Scippy

SCIP

Solving Constraint Integer Programs

nlpioracle.c
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (C) 2002-2019 Konrad-Zuse-Zentrum */
7 /* fuer Informationstechnik Berlin */
8 /* */
9 /* SCIP is distributed under the terms of the ZIB Academic License. */
10 /* */
11 /* You should have received a copy of the ZIB Academic License */
12 /* along with SCIP; see the file COPYING. If not visit scip.zib.de. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15 
16 /**@file nlpioracle.c
17  * @brief implementation of NLPI oracle interface
18  * @author Stefan Vigerske
19  *
20  * @todo jacobi evaluation should be sparse
21  */
22 
23 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
24 
25 #include "scip/pub_message.h"
26 #include "scip/pub_misc.h"
27 #include "nlpi/nlpioracle.h"
28 #include "nlpi/pub_expr.h"
29 #include "nlpi/exprinterpret.h"
30 
31 #include <string.h> /* for strlen */
32 
33 /**@name NLPI Oracle data structures */
34 /**@{ */
35 
37 {
38  SCIP_Real lhs; /**< left hand side (for constraint) or constant (for objective) */
39  SCIP_Real rhs; /**< right hand side (for constraint) or constant (for objective) */
40 
41  int linsize; /**< length of linidxs and lincoefs arrays */
42  int nlinidxs; /**< number of linear variable indices and coefficients */
43  int* linidxs; /**< variable indices in linear part, or NULL if none */
44  SCIP_Real* lincoefs; /**< variable coefficients in linear part, of NULL if none */
45 
46  int quadsize; /**< length of quadelems array */
47  int nquadelems; /**< number of quadratic elements */
48  SCIP_QUADELEM* quadelems; /**< quadratic elements, or NULL if none */
49 
50  int* exprvaridxs; /**< indices of variables in expression tree, or NULL if no exprtree */
51  SCIP_EXPRTREE* exprtree; /**< expression tree for nonlinear part, or NULL if none */
52 
53  char* name; /**< name of constraint */
54 };
56 
58 {
59  BMS_BLKMEM* blkmem; /**< block memory */
60  SCIP_Real infinity; /**< value for infinity */
61  char* name; /**< name of problem */
62 
63  int varssize; /**< length of variables related arrays */
64  int nvars; /**< number of variables */
65  SCIP_Real* varlbs; /**< array with variable lower bounds */
66  SCIP_Real* varubs; /**< array with variable upper bounds */
67  char** varnames; /**< array with variable names */
68  int* vardegrees; /**< array with maximal degree of variable over objective and all constraints */
69  SCIP_Bool vardegreesuptodate; /**< whether the variable degrees are up to date */
70 
71  int consssize; /**< length of constraints related arrays */
72  int nconss; /**< number of constraints */
73  SCIP_NLPIORACLECONS** conss; /**< constraints, or NULL if none */
74 
75  SCIP_NLPIORACLECONS* objective; /**< objective */
76 
77  int* jacoffsets; /**< rowwise jacobi sparsity pattern: constraint offsets in jaccols */
78  int* jaccols; /**< rowwise jacobi sparsity pattern: indices of variables appearing in constraints */
79 
80  int* heslagoffsets; /**< rowwise sparsity pattern of hessian matrix of Lagrangian: row offsets in heslagcol */
81  int* heslagcols; /**< rowwise sparsity pattern of hessian matrix of Lagrangian: column indices; sorted for each row */
82 
83 
84  SCIP_EXPRINT* exprinterpreter; /**< interpreter for expression trees: evaluation and derivatives */
85 };
86 
87 /**@} */
88 
89 /**@name Local functions */
90 /**@{ */
91 
92 /** calculate memory size for dynamically allocated arrays (copied from scip/set.c) */
93 static
95  int num /**< minimum number of entries to store */
96  )
97 {
98  int size;
99 
100  /* calculate the size with this loop, such that the resulting numbers are always the same (-> block memory) */
101  size = 4;
102  while( size < num )
103  size = (int)(1.2 * size + 4);
104 
105  return size;
106 }
107 
108 /** ensures that variables related arrays in oracle have at least a given length */
109 static
111  SCIP_NLPIORACLE* oracle, /**< NLPIORACLE data structure */
112  int minsize /**< minimal required size */
113  )
114 {
115  assert(oracle != NULL);
116 
117  if( minsize > oracle->varssize )
118  {
119  int newsize;
120 
121  newsize = calcGrowSize(minsize);
122  assert(newsize >= minsize);
123 
124  SCIP_ALLOC( BMSreallocBlockMemoryArray(oracle->blkmem, &oracle->varlbs, oracle->varssize, newsize) );
125  SCIP_ALLOC( BMSreallocBlockMemoryArray(oracle->blkmem, &oracle->varubs, oracle->varssize, newsize) );
126  if( oracle->varnames != NULL )
127  {
128  SCIP_ALLOC( BMSreallocBlockMemoryArray(oracle->blkmem, &oracle->varnames, oracle->varssize, newsize) );
129  }
130  SCIP_ALLOC( BMSreallocBlockMemoryArray(oracle->blkmem, &oracle->vardegrees, oracle->varssize, newsize) );
131 
132  oracle->varssize = newsize;
133  }
134  assert(oracle->varssize >= minsize);
135 
136  return SCIP_OKAY;
137 }
138 
139 /** ensures that constraints array in oracle has at least a given length */
140 static
142  SCIP_NLPIORACLE* oracle, /**< NLPIORACLE data structure */
143  int minsize /**< minimal required size */
144  )
145 {
146  assert(oracle != NULL);
147 
148  if( minsize > oracle->consssize )
149  {
150  int newsize;
151 
152  newsize = calcGrowSize(minsize);
153  assert(newsize >= minsize);
154 
155  SCIP_ALLOC( BMSreallocBlockMemoryArray(oracle->blkmem, &oracle->conss, oracle->consssize, newsize) );
156  oracle->consssize = newsize;
157  }
158  assert(oracle->consssize >= minsize);
159 
160  return SCIP_OKAY;
161 }
162 
163 /** ensures that arrays for linear part in a oracle constraints have at least a given length */
164 static
166  BMS_BLKMEM* blkmem, /**< block memory */
167  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
168  int minsize /**< minimal required size */
169  )
170 {
171  assert(blkmem != NULL);
172  assert(cons != NULL);
173 
174  if( minsize > cons->linsize )
175  {
176  int newsize;
177 
178  newsize = calcGrowSize(minsize);
179  assert(newsize >= minsize);
180 
181  SCIP_ALLOC( BMSreallocBlockMemoryArray(blkmem, &cons->linidxs, cons->linsize, newsize) );
182  SCIP_ALLOC( BMSreallocBlockMemoryArray(blkmem, &cons->lincoefs, cons->linsize, newsize) );
183  cons->linsize = newsize;
184  }
185  assert(cons->linsize >= minsize);
186 
187  return SCIP_OKAY;
188 }
189 
190 /** ensures that arrays for quadratic part in a oracle constraints have at least a given length */
191 static
193  BMS_BLKMEM* blkmem, /**< block memory */
194  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
195  int minsize /**< minimal required size */
196  )
197 {
198  assert(blkmem != NULL);
199  assert(cons != NULL);
200 
201  if( minsize > cons->quadsize )
202  {
203  int newsize;
204 
205  newsize = calcGrowSize(minsize);
206  assert(newsize >= minsize);
207 
208  SCIP_ALLOC( BMSreallocBlockMemoryArray(blkmem, &cons->quadelems, cons->quadsize, newsize) );
209  cons->quadsize = newsize;
210  }
211  assert(cons->quadsize >= minsize);
212 
213  return SCIP_OKAY;
214 }
215 
216 /** ensures that a given array of integers has at least a given length */
217 static
219  BMS_BLKMEM* blkmem, /**< block memory */
220  int** intarray, /**< array of integers */
221  int* len, /**< length of array (modified if reallocated) */
222  int minsize /**< minimal required array length */
223  )
224 {
225  assert(blkmem != NULL);
226  assert(intarray != NULL);
227  assert(len != NULL);
228 
229  if( minsize > *len )
230  {
231  int newsize;
232 
233  newsize = calcGrowSize(minsize);
234  assert(newsize >= minsize);
235 
236  SCIP_ALLOC( BMSreallocBlockMemoryArray(blkmem, intarray, *len, newsize) );
237  *len = newsize;
238  }
239  assert(*len >= minsize);
240 
241  return SCIP_OKAY;
242 }
243 
244 /** Invalidates the sparsity pattern of the Jacobian.
245  * Should be called when constraints are added or deleted.
246  */
247 static
249  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
250  )
251 {
252  assert(oracle != NULL);
253 
254  SCIPdebugMessage("%p invalidate jacobian sparsity\n", (void*)oracle);
255 
256  if( oracle->jacoffsets == NULL )
257  { /* nothing to do */
258  assert(oracle->jaccols == NULL);
259  return;
260  }
261 
262  assert(oracle->jaccols != NULL);
263  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->jaccols, oracle->jacoffsets[oracle->nconss]);
264  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->jacoffsets, oracle->nconss + 1);
265 }
266 
267 /** Invalidates the sparsity pattern of the Hessian of the Lagragian.
268  * Should be called when the objective is set or constraints are added or deleted.
269  */
270 static
272  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
273  )
274 {
275  assert(oracle != NULL);
276 
277  SCIPdebugMessage("%p invalidate hessian lag sparsity\n", (void*)oracle);
278 
279  if( oracle->heslagoffsets == NULL )
280  { /* nothing to do */
281  assert(oracle->heslagcols == NULL);
282  return;
283  }
284 
285  assert(oracle->heslagcols != NULL);
286  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->heslagcols, oracle->heslagoffsets[oracle->nvars]);
287  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->heslagoffsets, oracle->nvars + 1);
288 }
289 
290 /** sorts a linear term, merges duplicate entries and removes entries with coefficient 0.0 */
291 static
293  int* nidxs, /**< number of variables */
294  int* idxs, /**< indices of variables */
295  SCIP_Real* coefs /**< coefficients of variables */
296  )
297 {
298  int offset;
299  int j;
300 
301  assert(nidxs != NULL);
302  assert(idxs != NULL || *nidxs == 0);
303  assert(coefs != NULL || *nidxs == 0);
304 
305  if( *nidxs == 0 )
306  return;
307 
308  SCIPsortIntReal(idxs, coefs, *nidxs);
309 
310  offset = 0;
311  j = 0;
312  while( j+offset < *nidxs )
313  {
314  assert(idxs[j] >= 0); /*lint !e613*/
315 
316  /* move j+offset to j, if different */
317  if( offset > 0 )
318  {
319  idxs[j] = idxs[j+offset]; /*lint !e613*/
320  coefs[j] = coefs[j+offset]; /*lint !e613*/
321  }
322 
323  /* add up coefs for j+offset+1... as long as they have the same index */
324  while( j+offset+1 < *nidxs && idxs[j] == idxs[j+offset+1] ) /*lint !e613*/
325  {
326  coefs[j] += coefs[j+offset+1]; /*lint !e613*/
327  ++offset;
328  }
329 
330  /* if j'th element is 0, increase offset, otherwise increase j */
331  if( coefs[j] == 0.0 ) /*lint !e613*/
332  ++offset;
333  else
334  ++j;
335  }
336  *nidxs -= offset;
337 }
338 
339 /** creates a NLPI constraint from given constraint data */
340 static
342  BMS_BLKMEM* blkmem, /**< block memory */
343  SCIP_NLPIORACLECONS** cons, /**< buffer where to store pointer to constraint */
344  int nlinidxs, /**< length of linear part */
345  const int* linidxs, /**< indices of linear part, or NULL if nlinidxs == 0 */
346  const SCIP_Real* lincoefs, /**< coefficients of linear part, or NULL if nlinidxs == 0 */
347  int nquadelems, /**< lenght of quadratic part */
348  const SCIP_QUADELEM* quadelems, /**< quadratic elements, or NULL if nquadelems == 0 */
349  const int* exprvaridxs, /**< indicies of variables in expression tree, or NULL if exprtree == NULL */
350  const SCIP_EXPRTREE* exprtree, /**< expression tree, or NULL */
351  SCIP_Real lhs, /**< left-hand-side of constraint */
352  SCIP_Real rhs, /**< right-hand-side of constraint */
353  const char* name /**< name of constraint, or NULL */
354  )
355 {
356  assert(blkmem != NULL);
357  assert(cons != NULL);
358  assert(nlinidxs >= 0);
359  assert(linidxs != NULL || nlinidxs == 0);
360  assert(lincoefs != NULL || nlinidxs == 0);
361  assert(nquadelems >= 0);
362  assert(quadelems != NULL || nquadelems == 0);
363  assert(exprvaridxs != NULL || exprtree == NULL);
364  assert(EPSLE(lhs, rhs, SCIP_DEFAULT_EPSILON));
365 
366  SCIP_ALLOC( BMSallocBlockMemory(blkmem, cons) );
367  assert(*cons != NULL);
368  BMSclearMemory(*cons);
369 
370  if( nlinidxs > 0 )
371  {
372  SCIP_ALLOC( BMSduplicateBlockMemoryArray(blkmem, &(*cons)->linidxs, linidxs, nlinidxs) );
373  SCIP_ALLOC( BMSduplicateBlockMemoryArray(blkmem, &(*cons)->lincoefs, lincoefs, nlinidxs) );
374  (*cons)->linsize = nlinidxs;
375  (*cons)->nlinidxs = nlinidxs;
376 
377  /* sort, merge duplicates, remove zero's */
378  sortLinearCoefficients(&(*cons)->nlinidxs, (*cons)->linidxs, (*cons)->lincoefs);
379  assert((*cons)->linidxs[0] >= 0);
380  }
381 
382  if( nquadelems > 0 )
383  {
384  SCIP_ALLOC( BMSduplicateBlockMemoryArray(blkmem, &(*cons)->quadelems, quadelems, nquadelems) );
385  (*cons)->nquadelems = nquadelems;
386  (*cons)->quadsize = nquadelems;
387 
388  /* sort and squeeze quadratic part */
389  SCIPquadelemSort((*cons)->quadelems, nquadelems);
390  SCIPquadelemSqueeze((*cons)->quadelems, nquadelems, &(*cons)->nquadelems);
391  assert((*cons)->nquadelems == 0 || (*cons)->quadelems[0].idx1 >= 0);
392  assert((*cons)->nquadelems == 0 || (*cons)->quadelems[0].idx2 >= 0);
393  }
394 
395  if( exprtree != NULL )
396  {
397  SCIP_CALL( SCIPexprtreeCopy(blkmem, &(*cons)->exprtree, (SCIP_EXPRTREE*)exprtree) );
398 
399  SCIP_ALLOC( BMSduplicateBlockMemoryArray(blkmem, &(*cons)->exprvaridxs, exprvaridxs, SCIPexprtreeGetNVars((SCIP_EXPRTREE*)exprtree)) );
400  }
401 
402  if( lhs > rhs )
403  {
404  assert(EPSEQ(lhs, rhs, SCIP_DEFAULT_EPSILON));
405  lhs = rhs;
406  }
407  (*cons)->lhs = lhs;
408  (*cons)->rhs = rhs;
409 
410  if( name != NULL )
411  {
412  SCIP_ALLOC( BMSduplicateBlockMemoryArray(blkmem, &(*cons)->name, name, strlen(name)+1) );
413  }
414 
415  return SCIP_OKAY;
416 }
417 
418 /** frees a constraint */
419 static
421  BMS_BLKMEM* blkmem, /**< block memory */
422  SCIP_NLPIORACLECONS** cons /**< pointer to constraint that should be freed */
423  )
424 {
425  assert(blkmem != NULL);
426  assert(cons != NULL);
427  assert(*cons != NULL);
428 
429  SCIPdebugMessage("free constraint %p\n", (void*)*cons);
430 
431  BMSfreeBlockMemoryArrayNull(blkmem, &(*cons)->linidxs, (*cons)->linsize);
432  BMSfreeBlockMemoryArrayNull(blkmem, &(*cons)->lincoefs, (*cons)->linsize);
433 
434  BMSfreeBlockMemoryArrayNull(blkmem, &(*cons)->quadelems, (*cons)->quadsize);
435 
436  if( (*cons)->exprtree != NULL )
437  {
438  BMSfreeBlockMemoryArrayNull(blkmem, &(*cons)->exprvaridxs, SCIPexprtreeGetNVars((*cons)->exprtree));
439  SCIP_CALL_ABORT( SCIPexprtreeFree(&(*cons)->exprtree) );
440  }
441 
442  if( (*cons)->name != NULL )
443  {
444  BMSfreeBlockMemoryArrayNull(blkmem, &(*cons)->name, strlen((*cons)->name)+1);
445  }
446 
447  BMSfreeBlockMemory(blkmem, cons);
448  assert(*cons == NULL);
449 }
450 
451 /** frees all constraints */
452 static
454  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
455  )
456 {
457  int i;
458 
459  assert(oracle != NULL);
460 
461  SCIPdebugMessage("%p free constraints\n", (void*)oracle);
462 
463  for( i = 0; i < oracle->nconss; ++i )
464  {
465  freeConstraint(oracle->blkmem, &oracle->conss[i]);
466  assert(oracle->conss[i] == NULL);
467  }
468  oracle->nconss = 0;
469 
470  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &oracle->conss, oracle->consssize);
471  oracle->consssize = 0;
472 }
473 
474 /** moves one variable
475  * The place where it moves to need to be empty (all NULL) but allocated.
476  * Note that this function does not update the variable indices in the constraints!
