Scippy

SCIP

Solving Constraint Integer Programs

cons_indicator.h
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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) 2002-2021 Konrad-Zuse-Zentrum */
7 /* fuer Informationstechnik Berlin */
8 /* */
9 /* SCIP is distributed under the terms of the ZIB Academic License. */
10 /* */
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12 /* along with SCIP; see the file COPYING. If not visit scipopt.org. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15 
16 /**@file cons_indicator.h
17  * @ingroup CONSHDLRS
18  * @brief constraint handler for indicator constraints
19  * @author Marc Pfetsch
20  *
21  */
22 
23 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
24 
25 #ifndef __SCIP_CONS_INDICATOR_H__
26 #define __SCIP_CONS_INDICATOR_H__
27 
28 
29 #include "scip/def.h"
30 #include "scip/type_cons.h"
31 #include "scip/type_lp.h"
32 #include "scip/type_retcode.h"
33 #include "scip/type_scip.h"
34 #include "scip/type_sol.h"
35 #include "scip/type_var.h"
36 
37 #ifdef __cplusplus
38 extern "C" {
39 #endif
40 
41 /** creates the handler for indicator constraints and includes it in SCIP
42  *
43  * @ingroup ConshdlrIncludes
44  * */
47  SCIP* scip /**< SCIP data structure */
48  );
49 
50 /**@addtogroup CONSHDLRS
51  *
52  * @{
53  *
54  * @name Indicator Constraints
55  *
56  * @{
57  *
58  * An indicator constraint is given by a binary variable \f$z\f$ and an inequality \f$ax \leq
59  * b\f$. It states that if \f$z = 1\f$ then \f$ax \leq b\f$ holds.
60  *
61  * This constraint is handled by adding a slack variable \f$s:\; ax - s \leq b\f$ with \f$s \geq
62  * 0\f$. The constraint is enforced by fixing \f$s\f$ to 0 if \f$z = 1\f$.
63  *
64  * @note The constraint only implements an implication not an equivalence, i.e., it does not ensure
65  * that \f$z = 1\f$ if \f$ax \leq b\f$ or equivalently if \f$s = 0\f$ holds.
66  *
67  * This constraint is equivalent to a linear constraint \f$ax - s \leq b\f$ and an SOS1 constraint on
68  * \f$z\f$ and \f$s\f$ (at most one should be nonzero). In the indicator context we can, however,
69  * separate more inequalities.
70  */
71 
72 /** creates and captures an indicator constraint
73  *
74  * @note @a binvar is checked to be binary only later. This enables a change of the type in
75  * procedures reading an instance.
76  *
77  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
78  */
81  SCIP* scip, /**< SCIP data structure */
82  SCIP_CONS** cons, /**< pointer to hold the created constraint (indicator or quadratic) */
83  const char* name, /**< name of constraint */
84  SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
85  int nvars, /**< number of variables in the inequality */
86  SCIP_VAR** vars, /**< array with variables of inequality (or NULL) */
87  SCIP_Real* vals, /**< values of variables in inequality (or NULL) */
88  SCIP_Real rhs, /**< rhs of the inequality */
89  SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. */
90  SCIP_Bool separate, /**< should the constraint be separated during LP processing?
91  * Usually set to TRUE. */
92  SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
93  * TRUE for model constraints, FALSE for additional, redundant constraints. */
94  SCIP_Bool check, /**< should the constraint be checked for feasibility?
95  * TRUE for model constraints, FALSE for additional, redundant constraints. */
96  SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
97  * Usually set to TRUE. */
98  SCIP_Bool local, /**< is constraint only valid locally?
99  * Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
100  SCIP_Bool dynamic, /**< is constraint subject to aging?
101  * Usually set to FALSE. Set to TRUE for own cuts which
102  * are separated as constraints. */
103  SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
104  * Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
105  SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
106  * if it may be moved to a more global node?
107  * Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
108  );
109 
110 /** creates and captures an indicator constraint in its most basic version, i. e., all constraint flags are set to their
111  * basic value as explained for the method SCIPcreateConsIndicator(); all flags can be set via
112  * SCIPsetConsFLAGNAME-methods in scip.h
113  *
114  * @see SCIPcreateConsIndicator() for information about the basic constraint flag configuration
115  *
116  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
117  */
120  SCIP* scip, /**< SCIP data structure */
121  SCIP_CONS** cons, /**< pointer to hold the created constraint (indicator or quadratic) */
122  const char* name, /**< name of constraint */
123  SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
124  int nvars, /**< number of variables in the inequality */
125  SCIP_VAR** vars, /**< array with variables of inequality (or NULL) */
126  SCIP_Real* vals, /**< values of variables in inequality (or NULL) */
127  SCIP_Real rhs /**< rhs of the inequality */
128  );
129 
130 /** creates and captures an indicator constraint with given linear constraint and slack variable
131  *
132  * @note @a binvar is checked to be binary only later. This enables a change of the type in
133  * procedures reading an instance.
