lpsolver 0.1.0 → 0.2.1
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 +104 -26
- data/ext/lpsolver/Makefile +269 -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 +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- 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/HighsSearch.h"
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#include <numeric>
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#include "lp_data/HConst.h"
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#include "mip/HighsCutGeneration.h"
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#include "mip/HighsDomainChange.h"
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#include "mip/HighsMipSolverData.h"
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HighsSearch::HighsSearch(HighsMipSolver& mipsolver, HighsPseudocost& pseudocost)
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: mipsolver(mipsolver),
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lp(nullptr),
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localdom(mipsolver.mipdata_->domain),
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pseudocost(pseudocost) {
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nnodes = 0;
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treeweight = 0.0;
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depthoffset = 0;
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lpiterations = 0;
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heurlpiterations = 0;
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sblpiterations = 0;
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upper_limit = kHighsInf;
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inheuristic = false;
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inbranching = false;
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countTreeWeight = true;
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childselrule = mipsolver.submip ? ChildSelectionRule::kHybridInferenceCost
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: ChildSelectionRule::kRootSol;
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// the infeasibility flag is overwritten and lost when setDomainChangeStack is
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// called. therefore, assert that localdom is not infeasible here.
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assert(!this->localdom.infeasible());
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this->localdom.setDomainChangeStack(std::vector<HighsDomainChange>());
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}
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double HighsSearch::checkSol(const std::vector<double>& sol,
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bool& integerfeasible) const {
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HighsCDouble objval = 0.0;
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integerfeasible = true;
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for (HighsInt i = 0; i != mipsolver.numCol(); ++i) {
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objval += sol[i] * mipsolver.colCost(i);
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assert(std::isfinite(sol[i]));
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if (!integerfeasible || !mipsolver.isColInteger(i)) continue;
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if (fractionality(sol[i]) > mipsolver.mipdata_->feastol) {
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integerfeasible = false;
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}
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}
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return double(objval);
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}
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bool HighsSearch::orbitsValidInChildNode(
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const HighsDomainChange& branchChg) const {
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HighsInt branchCol = branchChg.column;
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// if the variable is integral or we are in an up branch the stabilizer only
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// stays valid if the column has been stabilized
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const NodeData& currNode = nodestack.back();
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if (!currNode.stabilizerOrbits ||
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currNode.stabilizerOrbits->orbitCols.empty() ||
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currNode.stabilizerOrbits->isStabilized(branchCol))
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return true;
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// a down branch stays valid if the variable is binary
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if (branchChg.boundtype == HighsBoundType::kUpper &&
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localdom.isGlobalBinary(branchChg.column))
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return true;
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return false;
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}
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double HighsSearch::getCutoffBound() const {
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return std::min(mipsolver.mipdata_->upper_limit, upper_limit);
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}
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void HighsSearch::setRINSNeighbourhood(const std::vector<double>& basesol,
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const std::vector<double>& relaxsol) {
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for (HighsInt i = 0; i != mipsolver.numCol(); ++i) {
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if (!mipsolver.isColInteger(i)) continue;
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if (localdom.col_lower_[i] == localdom.col_upper_[i]) continue;
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double intval = std::floor(basesol[i] + 0.5);
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if (std::abs(relaxsol[i] - intval) < mipsolver.mipdata_->feastol) {
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if (localdom.col_lower_[i] < intval)
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localdom.changeBound(HighsBoundType::kLower, i,
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std::min(intval, localdom.col_upper_[i]),
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HighsDomain::Reason::unspecified());
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if (localdom.col_upper_[i] > intval)
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localdom.changeBound(HighsBoundType::kUpper, i,
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std::max(intval, localdom.col_lower_[i]),
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HighsDomain::Reason::unspecified());
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}
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}
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}
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void HighsSearch::setRENSNeighbourhood(const std::vector<double>& lpsol) {
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for (HighsInt i = 0; i != mipsolver.numCol(); ++i) {
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if (!mipsolver.isColInteger(i)) continue;
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if (localdom.col_lower_[i] == localdom.col_upper_[i]) continue;
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double downval = std::floor(lpsol[i] + mipsolver.mipdata_->feastol);
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double upval = std::ceil(lpsol[i] - mipsolver.mipdata_->feastol);
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if (localdom.col_lower_[i] < downval) {
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localdom.changeBound(HighsBoundType::kLower, i,
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std::min(downval, localdom.col_upper_[i]),
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HighsDomain::Reason::unspecified());
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if (localdom.infeasible()) return;
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}
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if (localdom.col_upper_[i] > upval) {
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localdom.changeBound(HighsBoundType::kUpper, i,
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std::max(upval, localdom.col_lower_[i]),
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HighsDomain::Reason::unspecified());
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if (localdom.infeasible()) return;
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}
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}
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}
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void HighsSearch::createNewNode() {
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nodestack.emplace_back();
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nodestack.back().domgchgStackPos = localdom.getDomainChangeStack().size();
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}
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void HighsSearch::cutoffNode() { nodestack.back().opensubtrees = 0; }
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void HighsSearch::setMinReliable(HighsInt minreliable) {
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pseudocost.setMinReliable(minreliable);
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}
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void HighsSearch::branchDownwards(HighsInt col, double newub,
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double branchpoint) {
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NodeData& currnode = nodestack.back();
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assert(currnode.opensubtrees == 2);
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assert(mipsolver.isColIntegral(col));
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currnode.opensubtrees = 1;
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currnode.branching_point = branchpoint;
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currnode.branchingdecision.column = col;
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currnode.branchingdecision.boundval = newub;
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currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
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HighsInt domchgPos = localdom.getDomainChangeStack().size();
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bool passStabilizerToChildNode =
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orbitsValidInChildNode(currnode.branchingdecision);
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localdom.changeBound(currnode.branchingdecision);
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nodestack.emplace_back(
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currnode.lower_bound, currnode.estimate, currnode.nodeBasis,
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passStabilizerToChildNode ? currnode.stabilizerOrbits : nullptr);
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+
nodestack.back().domgchgStackPos = domchgPos;
|
|
156
|
+
}
|
|
157
|
+
|
|
158
|
+
void HighsSearch::branchUpwards(HighsInt col, double newlb,
|
|
159
|
+
double branchpoint) {
|
|
160
|
+
NodeData& currnode = nodestack.back();
|
|
161
|
+
|
|
162
|
+
assert(currnode.opensubtrees == 2);
|
|
163
|
+
assert(mipsolver.isColIntegral(col));
|
|
164
|
+
|
|
165
|
+
currnode.opensubtrees = 1;
|
|
166
|
+
currnode.branching_point = branchpoint;
|
|
167
|
+
currnode.branchingdecision.column = col;
|
|
168
|
+
currnode.branchingdecision.boundval = newlb;
|
|
169
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
170
|
+
|
|
171
|
+
HighsInt domchgPos = localdom.getDomainChangeStack().size();
|
|
172
|
+
bool passStabilizerToChildNode =
|
|
173
|
+
