heur_vbounds.c
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27 * @brief LNS heuristic uses the variable lower and upper bounds to determine the search neighborhood
34 * @todo allow smaller fixing rate after presolve if total number of variables is small (<= 1000)?
40 * Preliminary version available as <a href="https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/5551">ZIB-Report 15-26</a>.
43 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
83 #define HEUR_DESC "LNS heuristic uses the variable lower and upper bounds to determine the search neighborhood"
93 #define DEFAULT_MININTFIXINGRATE 0.65 /**< minimum percentage of integer variables that have to be fixed */
94 #define DEFAULT_MINMIPFIXINGRATE 0.65 /**< minimuskipobjm percentage of variables that have to be fixed within sub-SCIP
96 #define DEFAULT_MINIMPROVE 0.01 /**< factor by which vbounds heuristic should at least improve the
99 #define DEFAULT_NODESOFS 500LL /**< number of nodes added to the contingent of the total nodes */
100 #define DEFAULT_NODESQUOT 0.1 /**< subproblem nodes in relation to nodes of the original problem */
103 #define DEFAULT_COPYCUTS TRUE /**< should all active cuts from the cutpool of the original scip be copied to
105 #define DEFAULT_USELOCKFIXINGS FALSE /**< should more variables be fixed based on variable locks if
113 #define DEFAULT_TIGHTENVARIANT (VBOUNDVARIANT_NOOBJ | VBOUNDVARIANT_BESTBOUND | VBOUNDVARIANT_WORSTBOUND)
124 SCIP_BOUNDTYPE* vbbounds; /**< topological sorted variables with respect to the variable bounds */
130 SCIP_Real minintfixingrate; /**< minimum percentage of integer variables that have to be fixed */
131 SCIP_Real minmipfixingrate; /**< minimum percentage of variables that have to be fixed within sub-SCIP
133 SCIP_Real minimprove; /**< factor by which vbounds heuristic should at least improve the incumbent */
140 int tightenvariant; /**< which tightening variants of the vbounds heuristic should be called? */
153 * The heuristic works on indices representing a bound of a variable. This index will be called bound index in the
154 * following. For a given active variable with problem index i (note that active variables have problem indices
155 * between 0 and nactivevariable - 1), the bound index of its lower bound is 2*i, the bound index of its upper
156 * bound is 2*i + 1. The other way around, a given bound index i corresponds to the variable with problem index
158 * The following macros can be used to convert bound index into variable problem index and boundtype and vice versa.
186 /** performs depth-first-search in the implicitly given directed graph from the given start index */
273 idx = (SCIPisPositive(scip, coefs[i]) == lower) ? getLbIndex(SCIPvarGetProbindex(vbvars[i])) : getUbIndex(SCIPvarGetProbindex(vbvars[i]));
281 /* we stopped because we found an unhandled node and not because we reached the end of the list */
422 {
441 /* while there are unvisited nodes, run dfs on the inverse graph starting from one of these nodes; the dfs orders are
442 * stored in the topoorder array, later dfs calls are just appended after the stacks of previous dfs calls, which
449 SCIP_CALL( dfs(scip, i, visited, dfsstack, stacknextedge, stacknextcliquevar, cliqueexit, vbvars, nvbvars) );
560 SCIP_Bool* allobj1, /**< pointer to store whether all variables were fixed according to obj=1 scheme */
561 SCIP_Bool* allobj2, /**< pointer to store whether all variables were fixed according to obj=2 scheme */
595 * 1) tighten == TRUE: we go through the list of variables and fix variables to force propagation;
599 * 2) tighten == FALSE: we fix variables to avoid too much propagation in order to avoid reaching
606 /* if we want to take into account the objective function coefficients, we only perform a fixing if the variable
616 /* if we want to take into account the objective function coefficients but reverted, we only perform a fixing if the variable
644 v, SCIPvarGetName(var), SCIPvarGetObj(var), SCIPvarGetLbLocal(var), SCIPgetNPseudoBranchCands(scip));
663 v, SCIPvarGetName(var), SCIPvarGetObj(var), SCIPvarGetUbLocal(var), SCIPgetNPseudoBranchCands(scip));
695 /* because of the limited number of propagation rounds, it may happen that conflict analysis finds a valid
696 * global bound for the last fixed variable that conflicts with applying the reverse bound change after backtracking;
762 SCIP_CALL( SCIPcopyConsCompression(scip, subscip, varmap, NULL, "_vbounds", NULL, NULL, 0, FALSE, FALSE, FALSE,
810 if( SCIPfindBranchrule(subscip, "inference") != NULL && !SCIPisParamFixed(subscip, "branching/inference/priority") )
850 /* Errors in the LP solver should not kill the overall solving process, if the LP is just needed for a heuristic.
