cons_bivariate.c
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18 * @brief constraint handler for bivariate nonlinear constraints \f$\textrm{lhs} \leq f(x,y) + c z \leq \textrm{rhs}\f$
24 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
71 #define CONSHDLR_DESC "constraint handler for constraints of the form lhs <= f(x,y) + c*z <= rhs where f(x,y) is a bivariate function"
73 #define CONSHDLR_ENFOPRIORITY -55 /**< priority of the constraint handler for constraint enforcing */
74 #define CONSHDLR_CHECKPRIORITY -3600000 /**< priority of the constraint handler for checking feasibility */
75 #define CONSHDLR_SEPAFREQ 1 /**< frequency for separating cuts; zero means to separate only in the root node */
76 #define CONSHDLR_PROPFREQ 1 /**< frequency for propagating domains; zero means only preprocessing propagation */
77 #define CONSHDLR_EAGERFREQ 100 /**< frequency for using all instead of only the useful constraints in separation,
79 #define CONSHDLR_MAXPREROUNDS -1 /**< maximal number of presolving rounds the constraint handler participates in (-1: no limit) */
80 #define CONSHDLR_DELAYSEPA FALSE /**< should separation method be delayed, if other separators found cuts? */
81 #define CONSHDLR_DELAYPROP FALSE /**< should propagation method be delayed, if other propagators found reductions? */
82 #define CONSHDLR_NEEDSCONS TRUE /**< should the constraint handler be skipped, if no constraints are available? */
89 #define INITLPMAXVARVAL 1000.0 /**< maximal absolute value of variable for still generating a linearization cut at that point in initlp */
91 #define QUADCONSUPGD_PRIORITY 5000 /**< priority of the constraint handler for upgrading of quadratic constraints */
92 #define NONLINCONSUPGD_PRIORITY 10000 /**< priority of the constraint handler for upgrading of nonlinear constraints */
94 /* activate the following define to get output on number of bivariate constraints for each convexity-type during INITSOL */
129 unsigned int mayincreasez:1; /**< whether z can be increased without harming other constraints */
130 unsigned int maydecreasez:1; /**< whether z can be decreased without harming other constraints */
133 SCIP_EXPRGRAPHNODE* exprgraphnode; /**< node in expression graph corresponding to bivariate function */
135 SEPADATA_CONVEXCONCAVE sepaconvexconcave; /**< separation data for convex-concave constraints */
143 SCIP_Real cutmaxrange; /**< maximal range (maximal coef / minimal coef) of a cut in order to be added to LP */
145 int maxproprounds; /**< limit on number of propagation rounds for a single constraint within one round of SCIP propagation */
146 int ninitlprefpoints; /**< number of reference points in each direction where to compute linear support for envelope in LP initialization */
147 SCIP_Bool enfocutsremovable; /**< are cuts added during enforcement removable from the LP in the same node? */
156 SCIP_Bool isremovedfixings; /**< whether variable fixations have been removed from the expression graph */
157 SCIP_Bool ispropagated; /**< whether the bounds on the variables in the expression graph have been propagated */
160 SCIP_NODE* lastenfonode; /**< the node for which enforcement was called the last time (and some constraint was violated) */
178 {
226 /* if right hand side is finite, then a tightening in the lower bound of coef*linvar is of interest */
234 /* if left hand side is finite, then a tightening in the upper bound of coef*linvar is of interest */
241 SCIP_CALL( SCIPcatchVarEvent(scip, consdata->z, eventtype, conshdlrdata->linvareventhdlr, (SCIP_EVENTDATA*)cons, &consdata->eventfilterpos) );
278 /* if right hand side is finite, then a tightening in the lower bound of coef*linvar is of interest */
286 /* if left hand side is finite, then a tightening in the upper bound of coef*linvar is of interest */
293 SCIP_CALL( SCIPdropVarEvent(scip, consdata->z, eventtype, conshdlrdata->linvareventhdlr, (SCIP_EVENTDATA*)cons, consdata->eventfilterpos) );
303 {
323 SCIPvarGetName(SCIPeventGetVar(event)), SCIPeventGetOldbound(event), SCIPeventGetNewbound(event));
350 {
366 SCIP_CALL( SCIPcatchVarEvent(conshdlrdata->scip, (SCIP_VAR*)var, SCIP_EVENTTYPE_BOUNDCHANGED | SCIP_EVENTTYPE_VARFIXED, conshdlrdata->nonlinvareventhdlr, (SCIP_EVENTDATA*)varnode, NULL) );
367 SCIPdebugMessage("catch boundchange events on new expression graph variable <%s>\n", SCIPvarGetName(var_));
371 -infty2infty(SCIPinfinity(conshdlrdata->scip), INTERVALINFTY, -MIN(SCIPvarGetLbLocal(var_), SCIPvarGetUbLocal(var_))), /*lint !e666*/
372 +infty2infty(SCIPinfinity(conshdlrdata->scip), INTERVALINFTY, MAX(SCIPvarGetLbLocal(var_), SCIPvarGetUbLocal(var_))) /*lint !e666*/
388 {
402 SCIP_CALL( SCIPdropVarEvent(conshdlrdata->scip, var_, SCIP_EVENTTYPE_BOUNDCHANGED | SCIP_EVENTTYPE_VARFIXED, conshdlrdata->nonlinvareventhdlr, (SCIP_EVENTDATA*)varnode, -1) );
403 SCIPdebugMessage("drop boundchange events on expression graph variable <%s>\n", SCIPvarGetName(var_));
432 SCIP_CALL( SCIPlockVarCons(scip, var, cons, !SCIPisInfinity(scip, -consdata->lhs), !SCIPisInfinity(scip, consdata->rhs)) );
436 SCIP_CALL( SCIPlockVarCons(scip, var, cons, !SCIPisInfinity(scip, consdata->rhs), !SCIPisInfinity(scip, -consdata->lhs)) );
463 SCIP_CALL( SCIPunlockVarCons(scip, var, cons, !SCIPisInfinity(scip, -consdata->lhs), !SCIPisInfinity(scip, consdata->rhs)) );
467 SCIP_CALL( SCIPunlockVarCons(scip, var, cons, !SCIPisInfinity(scip, consdata->rhs), !SCIPisInfinity(scip, -consdata->lhs)) );
480 SCIP_Bool* isupgraded /**< buffer to store whether the constraint has been upgraded (and deleted) */
512 if( consdata->z != NULL && !SCIPvarIsActive(consdata->z) && SCIPvarGetStatus(consdata->z) != SCIP_VARSTATUS_MULTAGGR )
557 * in the latter case, we just do nothing, which may not be most efficient, but should still work
676 /* mark that variables in constraint should not be multiaggregated (bad for bound tightening and branching) */