orbitsValidInChildNode(currnode.branchingdecision);
|
|
174
|
+
localdom.changeBound(currnode.branchingdecision);
|
|
175
|
+
nodestack.emplace_back(
|
|
176
|
+
currnode.lower_bound, currnode.estimate, currnode.nodeBasis,
|
|
177
|
+
passStabilizerToChildNode ? currnode.stabilizerOrbits : nullptr);
|
|
178
|
+
nodestack.back().domgchgStackPos = domchgPos;
|
|
179
|
+
}
|
|
180
|
+
|
|
181
|
+
void HighsSearch::addBoundExceedingConflict() {
|
|
182
|
+
if (mipsolver.mipdata_->upper_limit != kHighsInf) {
|
|
183
|
+
double rhs;
|
|
184
|
+
if (lp->computeDualProof(mipsolver.mipdata_->domain,
|
|
185
|
+
mipsolver.mipdata_->upper_limit, inds, vals,
|
|
186
|
+
rhs)) {
|
|
187
|
+
if (mipsolver.mipdata_->domain.infeasible()) return;
|
|
188
|
+
localdom.conflictAnalysis(inds.data(), vals.data(), inds.size(), rhs,
|
|
189
|
+
mipsolver.mipdata_->conflictPool);
|
|
190
|
+
|
|
191
|
+
HighsCutGeneration cutGen(*lp, mipsolver.mipdata_->cutpool);
|
|
192
|
+
mipsolver.mipdata_->debugSolution.checkCut(inds.data(), vals.data(),
|
|
193
|
+
inds.size(), rhs);
|
|
194
|
+
cutGen.generateConflict(localdom, inds, vals, rhs);
|
|
195
|
+
}
|
|
196
|
+
}
|
|
197
|
+
}
|
|
198
|
+
|
|
199
|
+
void HighsSearch::addInfeasibleConflict() {
|
|
200
|
+
double rhs;
|
|
201
|
+
if (lp->getLpSolver().getModelStatus() == HighsModelStatus::kObjectiveBound)
|
|
202
|
+
lp->performAging();
|
|
203
|
+
|
|
204
|
+
if (lp->computeDualInfProof(mipsolver.mipdata_->domain, inds, vals, rhs)) {
|
|
205
|
+
if (mipsolver.mipdata_->domain.infeasible()) return;
|
|
206
|
+
// double minactlocal = 0.0;
|
|
207
|
+
// double minactglobal = 0.0;
|
|
208
|
+
// for (HighsInt i = 0; i < int(inds.size()); ++i) {
|
|
209
|
+
// if (vals[i] > 0.0) {
|
|
210
|
+
// minactlocal += localdom.col_lower_[inds[i]] * vals[i];
|
|
211
|
+
// minactglobal += globaldom.col_lower_[inds[i]] * vals[i];
|
|
212
|
+
// } else {
|
|
213
|
+
// minactlocal += localdom.col_upper_[inds[i]] * vals[i];
|
|
214
|
+
// minactglobal += globaldom.col_upper_[inds[i]] * vals[i];
|
|
215
|
+
// }
|
|
216
|
+
//}
|
|
217
|
+
// HighsInt oldnumcuts = cutpool.getNumCuts();
|
|
218
|
+
localdom.conflictAnalysis(inds.data(), vals.data(), inds.size(), rhs,
|
|
219
|
+
mipsolver.mipdata_->conflictPool);
|
|
220
|
+
|
|
221
|
+
HighsCutGeneration cutGen(*lp, mipsolver.mipdata_->cutpool);
|
|
222
|
+
mipsolver.mipdata_->debugSolution.checkCut(inds.data(), vals.data(),
|
|
223
|
+
inds.size(), rhs);
|
|
224
|
+
cutGen.generateConflict(localdom, inds, vals, rhs);
|
|
225
|
+
|
|
226
|
+
// if (cutpool.getNumCuts() > oldnumcuts) {
|
|
227
|
+
// printf(
|
|
228
|
+
// "added cut from infeasibility proof with local min activity %g, "
|
|
229
|
+
// "global min activity %g, and rhs %g\n",
|
|
230
|
+
// minactlocal, minactglobal, rhs);
|
|
231
|
+
//} else {
|
|
232
|
+
// printf(
|
|
233
|
+
// "no cut found for infeasibility proof with local min activity %g, "
|
|
234
|
+
// "global min "
|
|
235
|
+
// " activity %g, and rhs % g\n ",
|
|
236
|
+
// minactlocal, minactglobal, rhs);
|
|
237
|
+
//}
|
|
238
|
+
// HighsInt cutind = cutpool.addCut(inds.data(), vals.data(), inds.size(),
|
|
239
|
+
// rhs); localdom.cutAdded(cutind);
|
|
240
|
+
}
|
|
241
|
+
}
|
|
242
|
+
|
|
243
|
+
HighsInt HighsSearch::selectBranchingCandidate(int64_t maxSbIters,
|
|
244
|
+
double& downNodeLb,
|
|
245
|
+
double& upNodeLb) {
|
|
246
|
+
assert(!lp->getFractionalIntegers().empty());
|
|
247
|
+
|
|
248
|
+
std::vector<double> upscore;
|
|
249
|
+
std::vector<double> downscore;
|
|
250
|
+
std::vector<uint8_t> upscorereliable;
|
|
251
|
+
std::vector<uint8_t> downscorereliable;
|
|
252
|
+
std::vector<double> upbound;
|
|
253
|
+
std::vector<double> downbound;
|
|
254
|
+
|
|
255
|
+
HighsInt numfrac = lp->getFractionalIntegers().size();
|
|
256
|
+
const auto& fracints = lp->getFractionalIntegers();
|
|
257
|
+
|
|
258
|
+
upscore.resize(numfrac, kHighsInf);
|
|
259
|
+
downscore.resize(numfrac, kHighsInf);
|
|
260
|
+
upbound.resize(numfrac, getCurrentLowerBound());
|
|
261
|
+
downbound.resize(numfrac, getCurrentLowerBound());
|
|
262
|
+
|
|
263
|
+
upscorereliable.resize(numfrac, 0);
|
|
264
|
+
downscorereliable.resize(numfrac, 0);
|
|
265
|
+
|
|
266
|
+
// initialize up and down scores of variables that have a
|
|
267
|
+
// reliable pseudocost so that they do not get evaluated
|
|
268
|
+
for (HighsInt k = 0; k != numfrac; ++k) {
|
|
269
|
+
HighsInt col = fracints[k].first;
|
|
270
|
+
double fracval = fracints[k].second;
|
|
271
|
+
|
|
272
|
+
const double lower_residual =
|
|
273
|
+
(fracval - localdom.col_lower_[col]) - mipsolver.mipdata_->feastol;
|
|
274
|
+
const bool lower_ok = lower_residual > 0;
|
|
275
|
+
if (!lower_ok)
|
|
276
|
+
highsLogUser(mipsolver.options_mip_->log_options, HighsLogType::kError,
|
|
277
|
+
"HighsSearch::selectBranchingCandidate Error fracval = %g "
|
|
278
|
+
"<= %g = %g + %g = "
|
|
279
|
+
"localdom.col_lower_[col] + mipsolver.mipdata_->feastol: "
|
|
280
|
+
"Residual %g\n",
|
|
281
|
+
fracval,
|
|
282
|
+
localdom.col_lower_[col] + mipsolver.mipdata_->feastol,
|
|
283
|
+
localdom.col_lower_[col], mipsolver.mipdata_->feastol,
|
|
284
|
+
lower_residual);
|
|
285
|
+
|
|
286
|
+
const double upper_residual =
|
|
287
|
+
(localdom.col_upper_[col] - fracval) - mipsolver.mipdata_->feastol;
|
|
288
|
+
const bool upper_ok = upper_residual > 0;
|
|
289
|
+
if (!upper_ok)
|
|
290
|
+
highsLogUser(mipsolver.options_mip_->log_options, HighsLogType::kError,
|
|
291
|
+
"HighsSearch::selectBranchingCandidate Error fracval = %g "
|
|
292
|
+
">= %g = %g - %g = "
|
|
293
|
+
"localdom.col_upper_[col] - mipsolver.mipdata_->feastol: "
|
|
294
|
+
"Residual %g\n",
|
|
295
|
+
fracval,
|
|
296
|
+
localdom.col_upper_[col] - mipsolver.mipdata_->feastol,
|
|
297
|
+
localdom.col_upper_[col], mipsolver.mipdata_->feastol,
|
|
298
|
+
upper_residual);
|
|
299
|
+
|
|
300
|
+
assert(lower_residual > -1e-12 && upper_residual > -1e-12);
|
|
301
|
+
|
|
302
|
+
// assert(fracval > localdom.col_lower_[col] +
|
|
303
|
+
// mipsolver.mipdata_->feastol); assert(fracval <
|
|
304
|
+
// localdom.col_upper_[col] - mipsolver.mipdata_->feastol);
|
|
305
|
+
|
|
306
|
+
if (pseudocost.isReliable(col)) {
|
|
307
|
+
upscore[k] = pseudocost.getPseudocostUp(col, fracval);
|
|
308
|
+
downscore[k] = pseudocost.getPseudocostDown(col, fracval);
|
|
309
|
+
upscorereliable[k] = true;
|
|
310
|
+
downscorereliable[k] = true;
|
|
311
|
+
} else {
|
|
312
|
+
int flags = branchingVarReliableAtNodeFlags(col);
|
|
313
|
+
if (flags & kUpReliable) {
|
|
314
|
+
upscore[k] = pseudocost.getPseudocostUp(col, fracval);
|
|
315
|
+
upscorereliable[k] = true;
|
|
316
|
+
}
|
|
317
|
+
|
|
318
|
+
if (flags & kDownReliable) {
|
|
319
|
+
downscore[k] = pseudocost.getPseudocostDown(col, fracval);
|
|
320
|
+
downscorereliable[k] = true;
|
|
321
|
+
}
|
|
322
|
+
}
|
|
323
|
+
}
|
|
324
|
+
|
|
325
|
+
std::vector<HighsInt> evalqueue;
|
|
326
|
+
evalqueue.resize(numfrac);
|
|
327
|
+
std::iota(evalqueue.begin(), evalqueue.end(), 0);
|
|
328
|
+
|
|
329
|
+
auto numNodesUp = [&](HighsInt k) {
|
|
330
|
+
return mipsolver.mipdata_->nodequeue.numNodesUp(fracints[k].first);
|
|
331
|
+
};
|
|
332
|
+
|
|
333
|
+
auto numNodesDown = [&](HighsInt k) {
|
|
334
|
+
return mipsolver.mipdata_->nodequeue.numNodesDown(fracints[k].first);
|
|
335
|
+
};
|
|
336
|
+
|
|
337
|
+
double minScore = mipsolver.mipdata_->feastol;
|
|
338
|
+
|
|
339
|
+
auto selectBestScore = [&](bool finalSelection) {
|
|
340
|
+
HighsInt best = -1;
|
|
341
|
+
double bestscore = -1.0;
|
|
342
|
+
double bestnodes = -1.0;
|
|
343
|
+
int64_t bestnumnodes = 0;
|
|
344
|
+
|
|
345
|
+
double oldminscore = minScore;
|
|
346
|
+
for (HighsInt k : evalqueue) {
|
|
347
|
+
double score;
|
|
348
|
+
|
|
349
|
+
if (upscore[k] <= oldminscore) upscorereliable[k] = true;
|
|
350
|
+
if (downscore[k] <= oldminscore) downscorereliable[k] = true;
|
|
351
|
+
|
|
352
|
+
double s = 1e-3 * std::min(upscorereliable[k] ? upscore[k] : 0,
|
|
353
|
+
downscorereliable[k] ? downscore[k] : 0);
|
|
354
|
+
minScore = std::max(s, minScore);
|
|
355
|
+
|
|
356
|
+
if (upscore[k] <= oldminscore || downscore[k] <= oldminscore)
|
|
357
|
+
score = pseudocost.getScore(fracints[k].first,
|
|
358
|
+
std::min(upscore[k], oldminscore),
|
|
359
|
+
std::min(downscore[k], oldminscore));
|
|
360
|
+
else {
|
|
361
|
+
score = upscore[k] == kHighsInf || downscore[k] == kHighsInf
|
|
362
|
+
? finalSelection ? pseudocost.getScore(fracints[k].first,
|
|
363
|
+
fracints[k].second)
|
|
364
|
+
: kHighsInf
|
|
365
|
+
: pseudocost.getScore(fracints[k].first, upscore[k],
|
|
366
|
+
downscore[k]);
|
|
367
|
+
}
|
|
368
|
+
|
|
369
|
+
assert(score >= 0.0);
|
|
370
|
+
int64_t upnodes = numNodesUp(k);
|
|
371
|
+
int64_t downnodes = numNodesDown(k);
|
|
372
|
+
double nodes = 0;
|
|
373
|
+
int64_t numnodes = upnodes + downnodes;
|
|
374
|
+
if (upnodes != 0 || downnodes != 0)
|
|
375
|
+
nodes =
|
|
376
|
+
(downnodes / (double)(numnodes)) * (upnodes / (double)(numnodes));
|
|
377
|
+
if (score > bestscore ||
|
|
378
|
+
(score > bestscore - mipsolver.mipdata_->feastol &&
|
|
379
|
+
std::make_pair(nodes, numnodes) >
|
|
380
|
+
std::make_pair(bestnodes, bestnumnodes))) {
|
|
381
|
+
bestscore = score;
|
|
382
|
+
best = k;
|
|
383
|
+
bestnodes = nodes;
|
|
384
|
+
bestnumnodes = numnodes;
|
|
385
|
+
}
|
|
386
|
+
}
|
|
387
|
+
|
|
388
|
+
return best;
|
|
389
|
+
};
|
|
390
|
+
|
|
391
|
+
HighsLpRelaxation::Playground playground = lp->playground();
|
|
392
|
+
|
|
393
|
+
while (true) {
|
|
394
|
+
bool mustStop = getStrongBranchingLpIterations() >= maxSbIters ||
|
|
395
|
+
mipsolver.mipdata_->checkLimits();
|
|
396
|
+
|
|
397
|
+
HighsInt candidate = selectBestScore(mustStop);
|
|
398
|
+
|
|
399
|
+
if ((upscorereliable[candidate] && downscorereliable[candidate]) ||
|
|
400
|
+
mustStop) {
|
|
401
|
+
downNodeLb = downbound[candidate];
|
|
402
|
+
upNodeLb = upbound[candidate];
|
|
403
|
+
return candidate;
|
|
404
|
+
}
|
|
405
|
+
|
|
406
|
+
lp->setObjectiveLimit(mipsolver.mipdata_->upper_limit);
|
|
407
|
+
|
|
408
|
+
HighsInt col = fracints[candidate].first;
|
|
409
|
+
double fracval = fracints[candidate].second;
|
|
410
|
+
double upval = std::ceil(fracval);
|
|
411
|
+
double downval = std::floor(fracval);
|
|
412
|
+
|
|
413
|
+
auto analyzeSolution = [&](double objdelta,
|
|
414
|
+
const std::vector<double>& sol) {
|
|
415
|
+
size_t numChangedCols = localdom.getChangedCols().size();
|
|
416
|
+
HighsInt domchgStackSize = localdom.getDomainChangeStack().size();
|
|
417
|
+
const auto& domchgstack = localdom.getDomainChangeStack();
|
|
418
|
+
|
|
419
|
+
for (HighsInt k = 0; k != numfrac; ++k) {
|
|
420
|
+
if (fracints[k].first == col) continue;
|
|
421
|
+
double otherfracval = fracints[k].second;
|
|
422
|
+
double otherdownval = std::floor(fracints[k].second);
|
|
423
|
+
double otherupval = std::ceil(fracints[k].second);
|
|
424
|
+
if (sol[fracints[k].first] <=
|
|
425
|
+
otherdownval + mipsolver.mipdata_->feastol) {
|
|
426
|
+
if (localdom.col_upper_[fracints[k].first] >
|
|
427
|
+
otherdownval + mipsolver.mipdata_->feastol) {
|
|
428
|
+
localdom.changeBound(HighsBoundType::kUpper, fracints[k].first,
|
|
429
|
+
otherdownval);
|
|
430
|
+
if (localdom.infeasible()) {
|
|
431
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
432
|
+
localdom.backtrack();
|
|
433
|
+
localdom.clearChangedCols(numChangedCols);
|
|
434
|
+
continue;
|
|
435
|
+
}
|
|
436
|
+
localdom.propagate();
|
|
437
|
+
if (localdom.infeasible()) {
|
|
438
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
439
|
+
localdom.backtrack();
|
|
440
|
+
localdom.clearChangedCols(numChangedCols);
|
|
441
|
+
continue;
|
|
442
|
+
}
|
|
443
|
+
|
|
444
|
+
HighsInt newStackSize = localdom.getDomainChangeStack().size();
|
|
445
|
+
|
|
446
|
+
bool solutionValid = true;
|
|
447
|
+
for (HighsInt j = domchgStackSize + 1; j < newStackSize; ++j) {
|
|
448
|
+
if (domchgstack[j].boundtype == HighsBoundType::kLower) {
|
|
449
|
+
if (domchgstack[j].boundval >
|
|
450
|
+
sol[domchgstack[j].column] + mipsolver.mipdata_->feastol) {
|
|
451
|
+
solutionValid = false;
|
|
452
|
+
break;
|
|
453
|
+
}
|
|
454
|
+
} else {
|
|
455
|
+
