Mt/cut selector plugin (#565)

* Adds cutsel plugin

* Adds basic test_cutsel

* Makes test_cutsel more difficult, and actually use the cut-selector

* Adds intsupport and objparal getter functions

* Removed bug with sorting forcedcuts

* Adds getRowParallelism function to scip calls

* Adds SCIP(rowIsLocal,rowIsInGlobalCutPool,getCutLPSolCutoffDistance)

* Removes PY_SCIP_CALL wrapper in getRowNumIntCols

* Solution is now mandatorz for getCutLPSolCutoffDistance call

* Corrects the sorting order of the test_cutsel

* Fixed misspelling of parallel and adds getRowLinear()

* Fixes error with misses arg in PySepaExecSol

* Adds missing depth argument to PySepaExecsol

* Adds getdualsolval functionality

* Should look more cloesly at the conflict....

* Adds wrapper method for retrieval of dual sol of a row

* Adds wrapped functions for objective coefficient retrieval and norm of a row

* Adds scipGetNSepaRounds call

* Adds writing of best transformed solution

* Adds writeTransSol method

* Adds gil calls to cutsel functions

* Updates CHANGELOG

Co-authored-by: Mark <[email protected]>

Author: Opt-Mucca

CHANGELOG.md

@@ -2,11 +2,29 @@
 
 ## Unreleased
 ### Added
+- Interface to include custom cut selector plugins
+- New test for cut selector plugin
+- Add SCIP function SCIPgetCutLPSolCutoffDistance and wrapper getCutLPSolCutoffDistance
+- Add SCIP function SCIPprintBestTransSol and wrapper writeBestTransSol
+- Add SCIP function SCIPprintTransSol and wrapper writeTransSol
+- Add SCIP function SCIPgetRowNumIntCols and wrapper getRowNumIntCols
+- Add SCIP function SCIProwGetNNonz and wrapper rowGetNNonz
+- Add SCIP function SCIPgetRowObjParallelism and wrapper getRowObjParallelism
+- Add SCIP function SCIPgetNSepaRounds and wrapper getNSepaRounds
+- Add SCIP function SCIPgetRowLinear and wrapper getRowLinear
+- Add SCIP function SCIProwIsInGlobalCutpool and wrapper isInGlobalCutpool
+- Add SCIP function SCIProwGetParallelism and wrapper getRowParallelism
+- Add getObjCoeff call to Column
+- Add isLocal call to Row
+- Add getNorm call to Row
+- Add getRowDualSol to Row
+- Add getDualSolVal to Model
 - added activeone parameter of addConsIndicator() allows to activate the constraint if the binary (indicator) variable is 1 or 0.
 - added function getSlackVarIndicator(), returns the slack variable of the indicator constraint.
 ### Fixed
 - cmake / make install works from build directory
 ### Changed
+
 ### Removed
 
