Scippy

SCIP

Solving Constraint Integer Programs

heur_actconsdiving.c
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file heur_actconsdiving.c
26  * @ingroup DEFPLUGINS_HEUR
27  * @brief LP diving heuristic that chooses fixings w.r.t. the active constraints the variable appear in
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
34 #include "scip/heuristics.h"
35 #include "scip/pub_heur.h"
36 #include "scip/pub_lp.h"
37 #include "scip/pub_message.h"
38 #include "scip/pub_misc.h"
39 #include "scip/pub_var.h"
40 #include "scip/scip_branch.h"
41 #include "scip/scip_heur.h"
42 #include "scip/scip_lp.h"
43 #include "scip/scip_mem.h"
44 #include "scip/scip_numerics.h"
45 #include "scip/scip_prob.h"
46 #include "scip/scip_sol.h"
47 #include <string.h>
48 
49 #define HEUR_NAME "actconsdiving"
50 #define HEUR_DESC "LP diving heuristic that chooses fixings w.r.t. the active constraints"
51 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING
52 #define HEUR_PRIORITY -1003700
53 #define HEUR_FREQ -1
54 #define HEUR_FREQOFS 5
55 #define HEUR_MAXDEPTH -1
56 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE
57 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */
58 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */
59 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */
60 
61 /*
62  * Default parameter settings
63  */
64 
65 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */
66 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */
67 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */
68 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */
69 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound)
70  * where diving is performed (0.0: no limit) */
71 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound)
72  * where diving is performed (0.0: no limit) */
73 #define DEFAULT_MAXDIVEUBQUOTNOSOL 1.0 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */
74 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 1.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */
75 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */
76 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */
77 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */
78 #define DEFAULT_ONLYLPBRANCHCANDS TRUE /**< should only LP branching candidates be considered instead of the slower but
79  * more general constraint handler diving variable selection? */
80 #define DEFAULT_RANDSEED 149 /**< default random seed */
81 
82 /* locally defined heuristic data */
83 struct SCIP_HeurData
84 {
85  SCIP_SOL* sol; /**< working solution */
86 };
87 
88 
89 /*
90  * local methods
91  */
92 
93 /** returns a score value for the given variable based on the active constraints that the variable appears in */
94 static
96  SCIP* scip, /**< SCIP data structure */
97  SCIP_SOL* sol, /**< working solution */
98  SCIP_VAR* var, /**< variable to get the score value for */
99  SCIP_Real* downscore, /**< pointer to store the score for branching downwards */
100  SCIP_Real* upscore /**< pointer to store the score for branching upwards */
101  )
102 {
103  SCIP_COL* col;
104  SCIP_ROW** rows;
105  SCIP_Real* vals;
106  int nrows;
107  int r;
108  int nactrows;
109  SCIP_Real nlprows;
110  SCIP_Real downcoefsum;
111  SCIP_Real upcoefsum;
112  SCIP_Real score;
113 
114  assert(downscore != NULL);
115  assert(upscore != NULL);
116 
117  *downscore = 0.0;
118  *upscore = 0.0;
120  return 0.0;
121 
122  col = SCIPvarGetCol(var);
123  assert(col != NULL);
124 
125  rows = SCIPcolGetRows(col);
126  vals = SCIPcolGetVals(col);
127  nrows = SCIPcolGetNLPNonz(col);
128  nactrows = 0;
129  downcoefsum = 0.0;
130  upcoefsum = 0.0;
131  for( r = 0; r < nrows; ++r )
132  {
133  SCIP_ROW* row;
134  SCIP_Real activity;
135  SCIP_Real lhs;
136  SCIP_Real rhs;
137  SCIP_Real dualsol;
138 
139  row = rows[r];
140  /* calculate number of active constraint sides, i.e., count equations as two */
141  lhs = SCIProwGetLhs(row);
142  rhs = SCIProwGetRhs(row);
143 
144  /* @todo this is suboptimal because activity is calculated by looping over all nonzeros of this row, need to
145  * store LP activities instead (which cannot be retrieved if no LP was solved at this node)
146  */
147  activity = SCIPgetRowSolActivity(scip, row, sol);
148 
149  dualsol = SCIProwGetDualsol(row);
150  if( SCIPisFeasEQ(scip, activity, lhs) )
151  {
152  SCIP_Real coef;
153 
154  nactrows++;
155  coef = vals[r] / SCIProwGetNorm(row);
