1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ 2 /* */ 3 /* This file is part of the program and library */ 4 /* SCIP --- Solving Constraint Integer Programs */ 5 /* */ 6 /* Copyright (c) 2002-2023 Zuse Institute Berlin (ZIB) */ 7 /* */ 8 /* Licensed under the Apache License, Version 2.0 (the "License"); */ 9 /* you may not use this file except in compliance with the License. */ 10 /* You may obtain a copy of the License at */ 11 /* */ 12 /* http://www.apache.org/licenses/LICENSE-2.0 */ 13 /* */ 14 /* Unless required by applicable law or agreed to in writing, software */ 15 /* distributed under the License is distributed on an "AS IS" BASIS, */ 16 /* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */ 17 /* See the License for the specific language governing permissions and */ 18 /* limitations under the License. */ 19 /* */ 20 /* You should have received a copy of the Apache-2.0 license */ 21 /* along with SCIP; see the file LICENSE. If not visit scipopt.org. */ 22 /* */ 23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ 24 25 /**@file heur_veclendiving.c 26 * @ingroup DEFPLUGINS_HEUR 27 * @brief LP diving heuristic that rounds variables with long column vectors 28 * @author Tobias Achterberg 29 */ 30 31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 32 33 #include "scip/heuristics.h" 34 #include "scip/heur_veclendiving.h" 35 #include "scip/pub_heur.h" 36 #include "scip/pub_lp.h" 37 #include "scip/pub_message.h" 38 #include "scip/pub_var.h" 39 #include "scip/scip_heur.h" 40 #include "scip/scip_mem.h" 41 #include "scip/scip_numerics.h" 42 #include "scip/scip_prob.h" 43 #include "scip/scip_sol.h" 44 #include <string.h> 45 46 #define HEUR_NAME "veclendiving" 47 #define HEUR_DESC "LP diving heuristic that rounds variables with long column vectors" 48 #define HEUR_DISPCHAR SCIP_HEURDISPCHAR_DIVING 49 #define HEUR_PRIORITY -1003100 50 #define HEUR_FREQ 10 51 #define HEUR_FREQOFS 4 52 #define HEUR_MAXDEPTH -1 53 #define HEUR_TIMING SCIP_HEURTIMING_AFTERLPPLUNGE 54 #define HEUR_USESSUBSCIP FALSE /**< does the heuristic use a secondary SCIP instance? */ 55 #define DIVESET_DIVETYPES SCIP_DIVETYPE_INTEGRALITY /**< bit mask that represents all supported dive types */ 56 #define DIVESET_ISPUBLIC TRUE /**< is this dive set publicly available (ie., can be used by other primal heuristics?) */ 57 58 59 /* 60 * Default parameter settings 61 */ 62 63 #define DEFAULT_MINRELDEPTH 0.0 /**< minimal relative depth to start diving */ 64 #define DEFAULT_MAXRELDEPTH 1.0 /**< maximal relative depth to start diving */ 65 #define DEFAULT_MAXLPITERQUOT 0.05 /**< maximal fraction of diving LP iterations compared to node LP iterations */ 66 #define DEFAULT_MAXLPITEROFS 1000 /**< additional number of allowed LP iterations */ 67 #define DEFAULT_MAXDIVEUBQUOT 0.8 /**< maximal quotient (curlowerbound - lowerbound)/(cutoffbound - lowerbound) 68 * where diving is performed (0.0: no limit) */ 69 #define DEFAULT_MAXDIVEAVGQUOT 0.0 /**< maximal quotient (curlowerbound - lowerbound)/(avglowerbound - lowerbound) 70 * where diving is performed (0.0: no limit) */ 71 #define DEFAULT_MAXDIVEUBQUOTNOSOL 0.1 /**< maximal UBQUOT when no