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);

178

assert(heurdata !=

);

180

assert(heurdata->subscip !=

);

183

assert(nsubvars == heurdata->nsubvars);

188 for

( i = 0; i < heurdata->nsubvars; ++i )

191

assert(subvar !=

);

195

assert(var !=

);

208

heurdata->nsubvars = 0;

235

assert(heurdata !=

);

236

assert(heurdata->subscip ==

);

238

heurdata->triedsetupsubscip =

;

270 SCIPdebugMsg

(

"failed to copy some plugins to sub-SCIP, continue anyway\n"

);

276 SCIPdebugMsg

(

"none of the NLPIs from main SCIP copied into sub-SCIP, give up heuristic.\n"

);

299 if

( !heurdata->subscipisvalid )

301 SCIPdebugMsg

(

"failed to copy some constraints to sub-SCIP, continue anyway\n"

);

313

heurdata->nvars = nvars;

327

assert(subvar !=

);

343 for

( i = 0; i < heurdata->nsubvars; ++i )

347

var = heurdata->var_subscip2scip[i];

359 for

( i = 0; i < heurdata->nvars; ++i )

363 for

( i = 0; i < heurdata->nsubvars; ++i )

365

assert(heurdata->var_subscip2scip[i] !=

);

400 if

( !heurdata->continuous )

410 if

( !

SCIPisParamFixed

(heurdata->subscip,

"constraints/components/maxprerounds"

) )

446 SCIPwarningMessage

(

"Error while initializing subproblem in subnlp heuristic; sub-SCIP terminated with code <%d>\n"

, retcode);

476

assert(event !=

);

477

assert(eventdata !=

);

478

assert(eventhdlr !=

);

481

assert(heurdata !=

);

484

assert(var !=

);

494

assert(idx < heurdata->nvars);

496

subvar = heurdata->var_scip2subscip[idx];

500 for

( idx = 0; idx < heurdata->nsubvars; ++idx )

502 if

( heurdata->var_subscip2scip[idx] == var )

505

assert(idx < heurdata->nsubvars);

508

assert(subvar !=

);

541

assert(heur !=

);

542

assert(sol !=

);

545

assert(heurdata !=

);

559

assert(nvars >= heurdata->nvars);

560 for

( i = 0; i < heurdata->nvars; ++i )

563

assert(var !=

);

566

subvar = heurdata->var_scip2subscip[i];

567 if

( subvar ==

)

576 for

( ; i < nvars; ++i )

579

assert(var !=

);

602

assert(heur !=

);

603

assert(result !=

);

606

assert(heurdata !=

);

610 if

( resultsol ==

)

622

heurdata->lastsol = sol;

633 if

( heurdata->nlpverblevel >= 1 )

646 if

( heurdata->nlpverblevel >= 1 )

652 SCIPdebugMsg

(

"solution reported by NLP solver not stored by SCIP\n"

);

656 else if

( heurdata->nlpverblevel >= 1 )

669

heurdata->lastsol = resultsol;

679 if

( heurdata->nlpverblevel >= 1 )

685 SCIPdebugMsg

(

"solution reported by NLP solver feasible for SCIP\n"

);

691 if

( heurdata->nlpverblevel >= 1 )

697 SCIPdebugMsg

(

"solution reported by NLP solver not feasible for SCIP\n"

);

724

assert(heur !=

);

725

assert(sol !=

);

726

assert(subsol !=

);

729

assert(heurdata !=

);

742

assert(nvars >= heurdata->nvars);

743 for

( i = 0; i < heurdata->nvars; ++i )

746

assert(var !=

);

749

subvar = heurdata->var_scip2subscip[i];

750 if

( subvar ==

)

759 for

( ; i < nvars; ++i )

762

assert(var !=

);

782 if

( heurdata->nnlpsolvesiterlim > heurdata->nnlpsolvesokay )

783 return MAX

(heurdata->itermin, 2 * heurdata->iterusediterlim);

786 if

( heurdata->nnlpsolvesokay >= heurdata->ninitsolves )

787 return MAX

(heurdata->itermin, 2 * heurdata->iterusedokay / heurdata->nnlpsolvesokay);

790 if

( heurdata->nnlpsolvesokay > 0 )

