Scippy

SCIP

Solving Constraint Integer Programs

lpi_clp.cpp File Reference

Detailed Description

LP interface for Clp.

Author
Stefan Heinz
Marc Pfetsch
John Forrest

Notes on this interface:

  • Currently, Clp (Version 1.16) supports two ways of adding rows/columns from arrays: One uses a length array that for each row/column specifies the number of nonzeros to be added. The second uses the beg array that gives the starting index for each row/column. We use the latter variant. Since for LPI there should be no gaps in the corresponding arrays, i.e., every entry in val and ind gives a nonzero entry, one can switch between the two formats. With the current Clp implementation both formats involve an overhead:

    • For the beg variant, Clp gets the end of the array from the last position in beg (i.e., the entry one after the last row/column) and we have to copy and extend beg for this purpose. In the matrix implementation a length information is then again computed.
    • For the length variant, Clp computes the number of elements from this length variant and there exists no matrix implementation that uses the length information, i.e., it is recomputed again.

    Concluding: the implementation of Clp/CoinPackeMatrix could be improved. The functions affected by this are SCIPlpiLoadColLP(), SCIPlpiAddCols(), SCIPlpiAddRows()

  • In former versions Clp used an "auxiliary model" that allows to save time when the model is scaled. This is discarded from version higher than 1.8.2.
  • Clp needs the setting of several special flags to make sure that necessary data (e.g., rays etc.) are available. If the FASTMIP option in SCIP is true, some settings that are supposed to be faster are used. We tried to use the best settings, while still working correctly. These settings probably have to be adapted to future Clp versions. Maybe more possibilities will appear.
  • At several places this interface corrects the return value of some Clp functions, e.g., isProvenPrimalInfeasible(). Currently (Version 1.16) no change in the Clp functions will be made, but this might change in the future.

Definition in file lpi_clp.cpp.

#include <ClpSimplex.hpp>
#include <ClpPrimalColumnSteepest.hpp>
#include <ClpDualRowSteepest.hpp>
#include <CoinIndexedVector.hpp>
#include <ClpConfig.h>
#include <config_clp.h>
#include <cassert>
#include <cstdlib>
#include <iostream>
#include <vector>
#include <string>
#include "lpi/lpi.h"
#include "scip/bitencode.h"
#include "scip/pub_message.h"

Go to the source code of this file.

Data Structures

struct  SCIP_LPi
 
struct  SCIP_LPiState
 

Macros

#define CLP_VERSION   VERSION
 
#define SUMINFEASBOUND   1.0e-3
 
#define COLS_PER_PACKET   SCIP_DUALPACKETSIZE
 
#define ROWS_PER_PACKET   SCIP_DUALPACKETSIZE
 

Typedefs

typedef SCIP_DUALPACKET COLPACKET
 
typedef SCIP_DUALPACKET ROWPACKET
 

Functions

static SCIP_RETCODE ensureCstatMem (SCIP_LPI *lpi, int num)
 
static SCIP_RETCODE ensureRstatMem (SCIP_LPI *lpi, int num)
 
static int colpacketNum (int ncols)
 
static int rowpacketNum (int nrows)
 
static void lpistatePack (SCIP_LPISTATE *lpistate, const int *cstat, const int *rstat)
 
static void lpistateUnpack (const SCIP_LPISTATE *lpistate, int *cstat, int *rstat)
 
static SCIP_RETCODE lpistateCreate (SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
 
static void lpistateFree (SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
 
static void invalidateSolution (SCIP_LPI *lpi)
 
static void setFactorizationFrequency (SCIP_LPI *lpi)
 
static void setFastmipClpParameters (SCIP_LPI *lpi)
 
static void unsetFastmipClpParameters (SCIP_LPI *lpi)
 
Miscellaneous Methods
const char * SCIPlpiGetSolverName (void)
 
const char * SCIPlpiGetSolverDesc (void)
 
void * SCIPlpiGetSolverPointer (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiSetIntegralityInformation (SCIP_LPI *lpi, int ncols, int *intInfo)
 
SCIP_Bool SCIPlpiHasPrimalSolve (void)
 
SCIP_Bool SCIPlpiHasDualSolve (void)
 
