Detailed Description

LNS heuristic that finds the optimal rounding to a given point.

Author: Timo Berthold

Definition in file heur_rens.c.

#include "blockmemshell/memory.h"
#include "scip/heuristics.h"
#include "scip/heur_rens.h"
#include "scip/pub_event.h"
#include "scip/pub_heur.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_sol.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.h"
#include "scip/scip_event.h"
#include "scip/scip_general.h"
#include "scip/scip_heur.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_nodesel.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_sol.h"
#include "scip/scip_solve.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include "scip/scip_var.h"

Go to the source code of this file.

Macros
#define	HEUR_NAME "rens"
#define	HEUR_DESC "LNS exploring fractional neighborhood of relaxation's optimum"
#define	HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS
#define	HEUR_PRIORITY -1100000
#define	HEUR_FREQ 0
#define	HEUR_FREQOFS 0
#define	HEUR_MAXDEPTH -1
#define	HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE
#define	HEUR_USESSUBSCIP TRUE
#define	DEFAULT_BINARYBOUNDS TRUE
#define	DEFAULT_MAXNODES 5000LL
#define	DEFAULT_MINFIXINGRATE 0.5
#define	DEFAULT_MINIMPROVE 0.01
#define	DEFAULT_MINNODES 50LL
#define	DEFAULT_NODESOFS 500LL
#define	DEFAULT_NODESQUOT 0.1
#define	DEFAULT_LPLIMFAC 2.0
#define	DEFAULT_STARTSOL 'l'
#define	STARTSOL_CHOICES "nl"
#define	DEFAULT_USELPROWS FALSE
#define	DEFAULT_COPYCUTS TRUE
#define	DEFAULT_EXTRATIME FALSE
#define	DEFAULT_ADDALLSOLS FALSE
#define	DEFAULT_FULLSCALE FALSE
#define	DEFAULT_BESTSOLLIMIT -1
#define	DEFAULT_USEUCT FALSE
#define	EVENTHDLR_NAME "Rens"
#define	EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Functions
static SCIP_RETCODE	computeFixingrate (SCIP scip, SCIP_VAR fixedvars, SCIP_Real fixedvals, int nfixedvars, int fixedvarssize, SCIP_Real minfixingrate, char startsol, SCIP_Real fixingrate, SCIP_Bool success)
static SCIP_RETCODE	restrictToBinaryBounds (SCIP scip, SCIP subscip, SCIP_VAR **subvars, char startsol)
static	SCIP_DECL_EVENTEXEC (eventExecRens)
static SCIP_RETCODE	setupAndSolveSubscip (SCIP scip, SCIP subscip, SCIP_RESULT result, SCIP_HEUR heur, SCIP_VAR *fixedvars, SCIP_Real fixedvals, int nfixedvars, SCIP_Real intfixingrate, SCIP_Real minfixingrate, SCIP_Real minimprove, SCIP_Longint maxnodes, SCIP_Longint nstallnodes, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows)
SCIP_RETCODE	SCIPapplyRens (SCIP scip, SCIP_HEUR heur, SCIP_RESULT *result, SCIP_Real minfixingrate, SCIP_Real minimprove, SCIP_Longint maxnodes, SCIP_Longint nstallnodes, char startsol, SCIP_Bool binarybounds, SCIP_Bool uselprows)
static	SCIP_DECL_HEURCOPY (heurCopyRens)
static	SCIP_DECL_HEURFREE (heurFreeRens)
static	SCIP_DECL_HEURINIT (heurInitRens)
static	SCIP_DECL_HEUREXEC (heurExecRens)
SCIP_RETCODE	SCIPincludeHeurRens (SCIP *scip)

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME "rens"

Definition at line 65 of file heur_rens.c.

◆ HEUR_DESC

#define HEUR_DESC "LNS exploring fractional neighborhood of relaxation's optimum"

Definition at line 66 of file heur_rens.c.

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR SCIP_HEURDISPCHAR_LNS

Definition at line 67 of file heur_rens.c.

◆ HEUR_PRIORITY

#define HEUR_PRIORITY -1100000

Definition at line 68 of file heur_rens.c.

◆ HEUR_FREQ

#define HEUR_FREQ 0

Definition at line 69 of file heur_rens.c.

◆ HEUR_FREQOFS

#define HEUR_FREQOFS 0

Definition at line 70 of file heur_rens.c.

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH -1

Definition at line 71 of file heur_rens.c.

