/home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/cons

00001 /* $Id: cons_rowcuts.cpp 900 2012-08-15 16:23:37Z pbelotti $
00002  *
00003  * @file   cons_rowcuts.c
00004  * @ingroup CONSHDLRS 
00005  * @brief  constraint handler for rowcuts constraints
00006  *         enables separation of convexification cuts during SCIP solution procedure
00007  * @author Pietro Belotti
00008  * @author Timo Berthold
00009  * @license This file is licensed under the Eclipse Public License (EPL)
00010  * 
00011  * This file is licensed under the Eclipse Public License (EPL)
00012  */
00013 
00014 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
00015 
00016 #include <assert.h>
00017 
00018 #include "CouenneConfig.h"
00019 #ifdef COIN_HAS_SCIP
00020 
00021 #include "cons_rowcuts.h"
00022 #include "scip/cons_linear.h"
00023 #include "scip/scip.h"
00024 
00025 #include "CouenneProblem.hpp"
00026 
00027 /* constraint handler properties */
00028 #define CONSHDLR_NAME          "rowcuts"
00029 #define CONSHDLR_DESC          "adds row cuts generated by Couenne in a Branch-and-Check fashion"
00030 #define CONSHDLR_SEPAPRIORITY         0 
00031 #define CONSHDLR_ENFOPRIORITY  -9999999 
00032 #define CONSHDLR_CHECKPRIORITY -9999999 
00033 #define CONSHDLR_SEPAFREQ            -1 
00034 #define CONSHDLR_PROPFREQ            -1 
00035 #define CONSHDLR_EAGERFREQ          100 
00037 #define CONSHDLR_MAXPREROUNDS         0 
00038 #define CONSHDLR_DELAYSEPA        FALSE 
00039 #define CONSHDLR_DELAYPROP        FALSE 
00040 #define CONSHDLR_DELAYPRESOL      FALSE 
00041 #define CONSHDLR_NEEDSCONS        FALSE 
00043 #define DEFAULT_MAXCUTTINGROUNDS     5 
00045 using namespace Couenne;
00046 
00047 /*
00048  * Data structures
00049  */
00050 
00052 struct SCIP_ConshdlrData
00053 {
00054    CouenneCutGenerator*  cutgenerator;       /* CouenneCutGenerator for linearization cuts */
00055    OsiSolverInterface*   milp;               /* Couenne's MILP relaxation of Couenne's MINLP */
00056    int                   maxcuttingrounds;   /* how many rounds of cuts should be applied at most */
00057    int                   ncuttingrounds;     /* how many rounds of cuts have been applied already */
00058 };
00059 
00060 
00061 /*
00062  * Local methods
00063  */
00064 
00065 /* tries to find violated linearization cuts and adds them to SCIP */
00066 static
00067 SCIP_RETCODE checkRowcuts(
00068    SCIP*                 scip,               
00069    SCIP_CONSHDLR*        conshdlr,           
00070    SCIP_RESULT*          result,             
00071    SCIP_Bool             addcons             
00072    )
00073 {
00074    SCIP_CONSHDLRDATA* conshdlrdata;
00075    CouenneProblem* problem;
00076    OsiCuts cs;
00077    SCIP_Real* sol;
00078    SCIP_VAR** vars;
00079    int nvars;
00080    int i;
00081 
00082    assert(scip != NULL);
00083    assert(conshdlr != NULL);
00084    assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);
00085    assert(result != NULL);
00086 
00087    /* get constraint handler data */
00088    conshdlrdata = SCIPconshdlrGetData(conshdlr);
00089    assert(conshdlrdata != NULL);
00090 
00091    /* get Couenne problem data */
00092    problem = conshdlrdata->cutgenerator-> Problem ();
00093 
00094    /* get variable data, create sol */
00095    nvars = SCIPgetNVars(scip);
00096    vars = SCIPgetVars(scip);
00097    sol = new SCIP_Real [nvars];
00098    SCIP_CALL( SCIPgetSolVals(scip, NULL, nvars, vars, sol) );
00099 
00100    /* store solution into MILP data structure */
00101    conshdlrdata -> milp -> setColSolution(sol);
00102 
00103    /* let Couenne generate linearization cuts */
00104    problem -> domain () -> push (problem -> nVars (), sol, 
