Scippy

    SCIP

    Solving Constraint Integer Programs

    cons_linear.h
    Go to the documentation of this file.
    1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
    2/* */
    3/* This file is part of the program and library */
    4/* SCIP --- Solving Constraint Integer Programs */
    5/* */
    6/* Copyright (c) 2002-2025 Zuse Institute Berlin (ZIB) */
    7/* */
    8/* Licensed under the Apache License, Version 2.0 (the "License"); */
    9/* you may not use this file except in compliance with the License. */
    10/* You may obtain a copy of the License at */
    11/* */
    12/* http://www.apache.org/licenses/LICENSE-2.0 */
    13/* */
    14/* Unless required by applicable law or agreed to in writing, software */
    15/* distributed under the License is distributed on an "AS IS" BASIS, */
    16/* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
    17/* See the License for the specific language governing permissions and */
    18/* limitations under the License. */
    19/* */
    20/* You should have received a copy of the Apache-2.0 license */
    21/* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
    22/* */
    23/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
    24
    25/**@file cons_linear.h
    26 * @ingroup CONSHDLRS
    27 * @brief Constraint handler for linear constraints in their most general form, \f$lhs <= a^T x <= rhs\f$.
    28 * @author Tobias Achterberg
    29 * @author Timo Berthold
    30 * @author Marc Pfetsch
    31 * @author Kati Wolter
    32 *
    33 */
    34
    35/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
    36
    37#ifndef __SCIP_CONS_LINEAR_H__
    38#define __SCIP_CONS_LINEAR_H__
    39
    40#include "scip/def.h"
    41#include "scip/type_cons.h"
    42#include "scip/type_lp.h"
    43#include "scip/type_misc.h"
    44#include "scip/type_retcode.h"
    45#include "scip/type_scip.h"
    46#include "scip/type_sol.h"
    47#include "scip/type_var.h"
    48
    49#ifdef __cplusplus
    50extern "C" {
    51#endif
    52
    53
    54
    55/*
    56 * constraint specific interface methods
    57 */
    58
    59/** creates the handler for linear constraints and includes it in SCIP
    60 *
    61 * @ingroup ConshdlrIncludes
    62 * */
    63SCIP_EXPORT
    65 SCIP* scip /**< SCIP data structure */
    66 );
    67
    68/**@addtogroup CONSHDLRS
    69 *
    70 * @{
    71 *
    72 * @name Linear Constraints
    73 *
    74 * This constraint handler handles linear constraints in their most general form. That is,
    75 * \f[
    76 * lhs \leq \sum_{i=1}^n a_i x_i \leq rhs
    77 * \f]
    78 * with \f$a_i \in Q, i = 1,\dots,n\f$, \f$lhs\in Q \cup \{-\infty\}\f$, \f$rhs\in Q \cup \{\infty\}\f$,
    79 * and decision variables \f$x_i, i = 1,\dots,n\f$ which can be binary, integer, or continuous.
