Detailed Description

cplex solver for pricing problems

Author: Gerald Gamrath; Alexander Gross; Hanna Franzen; Christian Puchert

#include <string.h>
#include "scip/scip.h"
#include "gcg.h"
#include "solver_cplex.h"
#include "pub_solver.h"
#include "pub_gcgcol.h"
#include "pricer_gcg.h"
#include "scip_misc.h"
#include "cplex.h"

Go to the source code of this file.

Data Structures
struct	GCG_SolverData

Macros
#define	CHECK_ZERO(x)

#define	CPX_LONG_MAX 9223372036800000000LL

#define	SOLVER_NAME "cplex"

#define	SOLVER_DESC "cplex solver for pricing problems"

#define	SOLVER_PRIORITY 100

#define	SOLVER_HEURENABLED TRUE

#define	SOLVER_EXACTENABLED TRUE

#define	DEFAULT_CHECKSOLS TRUE

#define	DEFAULT_THREADS 1

#define	DEFAULT_STARTNODELIMIT 1000LL

#define	DEFAULT_STARTGAPLIMIT 0.2

#define	DEFAULT_STARTSOLLIMIT 10LL

#define	DEFAULT_NODELIMITFAC 1.25

#define	DEFAULT_STALLNODELIMITFAC 1.25

#define	DEFAULT_GAPLIMITFAC 0.8

#define	DEFAULT_SOLLIMITFAC 1.5

#define	solverInitCplex NULL

#define	solverExitCplex NULL

Functions
static SCIP_RETCODE	buildProblem (SCIP scip, GCG_SOLVERDATA solverdata, SCIP *pricingprob, int probnr)

static SCIP_RETCODE	updateVars (SCIP scip, GCG_SOLVERDATA solverdata, SCIP *pricingprob, int probnr, SCIP_Bool varobjschanged, SCIP_Bool varbndschanged)

static SCIP_RETCODE	updateBranchingConss (SCIP scip, GCG_SOLVERDATA solverdata, SCIP *pricingprob, int probnr)

static SCIP_RETCODE	solveCplex (SCIP scip, GCG_SOLVERDATA solverdata, SCIP pricingprob, int probnr, SCIP_Real dualsolconv, SCIP_Real lowerbound, int ncols, GCG_PRICINGSTATUS status)

static	GCG_DECL_SOLVERFREE (solverFreeCplex)

static	GCG_DECL_SOLVERINITSOL (solverInitsolCplex)

static	GCG_DECL_SOLVEREXITSOL (solverExitsolCplex)

static	GCG_DECL_SOLVERUPDATE (solverUpdateCplex)

static	GCG_DECL_SOLVERSOLVEHEUR (solverSolveHeurCplex)

static	GCG_DECL_SOLVERSOLVE (solverSolveCplex)

SCIP_RETCODE	GCGincludeSolverCplex (SCIP *scip)

Macro Definition Documentation

◆ CHECK_ZERO

#define CHECK_ZERO ( x )

Value:

      { int _restat_;                                   \
      if( (_restat_ = (x)) != 0 )                                       \
      {                                                                 \
         SCIPerrorMessage("Error in pricing solver: CPLEX returned %d\n", _restat_); \
         retval = SCIP_INVALIDRESULT;                                   \
         goto TERMINATE;                                                \
      }                                                                 \
   }

Definition at line 52 of file solver_cplex.c.

◆ CPX_LONG_MAX

#define CPX_LONG_MAX 9223372036800000000LL

Definition at line 61 of file solver_cplex.c.

◆ SOLVER_NAME

#define SOLVER_NAME "cplex"

Definition at line 64 of file solver_cplex.c.

◆ SOLVER_DESC

#define SOLVER_DESC "cplex solver for pricing problems"

Definition at line 65 of file solver_cplex.c.

◆ SOLVER_PRIORITY

#define SOLVER_PRIORITY 100

Definition at line 66 of file solver_cplex.c.

◆ SOLVER_HEURENABLED

#define SOLVER_HEURENABLED TRUE

indicates whether the heuristic solving method of the solver should be enabled

Definition at line 67 of file solver_cplex.c.

◆ SOLVER_EXACTENABLED

#define SOLVER_EXACTENABLED TRUE

indicates whether the exact solving method of the solver should be enabled

Definition at line 68 of file solver_cplex.c.