156  if( SCIPisFeasPositive(scip, dualsol) )
157  {
158  if( coef > 0.0 )
159  downcoefsum += coef;
160  else
161  upcoefsum -= coef;
162  }
163  }
164  else if( SCIPisFeasEQ(scip, activity, rhs) )
165  {
166  SCIP_Real coef;
167 
168  nactrows++;
169  coef = vals[r] / SCIProwGetNorm(row);
170  if( SCIPisFeasNegative(scip, dualsol) )
171  {
172  if( coef > 0.0 )
173  upcoefsum += coef;
174  else
175  downcoefsum -= coef;
176  }
177  }
178  }
179 
180  /* use the number of LP rows for normalization */
181  nlprows = (SCIP_Real)SCIPgetNLPRows(scip);
182  upcoefsum /= nlprows;
183  downcoefsum /= nlprows;
184 
185  /* calculate the score using SCIP's branch score. Pass NULL as variable to not have the var branch factor influence
186  * the result
187  */
188  score = nactrows / nlprows + SCIPgetBranchScore(scip, NULL, downcoefsum, upcoefsum);
189 
190  assert(score <= 3.0);
191  assert(score >= 0.0);
192 
193  *downscore = downcoefsum;
194  *upscore = upcoefsum;
195 
196  return score;
197 }
198 
199 
200 /*
201  * Callback methods
202  */
203 
204 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */
205 static
206 SCIP_DECL_HEURCOPY(heurCopyActconsdiving)
207 { /*lint --e{715}*/
208  assert(scip != NULL);
209  assert(heur != NULL);
210  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
211 
212  /* call inclusion method of primal heuristic */
214 
215  return SCIP_OKAY;
216 }
217 
218 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */
219 static
220 SCIP_DECL_HEURFREE(heurFreeActconsdiving) /*lint --e{715}*/
221 { /*lint --e{715}*/
222  SCIP_HEURDATA* heurdata;
224  assert(heur != NULL);
225  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
226  assert(scip != NULL);
227 
228  /* free heuristic data */
229  heurdata = SCIPheurGetData(heur);
230  assert(heurdata != NULL);
231 
232  SCIPfreeBlockMemory(scip, &heurdata);
233  SCIPheurSetData(heur, NULL);
234 
235  return SCIP_OKAY;
236 }
237 
238 
239 /** initialization method of primal heuristic (called after problem was transformed) */
240 static
241 SCIP_DECL_HEURINIT(heurInitActconsdiving) /*lint --e{715}*/
242 { /*lint --e{715}*/
243  SCIP_HEURDATA* heurdata;
245  assert(heur != NULL);
246  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
247 
248  /* get heuristic data */
249  heurdata = SCIPheurGetData(heur);
250  assert(heurdata != NULL);
251 
252  /* create working solution */
253  SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) );
254 
255  return SCIP_OKAY;
256 }
257 
258 
259 /** deinitialization method of primal heuristic (called before transformed problem is freed) */
260 static
261 SCIP_DECL_HEUREXIT(heurExitActconsdiving) /*lint --e{715}*/
262 { /*lint --e{715}*/
263  SCIP_HEURDATA* heurdata;
265  assert(heur != NULL);
266  assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0);
267 
268  /* get heuristic data */
269  heurdata = SCIPheurGetData(heur);
270  assert(heurdata != NULL);
271 
272  /* free working solution */
273  SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) );
274 
275  return SCIP_OKAY;
276 }
277 
278 
279 /** execution method of primal heuristic */
280 static
281 SCIP_DECL_HEUREXEC(heurExecActconsdiving) /*lint --e{715}*/
282 { /*lint --e{715}*/
283  SCIP_HEURDATA* heurdata;
284  SCIP_DIVESET* diveset;
285 
286  heurdata = SCIPheurGetData(heur);
287 
288  assert(SCIPheurGetNDivesets(heur) > 0);
289  assert(SCIPheurGetDivesets(heur) != NULL);
290  diveset = SCIPheurGetDivesets(heur)[0];
291  assert(diveset != NULL);
292 
293  *result = SCIP_DIDNOTRUN;
294 
295  /* if there are no integer variables, stop execution */
296  if( SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0 )
297  return SCIP_OKAY;
298 
299  SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, SCIP_DIVECONTEXT_SINGLE) );
300 
301  return SCIP_OKAY;
302 }
303 
304 /** calculate score and preferred rounding direction for the candidate variable; the best candidate maximizes the
305  * score
306  */
307 static
308 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreActconsdiving)
309 {
310  SCIP_Bool mayrounddown;
311  SCIP_Bool mayroundup;
312  SCIP_Real downscore;
313  SCIP_Real upscore;
314 
315  mayrounddown = SCIPvarMayRoundDown(cand);
316  mayroundup = SCIPvarMayRoundUp(cand);
317 
318  /* first, calculate the variable score */
319  assert(SCIPdivesetGetWorkSolution(diveset) != NULL);
