Merge remote-tracking branch 'origin/performance-master' into strongbranching_dynamiclookahead_lognormal

Author: GioniMexi

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
 ------------------------
@@ -68,6 +72,7 @@ Interface changes
 - the callback SCIP_DECL_EXPRINTEGRALITY, which returns the integrality of an expression, had its fourth argument change from SCIP_Bool* to SCIP_IMPLINTTYPE*, to represent implied integrality in nonlinear expressions, that is an implied integral type of an auxiliary variable if the expression were assigned to it
 - new event SCIP_EVENTTYPE_DUALBOUNDIMPROVED is generated whenever the global dual bound is improved
 - new event mask SCIP_EVENTTYPE_GAPUPDATED for catching updates in primal or dual bound
+- added new sorting functions SCIPsortRealPtrPtr(), ...
 
 ### Deleted and changed API methods
 
@@ -87,6 +92,8 @@ 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 +134,8 @@ 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 +188,11 @@ 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
 
@@ -285,15 +299,31 @@ Miscellaneous
 
 - updated description of paramater misc/usesymmetry
 
+@section RN923 SCIP 9.2.3
+*************************
+
+Fixed bugs
+----------
+
+Build system
+------------
+
+### Cmake
+
+### Makefile
+
+Miscellaneous
+-------------
+
 @section RN922 SCIP 9.2.2
 *************************
 
 Fixed bugs
 ----------
 
-- fixed definition of slack variables of >= constraints and ranged rows in LP interface to Gurobi (lpi_grb.c)
+- fixed definition of slack variables of >= constraints and ranged rows in LP interface to Gurobi
 - free memory leaking singleton arrays for ignored variables in SCIPapplyHeurDualval()
-- use epsilon tolerance for bound implications of dual substitutions in dualPresolve() of cons_linear.c
+- use epsilon tolerance for bound implications of dual substitutions in dualPresolve() of cons_linear
 - fixed timeouts due to race conditions when using TPI=omp
 - fixed issues with indexing of concurrent solvers when a solver finishes (because SCIP is too fast) before others have been created when using TPI=tny
 - respect fixing if variable is declared binary in bounds section of mps file
@@ -302,16 +332,18 @@ Fixed bugs
 - adds missing NULL check for Benders' subproblems in feasalt cut
 - apply objective scale to pseudoboolean non-linear terms
 - impose pseudoboolean cost bound without intermediate casting
-- flatten aggregation graph before finishing presolving to accelerate evaluating an empty solution
-- respect fixed resultants in binvarGetActiveProbindex() of branch_relpscost.c
-- drop fixed resultants when copying pseudoboolean constraint to avert segmentation fault
-- correct matrix entry when resolving aggregated variables in checkSystemGF2() of cons_xor.c
-- corrected symmetry detection graph of cons_and.c, cons_or.c, and cons_xor.c
-- correct redundancy filter in consdataCreateRedundant() of cons_bounddisjunction.c
-- replaced unreliable comparison of node pointers by node numbers in prop_genvbounds.c
-- allocate memory for all integral variables to avoid segmentation faults in applyCliqueFixings() of heur_clique.c
+- flatten aggregation graph before finishing presolve to accelerate evaluating an empty solution
+- respect fixed resultants in binvarGetActiveProbindex() of branch_relpscost
+- drop fixed resultants when copying pseudoboolean constraint
+- correct matrix entry when resolving aggregated variables in checkSystemGF2() of cons_xor
+- corrected symmetry detection graph of cons_and, cons_or, cons_xor, and cons_indicator
+- correct redundancy filter in consdataCreateRedundant() of cons_bounddisjunction
+- replaced unreliable comparison of node pointers by node numbers in prop_genvbounds
+- allocate memory for all integral variables in applyCliqueFixings() of heur_clique
 - fix conflict resolution for one particular case in cons_indicator
 - make interface to nauty thread safe
+- use relative epsilon tolerance to check Farkas row in SCIPlpGetDualfarkas() to avoid invalid cutoff
+- fixed bug with SOS2 constraints of size that avoided a correct enforcing
 
 Build system
 ------------
@@ -329,9 +361,6 @@ Build system
 - fix use of SANITIZE=full for debug builds with GCC on Linux: removed -fsanitize=leak because it cannot be used together with -fsanitize=address
 - fix that make install SHARED=true missed to install libscipbase
 
-Miscellaneous
--------------
-
 @section RN921 SCIP 9.2.1
 *************************
 
@@ -346,7 +375,6 @@ Fixed bugs
 - added copy callbacks for presolvers dualagg and redvub, branching rules lookahead and cloud, primal heuristics dualval and repair, propagator nlobbt, and separators gauge and convexproj
 - respect maximal separation rounds setting by running remaining delayed separators in last round
 - replace terms consistently in applyFixings() of cons_linear to handle infinite aggregations
-- fixed bug with SOS2 constraints of size that avoided a correct enforcing
 
 Build system
 ------------

CMakeLists.txt

@@ -21,7 +21,7 @@ set(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_DEBUG} ${CMAKE_CXX_FLAGS_R
 set(SCIP_VERSION_MAJOR 10)
 set(SCIP_VERSION_MINOR 0)
 set(SCIP_VERSION_PATCH 0)
-set(SCIP_VERSION_API 142)
+set(SCIP_VERSION_API 143)
 
 project(SCIP
     VERSION ${SCIP_VERSION_MAJOR}.${SCIP_VERSION_MINOR}.${SCIP_VERSION_PATCH}

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"
@@ -376,7 +380,7 @@ set(instances_Bilinrelax
 # PB instances
 #
 set(instances_PB
-    "instances/PseudoBoolean/factor-mod-size=9-P0=67-P1=349-P2=67-P3=499-P4=79-P5=347-P6=307-B.opb\;3"
+    "instances/PseudoBoolean/factor-mod-size=9-P0=263-P1=409-P2=29-P3=379-B.opb\;3"
     "instances/PseudoBoolean/normalized-bsg_10_4_5.opb\;-4"
     "instances/PseudoBoolean/normalized-mds_10_4_3.opb\;2"
     "instances/PseudoBoolean/normalized-mds_50_25_5.opb\;3"
@@ -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