Detailed Description
LNS heuristic uses the variable lower and upper bounds to determine the search neighborhood.
More details about the heuristic can be found in
Structure-Based Primal Heuristics for Mixed Integer Programming
Gerald Gamrath, Timo Berthold, Stefan Heinz, and Michael Winkler
Optimization in the Real World, Volume 13 of the series Mathematics for Industry, pp 37-53
Preliminary version available as ZIB-Report 15-26.
Definition in file heur_vbounds.c.
#include "blockmemshell/memory.h"
#include "scip/heur_locks.h"
#include "scip/heur_vbounds.h"
#include "scip/pub_heur.h"
#include "scip/pub_implics.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_tree.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.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_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_probing.h"
#include "scip/scip_sol.h"
#include "scip/scip_solve.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include "scip/scip_tree.h"
#include "scip/scip_var.h"
#include <string.h>
Go to the source code of this file.
Heuristic defines | |
The heuristic works on indices representing a bound of a variable. This index will be called bound index in the following. For a given active variable with problem index i (note that active variables have problem indices between 0 and nactivevariable - 1), the bound index of its lower bound is 2*i, the bound index of its upper bound is 2*i + 1. The other way around, a given bound index i corresponds to the variable with problem index i/2 (rounded down), and to the lower bound, if i is even, to the upper bound if i is odd. The following macros can be used to convert bound index into variable problem index and boundtype and vice versa. | |
#define | getLbIndex(idx) (2*(idx)) |
#define | getUbIndex(idx) (2*(idx)+1) |
#define | getVarIndex(idx) ((idx)/2) |
#define | getBoundtype(idx) (((idx) % 2 == 0) ? SCIP_BOUNDTYPE_LOWER : SCIP_BOUNDTYPE_UPPER) |
#define | isIndexLowerbound(idx) ((idx) % 2 == 0) |
#define | getOtherBoundIndex(idx) (((idx) % 2 == 0) ? (idx) + 1 : (idx) - 1) |
static void | heurdataReset (SCIP_HEURDATA *heurdata) |
static SCIP_RETCODE | dfs (SCIP *scip, int startnode, SCIP_Shortbool *visited, int *dfsstack, int *stacknextedge, int *stacknextcliquevar, int *cliqueexit, int *dfsnodes, int *ndfsnodes) |
static SCIP_RETCODE | topologicalSort (SCIP *scip, int *vbvars, int *nvbvars) |
static SCIP_RETCODE | initializeCandsLists (SCIP *scip, SCIP_HEURDATA *heurdata) |
static SCIP_RETCODE | applyVboundsFixings (SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_VAR **vars, int nvbvars, SCIP_Bool tighten, int obj, SCIP_Bool *allobj1, SCIP_Bool *allobj2, SCIP_Bool *backtracked, SCIP_Bool *infeasible) |
static SCIP_RETCODE | createNewSol (SCIP *scip, SCIP *subscip, SCIP_VAR **subvars, SCIP_SOL *newsol, SCIP_SOL *subsol, SCIP_Bool *success) |
static SCIP_RETCODE | setupAndSolveSubscip (SCIP *scip, SCIP *subscip, SCIP_HEURDATA *heurdata, SCIP_VAR **vars, int nvars, SCIP_SOL *sol, SCIP_Longint nstallnodes, SCIP_Real lowerbound, int *nprevars, SCIP_Bool *wasfeas, SCIP_RESULT *result) |
static SCIP_RETCODE | applyVbounds (SCIP *scip, SCIP_HEUR *heur, SCIP_HEURDATA *heurdata, SCIP_VAR **vbvars, int nvbvars, SCIP_Bool tighten, int obj, SCIP_Bool *skipobj1, SCIP_Bool *skipobj2, SCIP_RESULT *result) |
static | SCIP_DECL_HEURCOPY (heurCopyVbounds) |
static | SCIP_DECL_HEURFREE (heurFreeVbounds) |
static | SCIP_DECL_HEUREXITSOL (heurExitsolVbounds) |
static | SCIP_DECL_HEUREXEC (heurExecVbounds) |
SCIP_RETCODE | SCIPincludeHeurVbounds (SCIP *scip) |
Macro Definition Documentation
◆ VBOUNDVARIANT_NOOBJ
#define VBOUNDVARIANT_NOOBJ 0x001u |
Definition at line 68 of file heur_vbounds.c.
◆ VBOUNDVARIANT_BESTBOUND
#define VBOUNDVARIANT_BESTBOUND 0x002u |
Definition at line 69 of file heur_vbounds.c.
◆ VBOUNDVARIANT_WORSTBOUND
#define VBOUNDVARIANT_WORSTBOUND 0x004u |
Definition at line 70 of file heur_vbounds.c.
