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GCG

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heur_gcgshifting.c File Reference

Detailed Description

LP gcgrounding heuristic that tries to recover from intermediate infeasibilities and shifts continuous variables.

Author
Tobias Achterberg
Christian Puchert

Definition in file heur_gcgshifting.c.

#include <assert.h>
#include <string.h>
#include "heur_gcgshifting.h"
#include "gcg.h"
#include "relax_gcg.h"
#include "scip/misc.h"

Go to the source code of this file.

Data Structures

struct  SCIP_HeurData
 

Macros

#define HEUR_NAME   "gcgshifting"
 
#define HEUR_DESC   "LP rounding heuristic on original variables with infeasibility recovering also using continuous variables"
 
#define HEUR_DISPCHAR   's'
 
#define HEUR_PRIORITY   -5000
 
#define HEUR_FREQ   10
 
#define HEUR_FREQOFS   0
 
#define HEUR_MAXDEPTH   -1
 
#define HEUR_TIMING   SCIP_HEURTIMING_AFTERNODE
 
#define HEUR_USESSUBSCIP   FALSE
 
#define MAXSHIFTINGS   50
 
#define WEIGHTFACTOR   1.1
 
#define DEFAULT_RANDSEED   31
 
#define heurCopyGcgshifting   NULL
 
#define heurFreeGcgshifting   NULL
 
#define heurExitsolGcgshifting   NULL
 

Functions

static void updateViolations (SCIP *scip, SCIP_ROW *row, SCIP_ROW **violrows, int *violrowpos, int *nviolrows, SCIP_Real oldactivity, SCIP_Real newactivity)
 
static SCIP_RETCODE updateActivities (SCIP *scip, SCIP_Real *activities, SCIP_ROW **violrows, int *violrowpos, int *nviolrows, int nlprows, SCIP_VAR *var, SCIP_Real oldsolval, SCIP_Real newsolval)
 
static SCIP_RETCODE selectShifting (SCIP *scip, SCIP_SOL *sol, SCIP_ROW *row, SCIP_Real rowactivity, int direction, SCIP_Real *nincreases, SCIP_Real *ndecreases, SCIP_Real increaseweight, SCIP_VAR **shiftvar, SCIP_Real *oldsolval, SCIP_Real *newsolval)
 
static SCIP_RETCODE selectEssentialRounding (SCIP *scip, SCIP_SOL *sol, SCIP_Real minobj, SCIP_VAR **lpcands, int nlpcands, SCIP_VAR **shiftvar, SCIP_Real *oldsolval, SCIP_Real *newsolval)
 
static void addFracCounter (int *nfracsinrow, int nlprows, SCIP_VAR *var, int incval)
 
static SCIP_DECL_HEURINIT (heurInitGcgshifting)
 
static SCIP_DECL_HEUREXIT (heurExitGcgshifting)
 
static SCIP_DECL_HEURINITSOL (heurInitsolGcgshifting)
 
static SCIP_DECL_HEUREXEC (heurExecGcgshifting)
 
SCIP_RETCODE SCIPincludeHeurGcgshifting (SCIP *scip)
 

Macro Definition Documentation

◆ HEUR_NAME

#define HEUR_NAME   "gcgshifting"

Definition at line 45 of file heur_gcgshifting.c.

◆ HEUR_DESC

#define HEUR_DESC   "LP rounding heuristic on original variables with infeasibility recovering also using continuous variables"

Definition at line 46 of file heur_gcgshifting.c.

◆ HEUR_DISPCHAR

#define HEUR_DISPCHAR   's'

Definition at line 47 of file heur_gcgshifting.c.

◆ HEUR_PRIORITY

#define HEUR_PRIORITY   -5000

Definition at line 48 of file heur_gcgshifting.c.

◆ HEUR_FREQ

#define HEUR_FREQ   10

Definition at line 49 of file heur_gcgshifting.c.

◆ HEUR_FREQOFS

#define HEUR_FREQOFS   0

Definition at line 50 of file heur_gcgshifting.c.

