sepa_rapidlearning.c
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23 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
41 #define SEPA_DELAY FALSE /**< should separation method be delayed, if other separators found cuts? */
43 #define DEFAULT_APPLYCONFLICTS TRUE /**< should the found conflicts be applied in the original SCIP? */
44 #define DEFAULT_APPLYBDCHGS TRUE /**< should the found global bound deductions be applied in the original SCIP?
47 #define DEFAULT_APPLYINFERVALS TRUE /**< should the inference values be used as initialization in the original SCIP? */
48 #define DEFAULT_REDUCEDINFER FALSE /**< should the inference values only be used when rapid learning found other reductions? */
49 #define DEFAULT_APPLYPRIMALSOL TRUE /**< should the incumbent solution be copied to the original SCIP? */
55 #define DEFAULT_CHECKLEAVES FALSE /**< should the ratio of leaves proven to be infeasible and exceeding the
59 #define DEFAULT_MINDEGENERACY 0.7 /**< minimal degeneracy threshold to allow local rapid learning */
60 #define DEFAULT_MININFLPRATIO 10.0 /**< minimal threshold of inf/obj leaves to allow local rapid learning */
61 #define DEFAULT_MINVARCONSRATIO 2.0 /**< minimal ratio of unfixed variables in relation to basis size to
63 #define DEFAULT_NWAITINGNODES 100L /**< number of nodes that should be processed before rapid learning is
66 #define DEFAULT_MAXNVARS 10000 /**< maximum problem size (variables) for which rapid learning will be called */
67 #define DEFAULT_MAXNCONSS 10000 /**< maximum problem size (constraints) for which rapid learning will be called */
73 #define DEFAULT_CONTVARS FALSE /**< should rapid learning be applied when there are continuous variables? */
74 #define DEFAULT_CONTVARSQUOT 0.3 /**< maximal portion of continuous variables to apply rapid learning */
75 #define DEFAULT_LPITERQUOT 0.2 /**< maximal fraction of LP iterations compared to node LP iterations */
89 SCIP_Real mininflpratio; /**< minimal threshold of inf/obj leaves to allow local rapid learning */
93 int maxnconss; /**< maximum problem size (constraints) for which rapid learning will be called */
97 SCIP_Longint nwaitingnodes; /**< number of nodes that should be processed before rapid learning is executed locally
99 SCIP_Bool applybdchgs; /**< should the found global bound deductions be applied in the original SCIP? */
101 SCIP_Bool applyinfervals; /**< should the inference values be used as initialization in the original SCIP? */
106 SCIP_Bool checkleaves; /**< should the ratio of leaves proven to be infeasible and exceeding the
111 SCIP_Bool contvars; /**< should rapid learning be applied when there are continuous variables? */
115 SCIP_Bool reducedinfer; /**< should the inference values only be used when rapid learning found other reductions? */
172 SCIP_CONSHDLR** conshdlrs = NULL; /* array of constraint handler's that might that might obtain conflicts */
195 SCIP_Bool disabledualreductions; /* TRUE, if dual reductions in sub-SCIP are not valid for original SCIP,
215 SCIP_CALL( SCIPcopyConsCompression(scip, subscip, varmapfw, NULL, "rapid", NULL, NULL, 0, global, FALSE, FALSE, TRUE, &valid) );
247 * If the copy is not valid, it should be a relaxation of the problem (constraints might have failed to be copied,
249 * By disabling dual presolving, conflicts and bound changes found in a relaxation are still valid for the original problem.
267 SCIPwarningMessage(scip, "unfixing parameter nodeselection/dfs/stdpriority in subscip of rapidlearning\n");
352 /* allocate memory for constraints storage. Each constraint that will be created from now on will be a conflict.