if (domchgstack[j].boundval <
|
|
456
|
+
sol[domchgstack[j].column] - mipsolver.mipdata_->feastol) {
|
|
457
|
+
solutionValid = false;
|
|
458
|
+
break;
|
|
459
|
+
}
|
|
460
|
+
}
|
|
461
|
+
}
|
|
462
|
+
|
|
463
|
+
localdom.backtrack();
|
|
464
|
+
localdom.clearChangedCols(numChangedCols);
|
|
465
|
+
if (!solutionValid) continue;
|
|
466
|
+
}
|
|
467
|
+
|
|
468
|
+
if (objdelta <= mipsolver.mipdata_->feastol) {
|
|
469
|
+
pseudocost.addObservation(fracints[k].first,
|
|
470
|
+
otherdownval - otherfracval, objdelta);
|
|
471
|
+
markBranchingVarDownReliableAtNode(fracints[k].first);
|
|
472
|
+
}
|
|
473
|
+
|
|
474
|
+
downscore[k] = std::min(downscore[k], objdelta);
|
|
475
|
+
} else if (sol[fracints[k].first] >=
|
|
476
|
+
otherupval - mipsolver.mipdata_->feastol) {
|
|
477
|
+
if (localdom.col_lower_[fracints[k].first] <
|
|
478
|
+
otherupval - mipsolver.mipdata_->feastol) {
|
|
479
|
+
localdom.changeBound(HighsBoundType::kLower, fracints[k].first,
|
|
480
|
+
otherupval);
|
|
481
|
+
|
|
482
|
+
if (localdom.infeasible()) {
|
|
483
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
484
|
+
localdom.backtrack();
|
|
485
|
+
localdom.clearChangedCols(numChangedCols);
|
|
486
|
+
continue;
|
|
487
|
+
}
|
|
488
|
+
localdom.propagate();
|
|
489
|
+
if (localdom.infeasible()) {
|
|
490
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
491
|
+
localdom.backtrack();
|
|
492
|
+
localdom.clearChangedCols(numChangedCols);
|
|
493
|
+
continue;
|
|
494
|
+
}
|
|
495
|
+
|
|
496
|
+
HighsInt newStackSize = localdom.getDomainChangeStack().size();
|
|
497
|
+
|
|
498
|
+
bool solutionValid = true;
|
|
499
|
+
for (HighsInt j = domchgStackSize + 1; j < newStackSize; ++j) {
|
|
500
|
+
if (domchgstack[j].boundtype == HighsBoundType::kLower) {
|
|
501
|
+
if (domchgstack[j].boundval >
|
|
502
|
+
sol[domchgstack[j].column] + mipsolver.mipdata_->feastol) {
|
|
503
|
+
solutionValid = false;
|
|
504
|
+
break;
|
|
505
|
+
}
|
|
506
|
+
} else {
|
|
507
|
+
if (domchgstack[j].boundval <
|
|
508
|
+
sol[domchgstack[j].column] - mipsolver.mipdata_->feastol) {
|
|
509
|
+
solutionValid = false;
|
|
510
|
+
break;
|
|
511
|
+
}
|
|
512
|
+
}
|
|
513
|
+
}
|
|
514
|
+
|
|
515
|
+
localdom.backtrack();
|
|
516
|
+
localdom.clearChangedCols(numChangedCols);
|
|
517
|
+
|
|
518
|
+
if (!solutionValid) continue;
|
|
519
|
+
}
|
|
520
|
+
|
|
521
|
+
if (objdelta <= mipsolver.mipdata_->feastol) {
|
|
522
|
+
pseudocost.addObservation(fracints[k].first,
|
|
523
|
+
otherupval - otherfracval, objdelta);
|
|
524
|
+
markBranchingVarUpReliableAtNode(fracints[k].first);
|
|
525
|
+
}
|
|
526
|
+
|
|
527
|
+
upscore[k] = std::min(upscore[k], objdelta);
|
|
528
|
+
}
|
|
529
|
+
}
|
|
530
|
+
};
|
|
531
|
+
|
|
532
|
+
auto strongBranch = [&](bool upbranch) -> bool {
|
|
533
|
+
int64_t inferences = -(int64_t)localdom.getDomainChangeStack().size() - 1;
|
|
534
|
+
HighsBoundType boundtype =
|
|
535
|
+
upbranch ? HighsBoundType::kLower : HighsBoundType::kUpper;
|
|
536
|
+
double boundval = upbranch ? upval : downval;
|
|
537
|
+
HighsDomainChange domchg{boundval, col, boundtype};
|
|
538
|
+
|
|
539
|
+
bool orbitalFixing =
|
|
540
|
+
nodestack.back().stabilizerOrbits && orbitsValidInChildNode(domchg);
|
|
541
|
+
localdom.changeBound(domchg);
|
|
542
|
+
localdom.propagate();
|
|
543
|
+
|
|
544
|
+
if (!localdom.infeasible()) {
|
|
545
|
+
if (orbitalFixing)
|
|
546
|
+
nodestack.back().stabilizerOrbits->orbitalFixing(localdom);
|
|
547
|
+
else
|
|
548
|
+
mipsolver.mipdata_->symmetries.propagateOrbitopes(localdom);
|
|
549
|
+
}
|
|
550
|
+
|
|
551
|
+
inferences += localdom.getDomainChangeStack().size();
|
|
552
|
+
if (localdom.infeasible()) {
|
|
553
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
554
|
+
pseudocost.addCutoffObservation(col, upbranch);
|
|
555
|
+
localdom.backtrack();
|
|
556
|
+
localdom.clearChangedCols();
|
|
557
|
+
|
|
558
|
+
if (upbranch) {
|
|
559
|
+
branchDownwards(col, downval, fracval);
|
|
560
|
+
} else {
|
|
561
|
+
branchUpwards(col, upval, fracval);
|
|
562
|
+
}
|
|
563
|
+
nodestack[nodestack.size() - 2].opensubtrees = 0;
|
|
564
|
+
nodestack[nodestack.size() - 2].skipDepthCount = 1;
|
|
565
|
+
depthoffset -= 1;
|
|
566
|
+
|
|
567
|
+
return true;
|
|
568
|
+
}
|
|
569
|
+
|
|
570
|
+
pseudocost.addInferenceObservation(col, inferences, upbranch);
|
|
571
|
+
|
|
572
|
+
int64_t numiters = lp->getNumLpIterations();
|
|
573
|
+
HighsLpRelaxation::Status status = playground.solveLp(localdom);
|
|
574
|
+
numiters = lp->getNumLpIterations() - numiters;
|
|
575
|
+
lpiterations += numiters;
|
|
576
|
+
sblpiterations += numiters;
|
|
577
|
+
|
|
578
|
+
if (lp->scaledOptimal(status)) {
|
|
579
|
+
lp->performAging();
|
|
580
|
+
|
|
581
|
+
double delta = upbranch ? upval - fracval : downval - fracval;
|
|
582
|
+
bool integerfeasible;
|
|
583
|
+
const std::vector<double>& sol = lp->getSolution().col_value;
|
|
584
|
+
double solobj = checkSol(sol, integerfeasible);
|
|
585
|
+
|
|
586
|
+
double objdelta = std::max(solobj - lp->getObjective(), 0.0);
|
|
587
|
+
if (objdelta <= mipsolver.mipdata_->epsilon) objdelta = 0.0;
|
|
588
|
+
|
|
589
|
+
if (upbranch) {
|
|
590
|
+
upscore[candidate] = objdelta;
|
|
591
|
+
upscorereliable[candidate] = true;
|
|
592
|
+
markBranchingVarUpReliableAtNode(col);
|
|
593
|
+
} else {
|
|
594
|
+
downscore[candidate] = objdelta;
|
|
595
|
+
downscorereliable[candidate] = true;
|
|
596
|
+
markBranchingVarDownReliableAtNode(col);
|
|
597
|
+
}
|
|
598
|
+
pseudocost.addObservation(col, delta, objdelta);
|
|
599
|
+
analyzeSolution(objdelta, sol);
|
|
600
|
+
|
|
601
|
+
if (lp->unscaledPrimalFeasible(status) && integerfeasible) {
|
|
602
|
+
double cutoffbnd = getCutoffBound();
|
|
603
|
+
mipsolver.mipdata_->addIncumbent(
|
|
604
|
+
lp->getLpSolver().getSolution().col_value, solobj,
|
|
605
|
+
inheuristic ? kSolutionSourceHeuristic
|
|
606
|
+
: kSolutionSourceBranching);
|
|
607
|
+
|
|
608
|
+
if (mipsolver.mipdata_->upper_limit < cutoffbnd)
|
|
609
|
+
lp->setObjectiveLimit(mipsolver.mipdata_->upper_limit);
|
|
610
|
+
}
|
|
611
|
+
|
|
612
|
+
if (lp->unscaledDualFeasible(status)) {
|
|
613
|
+
if (upbranch) {
|
|
614
|
+
upbound[candidate] = solobj;
|
|
615
|
+
} else {
|
|
616
|
+
downbound[candidate] = solobj;
|
|
617
|
+
}
|
|
618
|
+
if (solobj > mipsolver.mipdata_->optimality_limit) {
|
|
619
|
+
addBoundExceedingConflict();
|
|
620
|
+
|
|
621
|
+
bool pruned = solobj > getCutoffBound();
|
|
622
|
+
if (pruned) mipsolver.mipdata_->debugSolution.nodePruned(localdom);
|
|
623
|
+
|
|
624
|
+
localdom.backtrack();
|
|
625
|
+
lp->flushDomain(localdom);
|
|
626
|
+
|
|
627
|
+
if (upbranch) {
|
|
628
|
+
branchDownwards(col, downval, fracval);
|
|
629
|
+
} else {
|
|
630
|
+
branchUpwards(col, upval, fracval);
|
|
631
|
+
}
|
|
632
|
+
nodestack[nodestack.size() - 2].opensubtrees = pruned ? 0 : 1;
|
|
633
|
+
nodestack[nodestack.size() - 2].other_child_lb = solobj;
|
|
634
|
+
nodestack[nodestack.size() - 2].skipDepthCount = 1;
|
|
635
|
+
depthoffset -= 1;
|
|
636
|
+
|
|
637
|
+
return true;
|
|
638
|
+
}
|
|
639
|
+
} else if (solobj > getCutoffBound()) {
|
|
640
|
+
addBoundExceedingConflict();
|
|
641
|
+
localdom.propagate();
|
|
642
|
+
bool infeas = localdom.infeasible();
|
|
643
|
+
if (infeas) {
|
|
644
|
+
localdom.backtrack();
|
|
645
|
+
lp->flushDomain(localdom);
|
|
646
|
+
|
|
647
|
+
if (upbranch) {
|
|
648
|
+
branchDownwards(col, downval, fracval);
|
|
649
|
+
} else {
|
|
650
|
+
branchUpwards(col, upval, fracval);
|
|
651
|
+
}
|
|
652
|
+
nodestack[nodestack.size() - 2].opensubtrees = 0;
|
|
653
|
+
nodestack[nodestack.size() - 2].skipDepthCount = 1;
|
|
654
|
+
depthoffset -= 1;
|
|
655
|
+
|
|
656
|
+
return true;
|
|
657
|
+
}
|
|
658
|
+
}
|
|
659
|
+
} else if (status == HighsLpRelaxation::Status::kInfeasible) {
|
|
660
|
+
mipsolver.mipdata_->debugSolution.nodePruned(localdom);
|
|
661
|
+
addInfeasibleConflict();
|
|
662
|
+
pseudocost.addCutoffObservation(col, upbranch);
|
|
663
|
+
localdom.backtrack();
|
|
664
|
+
lp->flushDomain(localdom);
|
|
665
|
+
|
|
666
|
+
if (upbranch) {
|
|
667
|
+
branchDownwards(col, downval, fracval);
|
|
668
|
+
} else {
|
|
669
|
+
branchUpwards(col, upval, fracval);
|
|
670
|
+
}
|
|
671
|
+
nodestack[nodestack.size() - 2].opensubtrees = 0;
|
|
672
|
+
nodestack[nodestack.size() - 2].skipDepthCount = 1;
|
|
673
|
+
depthoffset -= 1;
|
|
674
|
+
|
|
675
|
+
return true;
|
|
676
|
+
} else {
|
|
677
|
+
// printf("todo2\n");
|
|
678
|
+
// in case of an LP error we set the score of this variable to zero to
|
|
679
|
+
// avoid choosing it as branching candidate if possible
|
|
680
|
+
downscore[candidate] = 0.0;
|
|
681
|
+
upscore[candidate] = 0.0;
|
|
682
|
+
downscorereliable[candidate] = 1;
|
|
683
|
+
upscorereliable[candidate] = 1;
|
|
684
|
+
markBranchingVarUpReliableAtNode(col);
|
|
685
|
+
markBranchingVarDownReliableAtNode(col);
|
|
686
|
+
}
|
|
687
|
+
|
|
688
|
+
localdom.backtrack();
|
|
689
|
+
lp->flushDomain(localdom);
|
|
690
|
+
return false;
|
|
691
|
+
};
|
|
692
|
+
|
|
693
|
+
if (!downscorereliable[candidate] &&
|
|
694
|
+
(upscorereliable[candidate] ||
|
|
695
|
+
std::make_pair(downscore[candidate],
|
|
696
|
+
pseudocost.getAvgInferencesDown(col)) >=
|
|
697
|
+
std::make_pair(upscore[candidate],
|
|
698
|
+
pseudocost.getAvgInferencesUp(col)))) {
|
|
699
|
+
// evaluate down branch
|
|
700
|
+
// if (!mipsolver.submip)
|
|
701
|
+
// printf("down eval col=%d fracval=%g\n", col, fracval);
|
|
702
|
+
if (strongBranch(false)) return -1;
|
|
703
|
+
} else {
|
|
704
|
+
// if (!mipsolver.submip)
|
|
705
|
+
// printf("up eval col=%d fracval=%g\n", col, fracval);
|
|
706
|
+
// evaluate up branch
|
|
707
|
+
if (strongBranch(true)) return -1;
|
|
708
|
+
}
|
|
709
|
+
}
|
|
710
|
+
}
|
|
711
|
+
|
|
712
|
+
const HighsSearch::NodeData* HighsSearch::getParentNodeData() const {
|
|
713
|
+
if (nodestack.size() <= 1) return nullptr;
|
|
714
|
+
|
|
715
|
+
return &nodestack[nodestack.size() - 2];
|
|
716
|
+
}
|
|
717
|
+
|
|
718
|
+
void HighsSearch::currentNodeToQueue(HighsNodeQueue& nodequeue) {
|
|
719
|
+
auto oldchangedcols = localdom.getChangedCols().size();
|
|
720
|
+
bool prune = nodestack.back().lower_bound > getCutoffBound();
|
|
721
|
+
if (!prune) {
|
|
722
|
+
localdom.propagate();
|
|
723
|
+
localdom.clearChangedCols(oldchangedcols);
|
|
724
|
+
prune = localdom.infeasible();
|
|
725
|
+
if (prune) localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
726
|
+
}
|
|
727
|
+
if (!prune) {
|
|
728
|
+
std::vector<HighsInt> branchPositions;
|
|
729
|
+
auto domchgStack = localdom.getReducedDomainChangeStack(branchPositions);
|
|
730
|
+
double tmpTreeWeight = nodequeue.emplaceNode(
|
|
731
|
+
std::move(domchgStack), std::move(branchPositions),
|
|
732
|
+
std::max(nodestack.back().lower_bound,
|
|
733
|
+
localdom.getObjectiveLowerBound()),
|
|
734
|
+
nodestack.back().estimate, getCurrentDepth());
|
|
735
|
+
if (countTreeWeight) treeweight += tmpTreeWeight;
|
|
736
|
+
} else {
|
|
737
|
+
mipsolver.mipdata_->debugSolution.nodePruned(localdom);
|
|
738
|
+
if (countTreeWeight) treeweight += std::ldexp(1.0, 1 - getCurrentDepth());
|
|
739
|
+
}
|
|
740
|
+
nodestack.back().opensubtrees = 0;
|
|
741
|
+
}
|
|
742
|
+
|
|
743
|
+
void HighsSearch::openNodesToQueue(HighsNodeQueue& nodequeue) {
|
|
744
|
+
if (nodestack.empty()) return;
|
|
745
|
+
|
|
746
|
+
// get the basis of the node highest up in the tree
|
|
747
|
+
std::shared_ptr<const HighsBasis> basis;
|
|
748
|
+
for (NodeData& nodeData : nodestack) {
|
|
749
|
+
if (nodeData.nodeBasis) {
|
|
750
|
+
basis = std::move(nodeData.nodeBasis);
|
|
751
|
+
break;
|
|
752
|
+
}
|
|
753
|
+
}
|
|
754
|
+
|
|
755
|
+
if (nodestack.back().opensubtrees == 0) backtrack(false);
|
|
756
|
+
|
|
757
|
+
while (!nodestack.empty()) {
|
|
758
|
+
auto oldchangedcols = localdom.getChangedCols().size();
|
|
759
|
+
bool prune = nodestack.back().lower_bound > getCutoffBound();
|
|
760
|
+
if (!prune) {
|
|
761
|
+
localdom.propagate();
|
|
762
|
+
localdom.clearChangedCols(oldchangedcols);
|
|
763
|
+
prune = localdom.infeasible();
|
|
764
|
+
if (prune) localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