745 SCIP_CALL( SCIPgetProbvarLinearSum(scip, vars, coefs, &nvars, varssize, &constant, &requsize, TRUE) );
752 SCIP_CALL( SCIPgetProbvarLinearSum(scip, vars, coefs, &nvars, varssize, &constant, &requsize, TRUE) );
765 SCIP_CALL( SCIPexprgraphReplaceVarByLinearSum(conshdlrdata->exprgraph, var, nvars, coefs, (void**)vars, constant) );
839 /* project point onto box if from LP or very close to bounds to avoid eval error when function is not defined slightly outside bounds */
844 /* @todo handle case where variables are outside of bounds as in other constraint handlers, see also #627 */
871 SCIP_CALL( SCIPexprintEval(conshdlrdata->exprinterpreter, consdata->f, xyvals, &consdata->activity) );
918 SCIP_CONS** maxviolcon /**< buffer to store constraint with largest violation, or NULL if solution is feasible */
956 /** setup vred(s;x0,y0,ylb,yub) for a given f(x,y) for computing a convex-concave underestimator
957 * vred(s;x0,y0,ylb,yub) = (yub-y0)/(yub-ylb) f((yub-ylb)/(yub-y0)x0 - (y0-ylb)/(yub-y0)*s, ylb) + (y0-ylb)/(yub-ylb) f(s,yub)
981 assert(SCIPexprGetOperator(SCIPexprtreeGetRoot(f)) != SCIP_EXPR_VARIDX); /* substitute cannot substitute the root node, but f should not be a single variable anyway */
983 /* setup vred(s;x0,y0,ylb,yub) for computing a convex-concave underestimator in the case where y is not at one of its bounds
984 * vred(s;x0,y0,ylb,yub) = (yub-y0)/(yub-ylb) f((yub-ylb)/(yub-y0)x0 - (y0-ylb)/(yub-y0)*s, ylb) + (y0-ylb)/(yub-ylb) f(s,yub)
998 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &e5, SCIP_EXPR_DIV, e3, e4) ); /* x0(yub-ylb)/(yub-y0) */
1012 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &e6, SCIP_EXPR_DIV, e3, e4) ); /* s(y0-ylb)/(yub-y0) */
1041 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &e5, SCIP_EXPR_DIV, e3, e4) ); /* (yub-y0)/(yub-ylb) */
1046 SCIP_CALL( SCIPexprCreateLinear(SCIPblkmem(scip), &e6, 1, &e1, &minusone, 1.0) ); /* 1 - (yub-y0)/(yub-ylb) */
1106 /* setup f(x,yfixed) for computing a convex-concave underestimator in the case where y is at one of its bounds */
1107 SCIP_CALL( SCIPexprtreeCopy(SCIPblkmem(scip), &consdata->sepaconvexconcave.f_yfixed, consdata->f) );
1128 /* setup vred(s;x0,y0,ylb,yub) for computing a convex-concave underestimator in the case where y is not at one of its bounds
1129 * vred(s;x0,y0,ylb,yub) = (yub-y0)/(yub-ylb) f((yub-ylb)/(yub-y0)x0 - (y0-ylb)/(yub-y0)*s, ylb) + (y0-ylb)/(yub-ylb) f(s,yub)
1164 SCIP_CALL( SCIPexprtreeCreate(SCIPblkmem(scip), &consdata->sepaconvexconcave.f_neg_swapped, minusf, 2, 0, NULL) );
1172 /* setup -f(y, xfixed) for computing a convex-concave overestimator in the case where x is at on of it's bounds */
1173 SCIP_CALL( SCIPexprtreeCopy(SCIPblkmem(scip), &consdata->sepaconvexconcave.f_neg_swapped_yfixed, consdata->sepaconvexconcave.f_neg_swapped) );
1182 SCIP_CALL( SCIPexprtreeSubstituteVars(consdata->sepaconvexconcave.f_neg_swapped_yfixed, subst) );
1192 SCIP_CALL( SCIPexprintCompile(exprinterpreter, consdata->sepaconvexconcave.f_neg_swapped_yfixed) );
1194 /* setup vred(s;y0,x0,xlb,xub) for computing a convex-concave underestimator in the case where x is not at one of its bounds */
1195 SCIP_CALL( initSepaDataCreateVred(scip, &consdata->sepaconvexconcave.vred_neg_swapped, consdata->sepaconvexconcave.f_neg_swapped) );
1196 SCIP_CALL( SCIPexprintCompile(exprinterpreter, consdata->sepaconvexconcave.vred_neg_swapped) );
1286 /** solves an equation f'(s) = constant for a univariate convex or concave function f with respect to bounds on s
1287 * if there is no s between the bounds such that f'(s) = constant, then it returns the closest bound (and still claims success)
1359 /* SCIPdebugMsg(scip, "s = %.15g [%g,%g] f(s) = %g grad = %g (perturbed by %g)\n", s, lb, ub, fval, grad, iter <= 65 ? 0.1 / (1<<iter) : 1e-20); */
1382 /* if f cannot be two times differentiated at s, take the Hessian from another point close by */
1395 * (multiply instead of divide by hess for the case that hess is zero and since only the sign matters
1418 /* if grad is targetvalue (w.r.t. feastol) and step length would be almost 0, then we are also done */
1447 /** generates a cut for f(x,y) + c*z <= rhs with f(x,y) being convex or 1-convex with x or y fixed or convex-concave with y fixed
1456 SCIP_Bool newxy, /**< whether the last evaluation of f(x,y) with the expression interpreter was at (x0, y0) */
1487 (consdata->convextype == SCIP_BIVAR_1CONVEX_INDEFINITE && (SCIPisEQ(scip, SCIPvarGetLbLocal(x), SCIPvarGetUbLocal(x)) || SCIPisEQ(scip, SCIPvarGetLbLocal(y), SCIPvarGetUbLocal(y)))) ||
1488 (consdata->convextype == SCIP_BIVAR_CONVEX_CONCAVE && SCIPisEQ(scip, SCIPvarGetLbLocal(y), SCIPvarGetUbLocal(y))) );
1511 (void) SCIPsnprintf(rowname, SCIP_MAXSTRLEN, "%s_linearization_%" SCIP_LONGINT_FORMAT, SCIPconsGetName(cons), SCIPgetNLPs(scip));
1513 SCIP_CALL( SCIPcreateEmptyRowCons(scip, row, cons, rowname, -SCIPinfinity(scip), rhs, FALSE, FALSE /* modifiable */, TRUE /* removable */) );
1523 /** given a convex (concave, resp.) bivariate function, computes an over- (under-, resp.) estimating hyperplane
1531 SCIP_Bool doover, /**< whether to compute an overestimator (TRUE) or an underestimator (FALSE) */
1536 SCIP_Bool* success /**< pointer to indicate whether coefficients where successfully computed */
1587 if( SCIPisInfinity(scip, -xlb) || SCIPisInfinity(scip, xub) || SCIPisInfinity(scip, -ylb) || SCIPisInfinity(scip, yub) )
1589 SCIPdebugMsg(scip, "skip estimating hyperplane since <%s> or <%s> is unbounded\n", SCIPvarGetName(x), SCIPvarGetName(y));
1595 SCIPdebugMsg(scip, "skip estimating hyperplane since both <%s> and <%s> are fixed\n", SCIPvarGetName(x), SCIPvarGetName(y));
1623 if( !SCIPisFinite(p1val) || SCIPisInfinity(scip, REALABS(p1val)) || !SCIPisFinite(p4val) || SCIPisInfinity(scip, REALABS(p4val)) )
1646 if( !SCIPisFinite(p1val) || SCIPisInfinity(scip, REALABS(p1val)) || !SCIPisFinite(p2val) || SCIPisInfinity(scip, REALABS(p2val)) )