 ## 4.0.0 - 2021-12-15

src/pyscipopt/cutsel.pxi

@@ -0,0 +1,99 @@
+##@file cutsel.pxi
+#@brief Base class of the Cutsel Plugin
+cdef class Cutsel:
+  cdef public Model model
+
+  def cutselfree(self):
+    '''frees memory of cut selector'''
+    pass
+
+  def cutselinit(self):
+    ''' executed after the problem is transformed. use this call to initialize cut selector data.'''
+    pass
+
+  def cutselexit(self):
+    '''executed before the transformed problem is freed'''
+    pass
+
+  def cutselinitsol(self):
+    '''executed when the presolving is finished and the branch-and-bound process is about to begin'''
+    pass
+
+  def cutselexitsol(self):
+    '''executed before the branch-and-bound process is freed'''
+    pass
+
+  def cutselselect(self, cuts, forcedcuts, root, maxnselectedcuts):
+    '''first method called in each iteration in the main solving loop. '''
+    # this method needs to be implemented by the user
+    return {}
+
+
+cdef SCIP_RETCODE PyCutselCopy (SCIP* scip, SCIP_CUTSEL* cutsel) with gil:
+  return SCIP_OKAY
+
+cdef SCIP_RETCODE PyCutselFree (SCIP* scip, SCIP_CUTSEL* cutsel) with gil:
+  cdef SCIP_CUTSELDATA* cutseldata
+  cutseldata = SCIPcutselGetData(cutsel)
+  PyCutsel = <Cutsel>cutseldata
+  PyCutsel.cutselfree()
+  Py_DECREF(PyCutsel)
+  return SCIP_OKAY
+
+cdef SCIP_RETCODE PyCutselInit (SCIP* scip, SCIP_CUTSEL* cutsel) with gil:
+  cdef SCIP_CUTSELDATA* cutseldata
+  cutseldata = SCIPcutselGetData(cutsel)
+  PyCutsel = <Cutsel>cutseldata
+  PyCutsel.cutselinit()
+  return SCIP_OKAY
+
+
+cdef SCIP_RETCODE PyCutselExit (SCIP* scip, SCIP_CUTSEL* cutsel) with gil:
+  cdef SCIP_CUTSELDATA* cutseldata
+  cutseldata = SCIPcutselGetData(cutsel)
+  PyCutsel = <Cutsel>cutseldata
+  PyCutsel.cutselexit()
+  return SCIP_OKAY
+
+cdef SCIP_RETCODE PyCutselInitsol (SCIP* scip, SCIP_CUTSEL* cutsel) with gil:
+  cdef SCIP_CUTSELDATA* cutseldata
+  cutseldata = SCIPcutselGetData(cutsel)
+  PyCutsel = <Cutsel>cutseldata
+  PyCutsel.cutselinitsol()
+  return SCIP_OKAY
+
+cdef SCIP_RETCODE PyCutselExitsol (SCIP* scip, SCIP_CUTSEL* cutsel) with gil:
+  cdef SCIP_CUTSELDATA* cutseldata
+  cutseldata = SCIPcutselGetData(cutsel)
+  PyCutsel = <Cutsel>cutseldata
+  PyCutsel.cutselexitsol()
+  return SCIP_OKAY
+
+cdef SCIP_RETCODE PyCutselSelect (SCIP* scip, SCIP_CUTSEL* cutsel, SCIP_ROW** cuts, int ncuts,
+                                  SCIP_ROW** forcedcuts, int nforcedcuts, SCIP_Bool root, int maxnselectedcuts,
+                                  int* nselectedcuts, SCIP_RESULT* result) with gil:
+  cdef SCIP_CUTSELDATA* cutseldata
+  cdef SCIP_ROW* scip_row
+  cutseldata = SCIPcutselGetData(cutsel)
+  PyCutsel = <Cutsel>cutseldata
+
+  # translate cuts to python
+  pycuts = [Row.create(cuts[i]) for i in range(ncuts)]
+  pyforcedcuts = [Row.create(forcedcuts[i]) for i in range(nforcedcuts)]
+  result_dict = PyCutsel.cutselselect(pycuts, pyforcedcuts, root, maxnselectedcuts)
+
+  # Retrieve the sorted cuts. Note that these do not need to be returned explicitly in result_dict.
+  # Pycuts could have been sorted in place in cutselselect()
+  pycuts = result_dict.get('cuts', pycuts)
+
+  assert len(pycuts) == ncuts
+  assert len(pyforcedcuts) == nforcedcuts
+
+  #sort cuts
+  for i,cut in enumerate(pycuts):
+    cuts[i] = <SCIP_ROW *>((<Row>cut).scip_row)
+
+  nselectedcuts[0] = result_dict.get('nselectedcuts', 0)
+  result[0] = result_dict.get('result', <SCIP_RESULT>result[0])
+
+  return SCIP_OKAY

src/pyscipopt/scip.pxd

@@ -364,6 +364,12 @@ cdef extern from "scip/scip.h":
     ctypedef struct SCIP_BRANCHRULEDATA:
         pass
 