477  */
478 static
480  SCIP_NLPIORACLE* oracle, /**< pointer to store NLPIORACLE data structure */
481  int fromidx, /**< index of variable to move */
482  int toidx /**< index of place where to move variable to */
483  )
484 {
485  assert(oracle != NULL);
486 
487  SCIPdebugMessage("%p move variable\n", (void*)oracle);
488 
489  assert(0 <= fromidx);
490  assert(0 <= toidx);
491  assert(fromidx < oracle->nvars);
492  assert(toidx < oracle->nvars);
493 
494  assert(oracle->varlbs[toidx] <= -oracle->infinity);
495  assert(oracle->varubs[toidx] >= oracle->infinity);
496  assert(oracle->varnames == NULL || oracle->varnames[toidx] == NULL);
497  assert(!oracle->vardegreesuptodate || oracle->vardegrees[toidx] == -1);
498 
499  oracle->varlbs[toidx] = oracle->varlbs[fromidx];
500  oracle->varubs[toidx] = oracle->varubs[fromidx];
501 
502  oracle->varlbs[fromidx] = -oracle->infinity;
503  oracle->varubs[fromidx] = oracle->infinity;
504 
505  oracle->vardegrees[toidx] = oracle->vardegrees[fromidx];
506  oracle->vardegrees[fromidx] = -1;
507 
508  if( oracle->varnames != NULL )
509  {
510  oracle->varnames[toidx] = oracle->varnames[fromidx];
511  oracle->varnames[fromidx] = NULL;
512  }
513 
514  return SCIP_OKAY;
515 }
516 
517 /** frees all variables */
518 static
520  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
521  )
522 {
523  int i;
524 
525  assert(oracle != NULL);
526 
527  SCIPdebugMessage("%p free variables\n", (void*)oracle);
528 
529  if( oracle->varnames != NULL )
530  {
531  for( i = 0; i < oracle->nvars; ++i )
532  {
533  if( oracle->varnames[i] != NULL )
534  {
535  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->varnames[i], strlen(oracle->varnames[i])+1); /*lint !e866*/
536  }
537  }
538  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &oracle->varnames, oracle->varssize);
539  }
540  oracle->nvars = 0;
541  oracle->vardegreesuptodate = TRUE;
542 
543  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &oracle->varlbs, oracle->varssize);
544  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &oracle->varubs, oracle->varssize);
545  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &oracle->vardegrees, oracle->varssize);
546 
547  oracle->varssize = 0;
548 }
549 
550 /** increases variable degrees in oracle w.r.t. variables occuring in a single constraint */
551 static
553  SCIP_NLPIORACLE* oracle, /**< oracle data structure */
554  SCIP_NLPIORACLECONS* cons /**< oracle constraint */
555  )
556 {
557  int j;
558 
559  assert(oracle != NULL);
560  assert(oracle->nvars == 0 || oracle->vardegrees != NULL);
561  assert(cons != NULL);
562 
563  for( j = 0; j < cons->nlinidxs; ++j )
564  if( oracle->vardegrees[cons->linidxs[j]] < 1 )
565  oracle->vardegrees[cons->linidxs[j]] = 1;
566 
567  for( j = 0; j < cons->nquadelems; ++j )
568  {
569  if( oracle->vardegrees[cons->quadelems[j].idx1] < 2 )
570  oracle->vardegrees[cons->quadelems[j].idx1] = 2;
571 
572  if( oracle->vardegrees[cons->quadelems[j].idx2] < 2 )
573  oracle->vardegrees[cons->quadelems[j].idx2] = 2;
574  }
575 
576  /* we could use exprtreeGetDegree to get actual degree of a variable in tree,
577  * but so far no solver could make use of this information */
578  if( cons->exprtree != NULL )
579  for( j = SCIPexprtreeGetNVars(cons->exprtree)-1; j >= 0; --j )
580  oracle->vardegrees[cons->exprvaridxs[j]] = INT_MAX;
581 }
582 
583 /** Updates the degrees of all variables. */
584 static
586  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
587  )
588 {
589  int c;
590 
591  assert(oracle != NULL);
592  assert(oracle->nvars == 0 || oracle->vardegrees != NULL);
593  assert(oracle->objective != NULL);
594 
595  SCIPdebugMessage("%p update variable degrees\n", (void*)oracle);
596 
597  if( oracle->vardegreesuptodate || oracle->nvars == 0 )
598  return;
599 
600  /* assume all variables do not appear in NLP */
601  BMSclearMemoryArray(oracle->vardegrees, oracle->nvars);
602 
603  updateVariableDegreesCons(oracle, oracle->objective);
604  for( c = 0; c < oracle->nconss; ++c )
605  updateVariableDegreesCons(oracle, oracle->conss[c]);
606 
607  oracle->vardegreesuptodate = TRUE;
608 }
609 
610 /** applies a mapping of indices to one array of indices */
611 static
613  int* indexmap, /**< mapping from old variable indices to new indices */
614  int nindices, /**< number of indices in indices1 and indices2 */
615  int* indices /**< array of indices to adjust */
616  )
617 {
618  assert(indexmap != NULL);
619  assert(nindices == 0 || indices != NULL);
620 
621  for( ; nindices ; --nindices, ++indices )
622  {
623  assert(indexmap[*indices] >= 0);
624  *indices = indexmap[*indices];
625  }
626 }
627 
628 /** removes entries with index -1 (marked as deleted) from array of linear elements
629  * assumes that array is sorted by index, i.e., all -1 are at the beginning
630  */
631 static
633  BMS_BLKMEM* blkmem, /**< block memory */
634  int** linidxs, /**< variable indices */
635  SCIP_Real** coefs, /**< variable coefficients */
636  int* nidxs /**< number of indices */
637  )
638 {
639  int i;
640  int offset;
641 
642  SCIPdebugMessage("clear deleted linear elements\n");
643 
644  assert(blkmem != NULL);
645  assert(linidxs != NULL);
646  assert(*linidxs != NULL);
647  assert(coefs != NULL);
648  assert(*coefs != NULL);
649  assert(nidxs != NULL);
650  assert(*nidxs > 0);
651 
652  /* search for beginning of non-delete entries @todo binary search? */
653  for( offset = 0; offset < *nidxs; ++offset )
654  if( (*linidxs)[offset] >= 0 )
655  break;
656 
657  /* nothing was deleted */
658  if( offset == 0 )
659  return;
660 
661  /* some or all elements were deleted -> move remaining ones front */
662  for( i = 0; i < *nidxs - offset; ++i )
663  {
664  (*linidxs)[i] = (*linidxs)[i+offset];
665  (*coefs)[i] = (*coefs) [i+offset];
666  }
667  *nidxs -= offset;
668 }
669 
670 /** removes entries with index pair (-1,-1) (marked as deleted) from array of quadratic elements
671  * assumes that array is sorted, i.e., all deleted elements are at the beginning
672  */
673 static
675  BMS_BLKMEM* blkmem, /**< block memory */
676  SCIP_QUADELEM** quadelems, /**< quadratic elements */
677  int* nquadelems /**< number of quadratic elements */
678  )
679 {
680  int i;
681  int offset;
682 
683  SCIPdebugMessage("clear deleted quad elements\n");
684 
685  assert(blkmem != NULL);
686  assert(quadelems != NULL);
687  assert(*quadelems != NULL);
688  assert(nquadelems != NULL);
689  assert(*nquadelems > 0);
690 
691  /* search for beginning of non-delete entries @todo binary search? */
692  for( offset = 0; offset < *nquadelems; ++offset )
693  {
694  /* either both variables are marked as deleted or none of them */
695  assert(((*quadelems)[offset].idx1 >= 0) == ((*quadelems)[offset].idx2 >= 0));
696  if( (*quadelems)[offset].idx1 >= 0 )
697  break;
698  }
699 
700  /* nothing was deleted */
701  if( offset == 0 )
702  return;
703 
704  /* some or all elements were deleted -> move remaining ones front */
705  for( i = 0; i < *nquadelems - offset; ++i )
706  (*quadelems)[i] = (*quadelems)[i+offset];
707  *nquadelems -= offset;
708 }
709 
710 /** applies a mapping of indices to an array of quadratic elements */
711 static
713  int* indexmap, /**< mapping from old variable indices to new indices */
714  int nelems, /**< number of quadratic elements */
715  SCIP_QUADELEM* elems /**< array of quadratic elements to adjust */
716  )
717 {
718  assert(indexmap != NULL);
719  assert(nelems == 0 || elems != NULL);
720 
721  for( ; nelems ; --nelems, ++elems )
722  {
723  assert(indexmap[elems->idx1] >= 0);
724  assert(indexmap[elems->idx2] >= 0);
725  elems->idx1 = indexmap[elems->idx1];
726  elems->idx2 = indexmap[elems->idx2];
727  /* swap indices if not idx1 <= idx2 */
728  if( elems->idx1 > elems->idx2 )
729  {
730  int tmp = elems->idx2;
731  elems->idx2 = elems->idx1;
732  elems->idx1 = tmp;
733  }
734  }
735 }
736 
737 /** computes the value of a function */
738 static
740  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
741  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
742  const SCIP_Real* x, /**< the point where to evaluate */
743  SCIP_Real* val /**< pointer to store function value */
744  )
745 { /*lint --e{715}*/
746  assert(oracle != NULL);
747  assert(cons != NULL);
748  assert(x != NULL || oracle->nvars == 0);
749  assert(val != NULL);
750 
751  SCIPdebugMessage("%p eval function value\n", (void*)oracle);
752 
753  *val = 0.0;
754 
755  if( cons->nlinidxs > 0 )
756  {
757  int* linidxs;
759  int nlin;
760 
761  nlin = cons->nlinidxs;
762  linidxs = cons->linidxs;
763  lincoefs = cons->lincoefs;
764  assert(linidxs != NULL);
765  assert(lincoefs != NULL);
766  assert(x != NULL);
767 
768  for( ; nlin > 0; --nlin, ++linidxs, ++lincoefs )
769  *val += *lincoefs * x[*linidxs];
770  }
771 
772  if( cons->nquadelems > 0 )
773  {
775  int nquadelems;
776 
777  quadelems = cons->quadelems;
778  nquadelems = cons->nquadelems;
779  assert(quadelems != NULL);
780  assert(x != NULL);
781 
782  for( ; nquadelems > 0; --nquadelems, ++quadelems )
783  *val += quadelems->coef * x[quadelems->idx1] * x[quadelems->idx2];
784  }
785 
786  if( cons->exprtree != NULL )
787  {
788  SCIP_Real* xx;
789  int i;
790  SCIP_Real nlval;
791  int nvars;
792 
793  nvars = SCIPexprtreeGetNVars(cons->exprtree);
794 
795  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &xx, nvars) );
796  for( i = 0; i < nvars; ++i )
797  {
798  assert(cons->exprvaridxs[i] >= 0);
799  assert(cons->exprvaridxs[i] < oracle->nvars);
800  xx[i] = x[cons->exprvaridxs[i]]; /*lint !e613 !e644*/
801  }
802 
803  SCIP_CALL( SCIPexprintEval(oracle->exprinterpreter, cons->exprtree, xx, &nlval) );
804  if( nlval != nlval || ABS(nlval) >= oracle->infinity ) /*lint !e777*/
805  *val = nlval;
806  else
807  *val += nlval;
808 
809  BMSfreeBlockMemoryArray(oracle->blkmem, &xx, nvars);
810  }
811 
812  return SCIP_OKAY;
813 }
814 
815 /** computes the value and gradient of a function
816  *
817  * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)
818  */
819 static
821  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
822  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
823  const SCIP_Real* x, /**< the point where to evaluate */
824  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
825  SCIP_Real* RESTRICT val, /**< pointer to store function value */
826  SCIP_Real* RESTRICT grad /**< pointer to store function gradient */
827  )
828 { /*lint --e{715}*/
829  assert(oracle != NULL);
830  assert(x != NULL || oracle->nvars == 0);
831  assert(val != NULL);
832  assert(grad != NULL);
833 
834  SCIPdebugMessage("%p eval function gradient\n", (void*)oracle);
835 
836  *val = 0.0;
837  BMSclearMemoryArray(grad, oracle->nvars);
838 
839  if( cons->nlinidxs > 0 )
840  {
841  int* linidxs;
843  int nlin;
844 
845  nlin = cons->nlinidxs;
846  linidxs = cons->linidxs;
847  lincoefs = cons->lincoefs;
848  assert(linidxs != NULL);
849  assert(lincoefs != NULL);
850  assert(x != NULL);
851 
852  for( ; nlin > 0; --nlin, ++linidxs, ++lincoefs )
853  {
854  *val += *lincoefs * x[*linidxs];
855  assert(grad[*linidxs] == 0.0); /* we do not like duplicate indices */
856  grad[*linidxs] = *lincoefs;
857  }
858  }
859 
860  if( cons->nquadelems > 0 )
861  {
862  SCIP_Real tmp;
864  int nquadelems;
865 
866  quadelems = cons->quadelems;
867  nquadelems = cons->nquadelems;
868  assert(quadelems != NULL);
869  assert(x != NULL);
870 
871  for( ; nquadelems > 0; --nquadelems, ++quadelems )
872  {
873  tmp = quadelems->coef * x[quadelems->idx1];
874  *val += tmp * x[quadelems->idx2];
875  grad[quadelems->idx2] += tmp;
876  grad[quadelems->idx1] += quadelems->coef * x[quadelems->idx2];
877  }
878  }
879 
880  if( cons->exprtree != NULL )
881  {
882  SCIP_Real* xx;
883  SCIP_Real* g;
884  int i;
885  SCIP_Real nlval;
886  int nvars;
887 
888  xx = NULL;
889  nvars = SCIPexprtreeGetNVars(cons->exprtree);
890 
891  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &g, nvars) );
892 
893  if( isnewx )
894  {
895  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &xx, nvars) );
896  for( i = 0; i < nvars; ++i )
897  {
898  assert(cons->exprvaridxs[i] >= 0);
899  assert(cons->exprvaridxs[i] < oracle->nvars);
900  xx[i] = x[cons->exprvaridxs[i]]; /*lint !e613*/
901  }
902  }
903 
904  SCIPdebugMessage("eval gradient of ");
905  SCIPdebug( if( isnewx ) {printf("\nx ="); for( i = 0; i < nvars; ++i) printf(" %g", xx[i]); /*lint !e613*/ printf("\n");} )
906 
907  SCIP_CALL( SCIPexprintGrad(oracle->exprinterpreter, cons->exprtree, xx, isnewx, &nlval, g) ); /*lint !e644*/
908 
909  SCIPdebug( printf("g ="); for( i = 0; i < nvars; ++i) printf(" %g", g[i]); printf("\n"); )
910 
911  if( nlval != nlval || ABS(nlval) >= oracle->infinity ) /*lint !e777*/
912  {
913  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
914  BMSfreeBlockMemoryArray(oracle->blkmem, &g, nvars);
915  SCIPdebugMessage("gradient evaluation yield invalid function value %g\n", nlval);
916  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
917  }
918  else
919  {
920  *val += nlval;
921  for( i = 0; i < nvars; ++i )
922  if( !SCIPisFinite(g[i]) ) /*lint !e777*/
923  {
924  SCIPdebugMessage("gradient evaluation yield invalid gradient value %g\n", g[i]);
925  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
926  BMSfreeBlockMemoryArray(oracle->blkmem, &g, nvars);
927  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
928  }
929  else
930  {
931  grad[cons->exprvaridxs[i]] += g[i];
932  }
933  }
934 
935  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
936  BMSfreeBlockMemoryArray(oracle->blkmem, &g, nvars);
937  }
938 
939  return SCIP_OKAY;
940 }
941 
942 /** collects nonzeros entries in colnz and increases the nzcount given indices of quadratic terms */
943 static
945  SCIP_NLPIORACLE* oracle, /**< NLPI oracle */
946  int** colnz, /**< indices of nonzero entries for each column */
947  int* collen, /**< space allocated to store indices of nonzeros for each column */
948  int* colnnz, /**< number of nonzero entries for each column */
949  int* nzcount, /**< counter for total number of nonzeros; should be increased whenever some colnnz is increased */
950  int length, /**< length of quadratic part */
951  SCIP_QUADELEM* quadelems /**< quadratic elements */
952  )
953 {
954  int pos;
955 
956  SCIPdebugMessage("%p hess lag sparsity set nzflag for quad\n", (void*)oracle);
957 
958  assert(oracle != NULL);
959  assert(colnz != NULL);
960  assert(collen != NULL);
961  assert(colnnz != NULL);
962  assert(nzcount != NULL);
963  assert(quadelems != NULL);
964  assert(length >= 0);
965 
966  for( ; length > 0; --length, ++quadelems )
967  {
968  assert(quadelems->idx1 <= quadelems->idx2);
969 
970  if( colnz[quadelems->idx2] == NULL || !SCIPsortedvecFindInt(colnz[quadelems->idx2], quadelems->idx1, colnnz[quadelems->idx2], &pos) )
971  {
972  SCIP_CALL( ensureIntArraySize(oracle->blkmem, &colnz[quadelems->idx2], &collen[quadelems->idx2], colnnz[quadelems->idx2]+1) );
973  SCIPsortedvecInsertInt(colnz[quadelems->idx2], quadelems->idx1, &colnnz[quadelems->idx2], NULL);
974  ++(*nzcount);
975  }
976  }
977 
978  return SCIP_OKAY;
979 }
980 
981 /** collects indices of nonzero entries in the lower-left part of the hessian matrix of an expression
982  * adds the indices to a given set of indices, avoiding duplicates */
983 static
985  SCIP_NLPIORACLE* oracle, /**< NLPI oracle */
986  int** colnz, /**< indices of nonzero entries for each column */
987  int* collen, /**< space allocated to store indices of nonzeros for each column */
988  int* colnnz, /**< number of nonzero entries for each column */
