cons_indicator.c
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36 * @note The constraint only implements an implication not an equivalence, i.e., it does not ensure
39 * This constraint is equivalent to a linear constraint \f$ax - s \leq b\f$ and an SOS1 constraint on
49 * handler adds an inequality for each indicator constraint. We assume that this system (with added
50 * slack variables) is \f$ Ax - s \leq b \f$, where \f$ x \f$ are the original variables and \f$ s
51 * \f$ are the slack variables added by the indicator constraint. Variables \f$ y \f$ are the binary
77 * while the system \f$Dx + Cy \leq f\f$ contains all other inequalities (which are ignored in the
92 * It turns out that the vertices of \f$P\f$ correspond to minimal infeasible subsystems of \f$A x
93 * \leq b\f$, \f$l \leq x \leq u\f$. If \f$I\f$ is the index set of such a system, it follows that not all \f$s_i\f$ for
107 * The first step in the separation heuristic is to apply the transformation \f$\bar{y} = 1 - y\f$, which
114 * The basic idea is to use the current solution to the LP relaxation and use it as the objective,
125 * Since each indicator constraint adds a linear constraint to the formulation, preprocessing of the
137 * Note again that the requirement \f$s \leq 0\f$ leads to an infeasible system. Consider now the
138 * preprocessing of the linear constraint (aggregation, bound strengthening, etc.) and assume that
147 * Note that we forbid multi-aggregation of the \f$s\f$ variables in order to be able to change their
164 * where the second form arises by substituting \f$v \geq 0\f$. A closer look at this system reveals
167 * - (Multi-)Aggregation of variables \f$x\f$ will remove these variables from the formulation, such that
171 * nonnegativity constraints, only if the corresponding slack variables appear in an aggregation.
177 * corresponding to an indicator constraint becomes redundant and is deleted. From this we cannot
178 * conclude that the indicator constraint is redundant as well (i.e. always fulfilled), because the
180 * (linear) constraints. Thus, we have to rely on the dual presolving of the linear constraints to
181 * detect this case: If the linear constraint is really redundant, i.e., is always fulfilled, it is
182 * deleted and the slack variable can be fixed to 0. In this case, the indicator constraint can be
185 * @todo Accept arbitrary ranged linear constraints as input (in particular: equations). Internally
186 * create two indicator constraints or correct alternative polyhedron accordingly (need to split the
189 * @todo Treat variable upper bounds in a special way: Do not create the artificial slack variable,
192 * @todo Turn off separation if the alternative polyhedron is infeasible and updateBounds is false.
194 * @todo Improve parsing of indicator constraint in CIP-format. Currently, we have to rely on a particular name, i.e.,
195 * the slack variable has to start with "indslack" and end with the name of the corresponding linear constraint.
200 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
252 #define CONSHDLR_ENFOPRIORITY -100 /**< priority of the constraint handler for constraint enforcing */
253 #define CONSHDLR_CHECKPRIORITY -6000000 /**< priority of the constraint handler for checking feasibility */
254 #define CONSHDLR_SEPAFREQ 10 /**< frequency for separating cuts; zero means to separate only in the root node */
255 #define CONSHDLR_PROPFREQ 1 /**< frequency for propagating domains; zero means only preprocessing propagation */
256 #define CONSHDLR_EAGERFREQ 100 /**< frequency for using all instead of only the useful constraints in separation,
258 #define CONSHDLR_MAXPREROUNDS -1 /**< maximal number of presolving rounds the constraint handler participates in (-1: no limit) */
259 #define CONSHDLR_DELAYSEPA FALSE /**< Should separation method be delayed, if other separators found cuts? */
260 #define CONSHDLR_DELAYPROP FALSE /**< Should propagation method be delayed, if other propagators found reductions? */
261 #define CONSHDLR_NEEDSCONS TRUE /**< Should the constraint handler be skipped, if no constraints are available? */
272 #define EVENTHDLR_RESTART_DESC "force restart if absolute gap is 1 or enough binary variables have been fixed"
281 #define LINCONSUPGD_PRIORITY +100000 /**< priority of the constraint handler for upgrading of linear constraints */
286 #define DEFAULT_ADDCOUPLING TRUE /**< Add coupling constraints or rows if big-M is small enough? */