134  *
135  * @note we assume that @a slackvar actually appears in @a lincons and we also assume that it takes
136  * the role of a slack variable!
137  *
138  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
139  */
142  SCIP* scip, /**< SCIP data structure */
143  SCIP_CONS** cons, /**< pointer to hold the created constraint */
144  const char* name, /**< name of constraint */
145  SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
146  SCIP_CONS* lincons, /**< linear constraint */
147  SCIP_VAR* slackvar, /**< slack variable */
148  SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. */
149  SCIP_Bool separate, /**< should the constraint be separated during LP processing?
150  * Usually set to TRUE. */
151  SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
152  * TRUE for model constraints, FALSE for additional, redundant constraints. */
153  SCIP_Bool check, /**< should the constraint be checked for feasibility?
154  * TRUE for model constraints, FALSE for additional, redundant constraints. */
155  SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
156  * Usually set to TRUE. */
157  SCIP_Bool local, /**< is constraint only valid locally?
158  * Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
159  SCIP_Bool dynamic, /**< is constraint subject to aging?
160  * Usually set to FALSE. Set to TRUE for own cuts which
161  * are separated as constraints. */
162  SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
163  * Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
164  SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
165  * if it may be moved to a more global node?
166  * Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
167  );
168 
169 /** creates and captures an indicator constraint with given linear constraint and slack variable
170  * in its most basic version, i. e., all constraint flags are set to their basic value as explained for the
171  * method SCIPcreateConsIndicator(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h
172 
173  * @note @a binvar is checked to be binary only later. This enables a change of the type in
174  * procedures reading an instance.
175  *
176  * @note we assume that @a slackvar actually appears in @a lincons and we also assume that it takes
177  * the role of a slack variable!
178  *
179  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
180  *
181  * @see SCIPcreateConsIndicatorLinCons() for information about the basic constraint flag configuration
182  *
183  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
184  */
187  SCIP* scip, /**< SCIP data structure */
188  SCIP_CONS** cons, /**< pointer to hold the created constraint */
189  const char* name, /**< name of constraint */
190  SCIP_VAR* binvar, /**< binary indicator variable (or NULL) */
191  SCIP_CONS* lincons, /**< linear constraint */
192  SCIP_VAR* slackvar /**< slack variable */
193  );
194 
195 /** adds variable to the inequality of the indicator constraint */
198  SCIP* scip, /**< SCIP data structure */
199  SCIP_CONS* cons, /**< indicator constraint */
200  SCIP_VAR* var, /**< variable to add to the inequality */
201  SCIP_Real val /**< value of variable */
202  );
203 
204 /** gets the linear constraint corresponding to the indicator constraint (may be NULL) */
207  SCIP_CONS* cons /**< indicator constraint */
208  );
209 
210 /** sets the linear constraint corresponding to the indicator constraint (may be NULL) */
213  SCIP* scip, /**< SCIP data structure */
214  SCIP_CONS* cons, /**< indicator constraint */
215  SCIP_CONS* lincons /**< linear constraint */
216  );
217 
218 /** sets binary indicator variable for indicator constraint */
221  SCIP* scip, /**< SCIP data structure */
222  SCIP_CONS* cons, /**< indicator constraint */
223  SCIP_VAR* binvar /**< binary variable to add to the inequality */
224  );
225 
226 /** gets binary variable corresponding to indicator constraint */
229  SCIP_CONS* cons /**< indicator constraint */
230  );
231 
232 /** gets slack variable corresponding to indicator constraint */
235  SCIP_CONS* cons /**< indicator constraint */
236  );
237 
238 /** sets upper bound for slack variable corresponding to indicator constraint
239  *
240  * Use with care if you know that the maximal violation of the corresponding constraint is at most @p ub. This bound
241  * might be improved automatically during the solution process.