989  int* nzcount, /**< counter for total number of nonzeros; should be increased when nzflag is set to 1 the first time */
990  int* exprvaridx, /**< indices of variables from expression tree in NLP */
991  SCIP_EXPRTREE* exprtree, /**< expression tree */
992  int dim /**< dimension of matrix */
993  )
994 {
995  SCIP_Real* x;
996  SCIP_Bool* hesnz;
997  int i;
998  int j;
999  int nvars;
1000  int nn;
1001  int row;
1002  int col;
1003  int pos;
1004 
1005  assert(oracle != NULL);
1006  assert(colnz != NULL);
1007  assert(collen != NULL);
1008  assert(colnnz != NULL);
1009  assert(nzcount != NULL);
1010  assert(exprvaridx != NULL);
1011  assert(exprtree != NULL);
1012  assert(dim >= 0);
1013 
1014  SCIPdebugMessage("%p hess lag sparsity set nzflag for exprtree\n", (void*)oracle);
1015 
1016  nvars = SCIPexprtreeGetNVars(exprtree);
1017  nn = nvars * nvars;
1018 
1019  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &x, nvars) );
1020  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &hesnz, nn) );
1021 
1022  for( i = 0; i < nvars; ++i )
1023  x[i] = 2.0; /* hope that this value does not make much trouble for the evaluation routines */ /*lint !e644*/
1024 
1025  SCIP_CALL( SCIPexprintHessianSparsityDense(oracle->exprinterpreter, exprtree, x, hesnz) ); /*lint !e644*/
1026 
1027  for( i = 0; i < nvars; ++i ) /* rows */
1028  for( j = 0; j <= i; ++j ) /* cols */
1029  {
1030  if( !hesnz[i*nvars + j] )
1031  continue;
1032 
1033  row = MAX(exprvaridx[i], exprvaridx[j]);
1034  col = MIN(exprvaridx[i], exprvaridx[j]);
1035 
1036  assert(row < dim);
1037  assert(col <= row);
1038 
1039  if( colnz[row] == NULL || !SCIPsortedvecFindInt(colnz[row], col, colnnz[row], &pos) )
1040  {
1041  SCIP_CALL( ensureIntArraySize(oracle->blkmem, &colnz[row], &collen[row], colnnz[row]+1) );
1042  SCIPsortedvecInsertInt(colnz[row], col, &colnnz[row], NULL);
1043  ++(*nzcount);
1044  }
1045  }
1046 
1047  BMSfreeBlockMemoryArray(oracle->blkmem, &x, nvars);
1048  BMSfreeBlockMemoryArray(oracle->blkmem, &hesnz, nn);
1049 
1050  return SCIP_OKAY;
1051 }
1052 
1053 /** adds quadratic part into hessian structure */
1054 static
1056  SCIP_Real weight, /**< weight of quadratic part */
1057  int length, /**< number of elements in matrix of quadratic part */
1058  SCIP_QUADELEM* quadelems, /**< elements in matrix of quadratic part */
1059  int* hesoffset, /**< row offsets in sparse matrix that is to be filled */
1060  int* hescol, /**< column indices in sparse matrix that is to be filled */
1061  SCIP_Real* values /**< buffer for values of sparse matrix that is to be filled */
1062  )
1063 {
1064  int idx;
1065 
1066  SCIPdebugMessage("hess lag add quad\n");
1067 
1068  assert(length >= 0);
1069  assert(quadelems != NULL || length == 0);
1070  assert(hesoffset != NULL);
1071  assert(hescol != NULL);
1072  assert(values != NULL);
1073 
1074  for( ; length > 0; --length, ++quadelems ) /*lint !e613*/
1075  {
1076  assert(quadelems->idx1 <= quadelems->idx2); /*lint !e613*/
1077  if( !SCIPsortedvecFindInt(&hescol[hesoffset[quadelems->idx2]], quadelems->idx1, hesoffset[quadelems->idx2 + 1] - hesoffset[quadelems->idx2], &idx) ) /*lint !e613*/
1078  {
1079  SCIPerrorMessage("Could not find entry in hessian sparsity\n");
1080  return SCIP_ERROR;
1081  }
1082  values[hesoffset[quadelems->idx2] + idx] += weight * ((quadelems->idx1 == quadelems->idx2) ? 2 * quadelems->coef : quadelems->coef); /*lint !e613*/
1083  }
1084 
1085  return SCIP_OKAY;
1086 }
1087 
1088 /** adds hessian of an expression into hessian structure */
1089 static
1091  SCIP_NLPIORACLE* oracle, /**< oracle */
1092  SCIP_Real weight, /**< weight of quadratic part */
1093  const SCIP_Real* x, /**< point for which hessian should be returned */
1094  SCIP_Bool new_x, /**< whether point has been evaluated before */
1095  int* exprvaridx, /**< NLP indices for variables in expression tree */
1096  SCIP_EXPRTREE* exprtree, /**< expression tree */
1097  int* hesoffset, /**< row offsets in sparse matrix that is to be filled */
1098  int* hescol, /**< column indices in sparse matrix that is to be filled */
1099  SCIP_Real* values /**< buffer for values of sparse matrix that is to be filled */
1100  )
1101 {
1102  SCIP_Real* xx;
1103  SCIP_Real* h;
1104  SCIP_Real* hh;
1105  int i;
1106  int j;
1107  int nvars;
1108  int nn;
1109  int row;
1110  int col;
1111  int idx;
1112  SCIP_Real val;
1113 
1114  SCIPdebugMessage("%p hess lag add exprtree\n", (void*)oracle);
1115 
1116  assert(oracle != NULL);
1117  assert(x != NULL || new_x == FALSE);
1118 
1119  nvars = exprtree != NULL ? SCIPexprtreeGetNVars(exprtree) : 0;
1120  if( nvars == 0 )
1121  return SCIP_OKAY;
1122 
1123  assert(exprtree != NULL);
1124  assert(exprvaridx != NULL);
1125  assert(hesoffset != NULL);
1126  assert(hescol != NULL);
1127  assert(values != NULL);
1128 
1129  nn = nvars * nvars;
1130 
1131  xx = NULL;
1132  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &h, nn) );
1133 
1134  if( new_x )
1135  {
1136  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &xx, nvars) );
1137  for( i = 0; i < nvars; ++i )
1138  {
1139  assert(exprvaridx[i] >= 0);
1140  xx[i] = x[exprvaridx[i]]; /*lint !e613*/
1141  }
1142  }
1143 
1144  SCIP_CALL( SCIPexprintHessianDense(oracle->exprinterpreter, exprtree, xx, new_x, &val, h) ); /*lint !e644*/
1145  if( val != val ) /*lint !e777*/
1146  {
1147  SCIPdebugMessage("hessian evaluation yield invalid function value %g\n", val);
1148  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
1149  BMSfreeBlockMemoryArray(oracle->blkmem, &h, nn);
1150  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
1151  }
1152 
1153  hh = h;
1154  for( i = 0; i < nvars; ++i ) /* rows */
1155  {
1156  for( j = 0; j <= i; ++j, ++hh ) /* cols */
1157  {
1158  if( !*hh )
1159  continue;
1160 
1161  if( !SCIPisFinite(*hh) ) /*lint !e777*/
1162  {
1163  SCIPdebugMessage("hessian evaluation yield invalid hessian value %g\n", *hh);
1164  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
1165  BMSfreeBlockMemoryArray(oracle->blkmem, &h, nn);
1166  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
1167  }
1168 
1169  row = MAX(exprvaridx[i], exprvaridx[j]);
1170  col = MIN(exprvaridx[i], exprvaridx[j]);
1171 
1172  if( !SCIPsortedvecFindInt(&hescol[hesoffset[row]], col, hesoffset[row+1] - hesoffset[row], &idx) )
1173  {
1174  SCIPerrorMessage("Could not find entry (%d, %d) in hessian sparsity\n", row, col);
1175  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
1176  BMSfreeBlockMemoryArray(oracle->blkmem, &h, nn);
1177  return SCIP_ERROR;
1178  }
1179 
1180  values[hesoffset[row] + idx] += weight * *hh;
1181  }
1182  hh += nvars - j;
1183  }
1184 
1185  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, nvars);
1186  BMSfreeBlockMemoryArray(oracle->blkmem, &h, nn);
1187 
1188  return SCIP_OKAY;
1189 }
1190 
1191 /** prints a name, if available, makes sure it has not more than 64 characters, and adds a unique prefix if the longnames flag is set */
1192 static
1194  char* buffer, /**< buffer to print to, has to be not NULL and should be at least 65 bytes */
1195  char* name, /**< name, or NULL */
1196  int idx, /**< index of var or cons which the name corresponds to */
1197  char prefix, /**< a letter (typically 'x' or 'e') to distinguish variable and equation names, if names[idx] is not available */
1198  const char* suffix, /**< a suffer to add to the name, or NULL */
1199  SCIP_Bool longnames /**< whether prefixes for long names should be added */
1200  )
1201 {
1202  assert(idx >= 0 && idx < 100000); /* to ensure that we do not exceed the size of the buffer */
1203 
1204  if( longnames )
1205  {
1206  if( name != NULL )
1207  (void) SCIPsnprintf(buffer, 64, "%c%05d%.*s%s", prefix, idx, suffix ? (int)(57-strlen(suffix)) : 57, name, suffix ? suffix : "");
1208  else
1209  (void) SCIPsnprintf(buffer, 64, "%c%05d", prefix, idx);
1210  }
1211  else
1212  {
1213  if( name != NULL )
1214  {
1215  assert(strlen(name) + (suffix ? strlen(suffix) : 0) <= 64);
1216  (void) SCIPsnprintf(buffer, 64, "%s%s", name, suffix ? suffix : "");
1217  }
1218  else
1219  {
1220  assert(1 + 5 + (suffix ? strlen(suffix) : 0) <= 64);
1221  (void) SCIPsnprintf(buffer, 64, "%c%d%s", prefix, idx, suffix ? suffix : "");
1222  }
1223  }
1224 }
1225 
1226 /** prints a function */
1227 static
1229  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1230  SCIP_MESSAGEHDLR* messagehdlr, /**< message handler */
1231  FILE* file, /**< file to print to, has to be not NULL */
1232  SCIP_NLPIORACLECONS* cons, /**< constraint which function to print */
1233  SCIP_Bool longvarnames, /**< whether variable names need to be shorten to 64 characters */
1234  SCIP_Bool longequnames /**< whether equation names need to be shorten to 64 characters */
1235  )
1236 { /*lint --e{715}*/
1237  int i;
1238  char namebuf[70];
1239 
1240  SCIPdebugMessage("%p print function\n", (void*)oracle);
1241 
1242  assert(oracle != NULL);
1243  assert(file != NULL);
1244  assert(cons != NULL);
1245 
1246  for( i = 0; i < cons->nlinidxs; ++i )
1247  {
1248  printName(namebuf, oracle->varnames != NULL ? oracle->varnames[cons->linidxs[i]] : NULL, cons->linidxs[i], 'x', NULL, longvarnames);
1249  SCIPmessageFPrintInfo(messagehdlr, file, "%+.20g*%s", cons->lincoefs[i], namebuf);
1250  if( i % 10 == 9 )
1251  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
1252  }
1253 
1254  for( i = 0; i < cons->nquadelems; ++i )
1255  {
1256  printName(namebuf, oracle->varnames != NULL ? oracle->varnames[cons->quadelems[i].idx1] : NULL, cons->quadelems[i].idx1, 'x', NULL, longvarnames);
1257  SCIPmessageFPrintInfo(messagehdlr, file, "%+.20g*%s", cons->quadelems[i].coef, namebuf);
1258  printName(namebuf, oracle->varnames != NULL ? oracle->varnames[cons->quadelems[i].idx2] : NULL, cons->quadelems[i].idx2, 'x', NULL, longvarnames);
1259  SCIPmessageFPrintInfo(messagehdlr, file, "*%s", namebuf);
1260  if( i % 10 == 9 )
1261  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
1262  }
1263 
1264  if( cons->exprtree != NULL )
1265  {
1266  char** varnames;
1267  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &varnames, SCIPexprtreeGetNVars(cons->exprtree)) ); /*lint !e666*/
1268 
1269  /* setup variable names */
1270  for( i = 0; i < SCIPexprtreeGetNVars(cons->exprtree); ++i )
1271  {
1272  assert(cons->exprvaridxs[i] < 1e+20);
1273  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &varnames[i], 70) ); /*lint !e866 !e506 !e644*/
1274  printName(varnames[i], oracle->varnames != NULL ? oracle->varnames[cons->exprvaridxs[i]] : NULL, cons->exprvaridxs[i], 'x', NULL, longvarnames);
1275  }
1276 
1277  SCIPmessageFPrintInfo(messagehdlr, file, " +");
1278  SCIPexprtreePrint(cons->exprtree, messagehdlr, file, (const char**)varnames, NULL);
1279 
1280  for( i = 0; i < SCIPexprtreeGetNVars(cons->exprtree); ++i )
1281  {
1282  BMSfreeBlockMemoryArray(oracle->blkmem, &varnames[i], 70); /*lint !e866*/
1283  }
1284  BMSfreeBlockMemoryArray(oracle->blkmem, &varnames, SCIPexprtreeGetNVars(cons->exprtree));
1285  }
1286 
1287  return SCIP_OKAY;
1288 }
1289 
1290 /** returns whether an expression is contains nonsmooth operands (min, max, abs, ...) */
1291 static
1293  SCIP_EXPR* expr /**< expression */
1294  )
1295 {
1296  int i;
1297 
1298  assert(expr != NULL);
1299  assert(SCIPexprGetChildren(expr) != NULL || SCIPexprGetNChildren(expr) == 0);
1300 
1301  for( i = 0; i < SCIPexprGetNChildren(expr); ++i )
1302  {
1303  if( exprIsNonSmooth(SCIPexprGetChildren(expr)[i]) )
1304  return TRUE;
1305  }
1306 
1307  switch( SCIPexprGetOperator(expr) )
1308  {
1309  case SCIP_EXPR_MIN:
1310  case SCIP_EXPR_MAX:
1311  case SCIP_EXPR_ABS:
1312  case SCIP_EXPR_SIGN:
1313  case SCIP_EXPR_SIGNPOWER:
1314  return TRUE;
1315 
1316  default: ;
1317  } /*lint !e788*/
1318 
1319  return FALSE;
1320 }
1321 
1322 /**@} */
1323 
1324 /**@name public function */
1325 /**@{ */
1326 
1327 /** creates an NLPIORACLE data structure */
1329  BMS_BLKMEM* blkmem, /**< block memory */
1330  SCIP_NLPIORACLE** oracle /**< pointer to store NLPIORACLE data structure */
1331  )
1332 {
1333  assert(blkmem != NULL);
1334  assert(oracle != NULL);
1335 
1336  SCIPdebugMessage("%p oracle create\n", (void*)oracle);
1337 
1338  SCIP_ALLOC( BMSallocMemory(oracle) );
1339  BMSclearMemory(*oracle);
1340 
1341  (*oracle)->blkmem = blkmem;
1342  (*oracle)->infinity = SCIP_DEFAULT_INFINITY;
1343  (*oracle)->vardegreesuptodate = TRUE;
1344 
1345  SCIPdebugMessage("Oracle initializes expression interpreter %s\n", SCIPexprintGetName());
1346  SCIP_CALL( SCIPexprintCreate(blkmem, &(*oracle)->exprinterpreter) );
1347 
1348  /* create zero objective function */
1349  SCIP_CALL( createConstraint((*oracle)->blkmem, &(*oracle)->objective, 0, NULL, NULL, 0, NULL, NULL, NULL, 0.0, 0.0, NULL) );
1350 
1351  return SCIP_OKAY;
1352 }
1353 
1354 /** frees an NLPIORACLE data structure */
1356  SCIP_NLPIORACLE** oracle /**< pointer to NLPIORACLE data structure */
1357  )
1358 {
1359  assert(oracle != NULL);
1360  assert(*oracle != NULL);
1361 
1362  SCIPdebugMessage("%p oracle free\n", (void*)oracle);
1363 
1364  invalidateJacobiSparsity(*oracle);
1366 
1367  freeConstraint((*oracle)->blkmem, &(*oracle)->objective);
1368  freeConstraints(*oracle);
1369  freeVariables(*oracle);
1370 
1371  SCIP_CALL( SCIPexprintFree(&(*oracle)->exprinterpreter) );
1372 
1373  if( (*oracle)->name != NULL )
1374  {
1376  }
1377 
1378  BMSfreeMemory(oracle);
1379 
1380  return SCIP_OKAY;
1381 }
1382 
1383 /** sets the value for infinity */
1385  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1386  SCIP_Real infinity /**< value to use for infinity */
1387  )
1388 {
1389  assert(oracle != NULL);
1390  assert(infinity > 0.0);
1391 
1392  SCIPdebugMessage("%p set infinity\n", (void*)oracle);
1393 
1394  oracle->infinity = infinity;
1395 
1396  return SCIP_OKAY;
1397 }
1398 
1399 /** gets the value for infinity */
1401  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1402  )
1403 {
1404  assert(oracle != NULL);
1405 
1406  SCIPdebugMessage("%p get infinity\n", (void*)oracle);
1407 
1408  return oracle->infinity;
1409 }
1410 
1411 /** sets the problem name (used for printing) */
1413  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1414  const char* name /**< name of problem */
1415  )
1416 {
1417  assert(oracle != NULL);
1418 
1419  SCIPdebugMessage("%p set problem name\n", (void*)oracle);
1420 
1421  if( oracle->name != NULL )
1422  {
1423  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->name, strlen(oracle->name)+1);
1424  }
1425 
1426  if( name != NULL )
1427  {
1428  SCIP_ALLOC( BMSduplicateBlockMemoryArray(oracle->blkmem, &oracle->name, name, strlen(name)+1) );
1429  }
1430 
1431  return SCIP_OKAY;
1432 }
1433 
1434 /** gets the problem name, or NULL if none set */
1436  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1437  )
1438 {
1439  assert(oracle != NULL);
1440 
1441  SCIPdebugMessage("%p get problem name\n", (void*)oracle);
1442 
1443  return oracle->name;
1444 }
1445 
1446 /** adds variables */
1448  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1449  int nvars, /**< number of variables to add */
1450  const SCIP_Real* lbs, /**< array with lower bounds of new variables, or NULL if all -infinity */
1451  const SCIP_Real* ubs, /**< array with upper bounds of new variables, or NULL if all +infinity */
1452  const char** varnames /**< array with names of new variables, or NULL if no names should be stored */
1453  )
1454 {
1455  int i;
1456 
1457  assert(oracle != NULL);
1458 
1459  SCIPdebugMessage("%p add vars\n", (void*)oracle);
1460 
1461  if( nvars == 0 )
