heur_rens.c File Reference

Detailed Description

LNS heuristic that finds the optimal rounding to a given point.

Author

Timo Berthold

Definition in file heur_rens.c.

#include "blockmemshell/memory.h"
#include "nlpi/type_nlpi.h"
#include "scip/heuristics.h"
#include "scip/heur_rens.h"
#include "scip/pub_event.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_sol.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.h"
#include "scip/scip_event.h"
#include "scip/scip_general.h"
#include "scip/scip_heur.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nodesel.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_sol.h"
#include "scip/scip_solve.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include "scip/scip_var.h"
#include <string.h>

Go to the source code of this file.

Macros
#define	HEUR_NAME   "rens"
#define	HEUR_DESC   "LNS exploring fractional neighborhood of relaxation's optimum"
#define	HEUR_DISPCHAR   'E'
#define	HEUR_PRIORITY   -1100000
#define	HEUR_FREQ   0
#define	HEUR_FREQOFS   0
#define	HEUR_MAXDEPTH   -1
#define	HEUR_TIMING   SCIP_HEURTIMING_AFTERLPNODE
#define	HEUR_USESSUBSCIP   TRUE
#define	DEFAULT_BINARYBOUNDS   TRUE /* should general integers get binary bounds [floor(.),ceil(.)] ? */
#define	DEFAULT_MAXNODES   5000LL /* maximum number of nodes to regard in the subproblem */
#define	DEFAULT_MINFIXINGRATE   0.5 /* minimum percentage of integer variables that have to be fixed */
#define	DEFAULT_MINIMPROVE   0.01 /* factor by which RENS should at least improve the incumbent */
#define	DEFAULT_MINNODES   50LL /* minimum number of nodes to regard in the subproblem */
#define	DEFAULT_NODESOFS   500LL /* number of nodes added to the contingent of the total nodes */
#define	DEFAULT_NODESQUOT   0.1 /* subproblem nodes in relation to nodes of the original problem */
#define	DEFAULT_LPLIMFAC   2.0 /* factor by which the limit on the number of LP depends on the node limit */
#define	DEFAULT_STARTSOL   'l' /* solution that is used for fixing values */
#define	STARTSOL_CHOICES   "nl" /* possible values for startsol ('l'p relaxation, 'n'lp relaxation) */
#define	DEFAULT_USELPROWS
#define	DEFAULT_COPYCUTS
#define	DEFAULT_EXTRATIME
#define	DEFAULT_ADDALLSOLS   FALSE /* should all subproblem solutions be added to the original SCIP? */
#define	DEFAULT_FULLSCALE
#define	DEFAULT_BESTSOLLIMIT   -1 /* limit on number of improving incumbent solutions in sub-CIP */
#define	DEFAULT_USEUCT   FALSE /* should uct node selection be used at the beginning of the search? */
#define	EVENTHDLR_NAME   "Rens"
#define	EVENTHDLR_DESC   "LP event handler for " HEUR_NAME " heuristic"

Functions
static SCIP_RETCODE	computeFixingrate (SCIP *scip, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int *nfixedvars, int fixedvarssize, SCIP_Real minfixingrate, char *startsol, SCIP_Real *fixingrate, SCIP_Bool *success)
static SCIP_RETCODE	restrictToBinaryBounds (SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, char startsol)
static SCIP_RETCODE	createNewSol (SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_HEUR *heur, SCIP_SOL *subsol, SCIP_Bool *success)
static	SCIP_DECL_EVENTEXEC (eventExecRens)
static SCIP_RETCODE	setupAndSolveSubscip (SCIP *scip, SCIP *subscip, SCIP_RESULT *result, SCIP_HEUR *heur, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Real intfixingrate, SCIP_Real minfixingrate, SCIP_Real minimprove, SCIP_Longint maxnodes, SCIP_Longint nstallnodes, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows)
SCIP_RETCODE	SCIPapplyRens (SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_Real minfixingrate, SCIP_Real minimprove, SCIP_Longint maxnodes, SCIP_Longint nstallnodes, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows)
static	SCIP_DECL_HEURCOPY (heurCopyRens)
static	SCIP_DECL_HEURFREE (heurFreeRens)
static	SCIP_DECL_HEURINIT (heurInitRens)
static	SCIP_DECL_HEUREXEC (heurExecRens)
SCIP_RETCODE	SCIPincludeHeurRens (SCIP *scip)

Macro Definition Documentation

HEUR_NAME

#define HEUR_NAME   "rens"

Definition at line 55 of file heur_rens.c.