385 SCIPdebugMsg(scip, "finish after %" SCIP_LONGINT_FORMAT " successful conflict calls.\n", SCIPgetNConflictConssApplied(subscip));
388 else if( (sepadata->applyprimalsol && SCIPgetNSols(subscip) > 0 && SCIPisFeasLT(scip, SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip) ) )
394 if( SCIPgetNSols(subscip) > 0 && SCIPisFeasLE(scip, SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip) ) )
396 SCIPdebugMsg(scip, " - there was a better solution (%f < %f)\n",SCIPgetUpperbound(subscip), SCIPgetUpperbound(scip));
400 SCIPdebugMsg(scip, " - there were %d changed variables bounds\n", SCIPgetNRootboundChgs(subscip) );
404 SCIPdebugMsg(scip, " - there were %" SCIP_LONGINT_FORMAT " conflict constraints created\n", SCIPgetNConflictConssApplied(subscip));
434 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until was declared to be feasible
448 if( !soladded || !SCIPisEQ(scip, SCIPgetSolOrigObj(subscip, subsols[i-1]), SCIPgetSolOrigObj(subscip, subsols[0])) )
455 && (SCIPgetStatus(subscip) == SCIP_STATUS_OPTIMAL || SCIPgetStatus(subscip) == SCIP_STATUS_INFEASIBLE) )
463 SCIP_CALL( SCIPupdateLocalDualbound(scip, SCIPretransformObj(scip, SCIPgetDualbound(subscip))) );
469 if( sepadata->applyconflicts && !disabledualreductions && SCIPgetNConflictConssApplied(subscip) > 0 )
513 SCIP_CALL( SCIPgetConsCopy(subscip, scip, cons, &conscopy, conshdlrs[i], varmapbw, consmap, NULL,
514 SCIPconsIsInitial(cons), SCIPconsIsSeparated(cons), SCIPconsIsEnforced(cons), SCIPconsIsChecked(cons),
527 SCIPdebugMsg(scip, "failed to copy conflict constraint %s back to original SCIP\n", SCIPconsGetName(cons));
562 SCIP_CALL( SCIPtightenVarUbGlobal(scip, vars[i], SCIPvarGetUbGlobal(subvars[i]), FALSE, &cutoff, &tightened) );
572 SCIP_CALL( SCIPtightenVarLbGlobal(scip, vars[i], SCIPvarGetLbGlobal(subvars[i]), FALSE, &cutoff, &tightened) );
584 SCIP_CALL( SCIPtightenVarUb(scip, vars[i], SCIPvarGetUbGlobal(subvars[i]), FALSE, &cutoff, &tightened) );
594 SCIP_CALL( SCIPtightenVarLb(scip, vars[i], SCIPvarGetLbGlobal(subvars[i]), FALSE, &cutoff, &tightened) );
606 /* @todo use different nbranching counters for pseudo cost and inference values and update inference values in the tree */
607 if( sepadata->applyinfervals && global && (!sepadata->reducedinfer || soladded || nbdchgs + nconflicts > 0) )
640 SCIP_CALL( SCIPinitVarBranchStats(scip, vars[i], 0.0, 0.0, downvsids, upvsids, downconflen, upconflen, downinfer, upinfer, 0.0, 0.0) );
650 SCIPdebugMsg(scip, "Rapidlearning added %d %s conflicts, changed %d bounds, %s primal solution, %s dual bound improvement.\n",
651 nconflicts, global ? "global" : "local", nbdchgs, soladded ? "found" : "no", dualboundchg ? "found" : "no");
653 SCIPdebugMsg(scip, "YYY Infervalues initialized on one side: %5.2f %% of variables, %5.2f %% on both sides\n",
839 if( sepadata->contvars && SCIPgetNContVars(scip) > sepadata->contvarsquot * SCIPgetNVars(scip) )
846 /* if the separator should be exclusive to the root node, this prevents multiple calls due to restarts */
854 /* the information deduced from rapid learning is globally valid only if we are at the root node; thus we can't use
862 /* @todo check whether we want to run at the root node again, e.g., inf/obj ratio is large enough */
879 /* skip rapid learning when the sub-SCIP would contain an integer variable with an infinite bound in direction of the
880 * objective function; this might lead to very bad branching decisions when enforcing a pseudo solution (#1439)
892 SCIPdebugMsg(scip, "unbounded integer variable %s (in [%g,%g]) with objective %g -> skip rapid learning\n",
902 retcode = setupAndSolveSubscipRapidlearning(scip, subscip, sepadata, (int)SCIPsepaGetNCalls(sepa)+1, global, result);
926 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepa, SEPA_NAME, SEPA_DESC, SEPA_PRIORITY, SEPA_FREQ, SEPA_MAXBOUNDDIST,
