Add 1 opt

check/CMakeLists.txt

@@ -163,7 +163,7 @@ set(failInstances
     )
 
 set(mipInstances 
-    "small_mip\;3.2368421\;"
+    "small_mip0\;3.2368421\;"
     "flugpl\;1201500\;"
     "lseu\;1120|1119.9999999\;"
     "egout\;(568.1007|568.1006999)\;"

check/TestFilereader.cpp

@@ -262,7 +262,7 @@ TEST_CASE("filereader-read-mps-ems-lp", "[highs_filereader]") {
 
 TEST_CASE("filereader-integrality-constraints", "[highs_filereader]") {
   std::string filename;
-  filename = std::string(HIGHS_DIR) + "/check/instances/small_mip.mps";
+  filename = std::string(HIGHS_DIR) + "/check/instances/small_mip0.mps";
 
   // integer variables are COL03,COL04 so x[2], x[3].
   const std::vector<HighsVarType> kIntegers{

check/TestLpSolvers.cpp

@@ -301,7 +301,7 @@ TEST_CASE("mip-with-lp-solver", "[highs_lp_solver]") {
   Highs highs;
   highs.setOptionValue("output_flag", dev_run);
   std::string filename =
-      std::string(HIGHS_DIR) + "/check/instances/small_mip.mps";
+      std::string(HIGHS_DIR) + "/check/instances/small_mip0.mps";
   status = highs.readModel(filename);
   REQUIRE(status == HighsStatus::kOk);
   highs.setOptionValue("solver", kIpmString);

check/instances/small_mip1.mps

@@ -0,0 +1,89 @@
+************************************************************************
+*
+*  The data in this file represents the following problem:
+*
+*  Minimize Z = x1 - 2x3 + x4 + 2x5 - x8
+*
+*  Subject to:
+*
+*  2.5 <=   3x1 +  x2         -  2x4 - x5               -    x8
+*                 2x2 + 1.1x3                                   <=  2.1
+*                          x3              +  x6                 =  4.0
+*  1.8 <=                      2.8x4             -1.2x7         <=  5.0
+*  3.0 <= 5.6x1                      + x5               + 1.9x8 <= 15.0
+*
+*  where:
+*
+*  2.5 <= x1
+*    0 <= x2 <= 4.1
+*    0 <= x3
+*    0 <= x4
+*  0.5 <= x5 <= 4.0
+*    0 <= x6
+*    0 <= x7
+*    0 <= x8 <= 4.3
+*
+*  x3, x4 are 0,1 variables.
+*
+*************************************************************************
+*
+*N=8,  M=5,  NZ= 14
+*-----cost-----
+* 1.0  0.0 -2.0  1.0  2.0  0.0  0.0 -1.0 
+*------A------
+* 3.0  1.0      -2.0 -1.0           -1.0 
+*      2.0  1.1                          
+*           1.0            1.0           
+*                2.8           -1.2      
+* 5.6                 1.0            1.9 
+*------LB------
+* 2.5  -inf 4.0  1.8  3.0 
+*------UB------
+*  inf 2.1  4.0  5.0 15.0 
+*
+*
+*************************************************************************
+NAME          EXAMPLE
+ROWS
+ N  OBJ
+ G  ROW01
+ L  ROW02
+ E  ROW03
+ G  ROW04
+ L  ROW05
+COLUMNS
+    COL01     OBJ                1.0
+    COL01     ROW01              3.0   ROW05              5.6
+    COL02     ROW01              1.0   ROW02              2.0
+*
+*  Mark COL03 and COL04 as integer variables.
+*
+    INT1      'MARKER'                 'INTORG'
+    COL03     OBJ               -2.0
+    COL03     ROW02              1.1   ROW03              1.0
+    COL04     OBJ                1.0
+    COL04     ROW01             -2.0   ROW04              2.8
+    INT1END   'MARKER'                 'INTEND'
+*
+    COL05     OBJ                2.0
+    COL05     ROW01             -1.0   ROW05              1.0
+    COL06     ROW03              1.0
+    COL07     ROW04             -1.2
+    COL08     OBJ               -1.0
+    COL08     ROW01             -1.0   ROW05              1.9
+RHS
+    RHS1      ROW01              2.5
+    RHS1      ROW02              2.1
+    RHS1      ROW03              4.0
+    RHS1      ROW04              1.8
+    RHS1      ROW05             15.0
+RANGES
+    RNG1      ROW04              3.2
+    RNG1      ROW05             12.0
+BOUNDS
+ LO BND1      COL01              2.5
+ UP BND1      COL02              4.1
+ LO BND1      COL05              0.5
+ UP BND1      COL05              4.0
+ UP BND1      COL08              4.3
+ENDATA

src/lp_data/HighsOptions.h

@@ -401,6 +401,9 @@ struct HighsOptionsStruct {
   double mip_rel_gap;
   double mip_abs_gap;
   double mip_heuristic_effort;
+  std::string mip_trivial_heuristics;
+  HighsInt mip_opt_1_heuristic;
+  HighsInt mip_opt_2_heuristic;
   double mip_min_logging_interval;
 #ifdef HIGHS_DEBUGSOL
   std::string mip_debug_solution_file;
@@ -872,6 +875,24 @@ class HighsOptions : public HighsOptionsStruct {
         &mip_heuristic_effort, 0.0, 0.05, 1.0);
     records.push_back(record_double);
 
