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scip-ci committed Oct 16, 2024
2 parents 91dcbbb + 618614b commit b456be4
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9 changes: 9 additions & 0 deletions CHANGELOG
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Expand Up @@ -122,6 +122,15 @@ Interface changes
### Command line interface
### Interfaces to external software
### New parameters

- presolving/milp/abortfacexhaustive to control the abort threshold for exhaustive presolving in PAPILO
- presolving/milp/abortfacmedium to control the abort threshold for medium presolving in PAPILO
- presolving/milp/abortfacfast to control the abort threshold for fast presolving in PAPILO

### Changed parameters

- presolving/milp/threads only configurable if PaPILO is built with TBB

### Data structures

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94 changes: 67 additions & 27 deletions src/scip/presol_milp.cpp
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Expand Up @@ -25,6 +25,7 @@
/**@file presol_milp.cpp
* @brief MILP presolver
* @author Leona Gottwald
* @author Alexander Hoen
*
* Calls the presolve library and communicates (multi-)aggregations, fixings, and bound
* changes to SCIP by utilizing the postsolve information. Constraint changes can currently
Expand Down Expand Up @@ -87,33 +88,53 @@ SCIP_RETCODE SCIPincludePresolMILP(
#include "papilo/core/ProblemBuilder.hpp"
#include "papilo/Config.hpp"

/* API since PaPILO 2.3.0 */
#if !defined(PAPILO_API_VERSION)
#define PAPILO_APIVERSION 0
#elif !(PAPILO_API_VERSION + 0)
#define PAPILO_APIVERSION 1
#else
#define PAPILO_APIVERSION PAPILO_API_VERSION
#endif

#define PRESOL_NAME "milp"
#define PRESOL_DESC "MILP specific presolving methods"
#define PRESOL_PRIORITY 9999999 /**< priority of the presolver (>= 0: before, < 0: after constraint handlers); combined with propagators */
#define PRESOL_MAXROUNDS -1 /**< maximal number of presolving rounds the presolver participates in (-1: no limit) */
#define PRESOL_MAXROUNDS (-1) /**< maximal number of presolving rounds the presolver participates in (-1: no limit) */
#define PRESOL_TIMING SCIP_PRESOLTIMING_MEDIUM /* timing of the presolver (fast, medium, or exhaustive) */

/* default parameter values */
/** general settings for PaPILO */
#define DEFAULT_THREADS 1 /**< maximum number of threads presolving may use (0: automatic) */
#define DEFAULT_MAXFILLINPERSUBST 3 /**< maximal possible fillin for substitutions to be considered */
#define DEFAULT_MAXSHIFTPERROW 10 /**< maximal amount of nonzeros allowed to be shifted to make space for substitutions */
#define DEFAULT_ABORTFAC_EXHAUSTIVE 0.0008 /**< the abort factor for exhaustive presolving in PAPILO */
#define DEFAULT_ABORTFAC_MEDIUM 0.0008 /**< the abort factor for medium presolving in PAPILO */
#define DEFAULT_ABORTFAC_FAST 0.0008 /**< the abort factor for fast presolving in PAPILO */
#define DEFAULT_DETECTLINDEP 0 /**< should linear dependent equations and free columns be removed? (0: never, 1: for LPs, 2: always) */
#define DEFAULT_MAXBADGESIZE_SEQ 15000 /**< the max badge size in Probing if PaPILO is executed in sequential mode */
#define DEFAULT_MAXBADGESIZE_PAR -1 /**< the max badge size in Probing if PaPILO is executed in parallel mode */
#define DEFAULT_INTERNAL_MAXROUNDS -1 /**< internal max rounds in PaPILO (-1: no limit, 0: model cleanup) */
#define DEFAULT_RANDOMSEED 0 /**< the random seed used for randomization of tie breaking */
#define DEFAULT_INTERNAL_MAXROUNDS (-1) /**< internal max rounds in PaPILO (-1: no limit, 0: model cleanup) */
#define DEFAULT_MODIFYCONSFAC 0.8 /**< modify SCIP constraints when the number of nonzeros or rows is at most this
* factor times the number of nonzeros or rows before presolving */
#define DEFAULT_MARKOWITZTOLERANCE 0.01 /**< the markowitz tolerance used for substitutions */
#define DEFAULT_VERBOSITY 0
#define DEFAULT_RANDOMSEED 0 /**< the random seed used for randomization of tie breaking */

/** numerics in PaPILO */
#define DEFAULT_HUGEBOUND 1e8 /**< absolute bound value that is considered too huge for activitity based calculations */
#define DEFAULT_ENABLEPARALLELROWS TRUE /**< should the parallel rows presolver be enabled within the presolve library? */