765
|
+
}
|
|
766
|
+
if (!prune) {
|
|
767
|
+
std::vector<HighsInt> branchPositions;
|
|
768
|
+
auto domchgStack = localdom.getReducedDomainChangeStack(branchPositions);
|
|
769
|
+
double tmpTreeWeight = nodequeue.emplaceNode(
|
|
770
|
+
std::move(domchgStack), std::move(branchPositions),
|
|
771
|
+
std::max(nodestack.back().lower_bound,
|
|
772
|
+
localdom.getObjectiveLowerBound()),
|
|
773
|
+
nodestack.back().estimate, getCurrentDepth());
|
|
774
|
+
if (countTreeWeight) treeweight += tmpTreeWeight;
|
|
775
|
+
} else {
|
|
776
|
+
mipsolver.mipdata_->debugSolution.nodePruned(localdom);
|
|
777
|
+
if (countTreeWeight) treeweight += std::ldexp(1.0, 1 - getCurrentDepth());
|
|
778
|
+
}
|
|
779
|
+
nodestack.back().opensubtrees = 0;
|
|
780
|
+
backtrack(false);
|
|
781
|
+
}
|
|
782
|
+
|
|
783
|
+
lp->flushDomain(localdom);
|
|
784
|
+
if (basis) {
|
|
785
|
+
if ((HighsInt)basis->row_status.size() == lp->numRows())
|
|
786
|
+
lp->setStoredBasis(std::move(basis));
|
|
787
|
+
lp->recoverBasis();
|
|
788
|
+
}
|
|
789
|
+
}
|
|
790
|
+
|
|
791
|
+
void HighsSearch::flushStatistics() {
|
|
792
|
+
mipsolver.mipdata_->num_nodes += nnodes;
|
|
793
|
+
nnodes = 0;
|
|
794
|
+
|
|
795
|
+
mipsolver.mipdata_->pruned_treeweight += treeweight;
|
|
796
|
+
treeweight = 0;
|
|
797
|
+
|
|
798
|
+
mipsolver.mipdata_->total_lp_iterations += lpiterations;
|
|
799
|
+
lpiterations = 0;
|
|
800
|
+
|
|
801
|
+
mipsolver.mipdata_->heuristic_lp_iterations += heurlpiterations;
|
|
802
|
+
heurlpiterations = 0;
|
|
803
|
+
|
|
804
|
+
mipsolver.mipdata_->sb_lp_iterations += sblpiterations;
|
|
805
|
+
sblpiterations = 0;
|
|
806
|
+
}
|
|
807
|
+
|
|
808
|
+
int64_t HighsSearch::getHeuristicLpIterations() const {
|
|
809
|
+
return heurlpiterations + mipsolver.mipdata_->heuristic_lp_iterations;
|
|
810
|
+
}
|
|
811
|
+
|
|
812
|
+
int64_t HighsSearch::getTotalLpIterations() const {
|
|
813
|
+
return lpiterations + mipsolver.mipdata_->total_lp_iterations;
|
|
814
|
+
}
|
|
815
|
+
|
|
816
|
+
int64_t HighsSearch::getLocalLpIterations() const { return lpiterations; }
|
|
817
|
+
|
|
818
|
+
int64_t HighsSearch::getLocalNodes() const { return nnodes; }
|
|
819
|
+
|
|
820
|
+
int64_t HighsSearch::getStrongBranchingLpIterations() const {
|
|
821
|
+
return sblpiterations + mipsolver.mipdata_->sb_lp_iterations;
|
|
822
|
+
}
|
|
823
|
+
|
|
824
|
+
void HighsSearch::resetLocalDomain() {
|
|
825
|
+
this->lp->resetToGlobalDomain();
|
|
826
|
+
localdom = mipsolver.mipdata_->domain;
|
|
827
|
+
|
|
828
|
+
#ifndef NDEBUG
|
|
829
|
+
for (HighsInt i = 0; i != mipsolver.numCol(); ++i) {
|
|
830
|
+
assert(lp->getLpSolver().getLp().col_lower_[i] == localdom.col_lower_[i] ||
|
|
831
|
+
mipsolver.isColContinuous(i));
|
|
832
|
+
assert(lp->getLpSolver().getLp().col_upper_[i] == localdom.col_upper_[i] ||
|
|
833
|
+
mipsolver.isColContinuous(i));
|
|
834
|
+
}
|
|
835
|
+
#endif
|
|
836
|
+
}
|
|
837
|
+
|
|
838
|
+
void HighsSearch::installNode(HighsNodeQueue::OpenNode&& node) {
|
|
839
|
+
localdom.setDomainChangeStack(node.domchgstack, node.branchings);
|
|
840
|
+
bool globalSymmetriesValid = true;
|
|
841
|
+
if (mipsolver.mipdata_->globalOrbits) {
|
|
842
|
+
// if global orbits have been computed we check whether they are still valid
|
|
843
|
+
// in this node
|
|
844
|
+
const auto& domchgstack = localdom.getDomainChangeStack();
|
|
845
|
+
for (HighsInt i : localdom.getBranchingPositions()) {
|
|
846
|
+
HighsInt col = domchgstack[i].column;
|
|
847
|
+
if (mipsolver.mipdata_->symmetries.columnPosition[col] == -1) continue;
|
|
848
|
+
|
|
849
|
+
if (!mipsolver.mipdata_->domain.isBinary(col) ||
|
|
850
|
+
(domchgstack[i].boundtype == HighsBoundType::kLower &&
|
|
851
|
+
domchgstack[i].boundval == 1.0)) {
|
|
852
|
+
globalSymmetriesValid = false;
|
|
853
|
+
break;
|
|
854
|
+
}
|
|
855
|
+
}
|
|
856
|
+
}
|
|
857
|
+
nodestack.emplace_back(
|
|
858
|
+
node.lower_bound, node.estimate, nullptr,
|
|
859
|
+
globalSymmetriesValid ? mipsolver.mipdata_->globalOrbits : nullptr);
|
|
860
|
+
subrootsol.clear();
|
|
861
|
+
depthoffset = node.depth - 1;
|
|
862
|
+
}
|
|
863
|
+
|
|
864
|
+
HighsSearch::NodeResult HighsSearch::evaluateNode() {
|
|
865
|
+
assert(!nodestack.empty());
|
|
866
|
+
NodeData& currnode = nodestack.back();
|
|
867
|
+
const NodeData* parent = getParentNodeData();
|
|
868
|
+
|
|
869
|
+
const auto& domchgstack = localdom.getDomainChangeStack();
|
|
870
|
+
|
|
871
|
+
if (!inheuristic &&
|
|
872
|
+
currnode.lower_bound > mipsolver.mipdata_->optimality_limit)
|
|
873
|
+
return NodeResult::kSubOptimal;
|
|
874
|
+
|
|
875
|
+
localdom.propagate();
|
|
876
|
+
|
|
877
|
+
if (!inheuristic && !localdom.infeasible()) {
|
|
878
|
+
if (mipsolver.mipdata_->symmetries.numPerms > 0 &&
|
|
879
|
+
!currnode.stabilizerOrbits &&
|
|
880
|
+
(parent == nullptr || !parent->stabilizerOrbits ||
|
|
881
|
+
!parent->stabilizerOrbits->orbitCols.empty())) {
|
|
882
|
+
currnode.stabilizerOrbits =
|
|
883
|
+
mipsolver.mipdata_->symmetries.computeStabilizerOrbits(localdom);
|
|
884
|
+
}
|
|
885
|
+
|
|
886
|
+
if (currnode.stabilizerOrbits)
|
|
887
|
+
currnode.stabilizerOrbits->orbitalFixing(localdom);
|
|
888
|
+
else
|
|
889
|
+
mipsolver.mipdata_->symmetries.propagateOrbitopes(localdom);
|
|
890
|
+
}
|
|
891
|
+
if (parent != nullptr) {
|
|
892
|
+
int64_t inferences = domchgstack.size() - (currnode.domgchgStackPos + 1);
|
|
893
|
+
|
|
894
|
+
pseudocost.addInferenceObservation(
|
|
895
|
+
parent->branchingdecision.column, inferences,
|
|
896
|
+
parent->branchingdecision.boundtype == HighsBoundType::kLower);
|
|
897
|
+
}
|
|
898
|
+
|
|
899
|
+
NodeResult result = NodeResult::kOpen;
|
|
900
|
+
|
|
901
|
+
if (localdom.infeasible()) {
|
|
902
|
+
result = NodeResult::kDomainInfeasible;
|
|
903
|
+
localdom.clearChangedCols();
|
|
904
|
+
if (parent != nullptr && parent->lp_objective != -kHighsInf &&
|
|
905
|
+
parent->branching_point != parent->branchingdecision.boundval) {
|
|
906
|
+
bool upbranch =
|
|
907
|
+
parent->branchingdecision.boundtype == HighsBoundType::kLower;
|
|
908
|
+
pseudocost.addCutoffObservation(parent->branchingdecision.column,
|
|
909
|
+
upbranch);
|
|
910
|
+
}
|
|
911
|
+
|
|
912
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
913
|
+
} else {
|
|
914
|
+
lp->flushDomain(localdom);
|
|
915
|
+
lp->setObjectiveLimit(mipsolver.mipdata_->upper_limit);
|
|
916
|
+
|
|
917
|
+
#ifndef NDEBUG
|
|
918
|
+
for (HighsInt i = 0; i != mipsolver.numCol(); ++i) {
|
|
919
|
+
assert(lp->getLpSolver().getLp().col_lower_[i] ==
|
|
920
|
+
localdom.col_lower_[i] ||
|
|
921
|
+
mipsolver.isColContinuous(i));
|
|
922
|
+
assert(lp->getLpSolver().getLp().col_upper_[i] ==
|
|
923
|
+
localdom.col_upper_[i] ||
|
|
924
|
+
mipsolver.isColContinuous(i));
|
|
925
|
+
}
|
|
926
|
+
#endif
|
|
927
|
+
int64_t oldnumiters = lp->getNumLpIterations();
|
|
928
|
+
HighsLpRelaxation::Status status = lp->resolveLp(&localdom);
|
|
929
|
+
lpiterations += lp->getNumLpIterations() - oldnumiters;
|
|
930
|
+
|
|
931
|
+
currnode.lower_bound =
|
|
932
|
+
std::max(localdom.getObjectiveLowerBound(), currnode.lower_bound);
|
|
933
|
+
|
|
934
|
+
if (localdom.infeasible()) {
|
|
935
|
+
result = NodeResult::kDomainInfeasible;
|
|
936
|
+
localdom.clearChangedCols();
|
|
937
|
+
if (parent != nullptr && parent->lp_objective != -kHighsInf &&
|
|
938
|
+
parent->branching_point != parent->branchingdecision.boundval) {
|
|
939
|
+
bool upbranch =
|
|
940
|
+
parent->branchingdecision.boundtype == HighsBoundType::kLower;
|
|
941
|
+
pseudocost.addCutoffObservation(parent->branchingdecision.column,
|
|
942
|
+
upbranch);
|
|
943
|
+
}
|
|
944
|
+
|
|
945
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
946
|
+
} else if (lp->scaledOptimal(status)) {
|
|
947
|
+
lp->storeBasis();
|
|
948
|
+
lp->performAging();
|
|
949
|
+
|
|
950
|
+
currnode.nodeBasis = lp->getStoredBasis();
|
|
951
|
+
currnode.estimate = lp->computeBestEstimate(pseudocost);
|
|
952
|
+
currnode.lp_objective = lp->getObjective();
|
|
953
|
+
|
|
954
|
+
if (parent != nullptr && parent->lp_objective != -kHighsInf &&
|
|
955
|
+
parent->branching_point != parent->branchingdecision.boundval) {
|
|
956
|
+
double delta =
|
|
957
|
+
parent->branchingdecision.boundval - parent->branching_point;
|
|
958
|
+
double objdelta =
|
|
959
|
+
std::max(0.0, currnode.lp_objective - parent->lp_objective);
|
|
960
|
+
|
|
961
|
+
pseudocost.addObservation(parent->branchingdecision.column, delta,
|
|
962
|
+
objdelta);
|
|
963
|
+
}
|
|
964
|
+
|
|
965
|
+
if (lp->unscaledPrimalFeasible(status)) {
|
|
966
|
+
if (lp->getFractionalIntegers().empty()) {
|
|
967
|
+
double cutoffbnd = getCutoffBound();
|
|
968
|
+
mipsolver.mipdata_->addIncumbent(
|
|
969
|
+
lp->getLpSolver().getSolution().col_value, lp->getObjective(),
|
|
970
|
+
inheuristic ? kSolutionSourceHeuristic
|
|
971
|
+
: kSolutionSourceEvaluateNode);
|
|
972
|
+
if (mipsolver.mipdata_->upper_limit < cutoffbnd)
|
|
973
|
+
lp->setObjectiveLimit(mipsolver.mipdata_->upper_limit);
|
|
974
|
+
|
|
975
|
+
if (lp->unscaledDualFeasible(status)) {
|
|
976
|
+
addBoundExceedingConflict();
|
|
977
|
+
result = NodeResult::kBoundExceeding;
|
|
978
|
+
}
|
|
979
|
+
}
|
|
980
|
+
}
|
|
981
|
+
|
|
982
|
+
if (result == NodeResult::kOpen) {
|
|
983
|
+
if (lp->unscaledDualFeasible(status)) {
|
|
984
|
+
currnode.lower_bound =
|
|
985
|
+
std::max(currnode.lp_objective, currnode.lower_bound);
|
|
986
|
+
|
|
987
|
+
if (currnode.lower_bound > getCutoffBound()) {
|
|
988
|
+
result = NodeResult::kBoundExceeding;
|
|
989
|
+
addBoundExceedingConflict();
|
|
990
|
+
} else if (mipsolver.mipdata_->upper_limit != kHighsInf) {
|
|
991
|
+
if (!inheuristic) {
|
|
992
|
+
double gap = mipsolver.mipdata_->upper_limit - lp->getObjective();
|
|
993
|
+
lp->computeBasicDegenerateDuals(
|
|
994
|
+
gap + std::max(10 * mipsolver.mipdata_->feastol,
|
|
995
|
+
mipsolver.mipdata_->epsilon * gap),
|
|
996
|
+
&localdom);
|
|
997
|
+
}
|
|
998
|
+
HighsRedcostFixing::propagateRedCost(mipsolver, localdom, *lp);
|
|
999
|
+
localdom.propagate();
|
|
1000
|
+
if (localdom.infeasible()) {
|
|
1001
|
+
result = NodeResult::kDomainInfeasible;
|
|
1002
|
+
localdom.clearChangedCols();
|
|
1003
|
+
if (parent != nullptr && parent->lp_objective != -kHighsInf &&
|
|
1004
|
+
parent->branching_point !=
|
|
1005
|
+
parent->branchingdecision.boundval) {
|
|
1006
|
+
bool upbranch = parent->branchingdecision.boundtype ==
|
|
1007
|
+
HighsBoundType::kLower;
|
|
1008
|
+
pseudocost.addCutoffObservation(
|
|
1009
|
+
parent->branchingdecision.column, upbranch);
|
|
1010
|
+
}
|
|
1011
|
+
|
|
1012
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1013
|
+
} else if (!localdom.getChangedCols().empty()) {
|
|
1014
|
+
return evaluateNode();
|
|
1015
|
+
}
|
|
1016
|
+
} else {
|
|
1017
|
+
if (!inheuristic) {
|
|
1018
|
+
lp->computeBasicDegenerateDuals(kHighsInf, &localdom);
|
|
1019
|
+
localdom.propagate();
|
|
1020
|
+
if (localdom.infeasible()) {
|
|
1021
|
+
result = NodeResult::kDomainInfeasible;
|
|
1022
|
+
localdom.clearChangedCols();
|
|
1023
|
+
if (parent != nullptr && parent->lp_objective != -kHighsInf &&
|
|
1024
|
+
parent->branching_point !=
|
|
1025
|
+
parent->branchingdecision.boundval) {
|
|
1026
|
+
bool upbranch = parent->branchingdecision.boundtype ==
|
|
1027
|
+
HighsBoundType::kLower;
|
|
1028
|
+
pseudocost.addCutoffObservation(
|
|
1029
|
+
parent->branchingdecision.column, upbranch);
|
|
1030
|
+
}
|
|
1031
|
+
|
|
1032
|
+
localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1033
|
+
} else if (!localdom.getChangedCols().empty()) {
|
|
1034
|
+
return evaluateNode();
|
|
1035
|
+
}
|
|
1036
|
+
}
|
|
1037
|
+
}
|
|
1038
|
+
} else if (lp->getObjective() > getCutoffBound()) {
|
|
1039
|
+
// the LP is not solved to dual feasibility due to scaling/numerics
|
|
1040
|
+
// therefore we compute a conflict constraint as if the LP was bound
|
|
1041
|
+
// exceeding and propagate the local domain again. The lp relaxation
|
|
1042
|
+
// class will take care to consider the dual multipliers with an
|
|
1043
|
+
// increased zero tolerance due to the dual infeasibility when
|
|
1044
|
+
// computing the proof conBoundExceedingstraint.