◆ HEUR_NAME
#define HEUR_NAME "vbounds" |
Definition at line 72 of file heur_vbounds.c.
Referenced by applyVbounds().
◆ HEUR_DESC
#define HEUR_DESC "LNS heuristic uses the variable lower and upper bounds to determine the search neighborhood" |
Definition at line 73 of file heur_vbounds.c.
◆ HEUR_DISPCHAR
#define HEUR_DISPCHAR 'V' |
Definition at line 74 of file heur_vbounds.c.
◆ HEUR_PRIORITY
#define HEUR_PRIORITY 2500 |
Definition at line 75 of file heur_vbounds.c.
◆ HEUR_FREQ
#define HEUR_FREQ 0 |
Definition at line 76 of file heur_vbounds.c.
◆ HEUR_FREQOFS
#define HEUR_FREQOFS 0 |
Definition at line 77 of file heur_vbounds.c.
◆ HEUR_MAXDEPTH
#define HEUR_MAXDEPTH -1 |
Definition at line 78 of file heur_vbounds.c.
◆ HEUR_TIMING
#define HEUR_TIMING SCIP_HEURTIMING_BEFORENODE |
Definition at line 79 of file heur_vbounds.c.
◆ HEUR_USESSUBSCIP
#define HEUR_USESSUBSCIP TRUE |
does the heuristic use a secondary SCIP instance?
Definition at line 80 of file heur_vbounds.c.
◆ DEFAULT_MAXNODES
#define DEFAULT_MAXNODES 5000LL |
maximum number of nodes to regard in the subproblem
Definition at line 82 of file heur_vbounds.c.
◆ DEFAULT_MININTFIXINGRATE
#define DEFAULT_MININTFIXINGRATE 0.65 |
minimum percentage of integer variables that have to be fixed
Definition at line 83 of file heur_vbounds.c.
◆ DEFAULT_MINMIPFIXINGRATE
#define DEFAULT_MINMIPFIXINGRATE 0.65 |
minimuskipobjm percentage of variables that have to be fixed within sub-SCIP (integer and continuous)
Definition at line 84 of file heur_vbounds.c.
◆ DEFAULT_MINIMPROVE
#define DEFAULT_MINIMPROVE 0.01 |
factor by which vbounds heuristic should at least improve the incumbent
Definition at line 87 of file heur_vbounds.c.
◆ DEFAULT_MINNODES
#define DEFAULT_MINNODES 500LL |
minimum number of nodes to regard in the subproblem
Definition at line 90 of file heur_vbounds.c.
◆ DEFAULT_NODESOFS
#define DEFAULT_NODESOFS 500LL |
number of nodes added to the contingent of the total nodes
Definition at line 91 of file heur_vbounds.c.
◆ DEFAULT_NODESQUOT
#define DEFAULT_NODESQUOT 0.1 |
subproblem nodes in relation to nodes of the original problem
Definition at line 92 of file heur_vbounds.c.
◆ DEFAULT_MAXPROPROUNDS
#define DEFAULT_MAXPROPROUNDS 2 |
maximum number of propagation rounds during probing
Definition at line 93 of file heur_vbounds.c.
◆ DEFAULT_MAXBACKTRACKS
#define DEFAULT_MAXBACKTRACKS 10 |
maximum number of backtracks during the fixing process
Definition at line 94 of file heur_vbounds.c.
◆ DEFAULT_COPYCUTS
#define DEFAULT_COPYCUTS TRUE |
should all active cuts from the cutpool of the original scip be copied to constraints of the subscip?
Definition at line 95 of file heur_vbounds.c.
◆ DEFAULT_USELOCKFIXINGS
#define DEFAULT_USELOCKFIXINGS FALSE |
should more variables be fixed based on variable locks if the fixing rate was not reached?
Definition at line 98 of file heur_vbounds.c.
◆ DEFAULT_FEASVARIANT
#define DEFAULT_FEASVARIANT (VBOUNDVARIANT_BESTBOUND | VBOUNDVARIANT_WORSTBOUND) |
which variants of the vbounds heuristic that try to stay feasible should be called?
Definition at line 105 of file heur_vbounds.c.
◆ DEFAULT_TIGHTENVARIANT
#define DEFAULT_TIGHTENVARIANT (VBOUNDVARIANT_NOOBJ | VBOUNDVARIANT_BESTBOUND | VBOUNDVARIANT_WORSTBOUND) |
which tightening variants of the vbounds heuristic should be called?
Definition at line 108 of file heur_vbounds.c.
◆ getLbIndex
#define getLbIndex | ( | idx | ) | (2*(idx)) |
Definition at line 155 of file heur_vbounds.c.
Referenced by dfs().
