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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/* */
/* This file is part of the program and library */
/* SCIP --- Solving Constraint Integer Programs */
/* */
/* Copyright 2002-2022 Zuse Institute Berlin */
/* */
/* Licensed under the Apache License, Version 2.0 (the "License"); */
/* you may not use this file except in compliance with the License. */
/* You may obtain a copy of the License at */
/* */
/* http://www.apache.org/licenses/LICENSE-2.0 */
/* */
/* Unless required by applicable law or agreed to in writing, software */
/* distributed under the License is distributed on an "AS IS" BASIS, */
/* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
/* See the License for the specific language governing permissions and */
/* limitations under the License. */
/* */
/* You should have received a copy of the Apache-2.0 license */
/* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
/* */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/**@file nodesel_uct.h
* @ingroup NODESELECTORS
* @brief uct node selector which balances exploration and exploitation by considering node visits
* @author Gregor Hendel
*
* the UCT node selection rule selects the next leaf according to a mixed score of the node's actual lower bound
* and the number of times it has been visited so far compared to its parent node.
*
* The idea of UCT node selection for MIP appeared in:
* Ashish Sabharwal and Horst Samulowitz
* Guiding Combinatorial Optimization with UCT (2011)
*
* The authors adapted a game-tree exploration scheme called UCB to MIP trees. Starting from the root node as current node,
* the algorithm selects the current node's child \f$N_i\f$ which maximizes the UCT score
*
* \f$ \mbox{score}(N_i) := -\mbox{estimate}_{N_i} + \mbox{weight} \cdot \frac{\mbox{visits}(\mbox{parent}(N_i))}{\mbox{visits}(N_i)}
* \f$
*
* where \f$\mbox{estimate}\f$ is the node's lower bound normalized by the root lower bound, and \f$\mbox{visits}\f$
* denotes the number of times a leaf in the subtree rooted at this node has been explored so far.
*
* The selected node in the sense of the SCIP node selection is the leaf reached by the above criterion.
*
* The authors suggest that this node selection rule is particularly useful at the beginning of the solving process, but
* to switch to a different node selection after a number of nodes has been explored to reduce computational overhead.
* Our implementation uses only information available from the original SCIP tree which does not support the
* forward path mechanism needed for the most efficient node selection. Instead, the algorithm selects the next leaf
* by looping over all leaves and comparing the best leaf found so far with the next one. Two leaves l_1, l_2 are compared
* by following their paths back upwards until their deepest common ancestor \f$a\f$ is reached, together with the two
* children of \f$a\f$ representing the two paths to l_1, l_2. The leaf represented by the child of \f$a\f$
* with higher UCT score is a candidate for the next selected leaf.
*
* The node selector features several parameters:
*
* the nodelimit delimits the number of explored nodes before UCT selection is turned off
* the weight parameter changes the relevance of the visits quotient in the UCT score (see above score formula)
* useestimate determines whether the node's estimate or lower bound is taken as estimate
*
* @note It should be avoided to switch to uct node selection after the branch and bound process has begun because
* the central UCT score information how often a path was taken is not collected if UCT is inactive. A safe use of
* UCT is to switch it on before SCIP starts optimization.
*/
/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
#ifndef __SCIP_NODESEL_UCT_H__
#define __SCIP_NODESEL_UCT_H__
#include "scip/def.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"
#ifdef __cplusplus
extern "C" {
#endif
/** creates the uct node selector and includes it in SCIP
*
* @ingroup NodeSelectorIncludes
*/
SCIP_EXPORT
SCIP_RETCODE SCIPincludeNodeselUct(
SCIP* scip /**< SCIP data structure */
);
#ifdef __cplusplus
}
#endif
#endif