Scippy

SCIP

Solving Constraint Integer Programs

nlpi_ipopt.cpp
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file nlpi_ipopt.cpp
26  * @ingroup DEFPLUGINS_NLPI
27  * @brief Ipopt NLP interface
28  * @author Stefan Vigerske
29  * @author Benjamin Müller
30  *
31  * @todo if too few degrees of freedom, solve a slack-minimization problem instead?
32  * @todo automatically switch to Hessian approximation if Hessian is dense or slow? (only do so if opttol/solvertol is large?)
33  *
34  * This file can only be compiled if Ipopt is available.
35  * Otherwise, to resolve public functions, use nlpi_ipopt_dummy.c.
36  * Since the dummy code is C instead of C++, it has been moved into a separate file.
37  */
38 
39 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
40 
41 #include "scip/nlpi_ipopt.h"
42 
43 #include "scip/nlpioracle.h"
44 #include "scip/exprinterpret.h"
45 #include "scip/scip_nlpi.h"
46 #include "scip/scip_randnumgen.h"
47 #include "scip/scip_mem.h"
48 #include "scip/scip_message.h"
49 #include "scip/scip_general.h"
50 #include "scip/scip_numerics.h"
51 #include "scip/scip_param.h"
52 #include "scip/scip_solve.h"
53 #include "scip/scip_copy.h"
54 #include "scip/pub_misc.h"
55 #include "scip/pub_paramset.h"
56 
57 #include <new> /* for std::bad_alloc */
58 #include <sstream>
59 #include <cstring>
60 
61 /* turn off some lint warnings for file */
62 /*lint --e{1540,750,3701}*/
63 
64 #include "IpoptConfig.h"
65 
66 #if defined(__GNUC__) && IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
67 #pragma GCC diagnostic ignored "-Wshadow"
68 #endif
69 #include "IpIpoptApplication.hpp"
70 #include "IpIpoptCalculatedQuantities.hpp"
71 #include "IpSolveStatistics.hpp"
72 #include "IpJournalist.hpp"
73 #include "IpIpoptData.hpp"
74 #include "IpTNLPAdapter.hpp"
75 #include "IpOrigIpoptNLP.hpp"
76 #include "IpLapack.hpp"
77 #if defined(__GNUC__) && IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
78 #pragma GCC diagnostic warning "-Wshadow"
79 #endif
80 
81 #if IPOPT_VERSION_MAJOR < 3 || (IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 12)
82 #error "The Ipopt interface requires at least 3.12.0"
83 #endif
84 
85 /* MUMPS that can be used by Ipopt is not threadsafe
86  * If we want SCIP to be threadsafe (SCIP_THREADSAFE), have std::mutex (C++11 or higher), and use Ipopt before 3.14,
87  * then we protect the call to Ipopt by a mutex if MUMPS is used as linear solver.
88  * Thus, we allow only one Ipopt run at a time.
89  * Ipopt 3.14 has this build-in to its MUMPS interface, so we won't have to take care of this.
90  */
91 #if defined(SCIP_THREADSAFE) && __cplusplus >= 201103L && IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
92 #define PROTECT_SOLVE_BY_MUTEX
93 #include <mutex>
94 static std::mutex solve_mutex; /*lint !e1756*/
95 #endif
96 
97 using namespace Ipopt;
98 
99 #define NLPI_NAME "ipopt" /**< short concise name of solver */
100 #define NLPI_DESC "Ipopt interface" /**< description of solver */
101 #define NLPI_PRIORITY 1000 /**< priority */
102 
103 #define MAXPERTURB 0.01 /**< maximal perturbation of bounds in starting point heuristic */
104 #define FEASTOLFACTOR 0.9 /**< factor for user-given feasibility tolerance to get feasibility tolerance that is actually passed to Ipopt */
105 
106 #define DEFAULT_RANDSEED 71 /**< initial random seed */
107 
108 // enable this to collect statistics on number of iterations and problem characteristics in csv-form in log
109 // note that this overwrites given iterlimit
110 // see https://git.zib.de/integer/scip/-/snippets/1213 for some script that evaluates the collected data
111 // #define COLLECT_SOLVESTATS
112 
113 /* Convergence check (see ScipNLP::intermediate_callback)
114  *
115  * If the fastfail option is set to aggressive, then we stop Ipopt if the reduction in
116  * primal infeasibility is not sufficient for a consecutive number of iterations.
117  * With the parameters as given below, we require Ipopt to
118  * - not increase the primal infeasibility after 5 iterations
119  * - reduce the primal infeasibility by at least 50% within 10 iterations
120  * - reduce the primal infeasibility by at least 90% within 30 iterations
121  * The targets are updated once they are reached and the limit on allowed iterations to reach the new target is reset.
122  *
123  * In certain situations, it is allowed to exceed an iteration limit:
124  * - If we are in the first 10 (convcheck_startiter) iterations.
125  * - If we are within 10 (convcheck_startiter) iterations after the restoration phase ended.
126  * The reason for this is that during feasibility restoration phase Ipopt aims completely on
127  * reducing constraint violation, completely forgetting the objective function.
128  * When returning from feasibility restoration and considering the original objective again,
129  * it is unlikely that Ipopt will continue to decrease primal infeasibility, since it may now target on
130  * more on optimality again. Thus, we do not check convergence for a number of iterations.
131  * - If the target on dual infeasibility reduction has been achieved, we are below twice the iteration limit, and
132  * we are not in restoration mode.
133  * The reason for this is that if Ipopt makes good progress towards optimality,
134  * we want to allow some more iterations where primal infeasibility is not reduced.
135  * However, in restoration mode, dual infeasibility does not correspond to the original problem and
136  * the complete aim is to restore primal infeasibility.
137  */
138 static const int convcheck_nchecks = 3; /**< number of convergence checks */
139 static const int convcheck_startiter = 10; /**< iteration where to start convergence checking */
140 static const int convcheck_maxiter[convcheck_nchecks] = { 5, 15, 30 }; /**< maximal number of iterations to achieve each convergence check */
141 static const SCIP_Real convcheck_minred[convcheck_nchecks] = { 1.0, 0.5, 0.1 }; /**< minimal required infeasibility reduction in each convergence check */
142 
143 /// integer parameters of Ipopt to make available via SCIP parameters
144 static const char* ipopt_int_params[] =
145  { "print_level" }; // print_level must be first
146 
147 /// string parameters of Ipopt to make available via SCIP parameters
148 static const char* ipopt_string_params[] =
149  { "linear_solver",
150  "hsllib",
151  "pardisolib",
152  "linear_system_scaling",
153  "nlp_scaling_method",
154  "mu_strategy",
155  "hessian_approximation"
156  };
157 
158 class ScipNLP;
159 
160 struct SCIP_NlpiData
161 {
162 public:
163  char* optfile; /**< Ipopt options file to read */
164  int print_level; /**< print_level set via nlpi/ipopt/print_level option */
165  SCIP_Real warm_start_push; /**< value to use for Ipopt's warm_start_bound_push/frac options */
166 
167  /** constructor */
168  explicit SCIP_NlpiData()
169  : optfile(NULL), print_level(-1), warm_start_push(1e-9)
170  { }
171 };
172 
173 struct SCIP_NlpiProblem
174 {
175 public:
176  SCIP_NLPIORACLE* oracle; /**< Oracle-helper to store and evaluate NLP */
177  SCIP_RANDNUMGEN* randnumgen; /**< random number generator */
178 
179  SmartPtr<IpoptApplication> ipopt; /**< Ipopt application */
180  SmartPtr<ScipNLP> nlp; /**< NLP in Ipopt form */
181 
182  bool firstrun; /**< whether the next NLP solve will be the first one */
183  bool samestructure;/**< whether the NLP solved next will still have the same (Ipopt-internal) structure (same number of variables, constraints, bounds, and nonzero pattern) */
184 
185  SCIP_NLPSOLSTAT solstat; /**< status of current solution (if any) */
186  SCIP_NLPTERMSTAT termstat; /**< termination status of last solve (if any) */
187  bool solprimalvalid;/**< whether primal solution values are available (solprimals has meaningful values) */
188  bool solprimalgiven;/**< whether primal solution values were set by caller */
189  bool soldualvalid; /**< whether dual solution values are available (soldual* have meaningful values) */
190  bool soldualgiven; /**< whether dual solution values were set by caller */
191  SCIP_Real* solprimals; /**< primal solution values, if available */
192  SCIP_Real* soldualcons; /**< dual solution values of constraints, if available */
193  SCIP_Real* soldualvarlb; /**< dual solution values of variable lower bounds, if available */
194  SCIP_Real* soldualvarub; /**< dual solution values of variable upper bounds, if available */
195  SCIP_Real solobjval; /**< objective function value in solution from last run */
196  SCIP_Real solconsviol; /**< constraint violation of primal solution, if available */
197  SCIP_Real solboundviol; /**< variable bound violation of primal solution, if available */
198  int lastniter; /**< number of iterations in last run */
199  SCIP_Real lasttime; /**< time spend in last run */
200 
201  /** constructor */
203  : oracle(NULL), randnumgen(NULL),
204  firstrun(true), samestructure(true),
206  solprimalvalid(false), solprimalgiven(false), soldualvalid(false), soldualgiven(false),
207  solprimals(NULL), soldualcons(NULL), soldualvarlb(NULL), soldualvarub(NULL),
208  solobjval(SCIP_INVALID), solconsviol(SCIP_INVALID), solboundviol(SCIP_INVALID),
209  lastniter(-1), lasttime(-1.0)
210  { }
211 };
212 
213 /** TNLP implementation for SCIPs NLP */
214 class ScipNLP : public TNLP
215 {
216 private:
217  SCIP_NLPIPROBLEM* nlpiproblem; /**< NLPI problem data */
218  SCIP* scip; /**< SCIP data structure */
219  SCIP_NLPPARAM param; /**< NLP solve parameters */
220 
221  SCIP_Real conv_prtarget[convcheck_nchecks]; /**< target primal infeasibility for each convergence check */
222  SCIP_Real conv_dutarget[convcheck_nchecks]; /**< target dual infeasibility for each convergence check */
223  int conv_iterlim[convcheck_nchecks]; /**< iteration number where target primal infeasibility should to be achieved */
224  int conv_lastrestoiter; /**< last iteration number in restoration mode, or -1 if none */
225 
226  unsigned int current_x; /**< unique number that identifies current iterate (x): incremented when Ipopt calls with new_x=true */
227  unsigned int last_f_eval_x; /**< the number of the iterate for which the objective was last evaluated (eval_f) */
228  unsigned int last_g_eval_x; /**< the number of the iterate for which the constraints were last evaluated (eval_g) */
229 
230 public:
231  bool approxhessian; /**< do we tell Ipopt to approximate the hessian? (may also be false if user set to approx. hessian via option file) */
232 
233  // cppcheck-suppress uninitMemberVar
234  /** constructor */
235  ScipNLP(
236  SCIP_NLPIPROBLEM* nlpiproblem_ = NULL,/**< NLPI problem data */
237  SCIP* scip_ = NULL /**< SCIP data structure */
238  )
239  : nlpiproblem(nlpiproblem_), scip(scip_),
240  conv_lastrestoiter(-1),
241  current_x(1), last_f_eval_x(0), last_g_eval_x(0),
242  approxhessian(false)
243  {
244  assert(scip != NULL);
245  }
246 
247  /** destructor */
248  ~ScipNLP()
249  { /*lint --e{1540}*/
250  }
251 
252  /** initialize for new solve */
253  void initializeSolve(
254  SCIP_NLPIPROBLEM* nlpiproblem_, /**< NLPI problem */
255  const SCIP_NLPPARAM& nlpparam /**< NLP solve parameters */
256  )
257  {
258  assert(nlpiproblem_ != NULL);
259  nlpiproblem = nlpiproblem_;
260  param = nlpparam;
261 
262  // since we are about to start a new solve, use this opportunity to reset the counts on x
263  current_x = 1;
264  last_f_eval_x = 0;
265  last_g_eval_x = 0;
266  }
267 
268  /** Method to return some info about the nlp */
269  bool get_nlp_info(
270  Index& n, /**< place to store number of variables */
271  Index& m, /**< place to store number of constraints */
272  Index& nnz_jac_g, /**< place to store number of nonzeros in jacobian */
273  Index& nnz_h_lag, /**< place to store number of nonzeros in hessian */
274  IndexStyleEnum& index_style /**< place to store used index style (0-based or 1-based) */
275  );
276 
277  /** Method to return the bounds for my problem */
278  bool get_bounds_info(
279  Index n, /**< number of variables */
280  Number* x_l, /**< buffer to store lower bounds on variables */
281  Number* x_u, /**< buffer to store upper bounds on variables */
282  Index m, /**< number of constraints */
283  Number* g_l, /**< buffer to store lower bounds on constraints */
284  Number* g_u /**< buffer to store lower bounds on constraints */
285  );
286 
287  /** Method to return the starting point for the algorithm */
288  bool get_starting_point(
289  Index n, /**< number of variables */
290  bool init_x, /**< whether initial values for primal values are requested */
291  Number* x, /**< buffer to store initial primal values */
292  bool init_z, /**< whether initial values for dual values of variable bounds are requested */
293  Number* z_L, /**< buffer to store dual values for variable lower bounds */
294  Number* z_U, /**< buffer to store dual values for variable upper bounds */
295  Index m, /**< number of constraints */
296  bool init_lambda, /**< whether initial values for dual values of constraints are required */
297  Number* lambda /**< buffer to store dual values of constraints */
298  );
299 
300  /** Method to return the number of nonlinear variables. */
301  Index get_number_of_nonlinear_variables();
302 
303  /** Method to return the indices of the nonlinear variables */
304  bool get_list_of_nonlinear_variables(
305  Index num_nonlin_vars, /**< number of nonlinear variables */
306  Index* pos_nonlin_vars /**< array to fill with indices of nonlinear variables */
307  );
308 
309  /** Method to return metadata about variables and constraints */
310  bool get_var_con_metadata(
311  Index n, /**< number of variables */
312  StringMetaDataMapType& var_string_md, /**< variable meta data of string type */
313  IntegerMetaDataMapType& var_integer_md,/**< variable meta data of integer type */
314  NumericMetaDataMapType& var_numeric_md,/**< variable meta data of numeric type */
315  Index m, /**< number of constraints */
316  StringMetaDataMapType& con_string_md, /**< constraint meta data of string type */
317  IntegerMetaDataMapType& con_integer_md,/**< constraint meta data of integer type */
318  NumericMetaDataMapType& con_numeric_md /**< constraint meta data of numeric type */
319  );
320 
321  /** Method to return the objective value */
322  bool eval_f(
323  Index n, /**< number of variables */
324  const Number* x, /**< point to evaluate */
325  bool new_x, /**< whether some function evaluation method has been called for this point before */
326  Number& obj_value /**< place to store objective function value */
327  );
328 
329  /** Method to return the gradient of the objective */
330  bool eval_grad_f(
331  Index n, /**< number of variables */
332  const Number* x, /**< point to evaluate */
333  bool new_x, /**< whether some function evaluation method has been called for this point before */
334  Number* grad_f /**< buffer to store objective gradient */
335  );
336 
337  /** Method to return the constraint residuals */
338  bool eval_g(
339  Index n, /**< number of variables */
340  const Number* x, /**< point to evaluate */
341  bool new_x, /**< whether some function evaluation method has been called for this point before */
342  Index m, /**< number of constraints */
343  Number* g /**< buffer to store constraint function values */
344  );
345 
346  /** Method to return:
347  * 1) The structure of the jacobian (if "values" is NULL)
348  * 2) The values of the jacobian (if "values" is not NULL)
349  */
350  bool eval_jac_g(
351  Index n, /**< number of variables */
352  const Number* x, /**< point to evaluate */
353  bool new_x, /**< whether some function evaluation method has been called for this point before */
354  Index m, /**< number of constraints */
355  Index nele_jac, /**< number of nonzero entries in jacobian */
356  Index* iRow, /**< buffer to store row indices of nonzero jacobian entries, or NULL if values
357  * are requested */
358  Index* jCol, /**< buffer to store column indices of nonzero jacobian entries, or NULL if values
359  * are requested */
360  Number* values /**< buffer to store values of nonzero jacobian entries, or NULL if structure is
361  * requested */
362  );
363 
364  /** Method to return:
365  * 1) The structure of the hessian of the lagrangian (if "values" is NULL)
366  * 2) The values of the hessian of the lagrangian (if "values" is not NULL)
367  */
368  bool eval_h(
369  Index n, /**< number of variables */
370  const Number* x, /**< point to evaluate */
371  bool new_x, /**< whether some function evaluation method has been called for this point before */
372  Number obj_factor, /**< weight for objective function */
373  Index m, /**< number of constraints */
374  const Number* lambda, /**< weights for constraint functions */
375  bool new_lambda, /**< whether the hessian has been evaluated for these values of lambda before */
376  Index nele_hess, /**< number of nonzero entries in hessian */
377  Index* iRow, /**< buffer to store row indices of nonzero hessian entries, or NULL if values
378  * are requested */
379  Index* jCol, /**< buffer to store column indices of nonzero hessian entries, or NULL if values
380  * are requested */
381  Number* values /**< buffer to store values of nonzero hessian entries, or NULL if structure is requested */
382  );
383 
384  /** Method called by the solver at each iteration.