◆ DEFAULT_CHECKSOLS

#define DEFAULT_CHECKSOLS TRUE

should solutions of the pricing MIPs be checked for duplicity?

Definition at line 70 of file solver_cplex.c.

◆ DEFAULT_THREADS

#define DEFAULT_THREADS 1

number of threads the CPLEX pricing solver is allowed to use (0: automatic)

Definition at line 71 of file solver_cplex.c.

◆ DEFAULT_STARTNODELIMIT

#define DEFAULT_STARTNODELIMIT 1000LL

start node limit for heuristic pricing

Definition at line 72 of file solver_cplex.c.

◆ DEFAULT_STARTGAPLIMIT

#define DEFAULT_STARTGAPLIMIT 0.2

start gap limit for heuristic pricing

Definition at line 73 of file solver_cplex.c.

◆ DEFAULT_STARTSOLLIMIT

#define DEFAULT_STARTSOLLIMIT 10LL

start solution limit for heuristic pricing

Definition at line 74 of file solver_cplex.c.

◆ DEFAULT_NODELIMITFAC

#define DEFAULT_NODELIMITFAC 1.25

factor by which to increase node limit for heuristic pricing (1.0: add start limit)

Definition at line 75 of file solver_cplex.c.

◆ DEFAULT_STALLNODELIMITFAC

#define DEFAULT_STALLNODELIMITFAC 1.25

factor by which to increase stalling node limit for heuristic pricing

Definition at line 76 of file solver_cplex.c.

◆ DEFAULT_GAPLIMITFAC

#define DEFAULT_GAPLIMITFAC 0.8

factor by which to decrease gap limit for heuristic pricing (1.0: subtract start limit)

Definition at line 77 of file solver_cplex.c.

◆ DEFAULT_SOLLIMITFAC

#define DEFAULT_SOLLIMITFAC 1.5

factor by which to increase solution limit for heuristic pricing (1.0: add start limit)

Definition at line 78 of file solver_cplex.c.

◆ solverInitCplex

#define solverInitCplex NULL

Definition at line 1065 of file solver_cplex.c.

◆ solverExitCplex

#define solverExitCplex NULL

Definition at line 1066 of file solver_cplex.c.

Function Documentation

◆ buildProblem()

static SCIP_RETCODE buildProblem	(	SCIP *	scip,
		GCG_SOLVERDATA *	solverdata,
		SCIP *	pricingprob,
		int	probnr
	)

static

creates a CPLEX environment and builds the pricing problem

Parameters

scip	SCIP data structure
solverdata	solver data structure
pricingprob	pricing problem
probnr	problem number

Definition at line 120 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::cpxenv, GCGconsGetLhs(), GCGconsGetNVars(), GCGconsGetRhs(), GCGconsGetVals(), GCGconsGetVars(), GCG_SolverData::lp, GCG_SolverData::nbasicpricingconss, GCG_SolverData::npricingvars, GCG_SolverData::pricingconss, GCG_SolverData::pricingprobs, GCG_SolverData::pricingvars, and GCG_SolverData::threads.

Referenced by GCG_DECL_SOLVERINITSOL().

◆ updateVars()

static SCIP_RETCODE updateVars	(	SCIP *	scip,
		GCG_SOLVERDATA *	solverdata,
		SCIP *	pricingprob,
		int	probnr,
		SCIP_Bool	varobjschanged,
		SCIP_Bool	varbndschanged
	)

static

updates bounds and objective coefficients of variables in the given pricing problem

Parameters

scip	SCIP data structure
solverdata	solver data structure
pricingprob	pricing problem
probnr	problem number
varobjschanged	have the objective coefficients changed?
varbndschanged	have the lower and upper bounds changed?

Definition at line 374 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::cpxenv, GCG_SolverData::lp, and GCG_SolverData::npricingvars.

Referenced by GCG_DECL_SOLVERUPDATE().

◆ updateBranchingConss()

static SCIP_RETCODE updateBranchingConss	(	SCIP *	scip,
		GCG_SOLVERDATA *	solverdata,
		SCIP *	pricingprob,
		int	probnr
	)

static

updates branching constraints in the given pricing problem

Parameters

scip	SCIP data structure
solverdata	solver data structure
pricingprob	pricing problem
probnr	problem number

Definition at line 480 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::cpxenv, GCGconsGetLhs(), GCGconsGetNVars(), GCGconsGetRhs(), GCGconsGetVals(), GCGconsGetVars(), GCG_SolverData::lp, GCG_SolverData::nbasicpricingconss, and GCG_SolverData::pricingconss.

