heur_mpec.c File Reference

Detailed Description

mpec primal heuristic

Author

Felipe Serrano

Benjamin Mueller

Definition in file heur_mpec.c.

#include "blockmemshell/memory.h"
#include "nlpi/nlpi.h"
#include "nlpi/pub_expr.h"
#include "scip/heur_mpec.h"
#include "scip/heur_subnlp.h"
#include "scip/pub_cons.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_nlp.h"
#include "scip/pub_var.h"
#include "scip/scip_cons.h"
#include "scip/scip_general.h"
#include "scip/scip_heur.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nonlinear.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_sol.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME   "mpec"
#define	HEUR_DESC   "regularization heuristic for convex and nonconvex MINLPs"
#define	HEUR_DISPCHAR   'W'
#define	HEUR_PRIORITY   -2050000
#define	HEUR_FREQ   50
#define	HEUR_FREQOFS   0
#define	HEUR_MAXDEPTH   -1
#define	HEUR_TIMING   SCIP_HEURTIMING_AFTERLPNODE
#define	HEUR_USESSUBSCIP   TRUE
#define	DEFAULT_INITTHETA   0.125
#define	DEFAULT_SIGMA   0.5
#define	DEFAULT_MAXITER   100
#define	DEFAULT_MAXNLPITER   500
#define	DEFAULT_MINGAPLEFT   0.05
#define	DEFAULT_SUBNLPTRIGGER   1e-3
#define	DEFAULT_MAXNLPCOST   1e+8
#define	DEFAULT_MINIMPROVE   0.01
#define	DEFAULT_MAXNUNSUCC   10

Functions
static SCIP_RETCODE	createNLP (SCIP *scip, SCIP_HEURDATA *heurdata)
static SCIP_RETCODE	freeNLP (SCIP *scip, SCIP_HEURDATA *heurdata)
static SCIP_RETCODE	addRegularScholtes (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **binvars, int nbinvars, SCIP_Real theta, SCIP_Bool update)
static int	getExprSize (SCIP_EXPR *expr)
static int	getExprtreeSize (SCIP_EXPRTREE *tree)
static SCIP_RETCODE	getTimeLeft (SCIP *scip, SCIP_Real *timeleft)
static SCIP_RETCODE	heurExec (SCIP *scip, SCIP_HEUR *heur, SCIP_HEURDATA *heurdata, SCIP_RESULT *result)
static	SCIP_DECL_HEURCOPY (heurCopyMpec)
static	SCIP_DECL_HEURFREE (heurFreeMpec)
static	SCIP_DECL_HEURINITSOL (heurInitsolMpec)
static	SCIP_DECL_HEUREXITSOL (heurExitsolMpec)
static	SCIP_DECL_HEUREXEC (heurExecMpec)
SCIP_RETCODE	SCIPincludeHeurMpec (SCIP *scip)

Macro Definition Documentation

HEUR_NAME

#define HEUR_NAME   "mpec"

Definition at line 51 of file heur_mpec.c.

Referenced by SCIP_DECL_HEURCOPY(), and SCIPincludeHeurMpec().

HEUR_DESC

#define HEUR_DESC   "regularization heuristic for convex and nonconvex MINLPs"

Definition at line 52 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_DISPCHAR

#define HEUR_DISPCHAR   'W'

Definition at line 53 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_PRIORITY

#define HEUR_PRIORITY   -2050000

Definition at line 54 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_FREQ

#define HEUR_FREQ   50

Definition at line 55 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_FREQOFS

#define HEUR_FREQOFS   0

Definition at line 56 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_MAXDEPTH

#define HEUR_MAXDEPTH   -1

Definition at line 57 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_TIMING

#define HEUR_TIMING   SCIP_HEURTIMING_AFTERLPNODE

Definition at line 58 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP   TRUE

disable the heuristic in sub-SCIPs, even though it does not use any

Definition at line 59 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_INITTHETA

#define DEFAULT_INITTHETA   0.125

default initial regularization right-hand side value (< 0.25)

Definition at line 61 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_SIGMA

#define DEFAULT_SIGMA   0.5

default regularization update factor (< 1)

Definition at line 62 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_MAXITER

#define DEFAULT_MAXITER   100

default maximum number of iterations of the MPEC loop

Definition at line 63 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_MAXNLPITER

#define DEFAULT_MAXNLPITER   500

default maximum number of NLP iterations per solve

Definition at line 64 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_MINGAPLEFT

#define DEFAULT_MINGAPLEFT   0.05

default minimum amount of gap left in order to call the heuristic

Definition at line 65 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_SUBNLPTRIGGER

#define DEFAULT_SUBNLPTRIGGER   1e-3

default maximum integrality violation before triggering a sub-NLP call

Definition at line 66 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_MAXNLPCOST

#define DEFAULT_MAXNLPCOST   1e+8

default maximum cost available for solving NLPs per call of the heuristic

Definition at line 67 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE   0.01

default factor by which heuristic should at least improve the incumbent

Definition at line 68 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

DEFAULT_MAXNUNSUCC

#define DEFAULT_MAXNUNSUCC   10

default maximum number of consecutive calls for which the heuristic did not find an improving solution

Definition at line 69 of file heur_mpec.c.

Referenced by SCIPincludeHeurMpec().

Function Documentation

createNLP()

static SCIP_RETCODE createNLP ( SCIP *  scip, SCIP_HEURDATA *  heurdata  )

static

creates the data structure for generating the current NLP relaxation

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 104 of file heur_mpec.c.