1666 /* if we want an underestimator, flip f(x,y), i.e., do as if we compute an overestimator for -f(x,y) */
1680 if( !SCIPisFinite(p1val) || SCIPisInfinity(scip, REALABS(p1val)) || !SCIPisFinite(p2val) || SCIPisInfinity(scip, REALABS(p2val)) ||
1681 ! SCIPisFinite(p3val) || SCIPisInfinity(scip, REALABS(p3val)) || !SCIPisFinite(p4val) || SCIPisInfinity(scip, REALABS(p4val)) )
1691 * Since we assume that f is convex, we then know that all points (x,y,f(x,y)) are below this hyperplane, i.e.,
1700 SCIP_CALL( SCIPcomputeHyperplaneThreePoints(scip, p1[0], p1[1], p1val, p2[0], p2[1], p2val, p3[0], p3[1], p3val, &alpha,
1703 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p1[0] + beta * p1[1] + gamma_ * p1val, delta));
1704 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p2[0] + beta * p2[1] + gamma_ * p2val, delta));
1705 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p3[0] + beta * p3[1] + gamma_ * p3val, delta));
1707 /* if hyperplane through p1,p2,p3 does not overestimate f(p4), then it must be the other variant */
1713 SCIP_CALL( SCIPcomputeHyperplaneThreePoints(scip, p1[0], p1[1], p1val, p3[0], p3[1], p3val, p4[0], p4[1], p4val, &alpha,
1716 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p1[0] + beta * p1[1] + gamma_ * p1val, delta));
1717 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p3[0] + beta * p3[1] + gamma_ * p3val, delta));
1718 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p4[0] + beta * p4[1] + gamma_ * p4val, delta));
1720 /* if hyperplane through p1,p3,p4 does not overestimate f(p2), then it must be the other variant */
1729 SCIP_CALL( SCIPcomputeHyperplaneThreePoints(scip, p1[0], p1[1], p1val, p2[0], p2[1], p2val, p4[0], p4[1], p4val,
1733 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p1[0] + beta * p1[1] + gamma_ * p1val, delta));
1734 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p2[0] + beta * p2[1] + gamma_ * p2val, delta));
1735 assert(SCIPisInfinity(scip, delta) || SCIPisFeasLE(scip, alpha * p3[0] + beta * p3[1] + gamma_ * p3val, delta));
1736 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p4[0] + beta * p4[1] + gamma_ * p4val, delta));
1740 SCIP_CALL( SCIPcomputeHyperplaneThreePoints(scip, p2[0], p2[1], p2val, p3[0], p3[1], p3val, p4[0], p4[1], p4val,
1744 assert(SCIPisInfinity(scip, delta) || SCIPisFeasLE(scip, alpha * p1[0] + beta * p1[1] + gamma_ * p1val, delta));
1745 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p2[0] + beta * p2[1] + gamma_ * p2val, delta));
1746 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p3[0] + beta * p3[1] + gamma_ * p3val, delta));
1747 assert(SCIPisInfinity(scip, delta) || SCIPisFeasEQ(scip, alpha * p4[0] + beta * p4[1] + gamma_ * p4val, delta));
1751 SCIPdebugMsg(scip, "alpha = %g, beta = %g, gamma = %g, delta = %g\n", alpha, beta, gamma_, delta);
1795 SCIP_CALL( generateEstimatingHyperplane(scip, exprinterpreter, consdata->f, TRUE, x0y0, &coefs[0], &coefs[1], &constant, &success) );
1804 SCIP_CALL( SCIPcreateRowCons(scip, row, cons, "bivaroveresthyperplanecut", 0, NULL, NULL, consdata->lhs - constant, SCIPinfinity(scip), TRUE, FALSE, TRUE) );
1812 SCIPdebugMsg(scip, "failed to compute overestimator for all-convex constraint <%s>\n", SCIPconsGetName(cons));
1904 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e1, SCIPexprtreeGetRoot(f)) ); /* e1 = f(x,y) */
1907 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp2, SCIP_EXPR_CONST, 1.0 - 1.0 / t) ); /* tmp2 = 1-1/t */
1908 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_MUL, tmp, tmp2) ); /* tmp = (1-1/t)*s */
1911 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp2, SCIP_EXPR_CONST, 1/t*xval) ); /* tmp2 = 1/t*xval */
1912 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_PLUS, tmp, tmp2) ); /* tmp = 1/t*xval + (1-1/t)*s */
1916 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[1], SCIP_EXPR_CONST, ylb) ); /* tmp = ylb */
1918 assert(SCIPexprGetOperator(e1) != SCIP_EXPR_VARIDX); /* substitute cannot substitute the root node, but f should not be a single variable anyway */
1919 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e1, subst) ); /* e1 = f(1/t*xval + (1-1/t)*s, ylb) */
1925 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e2, SCIPexprtreeGetRoot(f)) ); /* e2 = f(x,y) */
1931 assert(SCIPexprGetOperator(e2) != SCIP_EXPR_VARIDX); /* substitute cannot substitute the root node, but f should not be a single variable anyway */
1938 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &e1, SCIP_EXPR_MUL, e1, tmp) ); /* e1 = t * f(1/t*xval+(1-1/t)*s,ylb) */
1940 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_CONST, 1.0 - t) ); /* tmp = 1 - t */
1941 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &e2, SCIP_EXPR_MUL, e2, tmp) ); /* e2 = (1-t) * f(s, yub) */
1958 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, vredtree, 0.0, slb, sub, &sval, success) );
2026 SCIPdebugMsg(scip, "Parallel: r=%g in [%g,%g], s=%g in [%g,%g], f(r,ylb)=%g, f(xlb,s)=%g\n",rval,xlb,xub,sval,ylb,yub,frval,fsval);
2027 SCIPdebugMsg(scip, "(r,ylb)=(%g,%g), (s,yub)=(%g,%g), vredval=%g\n",rval,ylb,sval,yub,*convenvvalue);
2041 SCIPdebugMsg(scip, "Parallel: cutcoeff[0]=%g, cutcoeff[1]=%g, cutcoeff[2]=1.0, cutcoeff[3]=%g\n",cutcoeff[0]/cutcoeff[2],cutcoeff[1]/cutcoeff[2],cutcoeff[3]/cutcoeff[2]);
2131 SCIPdebugMsg(scip, "%s[%g,%g] = %g %s[%g,%g] = %g\n", SCIPvarGetName(x), xlb, xub, xval, SCIPvarGetName(y), ylb, yub, yval);
2141 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_CONST, yval-ylb) ); /* tmp = yval-ylb */
2142 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, tmp, expr) ); /* expr = (yval-ylb) / t */
2146 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_PLUS, expr, tmp) ); /* expr = ylb + (yval-ylb) / t */
2150 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[0], SCIP_EXPR_CONST, xlb) ); /* subst[0] = xlb */