1462  return SCIP_OKAY;
1463 
1464  assert(nvars > 0);
1465 
1466  SCIP_CALL( ensureVarsSize(oracle, oracle->nvars + nvars) );
1467 
1468  if( lbs != NULL )
1469  {
1470  BMScopyMemoryArray(&oracle->varlbs[oracle->nvars], lbs, nvars); /*lint !e866*/
1471  }
1472  else
1473  for( i = 0; i < nvars; ++i )
1474  oracle->varlbs[oracle->nvars+i] = -oracle->infinity;
1475 
1476  if( ubs != NULL )
1477  {
1478  BMScopyMemoryArray(&oracle->varubs[oracle->nvars], ubs, nvars); /*lint !e866*/
1479 
1480  /* ensure variable bounds are consistent */
1481  for( i = oracle->nvars; i < oracle->nvars + nvars; ++i )
1482  {
1483  if( oracle->varlbs[i] > oracle->varubs[i] )
1484  {
1485  assert(EPSEQ(oracle->varlbs[i], oracle->varubs[i], SCIP_DEFAULT_EPSILON));
1486  oracle->varlbs[i] = oracle->varubs[i];
1487  }
1488  }
1489  }
1490  else
1491  for( i = 0; i < nvars; ++i )
1492  oracle->varubs[oracle->nvars+i] = oracle->infinity;
1493 
1494  if( varnames != NULL )
1495  {
1496  if( oracle->varnames == NULL )
1497  {
1498  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &oracle->varnames, oracle->varssize) );
1499  BMSclearMemoryArray(oracle->varnames, oracle->nvars);
1500  }
1501 
1502  for( i = 0; i < nvars; ++i )
1503  {
1504  if( varnames[i] != NULL )
1505  {
1506  SCIP_ALLOC( BMSduplicateBlockMemoryArray(oracle->blkmem, &oracle->varnames[oracle->nvars+i], varnames[i], strlen(varnames[i])+1) ); /*lint !e866*/
1507  }
1508  else
1509  oracle->varnames[oracle->nvars+i] = NULL;
1510  }
1511  }
1512  else if( oracle->varnames != NULL )
1513  {
1514  BMSclearMemoryArray(&oracle->varnames[oracle->nvars], nvars); /*lint !e866*/
1515  }
1516 
1517  BMSclearMemoryArray(&oracle->vardegrees[oracle->nvars], nvars); /*lint !e866*/
1518 
1519  /* @TODO update sparsity pattern by extending heslagoffsets */
1521 
1522  oracle->nvars += nvars;
1523 
1524  return SCIP_OKAY;
1525 }
1526 
1527 /** adds constraints
1528  *
1529  * linear coefficients: row(=constraint) oriented matrix;
1530  * quadratic coefficients: row oriented matrix for each constraint
1531  */
1533  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1534  int nconss, /**< number of constraints to add */
1535  const SCIP_Real* lhss, /**< array with left-hand sides of constraints, or NULL if all -infinity */
1536  const SCIP_Real* rhss, /**< array with right-hand sides of constraints, or NULL if all +infinity */
1537  const int* nlininds, /**< number of linear coefficients for each constraint, may be NULL in case of no linear part */
1538  int* const* lininds, /**< indices of variables for linear coefficients for each constraint, may be NULL in case of no linear part */
1539  SCIP_Real* const* linvals, /**< values of linear coefficient for each constraint, may be NULL in case of no linear part */
1540  const int* nquadelems, /**< number of elements in matrix of quadratic part for each constraint,
1541  * may be NULL in case of no quadratic part in any constraint */
1542  SCIP_QUADELEM* const* quadelems, /**< quadratic elements specifying quadratic part for each constraint, entry of array may be NULL in case of no quadratic part,
1543  * may be NULL in case of no quadratic part in any constraint */
1544  int* const* exprvaridxs, /**< NULL if no nonquadratic parts, otherwise epxrvaridxs[.] maps variable indices in expression tree to indices in nlp */
1545  SCIP_EXPRTREE* const* exprtrees, /**< NULL if no nonquadratic parts, otherwise exprtrees[.] gives nonquadratic part,
1546  * or NULL if no nonquadratic part in this constraint */
1547  const char** consnames /**< names of new constraints, or NULL if no names should be stored */
1548  )
1549 { /*lint --e{715}*/
1550  SCIP_NLPIORACLECONS* cons;
1551  SCIP_Bool addednlcon; /* whether a nonlinear constraint was added */
1552  int c;
1553 
1554  assert(oracle != NULL);
1555 
1556  SCIPdebugMessage("%p add constraints\n", (void*)oracle);
1557 
1558  if( nconss == 0 )
1559  return SCIP_OKAY;
1560 
1561  assert(nconss > 0);
1562 
1563  addednlcon = FALSE;
1564 
1565  invalidateJacobiSparsity(oracle); /* @TODO we could also update (extend) the sparsity pattern */
1566 
1567  SCIP_CALL( ensureConssSize(oracle, oracle->nconss + nconss) );
1568  for( c = 0; c < nconss; ++c )
1569  {
1570  SCIP_CALL( createConstraint(oracle->blkmem, &cons,
1571  nlininds != NULL ? nlininds[c] : 0,
1572  lininds != NULL ? lininds[c] : NULL,
1573  linvals != NULL ? linvals[c] : NULL,
1574  nquadelems != NULL ? nquadelems[c] : 0,
1575  quadelems != NULL ? quadelems[c] : NULL,
1576  exprvaridxs != NULL ? exprvaridxs[c] : NULL,
1577  exprtrees != NULL ? exprtrees[c] : NULL,
1578  lhss != NULL ? lhss[c] : -oracle->infinity,
1579  rhss != NULL ? rhss[c] : oracle->infinity,
1580  consnames != NULL ? consnames[c] : NULL
1581  ) );
1582 
1583  if( cons->nquadelems > 0 )
1584  addednlcon = TRUE;
1585 
1586  if( cons->exprtree != NULL )
1587  {
1588  addednlcon = TRUE;
1589  SCIP_CALL( SCIPexprintCompile(oracle->exprinterpreter, cons->exprtree) );
1590  }
1591 
1592  /* keep variable degrees updated */
1593  if( oracle->vardegreesuptodate )
1594  updateVariableDegreesCons(oracle, cons);
1595 
1596  oracle->conss[oracle->nconss+c] = cons;
1597  }
1598  oracle->nconss += nconss;
1599 
1600  if( addednlcon == TRUE )
1602 
1603  return SCIP_OKAY;
1604 }
1605 
1606 /** sets or overwrites objective, a minimization problem is expected
1607  *
1608  * May change sparsity pattern.
1609  */
1611  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1612  const SCIP_Real constant, /**< constant part of objective */
1613  int nlin, /**< number of linear variable coefficients */
1614  const int* lininds, /**< indices of linear variables, or NULL if no linear part */
1615  const SCIP_Real* linvals, /**< coefficients of linear variables, or NULL if no linear part */
1616  int nquadelems, /**< number of entries in matrix of quadratic part */
1617  const SCIP_QUADELEM* quadelems, /**< entries in matrix of quadratic part, may be NULL in case of no quadratic part */
1618  const int* exprvaridxs, /**< maps variable indices in expression tree to indices in nlp, or NULL if no nonquadratic part */
1619  const SCIP_EXPRTREE* exprtree /**< expression tree of nonquadratic part, or NULL if no nonquadratic part */
1620  )
1621 { /*lint --e{715}*/
1622  assert(oracle != NULL);
1623  assert(REALABS(constant) < oracle->infinity);
1624 
1625  SCIPdebugMessage("%p set objective\n", (void*)oracle);
1626 
1627  if( nquadelems > 0 || oracle->objective->quadsize > 0 || exprtree != NULL || oracle->objective->exprtree != NULL )
1629 
1630  /* clear previous objective */
1631  freeConstraint(oracle->blkmem, &oracle->objective);
1632 
1633  SCIP_CALL( createConstraint(oracle->blkmem, &oracle->objective,
1634  nlin, lininds, linvals, nquadelems, quadelems, exprvaridxs, exprtree, constant, constant, NULL) );
1635 
1636  if( oracle->objective->exprtree != NULL )
1637  {
1638  SCIP_CALL( SCIPexprintCompile(oracle->exprinterpreter, oracle->objective->exprtree) );
1639  }
1640 
1641  oracle->vardegreesuptodate = FALSE;
1642 
1643  return SCIP_OKAY;
1644 }
1645 
1646 /** change variable bounds */
1648  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1649  int nvars, /**< number of variables to change bounds */
1650  const int* indices, /**< indices of variables to change bounds */
1651  const SCIP_Real* lbs, /**< new lower bounds, or NULL if all should be -infty */
1652  const SCIP_Real* ubs /**< new upper bounds, or NULL if all should be +infty */
1653  )
1654 {
1655  int i;
1656 
1657  assert(oracle != NULL);
1658  assert(indices != NULL || nvars == 0);
1659 
1660  SCIPdebugMessage("%p chg var bounds\n", (void*)oracle);
1661 
1662  for( i = 0; i < nvars; ++i )
1663  {
1664  assert(indices != NULL);
1665  assert(indices[i] >= 0);
1666  assert(indices[i] < oracle->nvars);
1667 
1668  oracle->varlbs[indices[i]] = (lbs != NULL ? lbs[i] : -oracle->infinity);
1669  oracle->varubs[indices[i]] = (ubs != NULL ? ubs[i] : oracle->infinity);
1670 
1671  if( oracle->varlbs[indices[i]] > oracle->varubs[indices[i]] )
1672  {
1673  /* inconsistent bounds; let's assume it's due to rounding and make them equal */
1674  assert(EPSEQ(oracle->varlbs[indices[i]], oracle->varubs[indices[i]], SCIP_DEFAULT_EPSILON));
1675  oracle->varlbs[indices[i]] = oracle->varubs[indices[i]];
1676  }
1677  }
1678 
1679  return SCIP_OKAY;
1680 }
1681 
1682 /** change constraint bounds */
1684  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1685  int nconss, /**< number of constraints to change bounds */
1686  const int* indices, /**< indices of constraints to change bounds */
1687  const SCIP_Real* lhss, /**< new left-hand sides, or NULL if all should be -infty */
1688  const SCIP_Real* rhss /**< new right-hand sides, or NULL if all should be +infty */
1689  )
1690 {
1691  int i;
1692 
1693  assert(oracle != NULL);
1694  assert(indices != NULL || nconss == 0);
1695 
1696  SCIPdebugMessage("%p chg cons sides\n", (void*)oracle);
1697 
1698  for( i = 0; i < nconss; ++i )
1699  {
1700  assert(indices != NULL);
1701  assert(indices[i] >= 0);
1702  assert(indices[i] < oracle->nconss);
1703 
1704  oracle->conss[indices[i]]->lhs = (lhss != NULL ? lhss[i] : -oracle->infinity);
1705  oracle->conss[indices[i]]->rhs = (rhss != NULL ? rhss[i] : oracle->infinity);
1706  if( oracle->conss[indices[i]]->lhs > oracle->conss[indices[i]]->rhs )
1707  {
1708  assert(EPSEQ(oracle->conss[indices[i]]->lhs, oracle->conss[indices[i]]->rhs, SCIP_DEFAULT_EPSILON));
1709  oracle->conss[indices[i]]->lhs = oracle->conss[indices[i]]->rhs;
1710  }
1711  }
1712 
1713  return SCIP_OKAY;
1714 }
1715 
1716 /** deletes a set of variables */
1718  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1719  int* delstats /**< deletion status of vars in input (1 if var should be deleted, 0 if not);
1720  * new position of var in output (-1 if var was deleted) */
1721  )
1722 { /*lint --e{715}*/
1723  int c;
1724  int lastgood; /* index of the last variable that should be kept */
1725  SCIP_NLPIORACLECONS* cons;
1726 
1727  assert(oracle != NULL);
1728 
1729  SCIPdebugMessage("%p del var set\n", (void*)oracle);
1730 
1731  invalidateJacobiSparsity(oracle);
1733 
1734  lastgood = oracle->nvars - 1;
1735  while( lastgood >= 0 && delstats[lastgood] == 1 )
1736  --lastgood;
1737  if( lastgood < 0 )
1738  {
1739  /* all variables should be deleted */
1740  assert(oracle->nconss == 0); /* we could relax this by checking that all constraints are constant */
1741  assert(oracle->objective->exprtree == NULL || SCIPexprtreeGetNVars(oracle->objective->exprtree) == 0);
1742  oracle->objective->nquadelems = 0;
1743  oracle->objective->nlinidxs = 0;
1744  for( c = 0; c < oracle->nvars; ++c )
1745  delstats[c] = -1;
1746  freeVariables(oracle);
1747  return SCIP_OKAY;
1748  }
1749 
1750  /* delete variables at the end */
1751  for( c = oracle->nvars - 1; c > lastgood; --c )
1752  {
1753  if( oracle->varnames && oracle->varnames[c] != NULL )
1754  {
1755  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->varnames[c], strlen(oracle->varnames[c])+1); /*lint !e866*/
1756  }
1757  delstats[c] = -1;
1758  }
1759 
1760  /* go through variables from the beginning on
1761  * if variable should be deleted, free it and move lastgood variable to this position
1762  * then update lastgood */
1763  for( c = 0; c <= lastgood; ++c )
1764  {
1765  if( delstats[c] == 0 )
1766  { /* variable should not be deleted and is kept on position c */
1767  delstats[c] = c;
1768  continue;
1769  }
1770  assert(delstats[c] == 1); /* variable should be deleted */
1771 
1772  if( oracle->varnames && oracle->varnames[c] != NULL )
1773  {
1774  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->varnames[c], strlen(oracle->varnames[c])+1); /*lint !e866*/
1775  }
1776  delstats[c] = -1;
1777 
1778  /* move constraint at position lastgood to position c */
1779  SCIP_CALL( moveVariable(oracle, lastgood, c) );
1780  delstats[lastgood] = c; /* mark that lastgood variable is now at position c */
1781 
1782  /* move lastgood forward, delete variables on the way */
1783  --lastgood;
1784  while( lastgood > c && delstats[lastgood] == 1)
1785  {
1786  if( oracle->varnames && oracle->varnames[lastgood] != NULL )
1787  {
1788  BMSfreeBlockMemoryArray(oracle->blkmem, &oracle->varnames[lastgood], strlen(oracle->varnames[lastgood])+1); /*lint !e866*/
1789  }
1790  delstats[lastgood] = -1;
1791  --lastgood;
1792  }
1793  }
1794  assert(c == lastgood);
1795 
1796  for( c = -1; c < oracle->nconss; ++c )
1797  {
1798  cons = c < 0 ? oracle->objective : oracle->conss[c];
1799  assert(cons != NULL);
1800 
1801  /* update indices in linear part, sort indices, and then clear elements that are marked as deleted */
1802  mapIndices(delstats, cons->nlinidxs, cons->linidxs);
1803  SCIPsortIntReal(cons->linidxs, cons->lincoefs, cons->nlinidxs);
1804  clearDeletedLinearElements(oracle->blkmem, &cons->linidxs, &cons->lincoefs, &cons->nlinidxs);
1805 
1806  /* update indices in quadratic part, sort elements, and then clear elements that are marked as deleted */
1807  mapIndicesQuad(delstats, cons->quadsize, cons->quadelems);
1808  SCIPquadelemSort(cons->quadelems, cons->quadsize);
1809  clearDeletedQuadElements(oracle->blkmem, &cons->quadelems, &cons->quadsize);
1810 
1811  if( cons->exprtree != NULL )
1812  {
1813  mapIndices(delstats, SCIPexprtreeGetNVars(cons->exprtree), cons->exprvaridxs);
1814  /* assert that all variables from this expression have been deleted */
1815  assert(SCIPexprtreeGetNVars(cons->exprtree) == 0 || cons->exprvaridxs[SCIPexprtreeGetNVars(cons->exprtree)-1] == -1);
1816  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &cons->exprvaridxs, SCIPexprtreeGetNVars(cons->exprtree));
1817  SCIP_CALL( SCIPexprtreeFree(&cons->exprtree) );
1818  }
1819  }
1820 
1821  oracle->nvars = lastgood+1;
1822 
1823  return SCIP_OKAY;
1824 }
1825 
1826 /** deletes a set of constraints */
1828  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1829  int* delstats /**< array with deletion status of rows in input (1 if row should be deleted, 0 if not);
1830  * new position of row in output (-1 if row was deleted) */
1831  )
1832 { /*lint --e{715}*/
1833  int c;
1834  int lastgood; /* index of the last constraint that should be kept */
1835 
1836  assert(oracle != NULL);
1837 
1838  SCIPdebugMessage("%p del cons set\n", (void*)oracle);
1839 
1840  invalidateJacobiSparsity(oracle);
1842  oracle->vardegreesuptodate = FALSE;
1843 
1844  lastgood = oracle->nconss - 1;
1845  while( lastgood >= 0 && delstats[lastgood] == 1)
1846  --lastgood;
1847  if( lastgood < 0 )
1848  {
1849  /* all constraints should be deleted */
1850  for( c = 0; c < oracle->nconss; ++c )
1851  delstats[c] = -1;
1852  freeConstraints(oracle);
1853  return SCIP_OKAY;
1854  }
1855 
1856  /* delete constraints at the end */
1857  for( c = oracle->nconss - 1; c > lastgood; --c )
1858  {
1859  freeConstraint(oracle->blkmem, &oracle->conss[c]);
1860  assert(oracle->conss[c] == NULL);
1861  delstats[c] = -1;
1862  }
1863 
1864  /* go through constraint from the beginning on
1865  * if constraint should be deleted, free it and move lastgood constraint to this position
1866  * then update lastgood */
1867  for( c = 0; c <= lastgood; ++c )
1868  {
1869  if( delstats[c] == 0 )
1870  {
1871  /* constraint should not be deleted and is kept on position c */
1872  delstats[c] = c;
1873 
1874  if( c == lastgood )
1875  break;
1876 
1877  continue;
1878  }
1879  assert(delstats[c] == 1); /* constraint should be deleted */
1880 
1881  freeConstraint(oracle->blkmem, &oracle->conss[c]);
1882  assert(oracle->conss[c] == NULL);
1883  delstats[c] = -1;