◆ HEUR_TIMING

#define HEUR_TIMING SCIP_HEURTIMING_AFTERLPNODE

Definition at line 72 of file heur_rens.c.

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP TRUE

does the heuristic use a secondary SCIP instance?

Definition at line 73 of file heur_rens.c.

◆ DEFAULT_BINARYBOUNDS

#define DEFAULT_BINARYBOUNDS TRUE

Definition at line 76 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_MAXNODES

#define DEFAULT_MAXNODES 5000LL

Definition at line 77 of file heur_rens.c.

◆ DEFAULT_MINFIXINGRATE

#define DEFAULT_MINFIXINGRATE 0.5

Definition at line 78 of file heur_rens.c.

◆ DEFAULT_MINIMPROVE

#define DEFAULT_MINIMPROVE 0.01

Definition at line 79 of file heur_rens.c.

◆ DEFAULT_MINNODES

#define DEFAULT_MINNODES 50LL

Definition at line 80 of file heur_rens.c.

◆ DEFAULT_NODESOFS

#define DEFAULT_NODESOFS 500LL

Definition at line 81 of file heur_rens.c.

◆ DEFAULT_NODESQUOT

#define DEFAULT_NODESQUOT 0.1

Definition at line 82 of file heur_rens.c.

◆ DEFAULT_LPLIMFAC

#define DEFAULT_LPLIMFAC 2.0

Definition at line 83 of file heur_rens.c.

◆ DEFAULT_STARTSOL

#define DEFAULT_STARTSOL 'l'

Definition at line 84 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ STARTSOL_CHOICES

#define STARTSOL_CHOICES "nl"

Definition at line 85 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_USELPROWS

#define DEFAULT_USELPROWS FALSE

Definition at line 86 of file heur_rens.c.

◆ DEFAULT_COPYCUTS

#define DEFAULT_COPYCUTS TRUE

Definition at line 88 of file heur_rens.c.

◆ DEFAULT_EXTRATIME

#define DEFAULT_EXTRATIME FALSE

Definition at line 91 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_ADDALLSOLS

#define DEFAULT_ADDALLSOLS FALSE

Definition at line 94 of file heur_rens.c.

◆ DEFAULT_FULLSCALE

#define DEFAULT_FULLSCALE FALSE

Definition at line 96 of file heur_rens.c.

Referenced by SCIPincludeHeurRens().

◆ DEFAULT_BESTSOLLIMIT

#define DEFAULT_BESTSOLLIMIT -1

Definition at line 100 of file heur_rens.c.

◆ DEFAULT_USEUCT

#define DEFAULT_USEUCT FALSE

Definition at line 101 of file heur_rens.c.

◆ EVENTHDLR_NAME

#define EVENTHDLR_NAME "Rens"

Definition at line 104 of file heur_rens.c.

◆ EVENTHDLR_DESC

#define EVENTHDLR_DESC "LP event handler for " HEUR_NAME " heuristic"

Definition at line 105 of file heur_rens.c.

Function Documentation

◆ computeFixingrate()

SCIP_RETCODE computeFixingrate	(	SCIP *	scip,
		SCIP_VAR **	fixedvars,
		SCIP_Real *	fixedvals,
		int *	nfixedvars,
		int	fixedvarssize,
		SCIP_Real	minfixingrate,
		char *	startsol,
		SCIP_Real *	fixingrate,
		SCIP_Bool *	success )

static

compute the number of initial fixings and check whether the fixing rate exceeds the minimum fixing rate

Parameters

scip	SCIP data structure
fixedvars	array to store source SCIP variables whose copies should be fixed in the sub-SCIP
fixedvals	array to store solution values for variable fixing
nfixedvars	pointer to store the number of fixed variables
fixedvarssize	size of the arrays to store fixing variables
minfixingrate	percentage of integer variables that have to be fixed
startsol	pointer to solution used for fixing values ('l'p relaxation, 'n'lp relaxation)
fixingrate	percentage of integers that get actually fixed
success	pointer to store whether minimum fixingrate is exceeded

Definition at line 145 of file heur_rens.c.

References assert(), computeFixingrate(), FALSE, i, MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCOPT, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPfloor(), SCIPgetNLPSolstat(), SCIPgetVarsData(), SCIPisFeasIntegral(), SCIPisNLPConstructed(), SCIPsetNLPInitialGuessSol(), SCIPsolveNLP, SCIPvarGetLPSol(), SCIPvarGetNLPSol(), TRUE, and vars.