|
|
1045
|
+
addBoundExceedingConflict();
|
|
1046
|
+
localdom.propagate();
|
|
1047
|
+
if (localdom.infeasible()) {
|
|
1048
|
+
result = NodeResult::kBoundExceeding;
|
|
1049
|
+
}
|
|
1050
|
+
}
|
|
1051
|
+
}
|
|
1052
|
+
} else if (status == HighsLpRelaxation::Status::kInfeasible) {
|
|
1053
|
+
if (lp->getLpSolver().getModelStatus() ==
|
|
1054
|
+
HighsModelStatus::kObjectiveBound)
|
|
1055
|
+
result = NodeResult::kBoundExceeding;
|
|
1056
|
+
else
|
|
1057
|
+
result = NodeResult::kLpInfeasible;
|
|
1058
|
+
addInfeasibleConflict();
|
|
1059
|
+
if (parent != nullptr && parent->lp_objective != -kHighsInf &&
|
|
1060
|
+
parent->branching_point != parent->branchingdecision.boundval) {
|
|
1061
|
+
bool upbranch =
|
|
1062
|
+
parent->branchingdecision.boundtype == HighsBoundType::kLower;
|
|
1063
|
+
pseudocost.addCutoffObservation(parent->branchingdecision.column,
|
|
1064
|
+
upbranch);
|
|
1065
|
+
}
|
|
1066
|
+
}
|
|
1067
|
+
}
|
|
1068
|
+
|
|
1069
|
+
if (result != NodeResult::kOpen) {
|
|
1070
|
+
mipsolver.mipdata_->debugSolution.nodePruned(localdom);
|
|
1071
|
+
treeweight += std::ldexp(1.0, 1 - getCurrentDepth());
|
|
1072
|
+
currnode.opensubtrees = 0;
|
|
1073
|
+
} else if (!inheuristic) {
|
|
1074
|
+
if (currnode.lower_bound > mipsolver.mipdata_->optimality_limit) {
|
|
1075
|
+
result = NodeResult::kSubOptimal;
|
|
1076
|
+
addBoundExceedingConflict();
|
|
1077
|
+
}
|
|
1078
|
+
}
|
|
1079
|
+
|
|
1080
|
+
return result;
|
|
1081
|
+
}
|
|
1082
|
+
|
|
1083
|
+
HighsSearch::NodeResult HighsSearch::branch() {
|
|
1084
|
+
assert(localdom.getChangedCols().empty());
|
|
1085
|
+
|
|
1086
|
+
assert(nodestack.back().opensubtrees == 2);
|
|
1087
|
+
nodestack.back().branchingdecision.column = -1;
|
|
1088
|
+
inbranching = true;
|
|
1089
|
+
|
|
1090
|
+
HighsInt minrel = pseudocost.getMinReliable();
|
|
1091
|
+
double childLb = getCurrentLowerBound();
|
|
1092
|
+
NodeResult result = NodeResult::kOpen;
|
|
1093
|
+
while (nodestack.back().opensubtrees == 2 &&
|
|
1094
|
+
lp->scaledOptimal(lp->getStatus()) &&
|
|
1095
|
+
!lp->getFractionalIntegers().empty()) {
|
|
1096
|
+
int64_t sbmaxiters = 0;
|
|
1097
|
+
if (minrel > 0) {
|
|
1098
|
+
int64_t sbiters = getStrongBranchingLpIterations();
|
|
1099
|
+
sbmaxiters =
|
|
1100
|
+
100000 + ((getTotalLpIterations() - getHeuristicLpIterations() -
|
|
1101
|
+
getStrongBranchingLpIterations()) >>
|
|
1102
|
+
1);
|
|
1103
|
+
if (sbiters > sbmaxiters) {
|
|
1104
|
+
pseudocost.setMinReliable(0);
|
|
1105
|
+
} else if (sbiters > (sbmaxiters >> 1)) {
|
|
1106
|
+
double reductionratio = (sbiters - (sbmaxiters >> 1)) /
|
|
1107
|
+
(double)(sbmaxiters - (sbmaxiters >> 1));
|
|
1108
|
+
|
|
1109
|
+
HighsInt minrelreduced = int(minrel - reductionratio * (minrel - 1));
|
|
1110
|
+
pseudocost.setMinReliable(std::min(minrel, minrelreduced));
|
|
1111
|
+
}
|
|
1112
|
+
}
|
|
1113
|
+
|
|
1114
|
+
double degeneracyFac = lp->computeLPDegneracy(localdom);
|
|
1115
|
+
pseudocost.setDegeneracyFactor(degeneracyFac);
|
|
1116
|
+
if (degeneracyFac >= 10.0) pseudocost.setMinReliable(0);
|
|
1117
|
+
// if (!mipsolver.submip)
|
|
1118
|
+
// printf("selecting branching cand with minrel=%d\n",
|
|
1119
|
+
// pseudocost.getMinReliable());
|
|
1120
|
+
double downNodeLb = getCurrentLowerBound();
|
|
1121
|
+
double upNodeLb = getCurrentLowerBound();
|
|
1122
|
+
HighsInt branchcand =
|
|
1123
|
+
selectBranchingCandidate(sbmaxiters, downNodeLb, upNodeLb);
|
|
1124
|
+
// if (!mipsolver.submip)
|
|
1125
|
+
// printf("branching cand returned as %d\n", branchcand);
|
|
1126
|
+
NodeData& currnode = nodestack.back();
|
|
1127
|
+
childLb = currnode.lower_bound;
|
|
1128
|
+
if (branchcand != -1) {
|
|
1129
|
+
auto branching = lp->getFractionalIntegers()[branchcand];
|
|
1130
|
+
currnode.branchingdecision.column = branching.first;
|
|
1131
|
+
currnode.branching_point = branching.second;
|
|
1132
|
+
|
|
1133
|
+
HighsInt col = branching.first;
|
|
1134
|
+
|
|
1135
|
+
switch (childselrule) {
|
|
1136
|
+
case ChildSelectionRule::kUp:
|
|
1137
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1138
|
+
currnode.branchingdecision.boundval =
|
|
1139
|
+
std::ceil(currnode.branching_point);
|
|
1140
|
+
currnode.other_child_lb = downNodeLb;
|
|
1141
|
+
childLb = upNodeLb;
|
|
1142
|
+
break;
|
|
1143
|
+
case ChildSelectionRule::kDown:
|
|
1144
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1145
|
+
currnode.branchingdecision.boundval =
|
|
1146
|
+
std::floor(currnode.branching_point);
|
|
1147
|
+
currnode.other_child_lb = upNodeLb;
|
|
1148
|
+
childLb = downNodeLb;
|
|
1149
|
+
break;
|
|
1150
|
+
case ChildSelectionRule::kRootSol: {
|
|
1151
|
+
double downPrio = pseudocost.getAvgInferencesDown(col) +
|
|
1152
|
+
mipsolver.mipdata_->epsilon;
|
|
1153
|
+
double upPrio =
|
|
1154
|
+
pseudocost.getAvgInferencesUp(col) + mipsolver.mipdata_->epsilon;
|
|
1155
|
+
double downVal = std::floor(currnode.branching_point);
|
|
1156
|
+
double upVal = std::ceil(currnode.branching_point);
|
|
1157
|
+
if (!subrootsol.empty()) {
|
|
1158
|
+
double rootsol = subrootsol[col];
|
|
1159
|
+
if (rootsol < downVal)
|
|
1160
|
+
rootsol = downVal;
|
|
1161
|
+
else if (rootsol > upVal)
|
|
1162
|
+
rootsol = upVal;
|
|
1163
|
+
|
|
1164
|
+
upPrio *= (1.0 + (currnode.branching_point - rootsol));
|
|
1165
|
+
downPrio *= (1.0 + (rootsol - currnode.branching_point));
|
|
1166
|
+
|
|
1167
|
+
} else {
|
|
1168
|
+
if (currnode.lp_objective != -kHighsInf)
|
|
1169
|
+
subrootsol = lp->getSolution().col_value;
|
|
1170
|
+
if (!mipsolver.mipdata_->rootlpsol.empty()) {
|
|
1171
|
+
double rootsol = mipsolver.mipdata_->rootlpsol[col];
|
|
1172
|
+
if (rootsol < downVal)
|
|
1173
|
+
rootsol = downVal;
|
|
1174
|
+
else if (rootsol > upVal)
|
|
1175
|
+
rootsol = upVal;
|
|
1176
|
+
|
|
1177
|
+
upPrio *= (1.0 + (currnode.branching_point - rootsol));
|
|
1178
|
+
downPrio *= (1.0 + (rootsol - currnode.branching_point));
|
|
1179
|
+
}
|
|
1180
|
+
}
|
|
1181
|
+
if (upPrio + mipsolver.mipdata_->epsilon >= downPrio) {
|
|
1182
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1183
|
+
currnode.branchingdecision.boundval = upVal;
|
|
1184
|
+
currnode.other_child_lb = downNodeLb;
|
|
1185
|
+
childLb = upNodeLb;
|
|
1186
|
+
} else {
|
|
1187
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1188
|
+
currnode.branchingdecision.boundval = downVal;
|
|
1189
|
+
currnode.other_child_lb = upNodeLb;
|
|
1190
|
+
childLb = downNodeLb;
|
|
1191
|
+
}
|
|
1192
|
+
break;
|
|
1193
|
+
}
|
|
1194
|
+
case ChildSelectionRule::kObj:
|
|
1195
|
+
if (mipsolver.colCost(col) >= 0) {
|
|
1196
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1197
|
+
currnode.branchingdecision.boundval =
|
|
1198
|
+
std::ceil(currnode.branching_point);
|
|
1199
|
+
currnode.other_child_lb = downNodeLb;
|
|
1200
|
+
childLb = upNodeLb;
|
|
1201
|
+
} else {
|
|
1202
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1203
|
+
currnode.branchingdecision.boundval =
|
|
1204
|
+
std::floor(currnode.branching_point);
|
|
1205
|
+
currnode.other_child_lb = upNodeLb;
|
|
1206
|
+
childLb = downNodeLb;
|
|
1207
|
+
}
|
|
1208
|
+
break;
|
|
1209
|
+
case ChildSelectionRule::kRandom:
|
|
1210
|
+
if (random.bit()) {
|
|
1211
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1212
|
+
currnode.branchingdecision.boundval =
|
|
1213
|
+
std::ceil(currnode.branching_point);
|
|
1214
|
+
currnode.other_child_lb = downNodeLb;
|
|
1215
|
+
childLb = upNodeLb;
|
|
1216
|
+
} else {
|
|
1217
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1218
|
+
currnode.branchingdecision.boundval =
|
|
1219
|
+
std::floor(currnode.branching_point);
|
|
1220
|
+
currnode.other_child_lb = upNodeLb;
|
|
1221
|
+
childLb = downNodeLb;
|
|
1222
|
+
}
|
|
1223
|
+
break;
|
|
1224
|
+
case ChildSelectionRule::kBestCost: {
|
|
1225
|
+
if (pseudocost.getPseudocostUp(col, currnode.branching_point,
|
|
1226
|
+
mipsolver.mipdata_->feastol) >
|
|
1227
|
+
pseudocost.getPseudocostDown(col, currnode.branching_point,
|
|
1228
|
+
mipsolver.mipdata_->feastol)) {
|
|
1229
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1230
|
+
currnode.branchingdecision.boundval =
|
|
1231
|
+
std::floor(currnode.branching_point);
|
|
1232
|
+
currnode.other_child_lb = upNodeLb;
|
|
1233
|
+
childLb = downNodeLb;
|
|
1234
|
+
} else {
|
|
1235
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1236
|
+
currnode.branchingdecision.boundval =
|
|
1237
|
+
std::ceil(currnode.branching_point);
|
|
1238
|
+
currnode.other_child_lb = downNodeLb;
|
|
1239
|
+
childLb = upNodeLb;
|
|
1240
|
+
}
|
|
1241
|
+
break;
|
|
1242
|
+
}
|
|
1243
|
+
case ChildSelectionRule::kWorstCost:
|
|
1244
|
+
if (pseudocost.getPseudocostUp(col, currnode.branching_point) >=
|
|
1245
|
+
pseudocost.getPseudocostDown(col, currnode.branching_point)) {
|
|
1246
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1247
|
+
currnode.branchingdecision.boundval =
|
|
1248
|
+
std::ceil(currnode.branching_point);
|
|
1249
|
+
currnode.other_child_lb = downNodeLb;
|
|
1250
|
+
childLb = upNodeLb;
|
|
1251
|
+
} else {
|
|
1252
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1253
|
+
currnode.branchingdecision.boundval =
|
|
1254
|
+
std::floor(currnode.branching_point);
|
|
1255
|
+
currnode.other_child_lb = upNodeLb;