1884 
1885  /* move constraint at position lastgood to position c */
1886  oracle->conss[c] = oracle->conss[lastgood];
1887  assert(oracle->conss[c] != NULL);
1888  delstats[lastgood] = c; /* mark that lastgood constraint is now at position c */
1889  oracle->conss[lastgood] = NULL;
1890 
1891  /* move lastgood forward, delete constraints on the way */
1892  --lastgood;
1893  while( lastgood > c && delstats[lastgood] == 1)
1894  {
1895  freeConstraint(oracle->blkmem, &oracle->conss[lastgood]);
1896  assert(oracle->conss[lastgood] == NULL);
1897  delstats[lastgood] = -1;
1898  --lastgood;
1899  }
1900  }
1901  assert(c == lastgood);
1902 
1903  oracle->nconss = lastgood+1;
1904 
1905  return SCIP_OKAY;
1906 }
1907 
1908 /** changes linear coefficients in one constraint or objective */
1910  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1911  int considx, /**< index of constraint where linear coefficients should be changed, or -1 for objective */
1912  int nentries, /**< number of coefficients to change */
1913  const int* varidxs, /**< array with indices of variables which coefficients should be changed */
1914  const SCIP_Real* newcoefs /**< array with new coefficients of variables */
1915  )
1916 { /*lint --e{715}*/
1917  SCIP_NLPIORACLECONS* cons;
1918  SCIP_Bool needsort;
1919  int i;
1920 
1921  SCIPdebugMessage("%p chg linear coefs\n", (void*)oracle);
1922 
1923  assert(oracle != NULL);
1924  assert(varidxs != NULL || nentries == 0);
1925  assert(newcoefs != NULL || nentries == 0);
1926  assert(considx >= -1);
1927  assert(considx < oracle->nconss);
1928 
1929  if( nentries == 0 )
1930  return SCIP_OKAY;
1931 
1932  SCIPdebugMessage("change %d linear coefficients in cons %d\n", nentries, considx);
1933 
1934  needsort = FALSE;
1935 
1936  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
1937 
1938  if( cons->linsize == 0 )
1939  {
1940  /* first time we have linear coefficients in this constraint (or objective) */
1941  assert(cons->linidxs == NULL);
1942  assert(cons->lincoefs == NULL);
1943 
1944  SCIP_ALLOC( BMSduplicateBlockMemoryArray(oracle->blkmem, &cons->linidxs, varidxs, nentries) );
1945  SCIP_ALLOC( BMSduplicateBlockMemoryArray(oracle->blkmem, &cons->lincoefs, newcoefs, nentries) );
1946  cons->linsize = nentries;
1947  cons->nlinidxs = nentries;
1948 
1949  needsort = TRUE;
1950  }
1951  else
1952  {
1953  int pos;
1954 
1955  for( i = 0; i < nentries; ++i )
1956  {
1957  assert(varidxs[i] >= 0); /*lint !e613*/
1958  assert(varidxs[i] < oracle->nvars); /*lint !e613*/
1959 
1960  if( SCIPsortedvecFindInt(cons->linidxs, varidxs[i], cons->nlinidxs, &pos) ) /*lint !e613*/
1961  {
1962  SCIPdebugMessage("replace coefficient of var %d at pos %d by %g\n", varidxs[i], pos, newcoefs[i]); /*lint !e613*/
1963 
1964  cons->lincoefs[pos] = newcoefs[i]; /*lint !e613*/
1965 
1966  /* remember that we need to sort/merge/squeeze array if coefficient became zero here */
1967  needsort |= (newcoefs[i] == 0.0); /*lint !e613 !e514*/
1968  }
1969  else if( newcoefs[i] != 0.0 ) /*lint !e613*/
1970  {
1971  /* append new entry */
1972  SCIPdebugMessage("add coefficient of var %d at pos %d, value %g\n", varidxs[i], cons->nlinidxs, newcoefs[i]); /*lint !e613*/
1973 
1974  SCIP_CALL( ensureConsLinSize(oracle->blkmem, cons, cons->nlinidxs + (nentries-i)) );
1975  cons->linidxs[cons->nlinidxs] = varidxs[i]; /*lint !e613*/
1976  cons->lincoefs[cons->nlinidxs] = newcoefs[i]; /*lint !e613*/
1977  ++cons->nlinidxs;
1978 
1979  needsort = TRUE;
1980  }
1981  }
1982  }
1983 
1984  if( needsort )
1985  {
1986  int oldlen;
1987 
1988  invalidateJacobiSparsity(oracle);
1989 
1990  oldlen = cons->nlinidxs;
1991  sortLinearCoefficients(&cons->nlinidxs, cons->linidxs, cons->lincoefs);
1992 
1993  /* if sorting removed an entry, then the var degrees are not uptodate anymore */
1994  oracle->vardegreesuptodate &= (cons->nlinidxs == oldlen); /*lint !e514*/
1995 
1996  /* increase variable degrees of variables to 1 */
1997  if( oracle->vardegreesuptodate )
1998  for( i = 0; i < cons->nlinidxs; ++i )
1999  oracle->vardegrees[varidxs[i]] = MAX(1, oracle->vardegrees[varidxs[i]]); /*lint !e613*/
2000  }
2001 
2002  return SCIP_OKAY;
2003 }
2004 
2005 /** changes (or adds) coefficients in the quadratic part of one constraint or objective */
2007  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2008  int considx, /**< index of constraint where quadratic coefficients should be changed, or -1 for objective */
2009  int nquadelems, /**< number of entries in quadratic constraint to change */
2010  const SCIP_QUADELEM* quadelems /**< new elements in quadratic matrix (replacing already existing ones or adding new ones) */
2011  )
2012 { /*lint --e{715}*/
2013  SCIP_NLPIORACLECONS* cons;
2014  SCIP_Bool needsort;
2015  int i;
2016 
2017  SCIPdebugMessage("%p chg quad coefs\n", (void*)oracle);
2018 
2019  assert(oracle != NULL);
2020  assert(quadelems != NULL || nquadelems == 0);
2021  assert(considx >= -1);
2022  assert(considx < oracle->nconss);
2023 
2024  if( nquadelems == 0 )
2025  return SCIP_OKAY;
2026 
2027  needsort = FALSE;
2028 
2029  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
2030 
2031  if( cons->quadsize == 0 )
2032  {
2033  /* first time we have quadratic coefficients in this constraint (or objective) */
2034  assert(cons->quadelems == NULL);
2035 
2036  SCIP_ALLOC( BMSduplicateBlockMemoryArray(oracle->blkmem, &cons->quadelems, quadelems, nquadelems) );
2037  cons->quadsize = nquadelems;
2038  cons->nquadelems = nquadelems;
2039 
2040  needsort = TRUE;
2041  }
2042  else
2043  {
2044  int pos;
2045 
2046  for( i = 0; i < nquadelems; ++i )
2047  {
2048  assert(quadelems[i].idx1 >= 0); /*lint !e613*/
2049  assert(quadelems[i].idx2 >= 0); /*lint !e613*/
2050  assert(quadelems[i].idx1 < oracle->nvars); /*lint !e613*/
2051  assert(quadelems[i].idx2 < oracle->nvars); /*lint !e613*/
2052 
2053  /* if we already have an entry for quadelems[i], then just replace the coefficient, otherwise append new entry */
2054  if( SCIPquadelemSortedFind(cons->quadelems, quadelems[i].idx1, quadelems[i].idx2, cons->nquadelems, &pos) ) /*lint !e613*/
2055  {
2056  SCIPdebugMessage("replace coefficient of var%d*var%d at pos %d by %g\n", quadelems[i].idx1, quadelems[i].idx2, pos, quadelems[i].coef); /*lint !e613*/
2057 
2058  cons->quadelems[pos].coef = quadelems[i].coef; /*lint !e613*/
2059 
2060  /* remember that we need to sort/merge/squeeze array if coefficient became zero here */
2061  needsort |= (quadelems[i].coef == 0.0); /*lint !e613 !e514*/
2062  }
2063  else
2064  {
2065  /* append new entry */
2066  SCIPdebugMessage("add coefficient of var%d*var%d at pos %d, value %g\n", quadelems[i].idx1, quadelems[i].idx2, cons->nquadelems, quadelems[i].coef); /*lint !e613*/
2067 
2068  SCIP_CALL( ensureConsQuadSize(oracle->blkmem, cons, cons->nquadelems + (nquadelems-i)) );
2069  cons->quadelems[cons->nquadelems] = quadelems[i]; /*lint !e613*/
2070  ++cons->nquadelems;
2071 
2072  needsort = TRUE;
2073  }
2074  }
2075  }
2076 
2077  if( needsort )
2078  {
2079  int oldsize;
2080 
2081  invalidateJacobiSparsity(oracle);
2083 
2084  oldsize = cons->nquadelems;
2085  SCIPquadelemSort(cons->quadelems, cons->nquadelems);
2086  SCIPquadelemSqueeze(cons->quadelems, cons->nquadelems, &cons->nquadelems);
2087 
2088  /* if sorting removed an entry, then the var degrees are not uptodate anymore */
2089  oracle->vardegreesuptodate &= (cons->nquadelems == oldsize); /*lint !e514*/
2090 
2091  /* increase variable degrees of variables to 2 */
2092  if( oracle->vardegreesuptodate )
2093  for( i = 0; i < cons->nquadelems; ++i )
2094  {
2095  oracle->vardegrees[cons->quadelems[i].idx1] = MAX(2, oracle->vardegrees[cons->quadelems[i].idx1]);
2096  oracle->vardegrees[cons->quadelems[i].idx2] = MAX(2, oracle->vardegrees[cons->quadelems[i].idx2]);
2097  }
2098  }
2099 
2100  return SCIP_OKAY;
2101 }
2102 
2103 /** replaces expression tree of one constraint or objective */
2105  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2106  int considx, /**< index of constraint where expression tree should be changed, or -1 for objective */
2107  const int* exprvaridxs, /**< problem indices of variables in expression tree */
2108  const SCIP_EXPRTREE* exprtree /**< new expression tree, or NULL */
2109  )
2110 {
2111  SCIP_NLPIORACLECONS* cons;
2112  int j;
2113 
2114  SCIPdebugMessage("%p chg exprtree\n", (void*)oracle);
2115 
2116  assert(oracle != NULL);
2117  assert(considx >= -1);
2118  assert(considx < oracle->nconss);
2119  assert((exprvaridxs != NULL) == (exprtree != NULL));
2120 
2122  invalidateJacobiSparsity(oracle);
2123 
2124  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
2125 
2126  /* free previous expression tree */
2127  if( cons->exprtree != NULL )
2128  {
2129  BMSfreeBlockMemoryArray(oracle->blkmem, &cons->exprvaridxs, SCIPexprtreeGetNVars(cons->exprtree));
2131  oracle->vardegreesuptodate = FALSE;
2132  }
2133 
2134  /* if user did not want to set new tree, then we are done */
2135  if( exprtree == NULL )
2136  return SCIP_OKAY;
2137 
2138  assert(oracle->exprinterpreter != NULL);
2139 
2140  /* install new expression tree */
2141  SCIP_CALL( SCIPexprtreeCopy(oracle->blkmem, &cons->exprtree, (SCIP_EXPRTREE*)exprtree) );
2142  SCIP_CALL( SCIPexprintCompile(oracle->exprinterpreter, cons->exprtree) );
2143  SCIP_ALLOC( BMSduplicateBlockMemoryArray(oracle->blkmem, &cons->exprvaridxs, exprvaridxs, SCIPexprtreeGetNVars(cons->exprtree)) );
2144 
2145  /* increase variable degree to keep them up to date
2146  * could get more accurate degree via getMaxDegree function in exprtree, but no solver would use this information so far
2147  */
2148  if( oracle->vardegreesuptodate )
2149  for( j = 0; j < SCIPexprtreeGetNVars(cons->exprtree); ++j )
2150  {
2151  assert(cons->exprvaridxs[j] >= 0);
2152  assert(cons->exprvaridxs[j] < oracle->nvars);
2153  oracle->vardegrees[cons->exprvaridxs[j]] = INT_MAX;
2154  }
2155 
2156  return SCIP_OKAY;
2157 }
2158 
2159 /** changes one parameter of expression tree of one constraint or objective
2160  */
2162  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2163  int considx, /**< index of constraint where parameter should be changed in expression tree, or -1 for objective */
2164  int paramidx, /**< index of parameter */
2165  SCIP_Real paramval /**< new value of parameter */
2166  )
2167 {
2168  SCIPdebugMessage("%p chg expr param\n", (void*)oracle);
2169 
2170  assert(oracle != NULL);
2171  assert(considx >= -1);
2172  assert(considx < oracle->nconss);
2173  assert(paramidx >= 0);
2174  assert(considx >= 0 || oracle->objective->exprtree != NULL);
2175  assert(considx >= 0 || paramidx < SCIPexprtreeGetNParams(oracle->objective->exprtree));
2176  assert(considx == -1 || oracle->conss[considx]->exprtree != NULL);
2177  assert(considx == -1 || paramidx < SCIPexprtreeGetNParams(oracle->conss[considx]->exprtree));
2178 
2179  SCIPexprtreeSetParamVal(considx >= 0 ? oracle->conss[considx]->exprtree : oracle->objective->exprtree, paramidx, paramval);
2180 
2181  return SCIP_OKAY;
2182 }
2183 
2184 /** changes the constant value in the objective function
2185  */
2187  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2188  SCIP_Real objconstant /**< new value for objective constant */
2189  )
2190 {
2191  assert(oracle != NULL);
2192 
2193  SCIPdebugMessage("%p chg obj constant\n", (void*)oracle);
2194 
2195  oracle->objective->lhs = objconstant;
2196  oracle->objective->rhs = objconstant;
2197 
2198  return SCIP_OKAY;
2199 }
2200 
2201 /** gives the current number of variables */
2203  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2204  )
2205 {
2206  assert(oracle != NULL);
2207 
2208  return oracle->nvars;
2209 }
2210 
2211 /** gives the current number of constraints */
2213  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2214  )
2215 {
2216  assert(oracle != NULL);
2217 
2218  return oracle->nconss;
2219 }
2220 
2221 /** gives the variables lower bounds */
2223  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2224  )
2225 {
2226  assert(oracle != NULL);
2227 
2228  return oracle->varlbs;
2229 }
2230 
2231 /** gives the variables upper bounds */
2233  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2234  )
2235 {
2236  assert(oracle != NULL);
2237 
2238  return oracle->varubs;
2239 }
2240 
2241 /** gives the variables names, or NULL if not set */
2243  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2244  )
2245 {
2246  assert(oracle != NULL);
2247 
2248  return oracle->varnames;
2249 }
2250 
2251 /** Gives maximum degree of a variable w.r.t. objective and all constraints.
2252  * The degree of a variable is the degree of the summand where it appears in, and is infinity for nonpolynomial terms.
2253  */
2255  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2256  int varidx
2257  )
2258 {
2259  assert(oracle != NULL);
2260  assert(varidx >= 0);
2261  assert(varidx < oracle->nvars);
2262 
2263  updateVariableDegrees(oracle);
2264 
2265  return oracle->vardegrees[varidx];
2266 }
2267 
2268 /** Gives maximum degree of all variables w.r.t. objective and all constraints.
2269  * The degree of a variable is the degree of the summand where it appears in, and is infinity for nonpolynomial terms.
2270  */
2272  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2273  )
2274 {
2275  assert(oracle != NULL);
2276 
2277  updateVariableDegrees(oracle);
2278 
2279  return oracle->vardegrees;
2280 }
2281 
2282 /** gives left-hand side of a constraint */
2284  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2285  int considx /**< constraint index */
2286  )
2287 {
2288  assert(oracle != NULL);
2289  assert(considx >= 0);
2290  assert(considx < oracle->nconss);
2291 
2292  return oracle->conss[considx]->lhs;
2293 }
2294 
2295 /** gives right-hand side of a constraint */
2297  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2298  int considx /**< constraint index */
2299  )
2300 {
2301  assert(oracle != NULL);
2302  assert(considx >= 0);
2303  assert(considx < oracle->nconss);
2304 
2305  return oracle->conss[considx]->rhs;
2306 }
2307 
2308 /** gives name of a constraint, may be NULL */
2310  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2311  int considx /**< constraint index */
2312  )
2313 {
2314  assert(oracle != NULL);
2315  assert(considx >= 0);
2316  assert(considx < oracle->nconss);
2317 
2318  return oracle->conss[considx]->name;
2319 }
2320 
2321 /** gives maximum degree of a constraint or objective
2322  * The degree is the maximal degree of all summands,, and is infinity for nonpolynomial terms.
2323  */
2325  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2326  int considx /**< index of constraint for which the degree is requested, or -1 for objective */
2327  )
2328 {
2329  SCIP_NLPIORACLECONS* cons;
2330 
2331  assert(oracle != NULL);
2332  assert(considx >= -1);
2333  assert(considx < oracle->nconss);
2334 
2335  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
2336 
2337  /* could do something more clever like exprtreeGetMaxDegree, but no solver uses this so far */
2338  if( cons->exprtree != NULL )
2339  return INT_MAX;
2340 
2341  if( cons->nquadelems > 0 )
2342  return 2;
2343 
2344  if( cons->nlinidxs > 0 )
2345  return 1;
2346 
2347  return 0;
2348 }
2349 
2350 /** Gives maximum degree over all constraints and the objective (or over all variables, resp.).
2351  * Thus, if this function returns 0, then the objective and all constraints are constant.
2352  * If it returns 1, then the problem in linear.
2353  * If it returns 2, then its a QP, QCP, or QCQP.
2354  * And if it returns > 2, then it is an NLP.
