lpsolver 0.1.0 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +70 -26
- data/ext/lpsolver/Makefile +273 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +28 -4
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +72 -7
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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#include "mip/HighsPrimalHeuristics.h"
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#include <numeric>
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#include <unordered_set>
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#include "../extern/pdqsort/pdqsort.h"
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#include "io/HighsIO.h"
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#include "lp_data/HConst.h"
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#include "lp_data/HighsLpUtils.h"
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#include "mip/HighsCutGeneration.h"
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#include "mip/HighsDomainChange.h"
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#include "mip/HighsLpRelaxation.h"
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#include "mip/HighsMipSolverData.h"
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#include "mip/MipTimer.h"
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#include "util/HighsHash.h"
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#include "util/HighsIntegers.h"
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// GCC floating point errors are well-known for 32-bit architectures;
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// see https://gcc.gnu.org/bugzilla/show_bug.cgi?id=323.
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// An easy workaround is to add the "volatile" keyword to avoid
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// problematic GCC optimizations that impact precision.
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#ifdef __i386__
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#define FP_32BIT_VOLATILE volatile
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#else
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#define FP_32BIT_VOLATILE
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#endif
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HighsPrimalHeuristics::HighsPrimalHeuristics(HighsMipSolver& mipsolver)
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: mipsolver(mipsolver),
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total_repair_lp(0),
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total_repair_lp_feasible(0),
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total_repair_lp_iterations(0),
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lp_iterations(0),
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randgen(mipsolver.options_mip_->random_seed) {
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successObservations = 0;
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numSuccessObservations = 0;
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infeasObservations = 0;
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numInfeasObservations = 0;
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}
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void HighsPrimalHeuristics::setupIntCols() {
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intcols = mipsolver.mipdata_->integer_cols;
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pdqsort(intcols.begin(), intcols.end(), [&](HighsInt c1, HighsInt c2) {
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const FP_32BIT_VOLATILE double lockScore1 =
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(mipsolver.mipdata_->feastol + mipsolver.mipdata_->uplocks[c1]) *
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(mipsolver.mipdata_->feastol + mipsolver.mipdata_->downlocks[c1]);
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const FP_32BIT_VOLATILE double lockScore2 =
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(mipsolver.mipdata_->feastol + mipsolver.mipdata_->uplocks[c2]) *
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(mipsolver.mipdata_->feastol + mipsolver.mipdata_->downlocks[c2]);
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if (lockScore1 > lockScore2) return true;
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if (lockScore2 > lockScore1) return false;
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const FP_32BIT_VOLATILE double cliqueScore1 =
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(mipsolver.mipdata_->feastol +
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mipsolver.mipdata_->cliquetable.getNumImplications(c1, 1)) *
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(mipsolver.mipdata_->feastol +
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mipsolver.mipdata_->cliquetable.getNumImplications(c1, 0));
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const FP_32BIT_VOLATILE double cliqueScore2 =
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(mipsolver.mipdata_->feastol +
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mipsolver.mipdata_->cliquetable.getNumImplications(c2, 1)) *
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(mipsolver.mipdata_->feastol +
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mipsolver.mipdata_->cliquetable.getNumImplications(c2, 0));
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return std::make_tuple(cliqueScore1, HighsHashHelpers::hash(uint64_t(c1)),
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c1) >
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std::make_tuple(cliqueScore2, HighsHashHelpers::hash(uint64_t(c2)),
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c2);
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});
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}
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bool HighsPrimalHeuristics::solveSubMip(
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const HighsLp& lp, const HighsBasis& basis, double fixingRate,
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std::vector<double> colLower, std::vector<double> colUpper,
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HighsInt maxleaves, HighsInt maxnodes, HighsInt stallnodes) {
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HighsOptions submipoptions = *mipsolver.options_mip_;
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HighsLp submip = lp;
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// set bounds and restore integrality of the lp relaxation copy
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submip.col_lower_ = std::move(colLower);
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submip.col_upper_ = std::move(colUpper);
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submip.integrality_ = mipsolver.model_->integrality_;
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submip.offset_ = 0;
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// set limits
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submipoptions.mip_max_leaves = maxleaves;
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submipoptions.output_flag = false;
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const bool allow_submip_log = true;
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if (allow_submip_log && lp.num_col_ == -54 && lp.num_row_ == -172) {
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submipoptions.output_flag = true;
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printf(
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"HighsPrimalHeuristics::solveSubMip (%d, %d) with output_flag = %s\n",
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int(lp.num_col_), int(lp.num_row_),
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highsBoolToString(submipoptions.output_flag).c_str());
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}
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submipoptions.mip_max_nodes = maxnodes;
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submipoptions.mip_max_stall_nodes = stallnodes;
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submipoptions.mip_pscost_minreliable = 0;
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submipoptions.time_limit -= mipsolver.timer_.read();
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submipoptions.objective_bound = mipsolver.mipdata_->upper_limit;
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if (!mipsolver.submip) {
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double curr_abs_gap =
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mipsolver.mipdata_->upper_limit - mipsolver.mipdata_->lower_bound;
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if (curr_abs_gap == kHighsInf) {
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curr_abs_gap = fabs(mipsolver.mipdata_->lower_bound);
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if (curr_abs_gap == kHighsInf) curr_abs_gap = 0.0;
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}
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submipoptions.mip_rel_gap = 0.0;
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submipoptions.mip_abs_gap =
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mipsolver.mipdata_->feastol * std::max(curr_abs_gap, 1000.0);
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}
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// check if only root presolve is allowed
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if (submipoptions.mip_root_presolve_only)
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submipoptions.presolve = kHighsOffString;
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else
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submipoptions.presolve = kHighsOnString;
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submipoptions.mip_detect_symmetry = false;
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submipoptions.mip_heuristic_effort = 0.8;
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// setup solver and run it