00105                                  problem -> domain () -> current () -> lb (), 
00106                                  problem -> domain () -> current () -> ub ());
00107    conshdlrdata -> cutgenerator -> genRowCuts (*(conshdlrdata->milp), cs, 0, NULL);
00108    problem -> domain () -> pop  ();
00109 
00110    if( !addcons )
00111    {
00112       *result = (cs.sizeRowCuts() == 0) ? SCIP_FEASIBLE : SCIP_INFEASIBLE;
00113       return SCIP_OKAY;
00114    }
00115    
00116    for( i = 0; i < cs.sizeRowCuts(); i++ ) 
00117    {
00118       CoinPackedVector row;
00119 
00120       SCIP_CONS* cons;
00121       SCIP_VAR** vars;
00122 
00123       char consname[SCIP_MAXSTRLEN];  
00124       SCIP_Real* vals;
00125       int* idxs;
00126 
00127       SCIP_Real lhs;
00128       SCIP_Real rhs;
00129 
00130       int nvals;
00131       int j;
00132 
00133       /* get the row corresponding to the cut */
00134       lhs = cs.rowCut(i).lb();
00135       rhs = cs.rowCut(i).ub();      
00136       row = cs.rowCut(i).row();
00137 
00138       /* get row data */
00139       nvals = row.getNumElements();
00140       idxs = row.getIndices();
00141       vals = row.getElements(); 
00142       
00143       (void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "rowcut", i);
00144 
00145       /* create an empty linear constraint */
00146       SCIP_CALL_ABORT( SCIPcreateConsLinear(scip, &cons, consname, 0, NULL, NULL, lhs, rhs, 
00147             TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE) );
00148 
00149       /* get SCIP variable array */
00150       vars = SCIPgetVars(scip);      
00151 
00152       /* add variables to constraint */
00153       for( j = 0; j < nvals; j++ )
00154       {
00155          SCIP_CALL( SCIPaddCoefLinear(scip, cons, vars[idxs[j]], vals[j]) );
00156       }
00157       
00158       /* add constraint to SCIP */
00159       SCIP_CALL( SCIPaddCons(scip, cons) );
00160 #if 0
00161        SCIP_CALL( SCIPprintCons(scip,cons,NULL) );
00162 #endif
00163       SCIP_CALL( SCIPreleaseCons(scip, &cons) );        
00164 
00165       *result = SCIP_CONSADDED;
00166    }
00167    
00168    /* store cuts to MILP data structure */
00169    if (cs.sizeRowCuts ()) {
00170       conshdlrdata -> milp -> applyCuts (cs);
00171    }
00172 
00173    return SCIP_OKAY;
00174 }
00175 
00176 /*
00177  * Callback methods of constraint handler
00178  */
00179 
00181 #define conshdlrCopyRowcuts NULL
00182 
00184 static
00185 SCIP_DECL_CONSFREE(consFreeRowcuts)
00186 {  /*lint --e{715}*/
00187    SCIP_CONSHDLRDATA* conshdlrdata;
00188 
00189    assert(conshdlr != NULL);
00190    assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);
00191    assert(scip != NULL);
00192 
00193    /* get constraint handler data */
00194    conshdlrdata = SCIPconshdlrGetData(conshdlr);
00195    assert(conshdlrdata != NULL);
00196    
00197    /* free constraint handler data */
00198    SCIPfreeMemory(scip, &conshdlrdata);
00199    SCIPconshdlrSetData(conshdlr, NULL);
00200 
00201    return SCIP_OKAY;
00202 }
00203 
00205 #define consInitRowcuts NULL
00206 
00208 #define consExitRowcuts NULL
00209 
00211 #define consInitpreRowcuts NULL
00212 
00214 #define consExitpreRowcuts NULL
00215 
00217 #define consInitsolRowcuts NULL
00218 
00220 #define consExitsolRowcuts NULL
00221 
00223 #define consDeleteRowcuts NULL
00224 
00226 #define consTransRowcuts NULL
00227 
00229 #define consInitlpRowcuts NULL
00230 
00232 #define consSepalpRowcuts NULL
00233 
00235 #define consSepasolRowcuts NULL
00236 
00238 static
00239 SCIP_DECL_CONSENFOLP(consEnfolpRowcuts)
00240 {  /*lint --e{715}*/
00241    SCIP_CONSHDLRDATA* conshdlrdata;
00242 
00243    assert(scip != NULL);
00244    assert(conshdlr != NULL);
00245    assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);