2152 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e1, SCIPexprtreeGetRoot(f)) ); /* e1 = f(x,y) */
2153 assert(SCIPexprGetOperator(e1) != SCIP_EXPR_VARIDX); /* expr substitute vars cannot substitute the root node, but f should not be a single variable anyway */
2154 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e1, subst) ); /* e1 = f(xlb, ylb + (yval-ylb)/t) */
2162 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MINUS, tmp, expr1) ); /* expr1 = 1-t */
2166 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, expr2, tmp) ); /* expr2 = xlb * t */
2168 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MINUS, tmp, expr2) ); /* expr2 = xval - xlb * t */
2170 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, expr2, expr1) ); /* expr = (xval-t*xlb)/(1-t) */
2173 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[1], SCIP_EXPR_CONST, ylb) ); /* subst[0] = ylb */
2175 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e2, SCIPexprtreeGetRoot(f)) ); /* e2 = f(x,y) */
2176 assert(SCIPexprGetOperator(e2) != SCIP_EXPR_VARIDX); /* expr substitute vars cannot substitute the root node, but f should not be a single variable anyway */
2177 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e2, subst) ); /* e2 = f((xval-xlb*t)/(1-t), ylb) */
2185 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MUL, expr, e1) ); /* expr1 = t * e1*/
2189 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_MINUS, tmp, expr) ); /* expr = 1 - t */
2190 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, expr, e2) ); /* expr2 = (1-t) * e2 */
2201 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, vredtree, 0.0, tlb, tub, &tval, success) );
2267 if( !SCIPisFinite(grad_sval[0]) || !SCIPisFinite(grad_rval[0]) || SCIPisInfinity(scip, REALABS(MIN(grad_sval[0],grad_rval[0]))) )
2269 /* FIXME maybe it is sufficient to have one of them finite, using that one for the MIN below? */
2280 SCIPdebugMsg(scip, "LowerLeft: r=%g in [%g,%g], s=%g in [%g,%g], f(s,ylb)=%g, f(xlb,r)=%g\n",rval,xlb,xub,sval,ylb,yub,fsval,frval);
2281 SCIPdebugMsg(scip, "(s,ylb)=(%g,%g) (xlb,r)=(%g,%g) t=%g, vredval=%g\n",sval,ylb,xlb,rval,tval,*convenvvalue);
2282 SCIPdebugMsg(scip, "LowerLeft: cutcoeff[0]=%g, cutcoeff[1]=%g,cutcoeff[2]=%g,cutcoeff[3]=%g\n",cutcoeff[0],cutcoeff[1],cutcoeff[2],cutcoeff[3]);
2291 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_CONST, yval-yub) ); /* tmp = yval-yub*/
2292 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, tmp, expr) ); /* expr = (yval-yub) / t */
2296 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_PLUS, expr, tmp) ); /* expr = yub + (yval-yub)/t */
2300 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[0], SCIP_EXPR_CONST, xub) ); /* tmp = xub */
2302 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e1, SCIPexprtreeGetRoot(f)) ); /* e1 = f(x,y) */
2304 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e1, subst) ); /* e1 = f(xub, yub + (yval-yub)/t) */
2312 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MINUS, tmp, expr1) ); /* expr1 = 1-t */
2316 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, expr2, tmp) ); /* expr2 = xub * t */
2318 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MINUS, tmp, expr2) ); /* expr2 = xval - xub * t */
2320 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, expr2, expr1) ); /* expr = (xval-t*xub)/(1-t) */
2323 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[1], SCIP_EXPR_CONST, yub) ); /* tmp = yub */
2325 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e2, SCIPexprtreeGetRoot(f)) ); /* e2 = f(x,y) */
2327 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e2, subst) ); /* e2 = f((xval-t*xub)/(1-t), yub) */
2334 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MUL, e1, expr) ); /* expr1 = t * e1*/
2338 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_MINUS, tmp, expr) ); /* expr = 1-t */
2340 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, e2, expr) ); /* expr2 = (1-t) * e2*/
2351 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, vredtree, 0.0, tlb, tub, &tval, success) );
2423 if( !SCIPisFinite(grad_sval[0]) || !SCIPisFinite(grad_rval[0]) || SCIPisInfinity(scip, REALABS(MIN(grad_sval[0],grad_rval[0]))) )
2425 /* FIXME maybe it is sufficient to have one of them finite, using that one for the MIN below? */
2437 SCIPdebugMsg(scip, "UpperRight: r=%g in [%g,%g], s=%g in [%g,%g], f(r,yub)=%g, f(xub,s)=%g\n",rval,xlb,xub,sval,ylb,yub,frval,fsval);
2438 SCIPdebugMsg(scip, "(s,yub)=(%g,%g) (xub,r)=(%g,%g) t=%g, vredval=%g\n",sval,yub,xub,rval,tval,*convenvvalue);
2439 SCIPdebugMsg(scip, "UpperRight: cutcoeff[0]=%g, cutcoeff[1]=%g, cutcoeff[2]=%g, cutcoeff[3]=%g\n",cutcoeff[0],cutcoeff[1],cutcoeff[2],cutcoeff[3]);
2535 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_CONST, xval-xub) ); /* tmp = xval-xub */
2536 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, tmp, expr) ); /* expr = (xval-xub)/t */
2540 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_PLUS, expr, tmp) ); /* expr = xub + (xval-xub)/t */
2544 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[1], SCIP_EXPR_CONST, ylb) ); /* subst[1] = ylb */
2546 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e1, SCIPexprtreeGetRoot(f)) ); /* e1 = f(x,y) */
2548 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e1, subst) ); /* e1 = f(xub + (xval-xub)/t, ylb) */
2556 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MINUS, tmp, expr1) ); /* expr1 = 1-t */
2560 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, expr2, tmp) ); /* expr2 = ylb * t */
2562 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MINUS, tmp, expr2) ); /* expr2 = yval - ylb * t */
2565 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, expr2, expr1) ); /* expr = (yval-t*ylb)/(1-t) */
2568 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[0], SCIP_EXPR_CONST, xub) ); /* subst[0] = xub */
2570 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e2, SCIPexprtreeGetRoot(f)) ); /* e2 = f(x,y) */