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HighsSolution solution;
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solution.value_valid = false;
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solution.dual_valid = false;
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if (!mipsolver.submip) {
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mipsolver.analysis_.mipTimerStart(kMipClockSubMipSolve);
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// Remember to accumulate time for sub-MIP solves!
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mipsolver.sub_solver_call_time_.run_time[kSubSolverSubMip] -=
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mipsolver.timer_.read();
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}
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// Create HighsMipSolver instance for sub-MIP
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|
+
HighsMipSolver submipsolver(*mipsolver.callback_, submipoptions, submip,
|
|
148
|
+
solution, true, mipsolver.submip_level + 1);
|
|
149
|
+
// Initialise termination_status_ and propagate any terminator to
|
|
150
|
+
// the sub-MIP
|
|
151
|
+
submipsolver.initialiseTerminator(mipsolver);
|
|
152
|
+
submipsolver.rootbasis = &basis;
|
|
153
|
+
HighsPseudocostInitialization pscostinit(mipsolver.mipdata_->pseudocost, 1);
|
|
154
|
+
submipsolver.pscostinit = &pscostinit;
|
|
155
|
+
submipsolver.clqtableinit = &mipsolver.mipdata_->cliquetable;
|
|
156
|
+
submipsolver.implicinit = &mipsolver.mipdata_->implications;
|
|
157
|
+
// Solve the sub-MIP
|
|
158
|
+
submipsolver.run();
|
|
159
|
+
mipsolver.max_submip_level =
|
|
160
|
+
std::max(submipsolver.max_submip_level + 1, mipsolver.max_submip_level);
|
|
161
|
+
if (!mipsolver.submip) {
|
|
162
|
+
mipsolver.analysis_.mipTimerStop(kMipClockSubMipSolve);
|
|
163
|
+
mipsolver.sub_solver_call_time_.num_call[kSubSolverSubMip]++;
|
|
164
|
+
mipsolver.sub_solver_call_time_.run_time[kSubSolverSubMip] +=
|
|
165
|
+
mipsolver.timer_.read();
|
|
166
|
+
}
|
|
167
|
+
// 22/07/25: Seems impossible for submipsolver.mipdata_ to be a null
|
|
168
|
+
// pointer after calling HighsMipSolver::run(), and assert isn't
|
|
169
|
+
// triggered for anything in ctest, but use direct test of
|
|
170
|
+
// submipsolver.termination_status_, rather than
|
|
171
|
+
// submipsolver.mipdata_.terminatorTerminated()
|
|
172
|
+
if (!submipsolver.mipdata_) {
|
|
173
|
+
printf(
|
|
174
|
+
"HighsPrimalHeuristics::solveSubMip: submipsolver.mipdata_ is "
|
|
175
|
+
"nullptr\n");
|
|
176
|
+
assert(submipsolver.mipdata_);
|
|
177
|
+
}
|
|
178
|
+
if (submipsolver.termination_status_ != HighsModelStatus::kNotset) {
|
|
179
|
+
mipsolver.termination_status_ = submipsolver.termination_status_;
|
|
180
|
+
return false;
|
|
181
|
+
}
|
|
182
|
+
if (submipsolver.mipdata_) {
|
|
183
|
+
double numUnfixed = mipsolver.mipdata_->integral_cols.size() +
|
|
184
|
+
mipsolver.mipdata_->continuous_cols.size();
|
|
185
|
+
double adjustmentfactor =
|
|
186
|
+
((1 - fixingRate) * mipsolver.mipdata_->integral_cols.size() +
|
|
187
|
+
mipsolver.mipdata_->continuous_cols.size()) /
|
|
188
|
+
std::max(1.0, numUnfixed);
|
|
189
|
+
// (double)mipsolver.orig_model_->a_matrix_.value_.size();
|
|
190
|
+
int64_t adjusted_lp_iterations =
|
|
191
|
+
(size_t)(adjustmentfactor * submipsolver.mipdata_->total_lp_iterations);
|
|
192
|
+
lp_iterations += adjusted_lp_iterations;
|
|
193
|
+
total_repair_lp += submipsolver.mipdata_->total_repair_lp;
|
|
194
|
+
total_repair_lp_feasible += submipsolver.mipdata_->total_repair_lp_feasible;
|
|
195
|
+
total_repair_lp_iterations +=
|
|
196
|
+
submipsolver.mipdata_->total_repair_lp_iterations;
|
|
197
|
+
if (mipsolver.submip)
|
|
198
|
+
mipsolver.mipdata_->num_nodes += std::max(
|
|
199
|
+
int64_t{1}, int64_t(adjustmentfactor * submipsolver.node_count_));
|
|
200
|
+
}
|
|
201
|
+
|
|
202
|
+
if (submipsolver.modelstatus_ == HighsModelStatus::kInfeasible) {
|
|
203
|
+
infeasObservations += fixingRate;
|
|
204
|
+
++numInfeasObservations;
|
|
205
|
+
}
|
|
206
|
+
if (submipsolver.node_count_ <= 1 &&
|
|
207
|
+
submipsolver.modelstatus_ == HighsModelStatus::kInfeasible)
|
|
208
|
+
return false;
|
|
209
|
+
HighsInt oldNumImprovingSols = mipsolver.mipdata_->numImprovingSols;
|
|
210
|
+
if (submipsolver.modelstatus_ != HighsModelStatus::kInfeasible &&
|
|
211
|
+
!submipsolver.solution_.empty()) {
|
|
212
|
+
mipsolver.mipdata_->trySolution(submipsolver.solution_,
|
|
213
|
+
kSolutionSourceSubMip);
|
|
214
|
+
}
|
|
215
|
+
|
|
216
|
+
if (mipsolver.mipdata_->numImprovingSols != oldNumImprovingSols) {
|
|
217
|
+
// remember fixing rate as good
|
|
218
|
+
successObservations += fixingRate;
|
|
219
|
+
++numSuccessObservations;
|
|
220
|
+
}
|
|
221
|
+
|
|
222
|
+
return true;
|
|
223
|
+
}
|
|
224
|
+
|
|
225
|
+
double HighsPrimalHeuristics::determineTargetFixingRate() {
|
|
226
|
+
double lowFixingRate = 0.6;
|
|
227
|
+
double highFixingRate = 0.6;
|
|
228
|
+
|
|
229
|
+
if (numInfeasObservations != 0) {
|
|
230
|
+
double infeasRate = infeasObservations / numInfeasObservations;
|
|
231
|
+
highFixingRate = 0.9 * infeasRate;
|
|
232
|
+
lowFixingRate = std::min(lowFixingRate, highFixingRate);
|
|
233
|
+
}
|
|
234
|
+
|
|
235
|
+
if (numSuccessObservations != 0) {
|
|
236
|
+
double successFixingRate = successObservations / numSuccessObservations;
|
|
237
|
+
lowFixingRate = std::min(lowFixingRate, 0.9 * successFixingRate);
|
|
238
|
+
highFixingRate = std::max(successFixingRate * 1.1, highFixingRate);
|
|
239
|
+
}
|
|
240
|
+
|
|
241
|
+
double fixingRate = randgen.real(lowFixingRate, highFixingRate);
|
|
242
|
+
// if (!mipsolver.submip) printf("fixing rate: %.2f\n", 100.0 * fixingRate);
|
|
243
|
+
return fixingRate;
|
|
244
|
+
}
|
|
245
|
+
|
|
246
|
+
class HeuristicNeighbourhood {
|
|
247
|
+
HighsDomain& localdom;
|
|
248
|
+
HighsInt numFixed;
|
|
249
|
+
HighsHashTable<HighsInt> fixedCols;
|
|
250
|
+
size_t startCheckedChanges;
|
|
251
|
+
size_t nCheckedChanges;
|
|
252
|
+
HighsInt numTotal;
|
|
253
|
+
|
|
254
|
+
public:
|
|
255
|
+
HeuristicNeighbourhood(HighsMipSolver& mipsolver, HighsDomain& localdom)
|
|
256
|
+
: localdom(localdom),
|
|
257
|
+
numFixed(0),
|
|
258
|
+
startCheckedChanges(localdom.getDomainChangeStack().size()),
|
|
259
|
+
nCheckedChanges(startCheckedChanges) {
|
|
260
|
+
for (HighsInt i : mipsolver.mipdata_->integral_cols)
|
|
261
|
+
if (localdom.col_lower_[i] == localdom.col_upper_[i]) ++numFixed;
|
|
262
|
+
|
|
263
|
+
numTotal = mipsolver.mipdata_->integral_cols.size() - numFixed;
|
|
264
|
+
}
|
|
265
|
+
|
|
266
|
+
double getFixingRate() {
|
|
267
|
+
while (nCheckedChanges < localdom.getDomainChangeStack().size()) {
|
|
268
|
+
HighsInt col = localdom.getDomainChangeStack()[nCheckedChanges++].column;
|
|
269
|
+
if (localdom.variableType(col) == HighsVarType::kContinuous) continue;
|
|
270
|
+
if (localdom.isFixed(col)) fixedCols.insert(col);
|
|
271
|
+
}
|
|
272
|
+
|
|
273
|
+
return numTotal ? static_cast<double>(fixedCols.size()) /
|
|
274
|
+
static_cast<double>(numTotal)
|
|
275
|
+
: 0.0;
|
|
276
|
+
}
|
|
277
|
+
|
|
278
|
+
void backtracked() {
|
|
279
|
+
nCheckedChanges = startCheckedChanges;
|
|
280
|
+
if (fixedCols.size()) fixedCols.clear();
|
|
281
|
+
}
|
|
282
|
+
};
|
|
283
|
+
|
|
284
|
+
void HighsPrimalHeuristics::rootReducedCost() {
|
|
285
|
+
std::vector<std::pair<double, HighsDomainChange>> lurkingBounds =
|
|
286
|
+
mipsolver.mipdata_->redcostfixing.getLurkingBounds(mipsolver);
|
|
287
|
+
if (10 * lurkingBounds.size() < mipsolver.mipdata_->integral_cols.size())
|
|
288
|
+
return;
|
|
289
|
+
pdqsort(lurkingBounds.begin(), lurkingBounds.end(),
|
|
290
|
+
[](const std::pair<double, HighsDomainChange>& a,
|
|
291
|
+
const std::pair<double, HighsDomainChange>& b) {
|
|
292
|
+
return a.first > b.first;
|
|
293
|
+
});
|
|
294
|
+
|
|
295
|
+
auto localdom = mipsolver.mipdata_->domain;
|
|
296
|
+
|
|
297
|
+
HeuristicNeighbourhood neighbourhood(mipsolver, localdom);
|
|
298
|
+
|
|
299
|
+
double currCutoff = kHighsInf;
|
|
300
|
+
double lower_bound =
|
|
301
|
+
mipsolver.mipdata_->lower_bound + mipsolver.mipdata_->feastol;
|
|
302
|
+
|
|
303
|
+
for (const std::pair<double, HighsDomainChange>& domchg : lurkingBounds) {
|
|
304
|
+
currCutoff = domchg.first;
|
|
305
|
+
|
|
306
|
+
if (currCutoff <= lower_bound) break;
|
|
307
|
+
|
|
308
|
+
if (localdom.isActive(domchg.second)) continue;
|
|
309
|
+
localdom.changeBound(domchg.second);
|
|
310
|
+
|
|
311
|
+
while (true) {
|
|
312
|
+
localdom.propagate();
|
|
313
|
+
if (localdom.infeasible()) {
|
|
314
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
315
|
+
|
|
316
|
+
mipsolver.mipdata_->updateLowerBound(
|
|
317
|
+
std::max(mipsolver.mipdata_->lower_bound, currCutoff));
|
|
318
|
+
|
|
319
|
+
localdom.backtrack();
|
|
320
|
+
if (localdom.getBranchDepth() == 0) break;
|
|
321
|
+
neighbourhood.backtracked();
|
|
322
|
+
continue;
|
|
323
|
+
}
|
|
324
|
+
break;
|
|
325
|
+
}
|
|
326
|
+
double fixingRate = neighbourhood.getFixingRate();
|
|
327
|
+
if (fixingRate >= 0.5) break;
|
|
328
|
+
// double gap = (currCutoff - mipsolver.mipdata_->lower_bound) /
|
|
329
|
+
// std::max(std::abs(mipsolver.mipdata_->lower_bound), 1.0);
|
|
330
|
+
// if (gap < 0.001) break;
|
|
331
|
+
}
|
|
332
|
+
|
|
333
|
+
double fixingRate = neighbourhood.getFixingRate();
|
|
334
|
+
if (fixingRate < 0.3) return;
|
|
335
|
+
|
|
336
|
+
solveSubMip(*mipsolver.model_, mipsolver.mipdata_->firstrootbasis, fixingRate,
|
|
337
|
+
localdom.col_lower_, localdom.col_upper_,
|
|
338
|
+
500, // std::max(50, int(0.05 *
|
|
339
|
+
// (mipsolver.mipdata_->num_leaves))),
|
|
340
|
+
200 + static_cast<HighsInt>(mipsolver.mipdata_->num_nodes / 20),
|
|
341
|
+
12);
|
|
342
|
+
}
|
|
343
|
+
|
|
344
|
+
static double calcFixVal(double rootchange, double fracval, double cost) {
|
|
345
|
+
// reinforce direction of this solution away from root
|
|
346
|
+
// solution if the change is at least 0.4
|
|
347
|
+
// otherwise take the direction where the objective gets worse