2355  */
2357  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2358  )
2359 {
2360  int i;
2361  int maxdegree;
2362 
2363  assert(oracle != NULL);
2364 
2365  SCIPdebugMessage("%p get max degree\n", (void*)oracle);
2366 
2367  updateVariableDegrees(oracle);
2368 
2369  maxdegree = 0;
2370  for( i = 0; i < oracle->nvars; ++i )
2371  if( oracle->vardegrees[i] > maxdegree )
2372  {
2373  maxdegree = oracle->vardegrees[i];
2374  if( maxdegree == INT_MAX )
2375  break;
2376  }
2377 
2378  return maxdegree;
2379 }
2380 
2381 /** Gives the evaluation capabilities that are shared among all expression trees in the problem. */
2383  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2384  )
2385 {
2386  int c;
2387  SCIP_EXPRINTCAPABILITY evalcapability;
2388 
2389  assert(oracle != NULL);
2390 
2391  if( oracle->objective->exprtree != NULL )
2392  evalcapability = SCIPexprintGetExprtreeCapability(oracle->exprinterpreter, oracle->objective->exprtree);
2393  else
2394  evalcapability = SCIP_EXPRINTCAPABILITY_ALL;
2395 
2396  for( c = 0; c < oracle->nconss; ++c )
2397  if( oracle->conss[c]->exprtree != NULL )
2398  evalcapability &= SCIPexprintGetExprtreeCapability(oracle->exprinterpreter, oracle->conss[c]->exprtree);
2399 
2400  return evalcapability;
2401 }
2402 
2403 /** evaluates the objective function in a given point */
2405  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2406  const SCIP_Real* x, /**< point where to evaluate */
2407  SCIP_Real* objval /**< pointer to store objective value */
2408  )
2409 {
2410  assert(oracle != NULL);
2411 
2412  SCIPdebugMessage("%p eval obj value\n", (void*)oracle);
2413 
2414  SCIP_CALL_QUIET( evalFunctionValue(oracle, oracle->objective, x, objval) );
2415 
2416  assert(oracle->objective->lhs == oracle->objective->rhs); /*lint !e777*/
2417  *objval += oracle->objective->lhs;
2418 
2419  return SCIP_OKAY;
2420 }
2421 
2422 /** evaluates one constraint function in a given point */
2424  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2425  int considx, /**< index of constraint to evaluate */
2426  const SCIP_Real* x, /**< point where to evaluate */
2427  SCIP_Real* conval /**< pointer to store constraint value */
2428  )
2429 {
2430  assert(oracle != NULL);
2431  assert(x != NULL || oracle->nvars == 0);
2432  assert(conval != NULL);
2433 
2434  SCIPdebugMessage("%p eval cons value\n", (void*)oracle);
2435 
2436  SCIP_CALL_QUIET( evalFunctionValue(oracle, oracle->conss[considx], x, conval) );
2437 
2438  return SCIP_OKAY;
2439 }
2440 
2441 /** evaluates all constraint functions in a given point */
2443  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2444  const SCIP_Real* x, /**< point where to evaluate */
2445  SCIP_Real* convals /**< buffer to store constraint values */
2446  )
2447 {
2448  int i;
2449 
2450  SCIPdebugMessage("%p eval cons values\n", (void*)oracle);
2451 
2452  assert(oracle != NULL);
2453  assert(x != NULL || oracle->nvars == 0);
2454  assert(convals != NULL);
2455 
2456  for( i = 0; i < oracle->nconss; ++i )
2457  {
2458  SCIP_CALL_QUIET( evalFunctionValue(oracle, oracle->conss[i], x, &convals[i]) );
2459  }
2460 
2461  return SCIP_OKAY;
2462 }
2463 
2464 /** computes the objective gradient in a given point
2465  *
2466  * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)
2467  */
2469  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2470  const SCIP_Real* x, /**< point where to evaluate */
2471  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
2472  SCIP_Real* objval, /**< pointer to store objective value */
2473  SCIP_Real* objgrad /**< pointer to store (dense) objective gradient */
2474  )
2475 {
2476  assert(oracle != NULL);
2477 
2478  SCIPdebugMessage("%p eval obj grad\n", (void*)oracle);
2479 
2480  SCIP_CALL_QUIET( evalFunctionGradient(oracle, oracle->objective, x, isnewx, objval, objgrad) );
2481 
2482  assert(oracle->objective->lhs == oracle->objective->rhs); /*lint !e777*/
2483  *objval += oracle->objective->lhs;
2484 
2485  return SCIP_OKAY;
2486 }
2487 
2488 /** computes a constraints gradient in a given point
2489  *
2490  * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)
2491  */
2493  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2494  const int considx, /**< index of constraint to compute gradient for */
2495  const SCIP_Real* x, /**< point where to evaluate */
2496  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
2497  SCIP_Real* conval, /**< pointer to store constraint value */
2498  SCIP_Real* congrad /**< pointer to store (dense) constraint gradient */
2499  )
2500 {
2501  assert(oracle != NULL);
2502  assert(x != NULL || oracle->nvars == 0);
2503  assert(conval != NULL);
2504 
2505  SCIPdebugMessage("%p eval cons grad\n", (void*)oracle);
2506 
2507  SCIP_CALL_QUIET( evalFunctionGradient(oracle, oracle->conss[considx], x, isnewx, conval, congrad) );
2508 
2509  return SCIP_OKAY;
2510 }
2511 
2512 /** gets sparsity pattern (rowwise) of Jacobian matrix
2513  *
2514  * Note that internal data is returned in *offset and *col, thus the user does not need to allocate memory there.
2515  * Adding or deleting constraints destroys the sparsity structure and make another call to this function necessary.
2516  */
2518  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2519  const int** offset, /**< pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL */
2520  const int** col /**< pointer to store pointer that stores the indices of variables that appear in each row, offset[nconss] gives length of col, can be NULL */
2521  )
2522 {
2523  SCIP_NLPIORACLECONS* cons;
2524  SCIP_Bool* nzflag;
2525  int nnz;
2526  int maxnnz;
2527  int i;
2528  int j;
2529 
2530  assert(oracle != NULL);
2531 
2532  SCIPdebugMessage("%p get jacobian sparsity\n", (void*)oracle);
2533 
2534  if( oracle->jacoffsets != NULL )
2535  {
2536  assert(oracle->jaccols != NULL);
2537  if( offset != NULL )
2538  *offset = oracle->jacoffsets;
2539  if( col != NULL )
2540  *col = oracle->jaccols;
2541  return SCIP_OKAY;
2542  }
2543 
2544  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &oracle->jacoffsets, oracle->nconss + 1) );
2545 
2546  maxnnz = MIN(oracle->nvars, 10) * oracle->nconss; /* initial guess */
2547  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &oracle->jaccols, maxnnz) );
2548 
2549  if( maxnnz == 0 )
2550  {
2551  /* no variables */
2552  BMSclearMemoryArray(oracle->jacoffsets, oracle->nconss + 1);
2553  if( offset != NULL )
2554  *offset = oracle->jacoffsets;
2555  if( col != NULL )
2556  *col = oracle->jaccols;
2557  return SCIP_OKAY;
2558  }
2559  nnz = 0;
2560 
2561  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &nzflag, oracle->nvars) );
2562 
2563  for( i = 0; i < oracle->nconss; ++i )
2564  {
2565  oracle->jacoffsets[i] = nnz;
2566 
2567  cons = oracle->conss[i];
2568  assert(cons != NULL);
2569 
2570  if( cons->nquadelems == 0 && cons->exprtree == NULL )
2571  {
2572  /* for a linear constraint, we can just copy the linear indices from the constraint into the sparsity pattern */
2573  if( cons->nlinidxs > 0 )
2574  {
2575  SCIP_CALL( ensureIntArraySize(oracle->blkmem, &oracle->jaccols, &maxnnz, nnz + cons->nlinidxs) );
2576  BMScopyMemoryArray(&oracle->jaccols[nnz], cons->linidxs, cons->nlinidxs); /*lint !e866*/
2577  nnz += cons->nlinidxs;
2578  }
2579  continue;
2580  }
2581  else if( cons->nlinidxs == 0 && cons->nquadelems == 0 )
2582  {
2583  /* for a constraint with exprtree only, we can just copy the exprvaridxs from the constraint into the sparsity pattern */
2584  int nvars;
2585 
2586  assert(cons->exprtree != NULL); /* this had been the first case */
2587 
2588  nvars = SCIPexprtreeGetNVars(cons->exprtree);
2589  assert(cons->exprvaridxs != NULL || nvars == 0);
2590 
2591  if( nvars > 0 )
2592  {
2593  SCIP_CALL( ensureIntArraySize(oracle->blkmem, &oracle->jaccols, &maxnnz, nnz + nvars) );
2594  BMScopyMemoryArray(&oracle->jaccols[nnz], cons->exprvaridxs, nvars); /*lint !e866*/
2595  nnz += nvars;
2596  }
2597  continue;
2598  }
2599 
2600  /* check which variables appear in constraint i
2601  * @todo this could be done faster for very sparse constraint by assembling all appearing variables, sorting, and removing duplicates
2602  */
2603  BMSclearMemoryArray(nzflag, oracle->nvars); /*lint !e644*/
2604 
2605  for( j = 0; j < cons->nlinidxs; ++j )
2606  nzflag[cons->linidxs[j]] = TRUE;
2607 
2608  for( j = 0; j < cons->nquadelems; ++j )
2609  {
2610  nzflag[cons->quadelems[j].idx1] = TRUE;
2611  nzflag[cons->quadelems[j].idx2] = TRUE;
2612  }
2613 
2614  if( cons->exprvaridxs != NULL )
2615  {
2616  assert(cons->exprtree != NULL);
2617  for( j = SCIPexprtreeGetNVars(cons->exprtree)-1; j >= 0; --j )
2618  nzflag[cons->exprvaridxs[j]] = TRUE;
2619  }
2620 
2621  /* store variables indices in jaccols */
2622  for( j = 0; j < oracle->nvars; ++j )
2623  {
2624  if( nzflag[j] == FALSE )
2625  continue;
2626 
2627  SCIP_CALL( ensureIntArraySize(oracle->blkmem, &oracle->jaccols, &maxnnz, nnz + 1) );
2628  oracle->jaccols[nnz] = j;
2629  ++nnz;
2630  }
2631  }
2632 
2633  oracle->jacoffsets[oracle->nconss] = nnz;
2634 
2635  /* shrink jaccols array to nnz */
2636  if( nnz < maxnnz )
2637  {
2638  SCIP_ALLOC( BMSreallocBlockMemoryArray(oracle->blkmem, &oracle->jaccols, maxnnz, nnz) );
2639  }
2640 
2641  BMSfreeBlockMemoryArray(oracle->blkmem, &nzflag, oracle->nvars);
2642 
2643  if( offset != NULL )
2644  *offset = oracle->jacoffsets;
2645  if( col != NULL )
2646  *col = oracle->jaccols;
2647 
2648  return SCIP_OKAY;
2649 }
2650 
2651 /** evaluates the Jacobi matrix in a given point
2652  *
2653  * The values in the Jacobi matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetJacobianSparsity.
2654  * The user need to call SCIPnlpiOracleGetJacobianSparsity at least ones before using this function.
2655  *
2656  * @return SCIP_INVALIDDATA, if the Jacobian could not be evaluated (domain error, etc.)
2657  */
2659  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2660  const SCIP_Real* x, /**< point where to evaluate */
2661  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
2662  SCIP_Real* convals, /**< pointer to store constraint values, can be NULL */
2663  SCIP_Real* jacobi /**< pointer to store sparse jacobian values */
2664  )
2665 {
2666  SCIP_NLPIORACLECONS* cons;
2667  SCIP_RETCODE retcode;
2668  SCIP_Real* grad;
2669  SCIP_Real* xx;
2670  SCIP_Real nlval;
2671  int i;
2672  int j;
2673  int k;
2674  int l;
2675 
2676  SCIPdebugMessage("%p eval jacobian\n", (void*)oracle);
2677 
2678  assert(oracle != NULL);
2679  assert(jacobi != NULL);
2680 
2681  assert(oracle->jacoffsets != NULL);
2682  assert(oracle->jaccols != NULL);
2683 
2684  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &grad, oracle->nvars) );
2685  xx = NULL;
2686 
2687  retcode = SCIP_OKAY;
2688 
2689  j = oracle->jacoffsets[0];
2690  k = 0;
2691  for( i = 0; i < oracle->nconss; ++i )
2692  {
2693  cons = oracle->conss[i];
2694  assert(cons != NULL);
2695 
2696  if( cons->nquadelems == 0 && cons->exprtree == NULL )
2697  {
2698  /* for a linear constraint, we can just copy the linear coefs from the constraint into the jacobian */
2699  if( cons->nlinidxs > 0 )
2700  {
2701  BMScopyMemoryArray(&jacobi[k], cons->lincoefs, cons->nlinidxs); /*lint !e866*/
2702  j += cons->nlinidxs;
2703  k += cons->nlinidxs;
2704  }
2705  assert(j == oracle->jacoffsets[i+1]);
2706  continue;
2707  }
2708 
2709  if( cons->nlinidxs == 0 && cons->nquadelems == 0 )
2710  {
2711  /* for a constraint with exprtree only, we can just copy gradient of the exprtree from the constraint into jacobian */
2712  int nvars;
2713 
2714  assert(cons->exprtree != NULL); /* this had been the first case */
2715 
2716  nvars = SCIPexprtreeGetNVars(cons->exprtree);
2717  assert(nvars <= oracle->nvars);
2718  assert(cons->exprvaridxs != NULL || nvars == 0);
2719 
2720  if( nvars > 0 )
2721  {
2722  if( isnewx )
2723  {
2724  if( xx == NULL )
2725  {
2726  /* if no xx yet, alloc it; make it large enough in case we need it again */
2727  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &xx, oracle->nvars) );
2728  }
2729  for( l = 0; l < nvars; ++l )
2730  xx[l] = x[cons->exprvaridxs[l]]; /*lint !e613*/
2731  }
2732 
2733  SCIPdebugMessage("eval gradient of ");
2734  SCIPdebug( if( isnewx ) {printf("\nx ="); for( l = 0; l < nvars; ++l) printf(" %g", xx[l]); /*lint !e613*/ printf("\n");} )
2735 
2736  SCIP_CALL( SCIPexprintGrad(oracle->exprinterpreter, cons->exprtree, xx, isnewx, &nlval, grad) ); /*lint !e644*/
2737 
2738  SCIPdebug( printf("g ="); for( l = 0; l < nvars; ++l) printf(" %g", grad[l]); printf("\n"); )
2739 
2740  if( nlval != nlval || ABS(nlval) >= oracle->infinity ) /*lint !e777*/
2741  {
2742  SCIPdebugMessage("gradient evaluation yield invalid function value %g\n", nlval);
2743  retcode = SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
2744  break;
2745  }
2746  else
2747  {
2748  if( convals != NULL )
2749  convals[i] = nlval;
2750  for( l = 0; l < nvars; ++l )
2751  {
2752  assert(oracle->jaccols[j+l] == cons->exprvaridxs[l]);
2753  if( !SCIPisFinite(grad[l]) ) /*lint !e777*/
2754  {
2755  SCIPdebugMessage("gradient evaluation yield invalid gradient value %g\n", grad[l]);
2756  retcode = SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
2757  break;
2758  }
2759  else
2760  jacobi[k++] = grad[l];
2761  }
2762  if( l < nvars )
2763  break;
2764  j += nvars;
2765  }
2766  }
2767  else if( convals != NULL )
2768  {
2769  SCIPdebugMessage("eval value of constant ");
2770 
2771  SCIP_CALL( SCIPexprintEval(oracle->exprinterpreter, cons->exprtree, NULL, &convals[i]) );
2772  }
2773  continue;
2774  }
2775 
2776  /* do dense eval @todo could do it sparse */
2777  retcode = SCIPnlpiOracleEvalConstraintGradient(oracle, i, x, isnewx, (convals ? &convals[i] : &nlval), grad);
2778  if( retcode != SCIP_OKAY )
2779  break;
2780 
2781  while( j < oracle->jacoffsets[i+1] )
2782  jacobi[k++] = grad[oracle->jaccols[j++]];
2783  }
2784 
2785  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &xx, oracle->nvars);
2786  BMSfreeBlockMemoryArray(oracle->blkmem, &grad, oracle->nvars);
2787 
2788  return retcode;
2789 }
2790 
2791 /** gets sparsity pattern of the Hessian matrix of the Lagrangian
2792  *
2793  * Note that internal data is returned in *offset and *col, thus the user must not allocate memory there.
2794  * Adding or deleting variables, objective, or constraints may destroy the sparsity structure and make another call to this function necessary.
2795  * Only elements of the lower left triangle and the diagonal are counted.