2572 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e2, subst) ); /* e2 = f(xub, (yval-t*ylb)/(1-t)) */
2579 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MUL, e1, expr) ); /* expr1 = t * e1*/
2583 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_MINUS, tmp, expr) ); /* expr = 1-t */
2584 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, e2, expr) ); /* expr2 = (1-t) * e2*/
2595 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, vredtree, 0.0, tlb, tub, &tval, success) );
2658 if( !SCIPisFinite(grad_sval[0]) || !SCIPisFinite(grad_rval[0]) || SCIPisInfinity(scip, REALABS(MIN(grad_sval[0],grad_rval[0]))) )
2660 /* FIXME maybe it is sufficient to have one of them finite, using that one for the MIN below? */
2671 SCIPdebugMsg(scip, "LowerRight: t=%g in [%g,%g], r=%g in [%g,%g], s=%g in [%g,%g]\n",tval,tlb,tub,rval,xlb,xub,sval,ylb,yub);
2672 SCIPdebugMsg(scip, "LowerRight: (r,ylb)=(%g,%g) (xub,sval)=(%g,%g) vredval=%g\n",rval,ylb,xub,sval,*convenvvalue);
2673 SCIPdebugMsg(scip, "LowerRight: cutcoeff[0]=%g, cutcoeff[1]=%g,cutcoeff[2]=1.0,cutcoeff[3]=%g\n",cutcoeff[0]/cutcoeff[2],cutcoeff[1]/cutcoeff[2],cutcoeff[3]/cutcoeff[2]);
2682 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &tmp, SCIP_EXPR_CONST, xval-xlb) ); /* tmp = xval-xlb */
2683 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, tmp, expr) ); /* expr = (xval-xlb)/lambda */
2687 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_PLUS, expr, tmp) ); /* expr = xlb + (xval-xlb)/t */
2691 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[1], SCIP_EXPR_CONST, yub) ); /* subst[1] = yub */
2693 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e1, SCIPexprtreeGetRoot(f)) ); /* e1 = f(x,y) */
2695 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e1, subst) ); /* e1 = f(xlb + (xval-xlb)/t, yub) */
2703 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MINUS, tmp, expr1) ); /* expr1 = 1-t */
2707 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, expr2, tmp) ); /* expr2 = yub * t */
2709 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MINUS, tmp, expr2) ); /* expr2 = yval - yub * t */
2712 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_DIV, expr2, expr1) ); /* expr = (yval-t*yub)/(1-t) */
2715 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &subst[0], SCIP_EXPR_CONST, xlb) ); /* subst[0] = xlb */
2717 SCIP_CALL( SCIPexprCopyDeep(SCIPblkmem(scip), &e2, SCIPexprtreeGetRoot(f)) ); /* e2 = f(x,y) */
2718 SCIP_CALL( SCIPexprSubstituteVars(SCIPblkmem(scip), e2, subst) ); /* e2 = f( xlb , (yval-t*yub)/(1-t) ) */
2725 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr1, SCIP_EXPR_MUL, e1, expr) ); /* expr1 = t * e1*/
2729 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr, SCIP_EXPR_MINUS, tmp, expr) ); /* expr = 1-t */
2730 SCIP_CALL( SCIPexprCreate(SCIPblkmem(scip), &expr2, SCIP_EXPR_MUL, e2, expr) ); /* expr2 = (1-t) * e2*/
2741 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, vredtree, 0.0, tlb, tub, &tval, success) );
2804 if( !SCIPisFinite(grad_sval[0]) || !SCIPisFinite(grad_rval[0]) || SCIPisInfinity(scip, REALABS(MIN(grad_rval[0],grad_sval[0]))) )
2806 /* FIXME maybe it is sufficient to have one of them finite, using that one for the MIN below? */
2817 SCIPdebugMsg(scip, "UpperLeft: r=%g in [%g,%g], s=%g in [%g,%g], f(r,yub)=%g, f(xlb,s)=%g\n",rval,xlb,xub,sval,ylb,yub,frval,fsval);
2818 SCIPdebugMsg(scip, "t=%g in [%g,%g], (r,yub)=(%g,%g) (xlb,sval)=(%g,%g) vredval=%g\n",tval,tlb,tub,rval,yub,xlb,sval,*convenvvalue);
2819 SCIPdebugMsg(scip, "UpperLeft: cutcoeff[0]=%g, cutcoeff[1]=%g,cutcoeff[2]=1.0,cutcoeff[3]=%g\n",cutcoeff[0]/cutcoeff[2],cutcoeff[1]/cutcoeff[2],cutcoeff[3]/cutcoeff[2]);
2826 /** generates a linear underestimator for f(x,y) with f(x,y) being STRICTLY convex in x and concave in y
2827 * generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)
2956 SCIPdebugMsg(scip, "cannot evaluate function or derivative in (xval,ylb), also after perturbation\n");
2994 if( !SCIPisFinite(gradylb[0]) || !SCIPisFinite(gradyub[0]) || !SCIPisFinite(fvalylb) || !SCIPisFinite(fvalyub) ||
3051 SCIPdebug( SCIP_CALL( SCIPexprtreePrintWithNames(f_yfixed, SCIPgetMessagehdlr(scip), NULL) ) );
3057 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, f_yfixed, grad[0], xlb, xub, &xtilde, success) );
3064 /* if we could not find an xtilde such that f'(xtilde,yub) = f'(xval,ylb), then probably because f'(x,yub) is constant
3065 * in this case, choose xtilde from {xlb, xub} such that it maximizes f'(xtilde, yub) - grad[0]*xtilde
3072 SCIPdebugMsg(scip, "couldn't solve deriv equ, compare f(%g,%g) - %g*%g = %g and f(%g,%g) - %g*%g = %g\n",
3106 SCIPdebugMsg(scip, "alpha: %g, beta: %g, gamma: %g, delta: %g\n", cutcoeff[0], cutcoeff[1], cutcoeff[2], cutcoeff[3]);
3143 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, f_yfixed, grad[0], xlb, xub, &xtilde, success) );
3150 /* if we could not find an xtilde such that f'(xtilde,ylb) = f'(xval,yub), then probably because f'(x,ylb) is constant
3151 * in this case, choose xtilde from {xlb, xub} such that it maximizes f'(xtilde, yub) - grad[0]*xtilde
3158 SCIPdebugMsg(scip, "couldn't solve deriv equ, compare f(%g,%g) - %g*%g = %g and f(%g,%g) - %g*%g = %g\n",
3192 SCIPdebugMsg(scip, "alpha: %g, beta: %g, gamma: %g, delta: %g\n", cutcoeff[0], cutcoeff[1], cutcoeff[2], cutcoeff[3]);
3254 SCIP_CALL( solveDerivativeEquation(scip, exprinterpreter, vred, 0.0, slb, sub, &sval, success) );
3317 SCIPdebugMsg(scip, "Parallel: r=%g s=%g in [%g,%g], y in [%g,%g], f(r,ylb)=%g, f(xlb,s)=%g\n",rval,sval,xlb,xub,ylb,yub,frval,fsval);
3318 SCIPdebugMsg(scip, "(r,ylb)=(%g,%g), (s,yub)=(%g,%g), vredval=%g\n",rval,ylb,sval,yub,*convenvvalue);
3333 SCIPdebugMsg(scip, "Parallel: cutcoeff[0]=%g, cutcoeff[1]=%g,cutcoeff[2]=1.0,cutcoeff[3]=%g\n",cutcoeff[0]/cutcoeff[2],cutcoeff[1]/cutcoeff[2],cutcoeff[3]/cutcoeff[2]);