|
|
348
|
+
// if objective is zero round to nearest integer
|
|
349
|
+
if (rootchange >= 0.4)
|
|
350
|
+
return std::ceil(fracval);
|
|
351
|
+
else if (rootchange <= -0.4)
|
|
352
|
+
return std::floor(fracval);
|
|
353
|
+
else if (cost > 0.0)
|
|
354
|
+
return std::ceil(fracval);
|
|
355
|
+
else if (cost < 0.0)
|
|
356
|
+
return std::floor(fracval);
|
|
357
|
+
else
|
|
358
|
+
return std::floor(fracval + 0.5);
|
|
359
|
+
}
|
|
360
|
+
|
|
361
|
+
void HighsPrimalHeuristics::RENS(const std::vector<double>& tmp) {
|
|
362
|
+
// return if domain is infeasible
|
|
363
|
+
if (mipsolver.mipdata_->domain.infeasible()) return;
|
|
364
|
+
|
|
365
|
+
HighsPseudocost pscost(mipsolver.mipdata_->pseudocost);
|
|
366
|
+
HighsSearch heur(mipsolver, pscost);
|
|
367
|
+
HighsDomain& localdom = heur.getLocalDomain();
|
|
368
|
+
heur.setHeuristic(true);
|
|
369
|
+
|
|
370
|
+
intcols.erase(std::remove_if(intcols.begin(), intcols.end(),
|
|
371
|
+
[&](HighsInt i) {
|
|
372
|
+
return mipsolver.mipdata_->domain.isFixed(i);
|
|
373
|
+
}),
|
|
374
|
+
intcols.end());
|
|
375
|
+
|
|
376
|
+
HighsLpRelaxation heurlp(mipsolver.mipdata_->lp);
|
|
377
|
+
// only use the global upper limit as LP limit so that dual proofs are valid
|
|
378
|
+
heurlp.setObjectiveLimit(mipsolver.mipdata_->upper_limit);
|
|
379
|
+
heurlp.setAdjustSymmetricBranchingCol(false);
|
|
380
|
+
heur.setLpRelaxation(&heurlp);
|
|
381
|
+
|
|
382
|
+
heurlp.getLpSolver().changeColsBounds(0, mipsolver.numCol() - 1,
|
|
383
|
+
localdom.col_lower_.data(),
|
|
384
|
+
localdom.col_upper_.data());
|
|
385
|
+
localdom.clearChangedCols();
|
|
386
|
+
heur.createNewNode();
|
|
387
|
+
|
|
388
|
+
// determine the initial number of unfixed variables fixing rate to decide if
|
|
389
|
+
// the problem is restricted enough to be considered for solving a submip
|
|
390
|
+
double maxfixingrate = determineTargetFixingRate();
|
|
391
|
+
double fixingrate = 0.0;
|
|
392
|
+
bool stop = false;
|
|
393
|
+
// heurlp.setIterationLimit(2 * mipsolver.mipdata_->maxrootlpiters);
|
|
394
|
+
// printf("iterlimit: %" HIGHSINT_FORMAT "\n",
|
|
395
|
+
// heurlp.getLpSolver().getOptions().simplex_iteration_limit);
|
|
396
|
+
HighsInt targetdepth = 1;
|
|
397
|
+
HighsInt nbacktracks = -1;
|
|
398
|
+
HeuristicNeighbourhood neighbourhood(mipsolver, localdom);
|
|
399
|
+
retry:
|
|
400
|
+
++nbacktracks;
|
|
401
|
+
neighbourhood.backtracked();
|
|
402
|
+
// printf("current depth : %" HIGHSINT_FORMAT
|
|
403
|
+
// " target depth : %" HIGHSINT_FORMAT "\n",
|
|
404
|
+
// heur.getCurrentDepth(), targetdepth);
|
|
405
|
+
if (heur.getCurrentDepth() > targetdepth) {
|
|
406
|
+
if (!heur.backtrackUntilDepth(targetdepth)) {
|
|
407
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
408
|
+
return;
|
|
409
|
+
}
|
|
410
|
+
}
|
|
411
|
+
|
|
412
|
+
// printf("fixingrate before loop is %g\n", fixingrate);
|
|
413
|
+
assert(heur.hasNode());
|
|
414
|
+
while (true) {
|
|
415
|
+
// printf("evaluating node\n");
|
|
416
|
+
heur.evaluateNode();
|
|
417
|
+
// printf("done evaluating node\n");
|
|
418
|
+
if (heur.currentNodePruned()) {
|
|
419
|
+
++nbacktracks;
|
|
420
|
+
if (mipsolver.mipdata_->domain.infeasible()) {
|
|
421
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
422
|
+
return;
|
|
423
|
+
}
|
|
424
|
+
|
|
425
|
+
if (!heur.backtrack()) break;
|
|
426
|
+
neighbourhood.backtracked();
|
|
427
|
+
continue;
|
|
428
|
+
}
|
|
429
|
+
|
|
430
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
431
|
+
// printf("after evaluating node current fixingrate is %g\n", fixingrate);
|
|
432
|
+
if (fixingrate >= maxfixingrate) break;
|
|
433
|
+
if (stop) break;
|
|
434
|
+
if (nbacktracks >= 10) break;
|
|
435
|
+
|
|
436
|
+
HighsInt numBranched = 0;
|
|
437
|
+
double stopFixingRate = std::min(
|
|
438
|
+
1.0 - (1.0 - neighbourhood.getFixingRate()) * 0.9, maxfixingrate);
|
|
439
|
+
const auto& relaxationsol = heurlp.getSolution().col_value;
|
|
440
|
+
for (HighsInt i : intcols) {
|
|
441
|
+
if (localdom.col_lower_[i] == localdom.col_upper_[i]) continue;
|
|
442
|
+
|
|
443
|
+
double downval =
|
|
444
|
+
std::floor(relaxationsol[i] + mipsolver.mipdata_->feastol);
|
|
445
|
+
double upval = std::ceil(relaxationsol[i] - mipsolver.mipdata_->feastol);
|
|
446
|
+
|
|
447
|
+
downval = std::min(downval, localdom.col_upper_[i]);
|
|
448
|
+
upval = std::max(upval, localdom.col_lower_[i]);
|
|
449
|
+
if (localdom.col_lower_[i] < downval) {
|
|
450
|
+
++numBranched;
|
|
451
|
+
heur.branchUpwards(i, downval, downval - 0.5);
|
|
452
|
+
localdom.propagate();
|
|
453
|
+
if (localdom.infeasible()) {
|
|
454
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
455
|
+
break;
|
|
456
|
+
}
|
|
457
|
+
}
|
|
458
|
+
if (localdom.col_upper_[i] > upval) {
|
|
459
|
+
++numBranched;
|
|
460
|
+
heur.branchDownwards(i, upval, upval + 0.5);
|
|
461
|
+
localdom.propagate();
|
|
462
|
+
if (localdom.infeasible()) {
|
|
463
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
464
|
+
break;
|
|
465
|
+
}
|
|
466
|
+
}
|
|
467
|
+
|
|
468
|
+
if (neighbourhood.getFixingRate() >= stopFixingRate) break;
|
|
469
|
+
}
|
|
470
|
+
|
|
471
|
+
if (numBranched == 0) {
|
|
472
|
+
auto getFixVal = [&](HighsInt col, double fracval) {
|
|
473
|
+
// reinforce direction of this solution away from root
|
|
474
|
+
// solution if the change is at least 0.4
|
|
475
|
+
// otherwise take the direction where the objective gets worse
|
|
476
|
+
// if objective is zero round to nearest integer
|
|
477
|
+
double fixval =
|
|
478
|
+
calcFixVal(mipsolver.mipdata_->rootlpsol.empty()
|
|
479
|
+
? 0.0
|
|
480
|
+
: fracval - mipsolver.mipdata_->rootlpsol[col],
|
|
481
|
+
fracval, mipsolver.model_->col_cost_[col]);
|
|
482
|
+
// make sure we do not set an infeasible domain
|
|
483
|
+
fixval = std::min(localdom.col_upper_[col], fixval);
|
|
484
|
+
fixval = std::max(localdom.col_lower_[col], fixval);
|
|
485
|
+
return fixval;
|
|
486
|
+
};
|
|
487
|
+
|
|
488
|
+
pdqsort(heurlp.getFractionalIntegers().begin(),
|
|
489
|
+
heurlp.getFractionalIntegers().end(),
|
|
490
|
+
[&](const std::pair<HighsInt, double>& a,
|
|
491
|
+
const std::pair<HighsInt, double>& b) {
|
|
492
|
+
return std::make_pair(
|
|
493
|
+
std::abs(getFixVal(a.first, a.second) - a.second),
|
|
494
|
+
HighsHashHelpers::hash(
|
|
495
|
+
(uint64_t(a.first) << 32) +
|
|
496
|
+
heurlp.getFractionalIntegers().size())) <
|
|
497
|
+
std::make_pair(
|
|
498
|
+
std::abs(getFixVal(b.first, b.second) - b.second),
|
|
499
|
+
HighsHashHelpers::hash(
|
|
500
|
+
(uint64_t(b.first) << 32) +
|
|
501
|
+
heurlp.getFractionalIntegers().size()));
|
|
502
|
+
});
|
|
503
|
+
|
|
504
|
+
double change = 0.0;
|
|
505
|
+
// select a set of fractional variables to fix
|
|
506
|
+
for (auto fracint : heurlp.getFractionalIntegers()) {
|
|
507
|
+
double fixval = getFixVal(fracint.first, fracint.second);
|
|
508
|
+
|
|
509
|
+
if (localdom.col_lower_[fracint.first] < fixval) {
|
|
510
|
+
++numBranched;
|
|
511
|
+
heur.branchUpwards(fracint.first, fixval, fracint.second);
|
|
512
|
+
localdom.propagate();
|
|
513
|
+
if (localdom.infeasible()) {
|
|
514
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
515
|
+
break;
|
|
516
|
+
}
|
|
517
|
+
|
|
518
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
519
|
+
}
|
|
520
|
+
|
|
521
|
+
if (localdom.col_upper_[fracint.first] > fixval) {
|
|
522
|
+
++numBranched;
|
|
523
|
+
heur.branchDownwards(fracint.first, fixval, fracint.second);
|
|
524
|
+
localdom.propagate();
|
|
525
|
+
if (localdom.infeasible()) {
|
|
526
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
527
|
+
break;
|
|
528
|
+
}
|
|
529
|
+
|
|
530
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
531
|
+
}
|
|
532
|
+
|
|
533
|
+
if (fixingrate >= maxfixingrate) break;
|
|
534
|
+
|
|
535
|
+
change += std::abs(fixval - fracint.second);
|
|
536
|
+
if (change >= 0.5) break;
|
|
537
|
+
}
|
|
538
|
+
}
|
|
539
|
+
|
|
540
|
+
if (numBranched == 0) break;
|
|
541
|
+
heurlp.flushDomain(localdom);
|
|
542
|
+
}
|
|
543
|
+
|
|
544
|
+
// printf("stopped heur dive with fixing rate %g\n", fixingrate);
|
|
545
|
+
// if there is no node left it means we backtracked to the global domain and
|
|
546
|
+
// the subproblem was solved with the dive
|
|
547
|
+
if (!heur.hasNode()) {
|
|
548
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
549
|
+
return;
|
|
550
|
+
}
|
|
551
|
+
// determine the fixing rate to decide if the problem is restricted enough to
|
|
552
|
+
// be considered for solving a submip
|
|
553
|
+
|
|
554
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
555
|
+
// printf("fixing rate is %g\n", fixingrate);
|
|
556
|
+
if (fixingrate < 0.1 ||
|
|
557
|
+
(mipsolver.submip && mipsolver.mipdata_->numImprovingSols != 0)) {
|
|
558
|
+
// heur.childselrule = ChildSelectionRule::kBestCost;
|
|
559
|
+
heur.setMinReliable(0);
|
|
560
|
+
heur.solveDepthFirst(10);
|
|
561
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
562
|
+
if (mipsolver.submip) mipsolver.mipdata_->num_nodes += heur.getLocalNodes();
|
|
563
|
+
// lpiterations += heur.lpiterations;
|
|
564
|
+
// pseudocost = heur.pseudocost;
|
|
565
|
+
return;
|
|
566
|
+
}
|
|
567
|
+
|
|
568
|
+
heurlp.removeObsoleteRows(false);
|
|
569
|
+
const bool solve_sub_mip_return =
|
|
570
|
+
solveSubMip(heurlp.getLp(), heurlp.getLpSolver().getBasis(), fixingrate,
|
|
571
|
+
localdom.col_lower_, localdom.col_upper_,
|
|
572
|
+
500, // std::max(50, int(0.05 *
|
|
573
|
+
// (mipsolver.mipdata_->num_leaves))),
|
|
574
|
+
200 + mipsolver.mipdata_->num_nodes / 20, 12);
|
|
575
|
+
if (mipsolver.mipdata_->terminatorTerminated()) return;
|
|
576
|
+
if (!solve_sub_mip_return) {
|
|
577
|
+
int64_t new_lp_iterations = lp_iterations + heur.getLocalLpIterations();
|
|
578
|
+
if (new_lp_iterations + mipsolver.mipdata_->heuristic_lp_iterations >
|
|
579
|
+
100000 + ((mipsolver.mipdata_->total_lp_iterations -
|
|
580
|
+
mipsolver.mipdata_->heuristic_lp_iterations -
|
|
581
|
+
mipsolver.mipdata_->sb_lp_iterations) >>
|
|
582
|
+
1)) {
|
|
583
|
+
lp_iterations = new_lp_iterations;
|
|
584