solution was found yet (0.0: no limit) */ 72 #define DEFAULT_MAXDIVEAVGQUOTNOSOL 0.0 /**< maximal AVGQUOT when no solution was found yet (0.0: no limit) */ 73 #define DEFAULT_BACKTRACK TRUE /**< use one level of backtracking if infeasibility is encountered? */ 74 #define DEFAULT_LPRESOLVEDOMCHGQUOT 0.15 /**< percentage of immediate domain changes during probing to trigger LP resolve */ 75 #define DEFAULT_LPSOLVEFREQ 0 /**< LP solve frequency for diving heuristics */ 76 #define DEFAULT_ONLYLPBRANCHCANDS FALSE /**< should only LP branching candidates be considered instead of the slower but 77 * more general constraint handler diving variable selection? */ 78 #define DEFAULT_RANDSEED 113 /**< initial seed for random number generation */ 79 80 /* locally defined heuristic data */ 81 struct SCIP_HeurData 82 { 83 SCIP_SOL* sol; /**< working solution */ 84 }; 85 86 87 /* 88 * local methods 89 */ 90 91 /* 92 * Callback methods 93 */ 94 95 /** copy method for primal heuristic plugins (called when SCIP copies plugins) */ 96 static 97 SCIP_DECL_HEURCOPY(heurCopyVeclendiving) 98 { /*lint --e{715}*/ 99 assert(scip != NULL); 100 assert(heur != NULL); 101 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0); 102 103 /* call inclusion method of primal heuristic */ 104 SCIP_CALL( SCIPincludeHeurVeclendiving(scip) ); 105 106 return SCIP_OKAY; 107 } 108 109 /** destructor of primal heuristic to free user data (called when SCIP is exiting) */ 110 static 111 SCIP_DECL_HEURFREE(heurFreeVeclendiving) /*lint --e{715}*/ 112 { /*lint --e{715}*/ 113 SCIP_HEURDATA* heurdata; 114 115 assert(heur != NULL); 116 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0); 117 assert(scip != NULL); 118 119 /* free heuristic data */ 120 heurdata = SCIPheurGetData(heur); 121 assert(heurdata != NULL); 122 123 SCIPfreeBlockMemory(scip, &heurdata); 124 SCIPheurSetData(heur, NULL); 125 126 return SCIP_OKAY; 127 } 128 129 130 /** initialization method of primal heuristic (called after problem was transformed) */ 131 static 132 SCIP_DECL_HEURINIT(heurInitVeclendiving) /*lint --e{715}*/ 133 { /*lint --e{715}*/ 134 SCIP_HEURDATA* heurdata; 135 136 assert(heur != NULL); 137 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0); 138 139 /* get heuristic data */ 140 heurdata = SCIPheurGetData(heur); 141 assert(heurdata != NULL); 142 143 /* create working solution */ 144 SCIP_CALL( SCIPcreateSol(scip, &heurdata->sol, heur) ); 145 146 return SCIP_OKAY; 147 } 148 149 150 /** deinitialization method of primal heuristic (called before transformed problem is freed) */ 151 static 152 SCIP_DECL_HEUREXIT(heurExitVeclendiving) /*lint --e{715}*/ 153 { /*lint --e{715}*/ 154 SCIP_HEURDATA* heurdata; 155 156 assert(heur != NULL); 157 assert(strcmp(SCIPheurGetName(heur), HEUR_NAME) == 0); 158 159 /* get heuristic data */ 160 heurdata = SCIPheurGetData(heur); 161 assert(heurdata != NULL); 162 163 /* free working solution */ 164 SCIP_CALL( SCIPfreeSol(scip, &heurdata->sol) ); 165 166 return SCIP_OKAY; 167 } 168 169 170 /** execution method of primal heuristic */ 171 static 172 SCIP_DECL_HEUREXEC(heurExecVeclendiving) /*lint --e{715}*/ 173 { /*lint --e{715}*/ 174 SCIP_HEURDATA* heurdata; 