[Scip] Setting a primal heuristic solution

[Rostislav Stanek]

Dear Gerald and Timo,
I thank you for your response. I use no constraint handler and all my 
constraints are linear. But of course it is possible that SCIP recognise 
that an optimal solution exists in which the variable is set on an other 
value than I want to set (in fact, the problem occurs more often if 
there exist many optimal solutions). I will try to use 
SCIPcreateOrigSol(), but I have 2 question to this function:
1) If the solution I set is not valid in the transformed space, can I 
speed up the solving process by setting the optimal solution in this way 
(in fact, the solutions I find in a heuristic are usually (but not 
always) optimal and I want that SCIP prove the optimality of find a 
better solution).
2) If I use the SCIPcreateOrigSol() (and not SCIPcreateSol()) method, 
can I then use SCIPsetSolVal() and SCIPtrySolFree() methods in the same 
way as I did?
Thank you again for your response.
Best regards,
Rostislav


Dne 7.8.2013 16:56, Gerald Gamrath napsal(a):
> Hi  Rostislav,
>
> your issue is quite similar to the one by Daniel discussed on the
> mailing list yesterday. If you create a solution during solving by
> SCIPcreateSol(), this solution is defined on the active problem
> variables and you should only set values for those.
> In your case, presolving did some reductions, in particular fixed
> x#14#13 to 0. This is probably a dual reduction, so SCIP detected that
> there is at least one optimal solution with this variable set to 1.
>
> It sounds like your heuristic works on the original problem and does not
> take into account presolving reductions. If this is the case, you should
> create a solution in the original space via SCIPcreateOrigSol(), see
> http://scip.zib.de/doc/html/scip_8h.shtml#a84ea192b17b635835e7841762e3281ba
> When you do this, you should set the solution values of the original
> variables for this solution. By this, you can ignore any changes on
> variables done by presolve, e.g., fixings or (multi)aggregations.
>
> Best,
> Gerald
>
> On 07.08.2013 16:29, Rostislav Stanek wrote:
>> Dear SCIP community,
>> I use an initial heuristics which should set an initial solution and
>> which is called only once before starting the branching process. I call
>> the inherited constructor of the class ObjHeur in the constructor
>> definition of my class in the following way:
>>
>> InitialTourHeuristic::InitialTourHeuristic(
>>           [my parameters]):
>>           ObjHeur(
>>                   sCIP,
>>                   [name],
>>                   [description],
>>                   'I',
>>                   -1000000,
>>                   0,
>>                   0,
>>                   0,
>>                   SCIP_HEURTIMING_BEFORENODE,
>>                   false),
>>                   [other initialisations] {
>>       [constructor body]
>> }.
>>
>> Then I define
>>
>>       virtual SCIP_DECL_HEUREXEC(scip_exec);
>>
>> and
>>
>> SCIP_DECL_HEUREXEC(InitialTourHeuristic::scip_exec) {
>>       [constructor body]
>> }.
>>
>> Further, I have the initialised references on the variables
>>
>>       std::vector<std::vector<SCIP_VAR *> > &x;.
>>
>> In the body of the last method I set the solution in the following way:
>>
>>       SCIP_CALL_EXC(SCIPcreateSol(sCIP, &heuristicSolutionSCIP, 0));
>>
>>       [...]
>>
>>       for ([a for cyclus]) {
>>           SCIP_CALL_EXC(SCIPsetSolVal(
>>                   sCIP,
>>                   heuristicSolutionSCIP,
>>                   x.at([an index]).at([an index]),
>>                   1));
>>       }
>>
>>       [...]
>>
>>       SCIP_Bool isTheSolutionFeasible;
>>       SCIP_CALL_EXC(SCIPtrySolFree(
>>               sCIP,
>>               &heuristicSolutionSCIP,
>>               true,
>>               true,
>>               true,
>>               false,
>>               &isTheSolutionFeasible));.
>>
>> And the solving process usually works. But sometimes I get the following
>> error:
>>
>> [src/scip/sol.c:921] ERROR: cannot set solution value for variable
>> <t_x#14#13> fixed to -0 to different value 1
>> [src/scip/scip.c:28611] ERROR: Error <-9> in function call
>> An error occurs by computing and by using the SCIP tool!
>>
>> What I am doing wrong? I am sure that the solution I set is feasible; in
>> fact it is an (maybe not unique) optimal solution.
>>
>> Thank you for all your tips.
>>
>> Yours faithfully,
>> Rostislav Stanek
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