971 "should the ratio of leaves proven to be infeasible and exceeding the cutoff bound be checked?",
1031 "number of nodes that should be processed before rapid learning is executed locally based on the progress of the dualbound",
Definition: type_paramset.h:63
Definition: type_result.h:33
SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:949
SCIP_Real SCIPgetVarAvgInferences(SCIP *scip, SCIP_VAR *var, SCIP_BRANCHDIR dir)
Definition: scip_var.c:9416
SCIP_RETCODE SCIPtightenVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound, SCIP_Bool force, SCIP_Bool *infeasible, SCIP_Bool *tightened)
Definition: scip_var.c:5200
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:438
SCIP_Bool SCIPisFeasLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:786
Definition: struct_scip.h:59
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:877
static SCIP_RETCODE checkExec(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_Bool *run)
Definition: sepa_rapidlearning.c:687
SCIP_RETCODE SCIPgetLPDualDegeneracy(SCIP *scip, SCIP_Real *degeneracy, SCIP_Real *varconsratio)
Definition: scip_lp.c:2777
static SCIP_DECL_SEPAEXECLP(sepaExeclpRapidlearning)
Definition: sepa_rapidlearning.c:808
Definition: struct_var.h:198
static SCIP_RETCODE setupAndSolveSubscipRapidlearning(SCIP *scip, SCIP *subscip, SCIP_SEPADATA *sepadata, int randseed, SCIP_Bool global, SCIP_RESULT *result)
Definition: sepa_rapidlearning.c:164
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1865
SCIP_CONS ** SCIPconshdlrGetConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4547
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3014
SCIP_Real SCIPgetVarVSIDS(SCIP *scip, SCIP_VAR *var, SCIP_BRANCHDIR dir)
Definition: scip_var.c:9174
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:102
SCIP_RETCODE SCIPcopyLimits(SCIP *sourcescip, SCIP *targetscip)
Definition: scip_copy.c:3278
methods commonly used by primal heuristics
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:923
SCIP_RETCODE SCIPtranslateSubSol(SCIP *scip, SCIP *subscip, SCIP_SOL *subsol, SCIP_HEUR *heur, SCIP_VAR **subvars, SCIP_SOL **newsol)
Definition: scip_copy.c:1399
public methods for problem variables
SCIP_RETCODE SCIPtightenVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound, SCIP_Bool force, SCIP_Bool *infeasible, SCIP_Bool *tightened)
Definition: scip_var.c:5317
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3201
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:438
Definition: struct_sepa.h:37
SCIP_RETCODE SCIPsetSepaCopy(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPACOPY((*sepacopy)))
Definition: scip_sepa.c:142
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:594
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:111
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:74
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
Definition: scip_solvingstats.c:4127
SCIP_Real SCIPgetLowerboundRoot(SCIP *scip)
Definition: scip_solvingstats.c:1442
Definition: struct_sol.h:64
SCIP_RETCODE SCIPchgVarType(SCIP *scip, SCIP_VAR *var, SCIP_VARTYPE vartype, SCIP_Bool *infeasible)
Definition: scip_var.c:8173
Definition: struct_misc.h:128
Definition: type_result.h:35
Definition: struct_cons.h:37
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:210
Definition: type_paramset.h:54
Definition: struct_cons.h:117
Definition: type_retcode.h:42
SCIP_RETCODE SCIPinitVarBranchStats(SCIP *scip, SCIP_VAR *var, SCIP_Real downpscost, SCIP_Real uppscost, SCIP_Real downvsids, SCIP_Real upvsids, SCIP_Real downconflen, SCIP_Real upconflen, SCIP_Real downinfer, SCIP_Real upinfer, SCIP_Real downcutoff, SCIP_Real upcutoff)
Definition: scip_var.c:9534
Definition: type_stat.h:52
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:420
SCIP_RETCODE SCIPcopyCuts(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, SCIP_Bool global, int *ncutsadded)
Definition: scip_copy.c:2116