287 #define DEFAULT_MAXCOUPLINGVALUE 1e4 /**< maximum coefficient for binary variable in coupling constraint */
288 #define DEFAULT_ADDCOUPLINGCONS FALSE /**< Add initial variable upper bound constraints, if 'addcoupling' is true? */
289 #define DEFAULT_SEPACOUPLINGCUTS TRUE /**< Should the coupling inequalities be separated dynamically? */
290 #define DEFAULT_SEPACOUPLINGLOCAL FALSE /**< Allow to use local bounds in order to separate coupling inequalities? */
291 #define DEFAULT_SEPACOUPLINGVALUE 1e4 /**< maximum coefficient for binary variable in separated coupling constraint */
294 #define DEFAULT_SEPAPERSPLOCAL TRUE /**< Allow to use local bounds in order to separate perspectice cuts? */
295 #define DEFAULT_MAXSEPANONVIOLATED 3 /**< maximal number of separated non violated IISs, before separation is stopped */
296 #define DEFAULT_TRYSOLFROMCOVER FALSE /**< Try to construct a feasible solution from a cover? */
297 #define DEFAULT_UPGRADELINEAR FALSE /**< Try to upgrade linear constraints to indicator constraints? */
299 #define DEFAULT_USEOBJECTIVECUT FALSE /**< Use objective cut with current best solution to alternative LP? */
301 #define DEFAULT_MAXCONDITIONALTLP 0.0 /**< max. estimated condition of the solution basis matrix of the alt. LP to be trustworthy (0.0 to disable check) */
303 #define DEFAULT_MAXSEPACUTSROOT 2000 /**< maximal number of cuts separated per separation round in the root node */
304 #define DEFAULT_REMOVEINDICATORS FALSE /**< Remove indicator constraint if corresponding variable bound constraint has been added? */
305 #define DEFAULT_GENERATEBILINEAR FALSE /**< Do not generate indicator constraint, but a bilinear constraint instead? */
306 #define DEFAULT_SCALESLACKVAR FALSE /**< Scale slack variable coefficient at construction time? */
307 #define DEFAULT_NOLINCONSCONT FALSE /**< Decompose problem (do not generate linear constraint if all variables are continuous)? */
308 #define DEFAULT_TRYSOLUTIONS TRUE /**< Try to make solutions feasible by setting indicator variables? */
309 #define DEFAULT_ENFORCECUTS FALSE /**< In enforcing try to generate cuts (only if sepaalternativelp is true)? */
311 #define DEFAULT_ADDOPPOSITE FALSE /**< Add opposite inequality in nodes in which the binary variable has been fixed to 0? */
312 #define DEFAULT_CONFLICTSUPGRADE FALSE /**< Try to upgrade bounddisjunction conflicts by replacing slack variables? */
313 #define DEFAULT_FORCERESTART FALSE /**< Force restart if absolute gap is 1 or enough binary variables have been fixed? */
314 #define DEFAULT_RESTARTFRAC 0.9 /**< fraction of binary variables that need to be fixed before restart occurs (in forcerestart) */
318 #define OBJEPSILON 0.001 /**< value to add to objective in alt. LP if the binary variable is 1 to get small IISs */
319 #define SEPAALTTHRESHOLD 10 /**< only separate IIS cuts if the number of separated coupling cuts is less than this value */
330 SCIP_Bool lessthanineq; /**< whether the original linear constraint is less-than-rhs or greater-than-rhs */
335 unsigned int slacktypechecked:1; /**< whether it has been checked to convert the slack variable to be implicit integer */
346 SCIP_Bool objindicatoronly; /**< whether the objective is nonzero only for indicator variables */
347 SCIP_Bool objothervarsonly; /**< whether the objective is nonzero only for non-indicator variables */
350 int nrows; /**< # rows in the alt. LP corr. to original variables in linear constraints and slacks */
354 SCIP_HASHMAP* lbhash; /**< hash map from variable to index of lower bound column in alternative LP */
355 SCIP_HASHMAP* ubhash; /**< hash map from variable to index of upper bound column in alternative LP */
357 SCIP_HASHMAP* binvarhash; /**< hash map from binary indicator variable to indicator constraint */
363 SCIP_Real objaltlpbound; /**< upper objective bound stored in alternative LP (infinity if not added) */
370 SCIP_Bool addcoupling; /**< whether the coupling inequalities should be added at the beginning */
371 SCIP_Bool addcouplingcons; /**< Add initial variable upper bound constraints, if 'addcoupling' is true? */
373 SCIP_Bool sepacouplinglocal; /**< Allow to use local bounds in order to separate coupling inequalities? */
375 SCIP_Bool sepapersplocal; /**< Allow to use local bounds in order to separate perspectice cuts? */
376 SCIP_Bool removeindicators; /**< Remove indicator constraint if corresponding variable bound constraint has been added? */