◆ getUbIndex
#define getUbIndex | ( | idx | ) | (2*(idx)+1) |
Definition at line 156 of file heur_vbounds.c.
Referenced by dfs().
◆ getVarIndex
#define getVarIndex | ( | idx | ) | ((idx)/2) |
Definition at line 157 of file heur_vbounds.c.
Referenced by dfs().
◆ getBoundtype
#define getBoundtype | ( | idx | ) | (((idx) % 2 == 0) ? SCIP_BOUNDTYPE_LOWER : SCIP_BOUNDTYPE_UPPER) |
Definition at line 158 of file heur_vbounds.c.
◆ isIndexLowerbound
#define isIndexLowerbound | ( | idx | ) | ((idx) % 2 == 0) |
Definition at line 159 of file heur_vbounds.c.
Referenced by dfs().
◆ getOtherBoundIndex
#define getOtherBoundIndex | ( | idx | ) | (((idx) % 2 == 0) ? (idx) + 1 : (idx) - 1) |
Definition at line 160 of file heur_vbounds.c.
Referenced by dfs().
Function Documentation
◆ heurdataReset()
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static |
reset heuristic data structure
- Parameters
-
heurdata structure containing heurdata
Definition at line 169 of file heur_vbounds.c.
◆ dfs()
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static |
performs depth-first-search in the implicitly given directed graph from the given start index
- Parameters
-
scip SCIP data structure startnode node to start the depth-first-search visited array to store for each node, whether it was already visited dfsstack array of size number of nodes to store the stack; only needed for performance reasons stacknextedge array of size number of nodes to store the number of adjacent nodes already visited for each node on the stack; only needed for performance reasons stacknextcliquevar array of size number of nodes to store the number of variables already evaluated for the clique currently being evaluated cliqueexit exit node when entering a clique dfsnodes array of nodes that can be reached starting at startnode, in reverse dfs order ndfsnodes pointer to store number of nodes that can be reached starting at startnode
Definition at line 183 of file heur_vbounds.c.
References FALSE, getLbIndex, getOtherBoundIndex, getUbIndex, getVarIndex, isIndexLowerbound, MAX, NULL, SCIP_Bool, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPcliqueGetIndex(), SCIPcliqueGetNVars(), SCIPcliqueGetValues(), SCIPcliqueGetVars(), SCIPgetNVars(), SCIPgetVars(), SCIPisPositive(), SCIPvarGetCliques(), SCIPvarGetIndex(), SCIPvarGetNCliques(), SCIPvarGetNVlbs(), SCIPvarGetNVubs(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetVlbCoefs(), SCIPvarGetVlbVars(), SCIPvarGetVubCoefs(), SCIPvarGetVubVars(), SCIPvarIsActive(), SCIPvarIsBinary(), topologicalSort(), and TRUE.
Referenced by topologicalSort().
◆ topologicalSort()
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static |
sort the bounds of variables topologically
- Parameters
-
scip SCIP data structure vbvars array to store variable bounds in topological order nvbvars pointer to store number of variable bounds in the graph
Definition at line 413 of file heur_vbounds.c.
References dfs(), initializeCandsLists(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Shortbool, SCIPallocBufferArray, SCIPallocClearBufferArray, SCIPfreeBufferArray, SCIPgetNCliques(), and SCIPgetNVars().
Referenced by dfs().
◆ initializeCandsLists()
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static |
initialize candidate lists
- Parameters
-
scip original SCIP data structure heurdata structure containing heurdata
Definition at line 461 of file heur_vbounds.c.
Referenced by topologicalSort().
◆ applyVboundsFixings()
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static |
apply variable bound fixing during probing
- Parameters
-
scip original SCIP data structure heurdata structure containing heurdata vars variables to fix during probing nvbvars number of variables in the variable bound graph tighten should variables be fixed to cause other fixings? obj should the objective be taken into account? allobj1 pointer to store whether all variables were fixed according to obj=1 scheme allobj2 pointer to store whether all variables were fixed according to obj=2 scheme backtracked was backtracking performed at least once? infeasible pointer to store whether propagation detected infeasibility
Definition at line 549 of file heur_vbounds.c.
References bound, createNewSol(), FALSE, NULL, SCIP_Bool, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_MAXTREEDEPTH, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPbacktrackProbing(), SCIPchgVarLbProbing(), SCIPchgVarUbProbing(), SCIPdebugMessage, SCIPdebugMsg, SCIPfixVarProbing(), SCIPgetDepth(), SCIPgetNPseudoBranchCands(), SCIPgetProbingDepth(), SCIPisInfinity(), SCIPnewProbingNode(), SCIPpropagateProbing(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetType(), SCIPvarGetUbLocal(), and TRUE.