|
|
1256
|
+
childLb = downNodeLb;
|
|
1257
|
+
}
|
|
1258
|
+
break;
|
|
1259
|
+
case ChildSelectionRule::kDisjunction: {
|
|
1260
|
+
int64_t numnodesup;
|
|
1261
|
+
int64_t numnodesdown;
|
|
1262
|
+
numnodesup = mipsolver.mipdata_->nodequeue.numNodesUp(col);
|
|
1263
|
+
numnodesdown = mipsolver.mipdata_->nodequeue.numNodesDown(col);
|
|
1264
|
+
if (numnodesup > numnodesdown) {
|
|
1265
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1266
|
+
currnode.branchingdecision.boundval =
|
|
1267
|
+
std::ceil(currnode.branching_point);
|
|
1268
|
+
currnode.other_child_lb = downNodeLb;
|
|
1269
|
+
childLb = upNodeLb;
|
|
1270
|
+
} else if (numnodesdown > numnodesup) {
|
|
1271
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1272
|
+
currnode.branchingdecision.boundval =
|
|
1273
|
+
std::floor(currnode.branching_point);
|
|
1274
|
+
currnode.other_child_lb = upNodeLb;
|
|
1275
|
+
childLb = downNodeLb;
|
|
1276
|
+
} else {
|
|
1277
|
+
if (mipsolver.colCost(col) >= 0) {
|
|
1278
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1279
|
+
currnode.branchingdecision.boundval =
|
|
1280
|
+
std::ceil(currnode.branching_point);
|
|
1281
|
+
currnode.other_child_lb = downNodeLb;
|
|
1282
|
+
childLb = upNodeLb;
|
|
1283
|
+
} else {
|
|
1284
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1285
|
+
currnode.branchingdecision.boundval =
|
|
1286
|
+
std::floor(currnode.branching_point);
|
|
1287
|
+
currnode.other_child_lb = upNodeLb;
|
|
1288
|
+
childLb = downNodeLb;
|
|
1289
|
+
}
|
|
1290
|
+
}
|
|
1291
|
+
break;
|
|
1292
|
+
}
|
|
1293
|
+
case ChildSelectionRule::kHybridInferenceCost: {
|
|
1294
|
+
double upVal = std::ceil(currnode.branching_point);
|
|
1295
|
+
double downVal = std::floor(currnode.branching_point);
|
|
1296
|
+
double upScore =
|
|
1297
|
+
(1 + pseudocost.getAvgInferencesUp(col)) /
|
|
1298
|
+
pseudocost.getPseudocostUp(col, currnode.branching_point,
|
|
1299
|
+
mipsolver.mipdata_->feastol);
|
|
1300
|
+
double downScore =
|
|
1301
|
+
(1 + pseudocost.getAvgInferencesDown(col)) /
|
|
1302
|
+
pseudocost.getPseudocostDown(col, currnode.branching_point,
|
|
1303
|
+
mipsolver.mipdata_->feastol);
|
|
1304
|
+
|
|
1305
|
+
if (upScore >= downScore) {
|
|
1306
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1307
|
+
currnode.branchingdecision.boundval = upVal;
|
|
1308
|
+
currnode.other_child_lb = downNodeLb;
|
|
1309
|
+
childLb = upNodeLb;
|
|
1310
|
+
} else {
|
|
1311
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1312
|
+
currnode.branchingdecision.boundval = downVal;
|
|
1313
|
+
currnode.other_child_lb = upNodeLb;
|
|
1314
|
+
childLb = downNodeLb;
|
|
1315
|
+
}
|
|
1316
|
+
}
|
|
1317
|
+
}
|
|
1318
|
+
result = NodeResult::kBranched;
|
|
1319
|
+
break;
|
|
1320
|
+
}
|
|
1321
|
+
|
|
1322
|
+
assert(!localdom.getChangedCols().empty());
|
|
1323
|
+
result = evaluateNode();
|
|
1324
|
+
if (result == NodeResult::kSubOptimal) break;
|
|
1325
|
+
}
|
|
1326
|
+
inbranching = false;
|
|
1327
|
+
NodeData& currnode = nodestack.back();
|
|
1328
|
+
pseudocost.setMinReliable(minrel);
|
|
1329
|
+
pseudocost.setDegeneracyFactor(1.0);
|
|
1330
|
+
|
|
1331
|
+
assert(currnode.opensubtrees == 2 || currnode.opensubtrees == 0);
|
|
1332
|
+
|
|
1333
|
+
if (currnode.opensubtrees != 2 || result == NodeResult::kSubOptimal)
|
|
1334
|
+
return result;
|
|
1335
|
+
|
|
1336
|
+
if (currnode.branchingdecision.column == -1) {
|
|
1337
|
+
double bestscore = -1.0;
|
|
1338
|
+
// solution branching failed, so choose any integer variable to branch
|
|
1339
|
+
// on in case we have a different solution status could happen due to a
|
|
1340
|
+
// fail in the LP solution process
|
|
1341
|
+
pseudocost.setDegeneracyFactor(1e6);
|
|
1342
|
+
|
|
1343
|
+
for (HighsInt i : mipsolver.mipdata_->integral_cols) {
|
|
1344
|
+
if (localdom.col_upper_[i] - localdom.col_lower_[i] < 0.5) continue;
|
|
1345
|
+
|
|
1346
|
+
double fracval;
|
|
1347
|
+
if (localdom.col_lower_[i] != -kHighsInf &&
|
|
1348
|
+
localdom.col_upper_[i] != kHighsInf)
|
|
1349
|
+
fracval = std::floor(0.5 * (localdom.col_lower_[i] +
|
|
1350
|
+
localdom.col_upper_[i] + 0.5)) +
|
|
1351
|
+
0.5;
|
|
1352
|
+
if (localdom.col_lower_[i] != -kHighsInf)
|
|
1353
|
+
fracval = localdom.col_lower_[i] + 0.5;
|
|
1354
|
+
else if (localdom.col_upper_[i] != kHighsInf)
|
|
1355
|
+
fracval = localdom.col_upper_[i] - 0.5;
|
|
1356
|
+
else
|
|
1357
|
+
fracval = 0.5;
|
|
1358
|
+
|
|
1359
|
+
double score = pseudocost.getScore(i, fracval);
|
|
1360
|
+
assert(score >= 0.0);
|
|
1361
|
+
|
|
1362
|
+
if (score > bestscore) {
|
|
1363
|
+
bestscore = score;
|
|
1364
|
+
bool branchUpwards;
|
|
1365
|
+
double cost = lp->unscaledDualFeasible(lp->getStatus())
|
|
1366
|
+
? lp->getSolution().col_dual[i]
|
|
1367
|
+
: mipsolver.colCost(i);
|
|
1368
|
+
if (std::fabs(cost) > mipsolver.mipdata_->feastol &&
|
|
1369
|
+
getCutoffBound() < kHighsInf) {
|
|
1370
|
+
// branch in direction of worsening cost first in case the column has
|
|
1371
|
+
// cost and we do have an upper bound
|
|
1372
|
+
branchUpwards = cost > 0;
|
|
1373
|
+
} else if (pseudocost.getAvgInferencesUp(i) >
|
|
1374
|
+
pseudocost.getAvgInferencesDown(i) +
|
|
1375
|
+
mipsolver.mipdata_->feastol) {
|
|
1376
|
+
// column does not have (reduced) cost above tolerance so branch in
|
|
1377
|
+
// direction of more inferences
|
|
1378
|
+
branchUpwards = true;
|
|
1379
|
+
} else if (pseudocost.getAvgInferencesUp(i) <
|
|
1380
|
+
pseudocost.getAvgInferencesDown(i) -
|
|
1381
|
+
mipsolver.mipdata_->feastol) {
|
|
1382
|
+
branchUpwards = false;
|
|
1383
|
+
} else {
|
|
1384
|
+
// number of inferences give a tie, so we branch in the direction that
|
|
1385
|
+
// does have a less recent domain change to avoid branching the same
|
|
1386
|
+
// integer column into the same direction over and over
|
|
1387
|
+
HighsInt colLowerPos;
|
|
1388
|
+
HighsInt colUpperPos;
|
|
1389
|
+
localdom.getColLowerPos(i, localdom.getNumDomainChanges(),
|
|
1390
|
+
colLowerPos);
|
|
1391
|
+
localdom.getColUpperPos(i, localdom.getNumDomainChanges(),
|
|
1392
|
+
colUpperPos);
|
|
1393
|
+
branchUpwards = colLowerPos <= colUpperPos;
|
|
1394
|
+
}
|
|
1395
|
+
if (branchUpwards) {
|
|
1396
|
+
double upval = std::ceil(fracval);
|
|
1397
|
+
currnode.branching_point = upval;
|
|
1398
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1399
|
+
currnode.branchingdecision.column = i;
|
|
1400
|
+
currnode.branchingdecision.boundval = upval;
|
|
1401
|
+
} else {
|
|
1402
|
+
double downval = std::floor(fracval);
|
|
1403
|
+
currnode.branching_point = downval;
|
|
1404
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1405
|
+
currnode.branchingdecision.column = i;
|
|
1406
|
+
currnode.branchingdecision.boundval = downval;
|
|
1407
|
+
}
|
|
1408
|
+
}
|
|
1409
|
+
}
|
|
1410
|
+
|
|
1411
|
+
pseudocost.setDegeneracyFactor(1);
|
|
1412
|
+
}
|
|
1413
|
+
|
|
1414
|
+
if (currnode.branchingdecision.column == -1) {
|
|
1415
|
+
if (lp->getStatus() == HighsLpRelaxation::Status::kOptimal) {
|
|
1416
|
+
// if the LP was solved to optimality and all columns are fixed, then this
|
|
1417
|
+
// particular assignment is not feasible or has a worse objective in the
|
|
1418
|
+
// original space, otherwise the node would not be open. Hence we prune
|
|
1419
|
+
// this particular assignment
|
|
1420
|
+
currnode.opensubtrees = 0;
|
|
1421
|
+
result = NodeResult::kLpInfeasible;
|
|
1422
|
+
return result;
|
|
1423
|
+
}
|
|
1424
|
+
lp->setIterationLimit();
|
|
1425
|
+
|
|
1426
|
+
// create a fresh LP only with model rows since all integer columns are
|
|
1427
|
+
// fixed, the cutting planes are not required and the LP could not be solved
|
|
1428
|
+
// so we want to make it as easy as possible
|
|
1429
|
+
HighsLpRelaxation lpCopy(mipsolver);
|
|
1430
|
+
lpCopy.loadModel();
|
|
1431
|
+
lpCopy.getLpSolver().changeColsBounds(0, mipsolver.numCol() - 1,
|
|
1432
|
+
localdom.col_lower_.data(),
|
|
1433
|
+
localdom.col_upper_.data());
|
|
1434
|
+
// temporarily use the fresh LP for the HighsSearch class
|
|
1435
|
+
HighsLpRelaxation* tmpLp = &lpCopy;
|
|
1436
|
+
std::swap(tmpLp, lp);
|
|
1437
|
+
|
|
1438
|
+
// reevaluate the node with LP presolve enabled
|
|
1439
|
+
lp->getLpSolver().setOptionValue("presolve", kHighsOnString);
|
|
1440
|
+
result = evaluateNode();
|
|
1441
|
+
|
|
1442
|
+
if (result == NodeResult::kOpen) {
|
|
1443
|
+
// LP still not solved, reevaluate with primal simplex
|
|
1444
|
+
lp->getLpSolver().clearSolver();
|
|
1445
|
+
lp->getLpSolver().setOptionValue("simplex_strategy",
|
|
1446
|
+
kSimplexStrategyPrimal);
|
|
1447
|
+
result = evaluateNode();
|
|
1448
|
+
lp->getLpSolver().setOptionValue("simplex_strategy",
|
|
1449
|
+
kSimplexStrategyDual);
|
|
1450
|
+
if (result == NodeResult::kOpen) {
|
|
1451
|
+
// LP still not solved, reevaluate with IPM instead of simplex
|
|
1452
|
+
lp->getLpSolver().clearSolver();
|
|
1453
|
+
lp->getLpSolver().setOptionValue("solver", "ipm");
|
|
1454
|
+
result = evaluateNode();
|
|
1455
|
+
|
|
1456
|
+
if (result == NodeResult::kOpen) {
|
|
1457
|
+
highsLogUser(mipsolver.options_mip_->log_options,
|
|
1458
|
+
HighsLogType::kWarning,
|
|
1459
|
+
"Failed to solve node with all integer columns "
|
|
1460
|
+
"fixed. Declaring node infeasible.\n");