References FALSE, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPcreateNlpiProb(), SCIPdebugMsg, SCIPgetLowerbound(), SCIPgetNLPNlRows(), SCIPgetNNLPNlRows(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPinfinity(), SCIPisInfinity(), SCIPnlpiCreateProblem(), SCIPsumepsilon(), and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

freeNLP()

static SCIP_RETCODE freeNLP ( SCIP *  scip, SCIP_HEURDATA *  heurdata  )

static

frees the data structures for the NLP relaxation

Parameters

scip	SCIP data structure
heurdata	heuristic data

Definition at line 152 of file heur_mpec.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPhashmapFree(), and SCIPnlpiFreeProblem().

Referenced by SCIP_DECL_HEUREXEC().

addRegularScholtes()

static SCIP_RETCODE addRegularScholtes ( SCIP *  scip, SCIP_HEURDATA *  heurdata, SCIP_VAR **  binvars, int  nbinvars, SCIP_Real  theta, SCIP_Bool  update  )

static

add or updates the regularization constraints to the NLP; for a given parameter theta we add for each non-fixed binary variable z the constraint z*(1-z) <= theta; if these constraint are already present we update the theta on the right-hand side

Parameters

scip	SCIP data structure
heurdata	heuristic data
binvars	array containing all non-fixed binary variables
nbinvars	total number of non-fixed binary variables
theta	regularization parameter
update	should the regularization constraints be added or updated?

Definition at line 177 of file heur_mpec.c.

References SCIP_QuadElement::coef, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPgetNNLPNlRows(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPnlpiAddConstraints(), and SCIPnlpiChgConsSides().

Referenced by heurExec().

getExprSize()

static int getExprSize ( SCIP_EXPR *  expr )

static

recursive helper function to count the number of nodes in a sub-tree

Parameters

expr	expression

Definition at line 260 of file heur_mpec.c.

References NULL, SCIPexprGetChildren(), and SCIPexprGetNChildren().

Referenced by getExprtreeSize().

getExprtreeSize()

static int getExprtreeSize ( SCIP_EXPRTREE *  tree )

static

returns the number of nodes in an expression tree

Parameters

tree	expression tree

Definition at line 280 of file heur_mpec.c.

References getExprSize(), NULL, and SCIPexprtreeGetRoot().

Referenced by heurExec().

getTimeLeft()

static SCIP_RETCODE getTimeLeft ( SCIP *  scip, SCIP_Real *  timeleft  )

static

returns the available time limit that is left

Parameters

scip	SCIP data structure
timeleft	pointer to store the remaining time limit

Definition at line 291 of file heur_mpec.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPinfinity(), and SCIPisInfinity().

Referenced by heurExec().

heurExec()

static SCIP_RETCODE heurExec ( SCIP *  scip, SCIP_HEUR *  heur, SCIP_HEURDATA *  heurdata, SCIP_RESULT *  result  )

static

main execution function of the MPEC heuristic

Parameters

scip	SCIP data structure
heur	MPEC heuristic
heurdata	heuristic data
result	pointer to store the result

Definition at line 312 of file heur_mpec.c.

References addRegularScholtes(), BMScopyMemoryArray, FALSE, getExprtreeSize(), getTimeLeft(), MAX, MIN, NULL, SCIP_Bool, SCIP_CALL, SCIP_FOUNDSOL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPallocBufferArray, SCIPapplyHeurSubNlp(), SCIPblkmem(), SCIPcreateSol(), SCIPdebugMsg, SCIPdualfeastol(), SCIPfeasRound(), SCIPfeastol(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPfreeSol(), SCIPgetNBinVars(), SCIPgetNLPNlRows(), SCIPgetNNLPNlRows(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPisFeasLE(), SCIPisLE(), SCIPisStopped(), SCIPnlpiChgVarBounds(), SCIPnlpiGetSolstat(), SCIPnlpiGetSolution(), SCIPnlpiGetStatistics(), SCIPnlpiSetInitialGuess(), SCIPnlpiSetIntPar(), SCIPnlpiSetRealPar(), SCIPnlpiSolve(), SCIPnlpStatisticsCreate(), SCIPnlpStatisticsFree(), SCIPnlpStatisticsGetNIterations(), SCIPnlrowGetExprtree(), SCIPnlrowGetNLinearVars(), SCIPnlrowGetNQuadElems(), SCIPsetSolVal(), SCIPtrySolFree(), SCIPvarGetLbLocal(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SQR, and TRUE.

Referenced by SCIP_DECL_HEUREXEC().

SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyMpec  )

static

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

Definition at line 626 of file heur_mpec.c.

References HEUR_NAME, SCIP_CALL, SCIP_OKAY, SCIPheurGetName(), and SCIPincludeHeurMpec().

SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeMpec  )

static

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

Definition at line 638 of file heur_mpec.c.

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

SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolMpec  )

static

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

Definition at line 651 of file heur_mpec.c.

References NULL, SCIP_OKAY, SCIPfindHeur(), SCIPgetNlpis(), SCIPgetNNlpis(), and SCIPheurGetData().

SCIP_DECL_HEUREXITSOL()

static SCIP_DECL_HEUREXITSOL ( heurExitsolMpec  )

static

solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)

Definition at line 670 of file heur_mpec.c.

References NULL, SCIP_OKAY, and SCIPheurGetData().

SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecMpec  )

static

execution method of primal heuristic

Definition at line 682 of file heur_mpec.c.

References createNLP(), freeNLP(), heurExec(), NULL, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_OKAY, SCIPconshdlrGetNConss(), SCIPfindConshdlr(), SCIPgetGap(), SCIPgetNBinVars(), SCIPgetNIntVars(), SCIPheurGetData(), and SCIPisNLPConstructed().