'uided, 'd'ouble, 'v'eclen)",
SCIP_RETCODE SCIPcopyConsCompression(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *suffix, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Bool global, SCIP_Bool enablepricing, SCIP_Bool threadsafe, SCIP_Bool passmessagehdlr, SCIP_Bool *valid)
Definition: scip_copy.c:2961
SCIP_RETCODE SCIPcheckCopyLimits(SCIP *sourcescip, SCIP_Bool *success)
Definition: scip_copy.c:3249
SCIP_RETCODE SCIPcopyLimits(SCIP *sourcescip, SCIP *targetscip)
Definition: scip_copy.c:3292
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1661
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:2115
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3284
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3061
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3466
SCIP_RETCODE SCIPhashmapInsertInt(SCIP_HASHMAP *hashmap, void *origin, int image)
Definition: misc.c:3179
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
Definition: scip_message.c:225
SCIP_RETCODE SCIPcomputeCoverUndercover(SCIP *scip, int *coversize, SCIP_VAR **cover, SCIP_Real timelimit, SCIP_Real memorylimit, SCIP_Real objlimit, SCIP_Bool globalbounds, SCIP_Bool onlyconvexify, SCIP_Bool coverand, SCIP_Bool coverbd, SCIP_Bool coverind, SCIP_Bool covernl, char coveringobj, SCIP_Bool *success)
Definition: heur_undercover.c:3353
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:219
SCIP_RETCODE SCIPaddCharParam(SCIP *scip, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:167
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:83
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:545
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:139
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet)
Definition: scip_param.c:904
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:307
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:956
SCIP_RETCODE SCIPsetCharParam(SCIP *scip, const char *name, char value)
Definition: scip_param.c:661
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:57
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:429
SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:985
SCIP_RETCODE SCIPincludeHeurNlpdiving(SCIP *scip)
Definition: heur_nlpdiving.c:2708
SCIP_BRANCHRULE * SCIPfindBranchrule(SCIP *scip, const char *name)
Definition: scip_branch.c:304
SCIP_RETCODE SCIPgetPseudoBranchCands(SCIP *scip, SCIP_VAR ***pseudocands, int *npseudocands, int *npriopseudocands)
Definition: scip_branch.c:741
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: scip_event.c:111
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:396
SCIP_RETCODE SCIPcatchVarEvent(SCIP *scip, SCIP_VAR *var, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:367
SCIP_RETCODE SCIPdropVarEvent(SCIP *scip, SCIP_VAR *var, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
Definition: scip_event.c:413
SCIP_RETCODE SCIPsetHeurExitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXITSOL((*heurexitsol)))
Definition: scip_heur.c:247
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:167
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:122
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:183
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:215
SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur)
Definition: heur.c:1613
void SCIPheurSetTimingmask(SCIP_HEUR *heur, SCIP_HEURTIMING timingmask)
Definition: heur.c:1507
SCIP_RETCODE SCIPsetHeurInitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINITSOL((*heurinitsol)))
Definition: scip_heur.c:231
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:199
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1378
SCIP_RETCODE SCIPgetNLPFracVars(SCIP *scip, SCIP_VAR ***fracvars, SCIP_Real **fracvarssol, SCIP_Real **fracvarsfrac, int *nfracvars, int *npriofracvars)
Definition: scip_nlp.c:696
SCIP_RETCODE SCIPsetNLPInitialGuessSol(SCIP *scip, SCIP_SOL *sol)
Definition: scip_nlp.c:501
SCIP_RETCODE SCIPgetNLPStatistics(SCIP *scip, SCIP_NLPSTATISTICS *statistics)
Definition: scip_nlp.c:621
SCIP_NODESEL * SCIPfindNodesel(SCIP *scip, const char *name)
Definition: scip_nodesel.c:242
SCIP_RETCODE SCIPchgVarUbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:346
SCIP_RETCODE SCIPchgVarLbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:302
SCIP_RETCODE SCIPpropagateProbing(SCIP *scip, int maxproprounds, SCIP_Bool *cutoff, SCIP_Longint *ndomredsfound)
Definition: scip_probing.c:581
SCIP_RETCODE SCIPbacktrackProbing(SCIP *scip, int probingdepth)
Definition: scip_probing.c:226
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_probing.c:825
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:516
SCIP_RETCODE SCIPcreateSolCopy(SCIP *scip, SCIP_SOL **sol, SCIP_SOL *sourcesol)
Definition: scip_sol.c:884
SCIP_RETCODE SCIPcreateNLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:664
SCIP_RETCODE SCIPgetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_sol.c:1846
SCIP_RETCODE SCIProundSol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool *success)
Definition: scip_sol.c:3123
SCIP_RETCODE SCIPsetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_sol.c:1662
SCIP_RETCODE SCIPtrySol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *stored)
Definition: scip_sol.c:4012
SCIP_RETCODE SCIPtrySolFree(SCIP *scip, SCIP_SOL **sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *stored)
Definition: scip_sol.c:4109
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
Definition: scip_sol.c:1571
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1765