377 SCIP_Bool updatebounds; /**< whether the bounds of the original variables should be changed for separation */
379 SCIP_Bool enforcecuts; /**< in enforcing try to generate cuts (only if sepaalternativelp is true) */
381 SCIP_Bool addopposite; /**< Add opposite inequality in nodes in which the binary variable has been fixed to 0? */
382 SCIP_Bool generatebilinear; /**< Do not generate indicator constraint, but a bilinear constraint instead? */
384 SCIP_Bool conflictsupgrade; /**< Try to upgrade bounddisjunction conflicts by replacing slack variables? */
388 int maxsepanonviolated; /**< maximal number of separated non violated IISs, before separation is stopped */
391 SCIP_Real maxcouplingvalue; /**< maximum coefficient for binary variable in initial coupling constraint */
392 SCIP_Real sepacouplingvalue; /**< maximum coefficient for binary variable in separated coupling constraint */
393 SCIP_Real maxconditionaltlp; /**< maximum estimated condition number of the alternative LP to trust its solution */
394 SCIP_Real restartfrac; /**< fraction of binary variables that need to be fixed before restart occurs (in forcerestart) */
397 SCIP_CONS** addlincons; /**< additional linear constraints that should be added to the alternative LP */
401 SCIP_Bool useobjectivecut; /**< Use objective cut with current best solution to alternative LP? */
408 SCIP_Bool nolinconscont; /**< decompose problem - do not generate linear constraint if all variables are continuous */
410 SCIP_Bool forcerestart; /**< Force restart if absolute gap is 1 or enough binary variables have been fixed? */
425 {
432 };
458 {
534 * - If we have a max FS instance, i.e., the objective is 1 for indicator variables and 0 otherwise,
537 * - If a large fraction of the binary indicator variables have been globally fixed, it makes sense
542 {
589 if ( conshdlrdata->nbinvarszero > (int) ((SCIP_Real) conshdlrdata->ninitconss * conshdlrdata->restartfrac) )
592 "Forcing restart, since %d binary variables among %d have been fixed.\n", conshdlrdata->nbinvarszero, conshdlrdata->ninitconss);
598 SCIP_CALL( SCIPdropEvent(scip, SCIP_EVENTTYPE_BESTSOLFOUND, eventhdlr, (SCIP_EVENTDATA*) conshdlrdata, -1) );
616 if ( SCIPisEQ(scip, REALABS(SCIPgetPrimalbound(scip) - SCIPgetDualbound(scip)), conshdlrdata->minabsobj) )
618 SCIPverbMessage(scip, SCIP_VERBLEVEL_NORMAL, NULL, "Forcing restart, since the absolute gap is %f.\n", conshdlrdata->minabsobj);
622 if ( SCIPfindBranchrule(scip, "inference") != NULL && !SCIPisParamFixed(scip, "branching/inference/priority") )
628 SCIP_CALL( SCIPdropEvent(scip, SCIP_EVENTTYPE_BESTSOLFOUND, eventhdlr, (SCIP_EVENTDATA*) conshdlrdata, -1) );
645 /** destructor of conflict handler to free conflict handler data (called when SCIP is exiting) */
648 {
710 if ( SCIPvarGetType(var) == SCIP_VARTYPE_IMPLINT || SCIPvarGetType(var) == SCIP_VARTYPE_CONTINUOUS )
758 SCIPdebugMsg(scip, " <%s> %s %g\n", SCIPvarGetName(var), SCIPbdchginfoGetBoundtype(bdchginfos[i]) == SCIP_BOUNDTYPE_LOWER ? ">=" : "<=",
762 if ( (SCIPvarGetType(var) == SCIP_VARTYPE_IMPLINT || SCIPvarGetType(var) == SCIP_VARTYPE_CONTINUOUS) && strstr(SCIPvarGetName(var), "indslack") != NULL )
810 (void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "cf%d_%" SCIP_LONGINT_FORMAT, SCIPgetNRuns(scip), SCIPgetNConflictConssApplied(scip));
870 SCIPwarningMessage(scip, "Cannot change parameter <%s> stage %d - reset to old value %s.\n", name, SCIPgetStage(scip), *value ? "true" : "false");
871 /* Note that the following command will create a recursive call, but then *value == newvalue above. */
888 {
903 SCIP_CALL( checkTransferBoolParam(scip, param, "constraints/indicator/sepaalternativelp", conshdlrdata->sepaalternativelp_, &conshdlrdata->sepaalternativelp) );
904 SCIP_CALL( checkTransferBoolParam(scip, param, "constraints/indicator/forcerestart", conshdlrdata->forcerestart_, &conshdlrdata->forcerestart) );
905 SCIP_CALL( checkTransferBoolParam(scip, param, "constraints/indicator/nolinconscont", conshdlrdata->nolinconscont_, &conshdlrdata->nolinconscont) );
914 /** Check that indicator constraints corresponding to nonnegative entries in @a vector are infeasible in original problem
916 * @note This function will probably fail if the has been presolved by the cons_linear presolver. To make it complete
963 if ( consdata->colindex >= 0 && (! SCIPisFeasZero(scip, vector[consdata->colindex]) || ! SCIPconsIsEnabled(conss[c])) )
