问利用SCIP实现MIP LP弛豫的最佳方法

EN

    int nVars = SCIPgetNVars(m_scip);
    std::vector<SCIP_VARTYPE> varTypes(nVars, SCIP_VARTYPE_CONTINUOUS);
    SCIP_VAR **pVars = SCIPgetVars(m_scip);
    
    /* Move all binary and integral variables to continuous */
    for (size_t i = 0; i < static_cast<size_t>(nVars); i++)
    {
        SCIP_VARTYPE const varType = SCIPvarGetType(pVars[i]);
        if (varType == SCIP_VARTYPE_CONTINUOUS)
            continue;

        varTypes[i] = varType;
    
        SCIP_Bool infeasible;
        if (SCIPchgVarType(m_scip, pVars[i], SCIP_VARTYPE_CONTINUOUS, &infeasible) != SCIP_OKAY)
            throw std::runtime_error("Error changing integrality type to SCIP variable " + std::to_string(i) + " to continuos to solve LP relaxation");
    }

    /* Store parameters current value */
    SCIP_Longint oldNodes;
    if (SCIPgetLongintParam(m_scip, "limits/nodes", &oldNodes) != SCIP_OKAY)
        throw std::runtime_error("Couldn't get limits/nodes parameter in SCIP");

    int oldMaxRounds;
    if (SCIPgetIntParam(m_scip, "presolving/maxrounds", &oldMaxRounds) != SCIP_OKAY)
        throw std::runtime_error("Couldn't get presolving/maxrounds parameter in SCIP");
        
    /* Change parameters to create the "LP-like" scenario */
    if (SCIPsetLongintParam(m_scip, "limits/nodes", 1) != SCIP_OKAY)
        throw std::runtime_error("Couldn't set limits/nodes parameter in SCIP");

    if (SCIPsetIntParam(m_scip, "presolving/maxrounds", 0) != SCIP_OKAY)
        throw std::runtime_error("Couldn't set presolving/maxrounds parameter in SCIP");

    /* Solve the supposedly now LP problem */
    if (SCIPsolve(m_scip) != SCIP_OKAY)
        throw std::runtime_error("Couldn't solve LP problem in SCIP");

    /* Restore the original state of the parameters */
    if (SCIPsetLongintParam(m_scip, "limits/nodes", oldNodes) != SCIP_OKAY)
        throw std::runtime_error("Couldn't restore limits/nodes parameter in SCIP");

    if (SCIPsetIntParam(m_scip, "presolving/maxrounds", oldMaxRounds) != SCIP_OKAY)
        throw std::runtime_error("Couldn't restore presolving/maxrounds parameter in SCIP");

    /* Restore the original state of the variables */
    for (size_t i = 0; i < static_cast<size_t>(nVars); i++)
    {
        SCIP_VARTYPE const varType = varTypes[i];
        if (varType == SCIP_VARTYPE_CONTINUOUS)
            continue;

        SCIP_Bool infeasible;
        if (SCIPchgVarType(m_scip, pVars[i], varType, &infeasible) != SCIP_OKAY)
            throw std::runtime_error("Error restoring integrality type to SCIP variable " + std::to_string(i) + " from continuos after solving LP relaxation");
    }

    /* Presolve the original MIP problem. Without this step, the following SCIPgetLPI() call throws a SIGSEGV */
    if (SCIPpresolve(m_scip) != SCIP_OKAY)
        throw std::runtime_error("Couldn't presolve SCIP");

    /* Access the LP interface of SCIP */
    SCIP_LPI *pLpi = nullptr;
    if (SCIPgetLPI(m_scip, &pLpi) != SCIP_OKAY)
        throw std::runtime_error("Couldn't obtain access to LP interface of SCIP");

    /* And solve it */
    if (SCIPlpiSolvePrimal(pLpi) != SCIP_OKAY)
        throw std::runtime_error("Couldn't solve LP interface of SCIP");