791 return MAX3

(heurdata->itermin, heurdata->iterinit, 2 * heurdata->iterusedokay / heurdata->nnlpsolvesokay);

794 return MAX

(heurdata->itermin, heurdata->iterinit);

819

assert(heur !=

);

820

assert(heurdata !=

);

821

assert(result !=

);

829 if

( timelimit <= 0.0 )

846 if

( !heurdata->continuous )

908 SCIPwarningMessage

(

"Error while solving subproblem in subnlp heuristic; sub-SCIP terminated with code <%d>\n"

, retcode);

919 for

( i = 0; i <

SCIPgetNSols

(heurdata->subscip); ++i )

921 if

( resultsol ==

)

929

heurdata->lastsol = sol;

933 if

( heurdata->nlpverblevel >= 1 )

946 if

( heurdata->nlpverblevel >= 1 )

962

heurdata->lastsol = resultsol;

966 if

( heurdata->nlpverblevel >= 1 )

972 SCIPdebugMsg

(

"SCIP solution from sub-SCIP root node is feasible\n"

);

979 if

( heurdata->nlpverblevel >= 1 )

985 SCIPdebugMsg

(

"SCIP solution from sub-SCIP root node is not feasible\n"

);

994 if

( heurdata->nlpverblevel >= 1 )

1053 if

( heurdata->nlpverblevel >= 3 )

1069 if

( subvar ==

)

1071

startpoint[i] = constant;

1073 if

( heurdata->nlpverblevel >= 3 && !

SCIPisZero

(heurdata->subscip, startpoint[i]) )

1090 if

( heurdata->nlpverblevel >= 3 && !

SCIPisZero

(heurdata->subscip, startpoint[i]) )

1102

expectinfeas =

;

1103 if

( heurdata->expectinfeas == 0.0 )

1104

expectinfeas =

;

1105 else if

( heurdata->nnlpsolvesokay > heurdata->ninitsolves && heurdata->nnlpsolvesinfeas > heurdata->expectinfeas * heurdata->nnlpsolvesokay )

1106

expectinfeas =

;

1112

.opttol = heurdata->opttol,

1113

.feastol = heurdata->feastol,

1114

.verblevel = (

unsigned short

)heurdata->nlpverblevel,

1115

.expectinfeas = expectinfeas

1118 SCIPdebugMsg

(

"NLP solver returned with termination status %d and solution status %d, objective value is %g\n"

1130 if

( heurdata->nlpverblevel >= 1 )

1132 SCIPinfoMessage

(

"NLP solver in subNLP heuristic for problem <%s> returned with bad termination status %d.\n"

1136

++(heurdata->nseriousnlpierror);

1138 "NLP solver in subNLP heuristic for problem <%s> returned with bad termination status %d. This was the %d%s successive time.\n"

1140

heurdata->nseriousnlpierror == 1 ?

"st"

: heurdata->nseriousnlpierror == 2 ?

"nd"

: heurdata->nseriousnlpierror == 3 ?

"rd"

"th"

);

1141 if

( heurdata->nseriousnlpierror >= 5 )

1148

heurdata->nseriousnlpierror = 0;

1152 SCIPdebugMsg

(

"NLP solver used %d iterations and %g seconds; violation cons %g, bounds %g\n"

1155

heurdata->iterused += nlpstatistics.

;

1156

++heurdata->nnlpsolves;

1159

++heurdata->nnlpsolvesokay;

1160

heurdata->iterusedokay += nlpstatistics.

;

1163

++heurdata->nnlpsolvesinfeas;

1167

++heurdata->nnlpsolvesiterlim;

1168

heurdata->iterusediterlim =

MAX

(heurdata->iterusediterlim, nlpstatistics.

);

1191 if

( heurdata->tighterfeastolfailed )

1195 if

( heurdata->feastolfactor == 1.0 )

1203 if

( heurdata->continuous )

1207 if

(

MAX

(nlpstatistics.

consviol

, nlpstatistics.

boundviol

) <= heurdata->feastolfactor * heurdata->feastol )

1215

.iterlimit =

MAX

(heurdata->itermin, nlpstatistics.