385  *
386  * Checks whether Ctrl-C was hit.
387  */
388  bool intermediate_callback(
389  AlgorithmMode mode, /**< current mode of algorithm */
390  Index iter, /**< current iteration number */
391  Number obj_value, /**< current objective value */
392  Number inf_pr, /**< current primal infeasibility */
393  Number inf_du, /**< current dual infeasibility */
394  Number mu, /**< current barrier parameter */
395  Number d_norm, /**< current gradient norm */
396  Number regularization_size,/**< current size of regularization */
397  Number alpha_du, /**< current dual alpha */
398  Number alpha_pr, /**< current primal alpha */
399  Index ls_trials, /**< current number of linesearch trials */
400  const IpoptData* ip_data, /**< pointer to Ipopt Data */
401  IpoptCalculatedQuantities* ip_cq /**< pointer to current calculated quantities */
402  );
403 
404  /** This method is called when the algorithm is complete so the TNLP can store/write the solution. */
405  void finalize_solution(
406  SolverReturn status, /**< solve and solution status */
407  Index n, /**< number of variables */
408  const Number* x, /**< primal solution values */
409  const Number* z_L, /**< dual values of variable lower bounds */
410  const Number* z_U, /**< dual values of variable upper bounds */
411  Index m, /**< number of constraints */
412  const Number* g, /**< values of constraints */
413  const Number* lambda, /**< dual values of constraints */
414  Number obj_value, /**< objective function value */
415  const IpoptData* data, /**< pointer to Ipopt Data */
416  IpoptCalculatedQuantities* cq /**< pointer to calculated quantities */
417  );
418 };
419 
420 /** A particular Ipopt::Journal implementation that uses the SCIP message routines for output. */
421 class ScipJournal : public Ipopt::Journal {
422 private:
423  SCIP* scip; /**< SCIP data structure */
424 
425 public:
426  ScipJournal(
427  const char* name, /**< name of journal */
428  Ipopt::EJournalLevel default_level, /**< default verbosity level */
429  SCIP* scip_ /**< SCIP data structure */
430  )
431  : Ipopt::Journal(name, default_level),
432  scip(scip_)
433  { }
434 
435  ~ScipJournal() { }
436 
437 protected:
438  /*lint -e{715}*/
439  void PrintImpl(
440  Ipopt::EJournalCategory category, /**< category of message */
441  Ipopt::EJournalLevel level, /**< verbosity level of message */
442  const char* str /**< message to print */
443  )
444  { /*lint --e{715} */
445  if( level == J_ERROR )
446  {
447  SCIPerrorMessage("%s", str);
448  }
449  else
450  {
451  SCIPinfoMessage(scip, NULL, "%s", str);
452  }
453  }
454 
455  /*lint -e{715}*/
456  void PrintfImpl(
457  Ipopt::EJournalCategory category, /**< category of message */
458  Ipopt::EJournalLevel level, /**< verbosity level of message */
459  const char* pformat, /**< message printing format */
460  va_list ap /**< arguments of message */
461  )
462  { /*lint --e{715} */
463  if( level == J_ERROR )
464  {
465  SCIPmessagePrintErrorHeader(__FILE__, __LINE__);
466  SCIPmessageVPrintError(pformat, ap);
467  }
468  else
469  {
470  SCIPmessageVPrintInfo(SCIPgetMessagehdlr(scip), pformat, ap);
471  }
472  }
473 
474  void FlushBufferImpl() { }
475 };
476 
477 /** sets status codes to mark that last NLP solve is no longer valid (usually because the NLP changed) */
478 static
480  SCIP_NLPIPROBLEM* problem /**< data structure of problem */
481  )
482 {
483  problem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
484  problem->termstat = SCIP_NLPTERMSTAT_OTHER;
485  problem->solobjval = SCIP_INVALID;
486  problem->solconsviol = SCIP_INVALID;
487  problem->solboundviol = SCIP_INVALID;
488  problem->lastniter = -1;
489  problem->lasttime = -1.0;
490 }
491 
492 /** sets solution values to be invalid and calls invalidateSolved() */
493 static
495  SCIP_NLPIPROBLEM* problem /**< data structure of problem */
496  )
497 {
498  assert(problem != NULL);
499 
500  problem->solprimalvalid = false;
501  problem->solprimalgiven = false;
502  problem->soldualvalid = false;
503  problem->soldualgiven = false;
504 
505  invalidateSolved(problem);
506 }
507 
508 /** makes sure a starting point (initial guess) is available */
509 static
511  SCIP* scip, /**< SCIP data structure */
512  SCIP_NLPIPROBLEM* problem, /**< data structure of problem */
513  SCIP_Bool& warmstart /**< whether a warmstart has been requested */
514  )
515 {
516  SCIP_Real lb, ub;
517  int n;
518 
519  assert(problem != NULL);
520 
521  // disable warmstart if no primal or dual solution values are available
522  if( warmstart && (!problem->solprimalvalid || !problem->soldualvalid ))
523  {
524  SCIPdebugMsg(scip, "Disable warmstart as no primal or dual solution available.\n");
525  warmstart = false;
526  }
527 
528  // continue below with making up a random primal starting point if
529  // the user did not set a starting point and warmstart is disabled (so the last solution shouldn't be used)
530  // (if warmstart, then due to the checks above we must now have valid primal and dual solution values)
531  if( problem->solprimalgiven || warmstart )
532  {
533  // so we must have a primal solution to start from
534  // if warmstart, then we also need to have a dual solution to start from
535  // if warmstart and primal solution is given by user, then also dual solution should have been given by user
536  assert(problem->solprimalvalid);
537  assert(problem->solprimals != NULL);
538  assert(!warmstart || !problem->solprimalgiven || problem->soldualgiven);
539  assert(!warmstart || problem->soldualcons != NULL);
540  assert(!warmstart || problem->soldualvarlb != NULL);
541  assert(!warmstart || problem->soldualvarub != NULL);
542  SCIPdebugMsg(scip, "Starting solution for %sstart available from %s.\n",
543  warmstart ? "warm" : "cold",
544  problem->solprimalgiven ? "user" : "previous solve");
545  return SCIP_OKAY;
546  }
547 
548  SCIPdebugMsg(scip, "Starting solution for coldstart not available. Making up something by projecting 0 onto variable bounds and adding a random perturbation.\n");
549 
550  n = SCIPnlpiOracleGetNVars(problem->oracle);
551 
552  if( problem->randnumgen == NULL )
553  {
555  }
556 
557  if( problem->solprimals == NULL )
558  {
559  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &problem->solprimals, n) );
560  }
561 
562  for( int i = 0; i < n; ++i )
563  {
564  lb = SCIPnlpiOracleGetVarLbs(problem->oracle)[i];
565  ub = SCIPnlpiOracleGetVarUbs(problem->oracle)[i];
566  if( lb > 0.0 )
567  problem->solprimals[i] = SCIPrandomGetReal(problem->randnumgen, lb, lb + MAXPERTURB*MIN(1.0, ub-lb));
568  else if( ub < 0.0 )
569  problem->solprimals[i] = SCIPrandomGetReal(problem->randnumgen, ub - MAXPERTURB*MIN(1.0, ub-lb), ub);
570  else
571  problem->solprimals[i] = SCIPrandomGetReal(problem->randnumgen, MAX(lb, -MAXPERTURB*MIN(1.0, ub-lb)), MIN(ub, MAXPERTURB*MIN(1.0, ub-lb)));
572  }
573  problem->solprimalvalid = true;
574 
575  return SCIP_OKAY;
576 }
577 
578 /// pass NLP solve parameters to Ipopt
579 static
581  SCIP* scip, /**< SCIP data structure */
582  SCIP_NLPIDATA* nlpidata, /**< NLPI data */
583  SCIP_NLPIPROBLEM* nlpiproblem, /**< NLP */
584  const SCIP_NLPPARAM param /**< solve parameters */
585  )
586 {
587  assert(scip != NULL);
588  assert(nlpiproblem != NULL);
589 
590  if( nlpidata->print_level < 0 ) // if nlpi/ipopt/print_level param has not been set
591  {
592  switch( param.verblevel )
593  {
594  case 0:
595  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("print_level", J_ERROR);
596  break;
597  case 1:
598  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("print_level", J_SUMMARY);
599  break;
600  case 2:
601  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("print_level", J_ITERSUMMARY);
602  break;
603  case 3:
604  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("print_level", J_DETAILED);
605  break;
606  default:
607  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("print_level", MIN(J_ITERSUMMARY + (param.verblevel-1), J_ALL));
608  break;
609  }
610  }
611 
612 #ifdef SCIP_DISABLED_CODE
613  if( param.iterlimit < 0 )
614  {
615  if( nlpidata->autoiterlim > 0 )
616  {
617  param.iterlimit = nlpidata->autoiterlim;
618  }
619  else
620  {
621  int nvars = 0; // number of variables, including slacks
622  int nnlvars = 0; // number of nonlinear variables
623  int nvarbnd = 0; // number of finite lower and upper bounds, including slacks
624  int nlincons = 0; // number of linear constraints
625  int nnlcons = 0; // number of nonlinear constraints
626  int jacnnz = 0; // number of nonzeros in Jacobian
627 
628  int n = SCIPnlpiOracleGetNVars(nlpiproblem->oracle);
629  int m = SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle);
630  const SCIP_Real* lbs = SCIPnlpiOracleGetVarLbs(nlpiproblem->oracle);
631  const SCIP_Real* ubs = SCIPnlpiOracleGetVarUbs(nlpiproblem->oracle);
632 
633  for( int i = 0; i < n; ++i )
634  {
635  // skip fixed vars
636  if( SCIPisEQ(scip, lbs[i], ubs[i]) )
637  continue;
638 
639  ++nvars;
640 
641  if( SCIPnlpiOracleIsVarNonlinear(scip, nlpiproblem->oracle, i) )
642  ++nnlvars;
643 
644  // every variable lower bound contributes a ln(x-lb) term in the barrier problem
645  if( !SCIPisInfinity(scip, -lbs[i]) )
646  ++nvarbnd;
647 
648  // every variable upper bound contributes a ln(ub-x) term in the barrier problem
649  if( !SCIPisInfinity(scip, ubs[i]) )
650  ++nvarbnd;
651  }
652 
653  for( int i = 0; i < m; ++i )
654  {
655  if( SCIPnlpiOracleIsConstraintNonlinear(nlpiproblem->oracle, i) )
656  ++nnlcons;
657  else
658  ++nlincons;
659 
660  SCIP_Real lhs = SCIPnlpiOracleGetConstraintLhs(nlpiproblem->oracle, i);
661  SCIP_Real rhs = SCIPnlpiOracleGetConstraintRhs(nlpiproblem->oracle, i);
662 
663  // every inequality contributes a slack variable
664  if( !SCIPisEQ(scip, lhs, rhs) )
665  ++nvars;
666 
667  // every constraint lhs contributes a ln(slack-lhs) term in the barrier problem
668  if( !SCIPisInfinity(scip, -lhs) )
669  ++nvarbnd;
670  // every constraint rhs contributes a ln(rhs-slack) term in the barrier problem
671  if( !SCIPisInfinity(scip, rhs) )
672  ++nvarbnd;
673  }
674 
675  const int* offset;
676  SCIP_CALL( SCIPnlpiOracleGetJacobianSparsity(scip, nlpiproblem->oracle, &offset, NULL) );
677  jacnnz = offset[m];
678 
679  /* fitting data from NLP runs gave the following coefficients (see also !2634):
680  * intercept +40.2756726751
681  * jacnnz -0.0021259769
682  * jacnnz_sqrt +2.0121042012
683  * nlincons -0.0374801925
684  * nlincons_sqrt +2.9562232443
685  * nnlcons -0.0133039200
686  * nnlcons_sqrt -0.0412118434
687  * nnlvars -0.0702890379
688  * nnlvars_sqrt +7.0920920430
689  * nvarbnd +0.0183592749
690  * nvarbnd_sqrt -4.7218258847
691  * nvars +0.0112944627
692  * nvars_sqrt -0.8365873360
693  */
694  param.iterlimit = SCIPfloor(scip, 40.2756726751
695  -0.0021259769 * jacnnz +2.0121042012 * sqrt(jacnnz)
696  -0.0374801925 * nlincons +2.9562232443 * sqrt(nlincons)
697  -0.0133039200 * nnlcons -0.0412118434 * sqrt(nnlcons)
698  -0.0702890379 * nnlvars +7.0920920430 * sqrt(nnlvars)
699  +0.0183592749 * nvarbnd -4.7218258847 * sqrt(nvarbnd)
700  +0.0112944627 * nvars -0.8365873360 * sqrt(nvars));
701  SCIPdebugMsg(scip, "Iteration limit guess: %d\n", param.iterlimit);
702  /* but with all the negative coefficients, let's also ensure some minimal number of iterations */
703  if( param.iterlimit < 50 )
704  param.iterlimit = 50;
705  }
706  if( nlpidata->print_level >= J_SUMMARY || param.verblevel > 0 )
707  SCIPinfoMessage(scip, NULL, "Chosen iteration limit to be %d\n", param.iterlimit);
708  }
709 #endif
710  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("max_iter", param.iterlimit);
711 
712  (void) nlpiproblem->ipopt->Options()->SetNumericValue("constr_viol_tol", FEASTOLFACTOR * param.feastol);
713  (void) nlpiproblem->ipopt->Options()->SetNumericValue("acceptable_constr_viol_tol", FEASTOLFACTOR * param.feastol);
714 
715  /* set optimality tolerance parameters in Ipopt
716  *
717  * Sets dual_inf_tol and compl_inf_tol to opttol and tol to solvertol.
718  * We leave acceptable_dual_inf_tol and acceptable_compl_inf_tol untouched for now, which means that if Ipopt has convergence problems, then
719  * it can stop with a solution that is still feasible, but essentially without a proof of local optimality.
720  * Note, that in this case we report only feasibility and not optimality of the solution (see ScipNLP::finalize_solution).
