Merge branch 'add_paramter_to_use_sameslackvar2' into 'v9-minor'

allow to control whether slack var is reused for each binary variable See merge request integer/scip!3526
scipopt · Oct 25, 2024 · f8711d5 · f8711d5
2 parents 295f508 + 2969141
commit f8711d5
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diff --git a/CHANGELOG b/CHANGELOG
@@ -15,7 +15,8 @@ Performance improvements
 
 - reoptimization now also stores propagations from propagators if reoptimization/saveconsprop is enabled;
   the parameter will be renamed to reoptimization/saveprop in a next major release
-- Imposed stricter limits on the size of disconnected components which may be solved separately during presolve by cons_components
+- imposed stricter limits on the size of disconnected components which may be solved separately during presolve by cons_components
+- use individual slack variables also for constraints indicated by a common binary variable to use tighter formulation by default
 
 Fixed bugs
 ----------
@@ -40,13 +41,15 @@ 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
 - constraints/components/maxcompweight to determine the maximum weight for a disconnected component that is solved during presolve
 - constraints/components/contfactor counts the contributing factor of a single continuous variables with respect to the weight limit specified by constraints/components/maxcompweight
+- constraints/indicator/usesameslackvar to decide whether the same slack variable should be used for indicators constraints with common binary variable
 
 ### Changed parameters
 

diff --git a/src/scip/cons_indicator.c b/src/scip/cons_indicator.c
@@ -317,6 +317,7 @@
 #define DEFAULT_CONFLICTSUPGRADE    FALSE    /**< Try to upgrade bounddisjunction conflicts by replacing slack variables? */
 #define DEFAULT_FORCERESTART        FALSE    /**< Force restart if absolute gap is 1 or enough binary variables have been fixed? */
 #define DEFAULT_RESTARTFRAC           0.9    /**< fraction of binary variables that need to be fixed before restart occurs (in forcerestart) */
+#define DEFAULT_USESAMESLACKVAR     FALSE    /**< Use same slack variable for indicator constraints with common binary variable? */
 
 
 /* other values */
@@ -415,6 +416,7 @@ struct SCIP_ConshdlrData
    SCIP_Bool             trysolfromcover;    /**< Try to construct a feasible solution from a cover? */
    SCIP_Bool             upgradelinear;      /**< Try to upgrade linear constraints to indicator constraints? */
    char                  normtype;           /**< norm type for cut computation */
+   SCIP_Bool             usesameslackvar;    /**< Use same slack variable for indicator constraints with common binary variable? */
    /* parameters that should not be changed after problem stage: */
    SCIP_Bool             sepaalternativelp;  /**< Separate using the alternative LP? */
    SCIP_Bool             sepaalternativelp_; /**< used to store the sepaalternativelp parameter */
@@ -3377,14 +3379,14 @@ SCIP_RETCODE consdataCreate(
    assert( slackvar != NULL );
    assert( eventhdlrrestart != NULL );
 
-   /* if active on 0, the binary variable is reversed */
-   if ( activeone )
+   /* if active on 0, a provided binary variable is reversed */
+   if ( activeone || binvar == NULL )
    {
       binvarinternal = binvar;
    }
    else
    {
-      SCIP_CALL ( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
+      SCIP_CALL( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
    }
 
    /* create constraint data */
@@ -7864,6 +7866,11 @@ SCIP_RETCODE SCIPincludeConshdlrIndicator(
          "Try to upgrade linear constraints to indicator constraints?",
          &conshdlrdata->upgradelinear, TRUE, DEFAULT_UPGRADELINEAR, NULL, NULL) );
 