Referenced by SCIP_DECL_HEURCOPY(), SCIPincludeHeurRens(), and setupAndSolveSubscip().

HEUR_DESC

#define HEUR_DESC   "LNS exploring fractional neighborhood of relaxation's optimum"

Definition at line 56 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_DISPCHAR

#define HEUR_DISPCHAR   'E'

Definition at line 57 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_PRIORITY

#define HEUR_PRIORITY   -1100000

Definition at line 58 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_FREQ

#define HEUR_FREQ   0

Definition at line 59 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_FREQOFS

#define HEUR_FREQOFS   0

Definition at line 60 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_MAXDEPTH

#define HEUR_MAXDEPTH   -1

Definition at line 61 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_TIMING

#define HEUR_TIMING   SCIP_HEURTIMING_AFTERLPNODE

Definition at line 62 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP   TRUE

does the heuristic use a secondary SCIP instance?

Definition at line 63 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_BINARYBOUNDS

#define DEFAULT_BINARYBOUNDS   TRUE /* should general integers get binary bounds [floor(.),ceil(.)] ? */

Definition at line 66 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_MAXNODES

#define DEFAULT_MAXNODES   5000LL /* maximum number of nodes to regard in the subproblem */

Definition at line 67 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_MINFIXINGRATE

#define DEFAULT_MINFIXINGRATE   0.5 /* minimum percentage of integer variables that have to be fixed */

Definition at line 68 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE   0.01 /* factor by which RENS should at least improve the incumbent */

Definition at line 69 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_MINNODES

#define DEFAULT_MINNODES   50LL /* minimum number of nodes to regard in the subproblem */

Definition at line 70 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_NODESOFS

#define DEFAULT_NODESOFS   500LL /* number of nodes added to the contingent of the total nodes */

Definition at line 71 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_NODESQUOT

#define DEFAULT_NODESQUOT   0.1 /* subproblem nodes in relation to nodes of the original problem */

Definition at line 72 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_LPLIMFAC

#define DEFAULT_LPLIMFAC   2.0 /* factor by which the limit on the number of LP depends on the node limit */

Definition at line 73 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_STARTSOL

#define DEFAULT_STARTSOL   'l' /* solution that is used for fixing values */

Definition at line 74 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

STARTSOL_CHOICES

#define STARTSOL_CHOICES   "nl" /* possible values for startsol ('l'p relaxation, 'n'lp relaxation) */

Definition at line 75 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_USELPROWS

#define DEFAULT_USELPROWS

Value:

FALSE     /* should subproblem be created out of the rows in the LP rows,
                                         * otherwise, the copy constructors of the constraints handlers are used */

Definition at line 76 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_COPYCUTS

#define DEFAULT_COPYCUTS

Value:

TRUE      /* if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
                                         * of the original scip be copied to constraints of the subscip
                                         */

Definition at line 78 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_EXTRATIME

#define DEFAULT_EXTRATIME

Value:

FALSE      /* should the RENS sub-CIP get its own full time limit? This is only
                                         * implemented for testing and not recommended to be used!
                                         */

Definition at line 81 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_ADDALLSOLS

#define DEFAULT_ADDALLSOLS   FALSE /* should all subproblem solutions be added to the original SCIP? */

Definition at line 84 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_FULLSCALE

#define DEFAULT_FULLSCALE

Value:

FALSE      /* should the RENS sub-CIP be solved with full-scale SCIP settings, including
                                         * techniques that merely work on the dual bound, e.g., cuts?  This is only
                                         * implemented for testing and not recommended to be used!
                                         */

Definition at line 86 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_BESTSOLLIMIT

#define DEFAULT_BESTSOLLIMIT   -1 /* limit on number of improving incumbent solutions in sub-CIP */

Definition at line 90 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

DEFAULT_USEUCT

#define DEFAULT_USEUCT   FALSE /* should uct node selection be used at the beginning of the search? */

Definition at line 91 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

EVENTHDLR_NAME

#define EVENTHDLR_NAME   "Rens"

Definition at line 94 of file heur_rens.c.