SCIP_Bool SCIPlpiHasBarrierSolve (void)
 
LPI Creation and Destruction Methods
SCIP_RETCODE SCIPlpiCreate (SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
 
SCIP_RETCODE SCIPlpiFree (SCIP_LPI **lpi)
 
Modification Methods
SCIP_RETCODE SCIPlpiLoadColLP (SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiAddCols (SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiDelCols (SCIP_LPI *lpi, int firstcol, int lastcol)
 
SCIP_RETCODE SCIPlpiDelColset (SCIP_LPI *lpi, int *dstat)
 
SCIP_RETCODE SCIPlpiAddRows (SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiDelRows (SCIP_LPI *lpi, int firstrow, int lastrow)
 
SCIP_RETCODE SCIPlpiDelRowset (SCIP_LPI *lpi, int *dstat)
 
SCIP_RETCODE SCIPlpiClear (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiChgBounds (SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
 
SCIP_RETCODE SCIPlpiChgSides (SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
 
SCIP_RETCODE SCIPlpiChgCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
 
SCIP_RETCODE SCIPlpiChgObjsen (SCIP_LPI *lpi, SCIP_OBJSEN objsen)
 
SCIP_RETCODE SCIPlpiChgObj (SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
 
SCIP_RETCODE SCIPlpiScaleRow (SCIP_LPI *lpi, int row, SCIP_Real scaleval)
 
SCIP_RETCODE SCIPlpiScaleCol (SCIP_LPI *lpi, int col, SCIP_Real scaleval)
 
Data Accessing Methods
SCIP_RETCODE SCIPlpiGetNRows (SCIP_LPI *lpi, int *nrows)
 
SCIP_RETCODE SCIPlpiGetNCols (SCIP_LPI *lpi, int *ncols)
 
SCIP_RETCODE SCIPlpiGetNNonz (SCIP_LPI *lpi, int *nnonz)
 
SCIP_RETCODE SCIPlpiGetCols (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiGetRows (SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiGetColNames (SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
 
SCIP_RETCODE SCIPlpiGetRowNames (SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
 
SCIP_RETCODE SCIPlpiIgnoreInstability (SCIP_LPI *lpi, SCIP_Bool *success)
 
SCIP_RETCODE SCIPlpiGetObjsen (SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
 
SCIP_RETCODE SCIPlpiGetObj (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
 
SCIP_RETCODE SCIPlpiGetBounds (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
 
SCIP_RETCODE SCIPlpiGetSides (SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
 
SCIP_RETCODE SCIPlpiGetCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
 
Solving Methods
SCIP_RETCODE SCIPlpiSolvePrimal (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiSolveDual (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiSolveBarrier (SCIP_LPI *lpi, SCIP_Bool crossover)
 
SCIP_RETCODE SCIPlpiStartStrongbranch (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiEndStrongbranch (SCIP_LPI *lpi)
 
static SCIP_RETCODE lpiStrongbranch (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
static SCIP_RETCODE lpiStrongbranches (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchFrac (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchesFrac (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchInt (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchesInt (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
Solution Information Methods
SCIP_Bool SCIPlpiWasSolved (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiGetSolFeasibility (SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
 
SCIP_Bool SCIPlpiExistsPrimalRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiHasPrimalRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsPrimalUnbounded (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsPrimalInfeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsPrimalFeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiExistsDualRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiHasDualRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsDualUnbounded (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsDualInfeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsDualFeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsOptimal (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsStable (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsObjlimExc (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsIterlimExc (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsTimelimExc (SCIP_LPI *lpi)
 
int SCIPlpiGetInternalStatus (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiGetObjval (SCIP_LPI *lpi, SCIP_Real *objval)
 
SCIP_RETCODE SCIPlpiGetSol (SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
 
SCIP_RETCODE SCIPlpiGetPrimalRay (SCIP_LPI *lpi, SCIP_Real *ray)
 
SCIP_RETCODE SCIPlpiGetDualfarkas (SCIP_LPI *lpi, SCIP_Real *dualfarkas)
 
SCIP_RETCODE SCIPlpiGetIterations (SCIP_LPI *lpi, int *iterations)
 
SCIP_RETCODE SCIPlpiGetRealSolQuality (SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
 