+   SCIP_CALL( SCIPaddBoolParam(scip,
+         "constraints/indicator/usesameslackvar",
+         "Use same slack variable for indicator constraints with common binary variable?",
+         &conshdlrdata->usesameslackvar, TRUE, DEFAULT_USESAMESLACKVAR, NULL, NULL) );
+
    /* parameters that should not be changed after problem stage: */
    SCIP_CALL( SCIPaddBoolParam(scip,
          "constraints/indicator/sepaalternativelp",
@@ -7968,6 +7975,7 @@ SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
    SCIP_CONSDATA* consdata = NULL;
    SCIP_CONS* lincons;
    SCIP_VAR* slackvar = NULL;
+   SCIP_VAR* binvarinternal;
    SCIP_Bool modifiable = FALSE;
    SCIP_Bool linconsactive = TRUE;
    SCIP_VARTYPE slackvartype;
@@ -8032,32 +8040,29 @@ SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
       }
    }
 
-   /* Check whether binary variable has been used for a different constraint; then use the same slack variable. */
-   if ( binvar != NULL )
+   /* if active on 0, a provided binary variable is reversed */
+   if ( activeone || binvar == NULL )
+      binvarinternal = binvar;
+   else
    {
-      SCIP_VAR* binvarinternal;
-
-      /* if active on 0, the binary variable is reversed */
-      if ( activeone )
-         binvarinternal = binvar;
-      else
-      {
-         SCIP_CALL ( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
-      }
+      SCIP_CALL( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
+   }
 
-      /* make sure that the hashmap exists */
-      if ( conshdlrdata->binslackvarhash == NULL )
+   /* Check whether the same slack variable should be use for constraints with a common binary variable. This can
+    * reduce the size of the problem, because only one coupling constraint is needed. However, it is less tight. */
+   if ( binvarinternal != NULL )
+   {
+      /* make sure that the hashmap exists if we want to use the same slack variable */
+      if ( conshdlrdata->usesameslackvar && conshdlrdata->binslackvarhash == NULL )
       {
          SCIP_CALL( SCIPhashmapCreate(&conshdlrdata->binslackvarhash, SCIPblkmem(scip), SCIPgetNOrigVars(scip)) );
       }
 
-      assert( conshdlrdata->binslackvarhash != NULL );
-      if ( SCIPhashmapExists(conshdlrdata->binslackvarhash, (void*) binvarinternal) )
+      if ( conshdlrdata->binslackvarhash != NULL && SCIPhashmapExists(conshdlrdata->binslackvarhash, (void*) binvarinternal) )
       {
          SCIP_Bool infeasible;
 
          slackvar = (SCIP_VAR*) SCIPhashmapGetImage(conshdlrdata->binslackvarhash, (void*) binvarinternal);
-         assert( slackvar != NULL );
 
          /* make sure that the type of the slackvariable is as general as possible */
          if ( SCIPvarGetType(slackvar) == SCIP_VARTYPE_IMPLINT && slackvartype != SCIP_VARTYPE_IMPLINT )
@@ -8080,7 +8085,10 @@ SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
          /* mark slack variable not to be multi-aggregated */
          SCIP_CALL( SCIPmarkDoNotMultaggrVar(scip, slackvar) );
 
-         SCIP_CALL( SCIPhashmapInsert(conshdlrdata->binslackvarhash, (void*) binvarinternal, (void*) slackvar) );
+         if ( conshdlrdata->binslackvarhash != NULL )
+         {
+            SCIP_CALL( SCIPhashmapInsert(conshdlrdata->binslackvarhash, (void*) binvarinternal, (void*) slackvar) );
+         }
       }
    }
    else
@@ -8095,6 +8103,7 @@ SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
       /* mark slack variable not to be multi-aggregated */
       SCIP_CALL( SCIPmarkDoNotMultaggrVar(scip, slackvar) );
    }
+   assert( slackvar != NULL );
 
    /* if the problem should be decomposed if only non-integer variables are present */
    if ( conshdlrdata->nolinconscont )
@@ -8164,15 +8173,6 @@ SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
    if ( conshdlrdata->generatebilinear )
    {
       SCIP_Real val = 1.0;
-      SCIP_VAR* binvarinternal;
-
-      /* if active on 0, the binary variable is reversed */
-      if ( activeone )
-         binvarinternal = binvar;
-      else
-      {
-         SCIP_CALL ( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
-      }
 