◆ HEUR_MAXDEPTH

#define HEUR_MAXDEPTH   -1

Definition at line 51 of file heur_gcgshifting.c.

◆ HEUR_TIMING

#define HEUR_TIMING   SCIP_HEURTIMING_AFTERNODE

Definition at line 52 of file heur_gcgshifting.c.

◆ HEUR_USESSUBSCIP

#define HEUR_USESSUBSCIP   FALSE

Definition at line 53 of file heur_gcgshifting.c.

◆ MAXSHIFTINGS

#define MAXSHIFTINGS   50

maximal number of non improving shiftings

Definition at line 55 of file heur_gcgshifting.c.

◆ WEIGHTFACTOR

#define WEIGHTFACTOR   1.1

Definition at line 56 of file heur_gcgshifting.c.

◆ DEFAULT_RANDSEED

#define DEFAULT_RANDSEED   31

initial random seed

Definition at line 57 of file heur_gcgshifting.c.

◆ heurCopyGcgshifting

#define heurCopyGcgshifting   NULL

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

Definition at line 474 of file heur_gcgshifting.c.

◆ heurFreeGcgshifting

#define heurFreeGcgshifting   NULL

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

Definition at line 477 of file heur_gcgshifting.c.

◆ heurExitsolGcgshifting

#define heurExitsolGcgshifting   NULL

solving process deinitialization method of primal heuristic (called before branch and bound process data is freed)

Definition at line 542 of file heur_gcgshifting.c.

Function Documentation

◆ updateViolations()

static void updateViolations ( SCIP *  scip,
SCIP_ROW *  row,
SCIP_ROW **  violrows,
int *  violrowpos,
int *  nviolrows,
SCIP_Real  oldactivity,
SCIP_Real  newactivity 
)
static

update row violation arrays after a row's activity value changed

Parameters
scipSCIP data structure
rowLP row
violrowsarray with currently violated rows
violrowposposition of LP rows in violrows array
nviolrowspointer to the number of currently violated rows
oldactivityold activity value of LP row
newactivitynew activity value of LP row

Definition at line 77 of file heur_gcgshifting.c.

Referenced by updateActivities().

◆ updateActivities()

static SCIP_RETCODE updateActivities ( SCIP *  scip,
SCIP_Real *  activities,
SCIP_ROW **  violrows,
int *  violrowpos,
int *  nviolrows,
int  nlprows,
SCIP_VAR *  var,
SCIP_Real  oldsolval,
SCIP_Real  newsolval 
)
static

update row activities after a variable's solution value changed

Parameters
scipSCIP data structure
activitiesLP row activities
violrowsarray with currently violated rows
violrowposposition of LP rows in violrows array
nviolrowspointer to the number of currently violated rows
nlprowsnumber of rows in current LP
varvariable that has been changed
oldsolvalold solution value of variable
newsolvalnew solution value of variable

Definition at line 136 of file heur_gcgshifting.c.

References updateViolations().

Referenced by SCIP_DECL_HEUREXEC().

◆ selectShifting()

static SCIP_RETCODE selectShifting ( SCIP *  scip,
SCIP_SOL *  sol,
SCIP_ROW *  row,
SCIP_Real  rowactivity,
int  direction,
SCIP_Real *  nincreases,
SCIP_Real *  ndecreases,
SCIP_Real  increaseweight,
SCIP_VAR **  shiftvar,
SCIP_Real *  oldsolval,
SCIP_Real *  newsolval 
)
static

returns a variable, that pushes activity of the row in the given direction with minimal negative impact on other rows; if variables have equal impact, chooses the one with best objective value improvement in corresponding direction; prefer fractional integers over other variables in order to become integral during the process; shifting in a direction is forbidden, if this forces the objective value over the upper bound, or if the variable was already shifted in the opposite direction

Parameters
scipSCIP data structure
solprimal solution
rowLP row
rowactivityactivity of LP row
directionshould the activity be increased (+1) or decreased (-1)?
nincreasesarray with weighted number of increasings per variables
ndecreasesarray with weighted number of decreasings per variables
increaseweightcurrent weight of increase/decrease updates
shiftvarpointer to store the shifting variable, returns NULL if impossible
oldsolvalpointer to store old solution value of shifting variable
newsolvalpointer to store new (shifted) solution value of shifting variable

Definition at line 210 of file heur_gcgshifting.c.