|
|
1461
|
+
// LP still not solved, give up and declare as infeasible
|
|
1462
|
+
currnode.opensubtrees = 0;
|
|
1463
|
+
result = NodeResult::kLpInfeasible;
|
|
1464
|
+
}
|
|
1465
|
+
}
|
|
1466
|
+
}
|
|
1467
|
+
|
|
1468
|
+
// restore old lp relaxation
|
|
1469
|
+
std::swap(tmpLp, lp);
|
|
1470
|
+
|
|
1471
|
+
return result;
|
|
1472
|
+
}
|
|
1473
|
+
|
|
1474
|
+
// finally open a new node with the branching decision added
|
|
1475
|
+
// and remember that we have one open subtree left
|
|
1476
|
+
HighsInt domchgPos = localdom.getDomainChangeStack().size();
|
|
1477
|
+
|
|
1478
|
+
bool passStabilizerToChildNode =
|
|
1479
|
+
orbitsValidInChildNode(currnode.branchingdecision);
|
|
1480
|
+
localdom.changeBound(currnode.branchingdecision);
|
|
1481
|
+
currnode.opensubtrees = 1;
|
|
1482
|
+
nodestack.emplace_back(
|
|
1483
|
+
std::max(childLb, currnode.lower_bound), currnode.estimate,
|
|
1484
|
+
currnode.nodeBasis,
|
|
1485
|
+
passStabilizerToChildNode ? currnode.stabilizerOrbits : nullptr);
|
|
1486
|
+
nodestack.back().domgchgStackPos = domchgPos;
|
|
1487
|
+
|
|
1488
|
+
return NodeResult::kBranched;
|
|
1489
|
+
}
|
|
1490
|
+
|
|
1491
|
+
bool HighsSearch::backtrack(bool recoverBasis) {
|
|
1492
|
+
if (nodestack.empty()) return false;
|
|
1493
|
+
assert(!nodestack.empty());
|
|
1494
|
+
assert(nodestack.back().opensubtrees == 0);
|
|
1495
|
+
while (true) {
|
|
1496
|
+
while (nodestack.back().opensubtrees == 0) {
|
|
1497
|
+
countTreeWeight = true;
|
|
1498
|
+
depthoffset += nodestack.back().skipDepthCount;
|
|
1499
|
+
if (nodestack.size() == 1) {
|
|
1500
|
+
if (recoverBasis && nodestack.back().nodeBasis)
|
|
1501
|
+
lp->setStoredBasis(std::move(nodestack.back().nodeBasis));
|
|
1502
|
+
nodestack.pop_back();
|
|
1503
|
+
localdom.backtrackToGlobal();
|
|
1504
|
+
lp->flushDomain(localdom);
|
|
1505
|
+
if (recoverBasis) lp->recoverBasis();
|
|
1506
|
+
return false;
|
|
1507
|
+
}
|
|
1508
|
+
|
|
1509
|
+
nodestack.pop_back();
|
|
1510
|
+
#ifndef NDEBUG
|
|
1511
|
+
HighsDomainChange branchchg =
|
|
1512
|
+
#endif
|
|
1513
|
+
localdom.backtrack();
|
|
1514
|
+
|
|
1515
|
+
if (nodestack.back().opensubtrees != 0) {
|
|
1516
|
+
countTreeWeight = nodestack.back().skipDepthCount == 0;
|
|
1517
|
+
// repropagate the node, as it may have become infeasible due to
|
|
1518
|
+
// conflicts
|
|
1519
|
+
HighsInt oldNumDomchgs = localdom.getNumDomainChanges();
|
|
1520
|
+
size_t oldNumChangedCols = localdom.getChangedCols().size();
|
|
1521
|
+
localdom.propagate();
|
|
1522
|
+
if (!localdom.infeasible() &&
|
|
1523
|
+
oldNumDomchgs != localdom.getNumDomainChanges()) {
|
|
1524
|
+
if (nodestack.back().stabilizerOrbits)
|
|
1525
|
+
nodestack.back().stabilizerOrbits->orbitalFixing(localdom);
|
|
1526
|
+
else
|
|
1527
|
+
mipsolver.mipdata_->symmetries.propagateOrbitopes(localdom);
|
|
1528
|
+
}
|
|
1529
|
+
if (localdom.infeasible()) {
|
|
1530
|
+
localdom.clearChangedCols(oldNumChangedCols);
|
|
1531
|
+
if (countTreeWeight)
|
|
1532
|
+
treeweight += std::ldexp(1.0, -getCurrentDepth());
|
|
1533
|
+
nodestack.back().opensubtrees = 0;
|
|
1534
|
+
}
|
|
1535
|
+
}
|
|
1536
|
+
|
|
1537
|
+
assert(
|
|
1538
|
+
(branchchg.boundtype == HighsBoundType::kLower &&
|
|
1539
|
+
branchchg.boundval >= nodestack.back().branchingdecision.boundval) ||
|
|
1540
|
+
(branchchg.boundtype == HighsBoundType::kUpper &&
|
|
1541
|
+
branchchg.boundval <= nodestack.back().branchingdecision.boundval));
|
|
1542
|
+
assert(branchchg.boundtype ==
|
|
1543
|
+
nodestack.back().branchingdecision.boundtype);
|
|
1544
|
+
assert(branchchg.column == nodestack.back().branchingdecision.column);
|
|
1545
|
+
}
|
|
1546
|
+
|
|
1547
|
+
NodeData& currnode = nodestack.back();
|
|
1548
|
+
|
|
1549
|
+
assert(currnode.opensubtrees == 1);
|
|
1550
|
+
currnode.opensubtrees = 0;
|
|
1551
|
+
bool fallbackbranch =
|
|
1552
|
+
currnode.branchingdecision.boundval == currnode.branching_point;
|
|
1553
|
+
HighsInt domchgPos = localdom.getDomainChangeStack().size();
|
|
1554
|
+
if (currnode.branchingdecision.boundtype == HighsBoundType::kLower) {
|
|
1555
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1556
|
+
currnode.branchingdecision.boundval =
|
|
1557
|
+
std::floor(currnode.branchingdecision.boundval - 0.5);
|
|
1558
|
+
} else {
|
|
1559
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1560
|
+
currnode.branchingdecision.boundval =
|
|
1561
|
+
std::ceil(currnode.branchingdecision.boundval + 0.5);
|
|
1562
|
+
}
|
|
1563
|
+
|
|
1564
|
+
if (fallbackbranch)
|
|
1565
|
+
currnode.branching_point = currnode.branchingdecision.boundval;
|
|
1566
|
+
|
|
1567
|
+
size_t numChangedCols = localdom.getChangedCols().size();
|
|
1568
|
+
bool passStabilizerToChildNode =
|
|
1569
|
+
orbitsValidInChildNode(currnode.branchingdecision);
|
|
1570
|
+
localdom.changeBound(currnode.branchingdecision);
|
|
1571
|
+
double nodelb = std::max(currnode.lower_bound, currnode.other_child_lb);
|
|
1572
|
+
bool prune = nodelb > getCutoffBound() || localdom.infeasible();
|
|
1573
|
+
if (!prune) {
|
|
1574
|
+
localdom.propagate();
|
|
1575
|
+
prune = localdom.infeasible();
|
|
1576
|
+
if (prune) localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1577
|
+
}
|
|
1578
|
+
if (!prune) {
|
|
1579
|
+
mipsolver.mipdata_->symmetries.propagateOrbitopes(localdom);
|
|
1580
|
+
prune = localdom.infeasible();
|
|
1581
|
+
}
|
|
1582
|
+
if (!prune && passStabilizerToChildNode && currnode.stabilizerOrbits) {
|
|
1583
|
+
currnode.stabilizerOrbits->orbitalFixing(localdom);
|
|
1584
|
+
prune = localdom.infeasible();
|
|
1585
|
+
}
|
|
1586
|
+
if (prune) {
|
|
1587
|
+
localdom.backtrack();
|
|
1588
|
+
localdom.clearChangedCols(numChangedCols);
|
|
1589
|
+
if (countTreeWeight) treeweight += std::ldexp(1.0, -getCurrentDepth());
|
|
1590
|
+
continue;
|
|
1591
|
+
}
|
|
1592
|
+
nodestack.emplace_back(
|
|
1593
|
+
nodelb, currnode.estimate, currnode.nodeBasis,
|
|
1594
|
+
passStabilizerToChildNode ? currnode.stabilizerOrbits : nullptr);
|
|
1595
|
+
|
|
1596
|
+
lp->flushDomain(localdom);
|
|
1597
|
+
nodestack.back().domgchgStackPos = domchgPos;
|
|
1598
|
+
break;
|
|
1599
|
+
}
|
|
1600
|
+
|
|
1601
|
+
if (recoverBasis && nodestack.back().nodeBasis) {
|
|
1602
|
+
lp->setStoredBasis(nodestack.back().nodeBasis);
|
|
1603
|
+
lp->recoverBasis();
|
|
1604
|
+
}
|
|
1605
|
+
|
|
1606
|
+
return true;
|
|
1607
|
+
}
|
|
1608
|
+
|
|
1609
|
+
bool HighsSearch::backtrackPlunge(HighsNodeQueue& nodequeue) {
|
|
1610
|
+
const std::vector<HighsDomainChange>& domchgstack =
|
|
1611
|
+
localdom.getDomainChangeStack();
|
|
1612
|
+
|
|
1613
|
+
if (nodestack.empty()) return false;
|
|
1614
|
+
assert(!nodestack.empty());
|
|
1615
|
+
assert(nodestack.back().opensubtrees == 0);
|
|
1616
|
+
|
|
1617
|
+
while (true) {
|
|
1618
|
+
while (nodestack.back().opensubtrees == 0) {
|
|
1619
|
+
countTreeWeight = true;
|
|
1620
|
+
depthoffset += nodestack.back().skipDepthCount;
|
|
1621
|
+
|
|
1622
|
+
if (nodestack.size() == 1) {
|
|
1623
|
+
if (nodestack.back().nodeBasis)
|
|
1624
|
+
lp->setStoredBasis(std::move(nodestack.back().nodeBasis));
|
|
1625
|
+
nodestack.pop_back();
|
|
1626
|
+
localdom.backtrackToGlobal();
|
|
1627
|
+
lp->flushDomain(localdom);
|
|
1628
|
+
lp->recoverBasis();
|
|
1629
|
+
return false;
|
|
1630
|
+
}
|
|
1631
|
+
|
|
1632
|
+
nodestack.pop_back();
|
|
1633
|
+
#ifndef NDEBUG
|
|
1634
|
+
HighsDomainChange branchchg =
|
|
1635
|
+
#endif
|
|
1636
|
+
localdom.backtrack();
|
|
1637
|
+
|
|
1638
|
+
if (nodestack.back().opensubtrees != 0) {
|
|
1639
|
+
countTreeWeight = nodestack.back().skipDepthCount == 0;
|
|
1640
|
+
// repropagate the node, as it may have become infeasible due to
|
|
1641
|
+
// conflicts
|
|
1642
|
+
HighsInt oldNumDomchgs = localdom.getNumDomainChanges();
|
|
1643
|
+
HighsInt oldNumChangedCols = localdom.getChangedCols().size();
|
|
1644
|
+
localdom.propagate();
|
|
1645
|
+
if (!localdom.infeasible() &&
|
|
1646
|
+
oldNumDomchgs != localdom.getNumDomainChanges()) {
|
|
1647
|
+
if (nodestack.back().stabilizerOrbits)
|
|
1648
|
+
nodestack.back().stabilizerOrbits->orbitalFixing(localdom);
|
|
1649
|
+
else
|
|
1650
|
+
mipsolver.mipdata_->symmetries.propagateOrbitopes(localdom);
|
|
1651
|
+
}
|
|
1652
|
+
if (localdom.infeasible()) {
|
|
1653
|
+
localdom.clearChangedCols(oldNumChangedCols);
|
|
1654
|
+
if (countTreeWeight)
|
|
1655
|
+
treeweight += std::ldexp(1.0, -getCurrentDepth());
|
|
1656
|
+
nodestack.back().opensubtrees = 0;
|
|
1657
|
+
}
|
|
1658
|
+
}
|
|
1659
|
+
|
|
1660
|
+
assert(
|
|
1661
|
+
(branchchg.boundtype == HighsBoundType::kLower &&
|
|
1662
|
+
branchchg.boundval >= nodestack.back().branchingdecision.boundval) ||
|
|
1663
|
+
(branchchg.boundtype == HighsBoundType::kUpper &&
|
|
1664
|
+
branchchg.boundval <= nodestack.back().branchingdecision.boundval));
|
|
1665
|
+
assert(branchchg.boundtype ==
|
|
1666
|
+
nodestack.back().branchingdecision.boundtype);
|
|
1667
|
+
assert(branchchg.column == nodestack.back().branchingdecision.column);
|
|
1668
|
+
}
|
|
1669
|
+
|
|
1670
|
+
NodeData& currnode = nodestack.back();
|
|
1671
|
+
|
|
1672
|
+
assert(currnode.opensubtrees == 1);
|
|
1673
|
+
currnode.opensubtrees = 0;
|
|
1674
|
+
bool fallbackbranch =
|
|
1675
|
+