3341 /** generates a cut for one side of lhs <= f(x,y) + c*z <= rhs with f(x,y) being convex in x and concave in y */
3385 SCIP_CALL( generateEstimatingHyperplane(scip, exprinterpreter, consdata->f, TRUE, xyref, &coefs[0], &coefs[1], &constant, &success) );
3393 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s_overesthyperplanecut_%" SCIP_LONGINT_FORMAT, SCIPconsGetName(cons), SCIPgetNLPs(scip));
3394 SCIP_CALL( SCIPcreateRowCons(scip, row, cons, cutname, 0, NULL, NULL, consdata->lhs - constant, SCIPinfinity(scip), TRUE, FALSE, TRUE) );
3407 /* f is strictly concave in y -> can compute overestimator by applying generateConvexConcaveUnderstimator on -f(y,x) */
3412 SCIP_CALL( generateConvexConcaveUnderestimator(scip, exprinterpreter, consdata->sepaconvexconcave.f_neg_swapped, consdata->sepaconvexconcave.f_neg_swapped_yfixed, consdata->sepaconvexconcave.vred_neg_swapped, xyref_, cutcoeff, &dummy, &success) );
3429 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s_convexconcaveoverest_%" SCIP_LONGINT_FORMAT, SCIPconsGetName(cons), SCIPgetNLPs(scip));
3430 SCIP_CALL( SCIPcreateEmptyRowCons(scip, row, cons, cutname, consdata->lhs - cutcoeff[3]/cutcoeff[2], SCIPinfinity(scip),
3451 SCIP_CALL( generateEstimatingHyperplane(scip, exprinterpreter, consdata->f, FALSE, xyref, &coefs[0], &coefs[1], &constant, &success) );
3459 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s_underesthyperplanecut_%" SCIP_LONGINT_FORMAT, SCIPconsGetName(cons), SCIPgetNLPs(scip));
3460 SCIP_CALL( SCIPcreateRowCons(scip, row, cons, cutname, 0, NULL, NULL, -SCIPinfinity(scip), consdata->rhs - constant, TRUE, FALSE, TRUE) );
3471 /* f is strictly convex in x -> can compute underestimator by applying generateConvexConcaveUnderstimator */
3472 assert(!consdata->sepaconvexconcave.linearinx); /* generateConvexConcaveUnderestimator assumes that if f is strictly convex in x */
3474 SCIP_CALL( generateConvexConcaveUnderestimator(scip, exprinterpreter, consdata->f, consdata->sepaconvexconcave.f_yfixed, consdata->sepaconvexconcave.vred, xyref, cutcoeff, &dummy, &success) );
3492 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "%s_convexconcaveunderest_%" SCIP_LONGINT_FORMAT, SCIPconsGetName(cons), SCIPgetNLPs(scip));
3493 SCIP_CALL( SCIPcreateEmptyRowCons(scip, row, cons, cutname, -SCIPinfinity(scip), consdata->rhs + cutcoeff[3]/cutcoeff[2],
3508 /** computes an underestimating hyperplane for functions that are convex in x and y if the point to cut off lies on the boundary */
3596 /** generate a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y and the point to cut off lies on the boundary
3597 * generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)
3705 SCIP_CALL( lifting(scip,exprinterpreter,f,xval,yval,xlb,xlb,ylb,yub,-1,cutcoeff,convenvvalue,success) );
3722 SCIP_CALL( lifting(scip,exprinterpreter,f,xval,yval,xlb,xub,ylb,ylb,-1,cutcoeff,convenvvalue,success) );
3747 SCIP_CALL( lifting(scip,exprinterpreter,f,xval,yval,xub,xub,ylb,yub,1,cutcoeff,convenvvalue,success) );
3764 SCIP_CALL( lifting(scip,exprinterpreter,f,xval,yval,xlb,xub,yub,yub,1,cutcoeff,convenvvalue,success) );
3778 SCIPerrorMessage("Tries to compute underestimator for a point at the boundary. But point is not on the boundary!\n");
3782 /** generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y but indefinite
3783 * This is for the case where the cone of the concave directions is (R_+ x R_-) union (R_\- x R_+).
3856 if( !SCIPisFinite(fval_xub_ylb) || SCIPisInfinity(scip, REALABS(fval_xub_ylb)) || !SCIPisFinite(fval_xlb_yub) || SCIPisInfinity(scip, REALABS(fval_xlb_yub)) )
3872 SCIPdebugMsg(scip, "xval=%g in [%g,%g], yval=%g in [%g,%g]\n", xyref[0], xlb, xub, xyref[1], ylb, yub);
3903 SCIP_CALL( generateOrthogonal_lx_ly_Underestimator(scip, exprinterpreter, f, xyref, all_cutcoeff[0], &all_convenvvalue[0], &all_success[0]) );
3905 SCIP_CALL( generateUnderestimatorParallelYFacets(scip, exprinterpreter, f, xyref, all_cutcoeff[1], &all_convenvvalue[1], &all_success[1]) );
3918 SCIP_CALL( generateOrthogonal_lx_ly_Underestimator(scip, exprinterpreter, fswapped, xyref_, all_cutcoeff[0], &all_convenvvalue[0], &all_success[0]) ); /*lint !e644*/
3920 SCIP_CALL( generateUnderestimatorParallelYFacets(scip, exprinterpreter, fswapped, xyref_, all_cutcoeff[1], &all_convenvvalue[1], &all_success[1]) );
3977 /** generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y but indefinite
3978 * This is for the case where the cone of the concave directions is (R_+ x R_+) union (R_- x R_-).
3987 * Generates coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)
4056 if( !SCIPisFinite(fval_xlb_ylb) || SCIPisInfinity(scip, REALABS(fval_xlb_ylb)) || !SCIPisFinite(fval_xub_yub) || SCIPisInfinity(scip, REALABS(fval_xub_yub)) )
4068 SCIPdebugMsg(scip, "xval=%g in [%g,%g], yval=%g in [%g,%g]\n",xyref[0],xlb,xub,xyref[1],ylb,yub);
4071 if( SCIPisGE( scip, fval_xlb_ylb+(yub-ylb)*grad_xlb_ylb[1], fval_xub_yub+(xlb-xub)*grad_xub_yub[0] ) )
4098 SCIP_CALL( generateOrthogonal_lx_uy_Underestimator(scip, exprinterpreter, f, xyref, all_cutcoeff[0], &all_convenvvalue[0], &all_success[0]) );
4100 SCIP_CALL( generateUnderestimatorParallelYFacets(scip, exprinterpreter, f, xyref, all_cutcoeff[1], &all_convenvvalue[1], &all_success[1]) );
4112 SCIP_CALL( generateOrthogonal_lx_uy_Underestimator(scip, exprinterpreter, fswapped, xyref_, all_cutcoeff[0], &all_convenvvalue[0], &all_success[0]) ); /*lint !e644*/
4114 SCIP_CALL( generateUnderestimatorParallelYFacets(scip, exprinterpreter, fswapped, xyref_, all_cutcoeff[1], &all_convenvvalue[1], &all_success[1]) );
4171 /** generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y but indefinite
4172 * generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)
4229 if( SCIPisInfinity(scip, -xlb) || SCIPisInfinity(scip, xub) || SCIPisInfinity(scip, -ylb) || SCIPisInfinity(scip, yub) )
