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    Solving Constraint Integer Programs

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    heur_farkasdiving.c File Reference
    Implementation files (.c files) » SCIP Default Plugins » Default Primal Heuristics

    Detailed Description

    LP diving heuristic that tries to construct a Farkas-proof.

    Author
    Jakob Witzig

    The heuristic dives into the direction of the pseudosolution, i.e., variables get rounded towards their best bound w.r.t there objective coefficient. This strategy is twofold, if a feasible solution is found the solution has potentially a very good objective value; on the other hand, the left-hand side of a potential Farkas-proof \(y^Tb - y^TA{l',u'} > 0\) (i.e., infeasibility proof) gets increased, where \(l',u'\) are the local bounds. The contribution of each variable \(x_i\) to the Farkas-proof can be approximated by \(c_i = y^TA_i\) because we only dive on basic variables with reduced costs \(c_i - y^TA_i = 0\).

    Definition in file heur_farkasdiving.c.

    #include "blockmemshell/memory.h"
    #include "scip/heur_farkasdiving.h"
    #include "scip/heuristics.h"
    #include "scip/pub_heur.h"
    #include "scip/pub_message.h"
    #include "scip/pub_misc.h"
    #include "scip/pub_misc_sort.h"
    #include "scip/pub_tree.h"
    #include "scip/pub_var.h"
    #include "scip/scip_branch.h"
    #include "scip/scip_heur.h"
    #include "scip/scip_lp.h"
    #include "scip/scip_mem.h"
    #include "scip/scip_message.h"
    #include "scip/scip_numerics.h"
    #include "scip/scip_param.h"
    #include "scip/scip_prob.h"
    #include "scip/scip_sol.h"
    #include "scip/scip_tree.h"
    #include <string.h>

    Go to the source code of this file.

    Macros

    #define HEUR_NAME   "farkasdiving"
     
    #define HEUR_DESC   "LP diving heuristic that tries to construct a Farkas-proof"
     
    #define HEUR_DISPCHAR   SCIP_HEURDISPCHAR_DIVING
     
    #define HEUR_PRIORITY   -900000
     
    #define HEUR_FREQ   10
     
    #define HEUR_FREQOFS   0
     
    #define HEUR_MAXDEPTH   -1
     
    #define HEUR_TIMING   SCIP_HEURTIMING_AFTERLPPLUNGE
     
    #define HEUR_USESSUBSCIP   FALSE
     
    #define DIVESET_DIVETYPES   SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE
     
    #define DIVESET_ISPUBLIC   FALSE
     
    #define DEFAULT_MINRELDEPTH   0.0
     
    #define DEFAULT_MAXRELDEPTH   1.0
     
    #define DEFAULT_MAXLPITERQUOT   0.05
     
    #define DEFAULT_MAXLPITEROFS   1000
     
    #define DEFAULT_MAXDIVEUBQUOT   0.8
     
    #define DEFAULT_MAXDIVEAVGQUOT   0.0
     
    #define DEFAULT_MAXDIVEUBQUOTNOSOL   0.1
     
    #define DEFAULT_MAXDIVEAVGQUOTNOSOL   0.0
     
    #define DEFAULT_BACKTRACK   TRUE
     
    #define DEFAULT_LPRESOLVEDOMCHGQUOT   0.15
     
    #define DEFAULT_LPSOLVEFREQ   1
     
    #define DEFAULT_ONLYLPBRANCHCANDS   FALSE
     
    #define DEFAULT_RANDSEED   151
     
    #define DEFAULT_MAXOBJOCC   1.0
     
    #define DEFAULT_OBJDYN   0.0001
     
    #define DEFAULT_CHECKCANDS   FALSE
     
    #define DEFAULT_SCALESCORE   TRUE
     
    #define DEFAULT_ROOTSUCCESS   TRUE
     
    #define DEFAULT_SCALETYPE   'i'
     