|
+
return;
|
|
585
|
+
}
|
|
586
|
+
|
|
587
|
+
targetdepth = heur.getCurrentDepth() / 2;
|
|
588
|
+
if (targetdepth <= 1 || mipsolver.mipdata_->checkLimits()) {
|
|
589
|
+
lp_iterations = new_lp_iterations;
|
|
590
|
+
return;
|
|
591
|
+
}
|
|
592
|
+
maxfixingrate = fixingrate * 0.5;
|
|
593
|
+
// printf("infeasible in root node, trying with lower fixing rate %g\n",
|
|
594
|
+
// maxfixingrate);
|
|
595
|
+
goto retry;
|
|
596
|
+
}
|
|
597
|
+
|
|
598
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
599
|
+
}
|
|
600
|
+
|
|
601
|
+
void HighsPrimalHeuristics::RINS(const std::vector<double>& relaxationsol) {
|
|
602
|
+
// return if domain is infeasible
|
|
603
|
+
if (mipsolver.mipdata_->domain.infeasible()) return;
|
|
604
|
+
|
|
605
|
+
if (relaxationsol.size() != static_cast<size_t>(mipsolver.numCol())) return;
|
|
606
|
+
|
|
607
|
+
intcols.erase(std::remove_if(intcols.begin(), intcols.end(),
|
|
608
|
+
[&](HighsInt i) {
|
|
609
|
+
return mipsolver.mipdata_->domain.isFixed(i);
|
|
610
|
+
}),
|
|
611
|
+
intcols.end());
|
|
612
|
+
|
|
613
|
+
HighsPseudocost pscost(mipsolver.mipdata_->pseudocost);
|
|
614
|
+
HighsSearch heur(mipsolver, pscost);
|
|
615
|
+
HighsDomain& localdom = heur.getLocalDomain();
|
|
616
|
+
heur.setHeuristic(true);
|
|
617
|
+
|
|
618
|
+
HighsLpRelaxation heurlp(mipsolver.mipdata_->lp);
|
|
619
|
+
// only use the global upper limit as LP limit so that dual proofs are valid
|
|
620
|
+
heurlp.setObjectiveLimit(mipsolver.mipdata_->upper_limit);
|
|
621
|
+
heurlp.setAdjustSymmetricBranchingCol(false);
|
|
622
|
+
heur.setLpRelaxation(&heurlp);
|
|
623
|
+
|
|
624
|
+
heurlp.getLpSolver().changeColsBounds(0, mipsolver.numCol() - 1,
|
|
625
|
+
localdom.col_lower_.data(),
|
|
626
|
+
localdom.col_upper_.data());
|
|
627
|
+
localdom.clearChangedCols();
|
|
628
|
+
heur.createNewNode();
|
|
629
|
+
|
|
630
|
+
// determine the initial number of unfixed variables fixing rate to decide if
|
|
631
|
+
// the problem is restricted enough to be considered for solving a submip
|
|
632
|
+
double maxfixingrate = determineTargetFixingRate();
|
|
633
|
+
double minfixingrate = 0.25;
|
|
634
|
+
double fixingrate = 0.0;
|
|
635
|
+
bool stop = false;
|
|
636
|
+
HighsInt nbacktracks = -1;
|
|
637
|
+
HighsInt targetdepth = 1;
|
|
638
|
+
HeuristicNeighbourhood neighbourhood(mipsolver, localdom);
|
|
639
|
+
retry:
|
|
640
|
+
++nbacktracks;
|
|
641
|
+
neighbourhood.backtracked();
|
|
642
|
+
// printf("current depth : %" HIGHSINT_FORMAT " target depth : %"
|
|
643
|
+
// HIGHSINT_FORMAT "\n", heur.getCurrentDepth(),
|
|
644
|
+
// targetdepth);
|
|
645
|
+
if (heur.getCurrentDepth() > targetdepth) {
|
|
646
|
+
if (!heur.backtrackUntilDepth(targetdepth)) {
|
|
647
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
648
|
+
return;
|
|
649
|
+
}
|
|
650
|
+
}
|
|
651
|
+
|
|
652
|
+
assert(heur.hasNode());
|
|
653
|
+
|
|
654
|
+
while (true) {
|
|
655
|
+
heur.evaluateNode();
|
|
656
|
+
if (heur.currentNodePruned()) {
|
|
657
|
+
++nbacktracks;
|
|
658
|
+
// printf("backtrack1\n");
|
|
659
|
+
if (mipsolver.mipdata_->domain.infeasible()) {
|
|
660
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
661
|
+
return;
|
|
662
|
+
}
|
|
663
|
+
|
|
664
|
+
if (!heur.backtrack()) break;
|
|
665
|
+
neighbourhood.backtracked();
|
|
666
|
+
continue;
|
|
667
|
+
}
|
|
668
|
+
|
|
669
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
670
|
+
|
|
671
|
+
if (stop) break;
|
|
672
|
+
if (fixingrate >= maxfixingrate) break;
|
|
673
|
+
if (nbacktracks >= 10) break;
|
|
674
|
+
|
|
675
|
+
std::vector<std::pair<HighsInt, double>>::iterator fixcandend;
|
|
676
|
+
|
|
677
|
+
// partition the fractional variables to consider which ones should we fix
|
|
678
|
+
// in this dive first if there is an incumbent, we dive towards the RINS
|
|
679
|
+
// neighbourhood
|
|
680
|
+
fixcandend = std::partition(
|
|
681
|
+
heurlp.getFractionalIntegers().begin(),
|
|
682
|
+
heurlp.getFractionalIntegers().end(),
|
|
683
|
+
[&](const std::pair<HighsInt, double>& fracvar) {
|
|
684
|
+
return std::abs(relaxationsol[fracvar.first] -
|
|
685
|
+
mipsolver.mipdata_->incumbent[fracvar.first]) <=
|
|
686
|
+
mipsolver.mipdata_->feastol;
|
|
687
|
+
});
|
|
688
|
+
|
|
689
|
+
bool fixtolpsol = true;
|
|
690
|
+
|
|
691
|
+
auto getFixVal = [&](HighsInt col, double fracval) {
|
|
692
|
+
double fixval;
|
|
693
|
+
if (fixtolpsol) {
|
|
694
|
+
// RINS neighbourhood (with extension)
|
|
695
|
+
fixval = std::floor(relaxationsol[col] + 0.5);
|
|
696
|
+
} else {
|
|
697
|
+
// reinforce direction of this solution away from root
|
|
698
|
+
// solution if the change is at least 0.4
|
|
699
|
+
// otherwise take the direction where the objective gets worse
|
|
700
|
+
// if objective is zero round to nearest integer
|
|
701
|
+
fixval = calcFixVal(fracval - mipsolver.mipdata_->rootlpsol[col],
|
|
702
|
+
fracval, mipsolver.model_->col_cost_[col]);
|
|
703
|
+
}
|
|
704
|
+
// make sure we do not set an infeasible domain
|
|
705
|
+
fixval = std::min(localdom.col_upper_[col], fixval);
|
|
706
|
+
fixval = std::max(localdom.col_lower_[col], fixval);
|
|
707
|
+
return fixval;
|
|
708
|
+
};
|
|
709
|
+
|
|
710
|
+
// no candidates left to fix for getting to the neighbourhood, therefore we
|
|
711
|
+
// switch to a different diving strategy until the minimal fixing rate is
|
|
712
|
+
// reached
|
|
713
|
+
HighsInt numBranched = 0;
|
|
714
|
+
if (heurlp.getFractionalIntegers().begin() == fixcandend) {
|
|
715
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
716
|
+
double stopFixingRate =
|
|
717
|
+
std::min(maxfixingrate, 1.0 - (1.0 - fixingrate) * 0.9);
|
|
718
|
+
const auto& currlpsol = heurlp.getSolution().col_value;
|
|
719
|
+
for (HighsInt i : intcols) {
|
|
720
|
+
if (localdom.col_lower_[i] == localdom.col_upper_[i]) continue;
|
|
721
|
+
|
|
722
|
+
if (std::abs(currlpsol[i] - mipsolver.mipdata_->incumbent[i]) <=
|
|
723
|
+
mipsolver.mipdata_->feastol) {
|
|
724
|
+
double fixval = HighsIntegers::nearestInteger(currlpsol[i]);
|
|
725
|
+
if (localdom.col_lower_[i] < fixval) {
|
|
726
|
+
++numBranched;
|
|
727
|
+
heur.branchUpwards(i, fixval, fixval - 0.5);
|
|
728
|
+
localdom.propagate();
|
|
729
|
+
if (localdom.infeasible()) {
|
|
730
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
731
|
+
break;
|
|
732
|
+
}
|
|
733
|
+
|
|
734
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
735
|
+
}
|
|
736
|
+
if (localdom.col_upper_[i] > fixval) {
|
|
737
|
+
++numBranched;
|
|
738
|
+
heur.branchDownwards(i, fixval, fixval + 0.5);
|
|
739
|
+
localdom.propagate();
|
|
740
|
+
if (localdom.infeasible()) {
|
|
741
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
742
|
+
break;
|
|
743
|
+
}
|
|
744
|
+
|
|
745
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
746
|
+
}
|
|
747
|
+
|
|
748
|
+
if (fixingrate >= stopFixingRate) break;
|
|
749
|
+
}
|
|
750
|
+
}
|
|
751
|
+
|
|
752
|
+
if (numBranched != 0) {
|
|
753
|
+
// printf(
|
|
754
|
+
// "fixed %" HIGHSINT_FORMAT " additional cols, old fixing rate:
|
|
755
|
+
// %.2f%%, new fixing " "rate: %.2f%%\n", numBranched, fixingrate,
|
|
756
|
+
// getFixingRate());
|
|
757
|
+
heurlp.flushDomain(localdom);
|
|
758
|
+
continue;
|
|
759
|
+
}
|
|
760
|
+
|
|
761
|
+
if (fixingrate >= minfixingrate)
|
|
762
|
+
break; // if the RINS neighbourhood achieved a high enough fixing rate
|
|
763
|
+
// by itself we stop here
|
|
764
|
+
fixcandend = heurlp.getFractionalIntegers().end();
|
|
765
|
+
// now sort the variables by their distance towards the value they will
|
|
766
|
+
// be fixed to
|
|
767
|
+
fixtolpsol = false;
|
|
768
|
+
}
|
|
769
|
+
|
|
770
|
+
// now sort the variables by their distance towards the value they will be
|
|
771
|
+
// fixed to
|
|
772
|
+
pdqsort(heurlp.getFractionalIntegers().begin(), fixcandend,
|
|
773
|
+
[&](const std::pair<HighsInt, double>& a,
|
|
774
|
+
const std::pair<HighsInt, double>& b) {
|
|
775
|
+
return std::make_pair(
|
|
776
|
+
std::abs(getFixVal(a.first, a.second) - a.second),
|
|
777
|
+
HighsHashHelpers::hash(
|
|
778
|
+
(uint64_t(a.first) << 32) +
|
|
779
|
+
heurlp.getFractionalIntegers().size())) <
|
|
780
|
+
std::make_pair(
|
|
781
|
+
std::abs(getFixVal(b.first, b.second) - b.second),
|
|
782
|
+
HighsHashHelpers::hash(
|
|
783
|
+
(uint64_t(b.first) << 32) +
|
|
784
|
+
heurlp.getFractionalIntegers().size()));
|
|
785
|
+
});
|
|
786
|
+
|
|
787
|
+
double change = 0.0;
|
|
788
|
+
// select a set of fractional variables to fix
|
|
789
|
+
for (auto fracint = heurlp.getFractionalIntegers().begin();
|
|
790
|
+
fracint != fixcandend; ++fracint) {
|
|
791
|
+
double fixval = getFixVal(fracint->first, fracint->second);
|
|
792
|
+
|
|
793
|
+
if (localdom.col_lower_[fracint->first] < fixval) {
|
|
794
|
+
++numBranched;
|
|
795
|
+
heur.branchUpwards(fracint->first, fixval, fracint->second);
|
|
796
|
+
if (localdom.infeasible()) {
|
|
797
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
798
|
+
break;
|
|
799
|
+
}
|
|
800
|
+
|
|
801
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
802
|
+
}
|
|
803
|
+
|
|
804
|
+
if (localdom.col_upper_[fracint->first] > fixval) {
|
|
805
|
+
++numBranched;
|
|
806
|
+
heur.branchDownwards(fracint->first, fixval, fracint->second);
|
|
807
|
+
if (localdom.infeasible()) {
|
|
808
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
809
|
+
break;
|
|
810
|
+
}
|
|
811
|
+
|
|
812
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
813
|
+
}
|
|
814
|
+
|
|
815
|
+
if (fixingrate >= maxfixingrate) break;
|
|
816
|
+
|
|
817
|
+
change += std::abs(fixval - fracint->second);
|
|
818
|
+
if (change >= 0.5) break;
|
|
819
|
+
}
|
|
820
|
+
|
|
821
|
+
if (numBranched == 0) break;
|
|
822
|
+
|
|
823
|
+
heurlp.flushDomain(localdom);
|
|
824
|
+
|
|
825
|
+
// printf("%" HIGHSINT_FORMAT "/%" HIGHSINT_FORMAT " fixed, fixingrate is
|
|
826
|
+
// %g\n", nfixed, ntotal, fixingrate);
|
|
827
|
+
}
|
|
828
|
+
|
|
829
|
+
// if there is no node left it means we backtracked to the global domain and
|
|
830
|
+
// the subproblem was solved with the dive
|
|
831
|
+
if (!heur.hasNode()) {