1216

.opttol = heurdata->opttol,

1217

.feastol = heurdata->feastolfactor * heurdata->feastol,

1218

.verblevel = (

unsigned short

)heurdata->nlpverblevel,

1222 SCIPdebugMsg

(

"NLP solver returned with termination status %d and solution status %d, objective value is %g\n"

1233 SCIPdebugMsg

(

"NLP solver used %d iterations and %g seconds; violation cons %g, bounds %g\n"

1237

heurdata->iterused += nlpstatistics.

;

1250

heurdata->feastol *= heurdata->feastolfactor;

1252

heurdata->tighterfeastolfailed =

;

1281

assert(nsubvars == heurdata->nsubvars);

1283 if

( nsubbinvars == 0 && nsubintvars == 0 )

1286 SCIPdebugMsg

(

"heur_subnlp found subCIP infeasible after fixing no variables, something is strange here...\n"

);

1300 if

( nsubintvars == 0 )

1309 for

( i = nsubbinvars - 1; i >= 0; --i )

1311

subvar = subvars[i];

1314

var = heurdata->var_subscip2scip[i];

1321

assert(fixval == 0.0 || fixval == 1.0);

1323 if

( fixval == 0.0 )

1326

consvars[nconsvars] = var;

1362 for

( i = nsubbinvars + nsubintvars - 1; i >= 0; --i )

1364

subvar = subvars[i];

1367

var = heurdata->var_subscip2scip[i];

1380

assert(nconsvars < nsubbinvars + 2*nsubintvars);

1384

bounds[nconsvars] = fixval - 1.0;

1385

consvars[nconsvars] = var;

1391

assert(nconsvars < nsubbinvars + 2*nsubintvars);

1395

bounds[nconsvars] = fixval + 1.0;

1396

consvars[nconsvars] = var;

1413 SCIPdebugMsg

(

"adding constraint to forbid fixation in main problem\n"

);

1435

assert(heur !=

);

1450

assert(heur !=

);

1453

assert(heurdata !=

);

1454

assert(heurdata->subscip ==

);

1455

assert(heurdata->var_subscip2scip ==

);

1456

assert(heurdata->var_scip2subscip ==

);

1457

assert(heurdata->startcand ==

);

1471

assert(heur !=

);

1474

assert(heurdata !=

);

1475

assert(heurdata->subscip ==

);

1479

heurdata->tighterfeastolfailed =

;

1480

heurdata->triedsetupsubscip =

;

1481

heurdata->nseriousnlpierror = 0;

1482

heurdata->iterused = 0;

1483

heurdata->iterusedokay = 0;

1484

heurdata->iterusediterlim = 0;

1485

heurdata->nnlpsolves = 0;

1486

heurdata->nnlpsolvesokay = 0;

1487

heurdata->nnlpsolvesiterlim = 0;

1488

heurdata->nnlpsolvesinfeas = 0;

1498

assert(heur !=

);

1513

assert(heur !=

);

1517

assert(heurdata !=

);

1519 if

( heurdata->subscip !=

)

1522

heurdata->triedsetupsubscip =

;

1526 if

( heurdata->startcand !=

)

1546

assert(heur !=

);

1553

assert(heurdata !=

);

1560 if

( heurdata->subscip ==

&& heurdata->keepcopy && heurdata->triedsetupsubscip )

1571 if

( heurdata->startcand ==

)

1576 if

( nodeinfeasible )

1592 SCIPdebugMsg

(

"LP is unbounded in root node, so we are quite desperate; run NLP heuristic and pray\n"

);

1599 SCIPdebugMsg

(

"NLP heuristic delayed because no start candidate given and current LP solution is fractional\n"

);

1605 SCIPdebugMsg

(

"NLP heuristic delayed because lower and upper bound coincide in current node\n"

);

1620

itercontingent = heurdata->nodesfactor * (

SCIPgetNNodes

(

) + heurdata->nodesoffset);

1625 if

( heurdata->successrateexp > 0.0 &&

SCIPheurGetNCalls

(heur) - heurdata->nnlpsolvesiterlim >= heurdata->ninitsolves )

1628

itercontingent -= heurdata->iterused;

1634 SCIPdebugMsg

(

"skip NLP heuristic; contingent=%f; iterlimit=%d; success ratio=%g\n"

