heur_ofins.c
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17 * @brief OFINS - Objective Function Induced Neighborhood Search - a primal heuristic for reoptimization
21 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
50 #define HEUR_DESC "primal heuristic for reoptimization, objective function induced neighborhood search"
62 #define DEFAULT_COPYCUTS TRUE /**< if DEFAULT_USELPROWS is FALSE, then should all active cuts from the cutpool
65 #define DEFAULT_MINIMPROVE 0.01 /**< factor by which OFINS should at least improve the incumbent */
66 #define DEFAULT_ADDALLSOLS FALSE /**< should all subproblem solutions be added to the original SCIP? */
68 #define DEFAULT_NODESOFS 500LL /**< number of nodes added to the contingent of the total nodes */
69 #define DEFAULT_NODESQUOT 0.1 /**< subproblem nodes in relation to nodes of the original problem */
70 #define DEFAULT_LPLIMFAC 2.0 /**< factor by which the limit on the number of LP depends on the node limit */
82 SCIP_Bool copycuts; /**< should all active cuts from cutpool be copied to constraints in subproblem? */
89 SCIP_Real nodelimit; /**< the nodelimit employed in the current sub-SCIP, for the event handler*/
90 SCIP_Real lplimfac; /**< factor by which the limit on the number of LP depends on the node limit */
101 {
123 /** creates a new solution for the original problem by copying the solution of the subproblem */
147 /* sub-SCIP may have more variables than the number of active (transformed) variables in the main SCIP
148 * since constraint copying may have required the copy of variables that are fixed in the main SCIP
243 SCIP_CALL( SCIPcopyLargeNeighborhoodSearch(scip, subscip, varmapfw, "ofins", fixedvars, fixedvals, nfixedvars, FALSE,
252 SCIP_CALL( SCIPincludeEventhdlrBasic(subscip, &eventhdlr, EVENTHDLR_NAME, EVENTHDLR_DESC, eventExecOfins, NULL) );
273 SCIPdebugMsg(scip, "OFINS subproblem: %d vars, %d cons\n", SCIPgetNVars(subscip), SCIPgetNConss(subscip));
304 if( SCIPfindNodesel(subscip, "estimate") != NULL && !SCIPisParamFixed(subscip, "nodeselection/estimate/stdpriority") )
310 if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
328 * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
332 SCIPwarningMessage(scip, "Error while presolving subproblem in %s heuristic; sub-SCIP terminated with code <%d>\n", HEUR_NAME, retcode);
341 SCIPdebugMsg(scip, "%s presolved subproblem: %d vars, %d cons\n", HEUR_NAME, SCIPgetNVars(subscip), SCIPgetNConss(subscip));
346 SCIP_CALL( SCIPcatchEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, NULL) );
349 SCIPdebugMsg(scip, "solving subproblem: nstallnodes=%" SCIP_LONGINT_FORMAT ", maxnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, heurdata->maxnodes);
352 * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
356 SCIP_CALL( SCIPdropEvent(subscip, SCIP_EVENTTYPE_LPSOLVED, eventhdlr, (SCIP_EVENTDATA*) heurdata, -1) );
400 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
414 SCIPstatisticPrintf("%s statistic: fixed %6.3f integer variables, needed %6.1f seconds, %" SCIP_LONGINT_FORMAT " nodes, solution %10.4f found at node %" SCIP_LONGINT_FORMAT "\n",
415 HEUR_NAME, 0.0, SCIPgetSolvingTime(subscip), SCIPgetNNodes(subscip), success ? SCIPgetPrimalbound(scip) : SCIPinfinity(scip),
555 nstallnodes = (SCIP_Longint)(nstallnodes * 3.0 * (SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur) + 1.0));
556 nstallnodes -= 100 * SCIPheurGetNCalls(heur); /* count the setup costs for the sub-SCIP as 100 nodes */
565 SCIPdebugMsg(scip, "skipping OFINS: nstallnodes=%" SCIP_LONGINT_FORMAT ", minnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, heurdata->minnodes);
632 SCIPdebugMsg(scip, "%d (rate %.4f) changed coefficients\n", nchgcoefs, nchgcoefs/((SCIP_Real)nvars));
Definition: type_result.h:33
Definition: type_result.h:47
SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:1048
Definition: type_result.h:34
public methods for SCIP parameter handling
Definition: type_var.h:40
Definition: struct_scip.h:58
public methods for node selector plugins
public methods for memory management
SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur)
Definition: heur.c:1400
Definition: type_result.h:38
public solving methods
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:172
public methods for timing
Definition: struct_var.h:198
Definition: type_stat.h:55
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1918
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:2891
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:314