320  *score = getNActiveConsScore(scip, SCIPdivesetGetWorkSolution(diveset), cand, &downscore, &upscore);
321 
322  /* get the rounding direction: prefer an unroundable direction */
323  if( mayrounddown && mayroundup )
324  {
325  /* try to avoid variability; decide randomly if the LP solution can contain some noise */
326  if( SCIPisEQ(scip, candsfrac, 0.5) )
327  *roundup = (SCIPrandomGetInt(SCIPdivesetGetRandnumgen(diveset), 0, 1) == 0);
328  else
329  *roundup = (candsfrac > 0.5);
330  }
331  else if( mayrounddown || mayroundup )
332  *roundup = mayrounddown;
333  else
334  *roundup = (downscore > upscore);
335 
336  if( *roundup )
337  candsfrac = 1.0 - candsfrac;
338 
339  /* penalize too small fractions */
340  if( SCIPisEQ(scip, candsfrac, 0.01) )
341  {
342  /* try to avoid variability; decide randomly if the LP solution can contain some noise.
343  * use a 1:SCIP_PROBINGSCORE_PENALTYRATIO chance for scaling the score
344  */
346  (*score) *= 0.01;
347  }
348  else if( candsfrac < 0.01 )
349  (*score) *= 0.01;
350 
351  /* prefer decisions on binary variables */
352  if( !SCIPvarIsBinary(cand) )
353  (*score) *= 0.01;
354 
355  /* penalize variable if it may be rounded */
356  if( mayrounddown || mayroundup )
357  *score -= 3.0;
358 
359  assert(!(mayrounddown || mayroundup) || *score <= 0.0);
360 
361  return SCIP_OKAY;
362 }
363 
364 #define divesetAvailableActconsdiving NULL
365 
366 /*
367  * heuristic specific interface methods
368  */
369 
370 /** creates the actconsdiving heuristic and includes it in SCIP */
372  SCIP* scip /**< SCIP data structure */
373  )
374 {
375  SCIP_HEURDATA* heurdata;
376  SCIP_HEUR* heur;
377 
378  /* create actconsdiving primal heuristic data */
379  SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) );
380 
381  /* include primal heuristic */
382  SCIP_CALL( SCIPincludeHeurBasic(scip, &heur,
384  HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecActconsdiving, heurdata) );
385 
386  assert(heur != NULL);
387 
388  /* set non-NULL pointers to callback methods */
389  SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyActconsdiving) );
390  SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeActconsdiving) );
391  SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitActconsdiving) );
392  SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitActconsdiving) );
393 
394  /* create a diveset (this will automatically install some additional parameters for the heuristic)*/
399  DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreActconsdiving, divesetAvailableActconsdiving) );
400 
401  return SCIP_OKAY;
402 }
403 
#define DEFAULT_MAXDIVEAVGQUOT
#define HEUR_USESSUBSCIP
int SCIPgetNIntVars(SCIP *scip)
Definition: scip_prob.c:2090
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
#define HEUR_FREQ
#define DEFAULT_RANDSEED
public methods for memory management
#define DEFAULT_MAXLPITEROFS
#define DEFAULT_BACKTRACK
SCIP_Real * SCIPcolGetVals(SCIP_COL *col)
Definition: lp.c:17164
SCIP_RETCODE SCIPsetHeurExit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXIT((*heurexit)))
Definition: scip_heur.c:210
SCIP_DIVESET ** SCIPheurGetDivesets(SCIP_HEUR *heur)
Definition: heur.c:1648
SCIP_Bool SCIPvarIsBinary(SCIP_VAR *var)
Definition: var.c:17444
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
SCIP_Real SCIProwGetLhs(SCIP_ROW *row)
Definition: lp.c:17295
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
int SCIPrandomGetInt(SCIP_RANDNUMGEN *randnumgen, int minrandval, int maxrandval)
Definition: misc.c:10019
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
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
SCIP_Real SCIProwGetDualsol(SCIP_ROW *row)
Definition: lp.c:17315
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 DIVESET_DIVETYPES
#define DEFAULT_MAXDIVEUBQUOTNOSOL
static SCIP_DECL_HEURFREE(heurFreeActconsdiving)
SCIP_Real SCIPgetBranchScore(SCIP *scip, SCIP_VAR *var, SCIP_Real downgain, SCIP_Real upgain)
Definition: scip_branch.c:849
static SCIP_DECL_HEUREXEC(heurExecActconsdiving)
#define HEUR_FREQOFS
const char * SCIPheurGetName(SCIP_HEUR *heur)
Definition: heur.c:1450
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
SCIP_ROW ** SCIPcolGetRows(SCIP_COL *col)
Definition: lp.c:17154
#define DEFAULT_ONLYLPBRANCHCANDS
#define HEUR_DISPCHAR
#define DEFAULT_MINRELDEPTH
SCIP_SOL * sol
Definition: struct_heur.h:71
LP diving heuristic that chooses fixings w.r.t. the active constraints the variable appear in...