       /* create a quadratic constraint with a single bilinear term - note that cons is used */
       SCIP_CALL( SCIPcreateConsQuadraticNonlinear(scip, cons, name, 0, NULL, NULL, 1, &binvarinternal, &slackvar, &val, 0.0, 0.0,
@@ -8202,21 +8202,11 @@ SCIP_RETCODE SCIPcreateConsIndicatorGeneric(
          /* make sure that binary variable hash exists */
          if ( conshdlrdata->sepaalternativelp )
          {
-            SCIP_VAR* binvarinternal;
-
             if ( conshdlrdata->binvarhash == NULL )
             {
                SCIP_CALL( SCIPhashmapCreate(&conshdlrdata->binvarhash, SCIPblkmem(scip), SCIPgetNOrigVars(scip)) );
             }
 
-            /* if active on 0, the binary variable is reversed */
-            if ( activeone )
-               binvarinternal = binvar;
-            else
-            {
-               SCIP_CALL( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
-            }
-
             /* check whether binary variable is present: note that a binary variable might appear several times, but this seldomly happens. */
             assert( conshdlrdata->binvarhash != NULL );
             if ( ! SCIPhashmapExists(conshdlrdata->binvarhash, (void*) binvarinternal) )
@@ -8608,21 +8598,20 @@ SCIP_RETCODE SCIPcreateConsIndicatorGenericLinConsPure(
       binvarinternal = binvar;
    else
    {
-      SCIP_CALL ( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
+      SCIP_CALL( SCIPgetNegatedVar(scip, binvar, &binvarinternal) );
    }
 
-   /* Check awhether binary variable has been used for a different constraint; then use the same slack variable. */
-   if ( conshdlrdata->binslackvarhash == NULL )
+   /* Check whether the same slack variable should be use for constraints with a common binary variable. This can
+    * reduce the size of the problem, because only one coupling constraint is needed. However, it is less tight. */
+   if ( conshdlrdata->usesameslackvar && conshdlrdata->binslackvarhash == NULL )
    {
       SCIP_CALL( SCIPhashmapCreate(&conshdlrdata->binslackvarhash, SCIPblkmem(scip), SCIPgetNOrigVars(scip)) );
    }
 
-   assert( conshdlrdata->binslackvarhash != NULL );
-   if ( SCIPhashmapExists(conshdlrdata->binslackvarhash, (void*) binvarinternal) )
+   if ( conshdlrdata->binslackvarhash != NULL && SCIPhashmapExists(conshdlrdata->binslackvarhash, (void*) binvarinternal) )
    {
       /* determine slack variable */
       slackvar = (SCIP_VAR*) SCIPhashmapGetImage(conshdlrdata->binslackvarhash, (void*) binvarinternal);
-      assert( slackvar != NULL );
 
       /* make sure that the type of the slackvariable is as general as possible */
       if ( SCIPvarGetType(slackvar) == SCIP_VARTYPE_IMPLINT && slackvartype != SCIP_VARTYPE_IMPLINT )
@@ -8646,7 +8635,10 @@ SCIP_RETCODE SCIPcreateConsIndicatorGenericLinConsPure(
       /* mark slack variable not to be multi-aggregated */
       SCIP_CALL( SCIPmarkDoNotMultaggrVar(scip, slackvar) );
 
-      SCIP_CALL( SCIPhashmapInsert(conshdlrdata->binslackvarhash, (void*) binvarinternal, (void*) slackvar) );
+      if ( conshdlrdata->binslackvarhash != NULL )
+      {
+         SCIP_CALL( SCIPhashmapInsert(conshdlrdata->binslackvarhash, (void*) binvarinternal, (void*) slackvar) );
+      }
    }
    assert( slackvar != NULL );