+    ctypedef struct SCIP_CUTSEL:
+        pass
+
+    ctypedef struct SCIP_CUTSELDATA:
+        pass
+
     ctypedef struct SCIP_PRESOL:
         pass
 
@@ -736,6 +742,7 @@ cdef extern from "scip/scip.h":
     SCIP_RETCODE SCIPaddPoolCut(SCIP* scip, SCIP_ROW* row)
     SCIP_Real SCIPgetCutEfficacy(SCIP* scip, SCIP_SOL* sol, SCIP_ROW* cut)
     SCIP_Bool SCIPisCutEfficacious(SCIP* scip, SCIP_SOL* sol, SCIP_ROW* cut)
+    SCIP_Real SCIPgetCutLPSolCutoffDistance(SCIP* scip, SCIP_SOL* sol, SCIP_ROW* cut)
     int SCIPgetNCuts(SCIP* scip)
     int SCIPgetNCutsApplied(SCIP* scip)
     SCIP_RETCODE SCIPseparateSol(SCIP* scip, SCIP_SOL* sol, SCIP_Bool pretendroot, SCIP_Bool allowlocal, SCIP_Bool onlydelayed, SCIP_Bool* delayed, SCIP_Bool* cutoff)
@@ -789,7 +796,9 @@ cdef extern from "scip/scip.h":
     SCIP_RETCODE SCIPtrySol(SCIP* scip, SCIP_SOL* sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool* stored)
     SCIP_RETCODE SCIPfreeSol(SCIP* scip, SCIP_SOL** sol)
     SCIP_RETCODE SCIPprintBestSol(SCIP* scip, FILE* outfile, SCIP_Bool printzeros)
+    SCIP_RETCODE SCIPprintBestTransSol(SCIP* scip, FILE* outfile, SCIP_Bool printzeros)
     SCIP_RETCODE SCIPprintSol(SCIP* scip, SCIP_SOL* sol, FILE* outfile, SCIP_Bool printzeros)
+    SCIP_RETCODE SCIPprintTransSol(SCIP* scip, SCIP_SOL* sol, FILE* outfile, SCIP_Bool printzeros)
     SCIP_Real SCIPgetPrimalbound(SCIP* scip)
     SCIP_Real SCIPgetGap(SCIP* scip)
     int SCIPgetDepth(SCIP* scip)
@@ -815,6 +824,9 @@ cdef extern from "scip/scip.h":
     SCIP_RETCODE SCIPflushRowExtensions(SCIP* scip, SCIP_ROW* row)
     SCIP_RETCODE SCIPaddVarToRow(SCIP* scip, SCIP_ROW* row, SCIP_VAR* var, SCIP_Real val)
     SCIP_RETCODE SCIPprintRow(SCIP* scip, SCIP_ROW* row, FILE* file)
+    int SCIPgetRowNumIntCols(SCIP* scip, SCIP_ROW* row)
+    int SCIProwGetNNonz(SCIP_ROW* row)
+    SCIP_Real SCIPgetRowObjParallelism(SCIP* scip, SCIP_ROW* row)
 
     # Column Methods
     SCIP_Real SCIPgetColRedcost(SCIP* scip, SCIP_COL* col)
@@ -1081,6 +1093,24 @@ cdef extern from "scip/scip.h":
     const char* SCIPbranchruleGetName(SCIP_BRANCHRULE* branchrule)
     SCIP_BRANCHRULE* SCIPfindBranchrule(SCIP* scip, const char*  name)
 