Referenced by computeFixingrate(), and SCIPapplyRens().

◆ restrictToBinaryBounds()

SCIP_RETCODE restrictToBinaryBounds	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_VAR **	subvars,
		char	startsol )

static

fixes bounds of unfixed integer variables to binary bounds

Parameters

scip	original SCIP data structure
subscip	SCIP data structure for the subproblem
subvars	the variables of the subproblem
startsol	solution used for fixing values ('l'p relaxation, 'n'lp relaxation)

Definition at line 252 of file heur_rens.c.

References assert(), i, NULL, restrictToBinaryBounds(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPchgVarLbGlobal(), SCIPchgVarUbGlobal(), SCIPfeasCeil(), SCIPfeasFloor(), SCIPfloor(), SCIPgetVarsData(), SCIPisFeasEQ(), SCIPisFeasIntegral(), SCIPvarGetLbGlobal(), SCIPvarGetLPSol(), SCIPvarGetNLPSol(), SCIPvarGetUbGlobal(), and vars.

Referenced by restrictToBinaryBounds(), and setupAndSolveSubscip().

◆ SCIP_DECL_EVENTEXEC()

SCIP_DECL_EVENTEXEC ( eventExecRens )

static

Definition at line 319 of file heur_rens.c.

References assert(), EVENTHDLR_NAME, heurdata, NULL, SCIP_CALL, SCIP_DECL_EVENTEXEC, SCIP_EVENTTYPE_LPSOLVED, SCIP_INVALIDCALL, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_STRINGEQ, SCIPdebugMsg, SCIPeventGetType(), SCIPeventhdlrGetName(), SCIPgetNLPs(), and SCIPinterruptSolve().

◆ setupAndSolveSubscip()

SCIP_RETCODE setupAndSolveSubscip	(	SCIP *	scip,
		SCIP *	subscip,
		SCIP_RESULT *	result,
		SCIP_HEUR *	heur,
		SCIP_VAR **	fixedvars,
		SCIP_Real *	fixedvals,
		int	nfixedvars,
		SCIP_Real	intfixingrate,
		SCIP_Real	minfixingrate,
		SCIP_Real	minimprove,
		SCIP_Longint	maxnodes,
		SCIP_Longint	nstallnodes,
		char	startsol,
		SCIP_Bool	binarybounds,
		SCIP_Bool	uselprows )

static

setup and solve the RENS sub-SCIP

Parameters

scip	SCIP data structure
subscip	sub SCIP data structure
result	result pointer
heur	heuristic data structure
fixedvars	array of variables that should be fixed
fixedvals	array of fixing values
nfixedvars	number of variables that should be fixed
intfixingrate	percentage of integer variables fixed
minfixingrate	minimum percentage of integer variables that have to be fixed
minimprove	factor by which RENS should at least improve the incumbent
maxnodes	maximum number of nodes for the subproblem
nstallnodes	number of stalling nodes for the subproblem
startsol	solution used for fixing values ('l'p relaxation, 'n'lp relaxation)
binarybounds	should general integers get binary bounds [floor(.),ceil(.)]?
uselprows	should subproblem be created out of the rows in the LP rows?

Definition at line 345 of file heur_rens.c.

References assert(), cutoff, EVENTHDLR_DESC, EVENTHDLR_NAME, FALSE, HEUR_NAME, heurdata, i, MAX, MIN, NULL, nvars, restrictToBinaryBounds(), result, SCIP_Bool, SCIP_CALL, SCIP_EVENTTYPE_LPSOLVED, SCIP_FOUNDSOL, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_PARAMSETTING_FAST, SCIP_PARAMSETTING_OFF, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPABORT, SCIPallocBufferArray, SCIPblkmem(), SCIPcatchEvent(), SCIPcopyLargeNeighborhoodSearch(), SCIPcopyLimits(), SCIPdebug, SCIPdebugMsg, SCIPdropEvent(), SCIPerrorMessage, SCIPfindBranchrule(), SCIPfindNodesel(), SCIPfreeBufferArray, SCIPgetBestSol(), SCIPgetLowerbound(), SCIPgetNConss(), SCIPgetNNodes(), SCIPgetNOrigVars(), SCIPgetNSols(), SCIPgetNVars(), SCIPgetPrimalbound(), SCIPgetSols(), SCIPgetSolvingTime(), SCIPgetUpperbound(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPheurGetData(), SCIPincludeEventhdlrBasic(), SCIPinfinity(), SCIPisInfinity(), SCIPisParamFixed(), SCIPmergeVariableStatistics(), SCIPpresolve(), SCIPprintStatistics(), SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetObjlimit(), SCIPsetPresolving(), SCIPsetSeparating(), SCIPsetSubscipsOff(), SCIPsolGetNodenum(), SCIPsolve(), SCIPstatisticPrintf, SCIPsumepsilon(), SCIPtransformProb(), SCIPtranslateSubSol(), SCIPtrySolFree(), SCIPwarningMessage(), setupAndSolveSubscip(), TRUE, and vars.

