Added utility interface to SCIP for copyLargeNeighborhoodSearch and its prerequisites

CHANGELOG.md

@@ -8,6 +8,7 @@
 - Added printProblem to print problem to stdout
 - Added stage checks to presolve, freereoptsolve, freetransform
 - Added primal_dual_evolution recipe and a plot recipe
+- Added python wrappers for usage of SCIPcopyLargeNeighborhoodSearch, SCIPtranslateSubSol and SCIPhashmapCreate
 ### Fixed
 - Added default names to indicator constraints
 ### Changed

src/pyscipopt/scip.pxd

@@ -1825,6 +1825,16 @@ cdef extern from "scip/cons_indicator.h":
 
     SCIP_VAR* SCIPgetSlackVarIndicator(SCIP_CONS* cons)
 
+cdef extern from "scip/misc.h":
+    SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP** hashmap, BMS_BLKMEM* blkmem, int mapsize)
+    void SCIPhashmapFree(SCIP_HASHMAP** hashmap)
+
+cdef extern from "scip/scip_copy.h":
+    SCIP_RETCODE SCIPtranslateSubSol(SCIP* scip, SCIP* subscip, SCIP_SOL* subsol, SCIP_HEUR* heur, SCIP_VAR** subvars, SCIP_SOL** newsol)
+
+cdef extern from "scip/heuristics.h":
+    SCIP_RETCODE SCIPcopyLargeNeighborhoodSearch(SCIP* sourcescip, SCIP* subscip, SCIP_HASHMAP*	varmap,	const char* suffix, SCIP_VAR** fixedvars, SCIP_Real* fixedvals, int nfixedvars,	SCIP_Bool uselprows, SCIP_Bool copycuts, SCIP_Bool* success, SCIP_Bool* valid)
+
 cdef extern from "scip/cons_countsols.h":
     SCIP_RETCODE SCIPcount(SCIP* scip)
     SCIP_RETCODE SCIPsetParamsCountsols(SCIP* scip)

src/pyscipopt/scip.pxi

@@ -272,7 +272,7 @@
     if rc == SCIP_OKAY:
         pass
     elif rc == SCIP_ERROR:
         raise Exception('SCIP: unspecified error!')
     elif rc == SCIP_NOMEMORY:
         raise MemoryError('SCIP: insufficient memory error!')
     elif rc == SCIP_READERROR:
@@ -6833,6 +6833,85 @@
         conshdlr.model = <Model>weakref.proxy(self)
         conshdlr.name = name
         Py_INCREF(conshdlr)
+
+    def copyLargeNeighborhoodSearch(self, to_fix, fix_vals) -> Model:
+        """
+        Creates a configured copy of the transformed problem and applies provided fixings intended for LNS heuristics.
+
+        Parameters
+        ----------  
+        to_fix : List[Variable]
+            A list of variables to fix in the copy
+        fix_vals : List[Real]
+            A list of the values to which to fix the variables in the copy (care their order)
+
+        Returns
+        -------
+        model : Model
+            A model containing the created copy
+        """
+
+        orig_vars = SCIPgetVars(self._scip)
+        vars = <SCIP_VAR**> malloc(len(to_fix) * sizeof(SCIP_VAR*))
+        vals = <SCIP_Real*> malloc(len(fix_vals) * sizeof(SCIP_Real))
+        j = 0
+        name_to_val = {var.name: val for var, val in zip(to_fix, fix_vals)}
+        for i, var in enumerate(self.getVars()):
+            if var.name in name_to_val:
+                vars[j] = orig_vars[i]
+                vals[j] = <SCIP_Real>name_to_val[var.name]
+                j+= 1
+
+        cdef SCIP_Bool success
+        cdef SCIP_Bool valid
+        cdef SCIP* subscip
+        cdef SCIP_HASHMAP* varmap
+
+        PY_SCIP_CALL(SCIPcreate(&subscip))
+        PY_SCIP_CALL( SCIPhashmapCreate(&varmap, SCIPblkmem(subscip), self.getNVars()) )
+        PY_SCIP_CALL( SCIPcopyLargeNeighborhoodSearch(self._scip, subscip, varmap, "LNhS_subscip", vars, vals,
+                                                      <int>len(to_fix), False, False, &success, &valid) )
+        sub_model = Model.create(subscip)
+        sub_model._freescip = True
+        free(vars)
+        free(vals)
+        SCIPhashmapFree(&varmap)
+        return sub_model
+
+    def translateSubSol(self, Model sub_model, Solution sol, heur) -> Solution:
+        """
+		Translates a solution of a model copy into a solution of the main model
+
+		Parameters
+		----------
+		sub_model : Model
+			The python-wrapper of the subscip
+		sol : Solution
+			The python-wrapper of the solution of the subscip
+		heur : Heur
+			The python-wrapper of the heuristic that found the solution
+
+		Returns
+		-------   		
+		solution : Solution
+			The corresponding solution in the main model
+        """
+
+        cdef SCIP_SOL* real_sol
+        cdef SCIP_SOL* subscip_sol
+        cdef SCIP_Bool success
+        subscip_sol = sol.sol
+        vars = <SCIP_VAR**> malloc(self.getNVars() * sizeof(SCIP_VAR*))
+        for i, var in enumerate(sub_model.getVars()):
+            vars[i] = (<Variable>var).scip_var
+
+        cdef SCIP_HEUR* _heur
+        name = str_conversion(heur.name)
+        _heur = SCIPfindHeur(self._scip, name)
+        PY_SCIP_CALL( SCIPtranslateSubSol(self._scip, sub_model._scip, subscip_sol, _heur, vars, &real_sol) )
+        solution = Solution.create(self._scip, real_sol)
+        free(vars)
+        return solution
 