LP Basis Methods
SCIP_RETCODE SCIPlpiGetBase (SCIP_LPI *lpi, int *cstat, int *rstat)
 
SCIP_RETCODE SCIPlpiSetBase (SCIP_LPI *lpi, const int *cstat, const int *rstat)
 
SCIP_RETCODE SCIPlpiGetBasisInd (SCIP_LPI *lpi, int *bind)
 
SCIP_RETCODE SCIPlpiGetBInvRow (SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
 
SCIP_RETCODE SCIPlpiGetBInvCol (SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
 
SCIP_RETCODE SCIPlpiGetBInvARow (SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
 
SCIP_RETCODE SCIPlpiGetBInvACol (SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
 
LP State Methods
SCIP_RETCODE SCIPlpiGetState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
 
SCIP_RETCODE SCIPlpiSetState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
 
SCIP_RETCODE SCIPlpiClearState (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiFreeState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
 
SCIP_Bool SCIPlpiHasStateBasis (SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
 
SCIP_RETCODE SCIPlpiReadState (SCIP_LPI *lpi, const char *fname)
 
SCIP_RETCODE SCIPlpiWriteState (SCIP_LPI *lpi, const char *fname)
 
LP Pricing Norms Methods
SCIP_RETCODE SCIPlpiGetNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
 
SCIP_RETCODE SCIPlpiSetNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
 
SCIP_RETCODE SCIPlpiFreeNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
 
Parameter Methods
SCIP_RETCODE SCIPlpiGetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
 
SCIP_RETCODE SCIPlpiSetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
 
SCIP_RETCODE SCIPlpiGetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
 
SCIP_RETCODE SCIPlpiSetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
 
Numerical Methods
SCIP_Real SCIPlpiInfinity (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsInfinity (SCIP_LPI *lpi, SCIP_Real val)
 
File Interface Methods
static SCIP_Bool fileExists (const char *filename)
 
SCIP_RETCODE SCIPlpiReadLP (SCIP_LPI *lpi, const char *fname)
 
SCIP_RETCODE SCIPlpiWriteLP (SCIP_LPI *lpi, const char *fname)
 

Macro Definition Documentation

◆ CLP_VERSION

#define CLP_VERSION   VERSION

Definition at line 68 of file lpi_clp.cpp.

Referenced by SCIPlpiGetSolverName().

◆ SUMINFEASBOUND

#define SUMINFEASBOUND   1.0e-3

Definition at line 92 of file lpi_clp.cpp.

Referenced by SCIPlpiGetSolFeasibility().

◆ COLS_PER_PACKET

#define COLS_PER_PACKET   SCIP_DUALPACKETSIZE

Definition at line 118 of file lpi_clp.cpp.

Referenced by colpacketNum().

◆ ROWS_PER_PACKET

#define ROWS_PER_PACKET   SCIP_DUALPACKETSIZE

Definition at line 120 of file lpi_clp.cpp.

Referenced by rowpacketNum().

Typedef Documentation

◆ COLPACKET

Definitions for storing basis status (copied from lpi_spx.cpp)

Definition at line 117 of file lpi_clp.cpp.

◆ ROWPACKET

Definition at line 119 of file lpi_clp.cpp.

Function Documentation

◆ ensureCstatMem()

static SCIP_RETCODE ensureCstatMem ( SCIP_LPI lpi,
int  num 
)
static

resizes cstat array to have at least num entries

Parameters
lpiLP interface structure
numminimal number of entries in array

Definition at line 140 of file lpi_clp.cpp.

References BMSreallocMemoryArray, SCIP_LPi::cstat, SCIP_LPi::cstatsize, MAX, NULL, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiGetState(), and SCIPlpiSetState().

◆ ensureRstatMem()

static SCIP_RETCODE ensureRstatMem ( SCIP_LPI lpi,
int  num 
)
static

resizes rstat array to have at least num entries

Parameters
lpiLP interface structure
numminimal number of entries in array

Definition at line 162 of file lpi_clp.cpp.

References BMSreallocMemoryArray, MAX, NULL, SCIP_LPi::rstat, SCIP_LPi::rstatsize, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiGetState(), and SCIPlpiSetState().

