Merge branch 'return-benders-solution' into 'master'

Adds relaxator for applying Benders' decomposition using a supplied decomposition structure (such as through a DEC file)

See merge request integer/scip!3774

Author: stephenjmaher

CHANGELOG

@@ -28,6 +28,10 @@ Features
 - added decomposition kernel search (DKS) heuristic (disabled by default). This heuristic implements a kernel search framework and can be used
   both as a construction heuristic as well as an improvement heuristic. In addition, existing decomposition information can be utilized by this heuristic.
 - symmetry detection does not treat implicit integer variables separately anymore, but computes symmetries based on the variable type inferred from variable bounds and implied integrality
+- when solving a SCIP problem with additional decomposition information (for example, when reading a DEC file) and enabling decomposition/applybenders,
+  the problem is now solved in a Benders' decomposition relaxator; instead of decomposing the original SCIP instance, the relaxator builds the decomposed problem in
+  sub-SCIPs and solves it via default Benders' Decomposition; a solution to the original (undecomposed) problem is now made available by the relaxator;
+  the SCIP shell dialog "display statistics" now also prints the statistics from solving the Benders' decomposition in the relaxator
 
 Performance improvements
 ------------------------
@@ -87,6 +91,8 @@ Interface changes
 - SCIPexprSetIntegrality(): set argument generalized from SCIP_Bool integral to SCIP_IMPLINTTYPE integrality (4th position)
 - Temporarily for SCIP 10 only: Creating a variable SCIPcreateVar() with type SCIP_VARTYPE_IMPLINT creates a variable of type SCIP_VARTYPE_CONTINUOUS and implied integral type SCIP_IMPLINTTYPE_WEAK instead
 - Temporarily for SCIP 10 only: SCIPchgVarType() converts a call with type SCIP_VARTYPE_IMPLINT into a call of SCIPchgVarImplType() with type SCIP_IMPLINTTYPE_WEAK
+- SCIPapplyBendersDecomposition has been removed. This was originally used to apply Benders' decomposition from a
+  supplied decomposition structure. The application of Benders' decomposition now occurs in benders_relax.
 
 ### New API functions
 
@@ -127,6 +133,8 @@ Interface changes
 - added SCIPvarsCountTypes() to determine the variable type count distribution for an array of variables
 - added SCIPeventGetOldImplType() and SCIPeventGetNewImplType() to query the new event SCIP_EVENTTYPE_IMPLTYPECHANGED
 - added SCIPexprGetIntegrality(), which in addition to the existing function SCIPexprIsIntegral() provides information about the presence of weakly implied integral variables
+- added SCIPincludeRelaxBenders(), which is used to include the Benders' decomposition relaxator.
+- added SCIPgetMasterProblemRelaxBenders() for retrieving the master problem SCIP instance from the Benders' decomposition relaxator.
 
 ### Changes in preprocessor macros
 
@@ -179,6 +187,11 @@ Interface changes
   "heuristics/dks/buckmaxgap", "heuristics/dks/maxlinkscore", "heuristics/dks/maxbuckfrac", "heuristics/dks/maxnodes",
   "heuristics/dks/usetwolevel", "heuristics/dks/usedecomp", "heuristics/dks/usebestsol", "heuristics/dks/redcostsort", "heuristics/dks/primalonly",
   "heuristics/dks/redcostlogsort", "heuristics/dks/objcutoff", and "heuristics/dks/runbinprobsonly" to control heuristic decomposition kernel search
+- new parameters "relaxing/benders/continueorig" and "relaxing/benders/nodelimit" for controlling the behaviour of the
+  Benders' decomposition relaxator. The "continueorig" parameter indicates whether the original problem should continue
+  solving after the completion of the Benders' decomposition algorithm if the problem is not solved to optimality. The
+  "nodelimit" parameter allows the user to provide a node limit for the Benders' decomposition master problem (by
+  default the limits from the original SCIP instance are copied to the master problem).
 
 ### Data structures
 

Makefile

@@ -878,6 +878,7 @@ SCIPPLUGINLIBOBJ=	scip/benders_default.o \
 			scip/reader_tim.o \
 			scip/reader_wbo.o \
 			scip/reader_zpl.o \
+			scip/relax_benders.o \
 			scip/sepa_aggregation.o \
 			scip/sepa_cgmip.o \
 			scip/sepa_clique.o \

check/CMakeLists.txt

@@ -187,6 +187,10 @@ set(settings_BendersQP
     "benders-qp"
    )
 