     def createCons(self, Conshdlr conshdlr, name, initial=True, separate=True, enforce=True, check=True, propagate=True,
                    local=False, modifiable=False, dynamic=False, removable=False, stickingatnode=False):

tests/test_sub_sol.py

@@ -0,0 +1,58 @@
+"""
+Tests the usage of sub solutions found in heuristics with copyLargeNeighborhoodSearch()
+"""
+import pytest
+from pyscipopt import Model, Heur, SCIP_HEURTIMING, SCIP_RESULT
+
+
+class MyHeur(Heur):
+    def __init__(self, model: Model, fix_vars, fix_vals):
+        super().__init__()
+        self.original_model = model
+        self.used = False
+        self.fix_vars = fix_vars
+        self.fix_vals = fix_vals
+
+    def heurexec(self, heurtiming, nodeinfeasible):
+        self.used = True
+        # fix z to 2 and optimize the remaining problem
+        m2 = self.original_model.copyLargeNeighborhoodSearch(self.fix_vars, self.fix_vals)
+        m2.optimize()
+
+        # translate the solution to the original problem
+        sub_sol = m2.getBestSol()
+        sol_translation = self.original_model.translateSubSol(m2, sub_sol, self)
+
+        accepted = self.original_model.trySol(sol_translation)
+        assert accepted
+        m2.freeProb()
+        return {"result": SCIP_RESULT.FOUNDSOL}
+
+
+def test_sub_sol():
+    m = Model("sub_sol_test")
+    x = m.addVar(name="x", lb=0, ub=3, obj=1)
+    y = m.addVar(name="y", lb=0, ub=3, obj=2)
+    z = m.addVar(name="z", lb=0, ub=3, obj=3)
+
+    m.addCons(4 <= x + y + z)
+
+    # include the heuristic
+    my_heur = MyHeur(m, fix_vars= [z], fix_vals = [2])
+    m.includeHeur(my_heur, "name", "description", "Y", timingmask=SCIP_HEURTIMING.BEFOREPRESOL, usessubscip=True)
+
+    #optimize
+    m.optimize()
+    # assert the heuristic did run
+    assert my_heur.used
+
+    heur_sol = [2, 0, 2]
+    opt_sol = [3, 1, 0]
+
+    found_solutions = []
+    for sol in m.getSols():
+        found_solutions.append([sol[x], sol[y], sol[z]])
+
+    # both the sub_solution and the real optimum should be in the solution pool
+    assert heur_sol in found_solutions
+    assert opt_sol in found_solutions