721  */
722  (void) nlpiproblem->ipopt->Options()->SetNumericValue("dual_inf_tol", param.opttol);
723  (void) nlpiproblem->ipopt->Options()->SetNumericValue("compl_inf_tol", param.opttol);
724  if( param.solvertol > 0.0 )
725  (void) nlpiproblem->ipopt->Options()->SetNumericValue("tol", param.solvertol);
726  else
727 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR > 14 || (IPOPT_VERSION_MINOR == 14 && IPOPT_VERSION_RELEASE >= 2)
728  (void) nlpiproblem->ipopt->Options()->UnsetValue("tol");
729 #else
730  (void) nlpiproblem->ipopt->Options()->SetNumericValue("tol", 1e-8); // 1e-8 is the default
731 #endif
732 
733  /* Ipopt doesn't like a setting of exactly 0 for the max_*_time, so increase as little as possible in that case */
734 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR >= 14
735  (void) nlpiproblem->ipopt->Options()->SetNumericValue("max_wall_time", MAX(param.timelimit, DBL_MIN));
736 #else
737  (void) nlpiproblem->ipopt->Options()->SetNumericValue("max_cpu_time", MAX(param.timelimit, DBL_MIN));
738 #endif
739 
740  // disable acceptable-point heuristic iff fastfail is completely off
741  // by default (fastfail=conservative), it seems useful to have Ipopt stop when it obviously doesn't make progress (like one of the NLPs in the bendersqp ctest)
742  if( param.fastfail == SCIP_NLPPARAM_FASTFAIL_OFF )
743  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("acceptable_iter", 0);
744  else
745 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR > 14 || (IPOPT_VERSION_MINOR == 14 && IPOPT_VERSION_RELEASE >= 2)
746  (void) nlpiproblem->ipopt->Options()->UnsetValue("acceptable_iter");
747 #else
748  (void) nlpiproblem->ipopt->Options()->SetIntegerValue("acceptable_iter", 15); // 15 is the default
749 #endif
750 
751  (void) nlpiproblem->ipopt->Options()->SetStringValue("expect_infeasible_problem", param.expectinfeas ? "yes" : "no");
752 
753  if( !nlpiproblem->ipopt->Options()->SetStringValue("warm_start_init_point", param.warmstart ? "yes" : "no") && !param.warmstart )
754  {
755  // if we cannot disable warmstarts in Ipopt, then we have a big problem
756  SCIPerrorMessage("Failed to set Ipopt warm_start_init_point option to no.");
757  return SCIP_ERROR;
758  }
759 
760  return SCIP_OKAY;
761 }
762 
763 #ifdef COLLECT_SOLVESTATS
764 /// writes out some solve status, number of iterations, time, and problem properties
765 static
766 void collectStatistic(
767  SCIP* scip,
768  ApplicationReturnStatus status,
769  SCIP_NLPIPROBLEM* problem,
770  SmartPtr<SolveStatistics> stats
771  )
772 {
773  int nvars = 0; // number of variables, including slacks
774  int nslacks = 0; // number of slack variables
775  int nnlvars = 0; // number of nonlinear variables
776  int nvarlb = 0; // number of finite lower bounds, including slacks
777  int nvarub = 0; // number of finite upper bounds, including slacks
778  int nlincons = 0; // number of linear constraints
779  int nnlcons = 0; // number of nonlinear constraints
780  int objnl = 0; // number of nonlinear objectives
781  int jacnnz = 0; // number of nonzeros in Jacobian
782  int hesnnz = 0; // number of nonzeros in Hessian of Lagrangian
783  int linsys11nz = 0; // number of nonzeros in linear system (11) solved by Ipopt
784  int linsys13nz = 0; // number of nonzeros in linear system (13) solved by Ipopt
785 
786  int n = SCIPnlpiOracleGetNVars(problem->oracle);
787  int m = SCIPnlpiOracleGetNConstraints(problem->oracle);
788 
789  for( int i = 0; i < n; ++i )
790  {
791  SCIP_Real lb, ub;
792 
793  lb = SCIPnlpiOracleGetVarLbs(problem->oracle)[i];
794  ub = SCIPnlpiOracleGetVarUbs(problem->oracle)[i];
795 
796  // skip fixed vars
797  if( SCIPisEQ(scip, lb, ub) )
798  continue;
799 
800  ++nvars;
801 
802  if( SCIPnlpiOracleIsVarNonlinear(scip, problem->oracle, i) )
803  ++nnlvars;
804 
805  // every variable lower bound contributes a ln(x-lb) term in the barrier problem
806  if( !SCIPisInfinity(scip, -lb) )
807  ++nvarlb;
808 
809  // every variable upper bound contributes a ln(ub-x) term in the barrier problem
810  if( !SCIPisInfinity(scip, ub) )
811  ++nvarub;
812  }
813 
814  for( int i = 0; i < m; ++i )
815  {
816  SCIP_Real lhs, rhs;
817 
819  ++nnlcons;
820  else
821  ++nlincons;
822 
823  lhs = SCIPnlpiOracleGetConstraintLhs(problem->oracle, i);
824  rhs = SCIPnlpiOracleGetConstraintRhs(problem->oracle, i);
825 
826  // every inequality contributes a slack variable
827  if( !SCIPisEQ(scip, lhs, rhs) )
828  {
829  ++nvars;
830  ++nslacks;
831  }
832 
833  // every constraint lhs contributes a ln(slack-lhs) term in the barrier problem
834  if( !SCIPisInfinity(scip, -lhs) )
835  ++nvarlb;
836  // every constraint rhs contributes a ln(rhs-slack) term in the barrier problem
837  if( !SCIPisInfinity(scip, rhs) )
838  ++nvarub;
839  }
840 
841  objnl = SCIPnlpiOracleIsConstraintNonlinear(problem->oracle, -1);
842 
843  const int* offset;
844  const int* col;
845  SCIP_CALL_ABORT( SCIPnlpiOracleGetJacobianSparsity(scip, problem->oracle, &offset, NULL) );
846  jacnnz = offset[m];
847 
848  SCIP_CALL_ABORT( SCIPnlpiOracleGetHessianLagSparsity(scip, problem->oracle, &offset, &col) );
849  hesnnz = offset[n];
850 
851  // number of nonzeros of matrix in linear system of barrier problem ((11) in Ipopt paper):
852  // off-diagonal elements of Hessian of Lagrangian (W_k without diagonal)
853  // + number of variables (diagonal of W_k + Sigma_k)
854  // + 2*(elements in Jacobian + number of slacks) (A_k)
855  for( int i = 0; i < n; ++i )
856  for( int j = offset[i]; j < offset[i+1]; ++j )
857  if( col[j] != i )
858  linsys11nz += 2; // off-diagonal element of Lagrangian, once for each triangle of matrix
859  linsys11nz += nvars; // number of variables
860  linsys11nz += 2 * (jacnnz + nslacks); // because each slack var contributes one entry to the Jacobian
861 
862  // number of nonzeros of matrix in perturbed linear system of barrier problem ((13) in Ipopt paper):
863  // linsys11nz + number of constraints
864  linsys13nz = linsys11nz + m;
865 
866  SCIP_Real linsys11density = (SCIP_Real)linsys11nz / SQR((SCIP_Real)(nvars+m));
867  SCIP_Real linsys13density = (SCIP_Real)linsys13nz / SQR((SCIP_Real)(nvars+m));
868 
869  bool expectinfeas;
870  problem->ipopt->Options()->GetBoolValue("expect_infeasible_problem", expectinfeas, "");
871 
872  static bool firstwrite = true;
873  if( firstwrite )
874  {
875  printf("IPOPTSTAT status,iter,time,nvars,nnlvars,nvarlb,nvarub,nlincons,nnlcons,objnl,jacnnz,hesnnz,linsys11nz,linsys13nz,linsys11density,linsys13density,expectinfeas\n");
876  firstwrite = false;
877  }
878 
879  printf("IPOPTSTAT %d,%d,%g,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%f,%f,%d\n",
880  status, stats->IterationCount(), stats->TotalWallclockTime(),
881  nvars, nnlvars, nvarlb, nvarub, nlincons, nnlcons, objnl, jacnnz, hesnnz, linsys11nz, linsys13nz, linsys11density, linsys13density, expectinfeas);
882 }
883 #endif
884 
885 /** copy method of NLP interface (called when SCIP copies plugins) */
886 static
887 SCIP_DECL_NLPICOPY(nlpiCopyIpopt)
888 {
890 
891  return SCIP_OKAY;
892 }
893 
894 /** destructor of NLP interface to free nlpi data */
895 static
896 SCIP_DECL_NLPIFREE(nlpiFreeIpopt)
897 {
898  assert(nlpidata != NULL);
899 
900  delete *nlpidata;
901  *nlpidata = NULL;
902 
903  return SCIP_OKAY;
904 }
905 
906 /** gets pointer for NLP solver to do dirty stuff */
907 static
908 SCIP_DECL_NLPIGETSOLVERPOINTER(nlpiGetSolverPointerIpopt)
909 {
910  if( problem == NULL )
911  return NULL;
912 
913  return (void*)GetRawPtr(problem->ipopt);
914 }
915 
916 /** creates a problem instance */
917 static
918 SCIP_DECL_NLPICREATEPROBLEM(nlpiCreateProblemIpopt)
919 {
920  SCIP_NLPIDATA* data;
921 
922  assert(nlpi != NULL);
923  assert(problem != NULL);
924 
925  data = SCIPnlpiGetData(nlpi);
926  assert(data != NULL);
927 
928  SCIP_ALLOC( *problem = new SCIP_NLPIPROBLEM ); /*lint !e774*/
929 
930  SCIP_CALL( SCIPnlpiOracleCreate(scip, &(*problem)->oracle) );
931  SCIP_CALL( SCIPnlpiOracleSetProblemName(scip, (*problem)->oracle, name) );
932 
933  try
934  {
935  /* initialize IPOPT without default journal */
936  (*problem)->ipopt = new IpoptApplication(false);
937 
938  /* plugin our journal to get output through SCIP message handler */
939  SmartPtr<Journal> jrnl = new ScipJournal("console", J_ITERSUMMARY, scip);
940  jrnl->SetPrintLevel(J_DBG, J_NONE);
941  if( !(*problem)->ipopt->Jnlst()->AddJournal(jrnl) )
942  {
943  SCIPerrorMessage("Failed to register ScipJournal for IPOPT output.");
944  }
945 
946  /* initialize Ipopt/SCIP NLP interface */
947  (*problem)->nlp = new ScipNLP(*problem, scip);
948  }
949  catch( const std::bad_alloc& )
950  {
951  SCIPerrorMessage("Not enough memory to initialize Ipopt.\n");
952  return SCIP_NOMEMORY;
953  }
954 
955  for( size_t i = 0; i < sizeof(ipopt_string_params) / sizeof(const char*); ++i )
956  {
957  SCIP_PARAM* param;
959  char* paramval;
960 
961  strcpy(paramname, "nlpi/" NLPI_NAME "/");
962  strcat(paramname, ipopt_string_params[i]);
963  param = SCIPgetParam(scip, paramname);
964 
965  // skip parameters that we didn't add to SCIP because they didn't exist in this build of Ipopt
966  if( param == NULL )
967  continue;
968 
969  // if value wasn't left at the default, then pass to Ipopt and forbid overwriting
970  paramval = SCIPparamGetString(param);
971  assert(paramval != NULL);
972  if( *paramval != '\0' )
973  (void) (*problem)->ipopt->Options()->SetStringValue(ipopt_string_params[i], paramval, false);
974  }
975 
976  for( size_t i = 0; i < sizeof(ipopt_int_params) / sizeof(const char*); ++i )
977  {
978  SCIP_PARAM* param;
980  int paramval;
981 
982  strcpy(paramname, "nlpi/" NLPI_NAME "/");
983  strcat(paramname, ipopt_int_params[i]);
984  param = SCIPgetParam(scip, paramname);
985 
986  // skip parameters that we didn't add to SCIP because they didn't exist in this build of Ipopt
987  if( param == NULL )
988  continue;
989 
990  // if value wasn't left at the default, then pass to Ipopt and forbid overwriting
991  paramval = SCIPparamGetInt(param);
992  if( paramval != SCIPparamGetIntDefault(param) )
993  (void) (*problem)->ipopt->Options()->SetIntegerValue(ipopt_int_params[i], paramval, false);
994  }
995 
996 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
997  /* Turn off bound relaxation for older Ipopt, as solutions may be out of bounds by more than constr_viol_tol.
998  * For Ipopt 3.14, bounds are relaxed by at most constr_viol_tol, so can leave bound_relax_factor at its default.
999  */
1000  (void) (*problem)->ipopt->Options()->SetNumericValue("bound_relax_factor", 0.0);
1001 #endif
1002 
1003  /* modify Ipopt's default settings to what we believe is appropriate */
1004  /* (*problem)->ipopt->Options()->SetStringValue("print_timing_statistics", "yes"); */
1005 #ifdef SCIP_DEBUG
1006  (void) (*problem)->ipopt->Options()->SetStringValue("print_user_options", "yes");
1007 #endif
1008  (void) (*problem)->ipopt->Options()->SetStringValue("sb", "yes");
1009  (void) (*problem)->ipopt->Options()->SetStringValueIfUnset("mu_strategy", "adaptive");
1010  (void) (*problem)->ipopt->Options()->SetIntegerValue("max_iter", INT_MAX);
1011  (void) (*problem)->ipopt->Options()->SetNumericValue("nlp_lower_bound_inf", -SCIPinfinity(scip), false);
1012  (void) (*problem)->ipopt->Options()->SetNumericValue("nlp_upper_bound_inf", SCIPinfinity(scip), false);
1013  (void) (*problem)->ipopt->Options()->SetNumericValue("diverging_iterates_tol", SCIPinfinity(scip), false);
1014 
1015  /* when warmstarting, then reduce how much Ipopt modified the starting point */
1016  (void) (*problem)->ipopt->Options()->SetNumericValue("warm_start_bound_push", data->warm_start_push);
1017  (void) (*problem)->ipopt->Options()->SetNumericValue("warm_start_bound_frac", data->warm_start_push);
1018  (void) (*problem)->ipopt->Options()->SetNumericValue("warm_start_slack_bound_push", data->warm_start_push);
1019  (void) (*problem)->ipopt->Options()->SetNumericValue("warm_start_slack_bound_frac", data->warm_start_push);
1020  (void) (*problem)->ipopt->Options()->SetNumericValue("warm_start_mult_bound_push", data->warm_start_push);
1021 
1022  /* apply user's given options file */
1023  assert(data->optfile != NULL);
1024  if( (*problem)->ipopt->Initialize(data->optfile) != Solve_Succeeded )
1025  {
1026  SCIPerrorMessage("Error during initialization of Ipopt using optionfile \"%s\"\n", data->optfile);
1027  return SCIP_ERROR;
1028  }
1029 
1030  return SCIP_OKAY;
1031 }
1032 
1033 /** free a problem instance */
1034 static
1035 SCIP_DECL_NLPIFREEPROBLEM(nlpiFreeProblemIpopt)
1036 {
1037  int n;
1038  int m;
1039 
1040  assert(nlpi != NULL);
1041  assert(problem != NULL);
1042  assert(*problem != NULL);
1043  assert((*problem)->oracle != NULL);
1044 
1045  n = SCIPnlpiOracleGetNVars((*problem)->oracle);
1046  m = SCIPnlpiOracleGetNConstraints((*problem)->oracle);
1047 
1048  SCIPfreeBlockMemoryArrayNull(scip, &(*problem)->solprimals, n);
1049  SCIPfreeBlockMemoryArrayNull(scip, &(*problem)->soldualcons, m);
1050  SCIPfreeBlockMemoryArrayNull(scip, &(*problem)->soldualvarlb, n);
1051  SCIPfreeBlockMemoryArrayNull(scip, &(*problem)->soldualvarub, n);
1052 
1053  SCIP_CALL( SCIPnlpiOracleFree(scip, &(*problem)->oracle) );
1054 
1055  if( (*problem)->randnumgen != NULL )
1056  {
1057  SCIPfreeRandom(scip, &(*problem)->randnumgen);
1058  }
1059 
1060  delete *problem;
1061  *problem = NULL;
1062 
1063  return SCIP_OKAY;
1064 }
1065 
1066 /** gets pointer to solver-internal problem instance to do dirty stuff */
1067 static
1068 SCIP_DECL_NLPIGETPROBLEMPOINTER(nlpiGetProblemPointerIpopt)
1069 {
1070  assert(nlpi != NULL);
1071  assert(problem != NULL);
1072 
1073  return GetRawPtr(problem->nlp);
1074 }
1075 
1076 /** add variables */
1077 static
1078 SCIP_DECL_NLPIADDVARS(nlpiAddVarsIpopt)
1079 {
1080  int oldnvars;
1081 
1082  assert(nlpi != NULL);
1083  assert(problem != NULL);
1084  assert(problem->oracle != NULL);
1085 
1086  oldnvars = SCIPnlpiOracleGetNVars(problem->oracle);
1087 
1088  SCIPfreeBlockMemoryArrayNull(scip, &problem->solprimals, oldnvars);
1089  SCIPfreeBlockMemoryArrayNull(scip, &problem->soldualvarlb, oldnvars);
1090  SCIPfreeBlockMemoryArrayNull(scip, &problem->soldualvarub, oldnvars);
1091  invalidateSolution(problem);
1092 
1093  SCIP_CALL( SCIPnlpiOracleAddVars(scip, problem->oracle, nvars, lbs, ubs, varnames) );
1094 
1095  problem->samestructure = false;
1096 
1097  return SCIP_OKAY;
1098 }
1099 
1100 /** add constraints */
1101 static
1102 SCIP_DECL_NLPIADDCONSTRAINTS(nlpiAddConstraintsIpopt)
1103 {
1104  int oldncons;
1105 
1106  assert(nlpi != NULL);
1107  assert(problem != NULL);
1108  assert(problem->oracle != NULL);
1109 
1110  oldncons = SCIPnlpiOracleGetNConstraints(problem->oracle);
1111 
1112  SCIPfreeBlockMemoryArrayNull(scip, &problem->soldualcons, oldncons);
1113  problem->soldualvalid = false;
1114  problem->soldualgiven = false;
1115 
1116  SCIP_CALL( SCIPnlpiOracleAddConstraints(scip, problem->oracle, nconss, lhss, rhss, nlininds, lininds, linvals, exprs, names) );
1117 
1118  problem->samestructure = false;
1119 
1120  return SCIP_OKAY;
1121 }
1122 
1123 /** sets or overwrites objective, a minimization problem is expected */
1124 static
1125 SCIP_DECL_NLPISETOBJECTIVE(nlpiSetObjectiveIpopt)
1126 {
1127  assert(nlpi != NULL);
1128  assert(problem != NULL);
1129  assert(problem->oracle != NULL);
1130 
1131  /* We pass the objective gradient in dense form to Ipopt, so if the sparsity of that gradient changes, we do not change the structure of the problem inside Ipopt.
1132  * However, if the sparsity of the Hessian matrix of the objective changes, then the sparsity pattern of the Hessian of the Lagrangian may change.
1133  * Thus, set samestructure=false if the objective was and/or becomes nonlinear, but leave samestructure untouched if it was and stays linear.
1134  */
1135  if( expr != NULL || SCIPnlpiOracleIsConstraintNonlinear(problem->oracle, -1) )
1136  problem->samestructure = false;
1137 
1138  SCIP_CALL( SCIPnlpiOracleSetObjective(scip, problem->oracle, constant, nlins, lininds, linvals, expr) );
1139 
1140  /* keep solution as valid, but reset solve status and objective value */
1141  invalidateSolved(problem);
1142 
1143  return SCIP_OKAY;
1144 }
1145 
1146 /** change variable bounds */
1147 static
1148 SCIP_DECL_NLPICHGVARBOUNDS(nlpiChgVarBoundsIpopt)
1149 {
1150  assert(nlpi != NULL);
1151  assert(problem != NULL);
1152  assert(problem->oracle != NULL);
1153 
1154  /* Check whether the structure of the Ipopt internal NLP changes, if problem->samestructure at the moment.