00246    assert(nconss == 0 && conss == NULL); /* there should be no constraints */
00247    assert(result != NULL);
00248 
00249 
00250    conshdlrdata = SCIPconshdlrGetData(conshdlr);
00251    assert(conshdlrdata != NULL);
00252    if( conshdlrdata->ncuttingrounds < conshdlrdata->maxcuttingrounds )
00253    {
00254       SCIP_CALL( checkRowcuts(scip, conshdlr, result, TRUE) );
00255       conshdlrdata->ncuttingrounds++;
00256    }
00257 
00258    /* we want to accept all solutions, even if we added a constraint that cuts them off */
00259    *result = SCIP_FEASIBLE;
00260 
00261    return SCIP_OKAY;
00262 }
00263 
00265 static
00266 SCIP_DECL_CONSENFOPS(consEnfopsRowcuts)
00267 {  /*lint --e{715}*/
00268    SCIP_CONSHDLRDATA* conshdlrdata;
00269 
00270    assert(scip != NULL);
00271    assert(conshdlr != NULL);
00272    assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);
00273    assert(nconss == 0 && conss == NULL); /* there should be no constraints */
00274    assert(result != NULL);
00275 
00276 
00277    conshdlrdata = SCIPconshdlrGetData(conshdlr);
00278    assert(conshdlrdata != NULL);
00279 
00280    if( conshdlrdata->ncuttingrounds < conshdlrdata->maxcuttingrounds )
00281    {
00282       SCIP_CALL( checkRowcuts(scip, conshdlr, result, TRUE) );
00283       conshdlrdata->ncuttingrounds++;
00284    }
00285 
00286    /* we want to accept all solutions, even if we added a constraint that cuts them off */
00287    *result = SCIP_FEASIBLE;
00288 
00289    return SCIP_OKAY;
00290 }
00291 
00293 static
00294 SCIP_DECL_CONSCHECK(consCheckRowcuts)
00295 {  /*lint --e{715}*/
00296    SCIP_CONSHDLRDATA* conshdlrdata;
00297 
00298    assert(scip != NULL);
00299    assert(conshdlr != NULL);
00300    assert(strcmp(SCIPconshdlrGetName(conshdlr), CONSHDLR_NAME) == 0);
00301    assert(nconss == 0 && conss == NULL); /* there should be no constraints */
00302    assert(result != NULL);
00303 
00304 
00305    conshdlrdata = SCIPconshdlrGetData(conshdlr);
00306    assert(conshdlrdata != NULL);
00307    if( SCIPgetStage(scip) == SCIP_STAGE_SOLVING && conshdlrdata->ncuttingrounds < conshdlrdata->maxcuttingrounds )
00308    {
00309       SCIP_CALL( checkRowcuts(scip, conshdlr, result, TRUE) );
00310       conshdlrdata->ncuttingrounds++;
00311    }
00312 
00313    *result = SCIP_FEASIBLE;
00314 
00315    return SCIP_OKAY;
00316 }
00317 
00319 #define consPropRowcuts NULL
00320 
00322 #define consPresolRowcuts NULL
00323 
00325 #define consRespropRowcuts NULL
00326 
00328 static
00329 SCIP_DECL_CONSLOCK(consLockRowcuts)
00330 {  /*lint --e{715}*/
00331    assert(cons == NULL);
00332 
00333    return SCIP_OKAY;
00334 }
00335 
00337 #define consActiveRowcuts NULL
00338 
00340 #define consDeactiveRowcuts NULL
00341 
00343 #define consEnableRowcuts NULL
00344 
00346 #define consDisableRowcuts NULL
00347 
00349 #define consPrintRowcuts NULL
00350 
00352 #define consCopyRowcuts NULL
00353 
00355 #define consParseRowcuts NULL
00356 
00357 /*
00358  * constraint specific interface methods
00359  */
00360 
00362 SCIP_RETCODE SCIPincludeConshdlrRowcuts(
00363    SCIP*                 scip,               
00364    CouenneCutGenerator*  cutgenerator,       
00365    OsiSolverInterface*   milp                
00366    )
00367 {
00368    SCIP_CONSHDLRDATA* conshdlrdata;
00369 
00370    /* create rowcuts constraint handler data */
00371    SCIP_CALL( SCIPallocMemory(scip, &conshdlrdata) );
00372    conshdlrdata->cutgenerator = cutgenerator;
00373    conshdlrdata->milp = milp;
00374    conshdlrdata->ncuttingrounds = 0;
00375 
00376 #if SCIP_VERSION >= 300
00377    /* include constraint handler */
00378    SCIP_CALL( SCIPincludeConshdlr(scip, CONSHDLR_NAME, CONSHDLR_DESC,
