Detailed Description

methods and files provided by the default expression interpreters of SCIP

A detailed description what a expression interpreter does and how to add a expression interpreter to SCIP can be found here.

Functions
const char *	SCIPexprintGetName (void)

const char *	SCIPexprintGetDesc (void)

SCIP_EXPRINTCAPABILITY	SCIPexprintGetCapability (void)

SCIP_RETCODE	SCIPexprintCreate (SCIP scip, SCIP_EXPRINT *exprint)

SCIP_RETCODE	SCIPexprintFree (SCIP scip, SCIP_EXPRINT *exprint)

SCIP_RETCODE	SCIPexprintCompile (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA *exprintdata)

SCIP_RETCODE	SCIPexprintFreeData (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA *exprintdata)

SCIP_EXPRINTCAPABILITY	SCIPexprintGetExprCapability (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata)

SCIP_RETCODE	SCIPexprintEval (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata, SCIP_Real varvals, SCIP_Real val)

SCIP_RETCODE	SCIPexprintGrad (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata, SCIP_Real varvals, SCIP_Bool new_varvals, SCIP_Real val, SCIP_Real *gradient)

SCIP_RETCODE	SCIPexprintHessianSparsity (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata, SCIP_Real varvals, int rowidxs, int colidxs, int nnz)

SCIP_RETCODE	SCIPexprintHessian (SCIP scip, SCIP_EXPRINT exprint, SCIP_EXPR expr, SCIP_EXPRINTDATA exprintdata, SCIP_Real varvals, SCIP_Bool new_varvals, SCIP_Real val, int rowidxs, int colidxs, SCIP_Real *hessianvals, int nnz)

Files
file	exprinterpret.h
	methods to interpret (evaluate) an expression "fast"

Function Documentation

◆ SCIPexprintGetName()

const char * SCIPexprintGetName ( void )

gets name and version of expression interpreter

Definition at line 1477 of file exprinterpret_cppad.cpp.

Referenced by doScipCreate(), and SCIPnlpiOracleCreate().

◆ SCIPexprintGetDesc()

const char * SCIPexprintGetDesc ( void )

gets descriptive text of expression interpreter

Definition at line 1483 of file exprinterpret_cppad.cpp.

Referenced by doScipCreate().

◆ SCIPexprintGetCapability()

SCIP_EXPRINTCAPABILITY SCIPexprintGetCapability ( void )

gets capabilities of expression interpreter (using bitflags)

Definition at line 1489 of file exprinterpret_cppad.cpp.

References SCIP_EXPRINTCAPABILITY_FUNCVALUE, SCIP_EXPRINTCAPABILITY_GRADIENT, SCIP_EXPRINTCAPABILITY_HESSIAN, and SCIP_EXPRINTCAPABILITY_NONE.

Referenced by SCIP_DECL_NLPISOLVE().

◆ SCIPexprintCreate()

SCIP_RETCODE SCIPexprintCreate	(	SCIP *	scip,
		SCIP_EXPRINT **	exprint
	)

creates an expression interpreter object

Parameters

scip	SCIP data structure
exprint	buffer to store pointer to expression interpreter

Definition at line 1497 of file exprinterpret_cppad.cpp.

References NULL, and SCIP_OKAY.

Referenced by SCIPnlpiOracleCreate().

◆ SCIPexprintFree()

SCIP_RETCODE SCIPexprintFree	(	SCIP *	scip,
		SCIP_EXPRINT **	exprint
	)

frees an expression interpreter object

Parameters

scip	SCIP data structure
exprint	expression interpreter that should be freed

Definition at line 1510 of file exprinterpret_cppad.cpp.

References NULL, and SCIP_OKAY.

Referenced by SCIPnlpiOracleFree().

◆ SCIPexprintCompile()

SCIP_RETCODE SCIPexprintCompile	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA **	exprintdata
	)

compiles an expression and returns interpreter-specific data for expression

can be called again with existing exprintdata if expression has been changed

Attention: *exprintdata needs to be initialized to NULL at first call; the expression is assumed to use varidx expressions instead of var expressions

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	buffer to store pointer to compiled data

Definition at line 1529 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_EXPRINTCAPABILITY_FUNCVALUE, SCIP_EXPRINTCAPABILITY_GRADIENT, SCIP_EXPRITER_DFS, SCIP_OKAY, SCIPcreateExpriter(), SCIPdebugMsg, SCIPexprGetChildren(), SCIPexprGetHdlr(), SCIPexprGetNChildren(), SCIPexprhdlrGetName(), SCIPexprhdlrHasFwdiff(), SCIPexpriterGetCurrent(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPfreeExpriter(), SCIPgetExponentExprPow(), SCIPgetIndexExprVaridx(), SCIPisExprExp(), SCIPisExprLog(), SCIPisExprPower(), SCIPisExprProduct(), SCIPisExprSignpower(), SCIPisExprSum(), SCIPisExprValue(), SCIPisExprVar(), and SCIPisExprVaridx().

Referenced by createConstraint(), and SCIPnlpiOracleChgExpr().