1642 if

( heurdata->nlpverblevel >= 1 )

1654 if

( heurdata->startcand !=

)

1684

heurdata->eventhdlr =

;

1686

processVarEvent,

) );

1687

assert(heurdata->eventhdlr !=

);

1694

assert(heur !=

);

1705 "verbosity level of NLP solver"

1706

&heurdata->nlpverblevel,

, 0, 0, USHRT_MAX,

) );

1709 "number of nodes added to the current number of nodes when computing itercontingent (higher value runs heuristic more often in early search)"

1710

&heurdata->nodesoffset,

, 1600, 0, INT_MAX,

) );

1713 "factor on number of nodes in SCIP (plus nodesoffset) to compute itercontingent (higher value runs heuristics more frequently)"

1717 "exponent for power of success rate to be multiplied with itercontingent (lower value decreases impact of success rate)"

1718

&heurdata->successrateexp,

, 1.0, 0.0, DBL_MAX,

) );

1721 "number of iterations used for initial NLP solves"

1722

&heurdata->iterinit,

, 300, 0, INT_MAX,

) );

1725 "number of successful NLP solves until switching to iterlimit guess and using success rate"

1726

&heurdata->ninitsolves,

, 2, 0, INT_MAX,

) );

1729 "minimal number of iterations for NLP solves"

1730

&heurdata->itermin,

, 20, 0, INT_MAX,

) );

1733 "absolute optimality tolerance to use for NLP solves"

1737 "factor on SCIP feasibility tolerance for NLP solves if resolving when NLP solution not feasible in CIP"

1738

&heurdata->feastolfactor,

, 0.1, 0.0, 1.0,

) );

1741 "limit on number of presolve rounds in sub-SCIP (-1 for unlimited, 0 for no presolve)"

1742

&heurdata->maxpresolverounds,

, -1, -1, INT_MAX,

) );

1745 "presolve emphasis in sub-SCIP (0: default, 1: aggressive, 2: fast, 3: off)"

1749 "whether to set cutoff in sub-SCIP to current primal bound"

1753 "whether to add constraints that forbid specific fixings that turned out to be infeasible"

1757 "whether to keep SCIP copy or to create new copy each time heuristic is applied"

1761 "percentage of NLP solves with infeasible status required to tell NLP solver to expect an infeasible NLP"

1762

&heurdata->expectinfeas,

, 0.0, 0.0, 1.0,

) );

1783

assert(heur !=

);

1787

assert(heurdata !=

);

1790 if

( heurdata->subscip ==

&& !heurdata->triedsetupsubscip )

1798 if

( heurdata->subscip ==

)

1801

assert(heurdata->nsubvars > 0);

1802

assert(heurdata->var_subscip2scip !=

);

1805 if

( !heurdata->continuous )

1820

assert(nsubvars == heurdata->nsubvars);

1823 for

( i = nsubbinvars + nsubintvars - 1; i >= 0; --i )

1825

subvar = subvars[i];

1828

var = heurdata->var_subscip2scip[i];

1829

assert(var !=

);

1842 SCIPdebugMsg

(

"skip NLP heuristic because start candidate not integer feasible: var <%s> has value %g\n"

SCIPvarGetName

(var), fixval);

1870 SCIPdebugMsg

(

"skip NLP heuristic because start candidate not feasible: fixing var <%s> to value %g is infeasible\n"

SCIPvarGetName

(var), fixval);

1897 if

( heurdata->subscip ==

)

1922 if

( !heurdata->continuous )

1933

heurdata->triedsetupsubscip =

;

1953

assert(heur !=

);

1955

assert(solcand !=

);

1963

assert(heurdata !=

);

1965 if

( heurdata->subscip ==

)

1969 if

( heurdata->triedsetupsubscip )

1981 if

( heurdata->lastsol == solcand )

1984 SCIPdebugMsg

(

"consider solution candidate with violation %g and objective %g from %s\n"

1988 if

( heurdata->startcand ==

|| violation < heurdata->startcandviol ||

1991 if

( heurdata->startcand !=

)

1997

heurdata->startcandviol = violation;

2015

assert(heur !=

);

2019

assert(heurdata !=