SCIP_RETCODE SCIPaddLongintParam(SCIP *scip, const char *name, const char *desc, SCIP_Longint *valueptr, SCIP_Bool isadvanced, SCIP_Longint defaultvalue, SCIP_Longint minvalue, SCIP_Longint maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:183
SCIP_RETCODE SCIPcopyLimits(SCIP *sourcescip, SCIP *targetscip)
Definition: scip_copy.c:3012
static SCIP_RETCODE setupAndSolve(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_HEURDATA *heurdata, SCIP_RESULT *result, SCIP_Longint nstallnodes, SCIP_Bool *chgcoeffs)
Definition: heur_ofins.c:172
methods commonly used by primal heuristics
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:1022
SCIP_BRANCHRULE * SCIPfindBranchrule(SCIP *scip, const char *name)
Definition: scip_branch.c:286
public methods for problem variables
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:187
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3078
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1175
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:203
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
Definition: scip_solvingstats.c:3776
public methods for numerical tolerances
public methods for querying solving statistics
Definition: struct_sol.h:63
Definition: struct_misc.h:127
Definition: type_result.h:35
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:291
Definition: type_paramset.h:54
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:248
public methods for event handler plugins and event handlers
SCIP_RETCODE SCIPgetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_sol.c:1447
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:520
Definition: type_retcode.h:33
public methods for problem copies
public methods for primal CIP solutions
Definition: struct_heur.h:79
public methods for primal heuristic plugins and divesets
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
Definition: scip_sol.c:1270
public data structures and miscellaneous methods
SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:354
SCIP_RETCODE SCIPprintRay(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:2227
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1478
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:3276
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:578
SCIP_RETCODE SCIPdropEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
Definition: scip_event.c:388
SCIP_RETCODE SCIPgetReoptOldObjCoef(SCIP *scip, SCIP_VAR *var, int run, SCIP_Real *objcoef)
Definition: scip_solve.c:3181
public methods for branching rule plugins and branching
public methods for managing events
general public methods
public methods for solutions
public methods for message output
SCIP_NODESEL * SCIPfindNodesel(SCIP *scip, const char *name)
Definition: scip_nodesel.c:304
SCIP_RETCODE SCIPcopyLargeNeighborhoodSearch(SCIP *sourcescip, SCIP *subscip, SCIP_HASHMAP *varmap, const char *suffix, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Bool uselprows, SCIP_Bool copycuts, SCIP_Bool *success, SCIP_Bool *valid)
Definition: heuristics.c:895
static SCIP_RETCODE createNewSol(SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_HEUR *heur, SCIP_SOL *subsol, SCIP_Bool *success)
Definition: heur_ofins.c:126
SCIP_RETCODE SCIPupdatePrimalRay(SCIP *scip, SCIP_SOL *primalray)
Definition: scip_sol.c:3601
public methods for message handling
Definition: type_retcode.h:45
SCIP_RETCODE SCIPcheckCopyLimits(SCIP *sourcescip, SCIP_Bool *success)
Definition: scip_copy.c:2976
SCIP_RETCODE SCIPsetSolVals(SCIP *scip, SCIP_SOL *sol, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_sol.c:1312
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:232
public methods for primal heuristics
Definition: type_paramset.h:53
Definition: objbenders.h:33
public methods for global and local (sub)problems
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1410
Definition: type_stat.h:53
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:211
SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet)
Definition: scip_param.c:973
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:636
SCIP_Real SCIPgetPrimalRayVal(SCIP *scip, SCIP_VAR *var)
Definition: scip_sol.c:3574
Definition: struct_event.h:186
static SCIP_RETCODE applyOfins(SCIP *scip, SCIP_HEUR *heur, SCIP_HEURDATA *heurdata, SCIP_RESULT *result, SCIP_Longint nstallnodes, SCIP_Bool *chgcoeffs)
Definition: heur_ofins.c:427
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:129
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:377
Definition: type_stat.h:54
OFINS - Objective Function Induced Neighborhood Search - a primal heuristic for reoptimization.
memory allocation routines