    80 *
    81 * Furthermore, this header offers the upgrade functionality of a general linear constraint into a more specific
    82 * constraint, such as a knapsack constraint, via SCIP_DECL_LINCONSUPGD() and SCIPincludeLinconsUpgrade()
    83 *
    84 * @{
    85 */
    86
    87typedef struct SCIP_LinConsUpgrade SCIP_LINCONSUPGRADE; /**< linear constraint update method */
    88
    89/** upgrading method for linear constraints into more specific constraints
    90 *
    91 * input:
    92 * - scip : SCIP main data structure
    93 * - cons : the linear constraint to upgrade
    94 * - nvars : number of variables in the constraint
    95 * - vars : array with constraint variables
    96 * - vals : array with constraint coefficients
    97 * - lhs : left hand side of linear constraint
    98 * - rhs : right hand side of linear constraint
    99 * - nposbin : number of binary variables with positive coefficient
    100 * - nnegbin : number of binary variables with negative coefficient
    101 * - nposint : number of integer variables with positive coefficient
    102 * - nnegint : number of integer variables with negative coefficient
    103 * - nposimpl : number of implicit integer variables with positive coefficient (including implicit binary variables)
    104 * - nnegimpl : number of implicit integer variables with negative coefficient (including implicit binary variables)
    105 * - nposimplbin : number of implicit binary variables with positive coefficient
    106 * - nnegimplbin : number of implicit binary variables with negative coefficient
    107 * - nposcont : number of continuous variables with positive coefficient
    108 * - nnegcont : number of continuous variables with negative coefficient
    109 * - ncoeffspone : number of +1 coefficients
    110 * - ncoeffsnone : number of -1 coefficients
    111 * - ncoeffspint : number of positive integral coefficients other than +1
    112 * - ncoeffsnint : number of negative integral coefficients other than -1
    113 * - ncoeffspfrac : number of positive fractional coefficients
    114 * - ncoeffsnfrac : number of negative fractional coefficients
    115 * - poscoeffsum : sum of all positive coefficients
    116 * - negcoeffsum : sum of all negative coefficients
    117 * - integral : TRUE iff constraints activity value is always integral
    118 * - upgdcons : pointer to store the upgraded constraint
    119 */
    120#define SCIP_DECL_LINCONSUPGD(x) SCIP_RETCODE x (SCIP* scip, SCIP_CONS* cons, int nvars, SCIP_VAR** vars, SCIP_Real* vals, SCIP_Real lhs, SCIP_Real rhs, \
    121 int nposbin, int nnegbin, int nposint, int nnegint, int nposimpl, int nnegimpl, int nposimplbin, int nnegimplbin, int nposcont, int nnegcont, \
    122 int ncoeffspone, int ncoeffsnone, int ncoeffspint, int ncoeffsnint, int ncoeffspfrac, int ncoeffsnfrac, \
    123 SCIP_Real poscoeffsum, SCIP_Real negcoeffsum, SCIP_Bool integral, SCIP_CONS** upgdcons)
    124
    125/** includes a linear constraint update method into the linear constraint handler */
    126SCIP_EXPORT
    128 SCIP* scip, /**< SCIP data structure */
    129 SCIP_DECL_LINCONSUPGD((*linconsupgd)), /**< method to call for upgrading linear constraint */
    130 int priority, /**< priority of upgrading method */
    131 const char* conshdlrname /**< name of the constraint handler */
    132 );
    133
    134/** creates and captures a linear constraint
    135 *
    136 * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
    137 */
    138SCIP_EXPORT
    140 SCIP* scip, /**< SCIP data structure */
    141 SCIP_CONS** cons, /**< pointer to hold the created constraint */
    142 const char* name, /**< name of constraint */
    143 int nvars, /**< number of nonzeros in the constraint */
    144 SCIP_VAR** vars, /**< array with variables of constraint entries */
    145 SCIP_Real* vals, /**< array with coefficients of constraint entries */
    146 SCIP_Real lhs, /**< left hand side of constraint */
    147 SCIP_Real rhs, /**< right hand side of constraint */
    148 SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP?
    149 * Usually set to TRUE. Set to FALSE for 'lazy constraints'. */
    150 SCIP_Bool separate, /**< should the constraint be separated during LP processing?
    151 * Usually set to TRUE. */
    152 SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
    153 * TRUE for model constraints, FALSE for additional, redundant constraints. */
    154 SCIP_Bool check, /**< should the constraint be checked for feasibility?
    155 * TRUE for model constraints, FALSE for additional, redundant constraints. */
    156 SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
    157 * Usually set to TRUE. */
    158 SCIP_Bool local, /**< is constraint only valid locally?
    159 * Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
    160 SCIP_Bool modifiable, /**< is constraint modifiable (subject to column generation)?
    161 * Usually set to FALSE. In column generation applications, set to TRUE if pricing
    162 * adds coefficients to this constraint. */
    163 SCIP_Bool dynamic, /**< is constraint subject to aging?
    164 * Usually set to FALSE. Set to TRUE for own cuts which
    165 * are separated as constraints. */
    166 SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
    167 * Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
    168 SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
    169 * if it may be moved to a more global node?