1004 /* SCIPdebugMsg(scip, "slack variable aggregated (scalar: %f, constant: %f)\n", scalar, constant); */
1056 /* SCIPdebugMsg(scip, "Inserted variable <%s> into hashmap (%d).\n", SCIPvarGetName(var), nvars); */
1204 /* SCIPdebugMsg(scip, "Inserted variable <%s> into hashmap (%d).\n", SCIPvarGetName(var), nvars); */
1344 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &conshdlrdata->addlincons, conshdlrdata->maxaddlincons, newsize) );
1389 SCIP_CALL( SCIPlpiCreate(&conshdlrdata->altlp, SCIPgetMessagehdlr(scip), "altlp", SCIP_OBJSEN_MINIMIZE) );
1467 if ( ( ! SCIPlpiIsInfinity(lp, -lb[j]) && ! SCIPisFeasZero(scip, lb[j])) || (! SCIPlpiIsInfinity(lp, ub[j]) && ! SCIPisFeasZero(scip, ub[j])) )
2102 /* to avoid trivial rows: only add row corresponding to slack variable if it appears outside its own constraint */
2116 SCIPdebugMsg(scip, "Inserted slack variable <%s> into hashmap (row: %d).\n", SCIPvarGetName(var), conshdlrdata->nrows);
2136 SCIPdebugMsg(scip, "Inserted variable <%s> into hashmap (row: %d).\n", SCIPvarGetName(var), conshdlrdata->nrows);
2166 SCIP_CALL( SCIPlpiAddRows(conshdlrdata->altlp, nnewrows, lhs, rhs, NULL, 0, NULL, NULL, NULL) );
2185 SCIP_CALL( SCIPlpiAddCols(conshdlrdata->altlp, 1, obj, lb, ub, NULL, cnt, matbeg, matind, matval) );
2187 /* add columns corresponding to bounds of original variables - no bounds needed for slack vars */
2215 SCIPdebugMsg(scip, "Added column for lower bound (%f) of variable <%s> to alternative polyhedron (col: %d).\n",
2241 SCIPdebugMsg(scip, "Added column for upper bound (%f) of variable <%s> to alternative polyhedron (col: %d).\n",
2250 SCIP_CALL( SCIPlpiAddCols(conshdlrdata->altlp, nnewcols, obj, lb, ub, NULL, cnt, matbeg, matind, matval) );
2321 SCIPdebugMsg(scip, "Slack variable is aggregated (scalar: %f, constant: %f).\n", scalar, constant);
2353 /* create free variable for equations (should only happen for additional linear constraints) */
2354 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, slackvar, nlinvars, linvars, linvals, linrhs, objcoef, 1.0, TRUE, colindex) );
2359 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, slackvar, nlinvars, linvars, linvals, linrhs, objcoef, 1.0, FALSE, colindex) );
2365 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, slackvar, nlinvars, linvars, linvals, linlhs, objcoef, -1.0, FALSE, colindex) );
2433 /* create free variable for equations (should only happen for additional linear constraints) */
2434 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, NULL, nrowcols, rowvars, rowvals, rowrhs, objcoef, 1.0, TRUE, colindex) );
2439 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, NULL, nrowcols, rowvars, rowvals, rowrhs, objcoef, 1.0, FALSE, colindex) );
2445 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, NULL, nrowcols, rowvars, rowvals, rowlhs, objcoef, -1.0, FALSE, colindex) );
2485 SCIPdebugMsg(scip, "Add objective cut to alternative LP (obj. bound: %g).\n", conshdlrdata->objupperbound);
2510 SCIP_CALL( addAltLPColumn(scip, conshdlr, conshdlrdata, NULL, nobjvars, objvars, objvals, conshdlrdata->objupperbound, 0.0, 1.0, FALSE, &conshdlrdata->objcutindex) );
2555 SCIPdebugMsg(scip, "Fixed variable for column %d (constraint: <%s>) from alternative LP to 0.\n", consdata->colindex, SCIPconsGetName(cons));
2617 SCIP_CALL( SCIPlpiChgCoef(conshdlrdata->altlp, 0, conshdlrdata->objcutindex, conshdlrdata->objupperbound) );
2632 * If @a primal is false we assume that the problem is <em>dual feasible</em>, e.g., the problem
2635 * This is the workhorse for all methods that have to solve the alternative LP. We try in several
2704 SCIPdebugMsg(scip, "Estimated condition number of basis matrix (%e) exceeds maximal allowance (%e).\n", condition, maxcondition);
2712 SCIPdebugMsg(scip, "Estimated condition number of basis matrix (%e) is below maximal allowance (%e).\n", condition, maxcondition);
2731 SCIPwarningMessage(scip, "The dual simplex produced a primal ray. Retrying with primal ...\n");
2763 SCIPwarningMessage(scip, "Primal simplex returned with unknown status: %d\n", SCIPlpiGetInternalStatus(lp));
2765 SCIPwarningMessage(scip, "Dual simplex returned with unknown status: %d\n", SCIPlpiGetInternalStatus(lp));
2781 * At each step we include a variable which covers a new IIS. The corresponding IIS inequalities are added to the LP,
2785 * corresponding to @a S are fixed. Furthermore @c xVal_ should contain the current LP solution.