851 * Hence in optimized mode, the return code is caught and a warning is printed, only in debug mode, SCIP will stop.
855 SCIPdebugMsg(scip, "vbounds heuristic presolved subproblem at time %g : %d vars, %d cons; fixing value = %g\n",
861 /* after presolving, we should have at least reached a certain fixing rate over ALL variables (including continuous)
866 SCIPdebugMsg(scip, "solving subproblem: nstallnodes=%" SCIP_LONGINT_FORMAT ", maxnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, heurdata->maxnodes);
870 SCIPdebugMsg(scip, "ending solving vbounds-submip at time %g, status = %d\n", SCIPgetSolvingTime(scip), SCIPgetStatus(subscip));
872 /* check, whether a solution was found; due to numerics, it might happen that not all solutions are feasible ->
903 SCIP_Bool* skipobj1, /**< pointer to store whether the run with obj=1 can be skipped, or NULL */
904 SCIP_Bool* skipobj2, /**< pointer to store whether the run with obj=2 can be skipped, or NULL */
951 nstallnodes = (SCIP_Longint)(nstallnodes * 3.0 * (SCIPheurGetNBestSolsFound(heur)+1.0)/(SCIPheurGetNCalls(heur) + 1.0));
952 nstallnodes -= 100 * SCIPheurGetNCalls(heur); /* count the setup costs for the sub-MIP as 100 nodes */
959 SCIPdebugMsg(scip, "apply variable bounds heuristic at node %lld on %d variable bounds, tighten: %u obj: %d\n",
965 SCIPdebugMsg(scip, "skipping " HEUR_NAME ": nstallnodes=%" SCIP_LONGINT_FORMAT ", minnodes=%" SCIP_LONGINT_FORMAT "\n", nstallnodes, heurdata->minnodes);
975 /* check whether the LP should be solved at the current node in the tree to determine whether the heuristic
984 /* manually cut off the node if the LP construction detected infeasibility (heuristics cannot return such a result) */
1007 SCIP_CALL( applyVboundsFixings(scip, heurdata, vbvars, nvbvars, tighten, obj, &allobj1, &allobj2, &backtracked, &cutoff) );
1021 SCIPdebugMsg(scip, "npscands=%d, oldnpscands=%d, heurdata->minintfixingrate=%g\n", npscands, oldnpscands, heurdata->minintfixingrate);
1026 if( heurdata->uselockfixings && npscands <= 2.0 * oldnpscands * (1.0 - heurdata->minintfixingrate) )
1040 SCIPdebugMsg(scip, "after lockfixings: npscands=%d, oldnpscands=%d, allrowsfulfilled=%u, heurdata->minintfixingrate=%g\n",
1069 /* print message if relatively large LP is solved from scratch, since this could lead to a longer period during
1079 "Heuristic " HEUR_NAME " solving LP from scratch with %.1f %% unfixed columns (%d of %d) ...\n",
1086 /* solve LP; errors in the LP solver should not kill the overall solving process, if the LP is just needed for a
1087 * heuristic. hence in optimized mode, the return code is caught and a warning is printed, only in debug mode,
1097 SCIPwarningMessage(scip, "Error while solving LP in vbound heuristic; LP solve terminated with code <%d>\n",
1108 SCIPdebugMsg(scip, " -> new LP iterations: %" SCIP_LONGINT_FORMAT "\n", SCIPgetNLPIterations(scip));
1145 SCIPdebugMsg(scip, "found feasible solution by LP rounding: %16.9g\n", SCIPgetSolOrigObj(scip, sol));
1191 SCIPstatisticMessage("vbound: tighten=%u obj=%d nvars=%d presolnvars=%d ratio=%.2f infeas=%u found=%d time=%.4f\n",
1242 /** solving process deinitialization method of primal heuristic (called before branch and bound process data is freed) */
1319 SCIP_CALL( applyVbounds(scip, heur, heurdata, heurdata->vbvars, heurdata->nvbvars, FALSE, 1, NULL, NULL, result) );
1323 SCIP_CALL( applyVbounds(scip, heur, heurdata, heurdata->vbvars, heurdata->nvbvars, FALSE, 2, NULL, NULL, result) );
1335 SCIP_CALL( applyVbounds(scip, heur, heurdata, heurdata->vbvars, heurdata->nvbvars, TRUE, 1, NULL, NULL, result) );