|
|
832
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
833
|
+
return;
|
|
834
|
+
}
|
|
835
|
+
// determine the fixing rate to decide if the problem is restricted enough
|
|
836
|
+
// to be considered for solving a submip
|
|
837
|
+
|
|
838
|
+
// printf("fixing rate is %g\n", fixingrate);
|
|
839
|
+
fixingrate = neighbourhood.getFixingRate();
|
|
840
|
+
if (fixingrate < 0.1 ||
|
|
841
|
+
(mipsolver.submip && mipsolver.mipdata_->numImprovingSols != 0)) {
|
|
842
|
+
// heur.childselrule = ChildSelectionRule::kBestCost;
|
|
843
|
+
heur.setMinReliable(0);
|
|
844
|
+
heur.solveDepthFirst(10);
|
|
845
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
846
|
+
if (mipsolver.submip) mipsolver.mipdata_->num_nodes += heur.getLocalNodes();
|
|
847
|
+
// lpiterations += heur.lpiterations;
|
|
848
|
+
// pseudocost = heur.pseudocost;
|
|
849
|
+
return;
|
|
850
|
+
}
|
|
851
|
+
|
|
852
|
+
heurlp.removeObsoleteRows(false);
|
|
853
|
+
const bool solve_sub_mip_return =
|
|
854
|
+
solveSubMip(heurlp.getLp(), heurlp.getLpSolver().getBasis(), fixingrate,
|
|
855
|
+
localdom.col_lower_, localdom.col_upper_,
|
|
856
|
+
500, // std::max(50, int(0.05 *
|
|
857
|
+
// (mipsolver.mipdata_->num_leaves))),
|
|
858
|
+
200 + mipsolver.mipdata_->num_nodes / 20, 12);
|
|
859
|
+
if (mipsolver.mipdata_->terminatorTerminated()) return;
|
|
860
|
+
if (!solve_sub_mip_return) {
|
|
861
|
+
int64_t new_lp_iterations = lp_iterations + heur.getLocalLpIterations();
|
|
862
|
+
if (new_lp_iterations + mipsolver.mipdata_->heuristic_lp_iterations >
|
|
863
|
+
100000 + ((mipsolver.mipdata_->total_lp_iterations -
|
|
864
|
+
mipsolver.mipdata_->heuristic_lp_iterations -
|
|
865
|
+
mipsolver.mipdata_->sb_lp_iterations) >>
|
|
866
|
+
1)) {
|
|
867
|
+
lp_iterations = new_lp_iterations;
|
|
868
|
+
return;
|
|
869
|
+
}
|
|
870
|
+
|
|
871
|
+
targetdepth = heur.getCurrentDepth() / 2;
|
|
872
|
+
if (targetdepth <= 1 || mipsolver.mipdata_->checkLimits()) {
|
|
873
|
+
lp_iterations = new_lp_iterations;
|
|
874
|
+
return;
|
|
875
|
+
}
|
|
876
|
+
// printf("infeasible in root node, trying with lower fixing rate\n");
|
|
877
|
+
maxfixingrate = fixingrate * 0.5;
|
|
878
|
+
goto retry;
|
|
879
|
+
}
|
|
880
|
+
|
|
881
|
+
lp_iterations += heur.getLocalLpIterations();
|
|
882
|
+
}
|
|
883
|
+
|
|
884
|
+
bool HighsPrimalHeuristics::tryRoundedPoint(const std::vector<double>& point,
|
|
885
|
+
const int solution_source) {
|
|
886
|
+
auto localdom = mipsolver.mipdata_->domain;
|
|
887
|
+
bool integerFeasible = true;
|
|
888
|
+
|
|
889
|
+
HighsInt numintcols = intcols.size();
|
|
890
|
+
for (HighsInt i = 0; i != numintcols; ++i) {
|
|
891
|
+
HighsInt col = intcols[i];
|
|
892
|
+
double intval = point[col];
|
|
893
|
+
double rounded;
|
|
894
|
+
// check if solution value of integer-constrained variable is actually
|
|
895
|
+
// integral
|
|
896
|
+
bool feasible =
|
|
897
|
+
fractionality(intval, &rounded) <= mipsolver.mipdata_->feastol;
|
|
898
|
+
integerFeasible = integerFeasible && feasible;
|
|
899
|
+
if (!feasible) continue;
|
|
900
|
+
// use rounded solution value and check against bounds
|
|
901
|
+
intval = rounded;
|
|
902
|
+
intval = std::min(localdom.col_upper_[col], intval);
|
|
903
|
+
intval = std::max(localdom.col_lower_[col], intval);
|
|
904
|
+
|
|
905
|
+
localdom.fixCol(col, intval, HighsDomain::Reason::branching());
|
|
906
|
+
if (localdom.infeasible()) {
|
|
907
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
908
|
+
return false;
|
|
909
|
+
}
|
|
910
|
+
localdom.propagate();
|
|
911
|
+
if (localdom.infeasible()) {
|
|
912
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
913
|
+
return false;
|
|
914
|
+
}
|
|
915
|
+
}
|
|
916
|
+
|
|
917
|
+
if (numintcols != mipsolver.numCol()) {
|
|
918
|
+
HighsLpRelaxation lprelax(mipsolver);
|
|
919
|
+
lprelax.loadModel();
|
|
920
|
+
lprelax.setIterationLimit(
|
|
921
|
+
std::max(int64_t{10000}, 2 * mipsolver.mipdata_->firstrootlpiters));
|
|
922
|
+
lprelax.getLpSolver().changeColsBounds(0, mipsolver.numCol() - 1,
|
|
923
|
+
localdom.col_lower_.data(),
|
|
924
|
+
localdom.col_upper_.data());
|
|
925
|
+
|
|
926
|
+
// check if only root presolve is allowed
|
|
927
|
+
if (mipsolver.options_mip_->mip_root_presolve_only)
|
|
928
|
+
lprelax.getLpSolver().setOptionValue("presolve", kHighsOffString);
|
|
929
|
+
if (!mipsolver.options_mip_->mip_root_presolve_only &&
|
|
930
|
+
(5 * numintcols) / mipsolver.numCol() >= 1)
|
|
931
|
+
lprelax.getLpSolver().setOptionValue("presolve", kHighsOnString);
|
|
932
|
+
else
|
|
933
|
+
lprelax.getLpSolver().setBasis(mipsolver.mipdata_->firstrootbasis,
|
|
934
|
+
"HighsPrimalHeuristics::tryRoundedPoint");
|
|
935
|
+
|
|
936
|
+
HighsLpRelaxation::Status st = lprelax.resolveLp();
|
|
937
|
+
|
|
938
|
+
if (st == HighsLpRelaxation::Status::kInfeasible) {
|
|
939
|
+
std::vector<HighsInt> inds;
|
|
940
|
+
std::vector<double> vals;
|
|
941
|
+
double rhs;
|
|
942
|
+
if (lprelax.computeDualInfProof(mipsolver.mipdata_->domain, inds, vals,
|
|
943
|
+
rhs)) {
|
|
944
|
+
HighsCutGeneration cutGen(lprelax, mipsolver.mipdata_->cutpool);
|
|
945
|
+
cutGen.generateConflict(localdom, inds, vals, rhs);
|
|
946
|
+
}
|
|
947
|
+
return false;
|
|
948
|
+
} else if (lprelax.unscaledPrimalFeasible(st)) {
|
|
949
|
+
const auto& lpsol = lprelax.getLpSolver().getSolution().col_value;
|
|
950
|
+
if (!integerFeasible) {
|
|
951
|
+
// there may be fractional integer variables -> try ziRound heuristic
|
|
952
|
+
ziRound(lpsol);
|
|
953
|
+
return mipsolver.mipdata_->trySolution(lpsol, solution_source);
|
|
954
|
+
} else {
|
|
955
|
+
// all integer variables are fixed -> add incumbent
|
|
956
|
+
mipsolver.mipdata_->addIncumbent(lpsol, lprelax.getObjective(),
|
|
957
|
+
solution_source);
|
|
958
|
+
return true;
|
|
959
|
+
}
|
|
960
|
+
}
|
|
961
|
+
}
|
|
962
|
+
|
|
963
|
+
return mipsolver.mipdata_->trySolution(localdom.col_lower_, solution_source);
|
|
964
|
+
}
|
|
965
|
+
|
|
966
|
+
bool HighsPrimalHeuristics::linesearchRounding(
|
|
967
|
+
const std::vector<double>& point1, const std::vector<double>& point2,
|
|
968
|
+
const int solution_source) {
|
|
969
|
+
std::vector<double> roundedpoint;
|
|
970
|
+
|
|
971
|
+
HighsInt numintcols = intcols.size();
|
|
972
|
+
roundedpoint.resize(mipsolver.numCol());
|
|
973
|
+
|
|
974
|
+
double alpha = 0.0;
|
|
975
|
+
assert(int(mipsolver.mipdata_->uplocks.size()) == mipsolver.numCol());
|
|
976
|
+
assert(int(point1.size()) == mipsolver.numCol());
|
|
977
|
+
assert(int(point2.size()) == mipsolver.numCol());
|
|
978
|
+
|
|
979
|
+
while (alpha < 1.0) {
|
|
980
|
+
double nextalpha = 1.0;
|
|
981
|
+
bool reachedpoint2 = true;
|
|
982
|
+
// printf("trying alpha = %g\n", alpha);
|
|
983
|
+
for (HighsInt i = 0; i != numintcols; ++i) {
|
|
984
|
+
HighsInt col = intcols[i];
|
|
985
|
+
assert(col >= 0);
|
|
986
|
+
assert(col < mipsolver.numCol());
|
|
987
|
+
if (mipsolver.mipdata_->uplocks[col] == 0) {
|
|
988
|
+
roundedpoint[col] = std::ceil(std::max(point1[col], point2[col]) -
|
|
989
|
+
mipsolver.mipdata_->feastol);
|
|
990
|
+
continue;
|
|
991
|
+
}
|
|
992
|
+
|
|
993
|
+
if (mipsolver.mipdata_->downlocks[col] == 0) {
|
|
994
|
+
roundedpoint[col] = std::floor(std::min(point1[col], point2[col]) +
|
|
995
|
+
mipsolver.mipdata_->feastol);
|
|
996
|
+
continue;
|
|
997
|
+
}
|
|
998
|
+
|
|
999
|
+
double convexcomb = (1.0 - alpha) * point1[col] + alpha * point2[col];
|
|
1000
|
+
double intpoint2 = std::floor(point2[col] + 0.5);
|
|
1001
|
+
roundedpoint[col] = std::floor(convexcomb + 0.5);
|
|
1002
|
+
|
|
1003
|
+
if (roundedpoint[col] == intpoint2) continue;
|
|
1004
|
+
|
|
1005
|
+
reachedpoint2 = false;
|
|
1006
|
+
double tmpalpha = (roundedpoint[col] + 0.5 + mipsolver.mipdata_->feastol -
|
|
1007
|
+
point1[col]) /
|
|
1008
|
+
std::abs(point2[col] - point1[col]);
|
|
1009
|
+
if (tmpalpha < nextalpha && tmpalpha > alpha + 1e-2) nextalpha = tmpalpha;
|
|
1010
|
+
}
|
|
1011
|
+
|
|
1012
|
+
if (tryRoundedPoint(roundedpoint, solution_source)) return true;
|
|
1013
|
+
|
|
1014
|
+
if (reachedpoint2) return false;
|
|
1015
|
+
|
|
1016
|
+
alpha = nextalpha;
|
|
1017
|
+
}
|
|
1018
|
+
|
|
1019
|
+
return false;
|
|
1020
|
+
}
|
|
1021
|
+
|
|
1022
|
+
void HighsPrimalHeuristics::randomizedRounding(
|
|
1023
|
+
const std::vector<double>& relaxationsol) {
|
|
1024
|
+
if (relaxationsol.size() != static_cast<size_t>(mipsolver.numCol())) return;
|
|
1025
|
+
|
|
1026
|
+
auto localdom = mipsolver.mipdata_->domain;
|
|
1027
|
+
|
|
1028
|
+
for (HighsInt i : intcols) {
|
|
1029
|
+
double intval;
|
|
1030
|
+
if (mipsolver.mipdata_->uplocks[i] == 0)
|
|
1031
|
+
intval = std::ceil(relaxationsol[i] - mipsolver.mipdata_->feastol);
|
|
1032
|
+
else if (mipsolver.mipdata_->downlocks[i] == 0)
|
|
1033
|
+
intval = std::floor(relaxationsol[i] + mipsolver.mipdata_->feastol);
|
|
1034
|
+
else
|
|
1035
|
+
intval = std::floor(relaxationsol[i] + randgen.real(0.1, 0.9));
|
|
1036
|
+
|
|
1037
|
+
intval = std::min(localdom.col_upper_[i], intval);
|
|
1038
|
+
intval = std::max(localdom.col_lower_[i], intval);
|
|
1039
|
+
|
|
1040
|
+
localdom.fixCol(i, intval, HighsDomain::Reason::branching());
|
|
1041
|
+
if (localdom.infeasible()) {
|
|
1042
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1043
|
+
return;
|
|
1044
|
+
}
|
|
1045
|
+
localdom.propagate();
|
|
1046
|
+
if (localdom.infeasible()) {
|
|
1047
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1048
|
+
return;
|
|
1049
|
+
}
|
|
1050
|
+
}
|
|
1051
|
+
|
|
1052
|
+
if (mipsolver.mipdata_->integer_cols.size() !=
|
|
1053
|
+
static_cast<size_t>(mipsolver.numCol())) {
|
|
1054
|
+
HighsLpRelaxation lprelax(mipsolver);
|
|
1055
|
+
lprelax.loadModel();
|
|
1056
|
+
lprelax.setIterationLimit(
|
|
1057
|
+
std::max(int64_t{10000}, 2 * mipsolver.mipdata_->firstrootlpiters));
|
|
1058
|
+
lprelax.getLpSolver().changeColsBounds(0, mipsolver.numCol() - 1,
|
|
1059
|
+
localdom.col_lower_.data(),
|
|
1060
|
+
localdom.col_upper_.data());
|
|
1061
|
+
|
|
1062
|
+
// check if only root presolve is allowed
|
|
1063
|
+