+set(settings_BendersDec
+    "usebenders-dec"
+)
+
 set(settings_Decomp
    "decompheurs"
    "decompheurs_dps"
@@ -483,9 +487,16 @@ set(instances_BendersLB
    )
 
 set(instances_BendersQP
-    "instances/Benders/classical_20_0.mps\;instances/Benders/classical_20.dec\;-8.22960761981176e-02"
-    "instances/Benders/classical_30_0.mps\;instances/Benders/classical_30.dec\;-7.98150796362468e-02"
-    "instances/Benders/classical_30_15.mps\;instances/Benders/classical_30.dec\;-7.34740783553289e-02"
+    "instances/Benders/classical_20_0.mps\;instances/Benders/classical_20.dec\;-8.22958452550615e-02"
+    "instances/Benders/classical_30_0.mps\;instances/Benders/classical_30.dec\;-7.98149452840201e-02"
+    "instances/Benders/classical_30_15.mps\;instances/Benders/classical_30.dec\;-7.34739274330805e-02"
+   )
+
+set(instances_BendersDec
+   "instances/Benders/cap41.lp\;instances/Benders/cap41.dec\;+1.24518068000000e+06"
+   "instances/Benders/cap42.lp\;instances/Benders/cap42.dec\;+1.31282733250000e+06"
+   "instances/Benders/cap43.lp\;instances/Benders/cap43.dec\;+1.37782733250000e+06"
+   "instances/Benders/cap44.lp\;instances/Benders/cap44.dec\;+1.47532733250000e+06"
    )
 
 set(instances_Decomp
@@ -667,7 +678,7 @@ if((${TEST_BENDERSQP} AND (NOT ${LPS} STREQUAL "msk" )) OR (NOT ${prefix} STREQU
             #
             # treat the instance as a tuple (list) of two values
             #
-            if(NOT ((${basename} STREQUAL "classical_30_0.mps") AND (${LPS} STREQUAL "grb")))
+            if(NOT ((${basename} STREQUAL "classical_30_0.mps") AND ((${LPS} STREQUAL "grb") OR (${LPS} STREQUAL "cpx"))))
             add_test(NAME ${prefix}-${setting}-${basename}
                COMMAND $<TARGET_FILE:scip> -c "set load ${PROJECT_SOURCE_DIR}/check/coverage/settings/${setting}.set read ${PROJECT_SOURCE_DIR}/check/${instpath} read ${PROJECT_SOURCE_DIR}/check/${decpath} opt validatesol ${optval} ${optval} q"
                     )
@@ -677,7 +688,7 @@ if((${TEST_BENDERSQP} AND (NOT ${LPS} STREQUAL "msk" )) OR (NOT ${prefix} STREQU
                                     FAIL_REGULAR_EXPRESSION "ERROR|user parameter file <${PROJECT_SOURCE_DIR}/check/coverage/settings/${setting}.set> not found"
                                     DEPENDS scip-build
                                 )
-            endif()  # separation does not converge, #3724 (LPS=grb, BendersQP-benders-qp-classical_30_0.mps)
+            endif()  # separation does not converge, #3724 (LPS=grb or LPS=cpx, BendersQP-benders-qp-classical_30_0.mps)
         endforeach(setting)
     endforeach(instance)
 endif()
@@ -729,6 +740,7 @@ add_instancetests(instances_Benders settings_Benders "Benders")
 add_instancetests(instances_Or settings_Or "Or")
 add_instancetests(instances_BendersLB settings_BendersLB "BendersLB")
 add_decompinstancetests(instances_BendersQP settings_BendersQP "BendersQP")
+add_decompinstancetests(instances_BendersDec settings_BendersDec "BendersDec")
 add_decompinstancetests(instances_Decomp settings_Decomp "Decomp")
 add_pairtests(pairs_Issue "Issue")
 

check/coverage/settings/usebenders-dec.set

@@ -0,0 +1,21 @@
+# SCIP version 10.0.0
+
+# should the variables be labelled for the application of Benders' decomposition?
+# [type: bool, advanced: FALSE, range: {TRUE,FALSE}, default: FALSE]
+decomposition/benderslabels = TRUE
+
+# if a decomposition exists, should Benders' decomposition be applied?
+# [type: bool, advanced: FALSE, range: {TRUE,FALSE}, default: FALSE]
+decomposition/applybenders = TRUE
+
+# frequency for calling primal heuristic <alns> (-1: never, 0: only at depth freqofs)
+# [type: int, advanced: FALSE, range: [-1,65534], default: 20]
+heuristics/alns/freq = -1
+
+# frequency for calling primal heuristic <rens> (-1: never, 0: only at depth freqofs)
+# [type: int, advanced: FALSE, range: [-1,65534], default: 0]
+heuristics/rens/freq = -1
+
+# should Benders' decomposition be used in LNS heurisics?
+# [type: bool, advanced: FALSE, range: {TRUE,FALSE}, default: TRUE]
+benders/default/lnscheck = FALSE