    170 * Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
    171 );
    172
    173/** creates and captures a linear constraint
    174 * in its most basic version, i. e., all constraint flags are set to their basic value as explained for the
    175 * method SCIPcreateConsLinear(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h
    176 *
    177 * @see SCIPcreateConsLinear() for information about the basic constraint flag configuration
    178 *
    179 * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
    180 */
    181SCIP_EXPORT
    183 SCIP* scip, /**< SCIP data structure */
    184 SCIP_CONS** cons, /**< pointer to hold the created constraint */
    185 const char* name, /**< name of constraint */
    186 int nvars, /**< number of nonzeros in the constraint */
    187 SCIP_VAR** vars, /**< array with variables of constraint entries */
    188 SCIP_Real* vals, /**< array with coefficients of constraint entries */
    189 SCIP_Real lhs, /**< left hand side of constraint */
    190 SCIP_Real rhs /**< right hand side of constraint */
    191 );
    192
    193/** creates by copying and captures a linear constraint */
    194SCIP_EXPORT
    196 SCIP* scip, /**< target SCIP data structure */
    197 SCIP_CONS** cons, /**< pointer to store the created target constraint */
    198 SCIP* sourcescip, /**< source SCIP data structure */
    199 const char* name, /**< name of constraint */
    200 int nvars, /**< number of variables in source variable array */
    201 SCIP_VAR** sourcevars, /**< source variables of the linear constraints */
    202 SCIP_Real* sourcecoefs, /**< coefficient array of the linear constraint, or NULL if all coefficients are one */
    203 SCIP_Real lhs, /**< left hand side of the linear constraint */
    204 SCIP_Real rhs, /**< right hand side of the linear constraint */
    205 SCIP_HASHMAP* varmap, /**< a SCIP_HASHMAP mapping variables of the source SCIP to corresponding
    206 * variables of the target SCIP */
    207 SCIP_HASHMAP* consmap, /**< a hashmap to store the mapping of source constraints to the corresponding
    208 * target constraints */
    209 SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? */
    210 SCIP_Bool separate, /**< should the constraint be separated during LP processing? */
    211 SCIP_Bool enforce, /**< should the constraint be enforced during node processing? */
    212 SCIP_Bool check, /**< should the constraint be checked for feasibility? */
    213 SCIP_Bool propagate, /**< should the constraint be propagated during node processing? */
    214 SCIP_Bool local, /**< is constraint only valid locally? */
    215 SCIP_Bool modifiable, /**< is constraint modifiable (subject to column generation)? */
    216 SCIP_Bool dynamic, /**< is constraint subject to aging? */
    217 SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup? */
    218 SCIP_Bool stickingatnode, /**< should the constraint always be kept at the node where it was added, even
    219 * if it may be moved to a more global node? */
    220 SCIP_Bool global, /**< create a global or a local copy? */
    221 SCIP_Bool* valid /**< pointer to store if the copying was valid */
    222 );
    223
    224/** adds coefficient to linear constraint (if it is not zero) */
    225SCIP_EXPORT
    227 SCIP* scip, /**< SCIP data structure */
    228 SCIP_CONS* cons, /**< constraint data */
    229 SCIP_VAR* var, /**< variable of constraint entry */
    230 SCIP_Real val /**< coefficient of constraint entry */
    231 );
    232
    233/** changes coefficient of variable in linear constraint; deletes the variable if coefficient is zero; adds variable if
    234 * not yet contained in the constraint
    235 *
    236 * @note This method may only be called during problem creation stage for an original constraint and variable.
    237 *
    238 * @note This method requires linear time to search for occurences of the variable in the constraint data.
    239 */
    240SCIP_EXPORT
    242 SCIP* scip, /**< SCIP data structure */
    243 SCIP_CONS* cons, /**< constraint data */
    244 SCIP_VAR* var, /**< variable of constraint entry */
    245 SCIP_Real val /**< new coefficient of constraint entry */
    246 );
    247
    248/** deletes variable from linear constraint
    249 *
    250 * @note This method may only be called during problem creation stage for an original constraint and variable.
    251 *
    252 * @note This method requires linear time to search for occurences of the variable in the constraint data.