Referenced by applyVbounds(), SCIPapplyRens(), SCIPapplyZeroobj(), setupAndSolveSubscip(), setupAndSolveSubscip(), and setupAndSolveSubscip().

◆ SCIP_DECL_HEURCOPY()

SCIP_DECL_HEURCOPY ( heurCopyRens )

static

copy method for primal heuristic plugins (called when SCIP copies plugins)

Definition at line 694 of file heur_rens.c.

References assert(), HEUR_NAME, NULL, SCIP_CALL, SCIP_DECL_HEURCOPY, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STRINGEQ, SCIPheurGetName(), and SCIPincludeHeurRens().

◆ SCIP_DECL_HEURFREE()

SCIP_DECL_HEURFREE ( heurFreeRens )

static

destructor of primal heuristic to free user data (called when SCIP is exiting)

Definition at line 709 of file heur_rens.c.

References assert(), heurdata, NULL, SCIP_DECL_HEURFREE, SCIP_OKAY, SCIPfreeBlockMemory, SCIPheurGetData(), and SCIPheurSetData().

◆ SCIP_DECL_HEURINIT()

SCIP_DECL_HEURINIT ( heurInitRens )

static

initialization method of primal heuristic (called after problem was transformed)

Definition at line 729 of file heur_rens.c.

References assert(), heurdata, NULL, SCIP_DECL_HEURINIT, SCIP_OKAY, and SCIPheurGetData().

◆ SCIP_DECL_HEUREXEC()

SCIP_DECL_HEUREXEC ( heurExecRens )

static

execution method of primal heuristic

Definition at line 749 of file heur_rens.c.

References assert(), heurdata, MIN, NULL, result, SCIP_CALL, SCIP_DECL_HEUREXEC, SCIP_DELAYED, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIPapplyRens(), SCIPdebugMsg, SCIPgetCutoffbound(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetNLPBranchCands(), SCIPgetNNlpis(), SCIPgetNNodes(), SCIPhasCurrentNodeLP(), SCIPheurGetData(), SCIPheurGetNBestSolsFound(), SCIPheurGetNCalls(), SCIPisGE(), and SCIPisStopped().

Detailed Description

Macros

Functions

Macro Definition Documentation

◆ HEUR_NAME

◆ HEUR_DESC

◆ HEUR_DISPCHAR

◆ HEUR_PRIORITY

◆ HEUR_FREQ

◆ HEUR_FREQOFS

◆ HEUR_MAXDEPTH

◆ HEUR_TIMING

◆ HEUR_USESSUBSCIP

◆ DEFAULT_BINARYBOUNDS

◆ DEFAULT_MAXNODES

◆ DEFAULT_MINFIXINGRATE

◆ DEFAULT_MINIMPROVE

◆ DEFAULT_MINNODES

◆ DEFAULT_NODESOFS

◆ DEFAULT_NODESQUOT

◆ DEFAULT_LPLIMFAC

◆ DEFAULT_STARTSOL

◆ STARTSOL_CHOICES

◆ DEFAULT_USELPROWS

◆ DEFAULT_COPYCUTS

◆ DEFAULT_EXTRATIME

◆ DEFAULT_ADDALLSOLS

◆ DEFAULT_FULLSCALE

◆ DEFAULT_BESTSOLLIMIT

◆ DEFAULT_USEUCT

◆ EVENTHDLR_NAME

◆ EVENTHDLR_DESC

Function Documentation

◆ computeFixingrate()

◆ restrictToBinaryBounds()

◆ SCIP_DECL_EVENTEXEC()

◆ setupAndSolveSubscip()

◆ SCIP_DECL_HEURCOPY()

◆ SCIP_DECL_HEURFREE()

◆ SCIP_DECL_HEURINIT()

◆ SCIP_DECL_HEUREXEC()