◆ colpacketNum()

static int colpacketNum ( int  ncols)
static

returns the number of packets needed to store column packet information

Parameters
ncolsnumber of columns to store

Definition at line 191 of file lpi_clp.cpp.

References COLS_PER_PACKET.

Referenced by lpistateCreate(), and lpistateFree().

◆ rowpacketNum()

static int rowpacketNum ( int  nrows)
static

returns the number of packets needed to store row packet information

Parameters
nrowsnumber of rows to store

Definition at line 200 of file lpi_clp.cpp.

References ROWS_PER_PACKET.

Referenced by lpistateCreate(), and lpistateFree().

◆ lpistatePack()

static void lpistatePack ( SCIP_LPISTATE lpistate,
const int *  cstat,
const int *  rstat 
)
static

store row and column basis status in a packed LPi state object

Parameters
lpistatepointer to LPi state data
cstatbasis status of columns in unpacked format
rstatbasis status of rows in unpacked format

Definition at line 209 of file lpi_clp.cpp.

References SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_LPiState::packcstat, SCIP_LPiState::packrstat, and SCIPencodeDualBit().

Referenced by SCIPlpiGetState().

◆ lpistateUnpack()

static void lpistateUnpack ( const SCIP_LPISTATE lpistate,
int *  cstat,
int *  rstat 
)
static

unpacks row and column basis status from a packed LPi state object

Parameters
lpistatepointer to LPi state data
cstatbuffer for storing basis status of columns in unpacked format
rstatbuffer for storing basis status of rows in unpacked format

Definition at line 225 of file lpi_clp.cpp.

References SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_LPiState::packcstat, SCIP_LPiState::packrstat, and SCIPdecodeDualBit().

Referenced by SCIPlpiSetState().

◆ lpistateCreate()

static SCIP_RETCODE lpistateCreate ( SCIP_LPISTATE **  lpistate,
BMS_BLKMEM blkmem,
int  ncols,
int  nrows 
)
static

creates LPi state information object

Parameters
lpistatepointer to LPi state
blkmemblock memory
ncolsnumber of columns to store
nrowsnumber of rows to store

Definition at line 241 of file lpi_clp.cpp.

References BMSallocBlockMemory, BMSallocBlockMemoryArray, colpacketNum(), rowpacketNum(), SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiGetState().

◆ lpistateFree()

static void lpistateFree ( SCIP_LPISTATE **  lpistate,
BMS_BLKMEM blkmem 
)
static

frees LPi state information

Parameters
lpistatepointer to LPi state information (like basis information)
blkmemblock memory

Definition at line 262 of file lpi_clp.cpp.

References BMSfreeBlockMemory, BMSfreeBlockMemoryArray, colpacketNum(), and rowpacketNum().

Referenced by SCIPlpiFreeState().

◆ invalidateSolution()

◆ setFactorizationFrequency()

static void setFactorizationFrequency ( SCIP_LPI lpi)
static

set factorization frequency

Parameters
lpiLP interface structure

Definition at line 296 of file lpi_clp.cpp.

References SCIP_LPi::clp, NULL, and SCIP_LPi::setFactorizationFrequency.

◆ setFastmipClpParameters()

static void setFastmipClpParameters ( SCIP_LPI lpi)
static

set fastmip parameters of Clp

Parameters
lpiLP interface structure

Definition at line 312 of file lpi_clp.cpp.

References SCIP_LPi::clp, SCIP_LPi::fastmip, NULL, and TRUE.

Referenced by SCIPlpiSetIntpar().

◆ unsetFastmipClpParameters()

static void unsetFastmipClpParameters ( SCIP_LPI lpi)
static

unset fastmip parameters of Clp (reset to default parameters)

Parameters
lpiLP interface structure

Definition at line 410 of file lpi_clp.cpp.

References SCIP_LPi::clp, FALSE, SCIP_LPi::fastmip, and NULL.

Referenced by SCIPlpiSetIntpar().

◆ fileExists()

static SCIP_Bool fileExists ( const char *  filename)
static

returns, whether the given file exists

Parameters
filenamefile name

Definition at line 3930 of file lpi_clp.cpp.

References FALSE, and TRUE.

Referenced by SCIPlpiReadLP().