if (mipsolver.options_mip_->mip_root_presolve_only)
|
|
1064
|
+
lprelax.getLpSolver().setOptionValue("presolve", kHighsOffString);
|
|
1065
|
+
|
|
1066
|
+
if (!mipsolver.options_mip_->mip_root_presolve_only &&
|
|
1067
|
+
(5 * intcols.size()) / mipsolver.numCol() >= 1) {
|
|
1068
|
+
// LP to solve is very much smaller, so use presolve rather than
|
|
1069
|
+
// the root basis
|
|
1070
|
+
lprelax.getLpSolver().setOptionValue("presolve", kHighsOnString);
|
|
1071
|
+
} else {
|
|
1072
|
+
lprelax.getLpSolver().setBasis(
|
|
1073
|
+
mipsolver.mipdata_->firstrootbasis,
|
|
1074
|
+
"HighsPrimalHeuristics::randomizedRounding");
|
|
1075
|
+
}
|
|
1076
|
+
|
|
1077
|
+
HighsLpRelaxation::Status st = lprelax.resolveLp();
|
|
1078
|
+
|
|
1079
|
+
if (st == HighsLpRelaxation::Status::kInfeasible) {
|
|
1080
|
+
std::vector<HighsInt> inds;
|
|
1081
|
+
std::vector<double> vals;
|
|
1082
|
+
double rhs;
|
|
1083
|
+
if (lprelax.computeDualInfProof(mipsolver.mipdata_->domain, inds, vals,
|
|
1084
|
+
rhs)) {
|
|
1085
|
+
HighsCutGeneration cutGen(lprelax, mipsolver.mipdata_->cutpool);
|
|
1086
|
+
cutGen.generateConflict(localdom, inds, vals, rhs);
|
|
1087
|
+
}
|
|
1088
|
+
|
|
1089
|
+
} else if (lprelax.unscaledPrimalFeasible(st))
|
|
1090
|
+
mipsolver.mipdata_->addIncumbent(
|
|
1091
|
+
lprelax.getLpSolver().getSolution().col_value, lprelax.getObjective(),
|
|
1092
|
+
kSolutionSourceRandomizedRounding);
|
|
1093
|
+
} else {
|
|
1094
|
+
mipsolver.mipdata_->trySolution(localdom.col_lower_,
|
|
1095
|
+
kSolutionSourceRandomizedRounding);
|
|
1096
|
+
}
|
|
1097
|
+
}
|
|
1098
|
+
|
|
1099
|
+
void HighsPrimalHeuristics::shifting(const std::vector<double>& relaxationsol) {
|
|
1100
|
+
if (relaxationsol.size() != static_cast<size_t>(mipsolver.numCol())) return;
|
|
1101
|
+
|
|
1102
|
+
std::vector<double> current_relax_solution = relaxationsol;
|
|
1103
|
+
HighsInt t = 0;
|
|
1104
|
+
const HighsLp& currentLp = *mipsolver.model_;
|
|
1105
|
+
HighsLpRelaxation lprelax(mipsolver.mipdata_->lp);
|
|
1106
|
+
std::vector<std::pair<HighsInt, double>> current_fractional_integers =
|
|
1107
|
+
lprelax.getFractionalIntegers();
|
|
1108
|
+
std::vector<std::tuple<HighsInt, HighsInt, double>> current_infeasible_rows =
|
|
1109
|
+
mipsolver.mipdata_->getInfeasibleRows(current_relax_solution);
|
|
1110
|
+
size_t previous_infeasible_rows_size = current_infeasible_rows.size();
|
|
1111
|
+
bool hasInfeasibleConstraints = current_infeasible_rows.size() != 0;
|
|
1112
|
+
HighsInt iterationsWithoutReductions = 0;
|
|
1113
|
+
HighsInt maxIterationsWithoutReductions = 5;
|
|
1114
|
+
std::unordered_map<HighsInt, std::vector<HighsInt>> shift_iterations_set;
|
|
1115
|
+
std::vector<HighsInt> shifts;
|
|
1116
|
+
|
|
1117
|
+
auto findPairByIndex = [](std::vector<std::pair<HighsInt, double>>& vec,
|
|
1118
|
+
HighsInt k) {
|
|
1119
|
+
return std::find_if(
|
|
1120
|
+
vec.begin(), vec.end(),
|
|
1121
|
+
[k](const std::pair<HighsInt, double>& p) { return p.first == k; });
|
|
1122
|
+
};
|
|
1123
|
+
|
|
1124
|
+
auto findShiftsByIndex =
|
|
1125
|
+
[](const std::unordered_map<HighsInt, std::vector<HighsInt>>& shifts,
|
|
1126
|
+
HighsInt k) -> std::vector<HighsInt> {
|
|
1127
|
+
auto it = shifts.find(k);
|
|
1128
|
+
if (it != shifts.end()) {
|
|
1129
|
+
return it->second;
|
|
1130
|
+
}
|
|
1131
|
+
return {};
|
|
1132
|
+
};
|
|
1133
|
+
|
|
1134
|
+
while ((current_fractional_integers.size() > 0 || hasInfeasibleConstraints) &&
|
|
1135
|
+
iterationsWithoutReductions <= maxIterationsWithoutReductions &&
|
|
1136
|
+
t <= static_cast<HighsInt>(mipsolver.mipdata_->integer_cols.size())) {
|
|
1137
|
+
t++;
|
|
1138
|
+
bool fractionalIntegersReduced = false;
|
|
1139
|
+
iterationsWithoutReductions++;
|
|
1140
|
+
if (hasInfeasibleConstraints) {
|
|
1141
|
+
// find an infeasible row that has a non-zero coefficient a(row,col) where
|
|
1142
|
+
// col in currentFractInt
|
|
1143
|
+
bool fractionalIntegerFound = false;
|
|
1144
|
+
HighsInt rIndex = 0;
|
|
1145
|
+
while (!fractionalIntegerFound &&
|
|
1146
|
+
rIndex != static_cast<HighsInt>(current_infeasible_rows.size())) {
|
|
1147
|
+
HighsInt r = std::get<0>(current_infeasible_rows[rIndex]);
|
|
1148
|
+
HighsInt start = mipsolver.mipdata_->ARstart_[r];
|
|
1149
|
+
HighsInt end = mipsolver.mipdata_->ARstart_[r + 1];
|
|
1150
|
+
for (HighsInt jInd = start; jInd != end; ++jInd) {
|
|
1151
|
+
auto it = findPairByIndex(current_fractional_integers,
|
|
1152
|
+
mipsolver.mipdata_->ARindex_[jInd]);
|
|
1153
|
+
fractionalIntegerFound = it != current_fractional_integers.end();
|
|
1154
|
+
if (fractionalIntegerFound) break;
|
|
1155
|
+
}
|
|
1156
|
+
rIndex++;
|
|
1157
|
+
}
|
|
1158
|
+
HighsInt row_index = rIndex - 1;
|
|
1159
|
+
if (!fractionalIntegerFound) {
|
|
1160
|
+
// otherwise select a random infeasible row
|
|
1161
|
+
row_index = randgen.integer(current_infeasible_rows.size());
|
|
1162
|
+
}
|
|
1163
|
+
|
|
1164
|
+
HighsInt row = std::get<0>(current_infeasible_rows[row_index]);
|
|
1165
|
+
HighsInt row_sense = std::get<1>(current_infeasible_rows[row_index]);
|
|
1166
|
+
double infeasibility = std::get<2>(current_infeasible_rows[row_index]);
|
|
1167
|
+
double score_min = kHighsInf;
|
|
1168
|
+
HighsInt j_min = std::numeric_limits<HighsInt>::max();
|
|
1169
|
+
double x_j_min = kHighsInf;
|
|
1170
|
+
double aij_min = 0.0;
|
|
1171
|
+
bool moveValueUp = false;
|
|
1172
|
+
HighsInt start = mipsolver.mipdata_->ARstart_[row];
|
|
1173
|
+
HighsInt end = mipsolver.mipdata_->ARstart_[row + 1];
|
|
1174
|
+
for (HighsInt jInd = start; jInd != end; ++jInd) {
|
|
1175
|
+
HighsInt j = mipsolver.mipdata_->ARindex_[jInd];
|
|
1176
|
+
|
|
1177
|
+
// skip fixed variables
|
|
1178
|
+
if (currentLp.col_lower_[j] == currentLp.col_upper_[j]) continue;
|
|
1179
|
+
|
|
1180
|
+
// lambda for finding best shift
|
|
1181
|
+
auto repair = [&findPairByIndex, ¤t_fractional_integers,
|
|
1182
|
+
&findShiftsByIndex, &shift_iterations_set, &t,
|
|
1183
|
+
&score_min, &j_min, &aij_min, &x_j_min,
|
|
1184
|
+
¤t_relax_solution, &moveValueUp](
|
|
1185
|
+
HighsInt col, HighsInt direction, HighsInt row_sense,
|
|
1186
|
+
HighsInt numLocks, double coef, double cost,
|
|
1187
|
+
bool isMaximization, bool isInteger, bool isAtBound) {
|
|
1188
|
+
if ((row_sense < 0 || direction * coef > 0) &&
|
|
1189
|
+
(row_sense > 0 || direction * coef < 0))
|
|
1190
|
+
return;
|
|
1191
|
+
|
|
1192
|
+
// skip variables at bounds
|
|
1193
|
+
if (isAtBound) return;
|
|
1194
|
+
|
|
1195
|
+
// search for column
|
|
1196
|
+
auto it = findPairByIndex(current_fractional_integers, col);
|
|
1197
|
+
|
|
1198
|
+
// add data
|
|
1199
|
+
bool found = it != current_fractional_integers.end();
|
|
1200
|
+
|
|
1201
|
+
double score = kHighsInf;
|
|
1202
|
+
if (found) {
|
|
1203
|
+
score = -1.0 + 1.0 / static_cast<double>(numLocks + 1);
|
|
1204
|
+
} else {
|
|
1205
|
+
const auto& shifts = findShiftsByIndex(shift_iterations_set, col);
|
|
1206
|
+
if (shifts.empty())
|
|
1207
|
+
score = direction * (isMaximization ? -cost : cost);
|
|
1208
|
+
else {
|
|
1209
|
+
score = 0.0;
|
|
1210
|
+
for (double shift : shifts) {
|
|
1211
|
+
if (direction * shift > 0)
|
|
1212
|
+
score += pow(1.1, direction * shift - t);
|
|
1213
|
+
}
|
|
1214
|
+
}
|
|
1215
|
+
if (isInteger) score += 1;
|
|
1216
|
+
}
|
|
1217
|
+
|
|
1218
|
+
if (score < score_min) {
|
|
1219
|
+
score_min = score;
|
|
1220
|
+
j_min = col;
|
|
1221
|
+
aij_min = coef;
|
|
1222
|
+
x_j_min = current_relax_solution[col];
|
|
1223
|
+
moveValueUp = direction > 0;
|
|
1224
|
+
}
|
|
1225
|
+
};
|
|
1226
|
+
|
|
1227
|
+
// repair with up-rounding
|
|
1228
|
+
repair(j, HighsInt{1}, row_sense, mipsolver.mipdata_->downlocks[j],
|
|
1229
|
+
mipsolver.mipdata_->ARvalue_[jInd], currentLp.col_cost_[j],
|
|
1230
|
+
mipsolver.orig_model_->sense_ == ObjSense::kMaximize,
|
|
1231
|
+
currentLp.integrality_[j] == HighsVarType::kInteger,
|
|
1232
|
+
std::abs(currentLp.col_upper_[j] - current_relax_solution[j]) <=
|
|
1233
|
+
mipsolver.mipdata_->feastol);
|
|
1234
|
+
|
|
1235
|
+
// repair with down-rounding
|
|
1236
|
+
repair(j, HighsInt{-1}, row_sense, mipsolver.mipdata_->uplocks[j],
|
|
1237
|
+
mipsolver.mipdata_->ARvalue_[jInd], currentLp.col_cost_[j],
|
|
1238
|
+
mipsolver.orig_model_->sense_ == ObjSense::kMaximize,
|
|
1239
|
+
currentLp.integrality_[j] == HighsVarType::kInteger,
|
|
1240
|
+
std::abs(current_relax_solution[j] - currentLp.col_lower_[j]) <=
|
|
1241
|
+
mipsolver.mipdata_->feastol);
|
|
1242
|
+
}
|
|
1243
|
+
|
|
1244
|
+
if (j_min != std::numeric_limits<HighsInt>::max()) {
|
|
1245
|
+
// Update current_fractional_integers
|
|
1246
|
+
auto it = findPairByIndex(current_fractional_integers, j_min);
|
|
1247
|
+
if (it != current_fractional_integers.end()) {
|
|
1248
|
+
current_fractional_integers.erase(it);
|
|
1249
|
+
fractionalIntegersReduced = true;
|
|
1250
|
+
}
|
|
1251
|
+
// Update current_relax_solution and shift_iterations_set (for not
|
|
1252
|
+
// fractional integers)
|
|
1253
|
+
if (moveValueUp) {
|
|
1254
|
+
if (fractionalIntegersReduced) {
|
|
1255
|
+
current_relax_solution[j_min] =
|
|
1256
|
+
std::ceil(x_j_min - mipsolver.mipdata_->feastol);
|
|
1257
|
+
} else {
|
|
1258
|
+
if (currentLp.integrality_[j_min] == HighsVarType::kInteger) {
|
|
1259
|
+
// variable is integer and not at the upper bound, so increment
|
|
1260
|
+
// by 1.
|
|
1261
|
+
current_relax_solution[j_min] = x_j_min + 1.0;
|
|
1262
|
+
} else {
|
|
1263
|
+
current_relax_solution[j_min] = std::min(
|
|
1264
|
+
x_j_min + infeasibility / std::abs(aij_min),
|
|
1265
|
+
currentLp.col_upper_[j_min] + mipsolver.mipdata_->feastol);
|
|
1266
|
+
}
|
|
1267
|
+
shift_iterations_set[j_min].push_back(t);
|
|
1268
|
+
}
|
|
1269
|
+
} else {
|
|
1270
|
+
if (fractionalIntegersReduced) {
|
|
1271
|
+
current_relax_solution[j_min] =
|
|
1272
|
+
std::floor(x_j_min + mipsolver.mipdata_->feastol);
|
|
1273
|
+
} else {
|
|
1274
|
+
if (currentLp.integrality_[j_min] == HighsVarType::kInteger) {
|
|
1275
|
+
// variable is integer and not at the lower bound, so decrement
|
|
1276
|
+
// by 1.