    253 */
    254SCIP_EXPORT
    256 SCIP* scip, /**< SCIP data structure */
    257 SCIP_CONS* cons, /**< constraint data */
    258 SCIP_VAR* var /**< variable of constraint entry */
    259 );
    260
    261/** gets left hand side of linear constraint */
    262SCIP_EXPORT
    264 SCIP* scip, /**< SCIP data structure */
    265 SCIP_CONS* cons /**< constraint data */
    266 );
    267
    268/** gets right hand side of linear constraint */
    269SCIP_EXPORT
    271 SCIP* scip, /**< SCIP data structure */
    272 SCIP_CONS* cons /**< constraint data */
    273 );
    274
    275/** changes left hand side of linear constraint */
    276SCIP_EXPORT
    278 SCIP* scip, /**< SCIP data structure */
    279 SCIP_CONS* cons, /**< constraint data */
    280 SCIP_Real lhs /**< new left hand side */
    281 );
    282
    283/** changes right hand side of linear constraint */
    284SCIP_EXPORT
    286 SCIP* scip, /**< SCIP data structure */
    287 SCIP_CONS* cons, /**< constraint data */
    288 SCIP_Real rhs /**< new right hand side */
    289 );
    290
    291/** gets the number of variables in the linear constraint */
    292SCIP_EXPORT
    294 SCIP* scip, /**< SCIP data structure */
    295 SCIP_CONS* cons /**< constraint data */
    296 );
    297
    298/** gets the array of variables in the linear constraint; the user must not modify this array! */
    299SCIP_EXPORT
    301 SCIP* scip, /**< SCIP data structure */
    302 SCIP_CONS* cons /**< constraint data */
    303 );
    304
    305/** gets the array of coefficient values in the linear constraint; the user must not modify this array! */
    306SCIP_EXPORT
    308 SCIP* scip, /**< SCIP data structure */
    309 SCIP_CONS* cons /**< constraint data */
    310 );
    311
    312/** gets the activity of the linear constraint in the given solution
    313 *
    314 * @note if the solution contains values at infinity, this method will return SCIP_INVALID in case the activity
    315 * comprises positive and negative infinity contributions
    316 */
    317SCIP_EXPORT
    319 SCIP* scip, /**< SCIP data structure */
    320 SCIP_CONS* cons, /**< constraint data */
    321 SCIP_SOL* sol /**< solution, or NULL to use current node's solution */
    322 );
    323
    324/** gets the feasibility of the linear constraint in the given solution */
    325SCIP_EXPORT
    327 SCIP* scip, /**< SCIP data structure */
    328 SCIP_CONS* cons, /**< constraint data */
    329 SCIP_SOL* sol /**< solution, or NULL to use current node's solution */
    330 );
    331
    332/** gets the dual solution of the linear constraint in the current LP */
    333SCIP_EXPORT
    335 SCIP* scip, /**< SCIP data structure */
    336 SCIP_CONS* cons /**< constraint data */
    337 );
    338
    339/** gets the dual Farkas value of the linear constraint in the current infeasible LP */
    340SCIP_EXPORT
    342 SCIP* scip, /**< SCIP data structure */
    343 SCIP_CONS* cons /**< constraint data */
    344 );
    345
    346/** returns the linear relaxation of the given linear constraint; may return NULL if no LP row was yet created;
    347 * the user must not modify the row!
    348 */
    349SCIP_EXPORT
    351 SCIP* scip, /**< SCIP data structure */
    352 SCIP_CONS* cons /**< constraint data */
    353 );
    354
    355/** creates and returns the row of the given linear constraint */
    356SCIP_EXPORT
    358 SCIP* scip, /**< SCIP data structure */
    359 SCIP_CONS* cons /**< constraint data */
    360 );
    361
    362/** tries to automatically convert a linear constraint into a more specific and more specialized constraint */
    363SCIP_EXPORT
    365 SCIP* scip, /**< SCIP data structure */
    366 SCIP_CONS* cons, /**< source constraint to try to convert */
    367 SCIP_CONS** upgdcons /**< pointer to store upgraded constraint, or NULL if not successful */
    368 );
    369
    370
    371/** performs linear constraint type classification as used for MIPLIB
    372 *
    373 * iterates through all linear constraints and stores relevant statistics in the linear constraint statistics \p linconsstats.