4231 SCIPdebugMsg(scip, "skip underestimate for 1-convex indefinite constraint <%s> since <%s> or <%s> is unbounded\n", SCIPconsGetName(cons), SCIPvarGetName(x), SCIPvarGetName(y));
4242 if( SCIPisFeasEQ(scip,xyref[0],xlb) || SCIPisFeasEQ(scip,xyref[0],xub) || SCIPisFeasEQ(scip,xyref[1],ylb) || SCIPisFeasEQ(scip,xyref[1],yub) )
4244 SCIP_CALL( generate1ConvexIndefiniteUnderestimatorAtBoundary(scip, exprinterpreter, f, xyref, cutcoeff, &convenvvalue, &success) );
4267 SCIP_CALL( generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(scip, exprinterpreter, f, xyref, cutcoeff, &convenvvalue, &success) );
4273 SCIP_CALL( generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(scip, exprinterpreter, f, xyref, cutcoeff, &convenvvalue, &success) );
4309 SCIP_CALL( SCIPcreateEmptyRowCons(scip, row, cons, "1ConvexUnderest", -SCIPinfinity(scip), rhs,
4311 SCIP_CALL( SCIPaddVarToRow(scip, *row, SCIPexprtreeGetVars(consdata->f)[0], cutcoeff[0] / cutcoeff[2]) );
4312 SCIP_CALL( SCIPaddVarToRow(scip, *row, SCIPexprtreeGetVars(consdata->f)[1], cutcoeff[1] / cutcoeff[2]) );
4363 SCIPdebugMsg(scip, "generate cut for constraint <%s> with %s hand side violated by %g\n", SCIPconsGetName(cons), violside == SCIP_SIDETYPE_LEFT ? "left" : "right", violside == SCIP_SIDETYPE_LEFT ? consdata->lhsviol : consdata->rhsviol);
4369 SCIPdebugMsgPrint(scip, ", %s = %g with bounds [%g, %g]", SCIPvarGetName(consdata->z), SCIPgetSolVal(scip, sol, consdata->z), SCIPvarGetLbLocal(consdata->z), SCIPvarGetUbLocal(consdata->z));
4439 SCIPdebugMsg(scip, "cut coefficients for constraint <%s> have very large range: mincoef = %g maxcoef = %g\n", SCIPconsGetName(cons), mincoef, maxcoef);
4441 /* if minimal coefficient is given by z, then give up (probably the maximal coefficient is the problem) */
4444 SCIPdebugMsg(scip, "could not eliminate small coefficient, since it comes from linear part\n");
4459 if( ((coef > 0.0 && violside == SCIP_SIDETYPE_RIGHT) || (coef < 0.0 && violside == SCIP_SIDETYPE_LEFT)) && !SCIPisInfinity(scip, -SCIPvarGetLbLocal(var)) )
4461 SCIPdebugMsg(scip, "eliminate coefficient %g for <%s> = %g [%g, %g]\n", coef, SCIPvarGetName(var), SCIPgetSolVal(scip, sol, var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var));
4468 if( ((coef < 0.0 && violside == SCIP_SIDETYPE_RIGHT) || (coef > 0.0 && violside == SCIP_SIDETYPE_LEFT)) && !SCIPisInfinity(scip, SCIPvarGetUbLocal(var)) )
4470 SCIPdebugMsg(scip, "eliminate coefficient %g for <%s> = %g [%g, %g]\n", coef, SCIPvarGetName(var), SCIPgetSolVal(scip, sol, var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var));
4504 SCIPdebugMsg(scip, "drop row for constraint <%s> because range of coefficients is too large: mincoef = %g, maxcoef = %g -> range = %g\n",
4512 SCIPdebugMsg(scip, "drop row for constraint <%s> because of very large side: %g\n", SCIPconsGetName(cons), violside == SCIP_SIDETYPE_LEFT ? -SCIProwGetLhs(*row) : SCIProwGetRhs(*row));
4521 * i.e., if side == RIGHT, then returns whether constraint function is convex w.r.t. local bounds
4565 return (side == SCIP_SIDETYPE_RIGHT && SCIPisEQ(scip, SCIPvarGetLbLocal(xy[1]), SCIPvarGetUbLocal(xy[1]))) ||
4566 (side == SCIP_SIDETYPE_LEFT && SCIPisEQ(scip, SCIPvarGetLbLocal(xy[0]), SCIPvarGetUbLocal(xy[0])));
4599 SCIPinfoMessage(scip, NULL, "splot [%g:%g] [%g:%g] ", SCIPvarGetLbLocal(x), SCIPvarGetUbLocal(x), SCIPvarGetLbLocal(y), SCIPvarGetUbLocal(y));
4601 SCIPinfoMessage(scip, NULL, "%+g", side == SCIP_SIDETYPE_LEFT ? consdata->lhs : consdata->rhs);
4603 SCIPinfoMessage(scip, NULL, ", %g", SCIPisInfinity(scip, SCIProwGetRhs(row)) ? -SCIProwGetLhs(row) : -SCIProwGetRhs(row));
4615 SCIPinfoMessage(scip, NULL, ", \"< echo '%g %g %g'\" with circles", SCIPgetSolVal(scip, sol, x), SCIPgetSolVal(scip, sol, y), consdata->activity);
4636 SCIP_Real* bestefficacy /**< buffer to store best efficacy of a cut that was added to the LP, if found; or NULL if not of interest */
4667 if( SCIPisGT(scip, consdata->lhsviol, SCIPfeastol(scip)) || SCIPisGT(scip, consdata->rhsviol, SCIPfeastol(scip)) )
4673 violside = SCIPisGT(scip, consdata->lhsviol, SCIPfeastol(scip)) ? SCIP_SIDETYPE_LEFT : SCIP_SIDETYPE_RIGHT;
4676 SCIP_CALL( generateCut(scip, conshdlrdata->exprinterpreter, conss[c], sol, violside, conshdlrdata->cutmaxrange, &row) );
4688 /* if cut is strong enough or it's weak but we separate on a convex function and accept weak cuts there, add cut to SCIP */
4690 (inenforcement && SCIPisGT(scip, efficacy, SCIPfeastol(scip)) && isConvexLocal(scip, conss[c], violside))) &&
4699 SCIPdebugMsg(scip, "cut for constraint <%s> is infeasible -> cutoff.\n", SCIPconsGetName(conss[c]));
4704 SCIPdebugMsg(scip, "added cut with efficacy %g for constraint <%s> violated by %g\n", efficacy, SCIPconsGetName(conss[c]), MAX(consdata->lhsviol, consdata->rhsviol));
4716 SCIPdebugMsg(scip, "abandon cut since efficacy %g is too small or not applicable\n", efficacy);
4726 * others are only checked and enforced if we are still feasible or have not found a separating cut yet
4735 /** processes the event that a new primal solution has been found adds linearizations of all-convex constraints to the cutpool */
4738 {
4769 /* we are only interested in solution coming from some heuristic other than trysol, but not from the tree
4770 * the reason for ignoring trysol solutions is that they may come from an NLP solve in sepalp, where we already added linearizations,
4779 SCIPdebugMsg(scip, "catched new sol event %" SCIP_EVENTTYPE_FORMAT " from heur <%s>; have %d conss\n", SCIPeventGetType(event), SCIPheurGetName(SCIPsolGetHeur(sol)), nconss);
4794 SCIP_CALL( generateLinearizationCut(scip, conshdlrdata->exprinterpreter, conss[c], x0y0, TRUE, &row) );
4811 /** registers unfixed variables in nonlinear terms of violated constraints as external branching candidates
4812 * We score the variables by their gap between the convex envelope and the bivariate function in the current (x,y).