|
|
1277
|
+
current_relax_solution[j_min] = x_j_min - 1.0;
|
|
1278
|
+
} else {
|
|
1279
|
+
current_relax_solution[j_min] = std::max(
|
|
1280
|
+
x_j_min - infeasibility / std::abs(aij_min),
|
|
1281
|
+
currentLp.col_lower_[j_min] - mipsolver.mipdata_->feastol);
|
|
1282
|
+
}
|
|
1283
|
+
|
|
1284
|
+
shift_iterations_set[j_min].push_back(-t);
|
|
1285
|
+
}
|
|
1286
|
+
}
|
|
1287
|
+
}
|
|
1288
|
+
} else {
|
|
1289
|
+
double xi_max = -1;
|
|
1290
|
+
double delta_c_min = kHighsInf;
|
|
1291
|
+
HighsInt pind_j_min = std::numeric_limits<HighsInt>::max();
|
|
1292
|
+
HighsInt j_min = std::numeric_limits<HighsInt>::max();
|
|
1293
|
+
double x_j_min = kHighsInf;
|
|
1294
|
+
HighsInt sigma = 0;
|
|
1295
|
+
for (HighsInt i = 0;
|
|
1296
|
+
i != static_cast<HighsInt>(current_fractional_integers.size());
|
|
1297
|
+
++i) {
|
|
1298
|
+
std::pair<HighsInt, double> it = current_fractional_integers[i];
|
|
1299
|
+
HighsInt col = it.first;
|
|
1300
|
+
assert(col >= 0);
|
|
1301
|
+
assert(col < mipsolver.numCol());
|
|
1302
|
+
|
|
1303
|
+
auto isBetter = [¤tLp, &it, &xi_max, &delta_c_min, &pind_j_min,
|
|
1304
|
+
&j_min, &x_j_min, &sigma,
|
|
1305
|
+
&i](double col, double xi, double roundedval,
|
|
1306
|
+
HighsInt direction) {
|
|
1307
|
+
double c_min = currentLp.col_cost_[col] * (roundedval - it.second);
|
|
1308
|
+
if (xi > xi_max || (xi == xi_max && c_min < delta_c_min)) {
|
|
1309
|
+
xi_max = xi;
|
|
1310
|
+
delta_c_min = c_min;
|
|
1311
|
+
pind_j_min = i;
|
|
1312
|
+
j_min = col;
|
|
1313
|
+
x_j_min = roundedval;
|
|
1314
|
+
sigma = direction;
|
|
1315
|
+
}
|
|
1316
|
+
};
|
|
1317
|
+
|
|
1318
|
+
isBetter(col, mipsolver.mipdata_->uplocks[col],
|
|
1319
|
+
std::floor(it.second + mipsolver.mipdata_->feastol),
|
|
1320
|
+
HighsInt{-1});
|
|
1321
|
+
isBetter(col, mipsolver.mipdata_->downlocks[col],
|
|
1322
|
+
std::ceil(it.second - mipsolver.mipdata_->feastol),
|
|
1323
|
+
HighsInt{1});
|
|
1324
|
+
}
|
|
1325
|
+
if (sigma != 0) {
|
|
1326
|
+
current_relax_solution[j_min] = x_j_min;
|
|
1327
|
+
}
|
|
1328
|
+
if (pind_j_min != std::numeric_limits<HighsInt>::max()) {
|
|
1329
|
+
current_fractional_integers.erase(current_fractional_integers.begin() +
|
|
1330
|
+
pind_j_min);
|
|
1331
|
+
fractionalIntegersReduced = true;
|
|
1332
|
+
}
|
|
1333
|
+
}
|
|
1334
|
+
current_infeasible_rows =
|
|
1335
|
+
mipsolver.mipdata_->getInfeasibleRows(current_relax_solution);
|
|
1336
|
+
hasInfeasibleConstraints = current_infeasible_rows.size() != 0;
|
|
1337
|
+
if (current_infeasible_rows.size() < previous_infeasible_rows_size ||
|
|
1338
|
+
fractionalIntegersReduced)
|
|
1339
|
+
iterationsWithoutReductions = 0;
|
|
1340
|
+
previous_infeasible_rows_size = current_infeasible_rows.size();
|
|
1341
|
+
}
|
|
1342
|
+
// re-check for feasibility and add incumbent
|
|
1343
|
+
if (hasInfeasibleConstraints) {
|
|
1344
|
+
tryRoundedPoint(current_relax_solution, kSolutionSourceShifting);
|
|
1345
|
+
} else {
|
|
1346
|
+
if (current_fractional_integers.size() > 0)
|
|
1347
|
+
ziRound(current_relax_solution);
|
|
1348
|
+
else
|
|
1349
|
+
mipsolver.mipdata_->trySolution(current_relax_solution,
|
|
1350
|
+
kSolutionSourceShifting);
|
|
1351
|
+
}
|
|
1352
|
+
}
|
|
1353
|
+
|
|
1354
|
+
void HighsPrimalHeuristics::ziRound(const std::vector<double>& relaxationsol) {
|
|
1355
|
+
// if (mipsolver.submip) return;
|
|
1356
|
+
if (relaxationsol.size() != static_cast<size_t>(mipsolver.numCol())) return;
|
|
1357
|
+
|
|
1358
|
+
std::vector<double> current_relax_solution = relaxationsol;
|
|
1359
|
+
|
|
1360
|
+
auto zi = [this](double x) {
|
|
1361
|
+
return std::min(std::ceil(x - mipsolver.mipdata_->feastol) - x,
|
|
1362
|
+
x - std::floor(x + mipsolver.mipdata_->feastol));
|
|
1363
|
+
};
|
|
1364
|
+
|
|
1365
|
+
// auto localdom = mipsolver.mipdata_->domain;
|
|
1366
|
+
|
|
1367
|
+
HighsCDouble zi_total = 0.0;
|
|
1368
|
+
for (HighsInt i : intcols) {
|
|
1369
|
+
zi_total += zi(current_relax_solution[i]);
|
|
1370
|
+
}
|
|
1371
|
+
|
|
1372
|
+
if (zi_total <= mipsolver.mipdata_->feastol) return;
|
|
1373
|
+
|
|
1374
|
+
const HighsLp& currentLp = *mipsolver.model_;
|
|
1375
|
+
|
|
1376
|
+
std::vector<double> rowActivities;
|
|
1377
|
+
std::vector<double> XrowLower;
|
|
1378
|
+
std::vector<double> XrowUpper;
|
|
1379
|
+
rowActivities.resize(currentLp.num_row_);
|
|
1380
|
+
XrowLower.resize(currentLp.num_row_);
|
|
1381
|
+
XrowUpper.resize(currentLp.num_row_);
|
|
1382
|
+
|
|
1383
|
+
HighsInt loop_count = 0;
|
|
1384
|
+
HighsInt max_loop_count = 5;
|
|
1385
|
+
HighsCDouble previous_zi_total;
|
|
1386
|
+
HighsCDouble improvement_in_feasibility = kHighsInf;
|
|
1387
|
+
|
|
1388
|
+
while (zi_total > mipsolver.mipdata_->feastol &&
|
|
1389
|
+
improvement_in_feasibility > mipsolver.mipdata_->feastol &&
|
|
1390
|
+
loop_count <= max_loop_count) {
|
|
1391
|
+
previous_zi_total = zi_total;
|
|
1392
|
+
loop_count++;
|
|
1393
|
+
|
|
1394
|
+
if (currentLp.num_row_ > 0)
|
|
1395
|
+
getLpRowBounds(currentLp, 0, currentLp.num_row_ - 1, XrowLower.data(),
|
|
1396
|
+
XrowUpper.data());
|
|
1397
|
+
|
|
1398
|
+
for (HighsInt j : intcols) {
|
|
1399
|
+
double relax_solution = current_relax_solution[j];
|
|
1400
|
+
if (fractionality(relax_solution) <= mipsolver.mipdata_->feastol)
|
|
1401
|
+
continue;
|
|
1402
|
+
|
|
1403
|
+
rowActivities.assign(currentLp.num_row_, 0.0);
|
|
1404
|
+
calculateRowValuesQuad(currentLp, current_relax_solution, rowActivities);
|
|
1405
|
+
|
|
1406
|
+
double min_row_ratio_for_upper = kHighsInf;
|
|
1407
|
+
double min_row_ratio_for_lower = kHighsInf;
|
|
1408
|
+
|
|
1409
|
+
for (HighsInt el = currentLp.a_matrix_.start_[j];
|
|
1410
|
+
el < currentLp.a_matrix_.start_[j + 1]; el++) {
|
|
1411
|
+
HighsInt i = currentLp.a_matrix_.index_[el];
|
|
1412
|
+
double aij = currentLp.a_matrix_.value_[el];
|
|
1413
|
+
|
|
1414
|
+
double slack_upper = XrowUpper[i] - rowActivities[i];
|
|
1415
|
+
double slack_lower = rowActivities[i] - XrowLower[i];
|
|
1416
|
+
min_row_ratio_for_upper =
|
|
1417
|
+
std::min(min_row_ratio_for_upper,
|
|
1418
|
+
(aij > 0 ? slack_upper : -slack_lower) / aij);
|
|
1419
|
+
min_row_ratio_for_lower =
|
|
1420
|
+
std::min(min_row_ratio_for_lower,
|
|
1421
|
+
(aij > 0 ? slack_lower : -slack_upper) / aij);
|
|
1422
|
+
}
|
|
1423
|
+
|
|
1424
|
+
double upper_bound = std::min(currentLp.col_upper_[j] - relax_solution,
|
|
1425
|
+
min_row_ratio_for_upper);
|
|
1426
|
+
double lower_bound = std::min(relax_solution - currentLp.col_lower_[j],
|
|
1427
|
+
min_row_ratio_for_lower);
|
|
1428
|
+
|
|
1429
|
+
auto performUpdates = [&](HighsInt col, double change) {
|
|
1430
|
+
double old_relax_solution = current_relax_solution[col];
|
|
1431
|
+
current_relax_solution[col] += change;
|
|
1432
|
+
zi_total =
|
|
1433
|
+
zi_total - zi(old_relax_solution) + zi(current_relax_solution[col]);
|
|
1434
|
+
};
|
|
1435
|
+
|
|
1436
|
+
if (std::abs(zi(relax_solution + upper_bound) -
|
|
1437
|
+
zi(relax_solution - lower_bound)) <=
|
|
1438
|
+
mipsolver.mipdata_->feastol &&
|
|
1439
|
+
zi(relax_solution + upper_bound) < zi(relax_solution)) {
|
|
1440
|
+
double XcolCost = currentLp.col_cost_[j];
|
|
1441
|
+
bool ubObjChangeSmaller = XcolCost * (relax_solution + upper_bound) <=
|
|
1442
|
+
XcolCost * (relax_solution - lower_bound);
|
|
1443
|
+
bool isMinimization = currentLp.sense_ == ObjSense::kMinimize;
|
|
1444
|
+
if ((isMinimization && ubObjChangeSmaller) ||
|
|
1445
|
+
(!isMinimization && !ubObjChangeSmaller)) {
|
|
1446
|
+
performUpdates(j, upper_bound);
|
|
1447
|
+
} else {
|
|
1448
|
+
performUpdates(j, -lower_bound);
|
|
1449
|
+
}
|
|
1450
|
+
} else if (zi(relax_solution + upper_bound) <
|
|
1451
|
+
zi(relax_solution - lower_bound) &&
|
|
1452
|
+
zi(relax_solution + upper_bound) < zi(relax_solution)) {
|
|
1453
|
+
performUpdates(j, upper_bound);
|
|
1454
|
+
} else if (zi(relax_solution + upper_bound) >
|
|
1455
|
+
zi(relax_solution - lower_bound) &&
|
|
1456
|
+
zi(relax_solution - lower_bound) < zi(relax_solution)) {
|
|
1457
|
+
performUpdates(j, -lower_bound);
|
|
1458
|
+
}
|
|
1459
|
+
}
|
|
1460
|
+
improvement_in_feasibility = previous_zi_total - zi_total;
|
|
1461
|
+
}
|
|
1462
|
+
// re-check for feasibility and add incumbent
|
|
1463
|
+
mipsolver.mipdata_->trySolution(current_relax_solution,
|
|
1464
|
+
kSolutionSourceZiRound);
|
|
1465
|
+
}
|
|
1466
|
+
|
|
1467
|
+
void HighsPrimalHeuristics::feasibilityPump() {
|
|
1468
|
+
HighsLpRelaxation lprelax(mipsolver.mipdata_->lp);
|
|
1469
|
+
std::unordered_set<std::vector<HighsInt>, HighsVectorHasher, HighsVectorEqual>
|
|
1470
|
+
referencepoints;
|
|
1471
|
+
std::vector<double> roundedsol;