2849 SCIP_CALL( checkAltLPInfeasible(scip, lp, conshdlrdata->maxconditionaltlp, TRUE, &infeasible, error) );
2853 SCIP_CALL( checkAltLPInfeasible(scip, lp, conshdlrdata->maxconditionaltlp, FALSE, &infeasible, error) );
2862 SCIPdebugMsg(scip, " size: %4d produced possible cover with indicator variable objective value %f.\n", *size, *value);
2867 /* Check whether we want to try to construct a feasible solution: there should be no integer/binary variables
2868 * except the indicator variables. Thus, there should be no integral variables and the number of indicator
2959 SCIPdebugMsg(scip, " size: %4d, add var. %4d (obj: %-6g, alt-LP sol: %-8.4f); IIS size: %4d, eff.: %g.\n",
2960 *size, candidate, candobj, primsol[SCIPconsGetData(conss[candidate])->colindex], sizeIIS, (sum - (SCIP_Real) (sizeIIS - 1))/norm);
3022 SCIP_CALL( SCIPcreateConsLogicor(scip, &cons, name, cnt, vars, FALSE, TRUE, TRUE, TRUE, TRUE, isLocal, FALSE, TRUE, removable, FALSE) );
3024 SCIP_CALL( SCIPcreateConsLogicor(scip, &cons, "", cnt, vars, FALSE, TRUE, TRUE, TRUE, TRUE, isLocal, FALSE, TRUE, removable, FALSE) );
3032 /* enforce or separate logicor constraint to make sure that this has an effect in this round */
3069 SCIP_CALL( SCIPcreateEmptyRowConshdlr(scip, &row, conshdlr, name, -SCIPinfinity(scip), (SCIP_Real) (sizeIIS - 1), isLocal, FALSE, removable) );
3071 SCIP_CALL( SCIPcreateEmptyRowConshdlr(scip, &row, conshdlr, "", -SCIPinfinity(scip), (SCIP_Real) (sizeIIS - 1), isLocal, FALSE, removable) );
3151 SCIP_Bool lessthanineq, /**< whether the original linear constraint is a less-than-rhs (TRUE) or not */
3205 SCIPerrorMessage("Indicator variable <%s> is not binary %d.\n", SCIPvarGetName(var), SCIPvarGetType(var));
3209 /* the indicator variable must not be multi-aggregated because the constraint handler propagation tries
3217 SCIP_CALL( SCIPcatchVarEvent(scip, var, SCIP_EVENTTYPE_BOUNDCHANGED, eventhdlrbound, (SCIP_EVENTDATA*)*consdata, NULL) );
3224 SCIP_CALL( SCIPcatchVarEvent(scip, var, SCIP_EVENTTYPE_GBDCHANGED, eventhdlrrestart, (SCIP_EVENTDATA*) conshdlrdata, NULL) );
3240 SCIP_CALL( SCIPcatchVarEvent(scip, var, SCIP_EVENTTYPE_BOUNDCHANGED, eventhdlrbound, (SCIP_EVENTDATA*)*consdata, NULL) );
3248 if ( conshdlrdata->sepaalternativelp && SCIPgetStage(scip) >= SCIP_STAGE_INITSOLVE && lincons != NULL )
3255 SCIPdebugMsg(scip, "Added column for <%s> to alternative LP with column index %d.\n", consname, (*consdata)->colindex);
3265 SCIPdebugMsg(scip, "Constraint <%s> has %d variables fixed to be nonzero.\n", consname, (*consdata)->nfixednonzero);
3316 SCIPdebugMsg(scip, "Insert coupling varbound constraint for indicator constraint <%s> (coeff: %f).\n", SCIPconsGetName(conss[c]), ub);
3323 SCIP_CALL( SCIPcreateConsVarbound(scip, &cons, name, consdata->slackvar, consdata->binvar, ub, -SCIPinfinity(scip), ub,
3392 SCIPdebugMsg(scip, "The problem is infeasible: binary and slack variable are fixed to be nonzero.\n");
3422 SCIPdebugMsg(scip, "Presolving <%s>: Binary variable <%s> fixed to 0, deleting indicator constraint.\n", SCIPconsGetName(cons), SCIPvarGetName(consdata->binvar));
3442 SCIPdebugMsg(scip, "Presolving <%s>: Slack variable fixed to nonzero.\n", SCIPconsGetName(cons));
3447 SCIPdebugMsg(scip, "The problem is infeasible: binary and slack variable are fixed to be nonzero.\n");
3498 SCIPdebugMsg(scip, "Presolving <%s> - dual reduction: Slack variable fixed to 0, fix binary variable to 1.\n", SCIPconsGetName(cons));
3516 SCIPdebugMsg(scip, "Presolving <%s> - dual reduction: Slack variable fixed to 0, fix binary variable to 0.\n", SCIPconsGetName(cons));
3526 SCIPdebugMsg(scip, "Presolving <%s>: Slack variable fixed to zero, delete redundant indicator constraint.\n", SCIPconsGetName(cons));
3557 SCIPdebugMsg(scip, "Indicator variable <%s> is aggregated and replaced by active/negated variable <%s>.\n", SCIPvarGetName(consdata->binvar), SCIPvarGetName(var) );
3561 SCIP_CALL( SCIPdropVarEvent(scip, consdata->binvar, SCIP_EVENTTYPE_BOUNDCHANGED, conshdlrdata->eventhdlrbound, (SCIP_EVENTDATA*) consdata, -1) );