Referenced by SCIP_DECL_EVENTEXEC(), and setupAndSolveSubscip().

EVENTHDLR_DESC

#define EVENTHDLR_DESC   "LP event handler for " HEUR_NAME " heuristic"

Definition at line 95 of file heur_rens.c.

Referenced by setupAndSolveSubscip().

Function Documentation

computeFixingrate()

static SCIP_RETCODE computeFixingrate ( SCIP *  scip, SCIP_VAR **  fixedvars, SCIP_Real *  fixedvals, int *  nfixedvars, int  fixedvarssize, SCIP_Real  minfixingrate, char *  startsol, SCIP_Real *  fixingrate, SCIP_Bool *  success  )

static

compute the number of initial fixings and check whether the fixing rate exceeds the minimum fixing rate

Parameters

scip	SCIP data structure
fixedvars	array to store source SCIP variables whose copies should be fixed in the sub-SCIP
fixedvals	array to store solution values for variable fixing
nfixedvars	pointer to store the number of fixed variables
fixedvarssize	size of the arrays to store fixing variables
minfixingrate	percentage of integer variables that have to be fixed
startsol	pointer to solution used for fixing values ('l'p relaxation, 'n'lp relaxation)
fixingrate	percentage of integers that get actually fixed
success	pointer to store whether minimum fixingrate is exceeded

Definition at line 135 of file heur_rens.c.

References FALSE, MAX, NULL, SCIP_CALL, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCOPT, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMsg, SCIPfloor(), SCIPgetNLPIntPar(), SCIPgetNLPSolstat(), SCIPgetVarsData(), SCIPisFeasIntegral(), SCIPisNLPConstructed(), SCIPsetNLPInitialGuessSol(), SCIPsetNLPIntPar(), SCIPsolveNLP(), SCIPvarGetLPSol(), SCIPvarGetNLPSol(), and TRUE.

Referenced by SCIPapplyRens().

restrictToBinaryBounds()

static SCIP_RETCODE restrictToBinaryBounds ( SCIP *  scip, SCIP *  subscip, SCIP_VAR **  subvars, char  startsol  )

static

fixes bounds of unfixed integer variables to binary bounds

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
subvars	the variables of the subproblem
startsol	solution used for fixing values ('l'p relaxation, 'n'lp relaxation)

Definition at line 248 of file heur_rens.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPfeasCeil(), SCIPfeasFloor(), SCIPfloor(), SCIPgetVarsData(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPvarGetLbGlobal(), SCIPvarGetLPSol(), SCIPvarGetNLPSol(), and SCIPvarGetUbGlobal().

Referenced by setupAndSolveSubscip().

createNewSol()

static SCIP_RETCODE createNewSol ( SCIP *  scip, SCIP *  subscip, SCIP_VAR **  subvars, SCIP_HEUR *  heur, SCIP_SOL *  subsol, SCIP_Bool *  success  )

static

creates a new solution for the original problem by copying the solution of the subproblem

Parameters

scip	original SCIP data structure
subscip	SCIP structure of the subproblem
subvars	the variables of the subproblem
heur	RENS heuristic structure
subsol	solution of the subproblem
success	used to store whether new solution was found or not

Definition at line 307 of file heur_rens.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcreateSol(), SCIPfreeBufferArray, SCIPgetNOrigVars(), SCIPgetSolVals(), SCIPgetVarsData(), SCIPsetSolVals(), SCIPtrySolFree(), and TRUE.

Referenced by setupAndSolveSubscip().