|
|
1472
|
+
HighsLpRelaxation::Status status = lprelax.resolveLp();
|
|
1473
|
+
lp_iterations += lprelax.getNumLpIterations();
|
|
1474
|
+
|
|
1475
|
+
std::vector<double> fracintcost;
|
|
1476
|
+
std::vector<HighsInt> fracintset;
|
|
1477
|
+
|
|
1478
|
+
std::vector<HighsInt> mask(mipsolver.numCol(), 1);
|
|
1479
|
+
std::vector<double> cost(mipsolver.numCol(), 0.0);
|
|
1480
|
+
|
|
1481
|
+
lprelax.getLpSolver().setOptionValue("simplex_strategy",
|
|
1482
|
+
kSimplexStrategyPrimal);
|
|
1483
|
+
lprelax.setObjectiveLimit();
|
|
1484
|
+
lprelax.getLpSolver().setOptionValue(
|
|
1485
|
+
"primal_simplex_bound_perturbation_multiplier", 0.0);
|
|
1486
|
+
|
|
1487
|
+
lprelax.setIterationLimit(5 * mipsolver.mipdata_->avgrootlpiters);
|
|
1488
|
+
|
|
1489
|
+
while (!lprelax.getFractionalIntegers().empty()) {
|
|
1490
|
+
const auto& lpsol = lprelax.getLpSolver().getSolution().col_value;
|
|
1491
|
+
roundedsol = lprelax.getLpSolver().getSolution().col_value;
|
|
1492
|
+
|
|
1493
|
+
std::vector<HighsInt> referencepoint;
|
|
1494
|
+
referencepoint.reserve(mipsolver.mipdata_->integer_cols.size());
|
|
1495
|
+
|
|
1496
|
+
auto localdom = mipsolver.mipdata_->domain;
|
|
1497
|
+
for (HighsInt i : mipsolver.mipdata_->integer_cols) {
|
|
1498
|
+
assert(mipsolver.isColInteger(i));
|
|
1499
|
+
double intval = std::floor(roundedsol[i] + randgen.real(0.4, 0.6));
|
|
1500
|
+
intval = std::max(intval, localdom.col_lower_[i]);
|
|
1501
|
+
intval = std::min(intval, localdom.col_upper_[i]);
|
|
1502
|
+
roundedsol[i] = intval;
|
|
1503
|
+
referencepoint.push_back((HighsInt)intval);
|
|
1504
|
+
if (!localdom.infeasible()) {
|
|
1505
|
+
localdom.fixCol(i, intval, HighsDomain::Reason::branching());
|
|
1506
|
+
if (localdom.infeasible()) {
|
|
1507
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1508
|
+
continue;
|
|
1509
|
+
}
|
|
1510
|
+
localdom.propagate();
|
|
1511
|
+
if (localdom.infeasible()) {
|
|
1512
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1513
|
+
continue;
|
|
1514
|
+
}
|
|
1515
|
+
}
|
|
1516
|
+
}
|
|
1517
|
+
|
|
1518
|
+
bool havecycle = !referencepoints.emplace(referencepoint).second;
|
|
1519
|
+
for (HighsInt k = 0; havecycle && k < 2; ++k) {
|
|
1520
|
+
for (HighsInt i = 0; i != 10; ++i) {
|
|
1521
|
+
HighsInt flippos =
|
|
1522
|
+
randgen.integer(mipsolver.mipdata_->integer_cols.size());
|
|
1523
|
+
HighsInt col = mipsolver.mipdata_->integer_cols[flippos];
|
|
1524
|
+
if (roundedsol[col] > lpsol[col])
|
|
1525
|
+
roundedsol[col] = (HighsInt)std::floor(lpsol[col]);
|
|
1526
|
+
else if (roundedsol[col] < lpsol[col])
|
|
1527
|
+
roundedsol[col] = (HighsInt)std::ceil(lpsol[col]);
|
|
1528
|
+
else if (roundedsol[col] < mipsolver.mipdata_->domain.col_upper_[col])
|
|
1529
|
+
roundedsol[col] = mipsolver.mipdata_->domain.col_upper_[col];
|
|
1530
|
+
else
|
|
1531
|
+
roundedsol[col] = mipsolver.mipdata_->domain.col_lower_[col];
|
|
1532
|
+
|
|
1533
|
+
referencepoint[flippos] = (HighsInt)roundedsol[col];
|
|
1534
|
+
}
|
|
1535
|
+
havecycle = !referencepoints.emplace(referencepoint).second;
|
|
1536
|
+
}
|
|
1537
|
+
|
|
1538
|
+
if (havecycle) return;
|
|
1539
|
+
|
|
1540
|
+
if (linesearchRounding(lpsol, roundedsol, kSolutionSourceFeasibilityPump))
|
|
1541
|
+
return;
|
|
1542
|
+
|
|
1543
|
+
if (lprelax.getNumLpIterations() >=
|
|
1544
|
+
1000 + mipsolver.mipdata_->avgrootlpiters * 5)
|
|
1545
|
+
break;
|
|
1546
|
+
|
|
1547
|
+
for (HighsInt i : mipsolver.mipdata_->integer_cols) {
|
|
1548
|
+
assert(mipsolver.isColInteger(i));
|
|
1549
|
+
|
|
1550
|
+
if (mipsolver.mipdata_->uplocks[i] == 0 ||
|
|
1551
|
+
mipsolver.mipdata_->downlocks[i] == 0)
|
|
1552
|
+
cost[i] = 0.0;
|
|
1553
|
+
else if (lpsol[i] > roundedsol[i] - mipsolver.mipdata_->feastol)
|
|
1554
|
+
cost[i] = -1.0 + randgen.real(-1e-4, 1e-4);
|
|
1555
|
+
else
|
|
1556
|
+
cost[i] = 1.0 + randgen.real(-1e-4, 1e-4);
|
|
1557
|
+
}
|
|
1558
|
+
|
|
1559
|
+
lprelax.getLpSolver().changeColsCost(mask.data(), cost.data());
|
|
1560
|
+
int64_t niters = -lprelax.getNumLpIterations();
|
|
1561
|
+
status = lprelax.resolveLp();
|
|
1562
|
+
niters += lprelax.getNumLpIterations();
|
|
1563
|
+
if (niters == 0) break;
|
|
1564
|
+
lp_iterations += niters;
|
|
1565
|
+
}
|
|
1566
|
+
|
|
1567
|
+
if (lprelax.getFractionalIntegers().empty() &&
|
|
1568
|
+
lprelax.unscaledPrimalFeasible(status))
|
|
1569
|
+
mipsolver.mipdata_->addIncumbent(
|
|
1570
|
+
lprelax.getLpSolver().getSolution().col_value, lprelax.getObjective(),
|
|
1571
|
+
kSolutionSourceFeasibilityPump);
|
|
1572
|
+
}
|
|
1573
|
+
|
|
1574
|
+
void HighsPrimalHeuristics::centralRounding() {
|
|
1575
|
+
if (mipsolver.mipdata_->analyticCenter.size() !=
|
|
1576
|
+
static_cast<size_t>(mipsolver.numCol()))
|
|
1577
|
+
return;
|
|
1578
|
+
|
|
1579
|
+
if (!mipsolver.mipdata_->firstlpsol.empty())
|
|
1580
|
+
linesearchRounding(mipsolver.mipdata_->firstlpsol,
|
|
1581
|
+
mipsolver.mipdata_->analyticCenter,
|
|
1582
|
+
kSolutionSourceCentralRounding);
|
|
1583
|
+
else if (!mipsolver.mipdata_->rootlpsol.empty())
|
|
1584
|
+
linesearchRounding(mipsolver.mipdata_->rootlpsol,
|
|
1585
|
+
mipsolver.mipdata_->analyticCenter,
|
|
1586
|
+
kSolutionSourceCentralRounding);
|
|
1587
|
+
else
|
|
1588
|
+
linesearchRounding(mipsolver.mipdata_->analyticCenter,
|
|
1589
|
+
mipsolver.mipdata_->analyticCenter,
|
|
1590
|
+
kSolutionSourceCentralRounding);
|
|
1591
|
+
}
|
|
1592
|
+
|
|
1593
|
+
#if 0
|
|
1594
|
+
void HighsPrimalHeuristics::clique() {
|
|
1595
|
+
HighsHashTable<HighsInt, double> entries;
|
|
1596
|
+
double offset = 0.0;
|
|
1597
|
+
|
|
1598
|
+
HighsDomain& globaldom = mipsolver.mipdata_->domain;
|
|
1599
|
+
for (HighsInt j = 0; j != mipsolver.numCol(); ++j) {
|
|
1600
|
+
HighsInt col = j;
|
|
1601
|
+
double val = mipsolver.colCost(col);
|
|
1602
|
+
if (val == 0.0) continue;
|
|
1603
|
+
|
|
1604
|
+
if (!globaldom.isBinary(col)) {
|
|
1605
|
+
offset += val * globaldom.col_lower_[col];
|
|
1606
|
+
continue;
|
|
1607
|
+
}
|
|
1608
|
+
|
|
1609
|
+
mipsolver.mipdata_->cliquetable.resolveSubstitution(col, val, offset);
|
|
1610
|
+
entries[col] += val;
|
|
1611
|
+
}
|
|
1612
|
+
|
|
1613
|
+
std::vector<double> profits;
|
|
1614
|
+
std::vector<HighsCliqueTable::CliqueVar> objvars;
|
|
1615
|
+
|
|
1616
|
+
for (const auto& entry : entries) {
|
|
1617
|
+
double objprofit = -entry.value();
|
|
1618
|
+
if (objprofit < 0) {
|
|
1619
|
+
offset += objprofit;
|
|
1620
|
+
profits.push_back(-objprofit);
|
|
1621
|
+
objvars.emplace_back(entry.key(), 0);
|
|
1622
|
+
} else {
|
|
1623
|
+
profits.push_back(objprofit);
|
|
1624
|
+
objvars.emplace_back(entry.key(), 1);
|
|
1625
|
+
}
|
|
1626
|
+
}
|
|
1627
|
+
|
|
1628
|
+
std::vector<double> solution(mipsolver.numCol());
|
|
1629
|
+
|
|
1630
|
+
HighsInt nobjvars = profits.size();
|
|
1631
|
+
for (HighsInt i = 0; i != nobjvars; ++i) solution[objvars[i].col] = objvars[i].val;
|
|
1632
|
+
|
|
1633
|
+
std::vector<std::vector<HighsCliqueTable::CliqueVar>> cliques;
|
|
1634
|
+
double bestviol;
|
|
1635
|
+
HighsInt bestviolpos;
|
|
1636
|
+
HighsInt numcliques;
|
|
1637
|
+
|
|
1638
|
+
cliques = mipsolver.mipdata_->cliquetable.separateCliques(
|
|
1639
|
+
solution, mipsolver.mipdata_->domain, mipsolver.mipdata_->feastol);
|
|
1640
|
+
numcliques = cliques.size();
|
|
1641
|
+
while (numcliques != 0) {
|
|
1642
|
+
bestviol = 0.5;
|
|
1643
|
+
bestviolpos = -1;
|
|
1644
|
+
|
|
1645
|
+
for (HighsInt c = 0; c != numcliques; ++c) {
|
|
1646
|
+
double viol = -1.0;
|
|
1647
|
+
for (HighsCliqueTable::CliqueVar clqvar : cliques[c])
|
|
1648
|
+
viol += clqvar.weight(solution);
|
|
1649
|
+
|
|
1650
|
+
if (viol > bestviolpos) {
|
|
1651
|
+
bestviolpos = c;
|
|
1652
|
+
bestviol = viol;
|
|
1653
|
+
}
|
|
1654
|
+
}
|
|
1655
|
+
|
|
1656
|
+
cliques = mipsolver.mipdata_->cliquetable.separateCliques(
|
|
1657
|
+
solution, mipsolver.mipdata_->domain, mipsolver.mipdata_->feastol);
|
|
1658
|
+
numcliques = cliques.size();
|
|
1659
|
+
}
|
|
1660
|
+
}
|
|
1661
|
+
#endif
|
|
1662
|
+
|
|
1663
|
+
void HighsPrimalHeuristics::flushStatistics() {
|
|
1664
|
+
mipsolver.mipdata_->total_repair_lp += total_repair_lp;
|
|
1665
|
+
mipsolver.mipdata_->total_repair_lp_feasible += total_repair_lp_feasible;
|
|
1666
|
+
mipsolver.mipdata_->total_repair_lp_iterations += total_repair_lp_iterations;
|
|
1667
|
+
total_repair_lp = 0;
|
|
1668
|
+
total_repair_lp_feasible = 0;
|
|
1669
|
+
total_repair_lp_iterations = 0;
|
|
1670
|
+
mipsolver.mipdata_->heuristic_lp_iterations += lp_iterations;
|
|
1671
|
+
mipsolver.mipdata_->total_lp_iterations += lp_iterations;
|
|
1672
|
+
lp_iterations = 0;
|
|
1673
|
+
}
|