/** presolvers in PaPILO */
#define DEFAULT_ENABLEDOMCOL TRUE /**< should the dominated column presolver be enabled within the presolve library? */
#define DEFAULT_ENABLEDUALINFER TRUE /**< should the dualinfer presolver be enabled within the presolve library? */
#define DEFAULT_ENABLEMULTIAGGR TRUE /**< should the multi-aggregation presolver be enabled within the presolve library? */
#define DEFAULT_ENABLEMULTIAGGR TRUE /**< should the multi-aggregation/substitution presolver be enabled within the presolve library? */
#define DEFAULT_ENABLEPARALLELROWS TRUE /**< should the parallel rows presolver be enabled within the presolve library? */
#define DEFAULT_ENABLEPROBING TRUE /**< should the probing presolver be enabled within the presolve library? */
#define DEFAULT_ENABLESPARSIFY FALSE /**< should the sparsify presolver be enabled within the presolve library? */

/** parameters tied to a certain presolve technique in PaPILO */
#define DEFAULT_MAXBADGESIZE_SEQ 15000 /**< the max badge size in Probing if PaPILO is executed in sequential mode */
#define DEFAULT_MAXBADGESIZE_PAR (-1) /**< the max badge size in Probing if PaPILO is executed in parallel mode */
#define DEFAULT_MARKOWITZTOLERANCE 0.01 /**< the markowitz tolerance used for substitutions */
#define DEFAULT_MAXFILLINPERSUBST 3 /**< maximal possible fillin for substitutions to be considered */
#define DEFAULT_MAXSHIFTPERROW 10 /**< maximal amount of nonzeros allowed to be shifted to make space for substitutions */

/** debug options for PaPILO */
#define DEFAULT_FILENAME_PROBLEM "-" /**< default filename to store the instance before presolving */
#define DEFAULT_VERBOSITY 0

/*
* Data structures
Expand Down Expand Up @@ -144,6 +165,9 @@ struct SCIP_PresolData
* factor times the number of nonzeros or rows before presolving */
SCIP_Real markowitztolerance; /**< the markowitz tolerance used for substitutions */
SCIP_Real hugebound; /**< absolute bound value that is considered too huge for activitity based calculations */
SCIP_Real abortfacexhaustive; /**< abort factor for exhaustive presolving in PAPILO */
SCIP_Real abortfacmedium; /**< abort factor for medium presolving in PAPILO */
SCIP_Real abortfacfast; /**< abort factor for fast presolving in PAPILO */

char* filename = NULL; /**< filename to store the instance before presolving */
};
Expand Down Expand Up @@ -251,15 +275,8 @@ Presolve<SCIP_Real> setupPresolve(
/* communicate the random seed */
presolve.getPresolveOptions().randomseed = SCIPinitializeRandomSeed(scip, (unsigned int)data->randomseed);

#ifdef PAPILO_TBB
/* set number of threads to be used for presolve */
presolve.getPresolveOptions().threads = data->threads;
#else
if (data->threads != DEFAULT_THREADS)
SCIPverbMessage(scip, SCIP_VERBLEVEL_HIGH, NULL,
"PaPILO can utilize only multiple threads if it is build with TBB.\n");
presolve.getPresolveOptions().threads = 1;
#endif

#if PAPILO_VERSION_MAJOR > 2 || (PAPILO_VERSION_MAJOR == 2 && PAPILO_VERSION_MINOR >= 3)
presolve.getPresolveOptions().maxrounds = data->internalmaxrounds;
Expand Down Expand Up @@ -316,7 +333,6 @@ Presolve<SCIP_Real> setupPresolve(
probing->set_max_badge_size( data->maxbadgesizepar );
}
presolve.addPresolveMethod( uptr( probing ) );

#else
presolve.addPresolveMethod( uptr( new Probing<SCIP_Real>() ) );
if( data->maxbadgesizeseq != DEFAULT_MAXBADGESIZE_SEQ )
Expand All @@ -326,7 +342,6 @@ Presolve<SCIP_Real> setupPresolve(
if( data->maxbadgesizepar != DEFAULT_MAXBADGESIZE_PAR )
SCIPverbMessage(scip, SCIP_VERBLEVEL_HIGH, NULL,
" The parameter 'presolving/milp/maxbadgesizepar' can only be used with PaPILO 2.1.0 or later versions.\n");

#endif
}
if( data->enabledomcol )
Expand All @@ -345,6 +360,12 @@ Presolve<SCIP_Real> setupPresolve(
presolve.setVerbosityLevel((VerbosityLevel) data->verbosity);
#endif

#if PAPILO_APIVERSION >= 2
presolve.getPresolveOptions().abortfacexhaustive = data->abortfacexhaustive;
presolve.getPresolveOptions().abortfacmedium = data->abortfacmedium;
presolve.getPresolveOptions().abortfacfast = data->abortfacfast;
#endif