3562 SCIP_CALL( SCIPcatchVarEvent(scip, var, SCIP_EVENTTYPE_BOUNDCHANGED, conshdlrdata->eventhdlrbound, (SCIP_EVENTDATA*) consdata, NULL) );
3564 /* We also need to update the events and locks if restart is forced, since global bound change events on binary
3565 * variables are also caught in this case. If it would not be updated and forcerestart = TRUE, then an event
3572 SCIP_CALL( SCIPcatchVarEvent(scip, var, SCIP_EVENTTYPE_GBDCHANGED, conshdlrdata->eventhdlrrestart,
3590 /* if the binary variable is the negated slack variable, we have 1 - s = 1 -> s = 0, i.e., the constraint is redundant */
3603 if ( SCIPvarGetStatus(consdata->slackvar) == SCIP_VARSTATUS_AGGREGATED || SCIPvarGetStatus(consdata->slackvar) == SCIP_VARSTATUS_NEGATED )
3617 if ( var != consdata->binvar && boundtype == SCIP_BOUNDTYPE_LOWER && SCIPisEQ(scip, bound, 0.0) )
3620 SCIPdebugMsg(scip, "Slack variable <%s> is aggregated or negated and replaced by active variable <%s>.\n", SCIPvarGetName(consdata->slackvar), SCIPvarGetName(var) );
3624 SCIP_CALL( SCIPdropVarEvent(scip, consdata->slackvar, SCIP_EVENTTYPE_BOUNDCHANGED, conshdlrdata->eventhdlrbound, (SCIP_EVENTDATA*) consdata, -1) );
3625 SCIP_CALL( SCIPcatchVarEvent(scip, var, SCIP_EVENTTYPE_BOUNDCHANGED, conshdlrdata->eventhdlrbound, (SCIP_EVENTDATA*) consdata, NULL) );
3641 /* if the lower bound is transformed to an upper bound, we have "y = 1 -> 1 - y = 0", i.e., the constraint is redundant */
3644 SCIPdebugMsg(scip, "Slack variable <%s> is aggregated to negated indicator variable <%s> -> constraint redundant.\n",
3657 /* if the lower bound is transformed to a lower bound, we have "y = 1 -> y = 0", i.e., we can fix the binary variable to 0 */
3658 SCIPdebugMsg(scip, "Slack variable <%s> is aggregated to the indicator variable <%s> -> fix indicator variable to 0.\n",
3722 SCIPdebugMsg(scip, "The node is infeasible, both the slack variable and the binary variable are fixed to be nonzero.\n");
3749 /* increase age of constraint; age is reset to zero, if a conflict or a propagation was found */
3761 SCIPdebugMsg(scip, "Binary variable <%s> is fixed to be nonzero, fixing slack variable <%s> to 0.\n",
3765 SCIP_CALL( SCIPinferVarUbCons(scip, consdata->slackvar, 0.0, cons, 0, FALSE, &infeasible, &tightened) );
3778 SCIPdebugMsg(scip, "Slack variable <%s> is fixed to be nonzero, fixing binary variable <%s> to 0.\n",
3782 SCIP_CALL( SCIPinferVarUbCons(scip, consdata->binvar, 0.0, cons, 1, FALSE, &infeasible, &tightened) );
3880 /* constraint is initial, separated, not enforced, not checked, propagated, local, not modifiable, dynamic, removable */
3884 SCIPdebugMsg(scip, "Binary variable <%s> fixed to 0. Adding opposite linear inequality.\n", SCIPvarGetName(consdata->binvar));
3924 SCIPdebugMsg(scip, "Propagating <%s> - dual reduction: Slack variable fixed to 0, fix binary variable to 1.\n", SCIPconsGetName(cons));
3929 /* Make sure that the other case does not occur, since we are not sure whether SCIPinferVarLbCons() directly changes the bounds. */
3942 SCIPdebugMsg(scip, "Propagating <%s> - dual reduction: Slack variable fixed to 0, fix binary variable to 0.\n", SCIPconsGetName(cons));
3952 SCIPdebugMsg(scip, "Slack variable fixed to zero, delete redundant indicator constraint <%s>.\n", SCIPconsGetName(cons));
3984 * This is a variant of the enforcement method that generates cuts/constraints via the alternative
4068 SCIP_CALL( extendToCover(scip, conshdlr, conshdlrdata, lp, sol, enfosepatype, conshdlrdata->removable, genlogicor, nconss, conss, S, &size, &value, &error, cutoff, &nCuts) );
4071 /* return with an error if no cuts have been produced and and error occurred in extendToCover() */
4128 SCIPdebugMsg(scip, "Enforcing indicator constraints for <%s> ...\n", SCIPconshdlrGetName(conshdlr) );
4163 SCIPdebugMsg(scip, "Propagation in enforcing <%s> detected cutoff.\n", SCIPconsGetName(conss[c]));
4169 SCIPdebugMsg(scip, "Propagation in enforcing <%s> reduced domains: %d.\n", SCIPconsGetName(conss[c]), cnt);