SCIP_RETCODE SCIPtightenVarLbGlobal(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound, SCIP_Bool force, SCIP_Bool *infeasible, SCIP_Bool *tightened)
Definition: scip_var.c:6225
SCIP_RETCODE SCIPgetIntParam(SCIP *scip, const char *name, int *value)
Definition: scip_param.c:260
Definition: type_retcode.h:33
SCIP_Real SCIPgetVarAvgConflictlength(SCIP *scip, SCIP_VAR *var, SCIP_BRANCHDIR dir)
Definition: scip_var.c:9362
SCIP_RETCODE SCIPsetEmphasis(SCIP *scip, SCIP_PARAMEMPHASIS paramemphasis, SCIP_Bool quiet)
Definition: scip_param.c:852
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:799
Definition: type_result.h:42
SCIP_RETCODE SCIPgetConsCopy(SCIP *sourcescip, SCIP *targetscip, SCIP_CONS *sourcecons, SCIP_CONS **targetcons, SCIP_CONSHDLR *sourceconshdlr, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *name, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode, SCIP_Bool global, SCIP_Bool *valid)
Definition: scip_copy.c:1577
SCIP_RETCODE SCIPincludeSepaBasic(SCIP *scip, SCIP_SEPA **sepa, const char *name, const char *desc, int priority, int freq, SCIP_Real maxbounddist, SCIP_Bool usessubscip, SCIP_Bool delay, SCIP_DECL_SEPAEXECLP((*sepaexeclp)), SCIP_DECL_SEPAEXECSOL((*sepaexecsol)), SCIP_SEPADATA *sepadata)
Definition: scip_sepa.c:100
SCIP_RETCODE SCIPcopyConsCompression(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *suffix, SCIP_VAR **fixedvars, SCIP_Real *fixedvals, int nfixedvars, SCIP_Bool global, SCIP_Bool enablepricing, SCIP_Bool threadsafe, SCIP_Bool passmessagehdlr, SCIP_Bool *valid)
Definition: scip_copy.c:2951
Definition: type_var.h:55
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1421
Definition: type_var.h:54
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:3231
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:478
SCIP_Longint SCIPgetNConflictConssFound(SCIP *scip)
Definition: scip_solvingstats.c:1085
SCIP_RETCODE SCIPupdateLocalDualbound(SCIP *scip, SCIP_Real newbound)
Definition: scip_prob.c:3645
Definition: type_set.h:45
SCIP_Longint SCIPgetNConflictConssApplied(SCIP *scip)
Definition: scip_solvingstats.c:1144
SCIP_Longint SCIPgetNObjlimLeaves(SCIP *scip)
Definition: scip_solvingstats.c:311
Definition: type_history.h:34
static SCIP_DECL_SEPAFREE(sepaFreeRapidlearning)
Definition: sepa_rapidlearning.c:144
SCIP_RETCODE SCIPsetSepaFree(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAFREE((*sepafree)))
Definition: scip_sepa.c:158
Definition: type_history.h:35
SCIP_RETCODE SCIPincludeSepaRapidlearning(SCIP *scip)
Definition: sepa_rapidlearning.c:921
Definition: type_result.h:43
SCIP_Real SCIPretransformObj(SCIP *scip, SCIP_Real obj)
Definition: scip_sol.c:1567
Definition: type_conflict.h:49
rapidlearning separator
SCIP_RETCODE SCIPcheckCopyLimits(SCIP *sourcescip, SCIP_Bool *success)
Definition: scip_copy.c:3235
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:464
SCIP_RETCODE SCIPtightenVarUbGlobal(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound, SCIP_Bool force, SCIP_Bool *infeasible, SCIP_Bool *tightened)
Definition: scip_var.c:6345
SCIP_RETCODE SCIPhashmapInsert(SCIP_HASHMAP *hashmap, void *origin, void *image)
Definition: misc.c:3096
SCIPallocBlockMemory(scip, subsol))
Definition: type_paramset.h:53
SCIP_RETCODE SCIPaddConflict(SCIP *scip, SCIP_NODE *node, SCIP_CONS *cons, SCIP_NODE *validnode, SCIP_CONFTYPE conftype, SCIP_Bool iscutoffinvolved)
Definition: scip_prob.c:3227
Definition: objbenders.h:33
SCIP_Longint SCIPgetNInfeasibleLeaves(SCIP *scip)
Definition: scip_solvingstats.c:284
default SCIP plugins
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:130
SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet)
Definition: scip_param.c:874
static SCIP_DECL_SEPACOPY(sepaCopyRapidlearning)
Definition: sepa_rapidlearning.c:130
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:536
Definition: type_result.h:39
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:48