/* communicate the time limit */
SCIPgetRealParam(scip, "limits/time", &timelimit);
if( !SCIPisInfinity(scip, timelimit) )
Expand Down Expand Up @@ -633,7 +654,7 @@ SCIP_DECL_PRESOLEXEC(presolExecMILP)
* where we can be sure with a simple check that the bounds on the aggregated variable are implied.
*/
bool checkmultaggr =
#if PAPILO_VERSION_MAJOR > 2 || (PAPILO_VERSION_MAJOR == 2 && PAPILO_VERSION_MINOR >= 3)
#if PAPILO_APIVERSION >= 1
presolve.getStatistics().single_matrix_coefficient_changes > 0
#else
presolve.getStatistics().ncoefchgs > 0
Expand Down Expand Up @@ -875,8 +896,7 @@ SCIP_DECL_PRESOLEXEC(presolExecMILP)
}
case ReductionType::kParallelCol:
return SCIP_INVALIDRESULT;
#if (PAPILO_VERSION_MAJOR <= 1 && PAPILO_VERSION_MINOR==0)
#else
#if PAPILO_VERSION_MAJOR > 1 || (PAPILO_VERSION_MAJOR == 1 && PAPILO_VERSION_MINOR >= 1)
case ReductionType::kFixedInfCol: {
/* todo: currently SCIP can not handle this kind of reduction (see issue #3391) */
assert(false);
Expand Down Expand Up @@ -943,7 +963,7 @@ SCIP_DECL_PRESOLEXEC(presolExecMILP)
* presolver specific interface methods
*/

/** creates the xyz presolver and includes it in SCIP */
/** creates the MILP presolver and includes it in SCIP */
SCIP_RETCODE SCIPincludePresolMILP(
SCIP* scip /**< SCIP data structure */
)
Expand Down Expand Up @@ -990,10 +1010,14 @@ SCIP_RETCODE SCIPincludePresolMILP(
SCIP_CALL( SCIPsetPresolInit(scip, presol, presolInitMILP) );

/* add MILP presolver parameters */
#ifdef PAPILO_TBB
SCIP_CALL( SCIPaddIntParam(scip,
"presolving/" PRESOL_NAME "/threads",
"maximum number of threads presolving may use (0: automatic)",
&presoldata->threads, FALSE, DEFAULT_THREADS, 0, INT_MAX, NULL, NULL) );
#else
presoldata->threads = DEFAULT_THREADS;
#endif

SCIP_CALL( SCIPaddIntParam(scip,
"presolving/" PRESOL_NAME "/maxfillinpersubstitution",
Expand All @@ -1018,7 +1042,7 @@ SCIP_RETCODE SCIPincludePresolMILP(
&presoldata->detectlineardependency, TRUE, DEFAULT_DETECTLINDEP, 0, 2, NULL, NULL) );
}
else
presoldata->detectlineardependency = 0;
presoldata->detectlineardependency = DEFAULT_DETECTLINDEP;

SCIP_CALL( SCIPaddRealParam(scip,
"presolving/" PRESOL_NAME "/modifyconsfac",
Expand All @@ -1033,9 +1057,25 @@ SCIP_RETCODE SCIPincludePresolMILP(

SCIP_CALL( SCIPaddRealParam(scip,
"presolving/" PRESOL_NAME "/hugebound",
"absolute bound value that is considered too huge for activitity based calculations",
"absolute bound value that is considered too huge for activity based calculations",
&presoldata->hugebound, FALSE, DEFAULT_HUGEBOUND, 0.0, SCIP_REAL_MAX, NULL, NULL) );

#if PAPILO_APIVERSION >= 2
SCIP_CALL( SCIPaddRealParam(scip, "presolving/" PRESOL_NAME "/abortfacexhaustive",
"abort threshold for exhaustive presolving in PAPILO",
&presoldata->abortfacexhaustive, TRUE, DEFAULT_ABORTFAC_EXHAUSTIVE, 0.0, 1.0, NULL, NULL) );
SCIP_CALL( SCIPaddRealParam(scip, "presolving/" PRESOL_NAME "/abortfacmedium",
"abort threshold for medium presolving in PAPILO",
&presoldata->abortfacmedium, TRUE, DEFAULT_ABORTFAC_MEDIUM, 0.0, 1.0, NULL, NULL) );
SCIP_CALL( SCIPaddRealParam(scip, "presolving/" PRESOL_NAME "/abortfacfast",
"abort threshold for fast presolving in PAPILO",
&presoldata->abortfacfast, TRUE, DEFAULT_ABORTFAC_FAST, 0.0, 1.0, NULL, NULL) );
#else
presoldata->abortfacexhaustive = DEFAULT_ABORTFAC_EXHAUSTIVE;
presoldata->abortfacmedium = DEFAULT_ABORTFAC_MEDIUM;
presoldata->abortfacfast = DEFAULT_ABORTFAC_FAST;
#endif

#if PAPILO_VERSION_MAJOR > 2 || (PAPILO_VERSION_MAJOR == 2 && PAPILO_VERSION_MINOR >= 1)
SCIP_CALL(SCIPaddIntParam(scip, "presolving/" PRESOL_NAME "/maxbadgesizeseq",
"maximal badge size in Probing in PaPILO if PaPILO is executed in sequential mode",
Expand Down

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