1339 SCIP_CALL( applyVbounds(scip, heur, heurdata, heurdata->vbvars, heurdata->nvbvars, TRUE, 2, NULL, NULL, result) );
1387 "minimum percentage of variables that have to be fixed within sub-SCIP (integer and continuous)",
1427 "which variants of the vbounds heuristic that try to stay feasible should be called? (0: off, 1: w/o looking at obj, 2: only fix to best bound, 4: only fix to worst bound",
1431 "which tightening variants of the vbounds heuristic should be called? (0: off, 1: w/o looking at obj, 2: only fix to best bound, 4: only fix to worst bound",
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:979
public methods for SCIP parameter handling
public methods for branch and bound tree
SCIP_RETCODE SCIPbacktrackProbing(SCIP *scip, int probingdepth)
Definition: scip_probing.c:225
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:448
SCIP_RETCODE SCIPincludeHeurVbounds(SCIP *scip)
Definition: heur_vbounds.c:1363
Definition: struct_scip.h:69
public methods for memory management
#define SCIPallocClearBufferArray(scip, ptr, num)
Definition: scip_mem.h:126
public methods for implications, variable bounds, and cliques
SCIP_Longint SCIPheurGetNBestSolsFound(SCIP_HEUR *heur)
Definition: heur.c:1599
internal methods for clocks and timing issues
SCIP_CLIQUE ** SCIPvarGetCliques(SCIP_VAR *var, SCIP_Bool varfixing)
Definition: var.c:18442
public solving methods
public methods for timing
Definition: struct_var.h:207
static SCIP_RETCODE initializeCandsLists(SCIP *scip, SCIP_HEURDATA *heurdata)
Definition: heur_vbounds.c:470
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 SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3074
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:111
SCIP_RETCODE SCIPcopyLimits(SCIP *sourcescip, SCIP *targetscip)
Definition: scip_copy.c:3296
SCIP_RETCODE SCIPapplyLockFixings(SCIP *scip, SCIP_HEURDATA *heurdata, SCIP_Bool *cutoff, SCIP_Bool *allrowsfulfilled)
Definition: heur_locks.c:196
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)
Definition: heur_vbounds.c:558
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:953
SCIP_BRANCHRULE * SCIPfindBranchrule(SCIP *scip, const char *name)
Definition: scip_branch.c:297
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
SCIP_RETCODE SCIPchgVarLbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:301
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3261
Definition: type_message.h:57
void SCIPheurSetData(SCIP_HEUR *heur, SCIP_HEURDATA *heurdata)
Definition: heur.c:1374
Definition: type_lp.h:46
public methods for SCIP variables
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
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:83
SCIP_RETCODE SCIPprintStatistics(SCIP *scip, FILE *file)
Definition: scip_solvingstats.c:4190
public methods for numerical tolerances
public methods for querying solving statistics
Definition: struct_sol.h:73
public methods for the branch-and-bound tree
Definition: struct_misc.h:137
Definition: type_lp.h:49
SCIP_RETCODE SCIPcreateClock(SCIP *scip, SCIP_CLOCK **clck)
Definition: scip_timing.c:76
Definition: type_result.h:44
static SCIP_RETCODE topologicalSort(SCIP *scip, int *vbvars, int *nvbvars)
Definition: heur_vbounds.c:422
SCIP_Bool SCIPisParamFixed(SCIP *scip, const char *name)
Definition: scip_param.c:219
Definition: type_paramset.h:63
SCIP_RETCODE SCIPsetHeurFree(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURFREE((*heurfree)))
Definition: scip_heur.c:178
SCIP_RETCODE SCIPpropagateProbing(SCIP *scip, int maxproprounds, SCIP_Bool *cutoff, SCIP_Longint *ndomredsfound)