SCIP_DECL_EVENTEXEC()

static SCIP_DECL_EVENTEXEC ( eventExecRens  )

static

Definition at line 358 of file heur_rens.c.

References EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIPdebugMsg, SCIPeventGetType(), SCIPeventhdlrGetName(), SCIPgetNLPs(), and SCIPinterruptSolve().

setupAndSolveSubscip()

static SCIP_RETCODE setupAndSolveSubscip ( SCIP *  scip, SCIP *  subscip, SCIP_RESULT *  result, SCIP_HEUR *  heur, SCIP_VAR **  fixedvars, SCIP_Real *  fixedvals, int  nfixedvars, SCIP_Real  intfixingrate, SCIP_Real  minfixingrate, SCIP_Real  minimprove, SCIP_Longint  maxnodes, SCIP_Longint  nstallnodes, char  startsol, SCIP_Bool  binarybounds, SCIP_Bool  uselprows  )

static

setup and solve the RENS sub-SCIP

Parameters

scip	SCIP data structure
subscip	sub SCIP data structure
result	result pointer
heur	heuristic data structure
fixedvars	array of variables that should be fixed
fixedvals	array of fixing values
nfixedvars	number of variables that should be fixed
intfixingrate	percentage of integer variables fixed
minfixingrate	minimum percentage of integer variables that have to be fixed
minimprove	factor by which RENS should at least improve the incumbent
maxnodes	maximum number of nodes for the subproblem
nstallnodes	number of stalling nodes for the subproblem
startsol	solution used for fixing values ('l'p relaxation, 'n'lp relaxation)
binarybounds	should general integers get binary bounds [floor(.),ceil(.)]?
uselprows	should subproblem be created out of the rows in the LP rows?

Definition at line 383 of file heur_rens.c.

References createNewSol(), EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_NAME, MAX, MIN, NULL, restrictToBinaryBounds(), SCIP_Bool, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_FOUNDSOL, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPABORT, SCIPallocBufferArray, SCIPblkmem(), SCIPcatchEvent(), SCIPcopyLargeNeighborhoodSearch(), SCIPcopyLimits(), SCIPdebug, SCIPdebugMsg, SCIPdropEvent(), SCIPerrorMessage, SCIPfindBranchrule(), SCIPfindConshdlr(), SCIPfindNodesel(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetLowerbound(), SCIPgetNConss(), SCIPgetNNodes(), SCIPgetNOrigVars(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetPrimalbound(), SCIPgetSols(), SCIPgetSolvingTime(), SCIPgetUpperbound(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPheurGetData(), SCIPincludeEventhdlrBasic(), SCIPinfinity(), SCIPisInfinity(), SCIPisParamFixed(), SCIPmergeVariableStatistics(), SCIPpresolve(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolGetNodenum(), SCIPsolve(), SCIPstatisticPrintf, SCIPsumepsilon(), SCIPtransformProb(), SCIPwarningMessage(), and TRUE.

Referenced by SCIPapplyRens().

SCIP_DECL_HEURCOPY()

static SCIP_DECL_HEURCOPY ( heurCopyRens  )

static

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

Definition at line 746 of file heur_rens.c.

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

SCIP_DECL_HEURFREE()

static SCIP_DECL_HEURFREE ( heurFreeRens  )

static

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

Definition at line 760 of file heur_rens.c.

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

SCIP_DECL_HEURINIT()

static SCIP_DECL_HEURINIT ( heurInitRens  )

static

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

Definition at line 780 of file heur_rens.c.

References NULL, SCIP_OKAY, and SCIPheurGetData().

SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecRens  )

static

execution method of primal heuristic

Definition at line 800 of file heur_rens.c.

References MIN, NULL, SCIP_CALL, SCIP_DELAYED, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIPapplyRens(), SCIPdebugMsg, SCIPgetCutoffbound(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetNLPBranchCands(), SCIPgetNNlpis(), SCIPgetNNodes(), SCIPhasCurrentNodeLP(), SCIPheurGetData(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPisGE(), and SCIPisStopped().