1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ 2 /* */ 3 /* This file is part of the program and library */ 4 /* SCIP --- Solving Constraint Integer Programs */ 5 /* */ 6 /* Copyright (C) 2002-2021 Konrad-Zuse-Zentrum */ 7 /* fuer Informationstechnik Berlin */ 8 /* */ 9 /* SCIP is distributed under the terms of the ZIB Academic License. */ 10 /* */ 11 /* You should have received a copy of the ZIB Academic License */ 12 /* along with SCIP; see the file COPYING. If not visit scipopt.org. */ 13 /* */ 14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ 15 16 /**@file heur_subnlp.h 17 * @ingroup PRIMALHEURISTICS 18 * @brief NLP local search primal heuristic using sub-SCIPs 19 * @author Stefan Vigerske 20 * 21 * This heuristic applies a NLP local search to a nonlinear CIP after fixing all discrete variables. 22 * That is, the CIP is copied, all discrete variables are fixed, presolving is applied, 23 * and if the resulting CIP has a nonlinear relaxation, then it is tried to solve this relaxation 24 * by an NLP solver. 25 * The heuristic only runs if continuous nonlinearities are present (@ref SCIPhasNLPContinuousNonlinearity()). 26 * 27 * Fixing values for discrete values are either taken from a solution of the LP relaxation which 28 * satisfies all integrality constraints, or are provided by SCIPupdateStartpointHeurSubNlp(). 29 * 30 * This heuristic is orthogonal to the undercover heuristic (@ref heur_undercover.h), which fixes 31 * variables in a nonlinear CIP in a way that a (possibly mixed-integer) linear subproblem is obtained. 32 */ 33 34 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 35 36 #ifndef HEUR_SUBNLP_H_ 37 #define HEUR_SUBNLP_H_ 38 39 #include "scip/def.h" 40 #include "scip/type_heur.h" 41 #include "scip/type_result.h" 42 #include "scip/type_retcode.h" 43 #include "scip/type_scip.h" 44 #include "scip/type_sol.h" 45 #include "scip/type_var.h" 46 47 #ifdef __cplusplus 48 extern "C" { 49 #endif 50 51 /** creates the NLP local search primal heuristic and includes it in SCIP 52 * 53 * @ingroup PrimalHeuristicIncludes 54 */ 55 SCIP_EXPORT 56 SCIP_RETCODE SCIPincludeHeurSubNlp( 57 SCIP* scip /**< SCIP data structure */ 58 ); 59 60 /**@addtogroup PRIMALHEURISTICS 61 * 62 * @{ 63 */ 64 65 /** updates the starting point for the NLP heuristic 66 * 67 * Is called, for example, by a constraint handler that handles nonlinear constraints when a check on feasibility of a solution fails. 68 */ 69 SCIP_EXPORT 70 SCIP_RETCODE SCIPupdateStartpointHeurSubNlp( 71 SCIP* scip, /**< SCIP data structure */ 72 SCIP_HEUR* heur, /**< subNLP heuristic */ 73 SCIP_SOL* solcand, /**< solution candidate */ 74 SCIP_Real violation /**< constraint violation of solution candidate */ 75 ); 76 77 /** main procedure of the subNLP heuristic */ 78 SCIP_EXPORT 79 SCIP_RETCODE SCIPapplyHeurSubNlp( 80 SCIP* scip, /**< original SCIP data structure */ 81 SCIP_HEUR* heur, /**< heuristic data structure */ 82 SCIP_RESULT* result, /**< pointer to store result of: solution found, no solution found, or fixing is infeasible (cutoff) */ 83 SCIP_SOL* refpoint, /**< point to take fixation of discrete variables from, and startpoint for NLP solver; if NULL, then LP solution is used */ 84 SCIP_Longint itercontingent, /**< iteration limit for NLP solver */ 85 SCIP_Real timelimit, /**< time limit for NLP solver */ 86 SCIP_Real minimprove, /**< desired minimal relative improvement in objective function value */ 87 SCIP_Longint* iterused, /**< buffer to store number of iterations used by NLP solver, or NULL if not of interest */ 88 SCIP_SOL* resultsol /**< a solution where to store found solution values, if any, or NULL if to try adding to SCIP */ 89 ); 90 91 /** for a given solution, resolves the corresponding subNLP and updates solution values for continuous variables, if NLP solution is feasible in original problem */ 92 SCIP_EXPORT 93 SCIP_RETCODE SCIPresolveSolHeurSubNlp( 94 SCIP* scip, /**< original SCIP data structure */ 95 SCIP_HEUR* heur, /**< heuristic data structure */ 96 SCIP_SOL* sol, /**< solution for which to solve NLP, and where to store resolved solution values */ 97 SCIP_Bool* success, /**< buffer where to store whether a feasible solution was found */ 98 SCIP_Longint itercontingent, /**< iteration limit for NLP solver, or -1 for default of NLP heuristic */ 99 SCIP_Real timelimit /**< time limit for NLP solver */ 100 ); 101 102 /** adds all known linear constraint to the NLP, if initialized and not done already 103 * This function is temporary and will hopefully become obsolete in the near future. 104 */ 105 SCIP_EXPORT 106 SCIP_RETCODE SCIPaddLinearConsToNlpHeurSubNlp( 107 SCIP* scip, /**< original SCIP data structure */ 108 SCIP_HEUR* heur, /**< heuristic data structure */ 109 SCIP_Bool addcombconss, /**< whether to add combinatorial linear constraints, i.e., linear constraints that involve only discrete variables */ 110 SCIP_Bool addcontconss /**< whether to add continuous linear constraints, i.e., linear constraints that involve not only discrete variables */ 111 ); 112 113 /** gets sub-SCIP used by NLP heuristic, or NULL if none */ 114 SCIP_EXPORT 115 SCIP* SCIPgetSubScipHeurSubNlp( 116 SCIP* scip, /**< original SCIP data structure */ 117 SCIP_HEUR* heur /**< heuristic data structure */ 118 ); 119 120 /** gets mapping of SCIP variables to sub-SCIP variables */ 121 SCIP_EXPORT 122 SCIP_VAR** SCIPgetVarMappingScip2SubScipHeurSubNlp( 123 SCIP* scip, /**< original SCIP data structure */ 124 SCIP_HEUR* heur /**< heuristic data structure */ 125 ); 126 127 /** gets mapping of sub-SCIP variables to SCIP variables */ 128 SCIP_EXPORT 129 SCIP_VAR** SCIPgetVarMappingSubScip2ScipHeurSubNlp( 130 SCIP* scip, /**< original SCIP data structure */ 131 SCIP_HEUR* heur /**< heuristic data structure */ 132 ); 133 134 /** gets startpoint candidate to be used in next call to NLP heuristic, or NULL if none */ 135 SCIP_EXPORT 136 SCIP_SOL* SCIPgetStartCandidateHeurSubNlp( 137 SCIP* scip, /**< original SCIP data structure */ 138 SCIP_HEUR* heur /**< heuristic data structure */ 139 ); 140 141 /** @} */ 142 143 #ifdef __cplusplus 144 } 145 #endif 146 147 #endif /*HEUR_SUBNLP_H_*/ 148