00379          CONSHDLR_SEPAPRIORITY, CONSHDLR_ENFOPRIORITY, CONSHDLR_CHECKPRIORITY,
00380          CONSHDLR_SEPAFREQ, CONSHDLR_PROPFREQ, CONSHDLR_EAGERFREQ, CONSHDLR_MAXPREROUNDS,
00381          CONSHDLR_DELAYSEPA, CONSHDLR_DELAYPROP, CONSHDLR_DELAYPRESOL, CONSHDLR_NEEDSCONS,
00382          SCIP_PROPTIMING_BEFORELP,
00383          conshdlrCopyRowcuts,
00384          consFreeRowcuts, consInitRowcuts, consExitRowcuts,
00385          consInitpreRowcuts, consExitpreRowcuts, consInitsolRowcuts, consExitsolRowcuts,
00386          consDeleteRowcuts, consTransRowcuts, consInitlpRowcuts,
00387          consSepalpRowcuts, consSepasolRowcuts, consEnfolpRowcuts, consEnfopsRowcuts, consCheckRowcuts,
00388          consPropRowcuts, consPresolRowcuts, consRespropRowcuts, consLockRowcuts,
00389          consActiveRowcuts, consDeactiveRowcuts,
00390          consEnableRowcuts, consDisableRowcuts, NULL,
00391          consPrintRowcuts, consCopyRowcuts, consParseRowcuts, NULL, NULL,
00392          conshdlrdata) );
00393 #elif SCIP_VERSION >= 210
00394    /* include constraint handler */
00395    SCIP_CALL( SCIPincludeConshdlr(scip, CONSHDLR_NAME, CONSHDLR_DESC,
00396          CONSHDLR_SEPAPRIORITY, CONSHDLR_ENFOPRIORITY, CONSHDLR_CHECKPRIORITY,
00397          CONSHDLR_SEPAFREQ, CONSHDLR_PROPFREQ, CONSHDLR_EAGERFREQ, CONSHDLR_MAXPREROUNDS, 
00398          CONSHDLR_DELAYSEPA, CONSHDLR_DELAYPROP, CONSHDLR_DELAYPRESOL, CONSHDLR_NEEDSCONS,
00399          SCIP_PROPTIMING_BEFORELP,
00400          conshdlrCopyRowcuts,
00401          consFreeRowcuts, consInitRowcuts, consExitRowcuts, 
00402          consInitpreRowcuts, consExitpreRowcuts, consInitsolRowcuts, consExitsolRowcuts,
00403          consDeleteRowcuts, consTransRowcuts, consInitlpRowcuts,
00404          consSepalpRowcuts, consSepasolRowcuts, consEnfolpRowcuts, consEnfopsRowcuts, consCheckRowcuts, 
00405          consPropRowcuts, consPresolRowcuts, consRespropRowcuts, consLockRowcuts,
00406          consActiveRowcuts, consDeactiveRowcuts, 
00407          consEnableRowcuts, consDisableRowcuts, NULL,
00408          consPrintRowcuts, consCopyRowcuts, consParseRowcuts,
00409          conshdlrdata) );
00410 #else
00411    /* include constraint handler */
00412    SCIP_CALL( SCIPincludeConshdlr(scip, CONSHDLR_NAME, CONSHDLR_DESC,
00413          CONSHDLR_SEPAPRIORITY, CONSHDLR_ENFOPRIORITY, CONSHDLR_CHECKPRIORITY,
00414          CONSHDLR_SEPAFREQ, CONSHDLR_PROPFREQ, CONSHDLR_EAGERFREQ, CONSHDLR_MAXPREROUNDS,
00415          CONSHDLR_DELAYSEPA, CONSHDLR_DELAYPROP, CONSHDLR_DELAYPRESOL, CONSHDLR_NEEDSCONS,
00416          conshdlrCopyRowcuts,
00417          consFreeRowcuts, consInitRowcuts, consExitRowcuts,
00418          consInitpreRowcuts, consExitpreRowcuts, consInitsolRowcuts, consExitsolRowcuts,
00419          consDeleteRowcuts, consTransRowcuts, consInitlpRowcuts,
00420          consSepalpRowcuts, consSepasolRowcuts, consEnfolpRowcuts, consEnfopsRowcuts, consCheckRowcuts,
00421          consPropRowcuts, consPresolRowcuts, consRespropRowcuts, consLockRowcuts,
00422          consActiveRowcuts, consDeactiveRowcuts,
00423          consEnableRowcuts, consDisableRowcuts,
00424          consPrintRowcuts, consCopyRowcuts, consParseRowcuts,
00425          conshdlrdata) );
00426 #endif
00427 
00428    /* add rowcuts constraint handler parameters */
00429    SCIP_CALL( SCIPaddIntParam(scip,
00430          "constraints/"CONSHDLR_NAME"/maxcuttingrounds",
00431          "how many rounds of cuts should be applied at most?",
00432          &conshdlrdata->maxcuttingrounds, FALSE, DEFAULT_MAXCUTTINGROUNDS, -1, INT_MAX, NULL, NULL) );
00433 
00434    return SCIP_OKAY;
00435 }
00436 
00437 #endif
/home/coin/svn-release/OS-2.10.0/Couenne/src/heuristics/cons_rowcuts.cpp