currnode.branchingdecision.boundval == currnode.branching_point;
|
|
1676
|
+
double nodeScore;
|
|
1677
|
+
if (currnode.branchingdecision.boundtype == HighsBoundType::kLower) {
|
|
1678
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1679
|
+
currnode.branchingdecision.boundval =
|
|
1680
|
+
std::floor(currnode.branchingdecision.boundval - 0.5);
|
|
1681
|
+
nodeScore = pseudocost.getScoreDown(
|
|
1682
|
+
currnode.branchingdecision.column,
|
|
1683
|
+
fallbackbranch ? 0.5 : currnode.branching_point);
|
|
1684
|
+
} else {
|
|
1685
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1686
|
+
currnode.branchingdecision.boundval =
|
|
1687
|
+
std::ceil(currnode.branchingdecision.boundval + 0.5);
|
|
1688
|
+
nodeScore = pseudocost.getScoreUp(
|
|
1689
|
+
currnode.branchingdecision.column,
|
|
1690
|
+
fallbackbranch ? 0.5 : currnode.branching_point);
|
|
1691
|
+
}
|
|
1692
|
+
|
|
1693
|
+
if (fallbackbranch)
|
|
1694
|
+
currnode.branching_point = currnode.branchingdecision.boundval;
|
|
1695
|
+
|
|
1696
|
+
HighsInt domchgPos = domchgstack.size();
|
|
1697
|
+
size_t numChangedCols = localdom.getChangedCols().size();
|
|
1698
|
+
bool passStabilizerToChildNode =
|
|
1699
|
+
orbitsValidInChildNode(currnode.branchingdecision);
|
|
1700
|
+
localdom.changeBound(currnode.branchingdecision);
|
|
1701
|
+
double nodelb = std::max(currnode.lower_bound, currnode.other_child_lb);
|
|
1702
|
+
bool prune = nodelb > getCutoffBound() || localdom.infeasible();
|
|
1703
|
+
if (!prune) {
|
|
1704
|
+
localdom.propagate();
|
|
1705
|
+
prune = localdom.infeasible();
|
|
1706
|
+
if (prune) localdom.conflictAnalysis(mipsolver.mipdata_->conflictPool);
|
|
1707
|
+
}
|
|
1708
|
+
if (!prune) {
|
|
1709
|
+
mipsolver.mipdata_->symmetries.propagateOrbitopes(localdom);
|
|
1710
|
+
prune = localdom.infeasible();
|
|
1711
|
+
}
|
|
1712
|
+
if (!prune && passStabilizerToChildNode && currnode.stabilizerOrbits) {
|
|
1713
|
+
currnode.stabilizerOrbits->orbitalFixing(localdom);
|
|
1714
|
+
prune = localdom.infeasible();
|
|
1715
|
+
}
|
|
1716
|
+
if (prune) {
|
|
1717
|
+
localdom.backtrack();
|
|
1718
|
+
localdom.clearChangedCols(numChangedCols);
|
|
1719
|
+
if (countTreeWeight) treeweight += std::ldexp(1.0, -getCurrentDepth());
|
|
1720
|
+
continue;
|
|
1721
|
+
}
|
|
1722
|
+
|
|
1723
|
+
nodelb = std::max(nodelb, localdom.getObjectiveLowerBound());
|
|
1724
|
+
bool nodeToQueue = nodelb > mipsolver.mipdata_->optimality_limit;
|
|
1725
|
+
// we check if switching to the other branch of an ancestor yields a higher
|
|
1726
|
+
// additive branch score than staying in this node and if so we postpone the
|
|
1727
|
+
// node and put it to the queue to backtrack further.
|
|
1728
|
+
if (!nodeToQueue) {
|
|
1729
|
+
for (HighsInt i = nodestack.size() - 2; i >= 0; --i) {
|
|
1730
|
+
if (nodestack[i].opensubtrees == 0) continue;
|
|
1731
|
+
|
|
1732
|
+
bool fallbackbranch = nodestack[i].branchingdecision.boundval ==
|
|
1733
|
+
nodestack[i].branching_point;
|
|
1734
|
+
double branchpoint =
|
|
1735
|
+
fallbackbranch ? 0.5 : nodestack[i].branching_point;
|
|
1736
|
+
double ancestorScoreActive;
|
|
1737
|
+
double ancestorScoreInactive;
|
|
1738
|
+
if (nodestack[i].branchingdecision.boundtype ==
|
|
1739
|
+
HighsBoundType::kLower) {
|
|
1740
|
+
ancestorScoreInactive = pseudocost.getScoreDown(
|
|
1741
|
+
nodestack[i].branchingdecision.column, branchpoint);
|
|
1742
|
+
ancestorScoreActive = pseudocost.getScoreUp(
|
|
1743
|
+
nodestack[i].branchingdecision.column, branchpoint);
|
|
1744
|
+
} else {
|
|
1745
|
+
ancestorScoreActive = pseudocost.getScoreDown(
|
|
1746
|
+
nodestack[i].branchingdecision.column, branchpoint);
|
|
1747
|
+
ancestorScoreInactive = pseudocost.getScoreUp(
|
|
1748
|
+
nodestack[i].branchingdecision.column, branchpoint);
|
|
1749
|
+
}
|
|
1750
|
+
|
|
1751
|
+
// if (!mipsolver.submip)
|
|
1752
|
+
// printf("nodeScore: %g, ancestorScore: %g\n", nodeScore,
|
|
1753
|
+
// ancestorScore);
|
|
1754
|
+
nodeToQueue = ancestorScoreInactive - ancestorScoreActive >
|
|
1755
|
+
nodeScore + mipsolver.mipdata_->feastol;
|
|
1756
|
+
break;
|
|
1757
|
+
}
|
|
1758
|
+
}
|
|
1759
|
+
|
|
1760
|
+
if (nodeToQueue) {
|
|
1761
|
+
// if (!mipsolver.submip) printf("node goes to queue\n");
|
|
1762
|
+
std::vector<HighsInt> branchPositions;
|
|
1763
|
+
auto domchgStack = localdom.getReducedDomainChangeStack(branchPositions);
|
|
1764
|
+
double tmpTreeWeight = nodequeue.emplaceNode(
|
|
1765
|
+
std::move(domchgStack), std::move(branchPositions), nodelb,
|
|
1766
|
+
nodestack.back().estimate, getCurrentDepth() + 1);
|
|
1767
|
+
if (countTreeWeight) treeweight += tmpTreeWeight;
|
|
1768
|
+
localdom.backtrack();
|
|
1769
|
+
localdom.clearChangedCols(numChangedCols);
|
|
1770
|
+
continue;
|
|
1771
|
+
}
|
|
1772
|
+
nodestack.emplace_back(
|
|
1773
|
+
nodelb, currnode.estimate, currnode.nodeBasis,
|
|
1774
|
+
passStabilizerToChildNode ? currnode.stabilizerOrbits : nullptr);
|
|
1775
|
+
|
|
1776
|
+
lp->flushDomain(localdom);
|
|
1777
|
+
nodestack.back().domgchgStackPos = domchgPos;
|
|
1778
|
+
break;
|
|
1779
|
+
}
|
|
1780
|
+
|
|
1781
|
+
if (nodestack.back().nodeBasis) {
|
|
1782
|
+
lp->setStoredBasis(nodestack.back().nodeBasis);
|
|
1783
|
+
lp->recoverBasis();
|
|
1784
|
+
}
|
|
1785
|
+
|
|
1786
|
+
return true;
|
|
1787
|
+
}
|
|
1788
|
+
|
|
1789
|
+
bool HighsSearch::backtrackUntilDepth(HighsInt targetDepth) {
|
|
1790
|
+
if (nodestack.empty()) return false;
|
|
1791
|
+
assert(!nodestack.empty());
|
|
1792
|
+
if (getCurrentDepth() >= targetDepth) nodestack.back().opensubtrees = 0;
|
|
1793
|
+
|
|
1794
|
+
while (nodestack.back().opensubtrees == 0) {
|
|
1795
|
+
depthoffset += nodestack.back().skipDepthCount;
|
|
1796
|
+
nodestack.pop_back();
|
|
1797
|
+
|
|
1798
|
+
#ifndef NDEBUG
|
|
1799
|
+
HighsDomainChange branchchg =
|
|
1800
|
+
#endif
|
|
1801
|
+
localdom.backtrack();
|
|
1802
|
+
if (nodestack.empty()) {
|
|
1803
|
+
lp->flushDomain(localdom);
|
|
1804
|
+
return false;
|
|
1805
|
+
}
|
|
1806
|
+
assert(
|
|
1807
|
+
(branchchg.boundtype == HighsBoundType::kLower &&
|
|
1808
|
+
branchchg.boundval >= nodestack.back().branchingdecision.boundval) ||
|
|
1809
|
+
(branchchg.boundtype == HighsBoundType::kUpper &&
|
|
1810
|
+
branchchg.boundval <= nodestack.back().branchingdecision.boundval));
|
|
1811
|
+
assert(branchchg.boundtype == nodestack.back().branchingdecision.boundtype);
|
|
1812
|
+
assert(branchchg.column == nodestack.back().branchingdecision.column);
|
|
1813
|
+
|
|
1814
|
+
if (getCurrentDepth() >= targetDepth) nodestack.back().opensubtrees = 0;
|
|
1815
|
+
}
|
|
1816
|
+
|
|
1817
|
+
NodeData& currnode = nodestack.back();
|
|
1818
|
+
assert(currnode.opensubtrees == 1);
|
|
1819
|
+
currnode.opensubtrees = 0;
|
|
1820
|
+
bool fallbackbranch =
|
|
1821
|
+
currnode.branchingdecision.boundval == currnode.branching_point;
|
|
1822
|
+
if (currnode.branchingdecision.boundtype == HighsBoundType::kLower) {
|
|
1823
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kUpper;
|
|
1824
|
+
currnode.branchingdecision.boundval =
|
|
1825
|
+
std::floor(currnode.branchingdecision.boundval - 0.5);
|
|
1826
|
+
} else {
|
|
1827
|
+
currnode.branchingdecision.boundtype = HighsBoundType::kLower;
|
|
1828
|
+
currnode.branchingdecision.boundval =
|
|
1829
|
+
std::ceil(currnode.branchingdecision.boundval + 0.5);
|
|
1830
|
+
}
|
|
1831
|
+
|
|
1832
|
+
if (fallbackbranch)
|
|
1833
|
+
currnode.branching_point = currnode.branchingdecision.boundval;
|
|
1834
|
+
|
|
1835
|
+
HighsInt domchgPos = localdom.getDomainChangeStack().size();
|
|
1836
|
+
bool passStabilizerToChildNode =
|
|
1837
|
+
orbitsValidInChildNode(currnode.branchingdecision);
|
|
1838
|
+
localdom.changeBound(currnode.branchingdecision);
|
|
1839
|
+
nodestack.emplace_back(
|
|
1840
|
+
currnode.lower_bound, currnode.estimate, currnode.nodeBasis,
|
|
1841
|
+
passStabilizerToChildNode ? currnode.stabilizerOrbits : nullptr);
|
|
1842
|
+
|
|
1843
|
+
lp->flushDomain(localdom);
|
|
1844
|
+
nodestack.back().domgchgStackPos = domchgPos;
|
|
1845
|
+
if (nodestack.back().nodeBasis &&
|
|
1846
|
+
(HighsInt)nodestack.back().nodeBasis->row_status.size() ==
|
|
1847
|
+
lp->getLp().num_row_)
|
|
1848
|
+
lp->setStoredBasis(nodestack.back().nodeBasis);
|
|
1849
|
+
lp->recoverBasis();
|
|
1850
|
+
|
|
1851
|
+
return true;
|
|
1852
|
+
}
|
|
1853
|
+
|
|
1854
|
+
HighsSearch::NodeResult HighsSearch::dive() {
|
|
1855
|
+
reliableatnode.clear();
|
|
1856
|
+
|
|
1857
|
+
do {
|
|
1858
|
+
++nnodes;
|
|
1859
|
+
NodeResult result = evaluateNode();
|
|
1860
|
+
|
|
1861
|
+
if (mipsolver.mipdata_->checkLimits(nnodes)) return result;
|
|
1862
|
+
|
|
1863
|
+
if (result != NodeResult::kOpen) return result;
|
|
1864
|
+
|
|
1865
|
+
result = branch();
|
|
1866
|
+
if (result != NodeResult::kBranched) return result;
|
|
1867
|
+
} while (true);
|
|
1868
|
+
}
|
|
1869
|
+
|
|
1870
|
+
void HighsSearch::solveDepthFirst(int64_t maxbacktracks) {
|
|
1871
|
+
do {
|
|
1872
|
+
if (maxbacktracks == 0) break;
|
|
1873
|
+
|
|
1874
|
+
NodeResult result = dive();
|
|
1875
|
+
// if a limit was reached the result might be open
|
|
1876
|
+
if (result == NodeResult::kOpen) break;
|
|
1877
|
+
|
|
1878
|
+
--maxbacktracks;
|
|
1879
|
+
|
|
1880
|
+
} while (backtrack());
|
|
1881
|
+
}
|