SCIP_Real SCIPretransformObj(SCIP *scip, SCIP_Real obj)
Definition: scip_sol.c:2132
SCIP_Bool SCIPisUbBetter(SCIP *scip, SCIP_Real newub, SCIP_Real oldlb, SCIP_Real oldub)
Definition: scip_numerics.c:1134
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:823
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:771
SCIP_Bool SCIPisLbBetter(SCIP *scip, SCIP_Real newlb, SCIP_Real oldlb, SCIP_Real oldub)
Definition: scip_numerics.c:1119
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:462
SCIP_Bool SCIPisFeasLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:784
SCIP_Bool SCIPisFeasIntegral(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:872
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:475
SCIP_Bool SCIPisFeasGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:810
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:436
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:449
int SCIPvarGetNLocksUpType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:4386
SCIP_Real SCIPgetVarPseudocostVal(SCIP *scip, SCIP_VAR *var, SCIP_Real solvaldelta)
Definition: scip_var.c:11188
SCIP_RETCODE SCIPupdateVarPseudocost(SCIP *scip, SCIP_VAR *var, SCIP_Real solvaldelta, SCIP_Real objdelta, SCIP_Real weight)
Definition: scip_var.c:11122
int SCIPvarGetNLocksDownType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:4328
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
Definition: scip_randnumgen.c:79
SCIP_RETCODE SCIPcreateRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen, unsigned int initialseed, SCIP_Bool useglobalseed)
Definition: scip_randnumgen.c:56
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10223
static SCIP_RETCODE chooseCoefVar(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
Definition: heur_nlpdiving.c:516
static SCIP_DECL_HEUREXITSOL(heurExitsolNlpdiving)
Definition: heur_nlpdiving.c:1639
static SCIP_RETCODE chooseGuidedVar(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_SOL *bestsol, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
Definition: heur_nlpdiving.c:903
static void calcPscostQuot(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR *var, SCIP_Real primsol, SCIP_Real frac, int rounddir, SCIP_Real *pscostquot, SCIP_Bool *roundup, SCIP_Bool prefvar)
Definition: heur_nlpdiving.c:701
static SCIP_RETCODE chooseFracVar(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
Definition: heur_nlpdiving.c:246
static SCIP_RETCODE doSolveSubMIP(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_VAR **covervars, int ncovervars, SCIP_Bool *success)
Definition: heur_nlpdiving.c:1275
static SCIP_RETCODE getNLPFracVars(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR ***nlpcands, SCIP_Real **nlpcandssol, SCIP_Real **nlpcandsfrac, int *nnlpcands)
Definition: heur_nlpdiving.c:171
static SCIP_RETCODE chooseDoubleVar(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **pseudocands, SCIP_Real *pseudocandsnlpsol, SCIP_Real *pseudocandslpsol, int npseudocands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Real *bestboundval, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
Definition: heur_nlpdiving.c:1075
static SCIP_RETCODE chooseVeclenVar(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
Definition: heur_nlpdiving.c:422
static SCIP_RETCODE createNewSol(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_HASHMAP *varmap, SCIP_SOL *subsol, SCIP_Bool *success)
Definition: heur_nlpdiving.c:1226
static SCIP_RETCODE choosePscostVar(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **nlpcands, SCIP_Real *nlpcandssol, SCIP_Real *nlpcandsfrac, int nnlpcands, SCIP_HASHMAP *varincover, SCIP_Bool covercomputed, int *bestcand, SCIP_Bool *bestcandmayround, SCIP_Bool *bestcandroundup)
Definition: heur_nlpdiving.c:781
static SCIP_RETCODE solveSubMIP(SCIP *scip, SCIP_HEUR *heur, SCIP_VAR **covervars, int ncovervars, SCIP_Bool *success)
Definition: heur_nlpdiving.c:1412
static SCIP_DECL_HEURINITSOL(heurInitsolNlpdiving)
Definition: heur_nlpdiving.c:1616
NLP diving heuristic that chooses fixings w.r.t. the fractionalities.
NLP local search primal heuristic using sub-SCIPs.
Undercover primal heuristic for MINLPs.
memory allocation routines
Definition: multiprecision.hpp:66
public methods for managing events
public methods for primal heuristics
public methods for message output
public data structures and miscellaneous methods
public methods for primal CIP solutions
public methods for problem variables
public methods for branching rule plugins and branching
public methods for problem copies
public methods for event handler plugins and event handlers
general public methods
public methods for primal heuristic plugins and divesets
public methods for the LP relaxation, rows and columns
public methods for memory management
public methods for message handling
public methods for nonlinear relaxation
public methods for NLPI solver interfaces
public methods for node selector plugins
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for global and local (sub)problems
public methods for the probing mode
public methods for random numbers
public methods for solutions
public solving methods
public methods for querying solving statistics
public methods for timing
public methods for the branch-and-bound tree
public methods for SCIP variables
Definition: struct_event.h:218
Definition: struct_misc.h:139
Definition: struct_heur.h:98
Definition: type_nlpi.h:188
Definition: struct_misc.h:270
Definition: struct_sol.h:74
Definition: struct_var.h:262
Definition: struct_scip.h:72