1155  * We need to check whether variables become fixed or unfixed and whether bounds are added or removed.
1156  *
1157  * Project primal solution onto new bounds if currently valid.
1158  */
1159  if( problem->samestructure || problem->solprimalvalid )
1160  {
1161  for( int i = 0; i < nvars; ++i )
1162  {
1163  SCIP_Real oldlb;
1164  SCIP_Real oldub;
1165  oldlb = SCIPnlpiOracleGetVarLbs(problem->oracle)[indices[i]];
1166  oldub = SCIPnlpiOracleGetVarUbs(problem->oracle)[indices[i]];
1167 
1168  if( (oldlb == oldub) != (lbs[i] == ubs[i]) ) /*lint !e777*/
1169  problem->samestructure = false;
1170  else if( SCIPisInfinity(scip, -oldlb) != SCIPisInfinity(scip, -lbs[i]) )
1171  problem->samestructure = false;
1172  else if( SCIPisInfinity(scip, oldub) != SCIPisInfinity(scip, ubs[i]) )
1173  problem->samestructure = false;
1174 
1175  if( problem->solprimalvalid )
1176  {
1177  assert(problem->solprimals != NULL);
1178  problem->solprimals[i] = MIN(MAX(problem->solprimals[indices[i]], lbs[i]), ubs[i]);
1179  }
1180  }
1181  }
1182 
1183  SCIP_CALL( SCIPnlpiOracleChgVarBounds(scip, problem->oracle, nvars, indices, lbs, ubs) );
1184 
1185  invalidateSolved(problem);
1186 
1187  return SCIP_OKAY;
1188 }
1189 
1190 /** change constraint bounds */
1191 static
1192 SCIP_DECL_NLPICHGCONSSIDES(nlpiChgConsSidesIpopt)
1193 {
1194  assert(nlpi != NULL);
1195  assert(problem != NULL);
1196  assert(problem->oracle != NULL);
1197 
1198  /* Check whether the structure of the Ipopt internal NLP changes, if problem->samestructure at the moment.
1199  * We need to check whether constraints change from equality to inequality and whether sides are added or removed.
1200  */
1201  for( int i = 0; i < nconss && problem->samestructure; ++i )
1202  {
1203  SCIP_Real oldlhs;
1204  SCIP_Real oldrhs;
1205  oldlhs = SCIPnlpiOracleGetConstraintLhs(problem->oracle, indices[i]);
1206  oldrhs = SCIPnlpiOracleGetConstraintRhs(problem->oracle, indices[i]);
1207 
1208  if( (oldlhs == oldrhs) != (lhss[i] == rhss[i]) ) /*lint !e777*/
1209  problem->samestructure = false;
1210  else if( SCIPisInfinity(scip, -oldlhs) != SCIPisInfinity(scip, -lhss[i]) )
1211  problem->samestructure = false;
1212  else if( SCIPisInfinity(scip, oldrhs) != SCIPisInfinity(scip, rhss[i]) )
1213  problem->samestructure = false;
1214  }
1215 
1216  SCIP_CALL( SCIPnlpiOracleChgConsSides(scip, problem->oracle, nconss, indices, lhss, rhss) );
1217 
1218  invalidateSolved(problem);
1219 
1220  return SCIP_OKAY;
1221 }
1222 
1223 /** delete a set of variables */
1224 static
1225 SCIP_DECL_NLPIDELVARSET(nlpiDelVarSetIpopt)
1226 {
1227  int nvars;
1228 
1229  assert(nlpi != NULL);
1230  assert(problem != NULL);
1231  assert(problem->oracle != NULL);
1232  assert(SCIPnlpiOracleGetNVars(problem->oracle) == dstatssize);
1233 
1234  SCIP_CALL( SCIPnlpiOracleDelVarSet(scip, problem->oracle, dstats) );
1235 
1236  nvars = SCIPnlpiOracleGetNVars(problem->oracle);
1237 
1238  if( problem->solprimalvalid || problem->soldualvalid )
1239  {
1240  // update existing solution, if valid
1241  assert(!problem->solprimalvalid || problem->solprimals != NULL);
1242  assert(!problem->soldualvalid || problem->soldualvarlb != NULL);
1243  assert(!problem->soldualvalid || problem->soldualvarub != NULL);
1244 
1245  int i;
1246  for( i = 0; i < dstatssize; ++i )
1247  {
1248  if( dstats[i] != -1 )
1249  {
1250  assert(dstats[i] >= 0);
1251  assert(dstats[i] < nvars);
1252  if( problem->solprimals != NULL )
1253  problem->solprimals[dstats[i]] = problem->solprimals[i];
1254  if( problem->soldualvarlb != NULL )
1255  {
1256  assert(problem->soldualvarub != NULL);
1257  problem->soldualvarlb[dstats[i]] = problem->soldualvarlb[i];
1258  problem->soldualvarub[dstats[i]] = problem->soldualvarub[i];
1259  }
1260  }
1261  }
1262  }
1263 
1264  /* resize solution point arrays */
1265  if( problem->solprimals != NULL )
1266  {
1267  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &problem->solprimals, dstatssize, nvars) );
1268  }
1269  if( problem->soldualvarlb != NULL )
1270  {
1271  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &problem->soldualvarlb, dstatssize, nvars) );
1272  }
1273  if( problem->soldualvarub != NULL )
1274  {
1275  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &problem->soldualvarub, dstatssize, nvars) );
1276  }
1277 
1278  problem->samestructure = false;
1279 
1280  invalidateSolved(problem);
1281 
1282  return SCIP_OKAY;
1283 }
1284 
1285 /** delete a set of constraints */
1286 static
1287 SCIP_DECL_NLPIDELCONSSET(nlpiDelConstraintSetIpopt)
1288 {
1289  int ncons;
1290 
1291  assert(nlpi != NULL);
1292  assert(problem != NULL);
1293  assert(problem->oracle != NULL);
1294  assert(SCIPnlpiOracleGetNConstraints(problem->oracle) == dstatssize);
1295 
1296  SCIP_CALL( SCIPnlpiOracleDelConsSet(scip, problem->oracle, dstats) );
1297 
1298  ncons = SCIPnlpiOracleGetNConstraints(problem->oracle);
1299 
1300  if( problem->soldualvalid )
1301  {
1302  // update existing dual solution
1303  assert(problem->soldualcons != NULL);
1304 
1305  int i;
1306  for( i = 0; i < dstatssize; ++i )
1307  {
1308  if( dstats[i] != -1 )
1309  {
1310  assert(dstats[i] >= 0);
1311  assert(dstats[i] < ncons);
1312  problem->soldualcons[dstats[i]] = problem->soldualcons[i];
1313  }
1314  }
1315  }
1316 
1317  /* resize dual solution point array */
1318  if( problem->soldualcons != NULL )
1319  {
1320  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &problem->soldualcons, dstatssize, ncons) );
1321  }
1322 
1323  problem->samestructure = false;
1324 
1325  invalidateSolved(problem);
1326 
1327  return SCIP_OKAY;
1328 }
1329 
1330 /** change one linear coefficient in a constraint or objective */
1331 static
1332 SCIP_DECL_NLPICHGLINEARCOEFS(nlpiChgLinearCoefsIpopt)
1333 {
1334  assert(nlpi != NULL);
1335  assert(problem != NULL);
1336  assert(problem->oracle != NULL);
1337 
1338  SCIP_CALL( SCIPnlpiOracleChgLinearCoefs(scip, problem->oracle, idx, nvals, varidxs, vals) );
1339 
1340  problem->samestructure = false; // nonzero patterns may have changed; TODO SCIPnlpiOracleChgLinearCoefs() should let us know
1341  invalidateSolved(problem);
1342 
1343  return SCIP_OKAY;
1344 }
1345 
1346 /** replaces the expression tree of a constraint or objective */
1347 static
1348 SCIP_DECL_NLPICHGEXPR(nlpiChgExprIpopt)
1349 {
1350  assert(nlpi != NULL);
1351  assert(problem != NULL);
1352  assert(problem->oracle != NULL);
1353 
1354  SCIP_CALL( SCIPnlpiOracleChgExpr(scip, problem->oracle, idxcons, expr) );
1355 
1356  problem->samestructure = false; // nonzero patterns may have changed
1357  invalidateSolved(problem);
1358 
1359  return SCIP_OKAY;
1360 }
1361 
1362 /** change the constant offset in the objective */
1363 static
1364 SCIP_DECL_NLPICHGOBJCONSTANT(nlpiChgObjConstantIpopt)
1365 {
1366  SCIP_Real oldconstant;
1367 
1368  assert(nlpi != NULL);
1369  assert(problem != NULL);
1370  assert(problem->oracle != NULL);
1371 
1372  oldconstant = SCIPnlpiOracleGetObjectiveConstant(problem->oracle);
1373 
1374  SCIP_CALL( SCIPnlpiOracleChgObjConstant(scip, problem->oracle, objconstant) );
1375 
1376  if( problem->solobjval != SCIP_INVALID )
1377  problem->solobjval += objconstant - oldconstant;
1378 
1379  return SCIP_OKAY;
1380 }
1381 
1382 /** sets initial guess for primal variables */
1383 static
1384 SCIP_DECL_NLPISETINITIALGUESS(nlpiSetInitialGuessIpopt)
1385 {
1386  int nvars;
1387 
1388  assert(nlpi != NULL);
1389  assert(problem != NULL);
1390  assert(problem->oracle != NULL);
1391 
1392  nvars = SCIPnlpiOracleGetNVars(problem->oracle);
1393 
1394  if( primalvalues != NULL )
1395  {
1396  // copy primal solution
1397  SCIPdebugMsg(scip, "set initial guess primal values to user-given\n");
1398  if( problem->solprimals == NULL )
1399  {
1400  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &problem->solprimals, nvars) );
1401  }
1402  BMScopyMemoryArray(problem->solprimals, primalvalues, nvars);
1403  problem->solprimalvalid = true;
1404  problem->solprimalgiven = true;
1405  }
1406  else
1407  {
1408  // invalid current primal solution (if any)
1409  if( problem->solprimalvalid )
1410  {
1411  SCIPdebugMsg(scip, "invalidate initial guess primal values on user-request\n");
1412  }
1413  problem->solprimalvalid = false;
1414  problem->solprimalgiven = false;
1415  }
1416 
1417  if( consdualvalues != NULL && varlbdualvalues != NULL && varubdualvalues != NULL )
1418  {
1419  // copy dual solution, if completely given
1420  SCIPdebugMsg(scip, "set initial guess dual values to user-given\n");
1421  int ncons = SCIPnlpiOracleGetNConstraints(problem->oracle);
1422  if( problem->soldualcons == NULL )
1423  {
1424  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &problem->soldualcons, ncons) );
1425  }
1426  BMScopyMemoryArray(problem->soldualcons, consdualvalues, ncons);
1427 
1428  assert((problem->soldualvarlb == NULL) == (problem->soldualvarub == NULL));
1429  if( problem->soldualvarlb == NULL )
1430  {
1431  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &problem->soldualvarlb, nvars) );
1432  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &problem->soldualvarub, nvars) );
1433  }
1434  BMScopyMemoryArray(problem->soldualvarlb, varlbdualvalues, nvars);
1435  BMScopyMemoryArray(problem->soldualvarub, varubdualvalues, nvars);
1436  problem->soldualvalid = true;
1437  problem->soldualgiven = true;
1438  }
1439  else
1440  {
1441  // invalid current dual solution (if any)
1442  if( problem->soldualvalid )
1443  {
1444  SCIPdebugMsg(scip, "invalidate initial guess dual values\n");
1445  }
1446  problem->soldualvalid = false;
1447  problem->soldualgiven = false;
1448  }
1449 
1450  return SCIP_OKAY;
1451 }
1452 
1453 /** tries to solve NLP */
1454 static
1455 SCIP_DECL_NLPISOLVE(nlpiSolveIpopt)
1456 {
1457  SCIP_NLPIDATA* nlpidata;
1458  ApplicationReturnStatus status;
1459 
1460  assert(nlpi != NULL);
1461  assert(problem != NULL);
1462  assert(problem->oracle != NULL);
1463 
1464  assert(IsValid(problem->ipopt));
1465  assert(IsValid(problem->nlp));
1466 
1467  nlpidata = SCIPnlpiGetData(nlpi);
1468  assert(nlpidata != NULL);
1469 
1470  // print parameters if either nlpi/ipopt/print_level has been set high enough or solve called with verblevel>0
1471  if( nlpidata->print_level >= J_SUMMARY || param.verblevel > 0 )
1472  {
1473  SCIPinfoMessage(scip, NULL, "Ipopt solve for problem %s at subSCIP depth %d", SCIPnlpiOracleGetProblemName(problem->oracle), SCIPgetSubscipDepth(scip));
1474  SCIPinfoMessage(scip, NULL, " with parameters " SCIP_NLPPARAM_PRINT(param));
1475  }
1476 
1477  SCIP_CALL( SCIPnlpiOracleResetEvalTime(scip, problem->oracle) );
1478 
1479  if( param.timelimit == 0.0 )
1480  {
1481  /* there is nothing we can do if we are not given any time */
1482  problem->lastniter = 0;
1483  problem->lasttime = 0.0;
1485  problem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
1486 
1487  return SCIP_OKAY;
1488  }
1489 
1490 #ifdef COLLECT_SOLVESTATS
1491  // if collecting statistics on how many iterations one may need for a certain Ipopt problem,
1492  // do not use a tight iteration limit (but use some limit to get finished)
1493  param.iterlimit = 1000;
1494 #endif
1495 
1496  // change status info to unsolved, just in case
1497  invalidateSolved(problem);
1498 
1499  // ensure a starting point is available
1500  // also disables param.warmstart if no warmstart available
1501  SCIP_CALL( ensureStartingPoint(scip, problem, param.warmstart) );
1502 
1503  // tell NLP that we are about to start a new solve
1504  problem->nlp->initializeSolve(problem, param);
1505 
1506  // set Ipopt parameters
1507  SCIP_CALL( handleNlpParam(scip, nlpidata, problem, param) );
1508 
1509  try
1510  {
1511 #ifdef PROTECT_SOLVE_BY_MUTEX
1512  /* lock solve_mutex if Ipopt is going to use Mumps as linear solver
1513  * unlocking will happen in the destructor of guard, which is called when this block is left
1514  */
1515  std::unique_lock<std::mutex> guard(solve_mutex, std::defer_lock); /*lint !e{728}*/
1516  std::string linsolver;
1517  (void) problem->ipopt->Options()->GetStringValue("linear_solver", linsolver, "");
1518  if( linsolver == "mumps" )
1519  guard.lock();
1520 #endif
1521 
1522  if( problem->firstrun )
1523  {
1525 
1527 
1528  /* if the expression interpreter or some user expression do not support function values and gradients and Hessians,
1529  * change NLP parameters or give an error
1530  */
1532  {
1535  {
1536  SCIPerrorMessage("Do not have expression interpreter that can compute function values and gradients. Cannot solve NLP with Ipopt.\n");
1537  problem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
1538  problem->termstat = SCIP_NLPTERMSTAT_OTHER;
1539  return SCIP_OKAY;
1540  }
1541 
1542  /* enable Hessian approximation if we are nonquadratic and the expression interpreter or user expression do not support Hessians */
1543  if( !(cap & SCIP_EXPRINTCAPABILITY_HESSIAN) )
1544  {
1545  (void) problem->ipopt->Options()->SetStringValueIfUnset("hessian_approximation", "limited-memory");
1546  problem->nlp->approxhessian = true;
1547  }
1548  else
1549  problem->nlp->approxhessian = false;
1550  }
1551 
1552 #ifdef SCIP_DEBUG
1553  problem->ipopt->Options()->SetStringValue("derivative_test", problem->nlp->approxhessian ? "first-order" : "second-order");
1554 #endif
1555 
1556  status = problem->ipopt->OptimizeTNLP(GetRawPtr(problem->nlp));
1557  }
1558  else
1559  {
1560  // TODO to be strict, we should check whether the eval capability has been changed and the Hessian approximation needs to be enabled (in which case we should call OptimizeTNLP instead)
1561  problem->ipopt->Options()->SetStringValue("warm_start_same_structure", problem->samestructure ? "yes" : "no");
1562  status = problem->ipopt->ReOptimizeTNLP(GetRawPtr(problem->nlp));
1563  }
1564 
1565  // catch the very bad status codes
1566  switch( status ) {
1567  // everything better than Not_Enough_Degrees_Of_Freedom is a non-serious error
1568  case Solve_Succeeded:
1569  case Solved_To_Acceptable_Level:
1570  case Infeasible_Problem_Detected:
1571  case Search_Direction_Becomes_Too_Small:
1572  case Diverging_Iterates:
1573  case User_Requested_Stop:
1574  case Feasible_Point_Found:
1575  case Maximum_Iterations_Exceeded:
1576  case Restoration_Failed:
1577  case Error_In_Step_Computation:
1578  case Maximum_CpuTime_Exceeded:
1579 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR >= 14
1580  case Maximum_WallTime_Exceeded: // new in Ipopt 3.14
1581  // if Ipopt >= 3.14, finalize_solution should always have been called if we get these status codes
1582  // this should have left us with some solution (unless we ran out of memory in finalize_solution)
1583  assert(problem->solprimalvalid || problem->termstat == SCIP_NLPTERMSTAT_OUTOFMEMORY);
1584  assert(problem->soldualvalid || problem->termstat == SCIP_NLPTERMSTAT_OUTOFMEMORY);
1585 #endif
1586  problem->firstrun = false;
1587  problem->samestructure = true;
1588  break;
1589 
1590  case Not_Enough_Degrees_Of_Freedom:
1591  assert(problem->termstat == SCIP_NLPTERMSTAT_OTHER);
1592  assert(problem->solstat == SCIP_NLPSOLSTAT_UNKNOWN);
1593  SCIPdebugMsg(scip, "NLP has too few degrees of freedom.\n");
1594  break;
1595 
1596  case Invalid_Number_Detected:
1597  SCIPdebugMsg(scip, "Ipopt failed because of an invalid number in function or derivative value\n");
1599  /* Ipopt may or may not have called finalize solution
1600  * if it didn't, then we should still have SCIP_NLPSOLSTAT_UNKNOWN as set in the invalidateSolved() call above
1601  * if it did, then finalize_solution will have set SCIP_NLPSOLSTAT_UNKNOWN or SCIP_NLPSOLSTAT_FEASIBLE
1602  */
1603  assert(problem->solstat == SCIP_NLPSOLSTAT_UNKNOWN || problem->solstat == SCIP_NLPSOLSTAT_FEASIBLE);
1604  break;
1605 
1606  case Insufficient_Memory:
1607  assert(problem->termstat == SCIP_NLPTERMSTAT_OTHER);
1608  assert(problem->solstat == SCIP_NLPSOLSTAT_UNKNOWN);
1609  SCIPerrorMessage("Ipopt returned with status \"Insufficient Memory\"\n");
1610  return SCIP_NOMEMORY;
1611 
1612  // really bad ones that could be something very unexpected going wrong within Ipopt
1613  case Unrecoverable_Exception:
1614  case Internal_Error:
1615  assert(problem->termstat == SCIP_NLPTERMSTAT_OTHER);
1616  assert(problem->solstat == SCIP_NLPSOLSTAT_UNKNOWN);
1617  SCIPerrorMessage("Ipopt returned with application return status %d\n", status);
1618  break;
1619 
1620  // the really bad ones that indicate rather a programming error
1621  case Invalid_Problem_Definition:
1622  case Invalid_Option:
1623  case NonIpopt_Exception_Thrown:
1624  assert(problem->termstat == SCIP_NLPTERMSTAT_OTHER);
1625  assert(problem->solstat == SCIP_NLPSOLSTAT_UNKNOWN);
1626  SCIPerrorMessage("Ipopt returned with application return status %d\n", status);
1627  return SCIP_ERROR;
1628  }
1629 
1630 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
1631  SmartPtr<SolveStatistics> stats = problem->ipopt->Statistics();
1632  /* Ipopt does not provide access to the statistics if there was a serious error */
1633  if( IsValid(stats) )
1634  {
1635  problem->lastniter = stats->IterationCount();
1636  problem->lasttime = stats->TotalWallclockTime();
1637 
1638 #ifdef COLLECT_SOLVESTATS
1639  collectStatistic(scip, status, problem, stats);
1640 #endif
1641  }
1642 #else
1643  SmartPtr<IpoptData> ip_data = problem->ipopt->IpoptDataObject();
1644  /* I don't think that there is a situation where ip_data is NULL, but check here anyway */
1645  if( IsValid(ip_data) )
1646  {
1647  problem->lastniter = ip_data->iter_count();
1648  problem->lasttime = ip_data->TimingStats().OverallAlgorithm().TotalWallclockTime();
1649  }
1650 #endif
1651  else
1652  {
1653  problem->lastniter = 0;
1654  problem->lasttime = 0.0;
1655  }
1656  }
1657  catch( IpoptException& except )
1658  {
1659  SCIPerrorMessage("Ipopt returned with exception: %s\n", except.Message().c_str());
1660  return SCIP_ERROR;
1661  }
1662 
1663  return SCIP_OKAY;
1664 }
1665 
1666 /** gives solution status */
1667 static
1668 SCIP_DECL_NLPIGETSOLSTAT(nlpiGetSolstatIpopt)
1669 {
1670  assert(nlpi != NULL);
1671  assert(problem != NULL);
1672 
1673  return problem->solstat;
1674 }
1675 
1676 /** gives termination reason */
1677 static
1678 SCIP_DECL_NLPIGETTERMSTAT(nlpiGetTermstatIpopt)
1679 {
1680  assert(nlpi != NULL);
1681  assert(problem != NULL);
1682 
1683  return problem->termstat;
1684 }
1685 
1686 /** gives primal and dual solution values */
1687 static
1688 SCIP_DECL_NLPIGETSOLUTION(nlpiGetSolutionIpopt)
1689 {
1690  assert(nlpi != NULL);
1691  assert(problem != NULL);
1692 
1693  if( primalvalues != NULL )
1694  *primalvalues = problem->solprimals;
1695 
1696  if( consdualvalues != NULL )
1697  *consdualvalues = problem->soldualcons;
1698 
1699  if( varlbdualvalues != NULL )
1700  *varlbdualvalues = problem->soldualvarlb;
1701 
1702  if( varubdualvalues != NULL )
1703  *varubdualvalues = problem->soldualvarub;
1704 
1705  if( objval != NULL )
1706  *objval = problem->solobjval;
1707 
1708  return SCIP_OKAY;
1709 }
1710 
1711 /** gives solve statistics */
1712 static
1713 SCIP_DECL_NLPIGETSTATISTICS(nlpiGetStatisticsIpopt)
1714 {
1715  assert(nlpi != NULL);
1716  assert(problem != NULL);
1717  assert(statistics != NULL);
1718 
1719  statistics->niterations = problem->lastniter;
1720  statistics->totaltime = problem->lasttime;
1721  statistics->evaltime = SCIPnlpiOracleGetEvalTime(scip, problem->oracle);
1722  statistics->consviol = problem->solconsviol;
1723  statistics->boundviol = problem->solboundviol;
1724 
1725  return SCIP_OKAY;
1726 }
1727 
1728 /** create solver interface for Ipopt solver and includes it into SCIP, if Ipopt is available */
1730  SCIP* scip /**< SCIP data structure */
1731  )
1732 {
1733  SCIP_NLPIDATA* nlpidata;
1734  SCIP_Bool advanced = FALSE;
1735 
1736  assert(scip != NULL);
1737 
1738  SCIP_ALLOC( nlpidata = new SCIP_NLPIDATA() ); /*lint !e774*/
1739 
1740  SCIP_CALL( SCIPincludeNlpi(scip,
1742  nlpiCopyIpopt, nlpiFreeIpopt, nlpiGetSolverPointerIpopt,
1743  nlpiCreateProblemIpopt, nlpiFreeProblemIpopt, nlpiGetProblemPointerIpopt,
1744  nlpiAddVarsIpopt, nlpiAddConstraintsIpopt, nlpiSetObjectiveIpopt,
1745  nlpiChgVarBoundsIpopt, nlpiChgConsSidesIpopt, nlpiDelVarSetIpopt, nlpiDelConstraintSetIpopt,
1746  nlpiChgLinearCoefsIpopt, nlpiChgExprIpopt,
1747  nlpiChgObjConstantIpopt, nlpiSetInitialGuessIpopt, nlpiSolveIpopt, nlpiGetSolstatIpopt, nlpiGetTermstatIpopt,
1748  nlpiGetSolutionIpopt, nlpiGetStatisticsIpopt,
1749  nlpidata) );
1750 
1752 
1753  SCIP_CALL( SCIPaddStringParam(scip, "nlpi/" NLPI_NAME "/optfile", "name of Ipopt options file",
1754  &nlpidata->optfile, FALSE, "", NULL, NULL) );
1755 
1756  SCIP_CALL( SCIPaddRealParam(scip, "nlpi/" NLPI_NAME "/warm_start_push", "amount (relative and absolute) by which starting point is moved away from bounds in warmstarts",
1757  &nlpidata->warm_start_push, FALSE, 1e-9, 0.0, 1.0, NULL, NULL) );
1758 
1759  SmartPtr<RegisteredOptions> reg_options = new RegisteredOptions();
1760  IpoptApplication::RegisterAllIpoptOptions(reg_options);
1761 
1762  for( size_t i = 0; i < sizeof(ipopt_string_params) / sizeof(const char*); ++i )
1763  {
1764  SmartPtr<const RegisteredOption> option = reg_options->GetOption(ipopt_string_params[i]);
1765 
1766  // skip options not available with this build of Ipopt
1767  if( !IsValid(option) )
1768  continue;
1769 
1770  assert(option->Type() == OT_String);
1771 
1772  // prefix parameter name with nlpi/ipopt
1773  std::string paramname("nlpi/" NLPI_NAME "/");
1774  paramname += option->Name();
1775 
1776  // initialize description with short description from Ipopt
1777  std::stringstream descr;
1778  descr << option->ShortDescription();
1779 
1780  // add valid values to description, if there are more than one
1781  // the only case where there are less than 2 valid strings should be when anything is valid (in which case there is one valid string with value "*")
1782  std::vector<RegisteredOption::string_entry> validvals = option->GetValidStrings();
1783  if( validvals.size() > 1 )
1784  {
1785  descr << " Valid values if not empty:";
1786  for( std::vector<RegisteredOption::string_entry>::iterator val = validvals.begin(); val != validvals.end(); ++val )
1787  descr << ' ' << val->value_;
1788  }
1789 
1790 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR >= 14
1791  // since Ipopt 3.14, Ipopt options have an advanced flag
1792  advanced = option->Advanced();
1793 #endif
1794 
1795  // we use the empty string as default to recognize later whether the user set has set the option
1796  SCIP_CALL( SCIPaddStringParam(scip, paramname.c_str(), descr.str().c_str(), NULL, advanced, "", NULL, NULL) );
1797  }
1798 
1799  for( size_t i = 0; i < sizeof(ipopt_int_params) / sizeof(const char*); ++i )
1800  {
1801  assert(i > 0 || strcmp(ipopt_int_params[0], "print_level") == 0); // we assume print_level at index 0
1802 
1803  SmartPtr<const RegisteredOption> option = reg_options->GetOption(ipopt_int_params[i]);
1804 
1805  // skip options not available with this build of Ipopt
1806  if( !IsValid(option) )
1807  continue;
1808 
1809  assert(option->Type() == OT_Integer);
1810 
1811  // prefix parameter name with nlpi/ipopt
1812  std::string paramname("nlpi/" NLPI_NAME "/");
1813  paramname += option->Name();
1814 
1815  int lower = option->LowerInteger();
1816  int upper = option->UpperInteger();
1817 
1818  // we use value lower-1 as signal that the option was not modified by the user
1819  // for that, we require a finite lower bound
1820  assert(lower > INT_MIN);
1821 
1822  // initialize description with short description from Ipopt
1823  std::stringstream descr;
1824  descr << option->ShortDescription();
1825  descr << ' ' << (lower-1) << " to use NLPI or Ipopt default.";
1826 
1827 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR >= 14
1828  // since Ipopt 3.14, Ipopt options have an advanced flag
1829  advanced = option->Advanced();
1830 #endif
1831 
1832  // we use the empty string as default to recognize later whether the user set has set the option
1833  SCIP_CALL( SCIPaddIntParam(scip, paramname.c_str(), descr.str().c_str(),
1834  i == 0 ? &nlpidata->print_level : NULL, advanced,
1835  lower-1, lower-1, upper, NULL, NULL) );
1836  }
1837 
1838  return SCIP_OKAY;
1839 } /*lint !e429 */
1840 
1841 /** gets string that identifies Ipopt (version number) */
1842 const char* SCIPgetSolverNameIpopt(void)
1843 {
1844  return "Ipopt " IPOPT_VERSION;
1845 }
1846 
1847 /** gets string that describes Ipopt */
1848 const char* SCIPgetSolverDescIpopt(void)
1849 {
1850  return "Interior Point Optimizer developed by A. Waechter et.al. (github.com/coin-or/Ipopt)";
1851 }
1852 
1853 /** returns whether Ipopt is available, i.e., whether it has been linked in */
1855 {
1856  return TRUE;
1857 }
1858 
1859 /** gives a pointer to the NLPIORACLE object stored in Ipopt-NLPI's NLPI problem data structure */
1861  SCIP_NLPIPROBLEM* nlpiproblem /**< NLP problem of Ipopt-NLPI */
1862  )
1863 {
1864  assert(nlpiproblem != NULL);
1865 
1866  return nlpiproblem->oracle;
1867 }
1868 
1869 /** Method to return some info about the nlp */
1870 bool ScipNLP::get_nlp_info(
1871  Index& n, /**< place to store number of variables */
1872  Index& m, /**< place to store number of constraints */
1873  Index& nnz_jac_g, /**< place to store number of nonzeros in jacobian */
1874  Index& nnz_h_lag, /**< place to store number of nonzeros in hessian */
1875  IndexStyleEnum& index_style /**< place to store used index style (0-based or 1-based) */
1876  )
1877 {
1878  const int* offset;
1879  SCIP_RETCODE retcode;
1880 
1881  assert(nlpiproblem != NULL);
1882  assert(nlpiproblem->oracle != NULL);
1883 
1884  n = SCIPnlpiOracleGetNVars(nlpiproblem->oracle);
1885  m = SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle);
1886 
1887  retcode = SCIPnlpiOracleGetJacobianSparsity(scip, nlpiproblem->oracle, &offset, NULL);
1888  if( retcode != SCIP_OKAY )
1889  return false;
1890  assert(offset != NULL);
1891  nnz_jac_g = offset[m];
1892 
1893  if( !approxhessian )
1894  {
1895  retcode = SCIPnlpiOracleGetHessianLagSparsity(scip, nlpiproblem->oracle, &offset, NULL);
1896  if( retcode != SCIP_OKAY )
1897  return false;
1898  assert(offset != NULL);
1899  nnz_h_lag = offset[n];
1900  }
1901  else
1902  {
1903  nnz_h_lag = 0;
1904  }
1905 
1906  index_style = TNLP::C_STYLE;
1907 
1908  return true;
1909 }
1910 
1911 /** Method to return the bounds for my problem */
1912 bool ScipNLP::get_bounds_info(
1913  Index n, /**< number of variables */
1914  Number* x_l, /**< buffer to store lower bounds on variables */
1915  Number* x_u, /**< buffer to store upper bounds on variables */
1916  Index m, /**< number of constraints */
1917  Number* g_l, /**< buffer to store lower bounds on constraints */
1918  Number* g_u /**< buffer to store lower bounds on constraints */
1919  )
1920 {
1921  const int* varlincounts;
1922  const int* varnlcounts;
1923 
1924  assert(nlpiproblem != NULL);
1925  assert(nlpiproblem->oracle != NULL);
1926 
1927  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
1928  assert(m == SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle));
1929 
1930  assert(SCIPnlpiOracleGetVarLbs(nlpiproblem->oracle) != NULL || n == 0);
1931  assert(SCIPnlpiOracleGetVarUbs(nlpiproblem->oracle) != NULL || n == 0);
1932 
1933  BMScopyMemoryArray(x_l, SCIPnlpiOracleGetVarLbs(nlpiproblem->oracle), n);
1934  BMScopyMemoryArray(x_u, SCIPnlpiOracleGetVarUbs(nlpiproblem->oracle), n);
1935 #ifndef NDEBUG
1936  for( int i = 0; i < n; ++i )
1937  assert(x_l[i] <= x_u[i]);
1938 #endif
1939 
1940  SCIPnlpiOracleGetVarCounts(scip, nlpiproblem->oracle, &varlincounts, &varnlcounts);
1941 
1942  /* Ipopt performs better when unused variables do not appear, which we can achieve by fixing them,
1943  * since Ipopts TNLPAdapter will hide them from Ipopts NLP. In the dual solution, bound multipliers (z_L, z_U)
1944  * for these variables should have value 0.0 (they are set to -grad Lagrangian).