Referenced by GCG_DECL_SOLVERUPDATE().

◆ solveCplex()

static SCIP_RETCODE solveCplex	(	SCIP *	scip,
		GCG_SOLVERDATA *	solverdata,
		SCIP *	pricingprob,
		int	probnr,
		SCIP_Real	dualsolconv,
		SCIP_Real *	lowerbound,
		int *	ncols,
		GCG_PRICINGSTATUS *	status
	)

static

solves the pricing problem with CPLEX

Parameters

scip	SCIP data structure (master problem)
solverdata	solver data structure
pricingprob	pricing problem
probnr	problem number
dualsolconv	dual solution value of the corresponding convexity constraint
lowerbound	pointer to store lower bound
ncols	pointer to store number of columns
status	pointer to store the pricing status

Definition at line 659 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::checksols, GCG_SolverData::cpxenv, GCG_SolverData::curgaplimit, GCG_SolverData::curnodelimit, GCG_SolverData::cursollimit, GCG_SolverData::gaplimitfac, GCG_PRICINGSTATUS_INFEASIBLE, GCG_PRICINGSTATUS_OPTIMAL, GCG_PRICINGSTATUS_SOLVERLIMIT, GCG_PRICINGSTATUS_UNBOUNDED, GCG_PRICINGSTATUS_UNKNOWN, GCGcreateGcgCol(), GCGcreateGcgColFromSol(), GCGpricerAddCol(), GCG_SolverData::lp, GCG_SolverData::nodelimitfac, GCG_SolverData::pricingvars, GCG_SolverData::sollimitfac, GCG_SolverData::startgaplimit, GCG_SolverData::startnodelimit, and GCG_SolverData::startsollimit.

Referenced by GCG_DECL_SOLVERSOLVE(), and GCG_DECL_SOLVERSOLVEHEUR().

◆ GCG_DECL_SOLVERFREE()

static GCG_DECL_SOLVERFREE ( solverFreeCplex )

static

destructor of pricing solver to free user data (called when SCIP is exiting)

Definition at line 928 of file solver_cplex.c.

References GCGsolverGetData(), and GCGsolverSetData().

◆ GCG_DECL_SOLVERINITSOL()

static GCG_DECL_SOLVERINITSOL ( solverInitsolCplex )

static

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

Definition at line 946 of file solver_cplex.c.

References buildProblem(), GCG_SolverData::cpxenv, GCG_SolverData::curgaplimit, GCG_SolverData::curnodelimit, GCG_SolverData::cursollimit, GCGgetNPricingprobs(), GCGgetPricingprob(), GCGisPricingprobRelevant(), GCGsolverGetData(), GCG_SolverData::lp, GCG_SolverData::masterprob, GCG_SolverData::nbasicpricingconss, GCG_SolverData::npricingprobs, GCG_SolverData::npricingvars, GCG_SolverData::nupdates, GCG_SolverData::origprob, GCG_SolverData::pricingconss, GCG_SolverData::pricingprobs, GCG_SolverData::pricingvars, GCG_SolverData::startgaplimit, GCG_SolverData::startnodelimit, and GCG_SolverData::startsollimit.

◆ GCG_DECL_SOLVEREXITSOL()

static GCG_DECL_SOLVEREXITSOL ( solverExitsolCplex )

static

solving process deinitialization method of pricing solver (called before branch and bound process data is freed)

Definition at line 996 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::cpxenv, GCG_SolverData::curgaplimit, GCG_SolverData::curnodelimit, GCG_SolverData::cursollimit, GCGgetNPricingprobs(), GCGisPricingprobRelevant(), GCGsolverGetData(), GCG_SolverData::lp, GCG_SolverData::nbasicpricingconss, GCG_SolverData::npricingprobs, GCG_SolverData::npricingvars, GCG_SolverData::nupdates, GCG_SolverData::origprob, GCG_SolverData::pricingconss, GCG_SolverData::pricingprobs, and GCG_SolverData::pricingvars.