    #define MIN_RAND   1e-06
     
    #define MAX_RAND   1e-05
     
    #define divesetAvailableFarkasdiving   NULL
     

    Functions

    static SCIP_RETCODE checkDivingCandidates (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **divecandvars, int ndivecands, SCIP_Bool *success)
     
    static SCIP_DECL_HEURCOPY (heurCopyFarkasdiving)
     
    static SCIP_DECL_HEURFREE (heurFreeFarkasdiving)
     
    static SCIP_DECL_HEURINIT (heurInitFarkasdiving)
     
    static SCIP_DECL_HEUREXIT (heurExitFarkasdiving)
     
    static SCIP_DECL_HEURINITSOL (heurInitsolFarkasdiving)
     
    static SCIP_DECL_HEUREXEC (heurExecFarkasdiving)
     
    static SCIP_DECL_DIVESETGETSCORE (divesetGetScoreFarkasdiving)
     
    SCIP_RETCODE SCIPincludeHeurFarkasdiving (SCIP *scip)
     

    Macro Definition Documentation

    ◆ HEUR_NAME

    #define HEUR_NAME   "farkasdiving"

    Definition at line 62 of file heur_farkasdiving.c.

    ◆ HEUR_DESC

    #define HEUR_DESC   "LP diving heuristic that tries to construct a Farkas-proof"

    Definition at line 63 of file heur_farkasdiving.c.

    ◆ HEUR_DISPCHAR

    #define HEUR_DISPCHAR   SCIP_HEURDISPCHAR_DIVING

    Definition at line 64 of file heur_farkasdiving.c.

    ◆ HEUR_PRIORITY

    #define HEUR_PRIORITY   -900000

    Definition at line 65 of file heur_farkasdiving.c.

    ◆ HEUR_FREQ

    #define HEUR_FREQ   10

    Definition at line 66 of file heur_farkasdiving.c.

    ◆ HEUR_FREQOFS

    #define HEUR_FREQOFS   0

    Definition at line 67 of file heur_farkasdiving.c.

    ◆ HEUR_MAXDEPTH

    #define HEUR_MAXDEPTH   -1

    Definition at line 68 of file heur_farkasdiving.c.

    ◆ HEUR_TIMING

    #define HEUR_TIMING   SCIP_HEURTIMING_AFTERLPPLUNGE

    Definition at line 69 of file heur_farkasdiving.c.

    ◆ HEUR_USESSUBSCIP

    #define HEUR_USESSUBSCIP   FALSE

    does the heuristic use a secondary SCIP instance?

    Definition at line 70 of file heur_farkasdiving.c.

    ◆ DIVESET_DIVETYPES

    #define DIVESET_DIVETYPES   SCIP_DIVETYPE_INTEGRALITY | SCIP_DIVETYPE_SOS1VARIABLE

    bit mask that represents all supported dive types

    Definition at line 71 of file heur_farkasdiving.c.

    ◆ DIVESET_ISPUBLIC

    #define DIVESET_ISPUBLIC   FALSE

    is this dive set publicly available (ie., can be used by other primal heuristics?)

    Definition at line 72 of file heur_farkasdiving.c.

    ◆ DEFAULT_MINRELDEPTH

    #define DEFAULT_MINRELDEPTH   0.0

    minimal relative depth to start diving

    Definition at line 79 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXRELDEPTH

    #define DEFAULT_MAXRELDEPTH   1.0

    maximal relative depth to start diving

    Definition at line 80 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXLPITERQUOT

    #define DEFAULT_MAXLPITERQUOT   0.05

    maximal fraction of diving LP iterations compared to node LP iterations

    Definition at line 81 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXLPITEROFS

    #define DEFAULT_MAXLPITEROFS   1000

    additional number of allowed LP iterations

    Definition at line 82 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXDIVEUBQUOT

    #define DEFAULT_MAXDIVEUBQUOT   0.8

    maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound) where diving is performed (0.0: no limit)

    Definition at line 84 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXDIVEAVGQUOT

    #define DEFAULT_MAXDIVEAVGQUOT   0.0

    maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound) where diving is performed (0.0: no limit)

    Definition at line 86 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXDIVEUBQUOTNOSOL

    #define DEFAULT_MAXDIVEUBQUOTNOSOL   0.1

    maximal UBQUOT when no solution was found yet (0.0: no limit)

    Definition at line 87 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXDIVEAVGQUOTNOSOL

    #define DEFAULT_MAXDIVEAVGQUOTNOSOL   0.0

    maximal AVGQUOT when no solution was found yet (0.0: no limit)

    Definition at line 88 of file heur_farkasdiving.c.

    ◆ DEFAULT_BACKTRACK

    #define DEFAULT_BACKTRACK   TRUE

    use one level of backtracking if infeasibility is encountered?

    Definition at line 89 of file heur_farkasdiving.c.

    ◆ DEFAULT_LPRESOLVEDOMCHGQUOT

    #define DEFAULT_LPRESOLVEDOMCHGQUOT   0.15

    percentage of immediate domain changes during probing to trigger LP resolve

    Definition at line 90 of file heur_farkasdiving.c.

    ◆ DEFAULT_LPSOLVEFREQ

    #define DEFAULT_LPSOLVEFREQ   1

    LP solve frequency for diving heuristics

    Definition at line 91 of file heur_farkasdiving.c.

    ◆ DEFAULT_ONLYLPBRANCHCANDS

    #define DEFAULT_ONLYLPBRANCHCANDS   FALSE

    should only LP branching candidates be considered instead of the slower but more general constraint handler diving variable selection?

    Definition at line 93 of file heur_farkasdiving.c.

    ◆ DEFAULT_RANDSEED

    #define DEFAULT_RANDSEED   151

    initial seed for random number generation

    Definition at line 94 of file heur_farkasdiving.c.

    ◆ DEFAULT_MAXOBJOCC

    #define DEFAULT_MAXOBJOCC   1.0

    maximal occurance factor of an objective coefficient

    Definition at line 96 of file heur_farkasdiving.c.

    ◆ DEFAULT_OBJDYN

    #define DEFAULT_OBJDYN   0.0001

    minimal objective dynamism (log)

    Definition at line 97 of file heur_farkasdiving.c.

    ◆ DEFAULT_CHECKCANDS

    #define DEFAULT_CHECKCANDS   FALSE

    should diving candidates be checked before running?

    Definition at line 98 of file heur_farkasdiving.c.

    ◆ DEFAULT_SCALESCORE

    #define DEFAULT_SCALESCORE   TRUE

    should the score be scaled?

    Definition at line 99 of file heur_farkasdiving.c.

    ◆ DEFAULT_ROOTSUCCESS

    #define DEFAULT_ROOTSUCCESS   TRUE

    should the heuristic only run within the tree if at least one solution was found at the root node?

    Definition at line 101 of file heur_farkasdiving.c.

    ◆ DEFAULT_SCALETYPE

    #define DEFAULT_SCALETYPE   'i'

    scale score by [f]ractionality or [i]mpact on farkasproof

    Definition at line 102 of file heur_farkasdiving.c.

    ◆ MIN_RAND

    #define MIN_RAND   1e-06

    Definition at line 425 of file heur_farkasdiving.c.

    ◆ MAX_RAND

    #define MAX_RAND   1e-05

    Definition at line 426 of file heur_farkasdiving.c.

    ◆ divesetAvailableFarkasdiving

    #define divesetAvailableFarkasdiving   NULL

    Definition at line 500 of file heur_farkasdiving.c.

    Function Documentation

    ◆ checkDivingCandidates()

    static SCIP_RETCODE checkDivingCandidates ( SCIP *  scip,
    SCIP_HEURDATA *  heurdata,
    SCIP_VAR **  divecandvars,
    int  ndivecands,
    SCIP_Bool *  success 
    )
    		static

    check whether the diving candidates fulfill requirements

    Parameters
    scipSCIP data structure
    heurdataheuristic data
    divecandvarsdiving candidates to check
    ndivecandsnumber of diving candidates
    successpointer to store whether the check was successfull

    Definition at line 122 of file heur_farkasdiving.c.