Referenced by applyVbounds().
◆ createNewSol()
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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 newsol working solution subsol solution of the subproblem success used to store whether new solution was found or not
Definition at line 730 of file heur_vbounds.c.
References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPgetNOrigVars(), SCIPgetSolOrigObj(), SCIPgetSolVals(), SCIPgetVarsData(), SCIPisInfinity(), SCIPsetSolVals(), SCIPtrySol(), setupAndSolveSubscip(), and TRUE.
Referenced by applyVboundsFixings(), and setupAndSolveSubscip().
◆ setupAndSolveSubscip()
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static |
copy problem to sub-SCIP, solve it, and add solutions
- Parameters
-
scip original SCIP data structure subscip SCIP structure of the subproblem heurdata heuristic data vars variables of the main SCIP nvars number of variables of the main SCIP sol working solution nstallnodes stalling node limit for the sub-SCIP lowerbound lower bound of the main SCIP / current subproblem nprevars pointer to store the number of presolved variables wasfeas pointer to store if a feasible solution was found result pointer to store the result
Definition at line 779 of file heur_vbounds.c.
References applyVbounds(), createNewSol(), FALSE, MIN, NULL, SCIP_Bool, SCIP_CALL, SCIP_CALL_ABORT, SCIP_FOUNDSOL, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_Real, SCIPallocBufferArray, SCIPblkmem(), SCIPcheckSol(), SCIPcopyConsCompression(), SCIPcopyCuts(), SCIPcopyLimits(), SCIPdebugMsg, SCIPfindBranchrule(), SCIPfindConshdlr(), SCIPfreeBufferArray, SCIPgetNConss(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetSolOrigObj(), SCIPgetSols(), SCIPgetSolvingTime(), SCIPgetStatus(), SCIPgetUpperbound(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPisInfinity(), SCIPisParamFixed(), SCIPpresolve(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolve(), SCIPsumepsilon(), and TRUE.
Referenced by applyVbounds(), and createNewSol().
◆ applyVbounds()
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static |
main procedure of the vbounds heuristic
- Parameters
-
scip original SCIP data structure heur heuristic heurdata heuristic data structure vbvars variables to fix during probing nvbvars number of variables to fix tighten should variables be fixed to cause other fixings? obj should the objective be taken into account? skipobj1 pointer to store whether the run with obj=1 can be skipped, or NULL skipobj2 pointer to store whether the run with obj=2 can be skipped, or NULL result pointer to store the result
Definition at line 964 of file heur_vbounds.c.
References applyVboundsFixings(), FALSE, HEUR_NAME, MIN, NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_HEURCOPY(), SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FOUNDSOL, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_LPSOLSTAT_ERROR, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_OBJLIMIT, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPapplyLockFixings(), SCIPcheckCopyLimits(), SCIPcheckSol(), SCIPclockGetTime(), SCIPconstructLP(), SCIPcreate(), SCIPcreateClock(), SCIPcreateSol(), SCIPcutoffNode(), SCIPdebugMsg, SCIPenableVarHistory(), SCIPendProbing(), SCIPflushLP(), SCIPfree(), SCIPfreeClock(), SCIPfreeSol(), SCIPgetCurrentNode(), SCIPgetLowerbound(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetNLPIterations(), SCIPgetNNodes(), SCIPgetNPseudoBranchCands(), SCIPgetNVars(), SCIPgetSolOrigObj(), SCIPgetSolvingTime(), SCIPgetVarsData(), SCIPhasCurrentNodeLP(), SCIPheurGetName(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPinProbing(), SCIPisLPConstructed(), SCIPisStopped(), SCIPlinkLPSol(), SCIPnodeGetNumber(), SCIProundSol(), SCIPsolveProbingLP(), SCIPstartClock(), SCIPstartProbing(), SCIPstatistic, SCIPstatisticMessage, SCIPstopClock(), SCIPtrySol(), SCIPwarningMessage(), setupAndSolveSubscip(), and TRUE.
Referenced by setupAndSolveSubscip().
◆ SCIP_DECL_HEURCOPY()
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static |
copy method for primal heuristic plugins (called when SCIP copies plugins)
Definition at line 1270 of file heur_vbounds.c.
Referenced by applyVbounds().
◆ SCIP_DECL_HEURFREE()
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static |
destructor of primal heuristic to free user data (called when SCIP is exiting)
Definition at line 1284 of file heur_vbounds.c.
◆ SCIP_DECL_HEUREXITSOL()
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static |
solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)
Definition at line 1300 of file heur_vbounds.c.
◆ SCIP_DECL_HEUREXEC()
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static |
execution method of primal heuristic
Definition at line 1326 of file heur_vbounds.c.