◆ SCIPexprintFreeData()

SCIP_RETCODE SCIPexprintFreeData	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA **	exprintdata
	)

frees interpreter data for expression

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	pointer to pointer to compiled data to be freed

Definition at line 1640 of file exprinterpret_cppad.cpp.

References NULL, SCIP_OKAY, and SCIPfreeBlockMemoryArrayNull.

Referenced by freeConstraint(), SCIPnlpiOracleChgExpr(), and SCIPnlpiOracleDelVarSet().

◆ SCIPexprintGetExprCapability()

SCIP_EXPRINTCAPABILITY SCIPexprintGetExprCapability	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata
	)

gives the capability to evaluate an expression by the expression interpreter

In cases of user-given expressions, higher order derivatives may not be available for the user-expression, even if the expression interpreter could handle these. This method allows to recognize that, e.g., the Hessian for an expression is not available because it contains a user expression that does not provide Hessians.

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	interpreter-specific data for expression

Definition at line 1670 of file exprinterpret_cppad.cpp.

References NULL, and SCIP_EXPRINTCAPABILITY_NONE.

Referenced by SCIPnlpiOracleGetEvalCapability().

◆ SCIPexprintEval()

SCIP_RETCODE SCIPexprintEval	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata,
		SCIP_Real *	varvals,
		SCIP_Real *	val
	)

evaluates an expression

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	interpreter-specific data for expression
varvals	values of variables
val	buffer to store value of expression

Definition at line 1683 of file exprinterpret_cppad.cpp.

References eval(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPdebugMessage, SCIPerrorMessage, SCIPevalExpr(), SCIPexprGetEvalValue(), and SCIPfreeBlockMemoryArrayNull.

Referenced by evalFunctionValue(), SCIPexprintGrad(), SCIPexprintHessian(), and SCIPexprintHessianSparsity().

◆ SCIPexprintGrad()

SCIP_RETCODE SCIPexprintGrad	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata,
		SCIP_Real *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_Real *	val,
		SCIP_Real *	gradient
	)

computes value and gradient of an expression

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	interpreter-specific data for expression
varvals	values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable values changed since last call to a point evaluation routine?
val	buffer to store expression value
gradient	buffer to store expression gradient

Definition at line 1759 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEval(), SCIPinfoMessage(), and SCIPprintExpr().

Referenced by evalFunctionGradient(), and SCIPnlpiOracleEvalJacobian().

◆ SCIPexprintHessianSparsity()

SCIP_RETCODE SCIPexprintHessianSparsity	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata,
		SCIP_Real *	varvals,
		int **	rowidxs,
		int **	colidxs,
		int *	nnz
	)

gives sparsity pattern of lower-triangular part of Hessian

Since the AD code might need to do a forward sweep, variable values need to be passed in here.

Result will have (*colidxs)[i] <= (*rowidixs)[i] for i=0..*nnz.

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	interpreter-specific data for expression
varvals	values of variables
rowidxs	buffer to return array with row indices of Hessian elements
colidxs	buffer to return array with column indices of Hessian elements
nnz	buffer to return length of arrays

Definition at line 1828 of file exprinterpret_cppad.cpp.

References NULL, r, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPallocBlockMemoryArray, SCIPdebugMessage, SCIPerrorMessage, SCIPexprintEval(), SCIPinfoMessage(), and SCIPprintExpr().

Referenced by hessLagSparsitySetNzFlagForExpr(), and SCIPexprintHessian().

◆ SCIPexprintHessian()

SCIP_RETCODE SCIPexprintHessian	(	SCIP *	scip,
		SCIP_EXPRINT *	exprint,
		SCIP_EXPR *	expr,
		SCIP_EXPRINTDATA *	exprintdata,
		SCIP_Real *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_Real *	val,
		int **	rowidxs,
		int **	colidxs,
		SCIP_Real **	hessianvals,
		int *	nnz
	)

computes value and Hessian of an expression

Returned arrays rowidxs and colidxs and number of elements nnz are the same as given by SCIPexprintHessianSparsity(). Returned array hessianvals will contain the corresponding Hessian elements.

Parameters

scip	SCIP data structure
exprint	interpreter data structure
expr	expression
exprintdata	interpreter-specific data for expression
varvals	values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable values changed since last call to an evaluation routine?
val	buffer to store function value
rowidxs	buffer to return array with row indices of Hessian elements
colidxs	buffer to return array with column indices of Hessian elements
hessianvals	buffer to return array with Hessian elements
nnz	buffer to return length of arrays

Definition at line 2000 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEval(), SCIPexprintHessianSparsity(), SCIPinfoMessage(), and SCIPprintExpr().

Referenced by hessLagAddExpr().

SCIP

Detailed Description

Functions

Files

Function Documentation

◆ SCIPexprintGetName()

◆ SCIPexprintGetDesc()

◆ SCIPexprintGetCapability()

◆ SCIPexprintCreate()

◆ SCIPexprintFree()

◆ SCIPexprintCompile()

◆ SCIPexprintFreeData()

◆ SCIPexprintGetExprCapability()

◆ SCIPexprintEval()

◆ SCIPexprintGrad()

◆ SCIPexprintHessianSparsity()

◆ SCIPexprintHessian()