4178 if ( ! SCIPisFeasZero(scip, SCIPgetSolVal(scip, sol, binvar)) && ! SCIPisFeasZero(scip, valSlack) )
4199 /* if some constraint has a linear constraint that is not active, we need to check feasibility via the alternative polyhedron */
4205 SCIP_CALL( enforceCuts(scip, conshdlr, nconss, conss, sol, enfosepatype, genlogicor, &cutoff, &ngen) );
4248 SCIPdebugMsg(scip, "Branching on constraint <%s> (slack value: %f).\n", SCIPconsGetName(branchCons), maxSlack);
4353 rounds < conshdlrdata->maxroundingrounds && threshold >= conshdlrdata->roundingminthres && *nGen < maxsepacuts && ! (*cutoff);
4434 SCIPdebugMsg(scip, " Vars with value 1: %d 0: %d and fractional: %d.\n", nvarsone, nvarszero, nvarsfrac);
4441 SCIP_CALL( extendToCover(scip, conshdlr, conshdlrdata, lp, sol, enfosepatype, conshdlrdata->removable, conshdlrdata->genlogicor,
4474 * Hijazi, Bonami, and Ouorou (2014) introduced the following cuts: We consider an indicator constraint
4478 * and assume finite bounds \f$\ell \leq x \leq u\f$. Then for \f$I \subseteq \{1, \dots, n\}\f$ define
4481 * y \Big(\sum_{i \in I, \alpha_i < 0} \alpha_i u_i + \sum_{i \in I, \alpha_i > 0} \alpha_i \ell_i +
4482 * \sum_{i \notin I, \alpha_i < 0} \alpha_i \ell_i + \sum_{i \notin I, \alpha_i > 0} \alpha_i u_i - \beta\Big).
4486 * \Sigma(I,x,y) \leq \sum_{i \notin I, \alpha_i < 0} \alpha_i \ell_i + \sum_{i \notin I, \alpha_i > 0} \alpha_i u_i
4490 * \{y = 0,\; \ell \leq x \leq u\} \cup \{y = 1,\; \ell \leq x \leq u,\; \alpha^T x \leq \beta\}.
4492 * These cuts can easily be separated for a given point \f$(x^*, y^*)\f$ by checking for each \f$i \in \{1, \dots, n\}\f$ whether
4673 SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conss[c], name, -SCIPinfinity(scip), cutrhs, islocal, FALSE, conshdlrdata->removable) );
4698 * We first check whether coupling inequalities can be separated (if required). If not enough of
4775 activity = SCIPgetSolVal(scip, sol, consdata->slackvar) + ub * SCIPgetSolVal(scip, sol, consdata->binvar) - ub;
4784 SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conss[c], name, -SCIPinfinity(scip), ub, islocal, FALSE, conshdlrdata->removable) );
4786 SCIP_CALL( SCIPcreateEmptyRowCons(scip, &row, conss[c], "", -SCIPinfinity(scip), ub, islocal, FALSE, conshdlrdata->removable) );
4794 SCIPdebugMsg(scip, "Separated coupling inequality for indicator constraint <%s> (coeff: %f).\n", SCIPconsGetName(conss[c]), ub);
4825 SCIP_CALL( separateIISRounding(scip, conshdlr, sol, enfosepatype, nconss, conss, maxsepacuts, &cutoff, &ncuts) );
4914 * For some linear constraint of the form \f$a^T x + \alpha\, y \geq \beta\f$ with \f$y \in \{0,1\}\f$, we can upgrade
4915 * it to an indicator constraint if for the residual value \f$a^T x \geq \gamma\f$, we have \f$\alpha + \gamma \geq
4918 * Similarly, for a linear constraint in the form \f$a^T x + \alpha\, y \leq \beta\f$ with \f$y \in \{0,1\}\f$, we can
4919 * upgrade it to an indicator constraint if for the residual value \f$a^T x \leq \gamma\f$, we have \f$\alpha + \gamma
4939 /* do not upgrade if there are at most 2 variables (2 variables should be upgraded to a varbound constraint) */
4943 /* cannot currently ranged constraints, since we can only return one constraint (and we would need one for each side each) */
5083 SCIPdebugMsg(scip, "upgrading constraint <%s> to an indicator constraint.\n", SCIPconsGetName(cons));
5113 SCIP_CALL( SCIPcreateConsIndicator(scip, upgdcons, SCIPconsGetName(cons), indvar2, nvars-1, indconsvars, indconsvals, bnd,
5114 SCIPconsIsInitial(cons), SCIPconsIsSeparated(cons), SCIPconsIsEnforced(cons), SCIPconsIsChecked(cons), SCIPconsIsPropagated(cons),
5115 SCIPconsIsLocal(cons), SCIPconsIsDynamic(cons), SCIPconsIsRemovable(cons), SCIPconsIsStickingAtNode(cons)) );
5122 SCIP_CALL( SCIPcreateConsIndicator(scip, upgdcons, SCIPconsGetName(cons), indvar2, nvars-1, indconsvars, indconsvals, bnd,
5123 SCIPconsIsInitial(cons), SCIPconsIsSeparated(cons), SCIPconsIsEnforced(cons), SCIPconsIsChecked(cons), SCIPconsIsPropagated(cons),
