SCIP

Solving Constraint Integer Programs

presol_dualagg.h File Reference

Detailed Description

aggregate variables by dual arguments

This presolver looks for variables which could not be handled by duality fixing because of one up-/downlock. If the constraint which delivers the up-/downlock has a specific structure, we can aggregate the corresponding variable.

In more detail (for a minimization problem and the case of only one uplock):

Given a variable $$x_i$$ with $$c_i \leq 0$$ and only one up lock (originating from a constraint c), we are looking for a binary variable $$x_j$$ such that:

1. if $$x_j = 0$$, constraint c can only be fulfilled for $$x_i = lb_i$$, and
2. if $$x_j = 1$$, constraint c becomes redundant and $$x_i$$ can be dual-fixed to its upper bound $$ub_i$$ (or vice versa). Then we can perform the following aggregation: $$x_i = lb_i + x_j (ub_i - lb_i)$$.

Similar arguments apply for the case of only one down lock and $$c_i \geq 0$$.

Definition in file presol_dualagg.h.

#include "scip/def.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"

Go to the source code of this file.

Functions

SCIP_EXPORT SCIP_RETCODE SCIPincludePresolDualagg (SCIP *scip)