242  *
243  * @pre This method should only be called if SCIP is in one of the following stages:
244  * - \ref SCIP_STAGE_INIT
245  * - \ref SCIP_STAGE_PROBLEM
246  */
249  SCIP* scip, /**< SCIP data structure */
250  SCIP_CONS* cons, /**< indicator constraint */
251  SCIP_Real ub /**< upper bound for slack variable */
252  );
253 
254 /** checks whether indicator constraint is violated w.r.t. sol */
257  SCIP* scip, /**< SCIP data structure */
258  SCIP_CONS* cons, /**< indicator constraint */
259  SCIP_SOL* sol /**< solution, or NULL to use current node's solution */
260  );
261 
262 /** based on values of other variables, computes slack and binary variable to turn constraint feasible */
265  SCIP* scip, /**< SCIP data structure */
266  SCIP_CONS* cons, /**< indicator constraint */
267  SCIP_SOL* sol, /**< solution */
268  SCIP_Bool* changed /**< pointer to store whether the solution has been changed */
269  );
270 
271 /** based on values of other variables, computes slack and binary variable to turn all constraints feasible */
274  SCIP* scip, /**< SCIP data structure */
275  SCIP_CONSHDLR* conshdlr, /**< indicator constraint handler */
276  SCIP_SOL* sol, /**< solution */
277  SCIP_Bool* changed /**< pointer to store whether the solution has been changed */
278  );
279 
280 /** adds additional linear constraint that is not connected with an indicator constraint, but can be used for separation */
283  SCIP* scip, /**< SCIP data structure */
284  SCIP_CONSHDLR* conshdlr, /**< indicator constraint handler */
285  SCIP_CONS* lincons /**< linear constraint */
286  );
287 
288 /** adds additional globally valid row that is not connected with an indicator constraint, but can be used for separation */
291  SCIP* scip, /**< SCIP data structure */
292  SCIP_CONSHDLR* conshdlr, /**< indicator constraint handler */
293  SCIP_ROW* row /**< row to add */
294  );
295 
296 /** @} */
297 
298 /** @} */
299 
300 #ifdef __cplusplus
301 }
302 #endif
303 
304 #endif
SCIP_EXPORT SCIP_RETCODE SCIPsetBinaryVarIndicator(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *binvar)
SCIP_EXPORT SCIP_CONS * SCIPgetLinearConsIndicator(SCIP_CONS *cons)
SCIP_EXPORT SCIP_RETCODE SCIPcreateConsIndicatorLinCons(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, SCIP_CONS *lincons, SCIP_VAR *slackvar, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_EXPORT SCIP_RETCODE SCIPcreateConsBasicIndicatorLinCons(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, SCIP_CONS *lincons, SCIP_VAR *slackvar)
SCIP_EXPORT SCIP_RETCODE SCIPaddLinearConsIndicator(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *lincons)
#define SCIP_EXPORT
Definition: def.h:100
SCIP_EXPORT SCIP_Bool SCIPisViolatedIndicator(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:54
type definitions for return codes for SCIP methods
type definitions for LP management
SCIP_EXPORT SCIP_VAR * SCIPgetSlackVarIndicator(SCIP_CONS *cons)
SCIP_EXPORT SCIP_RETCODE SCIPcreateConsBasicIndicator(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real rhs)
type definitions for SCIP&#39;s main datastructure
SCIP_EXPORT SCIP_VAR * SCIPgetBinaryVarIndicator(SCIP_CONS *cons)
SCIP_EXPORT SCIP_RETCODE SCIPsetSlackVarUb(SCIP *scip, SCIP_CONS *cons, SCIP_Real ub)
SCIP_EXPORT SCIP_RETCODE SCIPaddRowIndicator(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_ROW *row)
type definitions for problem variables
SCIP_EXPORT SCIP_RETCODE SCIPaddVarIndicator(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
SCIP_EXPORT SCIP_RETCODE SCIPmakeIndicatorFeasible(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Bool *changed)
#define SCIP_Bool
Definition: def.h:70
SCIP_EXPORT SCIP_RETCODE SCIPincludeConshdlrIndicator(SCIP *scip)
SCIP_EXPORT SCIP_RETCODE SCIPsetLinearConsIndicator(SCIP *scip, SCIP_CONS *cons, SCIP_CONS *lincons)
type definitions for storing primal CIP solutions
SCIP_EXPORT SCIP_RETCODE SCIPmakeIndicatorsFeasible(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_SOL *sol, SCIP_Bool *changed)
#define SCIP_Real
Definition: def.h:163
common defines and data types used in all packages of SCIP
SCIP_EXPORT SCIP_RETCODE SCIPcreateConsIndicator(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
type definitions for constraints and constraint handlers