◆ GCG_DECL_SOLVERUPDATE()

static GCG_DECL_SOLVERUPDATE ( solverUpdateCplex )

static

update method for pricing solver, used to update solver specific pricing problem data

Definition at line 1070 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::cpxenv, GCG_SolverData::curgaplimit, GCG_SolverData::curnodelimit, GCG_SolverData::cursollimit, GCGsolverGetData(), GCG_SolverData::lp, GCG_SolverData::masterprob, GCG_SolverData::nupdates, GCG_SolverData::startgaplimit, GCG_SolverData::startnodelimit, GCG_SolverData::startsollimit, updateBranchingConss(), and updateVars().

◆ GCG_DECL_SOLVERSOLVEHEUR()

static GCG_DECL_SOLVERSOLVEHEUR ( solverSolveHeurCplex )

static

heuristic solving method of CPLEX solver

Definition at line 1114 of file solver_cplex.c.

References CHECK_ZERO, GCG_SolverData::cpxenv, GCG_SolverData::curgaplimit, GCG_SolverData::curnodelimit, GCG_SolverData::cursollimit, GCG_PRICINGSTATUS_OPTIMAL, GCGsolverGetData(), GCG_SolverData::masterprob, and solveCplex().

◆ GCG_DECL_SOLVERSOLVE()

static GCG_DECL_SOLVERSOLVE ( solverSolveCplex )

static

solving method for pricing solver which solves the pricing problem to optimality

Definition at line 1142 of file solver_cplex.c.

References CHECK_ZERO, CPX_LONG_MAX, GCG_SolverData::cpxenv, GCG_PRICINGSTATUS_OPTIMAL, GCGsolverGetData(), GCG_SolverData::masterprob, and solveCplex().

◆ GCGincludeSolverCplex()

SCIP_RETCODE GCGincludeSolverCplex ( SCIP * scip )

creates the CPLEX pricing solver and includes it in GCG

Parameters

scip	SCIP data structure

Definition at line 1171 of file solver_cplex.c.

References GCG_SolverData::checksols, CPX_LONG_MAX, DEFAULT_CHECKSOLS, DEFAULT_GAPLIMITFAC, DEFAULT_NODELIMITFAC, DEFAULT_SOLLIMITFAC, DEFAULT_STARTGAPLIMIT, DEFAULT_STARTNODELIMIT, DEFAULT_STARTSOLLIMIT, DEFAULT_THREADS, GCG_SolverData::gaplimitfac, GCGmasterGetOrigprob(), GCGpricerIncludeSolver(), GCG_SolverData::masterprob, GCG_SolverData::nodelimitfac, GCG_SolverData::origprob, GCG_SolverData::sollimitfac, SOLVER_DESC, SOLVER_EXACTENABLED, SOLVER_HEURENABLED, SOLVER_NAME, SOLVER_PRIORITY, solverExitCplex, solverInitCplex, GCG_SolverData::startgaplimit, GCG_SolverData::startnodelimit, GCG_SolverData::startsollimit, and GCG_SolverData::threads.

Referenced by GCGincludeMasterPlugins().

GCG

Detailed Description

Data Structures

Macros

Functions

Macro Definition Documentation

◆ CHECK_ZERO

◆ CPX_LONG_MAX

◆ SOLVER_NAME

◆ SOLVER_DESC

◆ SOLVER_PRIORITY

◆ SOLVER_HEURENABLED

◆ SOLVER_EXACTENABLED

◆ DEFAULT_CHECKSOLS

◆ DEFAULT_THREADS

◆ DEFAULT_STARTNODELIMIT

◆ DEFAULT_STARTGAPLIMIT

◆ DEFAULT_STARTSOLLIMIT

◆ DEFAULT_NODELIMITFAC

◆ DEFAULT_STALLNODELIMITFAC

◆ DEFAULT_GAPLIMITFAC

◆ DEFAULT_SOLLIMITFAC

◆ solverInitCplex

◆ solverExitCplex

Function Documentation

◆ buildProblem()

◆ updateVars()

◆ updateBranchingConss()

◆ solveCplex()

◆ GCG_DECL_SOLVERFREE()

◆ GCG_DECL_SOLVERINITSOL()

◆ GCG_DECL_SOLVEREXITSOL()

◆ GCG_DECL_SOLVERUPDATE()

◆ GCG_DECL_SOLVERSOLVEHEUR()

◆ GCG_DECL_SOLVERSOLVE()

◆ GCGincludeSolverCplex()