1945  */
1946  for( int i = 0; i < n; ++i )
1947  {
1948  if( varlincounts[i] == 0 && varnlcounts[i] == 0 )
1949  {
1950  SCIPdebugMsg(scip, "fix unused variable x%d [%g,%g] to 0.0 or bound\n", i, x_l[i], x_u[i]);
1951  assert(x_l[i] <= x_u[i]);
1952  x_l[i] = x_u[i] = MAX(MIN(x_u[i], 0.0), x_l[i]);
1953  }
1954  }
1955 
1956  for( int i = 0; i < m; ++i )
1957  {
1958  g_l[i] = SCIPnlpiOracleGetConstraintLhs(nlpiproblem->oracle, i);
1959  g_u[i] = SCIPnlpiOracleGetConstraintRhs(nlpiproblem->oracle, i);
1960  assert(g_l[i] <= g_u[i]);
1961  }
1962 
1963  return true;
1964 }
1965 
1966 /** Method to return the starting point for the algorithm */ /*lint -e{715}*/
1967 bool ScipNLP::get_starting_point(
1968  Index n, /**< number of variables */
1969  bool init_x, /**< whether initial values for primal values are requested */
1970  Number* x, /**< buffer to store initial primal values */
1971  bool init_z, /**< whether initial values for dual values of variable bounds are requested */
1972  Number* z_L, /**< buffer to store dual values for variable lower bounds */
1973  Number* z_U, /**< buffer to store dual values for variable upper bounds */
1974  Index m, /**< number of constraints */
1975  bool init_lambda, /**< whether initial values for dual values of constraints are required */
1976  Number* lambda /**< buffer to store dual values of constraints */
1977  )
1978 { /*lint --e{715} */
1979  assert(nlpiproblem != NULL);
1980  assert(nlpiproblem->oracle != NULL);
1981 
1982  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
1983  assert(m == SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle));
1984 
1985  if( init_x )
1986  {
1987  assert(nlpiproblem->solprimalvalid);
1988  assert(nlpiproblem->solprimals != NULL);
1989  BMScopyMemoryArray(x, nlpiproblem->solprimals, n);
1990  }
1991 
1992  if( init_z )
1993  {
1994  assert(nlpiproblem->soldualvalid);
1995  assert(nlpiproblem->soldualvarlb != NULL);
1996  assert(nlpiproblem->soldualvarub != NULL);
1997  BMScopyMemoryArray(z_L, nlpiproblem->soldualvarlb, n);
1998  BMScopyMemoryArray(z_U, nlpiproblem->soldualvarub, n);
1999  }
2000 
2001  if( init_lambda )
2002  {
2003  assert(nlpiproblem->soldualvalid);
2004  assert(nlpiproblem->soldualcons != NULL);
2005  BMScopyMemoryArray(lambda, nlpiproblem->soldualcons, m);
2006  }
2007 
2008  return true;
2009 }
2010 
2011 /** Method to return the number of nonlinear variables. */
2012 Index ScipNLP::get_number_of_nonlinear_variables()
2013 {
2014  int count;
2015  int n;
2016 
2017  assert(nlpiproblem != NULL);
2018  assert(nlpiproblem->oracle != NULL);
2019 
2020  n = SCIPnlpiOracleGetNVars(nlpiproblem->oracle);
2021 
2022  count = 0;
2023  for( int i = 0; i < n; ++i )
2024  if( SCIPnlpiOracleIsVarNonlinear(scip, nlpiproblem->oracle, i) )
2025  ++count;
2026 
2027  return count;
2028 }
2029 
2030 /** Method to return the indices of the nonlinear variables */
2031 bool ScipNLP::get_list_of_nonlinear_variables(
2032  Index num_nonlin_vars, /**< number of nonlinear variables */
2033  Index* pos_nonlin_vars /**< array to fill with indices of nonlinear variables */
2034  )
2035 {
2036  int count;
2037  int n;
2038 
2039  assert(nlpiproblem != NULL);
2040  assert(nlpiproblem->oracle != NULL);
2041 
2042  n = SCIPnlpiOracleGetNVars(nlpiproblem->oracle);
2043 
2044  count = 0;
2045  for( int i = 0; i < n; ++i )
2046  {
2047  if( SCIPnlpiOracleIsVarNonlinear(scip, nlpiproblem->oracle, i) )
2048  {
2049  assert(count < num_nonlin_vars);
2050  pos_nonlin_vars[count++] = i;
2051  }
2052  }
2053 
2054  assert(count == num_nonlin_vars);
2055 
2056  return true;
2057 }
2058 
2059 /** Method to return metadata about variables and constraints */ /*lint -e{715}*/
2060 bool ScipNLP::get_var_con_metadata(
2061  Index n, /**< number of variables */
2062  StringMetaDataMapType& var_string_md, /**< variable meta data of string type */
2063  IntegerMetaDataMapType& var_integer_md,/**< variable meta data of integer type */
2064  NumericMetaDataMapType& var_numeric_md,/**< variable meta data of numeric type */
2065  Index m, /**< number of constraints */
2066  StringMetaDataMapType& con_string_md, /**< constraint meta data of string type */
2067  IntegerMetaDataMapType& con_integer_md,/**< constraint meta data of integer type */
2068  NumericMetaDataMapType& con_numeric_md /**< constraint meta data of numeric type */
2069  )
2070 { /*lint --e{715}*/
2071  assert(nlpiproblem != NULL);
2072  assert(nlpiproblem->oracle != NULL);
2073  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2074  assert(m == SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle));
2075 
2076  char** varnames = SCIPnlpiOracleGetVarNames(nlpiproblem->oracle);
2077  if( varnames != NULL )
2078  {
2079  std::vector<std::string>& varnamesvec(var_string_md["idx_names"]);
2080  varnamesvec.reserve((size_t)n);
2081  for( int i = 0; i < n; ++i )
2082  {
2083  if( varnames[i] != NULL )
2084  {
2085  varnamesvec.push_back(varnames[i]); /*lint !e3701*/
2086  }
2087  else
2088  {
2089  char buffer[20];
2090  (void) SCIPsnprintf(buffer, 20, "nlpivar%8d", i);
2091  varnamesvec.push_back(buffer);
2092  }
2093  }
2094  }
2095 
2096  std::vector<std::string>& consnamesvec(con_string_md["idx_names"]);
2097  consnamesvec.reserve((size_t)m);
2098  for( int i = 0; i < m; ++i )
2099  {
2100  if( SCIPnlpiOracleGetConstraintName(nlpiproblem->oracle, i) != NULL )
2101  {
2102  consnamesvec.push_back(SCIPnlpiOracleGetConstraintName(nlpiproblem->oracle, i));
2103  }
2104  else
2105  {
2106  char buffer[20];
2107  (void) SCIPsnprintf(buffer, 20, "nlpicons%8d", i);
2108  consnamesvec.push_back(buffer); /*lint !e3701*/
2109  }
2110  }
2111 
2112  return true;
2113 }
2114 
2115 /** Method to return the objective value */ /*lint -e{715}*/
2116 bool ScipNLP::eval_f(
2117  Index n, /**< number of variables */
2118  const Number* x, /**< point to evaluate */
2119  bool new_x, /**< whether some function evaluation method has been called for this point before */
2120  Number& obj_value /**< place to store objective function value */
2121  )
2122 { /*lint --e{715}*/
2123  assert(nlpiproblem != NULL);
2124  assert(nlpiproblem->oracle != NULL);
2125 
2126  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2127 
2128  if( new_x )
2129  ++current_x;
2130  last_f_eval_x = current_x;
2131 
2132  return SCIPnlpiOracleEvalObjectiveValue(scip, nlpiproblem->oracle, x, &obj_value) == SCIP_OKAY;
2133 }
2134 
2135 /** Method to return the gradient of the objective */ /*lint -e{715}*/
2136 bool ScipNLP::eval_grad_f(
2137  Index n, /**< number of variables */
2138  const Number* x, /**< point to evaluate */
2139  bool new_x, /**< whether some function evaluation method has been called for this point before */
2140  Number* grad_f /**< buffer to store objective gradient */
2141  )
2142 { /*lint --e{715}*/
2143  SCIP_Real dummy;
2144 
2145  assert(nlpiproblem != NULL);
2146  assert(nlpiproblem->oracle != NULL);
2147 
2148  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2149 
2150  if( new_x )
2151  ++current_x;
2152  else
2153  {
2154  // pass new_x = TRUE to objective gradient eval iff we have not evaluated the objective function at this point yet
2155  new_x = last_f_eval_x < current_x;
2156  }
2157  // if we evaluate the objective gradient with new_x = true, then this will also evaluate the objective function
2158  // (and if we do with new_x = false, then we already have last_f_eval_x == current_x anyway)
2159  last_f_eval_x = current_x;
2160 
2161  return SCIPnlpiOracleEvalObjectiveGradient(scip, nlpiproblem->oracle, x, new_x, &dummy, grad_f) == SCIP_OKAY;
2162 }
2163 
2164 /** Method to return the constraint residuals */ /*lint -e{715}*/
2165 bool ScipNLP::eval_g(
2166  Index n, /**< number of variables */
2167  const Number* x, /**< point to evaluate */
2168  bool new_x, /**< whether some function evaluation method has been called for this point before */
2169  Index m, /**< number of constraints */
2170  Number* g /**< buffer to store constraint function values */
2171  )
2172 { /*lint --e{715}*/
2173  assert(nlpiproblem != NULL);
2174  assert(nlpiproblem->oracle != NULL);
2175 
2176  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2177 
2178  if( new_x )
2179  ++current_x;
2180  last_g_eval_x = current_x;
2181 
2182  return SCIPnlpiOracleEvalConstraintValues(scip, nlpiproblem->oracle, x, g) == SCIP_OKAY;
2183 }
2184 
2185 /** Method to return:
2186  * 1) The structure of the jacobian (if "values" is NULL)
2187  * 2) The values of the jacobian (if "values" is not NULL)
2188  */ /*lint -e{715}*/
2189 bool ScipNLP::eval_jac_g(
2190  Index n, /**< number of variables */
2191  const Number* x, /**< point to evaluate */
2192  bool new_x, /**< whether some function evaluation method has been called for this point before */
2193  Index m, /**< number of constraints */
2194  Index nele_jac, /**< number of nonzero entries in jacobian */
2195  Index* iRow, /**< buffer to store row indices of nonzero jacobian entries, or NULL if values are requested */
2196  Index* jCol, /**< buffer to store column indices of nonzero jacobian entries, or NULL if values are requested */
2197  Number* values /**< buffer to store values of nonzero jacobian entries, or NULL if structure is requested */
2198  )
2199 { /*lint --e{715}*/
2200  assert(nlpiproblem != NULL);
2201  assert(nlpiproblem->oracle != NULL);
2202 
2203  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2204  assert(m == SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle));
2205 
2206  if( values == NULL )
2207  { /* Ipopt wants to know sparsity structure */
2208  const int* jacoffset;
2209  const int* jaccol;
2210  int j;
2211  int i;
2212 
2213  assert(iRow != NULL);
2214  assert(jCol != NULL);
2215 
2216  if( SCIPnlpiOracleGetJacobianSparsity(scip, nlpiproblem->oracle, &jacoffset, &jaccol) != SCIP_OKAY )
2217  return false;
2218 
2219  assert(jacoffset[0] == 0);
2220  assert(jacoffset[m] == nele_jac);
2221  j = jacoffset[0];
2222  for( i = 0; i < m; ++i )
2223  for( ; j < jacoffset[i+1]; ++j )
2224  iRow[j] = i;
2225 
2226  BMScopyMemoryArray(jCol, jaccol, nele_jac);
2227  }
2228  else
2229  {
2230  if( new_x )
2231  ++current_x;
2232  else
2233  {
2234  // pass new_x = TRUE to Jacobian eval iff we have not evaluated the constraint functions at this point yet
2235  new_x = last_g_eval_x < current_x;
2236  }
2237  // if we evaluate the Jacobian with new_x = true, then this will also evaluate the constraint functions
2238  // (and if we do with new_x = false, then we already have last_g_eval_x == current_x anyway)
2239  last_f_eval_x = current_x;
2240 
2241  if( SCIPnlpiOracleEvalJacobian(scip, nlpiproblem->oracle, x, new_x, NULL, values) != SCIP_OKAY )
2242  return false;
2243  }
2244 
2245  return true;
2246 }
2247 
2248 /** Method to return:
2249  * 1) The structure of the hessian of the lagrangian (if "values" is NULL)
2250  * 2) The values of the hessian of the lagrangian (if "values" is not NULL)
2251  */ /*lint -e{715}*/
2252 bool ScipNLP::eval_h(
2253  Index n, /**< number of variables */
2254  const Number* x, /**< point to evaluate */
2255  bool new_x, /**< whether some function evaluation method has been called for this point before */
2256  Number obj_factor, /**< weight for objective function */
2257  Index m, /**< number of constraints */
2258  const Number* lambda, /**< weights for constraint functions */
2259  bool new_lambda, /**< whether the hessian has been evaluated for these values of lambda before */
2260  Index nele_hess, /**< number of nonzero entries in hessian */
2261  Index* iRow, /**< buffer to store row indices of nonzero hessian entries, or NULL if values are requested */
2262  Index* jCol, /**< buffer to store column indices of nonzero hessian entries, or NULL if values are requested */
2263  Number* values /**< buffer to store values of nonzero hessian entries, or NULL if structure is requested */
2264  )
2265 { /*lint --e{715}*/
2266  assert(nlpiproblem != NULL);
2267  assert(nlpiproblem->oracle != NULL);
2268 
2269  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2270  assert(m == SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle));
2271 
2272  if( values == NULL )
2273  { /* Ipopt wants to know sparsity structure */
2274  const int* heslagoffset;
2275  const int* heslagcol;
2276  int j;
2277  int i;
2278 
2279  assert(iRow != NULL);
2280  assert(jCol != NULL);
2281 
2282  if( SCIPnlpiOracleGetHessianLagSparsity(scip, nlpiproblem->oracle, &heslagoffset, &heslagcol) != SCIP_OKAY )
2283  return false;
2284 
2285  assert(heslagoffset[0] == 0);
2286  assert(heslagoffset[n] == nele_hess);
2287  j = heslagoffset[0];
2288  for( i = 0; i < n; ++i )
2289  for( ; j < heslagoffset[i+1]; ++j )
2290  iRow[j] = i;
2291 
2292  BMScopyMemoryArray(jCol, heslagcol, nele_hess);
2293  }
2294  else
2295  {
2296  bool new_x_obj = new_x;
2297  bool new_x_cons = new_x;
2298  if( new_x )
2299  ++current_x;
2300  else
2301  {
2302  // pass new_x_obj = TRUE iff we have not evaluated the objective function at this point yet
2303  // pass new_x_cons = TRUE iff we have not evaluated the constraint functions at this point yet
2304  new_x_obj = last_f_eval_x < current_x;
2305  new_x_cons = last_g_eval_x < current_x;
2306  }
2307  // evaluating Hessians with new_x will also evaluate the functions itself
2308  last_f_eval_x = current_x;
2309  last_g_eval_x = current_x;
2310 
2311  if( SCIPnlpiOracleEvalHessianLag(scip, nlpiproblem->oracle, x, new_x_obj, new_x_cons, obj_factor, lambda, values) != SCIP_OKAY )
2312  return false;
2313  }
2314 
2315  return true;
2316 }
2317 
2318 /** Method called by the solver at each iteration.
2319  *
2320  * Checks whether SCIP solve is interrupted, objlimit is reached, or fastfail is triggered.
2321  * Sets solution and termination status accordingly.