2796  */
2798  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2799  const int** offset, /**< pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL */
2800  const int** col /**< pointer to store pointer that stores the indices of variables that appear in each row, offset[nconss] gives length of col, can be NULL */
2801  )
2802 {
2803  int** colnz; /* nonzeros in Hessian corresponding to one column */
2804  int* collen; /* collen[i] is length of array colnz[i] */
2805  int* colnnz; /* colnnz[i] is number of entries in colnz[i] (<= collen[i]) */
2806  int nnz;
2807  int i;
2808  int j;
2809  int cnt;
2810 
2811  assert(oracle != NULL);
2812 
2813  SCIPdebugMessage("%p get hessian lag sparsity\n", (void*)oracle);
2814 
2815  if( oracle->heslagoffsets != NULL )
2816  {
2817  assert(oracle->heslagcols != NULL);
2818  if( offset != NULL )
2819  *offset = oracle->heslagoffsets;
2820  if( col != NULL )
2821  *col = oracle->heslagcols;
2822  return SCIP_OKAY;
2823  }
2824 
2825  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &oracle->heslagoffsets, oracle->nvars + 1) );
2826 
2827  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &colnz, oracle->nvars) );
2828  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &collen, oracle->nvars) );
2829  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &colnnz, oracle->nvars) );
2830  BMSclearMemoryArray(colnz, oracle->nvars); /*lint !e644*/
2831  BMSclearMemoryArray(collen, oracle->nvars); /*lint !e644*/
2832  BMSclearMemoryArray(colnnz, oracle->nvars); /*lint !e644*/
2833  nnz = 0;
2834 
2835  if( oracle->objective->nquadelems != 0 )
2836  {
2837  SCIP_CALL( hessLagSparsitySetNzFlagForQuad(oracle, colnz, collen, colnnz, &nnz, oracle->objective->nquadelems, oracle->objective->quadelems) );
2838  }
2839 
2840  if( oracle->objective->exprtree != NULL )
2841  {
2842  SCIP_CALL( hessLagSparsitySetNzFlagForExprtree(oracle, colnz, collen, colnnz, &nnz, oracle->objective->exprvaridxs, oracle->objective->exprtree, oracle->nvars) );
2843  }
2844 
2845  for( i = 0; i < oracle->nconss; ++i )
2846  {
2847  if( oracle->conss[i]->nquadelems != 0 )
2848  {
2849  SCIP_CALL( hessLagSparsitySetNzFlagForQuad(oracle, colnz, collen, colnnz, &nnz, oracle->conss[i]->nquadelems, oracle->conss[i]->quadelems) );
2850  }
2851 
2852  if( oracle->conss[i]->exprtree != NULL )
2853  {
2854  SCIP_CALL( hessLagSparsitySetNzFlagForExprtree(oracle, colnz, collen, colnnz, &nnz, oracle->conss[i]->exprvaridxs, oracle->conss[i]->exprtree, oracle->nvars) );
2855  }
2856  }
2857 
2858  SCIP_ALLOC( BMSallocBlockMemoryArray(oracle->blkmem, &oracle->heslagcols, nnz) );
2859 
2860  /* set hessian sparsity from colnz, colnnz */
2861  cnt = 0;
2862  for( i = 0; i < oracle->nvars; ++i )
2863  {
2864  oracle->heslagoffsets[i] = cnt;
2865  for( j = 0; j < colnnz[i]; ++j )
2866  {
2867  assert(cnt < nnz);
2868  oracle->heslagcols[cnt++] = colnz[i][j];
2869  }
2870  BMSfreeBlockMemoryArrayNull(oracle->blkmem, &colnz[i], collen[i]); /*lint !e866*/
2871  collen[i] = 0;
2872  }
2873  oracle->heslagoffsets[oracle->nvars] = cnt;
2874  assert(cnt == nnz);
2875 
2876  BMSfreeBlockMemoryArray(oracle->blkmem, &colnz, oracle->nvars);
2877  BMSfreeBlockMemoryArray(oracle->blkmem, &colnnz, oracle->nvars);
2878  BMSfreeBlockMemoryArray(oracle->blkmem, &collen, oracle->nvars);
2879 
2880  if( offset != NULL )
2881  *offset = oracle->heslagoffsets;
2882  if( col != NULL )
2883  *col = oracle->heslagcols;
2884 
2885  return SCIP_OKAY;
2886 }
2887 
2888 /** evaluates the Hessian matrix of the Lagrangian in a given point
2889  *
2890  * The values in the Hessian matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetHessianLagSparsity.
2891  * The user must call SCIPnlpiOracleGetHessianLagSparsity at least ones before using this function.
2892  * Only elements of the lower left triangle and the diagonal are computed.
2893  *
2894  * @return SCIP_INVALIDDATA, if the Hessian could not be evaluated (domain error, etc.)
2895  */
2897  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2898  const SCIP_Real* x, /**< point where to evaluate */
2899  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
2900  SCIP_Real objfactor, /**< weight for objective function */
2901  const SCIP_Real* lambda, /**< weights (Lagrangian multipliers) for the constraints */
2902  SCIP_Real* hessian /**< pointer to store sparse hessian values */
2903  )
2904 { /*lint --e{715}*/
2905  int i;
2906 
2907  assert(oracle != NULL);
2908  assert(x != NULL);
2909  assert(lambda != NULL || oracle->nconss == 0);
2910  assert(hessian != NULL);
2911 
2912  assert(oracle->heslagoffsets != NULL);
2913  assert(oracle->heslagcols != NULL);
2914 
2915  SCIPdebugMessage("%p eval hessian lag\n", (void*)oracle);
2916 
2917  for( i = oracle->heslagoffsets[oracle->nvars] - 1; i >= 0; --i )
2918  hessian[i] = 0.0;
2919 
2920  if( objfactor != 0.0 )
2921  {
2922  SCIP_CALL( hessLagAddQuad(objfactor, oracle->objective->nquadelems, oracle->objective->quadelems, oracle->heslagoffsets, oracle->heslagcols, hessian) );
2923  SCIP_CALL_QUIET( hessLagAddExprtree(oracle, objfactor, x, isnewx, oracle->objective->exprvaridxs, oracle->objective->exprtree, oracle->heslagoffsets, oracle->heslagcols, hessian) );
2924  }
2925 
2926  for( i = 0; i < oracle->nconss; ++i )
2927  {
2928  assert( lambda != NULL ); /* for lint */
2929  if( lambda[i] == 0.0 )
2930  continue;
2931  SCIP_CALL( hessLagAddQuad(lambda[i], oracle->conss[i]->nquadelems, oracle->conss[i]->quadelems, oracle->heslagoffsets, oracle->heslagcols, hessian) );
2932  SCIP_CALL_QUIET( hessLagAddExprtree(oracle, lambda[i], x, isnewx, oracle->conss[i]->exprvaridxs, oracle->conss[i]->exprtree, oracle->heslagoffsets, oracle->heslagcols, hessian) );
2933  }
2934 
2935  return SCIP_OKAY;
2936 }
2937 
2938 /** prints the problem to a file. */
2940  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2941  SCIP_MESSAGEHDLR* messagehdlr, /**< message handler */
2942  FILE* file /**< file to print to, or NULL for standard output */
2943  )
2944 { /*lint --e{777} */
2945  int i;
2946  SCIP_Real lhs;
2947  SCIP_Real rhs;
2948 
2949  assert(oracle != NULL);
2950 
2951  SCIPdebugMessage("%p print problem\n", (void*)oracle);
2952 
2953  if( file == NULL )
2954  file = stdout;
2955 
2956  SCIPmessageFPrintInfo(messagehdlr, file, "NLPI Oracle %s: %d variables and %d constraints\n", oracle->name ? oracle->name : "", oracle->nvars, oracle->nconss);
2957  for( i = 0; i < oracle->nvars; ++i )
2958  {
2959  if( oracle->varnames != NULL && oracle->varnames[i] != NULL )
2960  SCIPmessageFPrintInfo(messagehdlr, file, "%10s", oracle->varnames[i]);
2961  else
2962  SCIPmessageFPrintInfo(messagehdlr, file, "x%09d", i);
2963  SCIPmessageFPrintInfo(messagehdlr, file, ": [%8g, %8g]", oracle->varlbs[i], oracle->varubs[i]);
2964  if( oracle->vardegreesuptodate )
2965  SCIPmessageFPrintInfo(messagehdlr, file, "\t degree: %d", oracle->vardegrees[i]);
2966  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
2967  }
2968 
2969  SCIPmessageFPrintInfo(messagehdlr, file, "objective: ");
2970  SCIP_CALL( printFunction(oracle, messagehdlr, file, oracle->objective, FALSE, FALSE) );
2971  if( oracle->objective->lhs != 0.0 )
2972  SCIPmessageFPrintInfo(messagehdlr, file, "%+.20g", oracle->objective->lhs);
2973  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
2974 
2975  for( i = 0; i < oracle->nconss; ++i )
2976  {
2977  if( oracle->conss[i]->name != NULL )
2978  SCIPmessageFPrintInfo(messagehdlr, file, "%10s", oracle->conss[i]->name);
2979  else
2980  SCIPmessageFPrintInfo(messagehdlr, file, "con%07d", i);
2981 
2982  lhs = oracle->conss[i]->lhs;
2983  rhs = oracle->conss[i]->rhs;
2984  SCIPmessageFPrintInfo(messagehdlr, file, ": ");
2985  if( lhs > -oracle->infinity && rhs < oracle->infinity && lhs != rhs )
2986  SCIPmessageFPrintInfo(messagehdlr, file, "%.20g <= ", lhs);
2987 
2988  SCIP_CALL( printFunction(oracle, messagehdlr, file, oracle->conss[i], FALSE, FALSE) );
2989 
2990  if( lhs == rhs )
2991  SCIPmessageFPrintInfo(messagehdlr, file, " = %.20g", rhs);
2992  else if( rhs < oracle->infinity )
2993  SCIPmessageFPrintInfo(messagehdlr, file, " <= %.20g", rhs);
2994  else if( lhs > -oracle->infinity )
2995  SCIPmessageFPrintInfo(messagehdlr, file, " >= %.20g", lhs);
2996 
2997  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
2998  }
2999 
3000  return SCIP_OKAY;
3001 }
3002 
3003 /** prints the problem to a file in GAMS format
3004  * If there are variable (equation, resp.) names with more than 9 characters, then variable (equation, resp.) names are prefixed with an unique identifier.
3005  * This is to make it easier to identify variables solution output in the listing file.
3006  * Names with more than 64 characters are shorten to 64 letters due to GAMS limits.
3007  */
3009  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
3010  SCIP_Real* initval, /**< starting point values for variables or NULL */
3011  SCIP_MESSAGEHDLR* messagehdlr, /**< message handler */
3012  FILE* file /**< file to print to, or NULL for standard output */
3013  )
3014 { /*lint --e{777} */
3015  int i;
3016  int nllevel; /* level of nonlinearity of problem: linear = 0, quadratic, smooth nonlinear, nonsmooth */
3017  static const char* nllevelname[4] = { "LP", "QCP", "NLP", "DNLP" };
3018  char problemname[SCIP_MAXSTRLEN];
3019  char namebuf[70];
3020  SCIP_Bool havelongvarnames;
3021  SCIP_Bool havelongequnames;
3022 
3023  SCIPdebugMessage("%p print problem gams\n", (void*)oracle);
3024 
3025  assert(oracle != NULL);
3026 
3027  if( file == NULL )
3028  file = stdout;
3029 
3030  nllevel = 0;
3031 
3032  havelongvarnames = FALSE;
3033  for( i = 0; i < oracle->nvars; ++i )
3034  if( oracle->varnames != NULL && oracle->varnames[i] != NULL && strlen(oracle->varnames[i]) > 9 )
3035  {
3036  havelongvarnames = TRUE;
3037  break;
3038  }
3039 
3040  havelongequnames = FALSE;
3041  for( i = 0; i < oracle->nconss; ++i )
3042  if( oracle->conss[i]->name && strlen(oracle->conss[i]->name) > 9 )
3043  {
3044  havelongequnames = TRUE;
3045  break;
3046  }
3047 
3048  SCIPmessageFPrintInfo(messagehdlr, file, "$offlisting\n");
3049  SCIPmessageFPrintInfo(messagehdlr, file, "$offdigit\n");
3050  SCIPmessageFPrintInfo(messagehdlr, file, "* NLPI Oracle Problem %s\n", oracle->name ? oracle->name : "");
3051  SCIPmessageFPrintInfo(messagehdlr, file, "Variables ");
3052  for( i = 0; i < oracle->nvars; ++i )
3053  {
3054  printName(namebuf, oracle->varnames != NULL ? oracle->varnames[i] : NULL, i, 'x', NULL, havelongvarnames);
3055  SCIPmessageFPrintInfo(messagehdlr, file, "%s, ", namebuf);
3056  if( i % 10 == 9 )
3057  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
3058  }
3059  SCIPmessageFPrintInfo(messagehdlr, file, "NLPIORACLEOBJVAR;\n\n");
3060  for( i = 0; i < oracle->nvars; ++i )
3061  {
3062  char* name;
3063  name = oracle->varnames != NULL ? oracle->varnames[i] : NULL;
3064  if( oracle->varlbs[i] == oracle->varubs[i] )
3065  {
3066  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
3067  SCIPmessageFPrintInfo(messagehdlr, file, "%s.fx = %.20g;\t", namebuf, oracle->varlbs[i]);
3068  }
3069  else
3070  {
3071  if( oracle->varlbs[i] > -oracle->infinity )
3072  {
3073  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
3074  SCIPmessageFPrintInfo(messagehdlr, file, "%s.lo = %.20g;\t", namebuf, oracle->varlbs[i]);
3075  }
3076  if( oracle->varubs[i] < oracle->infinity )
3077  {
3078  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
3079  SCIPmessageFPrintInfo(messagehdlr, file, "%s.up = %.20g;\t", namebuf, oracle->varubs[i]);
3080  }
3081  }
3082  if( initval != NULL )
3083  {
3084  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
3085  SCIPmessageFPrintInfo(messagehdlr, file, "%s.l = %.20g;\t", namebuf, initval[i]);
3086  }
3087  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
3088  }
3089  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
3090 
3091  SCIPmessageFPrintInfo(messagehdlr, file, "Equations ");
3092  for( i = 0; i < oracle->nconss; ++i )
3093  {
3094  printName(namebuf, oracle->conss[i]->name, i, 'e', NULL, havelongequnames);
3095  SCIPmessageFPrintInfo(messagehdlr, file, "%s, ", namebuf);
3096 
3097  if( oracle->conss[i]->lhs > -oracle->infinity && oracle->conss[i]->rhs < oracle->infinity && oracle->conss[i]->lhs != oracle->conss[i]->rhs )
3098  {
3099  /* ranged row: add second constraint */
3100  printName(namebuf, oracle->conss[i]->name, i, 'e', "_RNG", havelongequnames);
3101  SCIPmessageFPrintInfo(messagehdlr, file, "%s, ", namebuf);
3102  }
3103  if( i % 10 == 9 )
3104  SCIPmessageFPrintInfo(messagehdlr, file, "\n");
3105  }
3106  SCIPmessageFPrintInfo(messagehdlr, file, "NLPIORACLEOBJ;\n\n");
3107 
3108  SCIPmessageFPrintInfo(messagehdlr, file, "NLPIORACLEOBJ.. NLPIORACLEOBJVAR =E= ");
3109  SCIP_CALL( printFunction(oracle, messagehdlr, file, oracle->objective, havelongvarnames, havelongequnames) );
3110  if( oracle->objective->lhs != 0.0 )
3111  SCIPmessageFPrintInfo(messagehdlr, file, "%+.20g", oracle->objective->lhs);
3112  SCIPmessageFPrintInfo(messagehdlr, file, ";\n");
3113 
3114  for( i = 0; i < oracle->nconss; ++i )
3115  {
3116  SCIP_Real lhs;
3117  SCIP_Real rhs;
3118 
3119  printName(namebuf, oracle->conss[i]->name, i, 'e', NULL, havelongequnames);
3120  SCIPmessageFPrintInfo(messagehdlr, file, "%s.. ", namebuf);
3121 
3122  SCIP_CALL( printFunction(oracle, messagehdlr, file, oracle->conss[i], havelongvarnames, havelongequnames) );
3123 
3124  lhs = oracle->conss[i]->lhs;
3125  rhs = oracle->conss[i]->rhs;
3126 
3127  if( lhs == rhs )
3128  SCIPmessageFPrintInfo(messagehdlr, file, " =E= %.20g", rhs);
3129  else if( rhs < oracle->infinity )
3130  SCIPmessageFPrintInfo(messagehdlr, file, " =L= %.20g", rhs);
3131  else if( lhs > -oracle->infinity )
3132  SCIPmessageFPrintInfo(messagehdlr, file, " =G= %.20g", lhs);
3133  else
3134  SCIPmessageFPrintInfo(messagehdlr, file, " =N= 0");
3135  SCIPmessageFPrintInfo(messagehdlr, file, ";\n");
3136 
3137  if( lhs > -oracle->infinity && rhs < oracle->infinity && lhs != rhs )
3138  {
3139  printName(namebuf, oracle->conss[i]->name, i, 'e', "_RNG", havelongequnames);
3140  SCIPmessageFPrintInfo(messagehdlr, file, "%s.. ", namebuf);
3141 
3142  SCIP_CALL( printFunction(oracle, messagehdlr, file, oracle->conss[i], havelongvarnames, havelongequnames) );
3143 
3144  SCIPmessageFPrintInfo(messagehdlr, file, " =G= %.20g;\n", lhs);
3145  }
3146 
3147  if( nllevel <= 0 && oracle->conss[i]->nquadelems > 0 )
3148  nllevel = 1;
3149  if( nllevel <= 1 && oracle->conss[i]->exprtree != NULL )
3150  nllevel = 2;
3151  if( nllevel <= 2 && oracle->conss[i]->exprtree != NULL && exprIsNonSmooth(SCIPexprtreeGetRoot(oracle->conss[i]->exprtree)) )
3152  nllevel = 3;
3153  }
3154 
3155  (void) SCIPsnprintf(problemname, SCIP_MAXSTRLEN, "%s", oracle->name ? oracle->name : "m");
3156 
3157  SCIPmessageFPrintInfo(messagehdlr, file, "Model %s / all /;\n", problemname);
3158  SCIPmessageFPrintInfo(messagehdlr, file, "option limrow = 0;\n");
3159  SCIPmessageFPrintInfo(messagehdlr, file, "option limcol = 0;\n");
3160  SCIPmessageFPrintInfo(messagehdlr, file, "Solve %s minimizing NLPIORACLEOBJVAR using %s;\n", problemname, nllevelname[nllevel]);
3161 
3162  return SCIP_OKAY;
3163 }
3164 
3165 /**@} */
void SCIPquadelemSort(SCIP_QUADELEM *quadelems, int nquadelems)