    References FALSE, NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetCurrentNode(), SCIPgetNObjVars(), SCIPisGT(), SCIPisZero(), SCIPnodeGetNumber(), SCIPsortReal(), SCIPvarGetObj(), and TRUE.

    Referenced by SCIP_DECL_HEUREXEC().

    ◆ SCIP_DECL_HEURCOPY()

    static SCIP_DECL_HEURCOPY ( heurCopyFarkasdiving  )
    		static

    copy method for primal heuristic plugins (called when SCIP copies plugins)

    Definition at line 258 of file heur_farkasdiving.c.

    References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurFarkasdiving().

    ◆ SCIP_DECL_HEURFREE()

    static SCIP_DECL_HEURFREE ( heurFreeFarkasdiving  )
    		static

    destructor of primal heuristic to free user data (called when SCIP is exiting)

    Definition at line 272 of file heur_farkasdiving.c.

    References HEUR_NAME, NULL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPheurGetData(), SCIPheurGetName(), and SCIPheurSetData().

    ◆ SCIP_DECL_HEURINIT()

    static SCIP_DECL_HEURINIT ( heurInitFarkasdiving  )
    		static

    initialization method of primal heuristic (called after problem was transformed)

    Definition at line 293 of file heur_farkasdiving.c.

    References FALSE, HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateSol(), SCIPheurGetData(), and SCIPheurGetName().

    ◆ SCIP_DECL_HEUREXIT()

    static SCIP_DECL_HEUREXIT ( heurExitFarkasdiving  )
    		static

    deinitialization method of primal heuristic (called before transformed problem is freed)

    Definition at line 316 of file heur_farkasdiving.c.

    References HEUR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeSol(), SCIPheurGetData(), and SCIPheurGetName().

    ◆ SCIP_DECL_HEURINITSOL()

    static SCIP_DECL_HEURINITSOL ( heurInitsolFarkasdiving  )
    		static

    solving process initialization method of primal heuristic (called when branch and bound process is about to begin)

    Definition at line 335 of file heur_farkasdiving.c.

    References FALSE, HEUR_NAME, NULL, SCIP_OKAY, SCIPheurGetData(), and SCIPheurGetName().

    ◆ SCIP_DECL_HEUREXEC()

    static SCIP_DECL_HEUREXEC ( heurExecFarkasdiving  )
    		static

    execution method of primal heuristic

    Definition at line 355 of file heur_farkasdiving.c.

    References checkDivingCandidates(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_DIVECONTEXT_SINGLE, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIPdivesetGetNSols(), SCIPgetDepth(), SCIPgetLPBranchCands(), SCIPgetLPSolstat(), SCIPgetNContImplVars(), SCIPgetNContVars(), SCIPgetNVars(), SCIPgetVars(), SCIPheurGetData(), SCIPheurGetDivesets(), SCIPheurGetNDivesets(), SCIPperformGenericDivingAlgorithm(), SCIP_Diveset::sol, and TRUE.

    ◆ SCIP_DECL_DIVESETGETSCORE()

    static SCIP_DECL_DIVESETGETSCORE ( divesetGetScoreFarkasdiving  )
    		static

    calculate score and preferred rounding direction for the candidate variable

    Definition at line 430 of file heur_farkasdiving.c.

    References FALSE, MAX_RAND, MIN_RAND, NULL, REALABS, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPceil(), SCIPdivesetGetHeur(), SCIPdivesetGetRandnumgen(), SCIPfloor(), SCIPheurGetData(), SCIPisEQ(), SCIPisNegative(), SCIPisPositive(), SCIPrandomGetInt(), SCIPrandomGetReal(), SCIPvarGetLbLocal(), SCIPvarGetObj(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarIsImpliedIntegral(), and TRUE.