Definition: scip_probing.c:580
SCIP_RETCODE SCIPfixVarProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real fixedval)
Definition: scip_probing.c:418
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:429
SCIP_RETCODE SCIPcopyCuts(SCIP *sourcescip, SCIP *targetscip, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, SCIP_Bool global, int *ncutsadded)
Definition: scip_copy.c:2130
char * SCIPsnprintfProbingStats(SCIP *scip, char *strbuf, int len)
Definition: scip_probing.c:1045
SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
Definition: scip_param.c:250
Definition: type_retcode.h:42
public methods for problem copies
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_probing.c:820
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
Definition: scip_message.c:225
static SCIP_RETCODE setupAndSolveSubscip(SCIP *scip, SCIP *subscip, SCIP_HEUR *heur, SCIP_VAR **vars, int nvars, SCIP_Longint nstallnodes, SCIP_Real lowerbound, int *nprevars, SCIP_Bool *wasfeas, SCIP_RESULT *result)
Definition: heur_vbounds.c:739
static SCIP_RETCODE dfs(SCIP *scip, int startnode, SCIP_Shortbool *visited, int *dfsstack, int *stacknextedge, int *stacknextcliquevar, int *cliqueexit, int *dfsnodes, int *ndfsnodes)
Definition: heur_vbounds.c:193
Definition: struct_heur.h:97
Definition: type_lp.h:43
public methods for primal heuristic plugins and divesets
public methods for constraint handler plugins and constraints
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:2969
public data structures and miscellaneous methods
SCIP_RETCODE SCIPcheckSol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool *feasible)
Definition: scip_sol.c:3251
static SCIP_DECL_HEUREXITSOL(heurExitsolVbounds)
Definition: heur_vbounds.c:1249
SCIP_RETCODE SCIProundSol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool *success)
Definition: scip_sol.c:2311
SCIP_RETCODE SCIPsetObjlimit(SCIP *scip, SCIP_Real objlimit)
Definition: scip_prob.c:1422
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
LNS heuristic uses the variable lower and upper bounds to determine the search neighborhood.
locks primal heuristic
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:2954
public methods for the LP relaxation, rows and columns
public methods for branching rule plugins and branching
general public methods
public methods for solutions
Definition: type_lp.h:57
public methods for the probing mode
public methods for message output
Definition: struct_implics.h:75
public methods for message handling
SCIP_RETCODE SCIPcheckCopyLimits(SCIP *sourcescip, SCIP_Bool *success)
Definition: scip_copy.c:3253
Definition: type_lp.h:44
SCIP_RETCODE SCIPsetHeurCopy(SCIP *scip, SCIP_HEUR *heur, SCIP_DECL_HEURCOPY((*heurcopy)))
Definition: scip_heur.c:162
#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:111
public methods for primal heuristics
Definition: type_paramset.h:62
Definition: objbenders.h:43
public methods for global and local (sub)problems
SCIP_RETCODE SCIPchgVarUbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:345
Definition: struct_clock.h:64
SCIP_RETCODE SCIPstartClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:161
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:139
SCIP_RETCODE SCIPsetSubscipsOff(SCIP *scip, SCIP_Bool quiet)
Definition: scip_param.c:904
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:545
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)
Definition: heur_vbounds.c:900
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
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:184
memory allocation routines
Definition: type_var.h:71