175 SCIP_DIVESET* diveset; 176 177 heurdata = SCIPheurGetData(heur); 178 assert(SCIPheurGetNDivesets(heur) > 0); 179 assert(SCIPheurGetDivesets(heur) != NULL); 180 diveset = SCIPheurGetDivesets(heur)[0]; 181 assert(diveset != NULL); 182 183 *result = SCIP_DIDNOTRUN; 184 185 /* terminate if there are no integer variables (note that, e.g., SOS1 variables may be present) */ 186 if( SCIPgetNBinVars(scip) + SCIPgetNIntVars(scip) == 0 ) 187 return SCIP_OKAY; 188 189 SCIP_CALL( SCIPperformGenericDivingAlgorithm(scip, diveset, heurdata->sol, heur, result, nodeinfeasible, -1L, -1, -1.0, SCIP_DIVECONTEXT_SINGLE) ); 190 191 return SCIP_OKAY; 192 } 193 194 /** calculate score and preferred rounding direction for the candidate variable */ 195 static 196 SCIP_DECL_DIVESETGETSCORE(divesetGetScoreVeclendiving) 197 { 198 SCIP_Real obj; 199 SCIP_Real objdelta; 200 SCIP_Real colveclen; 201 202 obj = SCIPvarGetObj(cand); 203 *roundup = (obj >= 0.0); 204 objdelta = ((*roundup) ? (1.0 - candsfrac) * obj : -candsfrac * obj); 205 assert(objdelta >= 0.0); 206 207 colveclen = (SCIPvarGetStatus(cand) == SCIP_VARSTATUS_COLUMN ? SCIPcolGetNNonz(SCIPvarGetCol(cand)) : 0.0); 208 209 /* larger score is better */ 210 *score = (colveclen + 1.0) / (objdelta + SCIPsumepsilon(scip)); 211 212 /* prefer decisions on binary variables */ 213 if( SCIPvarGetType(cand) != SCIP_VARTYPE_BINARY ) 214 *score *= 0.001; 215 216 return SCIP_OKAY; 217 } 218 219 #define divesetAvailableVeclendiving NULL 220 221 /* 222 * heuristic specific interface methods 223 */ 224 225 /** creates the veclendiving heuristic and includes it in SCIP */ 226 SCIP_RETCODE SCIPincludeHeurVeclendiving( 227 SCIP* scip /**< SCIP data structure */ 228 ) 229 { 230 SCIP_HEURDATA* heurdata; 231 SCIP_HEUR* heur; 232 233 /* create Veclendiving primal heuristic data */ 234 SCIP_CALL( SCIPallocBlockMemory(scip, &heurdata) ); 235 236 /* include primal heuristic */ 237 SCIP_CALL( SCIPincludeHeurBasic(scip, &heur, 238 HEUR_NAME, HEUR_DESC, HEUR_DISPCHAR, HEUR_PRIORITY, HEUR_FREQ, HEUR_FREQOFS, 239 HEUR_MAXDEPTH, HEUR_TIMING, HEUR_USESSUBSCIP, heurExecVeclendiving, heurdata) ); 240 241 assert(heur != NULL); 242 243 /* set non-NULL pointers to callback methods */ 244 SCIP_CALL( SCIPsetHeurCopy(scip, heur, heurCopyVeclendiving) ); 245 SCIP_CALL( SCIPsetHeurFree(scip, heur, heurFreeVeclendiving) ); 246 SCIP_CALL( SCIPsetHeurInit(scip, heur, heurInitVeclendiving) ); 247 SCIP_CALL( SCIPsetHeurExit(scip, heur, heurExitVeclendiving) ); 248 249 /* veclendiving heuristic parameters */ 250 /* create a diveset (this will automatically install some additional parameters for the heuristic) */ 251 SCIP_CALL( SCIPcreateDiveset(scip, NULL, heur, HEUR_NAME, DEFAULT_MINRELDEPTH, DEFAULT_MAXRELDEPTH, DEFAULT_MAXLPITERQUOT, 252 DEFAULT_MAXDIVEUBQUOT, DEFAULT_MAXDIVEAVGQUOT, DEFAULT_MAXDIVEUBQUOTNOSOL, DEFAULT_MAXDIVEAVGQUOTNOSOL, DEFAULT_LPRESOLVEDOMCHGQUOT, 253 DEFAULT_LPSOLVEFREQ, DEFAULT_MAXLPITEROFS, DEFAULT_RANDSEED, DEFAULT_BACKTRACK, DEFAULT_ONLYLPBRANCHCANDS, 254 DIVESET_ISPUBLIC, DIVESET_DIVETYPES, divesetGetScoreVeclendiving, divesetAvailableVeclendiving) ); 255 256 return SCIP_OKAY; 257 } 258 259