2322  */ /*lint -e{715}*/
2323 bool ScipNLP::intermediate_callback(
2324  AlgorithmMode mode, /**< current mode of algorithm */
2325  Index iter, /**< current iteration number */
2326  Number obj_value, /**< current objective value */
2327  Number inf_pr, /**< current primal infeasibility */
2328  Number inf_du, /**< current dual infeasibility */
2329  Number mu, /**< current barrier parameter */
2330  Number d_norm, /**< current gradient norm */
2331  Number regularization_size,/**< current size of regularization */
2332  Number alpha_du, /**< current dual alpha */
2333  Number alpha_pr, /**< current primal alpha */
2334  Index ls_trials, /**< current number of linesearch trials */
2335  const IpoptData* ip_data, /**< pointer to Ipopt Data */
2336  IpoptCalculatedQuantities* ip_cq /**< pointer to current calculated quantities */
2337  )
2338 { /*lint --e{715}*/
2339  if( SCIPisSolveInterrupted(scip) )
2340  {
2341  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2342  nlpiproblem->termstat = SCIP_NLPTERMSTAT_INTERRUPT;
2343  return false;
2344  }
2345 
2346  /* feasible point with objective value below lower objective limit -> stop */
2347  if( obj_value <= param.lobjlimit && inf_pr <= param.feastol )
2348  {
2349  nlpiproblem->solstat = SCIP_NLPSOLSTAT_FEASIBLE;
2350  nlpiproblem->termstat = SCIP_NLPTERMSTAT_LOBJLIMIT;
2351  return false;
2352  }
2353 
2354  /* do convergence test if fastfail is enabled */
2355  if( param.fastfail >= SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE )
2356  {
2357  int i;
2358 
2359  if( iter == 0 )
2360  {
2361  conv_lastrestoiter = -1;
2362  }
2363  else if( mode == RestorationPhaseMode )
2364  {
2365  conv_lastrestoiter = iter;
2366  }
2367  else if( conv_lastrestoiter == iter-1 )
2368  {
2369  /* just switched back from restoration mode, reset dual reduction targets */
2370  for( i = 0; i < convcheck_nchecks; ++i )
2371  conv_dutarget[i] = convcheck_minred[i] * inf_du;
2372  }
2373 
2374  if( iter == convcheck_startiter )
2375  {
2376  /* define initial targets and iteration limits */
2377  for( i = 0; i < convcheck_nchecks; ++i )
2378  {
2379  conv_prtarget[i] = convcheck_minred[i] * inf_pr;
2380  conv_dutarget[i] = convcheck_minred[i] * inf_du;
2381  conv_iterlim[i] = iter + convcheck_maxiter[i];
2382  }
2383  }
2384  else if( iter > convcheck_startiter )
2385  {
2386  /* check if we should stop */
2387  for( i = 0; i < convcheck_nchecks; ++i )
2388  {
2389  if( inf_pr <= conv_prtarget[i] )
2390  {
2391  /* sufficient reduction w.r.t. primal infeasibility target
2392  * reset target w.r.t. current infeasibilities
2393  */
2394  conv_prtarget[i] = convcheck_minred[i] * inf_pr;
2395  conv_dutarget[i] = convcheck_minred[i] * inf_du;
2396  conv_iterlim[i] = iter + convcheck_maxiter[i];
2397  }
2398  else if( iter >= conv_iterlim[i] )
2399  {
2400  /* we hit a limit, should we really stop? */
2401  SCIPdebugMsg(scip, "convcheck %d: inf_pr = %e > target %e; inf_du = %e target %e: ",
2402  i, inf_pr, conv_prtarget[i], inf_du, conv_dutarget[i]);
2403  if( mode == RegularMode && iter <= conv_lastrestoiter + convcheck_startiter )
2404  {
2405  /* if we returned from feasibility restoration recently, we allow some more iterations,
2406  * because Ipopt may go for optimality for some iterations, at the costs of infeasibility
2407  */
2408  SCIPdebugPrintf("continue, because restoration phase only %d iters ago\n", iter - conv_lastrestoiter);
2409  }
2410  else if( mode == RegularMode && inf_du <= conv_dutarget[i] && iter < conv_iterlim[i] + convcheck_maxiter[i] )
2411  {
2412  /* if dual reduction is sufficient, we allow for twice the number of iterations to reach primal infeas reduction */
2413  SCIPdebugPrintf("continue, because dual infeas. red. sufficient and only %d iters above limit\n", iter - conv_iterlim[i]);
2414  }
2415  else
2416  {
2417  SCIPdebugPrintf("abort solve\n");
2418  if( inf_pr <= param.feastol )
2419  nlpiproblem->solstat = SCIP_NLPSOLSTAT_FEASIBLE;
2420  else
2421  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2422  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OKAY;
2423  return false;
2424  }
2425  }
2426  }
2427  }
2428  }
2429 
2430  return true;
2431 }
2432 
2433 /** This method is called when the algorithm is complete so the TNLP can store/write the solution. */ /*lint -e{715}*/
2434 void ScipNLP::finalize_solution(
2435  SolverReturn status, /**< solve and solution status */
2436  Index n, /**< number of variables */
2437  const Number* x, /**< primal solution values */
2438  const Number* z_L, /**< dual values of variable lower bounds */
2439  const Number* z_U, /**< dual values of variable upper bounds */
2440  Index m, /**< number of constraints */
2441  const Number* g, /**< values of constraints */
2442  const Number* lambda, /**< dual values of constraints */
2443  Number obj_value, /**< objective function value */
2444  const IpoptData* data, /**< pointer to Ipopt Data */
2445  IpoptCalculatedQuantities* cq /**< pointer to calculated quantities */
2446  )
2447 { /*lint --e{715}*/
2448  assert(nlpiproblem != NULL);
2449  assert(nlpiproblem->oracle != NULL);
2450 
2451  assert(n == SCIPnlpiOracleGetNVars(nlpiproblem->oracle));
2452  assert(m == SCIPnlpiOracleGetNConstraints(nlpiproblem->oracle));
2453 
2454  bool check_feasibility = false; // whether we should check x for feasibility, if not NULL
2455  switch( status )
2456  {
2457  case SUCCESS:
2458  nlpiproblem->solstat = SCIP_NLPSOLSTAT_LOCOPT;
2459  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OKAY;
2460  assert(x != NULL);
2461  break;
2462 
2463  case STOP_AT_ACCEPTABLE_POINT:
2464  /* if stop at acceptable point, then dual infeasibility can be arbitrary large, so claim only feasibility */
2465  case FEASIBLE_POINT_FOUND:
2466  nlpiproblem->solstat = SCIP_NLPSOLSTAT_FEASIBLE;
2467  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OKAY;
2468  assert(x != NULL);
2469  break;
2470 
2471  case MAXITER_EXCEEDED:
2472  check_feasibility = true;
2473  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2474  nlpiproblem->termstat = SCIP_NLPTERMSTAT_ITERLIMIT;
2475  break;
2476 
2477  case CPUTIME_EXCEEDED:
2478 #if IPOPT_VERSION_MAJOR > 3 || IPOPT_VERSION_MINOR >= 14
2479  case WALLTIME_EXCEEDED:
2480 #endif
2481  check_feasibility = true;
2482  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2483  nlpiproblem->termstat = SCIP_NLPTERMSTAT_TIMELIMIT;
2484  break;
2485 
2486  case STOP_AT_TINY_STEP:
2487  case RESTORATION_FAILURE:
2488  case ERROR_IN_STEP_COMPUTATION:
2489  check_feasibility = true;
2490  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2491  nlpiproblem->termstat = SCIP_NLPTERMSTAT_NUMERICERROR;
2492  break;
2493 
2494  case LOCAL_INFEASIBILITY:
2495  nlpiproblem->solstat = SCIP_NLPSOLSTAT_LOCINFEASIBLE;
2496  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OKAY;
2497  break;
2498 
2499  case USER_REQUESTED_STOP:
2500  // status codes already set in intermediate_callback
2501  break;
2502 
2503  case DIVERGING_ITERATES:
2504  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNBOUNDED;
2505  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OKAY;
2506  break;
2507 
2508  // for the following status codes, if we get called here at all,
2509  // then Ipopt passes zeros for duals and activities!
2510  // (see https://github.com/coin-or/Ipopt/blob/stable/3.14/src/Interfaces/IpIpoptApplication.cpp#L885-L934)
2511 
2512  case INVALID_NUMBER_DETECTED:
2513  // we can get this, if functions can still be evaluated, but are not differentiable
2514  // (so Ipopt couldn't check local optimality)
2515  // so we enable the check below for whether the point is feasible
2516  check_feasibility = true;
2517  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2518  nlpiproblem->termstat = SCIP_NLPTERMSTAT_EVALERROR;
2519  break;
2520 
2521  case TOO_FEW_DEGREES_OF_FREEDOM:
2522  case INTERNAL_ERROR:
2523  case INVALID_OPTION:
2524  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2525  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OTHER;
2526  break;
2527 
2528  case OUT_OF_MEMORY:
2529  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2530  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OUTOFMEMORY;
2531  break;
2532 
2533  default:
2534  SCIPerrorMessage("Ipopt returned with unknown solution status %d\n", status);
2535  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2536  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OTHER;
2537  break;
2538  }
2539 
2540  assert(x != NULL);
2541  assert(lambda != NULL);
2542  assert(z_L != NULL);
2543  assert(z_U != NULL);
2544 
2545  assert(nlpiproblem->solprimals != NULL);
2546 
2547  if( nlpiproblem->soldualcons == NULL )
2548  {
2549  (void) SCIPallocBlockMemoryArray(scip, &nlpiproblem->soldualcons, m);
2550  }
2551  if( nlpiproblem->soldualvarlb == NULL )
2552  {
2553  (void) SCIPallocBlockMemoryArray(scip, &nlpiproblem->soldualvarlb, n);
2554  }
2555  if( nlpiproblem->soldualvarub == NULL )
2556  {
2557  (void) SCIPallocBlockMemoryArray(scip, &nlpiproblem->soldualvarub, n);
2558  }
2559  if( nlpiproblem->soldualcons == NULL || nlpiproblem->soldualvarlb == NULL || nlpiproblem->soldualvarub == NULL )
2560  {
2561  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2562  nlpiproblem->termstat = SCIP_NLPTERMSTAT_OUTOFMEMORY;
2563  return;
2564  }
2565 
2566  BMScopyMemoryArray(nlpiproblem->solprimals, x, n);
2567  BMScopyMemoryArray(nlpiproblem->soldualcons, lambda, m);
2568  BMScopyMemoryArray(nlpiproblem->soldualvarlb, z_L, n);
2569  BMScopyMemoryArray(nlpiproblem->soldualvarub, z_U, n);
2570  nlpiproblem->solobjval = obj_value;
2571  nlpiproblem->solprimalvalid = true;
2572  nlpiproblem->solprimalgiven = false;
2573  nlpiproblem->soldualvalid = true;
2574  nlpiproblem->soldualgiven = false;
2575 
2576  // get violations, there could be an evaluation error when doing so
2577 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
2578  nlpiproblem->solboundviol = 0.0; // old Ipopt does not calculate bound violations, but for what it's worth, we have set bound_relax_factor=0 then
2579  if( cq == NULL )
2580  {
2581  // with old Ipopt, finalize_solution may be called with cq == NULL if all variables are fixed; we just skip the rest then
2582  nlpiproblem->solconsviol = 0.0;
2583  return;
2584  }
2585 #else
2586  assert(cq != NULL);
2587  nlpiproblem->solboundviol = cq->unscaled_curr_orig_bounds_violation(Ipopt::NORM_MAX);
2588 #endif
2589  try
2590  {
2591  nlpiproblem->solconsviol = cq->unscaled_curr_nlp_constraint_violation(Ipopt::NORM_MAX);
2592 
2593  if( check_feasibility )
2594  {
2595  // we assume that check_feasibility has not been enabled if Ipopt claimed infeasibility, since we should not change solstatus to unknown then
2596  assert(nlpiproblem->solstat != SCIP_NLPSOLSTAT_LOCINFEASIBLE);
2597  if( MAX(nlpiproblem->solconsviol, nlpiproblem->solboundviol) <= param.feastol )
2598  nlpiproblem->solstat = SCIP_NLPSOLSTAT_FEASIBLE;
2599  else
2600  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2601  }
2602  }
2603  catch( const IpoptNLP::Eval_Error& exc )
2604  {
2605  SCIPdebugMsg(scip, "Eval error when checking constraint viol: %s\n", exc.Message().c_str());
2606  assert(status == INVALID_NUMBER_DETECTED);
2607  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2608  nlpiproblem->solconsviol = SCIP_INVALID;
2609  }
2610  catch(...)
2611  {
2612  /* with clang++, an IpoptNLP::Eval_Error wasn't catched by the catch-block above
2613  * I don't know why, but this should work around it
2614  */
2615  SCIPdebugMsg(scip, "Unknown exception when checking constraint viol\n");
2616  assert(status == INVALID_NUMBER_DETECTED);
2617  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2618  nlpiproblem->solconsviol = SCIP_INVALID;
2619  }
2620 
2621  if( nlpiproblem->solstat == SCIP_NLPSOLSTAT_LOCINFEASIBLE )
2622  {
2623  assert(lambda != NULL);
2624  SCIP_Real tol;
2625  (void) nlpiproblem->ipopt->Options()->GetNumericValue("tol", tol, "");
2626 
2627  // Jakobs paper ZR_20-20 says we should have lambda*g(x) + mu*h(x) > 0
2628  // if the NLP is min f(x) s.t. g(x) <= 0, h(x) = 0
2629  // we check this here and change solution status to unknown if the test fails
2630  bool infreasonable = true;
2631  SCIP_Real infproof = 0.0;
2632  for( int i = 0; i < m && infreasonable; ++i )
2633  {
2634  if( fabs(lambda[i]) < tol )
2635  continue;
2636  SCIP_Real side;
2637  if( lambda[i] < 0.0 )
2638  {
2639  // lhs <= g(x) should be active
2640  // in the NLP above, this should be lhs - g(x) <= 0 with negated dual
2641  // so this contributes -lambda*(lhs-g(x)) = lambda*(g(x)-side)
2642  side = SCIPnlpiOracleGetConstraintLhs(nlpiproblem->oracle, i);
2643  if( SCIPisInfinity(scip, -side) )
2644  {
2645  SCIPdebugMessage("inconsistent dual, lambda = %g, but lhs = %g\n", lambda[i], side);
2646  infreasonable = false;
2647  }
2648  }
2649  else
2650  {
2651  // g(x) <= rhs should be active
2652  // in the NLP above, this should be g(x) - rhs <= 0
2653  // so this contributes lambda*(g(x)-rhs)
2654  side = SCIPnlpiOracleGetConstraintRhs(nlpiproblem->oracle, i);
2655  if( SCIPisInfinity(scip, side) )
2656  {
2657  SCIPdebugMessage("inconsistent dual, lambda = %g, but rhs = %g\n", lambda[i], side);
2658  infreasonable = false;
2659  }
2660  }
2661 
2662  // g(x) <= 0
2663  infproof += lambda[i] * (g[i] - side);
2664  // SCIPdebugMessage("cons %d lambda %g, slack %g\n", i, lambda[i], g[i] - side);
2665  }
2666  if( infreasonable )
2667  {
2668  SCIPdebugMessage("infproof = %g should be positive to be valid\n", infproof);
2669  if( infproof <= 0.0 )
2670  infreasonable = false;
2671  }
2672 
2673  if( !infreasonable )
2674  {
2675  // change status to say we don't know
2676  nlpiproblem->solstat = SCIP_NLPSOLSTAT_UNKNOWN;
2677  }
2678  }
2679 }
2680 
2681 /** Calls Lapacks Dsyev routine to compute eigenvalues and eigenvectors of a dense matrix.
2682  *
2683  * It's here, because we use Ipopt's C interface to Lapack.
2684  */
2686  SCIP_Bool computeeigenvectors,/**< should also eigenvectors should be computed ? */
2687  int N, /**< dimension */
2688  SCIP_Real* a, /**< matrix data on input (size N*N); eigenvectors on output if computeeigenvectors == TRUE */
2689  SCIP_Real* w /**< buffer to store eigenvalues (size N) */
2690  )
2691 {
2692  int info;
2693 
2694 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
2695  IpLapackDsyev((bool)computeeigenvectors, N, a, N, w, info);
2696 #else
2697  IpLapackSyev((bool)computeeigenvectors, N, a, N, w, info);
2698 #endif
2699 
2700  if( info != 0 )
2701  {
2702  SCIPerrorMessage("There was an error when calling DSYEV. INFO = %d\n", info);
2703  return SCIP_ERROR;
2704  }
2705 
2706  return SCIP_OKAY;
2707 }
2708 
2709 /** solves a linear problem of the form Ax = b for a regular matrix 3*3 A */
2710 static
2712  SCIP_Real* A, /**< matrix data on input (size 3*3); filled column-wise */
2713  SCIP_Real* b, /**< right hand side vector (size 3) */
2714  SCIP_Real* x, /**< buffer to store solution (size 3) */
2715  SCIP_Bool* success /**< pointer to store if the solving routine was successful */
2716  )
2717 {
2718  SCIP_Real Acopy[9];
2719  SCIP_Real bcopy[3];
2720  int pivotcopy[3];
2721  const int N = 3;
2722  int info;
2723 
2724  assert(A != NULL);
2725  assert(b != NULL);
2726  assert(x != NULL);
2727  assert(success != NULL);
2728 
2729  BMScopyMemoryArray(Acopy, A, N*N);
2730  BMScopyMemoryArray(bcopy, b, N);
2731 
2732  /* compute the LU factorization */
2733 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
2734  IpLapackDgetrf(N, Acopy, pivotcopy, N, info);
2735 #else
2736  IpLapackGetrf(N, Acopy, pivotcopy, N, info);
2737 #endif
2738 
2739  if( info != 0 )
2740  {
2741  SCIPdebugMessage("There was an error when calling Dgetrf. INFO = %d\n", info);
2742  *success = FALSE;
2743  }
2744  else
2745  {
2746  *success = TRUE;
2747 
2748  /* solve linear problem */
2749 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
2750  IpLapackDgetrs(N, 1, Acopy, N, pivotcopy, bcopy, N);
2751 #else
2752  IpLapackGetrs(N, 1, Acopy, N, pivotcopy, bcopy, N);
2753 #endif
2754 
2755  /* copy the solution */
2756  BMScopyMemoryArray(x, bcopy, N);
2757  }
2758 
2759  return SCIP_OKAY;
2760 }
2761 
2762 /** solves a linear problem of the form Ax = b for a regular matrix A
2763  *
2764  * Calls Lapacks DGETRF routine to calculate a LU factorization and uses this factorization to solve
2765  * the linear problem Ax = b.
2766  *
2767  * It's here, because we use Ipopt's C interface to Lapack.