5124 SCIPconsIsLocal(cons), SCIPconsIsDynamic(cons), SCIPconsIsRemovable(cons), SCIPconsIsStickingAtNode(cons)) );
5193 /** deinitialization method of constraint handler (called before transformed problem is freed) */
5217 /** destructor of constraint handler to free constraint handler data (called when SCIP is exiting) */
5220 {
5237 /* if problem was not yet transformed the array may need to be freed, because we did not call the EXIT callback */
5250 /** solving process initialization method of constraint handler (called when branch and bound process is about to begin) */
5253 {
5261 if ( SCIPgetStatus(scip) == SCIP_STATUS_OPTIMAL || SCIPgetStatus(scip) == SCIP_STATUS_INFEASIBLE ||
5276 SCIP_CALL( SCIPhashmapCreate(&conshdlrdata->slackhash, SCIPblkmem(scip), SCIPgetNVars(scip)) );
5305 /* If we generate logicor constraints, but the separation frequency is not 1, output warning */
5316 SCIPwarningMessage(scip, "For better performance set parameter 'constraints/logicor/sepafreq' to 1 if 'constraints/included/genlogicor' is true.\n");
5336 /* Presolving might replace a slack variable by an active variable. Thus, the objective of a slack variables might
5351 SCIP_CALL( addAltLPConstraint(scip, conshdlr, consdata->lincons, consdata->slackvar, 1.0, &consdata->colindex) );
5352 SCIPdebugMsg(scip, "Added column for <%s> to alternative LP with column index %d.\n", SCIPconsGetName(conss[c]),consdata->colindex);
5376 SCIP_CALL( SCIPcreateNlRow(scip, &nlrow, SCIPconsGetName(conss[c]), 0.0, 0, NULL, NULL, quadexpr, 0.0, 0.0, SCIP_EXPRCURV_UNKNOWN) );
5404 /* get transformed constraint - since it is needed only here, we do not store the information */
5409 /* @todo check when exactly the transformed constraint does not exist - SCIPisActive() does not suffice */
5425 /* if no stored linear constraints are available, possibly collect other linear constraints; we only use linear
5426 * constraints, since most other constraints involve integral variables, and in this context we will likely
5455 SCIPdebugMsg(scip, "Added column for linear constraint <%s> to alternative LP with column index %d.\n", SCIPconsGetName(cons), colindex);
5460 SCIPdebugMsg(scip, "Added %d additional columns from linear constraints to alternative LP.\n", cnt);
5518 /* if presolving detected infeasibility it might be that the binary variables are not active */
5543 /* if all variables have integral objective and only indicator variables have nonzero objective */
5555 SCIP_CALL( SCIPcatchEvent(scip, SCIP_EVENTTYPE_BESTSOLFOUND, conshdlrdata->eventhdlrrestart, (SCIP_EVENTDATA*) conshdlrdata, NULL) );
5566 /** solving process deinitialization method of constraint handler (called before branch and bound process data is freed) */
5641 {
5670 if ( SCIPgetStage(scip) >= SCIP_STAGE_TRANSFORMING && SCIPgetStage(scip) <= SCIP_STAGE_EXITSOLVE )
5675 SCIP_CALL( SCIPdropVarEvent(scip, (*consdata)->binvar, SCIP_EVENTTYPE_BOUNDCHANGED, conshdlrdata->eventhdlrbound,
5677 SCIP_CALL( SCIPdropVarEvent(scip, (*consdata)->slackvar, SCIP_EVENTTYPE_BOUNDCHANGED, conshdlrdata->eventhdlrbound,
5683 SCIP_CALL( SCIPdropVarEvent(scip, (*consdata)->binvar, SCIP_EVENTTYPE_GBDCHANGED, conshdlrdata->eventhdlrrestart,
5689 /* Can there be cases where lincons is NULL, e.g., if presolve found the problem infeasible? */
5705 {
5723 SCIPdebugMsg(scip, "Transforming indicator constraint: <%s>.\n", SCIPconsGetName(sourcecons) );
5734 SCIPerrorMessage("The indicator constraint <%s> needs a slack variable.\n", SCIPconsGetName(sourcecons));
5741 SCIPerrorMessage("The indicator constraint <%s> needs a linear constraint variable.\n", SCIPconsGetName(sourcecons));
5749 /* Note that the constraint has activeone = TRUE, since the binary variable has been negated already if needed. */
5750 SCIP_CALL( consdataCreate(scip, conshdlr, conshdlrdata, SCIPconsGetName(sourcecons), &consdata, conshdlrdata->eventhdlrbound,
5751 conshdlrdata->eventhdlrrestart, sourcedata->binvar, TRUE, sourcedata->lessthanineq, sourcedata->slackvar, sourcedata->lincons, sourcedata->linconsactive) );