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 cutsel_hybrid.h 26 * @ingroup CUTSELECTORS 27 * @brief hybrid cut selector 28 * @author Leona Gottwald 29 * @author Felipe Serrano 30 * @author Mark Turner 31 * 32 * The hybrid cut selector scores cuts by using a weighted sum of the efficacy, directed cutoff distance, objective 33 * parallelism, and integer support of the cuts. Afterwards, it selects the cuts using the score and filtering for 34 * parallelism after selecting each cut. 35 * 36 * If a cut is given by \f$ a^T x \leq b \f$, then 37 * - the efficacy is defined as the distance between the LP solution and the hyperplane \f$ a^T x = b \f$; 38 * - the directed cutoff distance is defined as the distance between the LP solution and the hyperplane \f$ a^T x = b \f$ 39 * restricted to the line segment joining the LP solution to the currently best primal solution; therefore, it is only 40 * defined when a primal solution is available; 41 * - the objective parallelism is how parallel the vector \f$ a \f$ is w.r.t. the objective function \f$ c \f$. That 42 * is, the objective parallelism is given by \f$ \frac{a^T c}{\|a\| \|c\|} \f$. Notice that the vectors are parallel 43 * when this formula returns 1; 44 * - the integer support of a cut is the ratio between the number of nonzero integer columns and the number of nonzero 45 * columns. 46 * 47 * These features of a cut can be recovered and/or computed with the functions @ref SCIPgetCutEfficacy(), @ref 48 * SCIPgetCutLPSolCutoffDistance(), @ref SCIPgetRowObjParallelism(), and @ref SCIPgetRowNumIntCols(), @ref 49 * SCIProwGetNNonz(). 50 * 51 * The filtering step works as follows. 52 * After computing the scores, these are divided in two groups: good scores and bad scores. Any score larger or equal 53 * to 90% of the largest score is considered a good score. 54 * 55 * First, the forced cuts --- cuts that are going to enter the LP no matter what --- are used to filter the non-forced 56 * cuts. This means that for each forced cut, @p fcut, the parallelism between @p fcut and 57 * every non-forced cut, @p cut, is computed (the parallelism between two cuts \f$ a^T x \leq b \f$ and \f$ d^T x \leq e\f$ 58 * is \f$ \frac{a^T d}{\|a\| \|d\|} \f$). 59 * If the score of cut is good, then cut is dropped if its parallelism with @p fcut is larger or equal than the maximum 60 * between \f$ \frac{1}{2} \f$ and 1 - minimum orthogonality. 61 * If the score of cut is not good, then cut is dropped if its parallelism with @p fcut is larger or equal than 1 - minimum 62 * orthogonality. 63 * 64 * @note The minimum orthogonality is a parameter that can be set, as well as the weights for the score. 65 * 66 * @note In the case of no primal solution, the weight assigned to the directed cutoff distance is transfered to the 67 * efficacy. 68 */ 69 70 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 71 72 #ifndef __SCIP_CUTSEL_HYBRID_H__ 73 #define __SCIP_CUTSEL_HYBRID_H__ 74 75 76 #include "scip/scip.h" 77 78 #ifdef __cplusplus 79 extern "C" { 80 #endif 81 82 /** creates the hybrid separator and includes it in SCIP 83 * 84 * @ingroup CutSelectorIncludes 85 */ 86 SCIP_EXPORT 87 SCIP_RETCODE SCIPincludeCutselHybrid( 88 SCIP* scip /**< SCIP data structure */ 89 ); 90 91 /**@addtogroup CUTSELECTORS 92 * 93 * @{ 94 */ 95 96 /** perform a cut selection algorithm for the given array of cuts 97 * 98 * This is the selection method of the hybrid cut selector which uses a weighted sum of the 99 * efficacy, parallelism, directed cutoff distance, and the integral support. 100 * The input cuts array gets resorted s.t the selected cuts come first and the remaining 101 * ones are the end. 102 */ 103 SCIP_EXPORT 104 SCIP_RETCODE SCIPselectCutsHybrid( 105 SCIP* scip, /**< SCIP data structure */ 106 SCIP_ROW** cuts, /**< array with cuts to perform selection algorithm */ 107 SCIP_ROW** forcedcuts, /**< array with forced cuts */ 108 SCIP_RANDNUMGEN* randnumgen, /**< random number generator for tie-breaking, or NULL */ 109 SCIP_Real goodscorefac, /**< factor of best score among the given cuts to consider a cut good 110 * and filter with less strict settings of the maximum parallelism */ 111 SCIP_Real badscorefac, /**< factor of best score among the given cuts to consider a cut bad 112 * and discard it regardless of its parallelism to other cuts */ 113 SCIP_Real goodmaxparall, /**< maximum parallelism for good cuts */ 114 SCIP_Real maxparall, /**< maximum parallelism for non-good cuts */ 115 SCIP_Real dircutoffdistweight,/**< weight of directed cutoff distance in cut score calculation */ 116 SCIP_Real efficacyweight, /**< weight of efficacy in cut score calculation */ 117 SCIP_Real objparalweight, /**< weight of objective parallelism in cut score calculation */ 118 SCIP_Real intsupportweight, /**< weight of integral support in cut score calculation */ 119 int ncuts, /**< number of cuts in cuts array */ 120 int nforcedcuts, /**< number of forced cuts */ 121 int maxselectedcuts, /**< maximal number of cuts from cuts array to select */ 122 int* nselectedcuts /**< pointer to return number of selected cuts from cuts array */ 123 ); 124 125 /** @} */ 126 127 #ifdef __cplusplus 128 } 129 #endif 130 131 #endif 132