+    # cut selector plugin
+    SCIP_RETCODE SCIPincludeCutsel(SCIP* scip,
+                                   const char* name,
+                                   const char* desc,
+                                   int priority,
+                                   SCIP_RETCODE (*cutselcopy) (SCIP* scip, SCIP_CUTSEL* cutsel),
+                                   SCIP_RETCODE (*cutselfree) (SCIP* scip, SCIP_CUTSEL* cutsel),
+                                   SCIP_RETCODE (*cutselinit) (SCIP* scip, SCIP_CUTSEL* cutsel),
+                                   SCIP_RETCODE (*cutselexit) (SCIP* scip, SCIP_CUTSEL* cutsel),
+                                   SCIP_RETCODE (*cutselinitsol) (SCIP* scip, SCIP_CUTSEL* cutsel),
+                                   SCIP_RETCODE (*cutselexitsol) (SCIP* scip, SCIP_CUTSEL* cutsel),
+                                   SCIP_RETCODE (*cutselselect) (SCIP* scip, SCIP_CUTSEL* cutsel, SCIP_ROW** cuts,
+                                                                 int ncuts, SCIP_ROW** forcedcuts, int nforcedcuts,
+                                                                 SCIP_Bool root, int maxnselectedcuts,
+                                                                 int* nselectedcuts, SCIP_RESULT* result),
+                                   SCIP_CUTSELDATA* cutseldata)
+    SCIP_CUTSELDATA* SCIPcutselGetData(SCIP_CUTSEL* cutsel)
+
     # Benders' decomposition plugin
     SCIP_RETCODE SCIPincludeBenders(SCIP* scip,
                                    const char*  name,
@@ -1198,6 +1228,7 @@ cdef extern from "scip/scip.h":
     SCIP_Longint SCIPgetNInfeasibleLeaves(SCIP* scip)
     SCIP_Longint SCIPgetNLPs(SCIP* scip)
     SCIP_Longint SCIPgetNLPIterations(SCIP* scip)
+    int SCIPgetNSepaRounds(SCIP* scip)
 
     # Parameter Functions
     SCIP_RETCODE SCIPsetBoolParam(SCIP* scip, char* name, SCIP_Bool value)
@@ -1301,6 +1332,7 @@ cdef extern from "scip/cons_linear.h":
     SCIP_VAR** SCIPgetVarsLinear(SCIP* scip, SCIP_CONS* cons)
     int SCIPgetNVarsLinear(SCIP* scip, SCIP_CONS* cons)
     SCIP_Real* SCIPgetValsLinear(SCIP* scip, SCIP_CONS* cons)
+    SCIP_ROW* SCIPgetRowLinear(SCIP* scip, SCIP_CONS* cons)
 
 cdef extern from "scip/cons_nonlinear.h":
     SCIP_EXPR* SCIPgetExprNonlinear(SCIP_CONS* cons)
@@ -1690,12 +1722,14 @@ cdef extern from "scip/pub_lp.h":
     SCIP_Bool SCIProwIsLocal(SCIP_ROW* row)
     SCIP_Bool SCIProwIsModifiable(SCIP_ROW* row)
     SCIP_Bool SCIProwIsRemovable(SCIP_ROW* row)
+    SCIP_Bool SCIProwIsInGlobalCutpool(SCIP_ROW* row)
     int SCIProwGetNNonz(SCIP_ROW* row)
     int SCIProwGetNLPNonz(SCIP_ROW* row)
     SCIP_COL** SCIProwGetCols(SCIP_ROW* row)
     SCIP_Real* SCIProwGetVals(SCIP_ROW* row)
     SCIP_Real SCIProwGetNorm(SCIP_ROW* row)
     SCIP_Real SCIProwGetDualsol(SCIP_ROW* row)
+    SCIP_Real SCIProwGetParallelism(SCIP_ROW* row1, SCIP_ROW* row2, const char orthofunc)
     int SCIProwGetAge(SCIP_ROW* row)
     SCIP_Bool SCIProwIsRemovable(SCIP_ROW* row)
     SCIP_ROWORIGINTYPE SCIProwGetOrigintype(SCIP_ROW* row)