4813 * This value is given by the constraint violation, since we assume that cuts have been generated which support
4838 SCIPdebugMsg(scip, "cons <%s> violation: %g %g\n", SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4852 /* regarding left hand side, we are concave in x and convex in y, so branch on x, if not fixed */
4855 SCIPdebugMsg(scip, "register variable x = <%s>[%g,%g] in convex-concave <%s> with violation %g %g\n", SCIPvarGetName(xy[0]), SCIPvarGetLbLocal(xy[0]), SCIPvarGetUbLocal(xy[0]), SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4862 /* regarding right hand side, we are convex in x and concave in y, so branch on y, if not fixed */
4865 SCIPdebugMsg(scip, "register variable y = <%s>[%g,%g] in convex-concave <%s> with violation %g %g\n", SCIPvarGetName(xy[1]), SCIPvarGetLbLocal(xy[1]), SCIPvarGetUbLocal(xy[1]), SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4876 if( SCIPisEQ(scip, SCIPvarGetLbLocal(xy[0]), SCIPvarGetUbLocal(xy[0])) || SCIPisEQ(scip, SCIPvarGetLbLocal(xy[1]), SCIPvarGetUbLocal(xy[1])) )
4882 SCIPdebugMsg(scip, "register variable x = <%s>[%g,%g] in 1-convex <%s> with violation %g %g\n", SCIPvarGetName(xy[0]), SCIPvarGetLbLocal(xy[0]), SCIPvarGetUbLocal(xy[0]), SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4889 SCIPdebugMsg(scip, "register variable y = <%s>[%g,%g] in 1-convex <%s> with violation %g %g\n", SCIPvarGetName(xy[1]), SCIPvarGetLbLocal(xy[1]), SCIPvarGetUbLocal(xy[1]), SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4908 SCIPdebugMsg(scip, "register variable x = <%s>[%g,%g] in allconvex <%s> with violation %g %g\n", SCIPvarGetName(xy[0]), SCIPvarGetLbLocal(xy[0]), SCIPvarGetUbLocal(xy[0]), SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4915 SCIPdebugMsg(scip, "register variable y = <%s>[%g,%g] in allconvex <%s> with violation %g %g\n", SCIPvarGetName(xy[1]), SCIPvarGetLbLocal(xy[1]), SCIPvarGetUbLocal(xy[1]), SCIPconsGetName(conss[c]), consdata->lhsviol, consdata->rhsviol);
4926 /** registers a nonlinear variable from a violated constraint as branching candidate that has a large absolute value in the relaxation */
4956 if( !SCIPisGT(scip, consdata->lhsviol, SCIPfeastol(scip)) && !SCIPisGT(scip, consdata->rhsviol, SCIPfeastol(scip)) )
4982 /** enforces violated bivariate constraints where both nonlinear variables can be assumed to be fixed
5014 if( !SCIPisGT(scip, consdata->lhsviol, SCIPfeastol(scip)) && !SCIPisGT(scip, consdata->rhsviol, SCIPfeastol(scip)) )
5021 /* if all variables are fixed (at least up to epsilson), then the activity of the nonlinear part should be bounded */
5043 SCIPdebugMsg(scip, "Linear constraint with one variable: %g <= %g <%s> <= %g\n", lhs, coef, SCIPvarGetName(consdata->z), rhs);
5067 SCIPdebugMsg(scip, "Linear constraint is a bound: %g <= <%s> <= %g\n", lhs, SCIPvarGetName(consdata->z), rhs);
5137 SCIPdebugMsg(scip, "found <%s> infeasible due to domain propagation for variable <%s>\n", cons != NULL ? SCIPconsGetName(cons) : "???", SCIPvarGetName(var)); /*lint !e585*/
5142 if( !SCIPisInfinity(scip, -SCIPintervalGetInf(bounds)) && SCIPvarGetStatus(var) != SCIP_VARSTATUS_MULTAGGR )
5148 SCIPdebugMsg(scip, "found <%s> infeasible due to domain propagation for variable <%s>\n", cons != NULL ? SCIPconsGetName(cons) : "???", SCIPvarGetName(var)); /*lint !e585*/
5154 SCIPdebugMsg(scip, "tightened lower bound of variable <%s> in constraint <%s> to %g\n", SCIPvarGetName(var), cons != NULL ? SCIPconsGetName(cons) : "???", SCIPvarGetLbLocal(var)); /*lint !e585*/
5160 if( !SCIPisInfinity(scip, SCIPintervalGetSup(bounds)) && SCIPvarGetStatus(var) != SCIP_VARSTATUS_MULTAGGR )
5166 SCIPdebugMsg(scip, "found <%s> infeasible due to domain propagation for variable <%s>\n", cons != NULL ? SCIPconsGetName(cons) : "???", SCIPvarGetName(var)); /*lint !e585*/
5172 SCIPdebugMsg(scip, "tightened upper bound of variable <%s> in constraint <%s> to %g\n", SCIPvarGetName(var), cons != NULL ? SCIPconsGetName(cons) : "???", SCIPvarGetUbLocal(var)); /*lint !e585*/
5191 SCIP_Bool* redundant /**< buffer where to store whether constraint has been found to be redundant */
5219 /* extend interval by epsilon to avoid cutoff in forward propagation if constraint is only almost feasible */
5221 -infty2infty(SCIPinfinity(scip), INTERVALINFTY, -consdata->lhs+SCIPepsilon(scip)), /*lint !e666*/
5222 +infty2infty(SCIPinfinity(scip), INTERVALINFTY, consdata->rhs+SCIPepsilon(scip)) ); /*lint !e666*/
5232 -infty2infty(SCIPinfinity(scip), INTERVALINFTY, -MIN(SCIPvarGetLbLocal(consdata->z), SCIPvarGetUbLocal(consdata->z))), /*lint !e666*/
5233 +infty2infty(SCIPinfinity(scip), INTERVALINFTY, MAX(SCIPvarGetLbLocal(consdata->z), SCIPvarGetUbLocal(consdata->z)))); /*lint !e666*/
5247 SCIPdebugMsg(scip, "found constraint <%s> to be redundant: sides: [%g, %g], activity: [%g, %g]\n",
5248 SCIPconsGetName(cons), consdata->lhs, consdata->rhs, SCIPintervalGetInf(consactivity), SCIPintervalGetSup(consactivity));
5256 SCIPdebugMsg(scip, "found constraint <%s> to be infeasible; sides: [%g, %g], activity: [%g, %g], infeas: %g\n",
5257 SCIPconsGetName(cons), consdata->lhs, consdata->rhs, SCIPintervalGetInf(consactivity), SCIPintervalGetSup(consactivity),
5258 MAX(consdata->lhs - SCIPintervalGetSup(consactivity), SCIPintervalGetInf(consactivity) - consdata->rhs)); /*lint !e666*/
5280 -infty2infty(SCIPinfinity(scip), INTERVALINFTY, -MIN(SCIPvarGetLbLocal(consdata->z), SCIPvarGetUbLocal(consdata->z))), /*lint !e666*/