+    record_string = new OptionRecordString(
+        "mip_trivial_heuristics",
+        "MIP trivial heuristics option: \"off\", \"choose\" or \"on\"",
+        advanced, &mip_trivial_heuristics, kHighsChooseString);
+    records.push_back(record_string);
+
+    record_int = new OptionRecordInt(
+        "mip_opt_1_heuristic",
+        "MIP 1-opt heuristic option: 0 => off, 1 => on, 2 => aggressive",
+        advanced, &mip_opt_1_heuristic, 0, 1, 2);
+    records.push_back(record_int);
+
+    record_int = new OptionRecordInt(
+        "mip_opt_2_heuristic",
+        "MIP 2-opt heuristic option: 0 => off, 1 => on, 2 => aggressive",
+        advanced, &mip_opt_2_heuristic, 0, 0, 2);
+    records.push_back(record_int);
+
     record_double = new OptionRecordDouble(
         "mip_rel_gap",
         "Tolerance on relative gap, |ub-lb|/|ub|, to determine whether "

src/mip/HighsLpRelaxation.cpp

@@ -1073,7 +1073,8 @@ HighsLpRelaxation::Status HighsLpRelaxation::run(bool resolve_on_error) {
       if (info.basis_validity == kBasisValidityInvalid) return Status::kError;
 
       if (info.primal_solution_status == kSolutionStatusFeasible)
-        mipsolver.mipdata_->trySolution(lpsolver.getSolution().col_value, 'T');
+        mipsolver.mipdata_->trySolution(lpsolver.getSolution().col_value,
+                                        kSolutionSourceUnbounded);
 
       return Status::kUnbounded;
     case HighsModelStatus::kUnknown:
@@ -1278,7 +1279,8 @@ HighsLpRelaxation::Status HighsLpRelaxation::resolveLp(HighsDomain* domain) {
           for (HighsInt i = 0; i != mipsolver.numCol(); ++i)
             objsum += roundsol[i] * mipsolver.colCost(i);
 
-          mipsolver.mipdata_->addIncumbent(roundsol, double(objsum), 'S');
+          mipsolver.mipdata_->assessIntegerFeasibleSolution(
+              roundsol, double(objsum), kSolutionSourceSolveLp);
           objsum = 0;
         }
 

src/mip/HighsMipSolver.cpp

@@ -31,17 +31,21 @@ using std::fabs;
 
 HighsMipSolver::HighsMipSolver(HighsCallback& callback,
                                const HighsOptions& options, const HighsLp& lp,
-                               const HighsSolution& solution, bool submip)
+                               const HighsSolution& solution, bool submip,
+                               HighsInt submip_level)
     : callback_(&callback),
       options_mip_(&options),
       model_(&lp),
       orig_model_(&lp),
       solution_objective_(kHighsInf),
       submip(submip),
+      submip_level(submip_level),
       rootbasis(nullptr),
       pscostinit(nullptr),
       clqtableinit(nullptr),
       implicinit(nullptr) {
+  assert(!submip || submip_level > 0);
+  max_submip_level = 0;
   if (solution.value_valid) {
     // MIP solver doesn't check row residuals, but they should be OK
     // so validate using assert
@@ -127,7 +131,7 @@ void HighsMipSolver::run() {
     if (modelstatus_ == HighsModelStatus::kOptimal) {
       mipdata_->lower_bound = 0;
       mipdata_->upper_bound = 0;
-      mipdata_->transformNewIntegerFeasibleSolution(std::vector<double>());
+      mipdata_->transformAndPossiblyStoreSolution(std::vector<double>());
     }
     cleanupSolve();
     return;
@@ -610,20 +614,19 @@ void HighsMipSolver::cleanupSolve() {
                "                    %.2f (presolve)\n"
                "                    %.2f (postsolve)\n"
                "  Nodes             %llu\n"
+               "  Max sub-MIP depth %d\n"
                "  LP iterations     %llu (total)\n"
                "                    %llu (strong br.)\n"
                "                    %llu (separation)\n"
                "                    %llu (heuristics)\n",
                timer_.read(timer_.solve_clock),
                timer_.read(timer_.presolve_clock),
                timer_.read(timer_.postsolve_clock),
-               (long long unsigned)mipdata_->num_nodes,
+               (long long unsigned)mipdata_->num_nodes, int(max_submip_level),
                (long long unsigned)mipdata_->total_lp_iterations,
                (long long unsigned)mipdata_->sb_lp_iterations,
                (long long unsigned)mipdata_->sepa_lp_iterations,
                (long long unsigned)mipdata_->heuristic_lp_iterations);
-
-  assert(modelstatus_ != HighsModelStatus::kNotset);
 }
 
 void HighsMipSolver::runPresolve(const HighsInt presolve_reduction_limit) {

src/mip/HighsMipSolver.h

@@ -45,6 +45,8 @@ class HighsMipSolver {
   std::vector<HighsObjectiveSolution> saved_objective_and_solution_;
 
   bool submip;
+  HighsInt submip_level;
+  HighsInt max_submip_level;
   const HighsBasis* rootbasis;
   const HighsPseudocostInitialization* pscostinit;
   const HighsCliqueTable* clqtableinit;
@@ -82,7 +84,7 @@ class HighsMipSolver {
 
   HighsMipSolver(HighsCallback& callback, const HighsOptions& options,
                  const HighsLp& lp, const HighsSolution& solution,
-                 bool submip = false);
+                 bool submip = false, HighsInt submip_level = 0);
 
   ~HighsMipSolver();