heur_oneopt.c
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31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
57 /* @note If the heuristic runs in the root node, the timing is changed to (SCIP_HEURTIMING_DURINGLPLOOP |
71 #define DEFAULT_WEIGHTEDOBJ TRUE /**< should the objective be weighted with the potential shifting value when sorting the shifting candidates? */
72 #define DEFAULT_DURINGROOT TRUE /**< should the heuristic be called before and during the root node? */
74 #define DEFAULT_FORCELPCONSTRUCTION FALSE /**< should the construction of the LP be forced even if LP solving is deactivated? */
75 #define DEFAULT_USELOOP TRUE /**< should the heuristic continue to run as long as improvements are found? */
84 SCIP_Bool weightedobj; /**< should the objective be weighted with the potential shifting value when sorting the shifting candidates? */
86 SCIP_Bool forcelpconstruction;/**< should the construction of the LP be forced even if LP solving is deactivated? */
88 SCIP_Bool useloop; /**< should the heuristic continue to run as long as improvements are found? */
139 SCIPdebugMsg(scip, "Try to shift %s variable <%s> with\n", shiftdown ? "down" : "up", SCIPvarGetName(var) );
140 SCIPdebugMsg(scip, " lb:<%g> <= val:<%g> <= ub:<%g> and obj:<%g> by at most: <%g>\n", lb, solval, ub, obj, newsolval - solval );
182 activity = activities[rowpos] + colvals[i] * ((shiftdown ? floor(newsolvalrow) : ceil(newsolvalrow)) - solval);
287 SCIP_CALL( SCIPcopy(scip, subscip, varmapfw, NULL, "oneopt", TRUE, FALSE, FALSE, TRUE, valid) );
296 SCIP_CALL( SCIPsetSolVal(subscip, startsol, subvars[i], SCIPgetSolVal(scip, bestsol, vars[i])) );
335 SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/freq in subscip of oneopt heuristic\n");
342 SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/forcelpconstruction in subscip of oneopt heuristic\n");
350 SCIPwarningMessage(scip, "unfixing parameter heuristics/oneopt/beforepresol in subscip of oneopt heuristic\n");
361 * hence, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
370 * due to numerics, it might happen that not all solutions are feasible -> try all solutions until one was accepted
418 /** solving process initialization method of primal heuristic (called when branch and bound process is about to begin) */
430 /* if the heuristic is called at the root node, we may want to be called during the cut-and-price loop and even before the first LP solve */
437 /** solving process deinitialization method of primal heuristic (called before branch and bound process data is freed) */
550 retcode = setupAndSolveSubscipOneopt(scip, subscip, heur, vars, subvars, bestsol, result, &valid);
565 if( heurtiming == SCIP_HEURTIMING_BEFORENODE && (SCIPhasCurrentNodeLP(scip) || heurdata->forcelpconstruction) )
571 /* manually cut off the node if the LP construction detected infeasibility (heuristics cannot return such a result) */
615 SCIPdebugMsg(scip, "var <%s> type %d, old solval %g now fixed to lb %g\n", SCIPvarGetName(var), SCIPvarGetType(var), solval, lb);
623 SCIPdebugMsg(scip, "var <%s> type %d, old solval %g now fixed to ub %g\n", SCIPvarGetName(var), SCIPvarGetType(var), solval, ub);
646 if( SCIPisFeasLT(scip, activities[i], SCIProwGetLhs(row)) || SCIPisFeasGT(scip, activities[i], SCIProwGetRhs(row)) )
650 SCIPdebugMsg(scip, "row <%s> activity %g violates bounds, lhs = %g, rhs = %g\n", SCIProwGetName(row), activities[i], SCIProwGetLhs(row), SCIProwGetRhs(row));
682 /* @todo if useloop=TRUE store for each variable which constraint blocked it and only iterate over those variables
699 SCIPdebugMsg(scip, " -> Variable <%s> can be shifted by <%1.1f> \n", SCIPvarGetName(vars[i]), shiftval);
766 assert(SCIPisFeasGE(scip, solval+shiftval, SCIPvarGetLbGlobal(var)) && SCIPisFeasLE(scip, solval+shiftval, SCIPvarGetUbGlobal(var)));
771 SCIPdebugMsg(scip, " -> Variable <%s> is now shifted by <%1.1f> \n", SCIPvarGetName(vars[i]), shiftval);
787 /* if the problem is a pure IP, try to install the solution, if it is a MIP, solve LP again to set the continuous
790 if( nvars == nintvars || !SCIPhasCurrentNodeLP(scip) || SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL )
794 /* since activities are maintained iteratively, we cannot guarantee the feasibility of the shiftings and have
813 SCIPdebugMsg(scip, "shifted solution should be feasible -> solve LP to fix continuous variables to best values\n");
840 SCIPdebugMsg(scip, " -> old LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));
842 /**@todo in case of an MINLP, if SCIPisNLPConstructed() is TRUE, say, rather solve the NLP instead of the LP */
843 /* Errors in the LP solver should not kill the overall solving process, if the LP is just needed for a heuristic.