#define NULL
Definition: lpi_spx1.cpp:164
int SCIPgetNLPRows(SCIP *scip)
Definition: scip_lp.c:626
#define divesetAvailableActconsdiving
#define SCIP_CALL(x)
Definition: def.h:394
static SCIP_DECL_HEURINIT(heurInitActconsdiving)
static SCIP_Real getNActiveConsScore(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real *downscore, SCIP_Real *upscore)
SCIP_Real SCIProwGetRhs(SCIP_ROW *row)
Definition: lp.c:17305
#define HEUR_PRIORITY
int SCIPheurGetNDivesets(SCIP_HEUR *heur)
Definition: heur.c:1658
#define SCIP_PROBINGSCORE_PENALTYRATIO
Definition: def.h:336
public methods for primal heuristic plugins and divesets
#define DEFAULT_MAXLPITERQUOT
public data structures and miscellaneous methods
#define SCIP_Bool
Definition: def.h:93
#define HEUR_DESC
SCIP_RANDNUMGEN * SCIPdivesetGetRandnumgen(SCIP_DIVESET *diveset)
Definition: heur.c:718
public methods for LP management
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:985
SCIP_COL * SCIPvarGetCol(SCIP_VAR *var)
Definition: var.c:17634
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2141
#define HEUR_TIMING
int SCIPgetNBinVars(SCIP *scip)
Definition: scip_prob.c:2045
#define HEUR_NAME
#define DEFAULT_MAXDIVEUBQUOT
static SCIP_DECL_HEUREXIT(heurExitActconsdiving)
public methods for the LP relaxation, rows and columns
#define DEFAULT_MAXDIVEAVGQUOTNOSOL
SCIP_Real * r
Definition: circlepacking.c:59
public methods for branching rule plugins and branching
public methods for solutions
#define DEFAULT_LPSOLVEFREQ
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
SCIP_VARSTATUS SCIPvarGetStatus(SCIP_VAR *var)
Definition: var.c:17383
#define SCIP_Real
Definition: def.h:186
#define HEUR_MAXDEPTH
#define DIVESET_ISPUBLIC
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
static SCIP_DECL_DIVESETGETSCORE(divesetGetScoreActconsdiving)
public methods for primal heuristics
#define DEFAULT_LPRESOLVEDOMCHGQUOT
SCIP_HEURDATA * SCIPheurGetData(SCIP_HEUR *heur)
Definition: heur.c:1361
SCIP_RETCODE SCIPincludeHeurActconsdiving(SCIP *scip)
public methods for global and local (sub)problems
int SCIPcolGetNLPNonz(SCIP_COL *col)
Definition: lp.c:17143
SCIP_SOL * SCIPdivesetGetWorkSolution(SCIP_DIVESET *diveset)
Definition: heur.c:422
#define DEFAULT_MAXRELDEPTH
SCIP_Real SCIProwGetNorm(SCIP_ROW *row)
Definition: lp.c:17271
SCIP_Bool SCIPvarMayRoundUp(SCIP_VAR *var)
Definition: var.c:3455
static SCIP_DECL_HEURCOPY(heurCopyActconsdiving)
SCIP_Bool SCIPvarMayRoundDown(SCIP_VAR *var)
Definition: var.c:3444
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328