Referenced by SCIP_DECL_HEUREXEC().

◆ selectEssentialRounding()

static SCIP_RETCODE selectEssentialRounding ( SCIP *  scip,
SCIP_SOL *  sol,
SCIP_Real  minobj,
SCIP_VAR **  lpcands,
int  nlpcands,
SCIP_VAR **  shiftvar,
SCIP_Real *  oldsolval,
SCIP_Real *  newsolval 
)
static

returns a fractional variable, that has most impact on rows in opposite direction, i.e. that is most crucial to fix in the other direction; if variables have equal impact, chooses the one with best objective value improvement in corresponding direction; shifting in a direction is forbidden, if this forces the objective value over the upper bound

Parameters
scipSCIP data structure
solprimal solution
minobjminimal objective value possible after shifting remaining fractional vars
lpcandsfractional variables in LP
nlpcandsnumber of fractional variables in LP
shiftvarpointer to store the shifting variable, returns NULL if impossible
oldsolvalold (fractional) solution value of shifting variable
newsolvalnew (shifted) solution value of shifting variable

Definition at line 361 of file heur_gcgshifting.c.

Referenced by SCIP_DECL_HEUREXEC().

◆ addFracCounter()

static void addFracCounter ( int *  nfracsinrow,
int  nlprows,
SCIP_VAR *  var,
int  incval 
)
static

adds a given value to the fractionality counters of the rows in which the given variable appears

Parameters
nfracsinrowarray to store number of fractional variables per row
nlprowsnumber of rows in LP
varvariable for which the counting should be updated
incvalvalue that should be added to the corresponding array entries

Definition at line 441 of file heur_gcgshifting.c.

Referenced by SCIP_DECL_HEUREXEC().

◆ SCIP_DECL_HEURINIT()

static SCIP_DECL_HEURINIT ( heurInitGcgshifting  )
static

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

Definition at line 482 of file heur_gcgshifting.c.

References DEFAULT_RANDSEED, and HEUR_NAME.

◆ SCIP_DECL_HEUREXIT()

static SCIP_DECL_HEUREXIT ( heurExitGcgshifting  )
static

deinitialization method of primal heuristic (called before transformed problem is freed)

Definition at line 505 of file heur_gcgshifting.c.

References HEUR_NAME.

◆ SCIP_DECL_HEURINITSOL()

static SCIP_DECL_HEURINITSOL ( heurInitsolGcgshifting  )
static

solving process initialization method of primal heuristic (called when branch and bound process is about to begin)

Definition at line 527 of file heur_gcgshifting.c.

References HEUR_NAME.

◆ SCIP_DECL_HEUREXEC()

static SCIP_DECL_HEUREXEC ( heurExecGcgshifting  )
static

◆ SCIPincludeHeurGcgshifting()

SCIP_RETCODE SCIPincludeHeurGcgshifting ( SCIP *  scip)

creates the GCG shifting heuristic with infeasibility recovering and includes it in SCIP

Parameters
scipSCIP data structure

Definition at line 902 of file heur_gcgshifting.c.

References HEUR_DESC, HEUR_DISPCHAR, HEUR_FREQ, HEUR_FREQOFS, HEUR_MAXDEPTH, HEUR_NAME, HEUR_PRIORITY, HEUR_TIMING, HEUR_USESSUBSCIP, heurCopyGcgshifting, heurExitsolGcgshifting, and heurFreeGcgshifting.

Referenced by SCIPincludeGcgPlugins().