844 * Hence in optimized mode, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
850 SCIPwarningMessage(scip, "Error while solving LP in 1-opt heuristic; LP solve terminated with code <%d>\n",retstat);
856 SCIPdebugMsg(scip, " -> new LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));
882 /* heuristic should not rerun on this incumbent because the heuristic loop finishes only after no further
930 "should the objective be weighted with the potential shifting value when sorting the shifting candidates?",
SCIP_RETCODE SCIPsetHeurExitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEUREXITSOL((*heurexitsol)))
Definition: scip_heur.c:242
Definition: type_result.h:42
Definition: type_result.h:56
SCIP_RETCODE SCIPsetSeparating(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:958
Definition: type_result.h:43
Improvement heuristic that alters single variable values.
public methods for SCIP parameter handling
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:447
SCIP_Bool SCIPisFeasLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:793
Definition: struct_scip.h:68
public methods for memory management
static SCIP_RETCODE setupAndSolveSubscipOneopt(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_VAR **vars, SCIP_VAR **subvars, SCIP_SOL *bestsol, SCIP_RESULT *result, SCIP_Bool *valid)
Definition: heur_oneopt.c:261
SCIP_RETCODE SCIPcopy(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *suffix, SCIP_Bool global, SCIP_Bool enablepricing, SCIP_Bool threadsafe, SCIP_Bool passmessagehdlr, SCIP_Bool *valid)
Definition: scip_copy.c:2871
public solving methods
Definition: struct_var.h:207
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:832
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1866
SCIP_RETCODE SCIPsetHeuristics(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:906
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3024
SCIP_RETCODE SCIPcopyLimits(SCIP *sourcescip, SCIP *targetscip)
Definition: scip_copy.c:3292
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:932
SCIP_RETCODE SCIPchgVarLbDive(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_lp.c:2419
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:117
SCIP_RETCODE SCIPtranslateSubSols(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_VAR **subvars, SCIP_Bool *success, int *solindex)
Definition: scip_copy.c:1448
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3211
static SCIP_Real calcShiftVal(SCIP *scip, SCIP_VAR *var, SCIP_Real solval, SCIP_Real *activities)
Definition: heur_oneopt.c:98
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1371
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
Definition: scip_solvingstats.c:4135
SCIP_RETCODE SCIPcreateOrigSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:565
public methods for numerical tolerances
Definition: struct_lp.h:135
public methods for querying solving statistics
Definition: struct_sol.h:73
public methods for the branch-and-bound tree
Definition: struct_misc.h:137
SCIP_RETCODE SCIPcreateSolCopy(SCIP *scip, SCIP_SOL **sol, SCIP_SOL *sourcesol)
Definition: scip_sol.c:618
SCIP_RETCODE SCIPsetHeurInitsol(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINITSOL((*heurinitsol)))
Definition: scip_heur.c:226
Definition: type_result.h:44
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:219
Definition: type_paramset.h:63
SCIP_RETCODE SCIPsolveDiveLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_lp.c:2678
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:429
Definition: type_var.h:51
static SCIP_RETCODE updateRowActivities(SCIP *scip, SCIP_Real *activities, SCIP_VAR *var, SCIP_Real shiftval)
Definition: heur_oneopt.c:212
Definition: type_retcode.h:42
public methods for problem copies
public methods for primal CIP solutions
SCIP_Bool SCIPisFeasGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:819
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:806
Definition: struct_heur.h:97
Definition: type_lp.h:43
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:1221
public data structures and miscellaneous methods
SCIP_RETCODE SCIPchgVarUbDive(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_lp.c:2451
Definition: struct_lp.h:201
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:3193
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
public methods for LP management
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2144
SCIP_RETCODE SCIPtrySol(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:3098
public methods for the LP relaxation, rows and columns
methods for sorting joint arrays of various types
general public methods
public methods for solutions
public methods for message output
SCIP_RETCODE SCIPsetHeurInit(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURINIT((*heurinit)))
Definition: scip_heur.c:194
public methods for message handling
void SCIPheurSetTimingmask(SCIP_HEUR *heur, SCIP_HEURTIMING timingmask)
Definition: heur.c:1490
SCIP_RETCODE SCIPprintRow(SCIP *scip, SCIP_ROW *row, FILE *file)
Definition: scip_lp.c:2212
void SCIPsortRealPtr(SCIP_Real *realarray, void **ptrarray, int len)
SCIP_RETCODE SCIPcheckCopyLimits(SCIP *sourcescip, SCIP_Bool *success)
Definition: scip_copy.c:3249
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
public methods for primal heuristics
SCIP_RETCODE SCIPgetLPRowsData(SCIP *scip, SCIP_ROW ***rows, int *nrows)
Definition: scip_lp.c:570
Definition: objbenders.h:43
public methods for global and local (sub)problems
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1361
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:545
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:57
memory allocation routines
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:1775