    374 *
    375 * @note only constraints are iterated that belong to the linear constraint handler. If the problem has been presolved already,
    376 * constraints that were upgraded to more special types such as, e.g., varbound constraints, will not be shown correctly anymore.
    377 * Similarly, if specialized constraints were created through the API, these are currently not present.
    378 */
    379SCIP_EXPORT
    381 SCIP* scip, /**< SCIP data structure */
    382 SCIP_LINCONSSTATS* linconsstats /**< linear constraint type classification */
    383 );
    384
    385
    386/** cleans up (multi-)aggregations and fixings from linear constraints */
    387SCIP_EXPORT
    389 SCIP* scip, /**< SCIP data structure */
    390 SCIP_Bool onlychecked, /**< should only checked constraints be cleaned up? */
    391 SCIP_Bool* infeasible, /**< pointer to return whether the problem was detected to be infeasible */
    392 int* ndelconss /**< pointer to count number of deleted constraints */
    393);
    394
    395/** @} */
    396
    397/** @} */
    398
    399#ifdef __cplusplus
    400}
    401#endif
    402
    403#endif
    common defines and data types used in all packages of SCIP
    #define SCIP_Bool
    Definition: def.h:91
    #define SCIP_Real
    Definition: def.h:156
    SCIP_RETCODE SCIPcreateRowLinear(SCIP *scip, SCIP_CONS *cons)
    SCIP_Real SCIPgetDualsolLinear(SCIP *scip, SCIP_CONS *cons)
    SCIP_RETCODE SCIPincludeLinconsUpgrade(SCIP *scip, SCIP_DECL_LINCONSUPGD((*linconsupgd)), int priority, const char *conshdlrname)
    SCIP_Real SCIPgetRhsLinear(SCIP *scip, SCIP_CONS *cons)
    SCIP_RETCODE SCIPupgradeConsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_CONS **upgdcons)
    SCIP_VAR ** SCIPgetVarsLinear(SCIP *scip, SCIP_CONS *cons)
    SCIP_RETCODE SCIPchgRhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real rhs)
    SCIP_RETCODE SCIPcleanupConssLinear(SCIP *scip, SCIP_Bool onlychecked, SCIP_Bool *infeasible, int *ndelconss)
    SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
    SCIP_Real SCIPgetLhsLinear(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)
    SCIP_RETCODE SCIPcreateConsBasicLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs)
    SCIP_Real SCIPgetDualfarkasLinear(SCIP *scip, SCIP_CONS *cons)
    #define SCIP_DECL_LINCONSUPGD(x)
    Definition: cons_linear.h:120
    SCIP_RETCODE SCIPcopyConsLinear(SCIP *scip, SCIP_CONS **cons, SCIP *sourcescip, const char *name, int nvars, SCIP_VAR **sourcevars, SCIP_Real *sourcecoefs, SCIP_Real lhs, SCIP_Real rhs, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode, SCIP_Bool global, SCIP_Bool *valid)
    SCIP_RETCODE SCIPcreateConsLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
    SCIP_Real SCIPgetActivityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
    SCIP_Real SCIPgetFeasibilityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
    SCIP_RETCODE SCIPclassifyConstraintTypesLinear(SCIP *scip, SCIP_LINCONSSTATS *linconsstats)
    SCIP_RETCODE SCIPchgLhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real lhs)
    SCIP_RETCODE SCIPchgCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
    SCIP_RETCODE SCIPdelCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var)
    SCIP_RETCODE SCIPincludeConshdlrLinear(SCIP *scip)
    static SCIP_RETCODE separate(SCIP *scip, SCIP_SEPA *sepa, SCIP_SOL *sol, SCIP_RESULT *result)
    Main separation function.
    Definition: sepa_flower.c:1221
    type definitions for constraints and constraint handlers
    type definitions for LP management
    type definitions for miscellaneous datastructures
    type definitions for return codes for SCIP methods
    enum SCIP_Retcode SCIP_RETCODE
    Definition: type_retcode.h:63
    type definitions for SCIP's main datastructure
    type definitions for storing primal CIP solutions
    type definitions for problem variables