Definition: expr.c:9212
SCIP_RETCODE SCIPnlpiOraclePrintProblemGams(SCIP_NLPIORACLE *oracle, SCIP_Real *initval, SCIP_MESSAGEHDLR *messagehdlr, FILE *file)
Definition: nlpioracle.c:3008
SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *convals)
Definition: nlpioracle.c:2442
#define BMSfreeBlockMemoryArrayNull(mem, ptr, num)
Definition: memory.h:457
#define NULL
Definition: def.h:253
const SCIP_Real * SCIPnlpiOracleGetVarUbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2232
static void updateVariableDegrees(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:585
methods to interpret (evaluate) an expression tree "fast"
SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity(SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2517
void SCIPexprtreePrint(SCIP_EXPRTREE *tree, SCIP_MESSAGEHDLR *messagehdlr, FILE *file, const char **varnames, const char **paramnames)
Definition: expr.c:8757
SCIP_EXPRINTCAPABILITY SCIPnlpiOracleGetEvalCapability(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2382
SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity(SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2797
int SCIPnlpiOracleGetNVars(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2202
SCIP_EXPROP SCIPexprGetOperator(SCIP_EXPR *expr)
Definition: expr.c:5694
#define infinity
Definition: gastrans.c:71
static SCIP_Bool exprIsNonSmooth(SCIP_EXPR *expr)
Definition: nlpioracle.c:1292
#define SCIP_MAXSTRLEN
Definition: def.h:274
static SCIP_RETCODE ensureConssSize(SCIP_NLPIORACLE *oracle, int minsize)
Definition: nlpioracle.c:141
static SCIP_RETCODE ensureIntArraySize(BMS_BLKMEM *blkmem, int **intarray, int *len, int minsize)
Definition: nlpioracle.c:218
SCIP_RETCODE SCIPnlpiOracleSetObjective(SCIP_NLPIORACLE *oracle, const SCIP_Real constant, int nlin, const int *lininds, const SCIP_Real *linvals, int nquadelems, const SCIP_QUADELEM *quadelems, const int *exprvaridxs, const SCIP_EXPRTREE *exprtree)
Definition: nlpioracle.c:1610
static SCIP_RETCODE hessLagAddExprtree(SCIP_NLPIORACLE *oracle, SCIP_Real weight, const SCIP_Real *x, SCIP_Bool new_x, int *exprvaridx, SCIP_EXPRTREE *exprtree, int *hesoffset, int *hescol, SCIP_Real *values)
Definition: nlpioracle.c:1090
static void freeVariables(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:519
SCIP_EXPORT SCIP_EXPRINTCAPABILITY SCIPexprintGetExprtreeCapability(SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree)
SCIP_Real * lincoefs
Definition: nlpioracle.c:44
methods to store an NLP and request function, gradient, and hessian values
#define RESTRICT
Definition: def.h:265
static SCIP_RETCODE createConstraint(BMS_BLKMEM *blkmem, SCIP_NLPIORACLECONS **cons, int nlinidxs, const int *linidxs, const SCIP_Real *lincoefs, int nquadelems, const SCIP_QUADELEM *quadelems, const int *exprvaridxs, const SCIP_EXPRTREE *exprtree, SCIP_Real lhs, SCIP_Real rhs, const char *name)
Definition: nlpioracle.c:341
#define FALSE
Definition: def.h:73
static SCIP_RETCODE ensureVarsSize(SCIP_NLPIORACLE *oracle, int minsize)
Definition: nlpioracle.c:110
SCIP_Real SCIPnlpiOracleGetConstraintLhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2283
#define EPSEQ(x, y, eps)
Definition: def.h:189
static void printName(char *buffer, char *name, int idx, char prefix, const char *suffix, SCIP_Bool longnames)
Definition: nlpioracle.c:1193
static void freeConstraint(BMS_BLKMEM *blkmem, SCIP_NLPIORACLECONS **cons)
Definition: nlpioracle.c:420
#define TRUE
Definition: def.h:72
#define SCIPdebug(x)
Definition: pub_message.h:74
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:53
SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *objval)
Definition: nlpioracle.c:2404
SCIP_EXPORT SCIP_RETCODE SCIPexprintGrad(SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Bool new_varvals, SCIP_Real *val, SCIP_Real *gradient)
SCIP_RETCODE SCIPexprtreeCopy(BMS_BLKMEM *blkmem, SCIP_EXPRTREE **targettree, SCIP_EXPRTREE *sourcetree)
Definition: expr.c:8813
static SCIP_RETCODE evalFunctionValue(SCIP_NLPIORACLE *oracle, SCIP_NLPIORACLECONS *cons, const SCIP_Real *x, SCIP_Real *val)
Definition: nlpioracle.c:739
static SCIP_RETCODE hessLagAddQuad(SCIP_Real weight, int length, SCIP_QUADELEM *quadelems, int *hesoffset, int *hescol, SCIP_Real *values)
Definition: nlpioracle.c:1055
static void invalidateJacobiSparsity(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:248
static SCIP_RETCODE printFunction(SCIP_NLPIORACLE *oracle, SCIP_MESSAGEHDLR *messagehdlr, FILE *file, SCIP_NLPIORACLECONS *cons, SCIP_Bool longvarnames, SCIP_Bool longequnames)
Definition: nlpioracle.c:1228
#define SCIPdebugMessage
Definition: pub_message.h:77
static void mapIndices(int *indexmap, int nindices, int *indices)
Definition: nlpioracle.c:612
SCIP_Bool SCIPquadelemSortedFind(SCIP_QUADELEM *quadelems, int idx1, int idx2, int nquadelems, int *pos)
Definition: expr.c:9237
unsigned int SCIP_EXPRINTCAPABILITY
#define BMSfreeMemory(ptr)
Definition: memory.h:135
void SCIPexprtreeSetParamVal(SCIP_EXPRTREE *tree, int paramidx, SCIP_Real paramval)
Definition: expr.c:8643
SCIP_RETCODE SCIPnlpiOracleEvalObjectiveGradient(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *objval, SCIP_Real *objgrad)
Definition: nlpioracle.c:2468
const char * SCIPnlpiOracleGetProblemName(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1435
SCIP_RETCODE SCIPnlpiOracleDelConsSet(SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1827
int * heslagoffsets
Definition: nlpioracle.c:80
SCIP_RETCODE SCIPnlpiOracleChgObjConstant(SCIP_NLPIORACLE *oracle, SCIP_Real objconstant)
Definition: nlpioracle.c:2186
SCIP_VAR ** x
Definition: circlepacking.c:54
int SCIPnlpiOracleGetNConstraints(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2212
static void mapIndicesQuad(int *indexmap, int nelems, SCIP_QUADELEM *elems)
Definition: nlpioracle.c:712
static void clearDeletedQuadElements(BMS_BLKMEM *blkmem, SCIP_QUADELEM **quadelems, int *nquadelems)
Definition: nlpioracle.c:674
public methods for expressions, expression trees, expression graphs, and related stuff ...
#define SCIP_DEFAULT_EPSILON
Definition: def.h:170
static int calcGrowSize(int num)
Definition: nlpioracle.c:94
SCIP_EXPORT const char * SCIPexprintGetName(void)
SCIP_Real coef
Definition: type_expr.h:104
int * jacoffsets
Definition: nlpioracle.c:77
#define BMSduplicateBlockMemoryArray(mem, ptr, source, num)
Definition: memory.h:451
int SCIPnlpiOracleGetConstraintDegree(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2324
SCIP_RETCODE SCIPnlpiOracleChgExprtree(SCIP_NLPIORACLE *oracle, int considx, const int *exprvaridxs, const SCIP_EXPRTREE *exprtree)
Definition: nlpioracle.c:2104
static void sortLinearCoefficients(int *nidxs, int *idxs, SCIP_Real *coefs)
Definition: nlpioracle.c:292
SCIP_RETCODE SCIPnlpiOracleCreate(BMS_BLKMEM *blkmem, SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:1328
#define SCIPerrorMessage
Definition: pub_message.h:45
const SCIP_Real * SCIPnlpiOracleGetVarLbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2222
SCIP_RETCODE SCIPnlpiOracleChgVarBounds(SCIP_NLPIORACLE *oracle, int nvars, const int *indices, const SCIP_Real *lbs, const SCIP_Real *ubs)
Definition: nlpioracle.c:1647
static void invalidateHessianLagSparsity(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:271
SCIP_RETCODE SCIPnlpiOracleAddVars(SCIP_NLPIORACLE *oracle, int nvars, const SCIP_Real *lbs, const SCIP_Real *ubs, const char **varnames)
Definition: nlpioracle.c:1447
SCIP_EXPORT SCIP_Bool SCIPsortedvecFindInt(int *intarray, int val, int len, int *pos)
SCIP_EXPORT SCIP_RETCODE SCIPexprintFree(SCIP_EXPRINT **exprint)
#define REALABS(x)
Definition: def.h:188
int SCIPexprtreeGetNVars(SCIP_EXPRTREE *tree)
Definition: expr.c:8613
static SCIP_RETCODE evalFunctionGradient(SCIP_NLPIORACLE *oracle, SCIP_NLPIORACLECONS *cons, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *RESTRICT val, SCIP_Real *RESTRICT grad)
Definition: nlpioracle.c:820
#define SCIP_CALL(x)
Definition: def.h:365
static SCIP_RETCODE ensureConsLinSize(BMS_BLKMEM *blkmem, SCIP_NLPIORACLECONS *cons, int minsize)
Definition: nlpioracle.c:165
SCIP_VAR * h
Definition: circlepacking.c:59
SCIP_EXPORT SCIP_RETCODE SCIPexprintCreate(BMS_BLKMEM *blkmem, SCIP_EXPRINT **exprint)
SCIP_Real SCIPnlpiOracleGetConstraintRhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2296
SCIP_EXPR * SCIPexprtreeGetRoot(SCIP_EXPRTREE *tree)
Definition: expr.c:8603
SCIP_Real SCIPnlpiOracleGetInfinity(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1400
SCIP_RETCODE SCIPnlpiOracleFree(SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:1355
static SCIP_RETCODE moveVariable(SCIP_NLPIORACLE *oracle, int fromidx, int toidx)
Definition: nlpioracle.c:479
#define BMSfreeBlockMemory(mem, ptr)
Definition: memory.h:454
static void clearDeletedLinearElements(BMS_BLKMEM *blkmem, int **linidxs, SCIP_Real **coefs, int *nidxs)
Definition: nlpioracle.c:632
SCIP_RETCODE SCIPnlpiOracleEvalConstraintGradient(SCIP_NLPIORACLE *oracle, const int considx, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *conval, SCIP_Real *congrad)
Definition: nlpioracle.c:2492
#define SCIP_EXPRINTCAPABILITY_ALL
public data structures and miscellaneous methods
static SCIP_RETCODE hessLagSparsitySetNzFlagForQuad(SCIP_NLPIORACLE *oracle, int **colnz, int *collen, int *colnnz, int *nzcount, int length, SCIP_QUADELEM *quadelems)
Definition: nlpioracle.c:944
SCIP_RETCODE SCIPnlpiOraclePrintProblem(SCIP_NLPIORACLE *oracle, SCIP_MESSAGEHDLR *messagehdlr, FILE *file)
Definition: nlpioracle.c:2939
SCIP_EXPR ** SCIPexprGetChildren(SCIP_EXPR *expr)
Definition: expr.c:5714
char ** varnames
Definition: nlpioracle.c:67
SCIP_EXPORT SCIP_RETCODE SCIPexprintEval(SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Real *val)
#define SCIP_Bool
Definition: def.h:70
SCIP_NLPIORACLECONS * objective
Definition: nlpioracle.c:75
#define BMSallocBlockMemoryArray(mem, ptr, num)
Definition: memory.h:443
SCIP_RETCODE SCIPnlpiOracleSetProblemName(SCIP_NLPIORACLE *oracle, const char *name)
Definition: nlpioracle.c:1412
static void updateVariableDegreesCons(SCIP_NLPIORACLE *oracle, SCIP_NLPIORACLECONS *cons)
Definition: nlpioracle.c:552
SCIP_RETCODE SCIPnlpiOracleAddConstraints(SCIP_NLPIORACLE *oracle, int nconss, const SCIP_Real *lhss, const SCIP_Real *rhss, const int *nlininds, int *const *lininds, SCIP_Real *const *linvals, const int *nquadelems, SCIP_QUADELEM *const *quadelems, int *const *exprvaridxs, SCIP_EXPRTREE *const *exprtrees, const char **consnames)
Definition: nlpioracle.c:1532
#define BMSfreeBlockMemoryArray(mem, ptr, num)
Definition: memory.h:456
void SCIPquadelemSqueeze(SCIP_QUADELEM *quadelems, int nquadelems, int *nquadelemsnew)
Definition: expr.c:9289
int SCIPexprGetNChildren(SCIP_EXPR *expr)
Definition: expr.c:5704
#define MIN(x, y)
Definition: def.h:223
SCIP_Real * varubs
Definition: nlpioracle.c:66
SCIP_EXPORT void SCIPsortIntReal(int *intarray, SCIP_Real *realarray, int len)
SCIP_RETCODE SCIPnlpiOracleEvalConstraintValue(SCIP_NLPIORACLE *oracle, int considx, const SCIP_Real *x, SCIP_Real *conval)
Definition: nlpioracle.c:2423
SCIP_Real * varlbs
Definition: nlpioracle.c:65
SCIP_RETCODE SCIPexprtreeFree(SCIP_EXPRTREE **tree)
Definition: expr.c:8853
#define EPSLE(x, y, eps)
Definition: def.h:191
SCIP_RETCODE SCIPnlpiOracleChgLinearCoefs(SCIP_NLPIORACLE *oracle, int considx, int nentries, const int *varidxs, const SCIP_Real *newcoefs)
Definition: nlpioracle.c:1909
#define BMScopyMemoryArray(ptr, source, num)
Definition: memory.h:124
SCIP_RETCODE SCIPnlpiOracleChgQuadCoefs(SCIP_NLPIORACLE *oracle, int considx, int nquadelems, const SCIP_QUADELEM *quadelems)
Definition: nlpioracle.c:2006
static SCIP_RETCODE hessLagSparsitySetNzFlagForExprtree(SCIP_NLPIORACLE *oracle, int **colnz, int *collen, int *colnnz, int *nzcount, int *exprvaridx, SCIP_EXPRTREE *exprtree, int dim)
Definition: nlpioracle.c:984
SCIP_RETCODE SCIPnlpiOracleChgConsSides(SCIP_NLPIORACLE *oracle, int nconss, const int *indices, const SCIP_Real *lhss, const SCIP_Real *rhss)
Definition: nlpioracle.c:1683
SCIP_EXPORT SCIP_RETCODE SCIPexprintHessianDense(SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Bool new_varvals, SCIP_Real *val, SCIP_Real *hessian)
#define BMSclearMemory(ptr)
Definition: memory.h:119
SCIP_EXPORT void SCIPsortedvecInsertInt(int *intarray, int keyval, int *len, int *pos)
SCIP_Real infinity
Definition: nlpioracle.c:60
static void freeConstraints(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:453
static SCIP_RETCODE ensureConsQuadSize(BMS_BLKMEM *blkmem, SCIP_NLPIORACLECONS *cons, int minsize)
Definition: nlpioracle.c:192
#define SCIP_CALL_QUIET(x)
Definition: def.h:340
SCIP_RETCODE SCIPnlpiOracleDelVarSet(SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1717
#define MAX(x, y)
Definition: def.h:222
char * SCIPnlpiOracleGetConstraintName(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2309
#define SCIP_DEFAULT_INFINITY
Definition: def.h:169
SCIP_QUADELEM * quadelems
Definition: nlpioracle.c:48
int * vardegrees
Definition: nlpioracle.c:68
SCIP_RETCODE SCIPnlpiOracleChgExprParam(SCIP_NLPIORACLE *oracle, int considx, int paramidx, SCIP_Real paramval)
Definition: nlpioracle.c:2161
int SCIPnlpiOracleGetVarDegree(SCIP_NLPIORACLE *oracle, int varidx)
Definition: nlpioracle.c:2254
SCIP_RETCODE SCIPnlpiOracleEvalHessianLag(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real objfactor, const SCIP_Real *lambda, SCIP_Real *hessian)
Definition: nlpioracle.c:2896
public methods for message output
SCIP_Bool vardegreesuptodate
Definition: nlpioracle.c:69
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10263
void SCIPmessageFPrintInfo(SCIP_MESSAGEHDLR *messagehdlr, FILE *file, const char *formatstr,...)
Definition: message.c:608
#define SCIP_Real
Definition: def.h:164
SCIP_EXPORT SCIP_RETCODE SCIPexprintHessianSparsityDense(SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Bool *sparsity)
#define BMSallocMemory(ptr)
Definition: memory.h:109
SCIP_EXPRINT * exprinterpreter
Definition: nlpioracle.c:84
SCIP_RETCODE SCIPnlpiOracleSetInfinity(SCIP_NLPIORACLE *oracle, SCIP_Real infinity)
Definition: nlpioracle.c:1384
#define SCIPisFinite(x)
Definition: pub_misc.h:1826
int SCIPexprtreeGetNParams(SCIP_EXPRTREE *tree)
Definition: expr.c:8623
BMS_BLKMEM * blkmem
Definition: nlpioracle.c:59
SCIP_RETCODE SCIPnlpiOracleEvalJacobian(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *convals, SCIP_Real *jacobi)
Definition: nlpioracle.c:2658
#define BMSallocBlockMemory(mem, ptr)
Definition: memory.h:441
SCIP_EXPRTREE * exprtree
Definition: nlpioracle.c:51
#define BMSclearMemoryArray(ptr, num)
Definition: memory.h:120
struct BMS_BlkMem BMS_BLKMEM
Definition: memory.h:427
char ** SCIPnlpiOracleGetVarNames(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2242
#define SCIP_CALL_ABORT(x)
Definition: def.h:344
#define SCIP_ALLOC(x)
Definition: def.h:376
int * SCIPnlpiOracleGetVarDegrees(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2271
#define BMSreallocBlockMemoryArray(mem, ptr, oldnum, newnum)
Definition: memory.h:447
#define ABS(x)
Definition: def.h:218
int * heslagcols
Definition: nlpioracle.c:81
int SCIPnlpiOracleGetMaxDegree(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2356
SCIP_EXPORT SCIP_RETCODE SCIPexprintCompile(SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree)
SCIP_NLPIORACLECONS ** conss
Definition: nlpioracle.c:73