2768  */
2770  int N, /**< dimension */
2771  SCIP_Real* A, /**< matrix data on input (size N*N); filled column-wise */
2772  SCIP_Real* b, /**< right hand side vector (size N) */
2773  SCIP_Real* x, /**< buffer to store solution (size N) */
2774  SCIP_Bool* success /**< pointer to store if the solving routine was successful */
2775  )
2776 {
2777  SCIP_Real* Acopy;
2778  SCIP_Real* bcopy;
2779  int* pivotcopy;
2780  int info;
2781 
2782  assert(N > 0);
2783  assert(A != NULL);
2784  assert(b != NULL);
2785  assert(x != NULL);
2786  assert(success != NULL);
2787 
2788  /* call solveLinearProb3() for performance reasons */
2789  if( N == 3 )
2790  {
2791  SCIP_CALL( solveLinearProb3(A, b, x, success) );
2792  return SCIP_OKAY;
2793  }
2794 
2795  Acopy = NULL;
2796  bcopy = NULL;
2797  pivotcopy = NULL;
2798 
2799  SCIP_ALLOC( BMSduplicateMemoryArray(&Acopy, A, N*N) );
2800  SCIP_ALLOC( BMSduplicateMemoryArray(&bcopy, b, N) );
2801  SCIP_ALLOC( BMSallocMemoryArray(&pivotcopy, N) );
2802 
2803  /* compute the LU factorization */
2804 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
2805  IpLapackDgetrf(N, Acopy, pivotcopy, N, info);
2806 #else
2807  IpLapackGetrf(N, Acopy, pivotcopy, N, info);
2808 #endif
2809 
2810  if( info != 0 )
2811  {
2812  SCIPdebugMessage("There was an error when calling Dgetrf. INFO = %d\n", info);
2813  *success = FALSE;
2814  }
2815  else
2816  {
2817  *success = TRUE;
2818 
2819  /* solve linear problem */
2820 #if IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR < 14
2821  IpLapackDgetrs(N, 1, Acopy, N, pivotcopy, bcopy, N);
2822 #else
2823  IpLapackGetrs(N, 1, Acopy, N, pivotcopy, bcopy, N);
2824 #endif
2825 
2826  /* copy the solution */
2827  BMScopyMemoryArray(x, bcopy, N);
2828  }
2829 
2830  BMSfreeMemoryArray(&pivotcopy);
2831  BMSfreeMemoryArray(&bcopy);
2832  BMSfreeMemoryArray(&Acopy);
2833 
2834  return SCIP_OKAY;
2835 }
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
SCIP_Bool SCIPisIpoptAvailableIpopt(void)
SCIP_RETCODE SCIPnlpiOracleEvalObjectiveGradient(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *objval, SCIP_Real *objgrad)
Definition: nlpioracle.c:1968
#define SCIPreallocBlockMemoryArray(scip, ptr, oldnum, newnum)
Definition: scip_mem.h:99
enum SCIP_NlpTermStat SCIP_NLPTERMSTAT
Definition: type_nlpi.h:194
SCIP_NLPIDATA * SCIPnlpiGetData(SCIP_NLPI *nlpi)
Definition: nlpi.c:712
SCIP_RETCODE SCIPnlpiOracleChgLinearCoefs(SCIP *scip, SCIP_NLPIORACLE *oracle, int considx, int nentries, const int *varidxs, const SCIP_Real *newcoefs)
Definition: nlpioracle.c:1557
#define SCIPallocBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:93
void * SCIPgetNlpiOracleIpopt(SCIP_NLPIPROBLEM *nlpiproblem)
void SCIPmessagePrintErrorHeader(const char *sourcefile, int sourceline)
Definition: message.c:777
public methods for SCIP parameter handling
static const char * ipopt_string_params[]
string parameters of Ipopt to make available via SCIP parameters
Definition: nlpi_ipopt.cpp:148
methods to interpret (evaluate) an expression "fast"
SmartPtr< ScipNLP > nlp
Definition: nlpi_ipopt.cpp:180
SCIP_Real opttol
Definition: type_nlpi.h:70
static SCIP_DECL_NLPICREATEPROBLEM(nlpiCreateProblemIpopt)
Definition: nlpi_ipopt.cpp:918
public methods for memory management
SCIP_Bool warmstart
Definition: type_nlpi.h:77
#define SCIP_MAXSTRLEN
Definition: def.h:302
static SCIP_DECL_NLPIFREEPROBLEM(nlpiFreeProblemIpopt)
#define NLPI_NAME
Definition: nlpi_ipopt.cpp:99
public solving methods
SCIP_RETCODE SCIPincludeNlpSolverIpopt(SCIP *scip)
SCIP_Real feastol
Definition: type_nlpi.h:69
static SCIP_RETCODE ensureStartingPoint(SCIP *scip, SCIP_NLPIPROBLEM *problem, SCIP_Bool &warmstart)
Definition: nlpi_ipopt.cpp:510
methods to store an NLP and request function, gradient, and Hessian values
SCIP_RETCODE SCIPnlpiOracleEvalHessianLag(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx_obj, SCIP_Bool isnewx_cons, SCIP_Real objfactor, const SCIP_Real *lambda, SCIP_Real *hessian)
Definition: nlpioracle.c:2380
SCIP_Real lasttime
Definition: nlpi_ipopt.cpp:199
SCIP_RETCODE SCIPcallLapackDsyevIpopt(SCIP_Bool computeeigenvectors, int N, SCIP_Real *a, SCIP_Real *w)
SCIP_NLPIORACLE * oracle
#define FALSE
Definition: def.h:96
unsigned short verblevel
Definition: type_nlpi.h:74
static SCIP_DECL_NLPIFREE(nlpiFreeIpopt)
Definition: nlpi_ipopt.cpp:896
static SCIP_DECL_NLPIGETSOLUTION(nlpiGetSolutionIpopt)
#define NLPI_DESC
Definition: nlpi_ipopt.cpp:100
int SCIPgetSubscipDepth(SCIP *scip)
Definition: scip_copy.c:2605
SCIP_RETCODE SCIPnlpiOracleAddConstraints(SCIP *scip, SCIP_NLPIORACLE *oracle, int nconss, const SCIP_Real *lhss, const SCIP_Real *rhss, const int *nlininds, int *const *lininds, SCIP_Real *const *linvals, SCIP_EXPR **exprs, const char **consnames)
Definition: nlpioracle.c:1167
SCIP_Real solvertol
Definition: type_nlpi.h:71
static SCIP_RETCODE solveLinearProb3(SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success)
SCIP_Real SCIPinfinity(SCIP *scip)
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10788
#define FEASTOLFACTOR
Definition: nlpi_ipopt.cpp:104
#define TRUE
Definition: def.h:95
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
SCIP_Real * soldualvarub
Definition: nlpi_ipopt.cpp:194
SCIP_RETCODE SCIPnlpiOracleSetProblemName(SCIP *scip, SCIP_NLPIORACLE *oracle, const char *name)
Definition: nlpioracle.c:1045
static SCIP_RETCODE handleNlpParam(SCIP *scip, SCIP_NLPIDATA *nlpidata, SCIP_NLPIPROBLEM *nlpiproblem, const SCIP_NLPPARAM param)
pass NLP solve parameters to Ipopt
Definition: nlpi_ipopt.cpp:580
SCIP_Real SCIPnlpiOracleGetEvalTime(SCIP *scip, SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2443
#define BMSallocMemoryArray(ptr, num)
Definition: memory.h:125
static SCIP_DECL_NLPISETINITIALGUESS(nlpiSetInitialGuessIpopt)
void SCIPmessageVPrintInfo(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr, va_list ap)
Definition: message.c:608
SCIP_RETCODE SCIPaddStringParam(SCIP *scip, const char *name, const char *desc, char **valueptr, SCIP_Bool isadvanced, const char *defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:194
#define SCIPdebugMessage
Definition: pub_message.h:96
SCIP_RETCODE SCIPnlpiOracleSetObjective(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real constant, int nlin, const int *lininds, const SCIP_Real *linvals, SCIP_EXPR *expr)
Definition: nlpioracle.c:1228
SCIP_Real solconsviol
Definition: nlpi_ipopt.cpp:196
SCIP_MESSAGEHDLR * SCIPgetMessagehdlr(SCIP *scip)
Definition: scip_message.c:88
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
unsigned int SCIP_EXPRINTCAPABILITY
static SCIP_DECL_NLPIGETPROBLEMPOINTER(nlpiGetProblemPointerIpopt)
static SCIP_DECL_NLPISETOBJECTIVE(nlpiSetObjectiveIpopt)
SCIP_Real SCIPnlpiOracleGetConstraintRhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:1821
#define SCIPdebugMsg
Definition: scip_message.h:78
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:83
SCIP_VAR ** x
Definition: circlepacking.c:63
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:208
SCIP_Real timelimit
Definition: type_nlpi.h:72
public methods for numerical tolerances
SCIP_Real solobjval
Definition: nlpi_ipopt.cpp:195
SCIP_RANDNUMGEN * randnumgen
Definition: nlpi_ipopt.cpp:177
#define DEFAULT_RANDSEED
Definition: nlpi_ipopt.cpp:106
void SCIPmessageVPrintError(const char *formatstr, va_list ap)
Definition: message.c:804
public methods for NLPI solver interfaces
SCIP_VAR * w
Definition: circlepacking.c:67
char * SCIPparamGetString(SCIP_PARAM *param)
Definition: paramset.c:911
public methods for handling parameter settings
static SCIP_DECL_NLPIGETSTATISTICS(nlpiGetStatisticsIpopt)
const char * SCIPgetSolverNameIpopt(void)
#define BMSfreeMemoryArray(ptr)
Definition: memory.h:149
static SCIP_DECL_NLPICHGOBJCONSTANT(nlpiChgObjConstantIpopt)
#define SCIPerrorMessage
Definition: pub_message.h:64
#define NLPI_PRIORITY
Definition: nlpi_ipopt.cpp:101
int SCIPnlpiOracleGetNConstraints(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1726
#define SCIPdebugPrintf
Definition: pub_message.h:99
struct SCIP_NlpiData SCIP_NLPIDATA
Definition: type_nlpi.h:52
enum SCIP_NlpSolStat SCIP_NLPSOLSTAT
Definition: type_nlpi.h:168
#define SCIP_NLPPARAM_PRINT(param)
Definition: type_nlpi.h:142
int SCIPnlpiOracleGetNVars(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1716
SCIP_RETCODE SCIPnlpiOracleResetEvalTime(SCIP *scip, SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2427
char * SCIPnlpiOracleGetConstraintName(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:1834
SCIP_RETCODE SCIPnlpiOracleChgVarBounds(SCIP *scip, SCIP_NLPIORACLE *oracle, int nvars, const int *indices, const SCIP_Real *lbs, const SCIP_Real *ubs)
Definition: nlpioracle.c:1257
SCIP_Bool expectinfeas
Definition: type_nlpi.h:76
SCIP_Real SCIPnlpiOracleGetObjectiveConstant(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1797
#define NULL
Definition: lpi_spx1.cpp:164
SCIP_PARAM * SCIPgetParam(SCIP *scip, const char *name)
Definition: scip_param.c:234
static void invalidateSolution(SCIP_NLPIPROBLEM *problem)
Definition: nlpi_ipopt.cpp:494
static const char * ipopt_int_params[]
integer parameters of Ipopt to make available via SCIP parameters
Definition: nlpi_ipopt.cpp:144
SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity(SCIP *scip, SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2027
public methods for problem copies
SCIP_RETCODE SCIPnlpiOracleAddVars(SCIP *scip, SCIP_NLPIORACLE *oracle, int nvars, const SCIP_Real *lbs, const SCIP_Real *ubs, const char **varnames)
Definition: nlpioracle.c:1081
SCIP_RETCODE SCIPsolveLinearEquationsIpopt(int N, SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success)
#define SCIP_CALL(x)
Definition: def.h:394
static SCIP_DECL_NLPICHGVARBOUNDS(nlpiChgVarBoundsIpopt)
SCIP_RETCODE SCIPnlpiOracleChgExpr(SCIP *scip, SCIP_NLPIORACLE *oracle, int considx, SCIP_EXPR *expr)
Definition: nlpioracle.c:1653
SCIP_EXPRINTCAPABILITY SCIPexprintGetCapability(void)
static SCIP_DECL_NLPICOPY(nlpiCopyIpopt)
Definition: nlpi_ipopt.cpp:887
SCIP_Real SCIPnlpiOracleGetConstraintLhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:1808
#define BMSduplicateMemoryArray(ptr, source, num)
Definition: memory.h:145
SCIP_Real * soldualvarlb
Definition: nlpi_ipopt.cpp:193
static const int convcheck_nchecks
Definition: nlpi_ipopt.cpp:138
SCIP_RETCODE SCIPcreateRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen, unsigned int initialseed, SCIP_Bool useglobalseed)
Ipopt NLP interface.
SmartPtr< IpoptApplication > ipopt
Definition: nlpi_ipopt.cpp:179
public data structures and miscellaneous methods
SCIP_RETCODE SCIPnlpiOracleEvalJacobian(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *convals, SCIP_Real *jacobi)
Definition: nlpioracle.c:2159
#define SCIP_EXPRINTCAPABILITY_HESSIAN
SCIP_RETCODE SCIPnlpiOracleDelVarSet(SCIP *scip, SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1329
#define SCIP_Bool
Definition: def.h:93
#define MAXPERTURB
Definition: nlpi_ipopt.cpp:103
const char * SCIPnlpiOracleGetProblemName(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1069
static const char * paramname[]
Definition: lpi_msk.c:5096
static SCIP_DECL_NLPICHGLINEARCOEFS(nlpiChgLinearCoefsIpopt)
static const int convcheck_startiter
Definition: nlpi_ipopt.cpp:139
static SCIP_DECL_NLPIGETSOLSTAT(nlpiGetSolstatIpopt)
#define MAX(x, y)
Definition: tclique_def.h:92
SCIP_RETCODE SCIPnlpiOracleCreate(SCIP *scip, SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:983
static SCIP_DECL_NLPIGETTERMSTAT(nlpiGetTermstatIpopt)
const SCIP_Real * SCIPnlpiOracleGetVarLbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1736
#define BMScopyMemoryArray(ptr, source, num)
Definition: memory.h:136
static SCIP_DECL_NLPIADDCONSTRAINTS(nlpiAddConstraintsIpopt)
SCIP_Bool SCIPnlpiOracleIsConstraintNonlinear(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:1847
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
const SCIP_Real * SCIPnlpiOracleGetVarUbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1746
SCIP_RETCODE SCIPnlpiOracleFree(SCIP *scip, SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:1013
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10041
int SCIPparamGetInt(SCIP_PARAM *param)
Definition: paramset.c:734
static SCIP_DECL_NLPIGETSOLVERPOINTER(nlpiGetSolverPointerIpopt)
Definition: nlpi_ipopt.cpp:908
SCIP_VAR ** b
Definition: circlepacking.c:65
SCIP_Bool SCIPnlpiOracleIsVarNonlinear(SCIP *scip, SCIP_NLPIORACLE *oracle, int varidx)
Definition: nlpioracle.c:1766
general public methods
static void invalidateSolved(SCIP_NLPIPROBLEM *problem)
Definition: nlpi_ipopt.cpp:479
#define SCIP_EXPRINTCAPABILITY_FUNCVALUE
SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *objval)
Definition: nlpioracle.c:1887
public methods for random numbers
SCIP_VAR * a
Definition: circlepacking.c:66
static SCIP_DECL_NLPICHGEXPR(nlpiChgExprIpopt)
const char * SCIPgetSolverDescIpopt(void)
static SCIP_DECL_NLPIDELVARSET(nlpiDelVarSetIpopt)
SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *convals)
Definition: nlpioracle.c:1936
#define SCIP_Real
Definition: def.h:186
SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity(SCIP *scip, SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2286
int SCIPparamGetIntDefault(SCIP_PARAM *param)
Definition: paramset.c:770
SCIP_EXPRINTCAPABILITY SCIPnlpiOracleGetEvalCapability(SCIP *scip, SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1864
public methods for message handling
#define SCIP_INVALID
Definition: def.h:206
static SCIP_DECL_NLPISOLVE(nlpiSolveIpopt)
static SCIP_DECL_NLPIDELCONSSET(nlpiDelConstraintSetIpopt)
SCIP_RETCODE SCIPincludeExternalCodeInformation(SCIP *scip, const char *name, const char *description)
Definition: scip_general.c:713
SCIP_NLPTERMSTAT termstat
SCIP_NLPSOLSTAT solstat
#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:111
SCIP_RETCODE SCIPincludeNlpi(SCIP *scip, const char *name, const char *description, int priority, SCIP_DECL_NLPICOPY((*nlpicopy)), SCIP_DECL_NLPIFREE((*nlpifree)), SCIP_DECL_NLPIGETSOLVERPOINTER((*nlpigetsolverpointer)), SCIP_DECL_NLPICREATEPROBLEM((*nlpicreateproblem)), SCIP_DECL_NLPIFREEPROBLEM((*nlpifreeproblem)), SCIP_DECL_NLPIGETPROBLEMPOINTER((*nlpigetproblempointer)), SCIP_DECL_NLPIADDVARS((*nlpiaddvars)), SCIP_DECL_NLPIADDCONSTRAINTS((*nlpiaddconstraints)), SCIP_DECL_NLPISETOBJECTIVE((*nlpisetobjective)), SCIP_DECL_NLPICHGVARBOUNDS((*nlpichgvarbounds)), SCIP_DECL_NLPICHGCONSSIDES((*nlpichgconssides)), SCIP_DECL_NLPIDELVARSET((*nlpidelvarset)), SCIP_DECL_NLPIDELCONSSET((*nlpidelconsset)), SCIP_DECL_NLPICHGLINEARCOEFS((*nlpichglinearcoefs)), SCIP_DECL_NLPICHGEXPR((*nlpichgexpr)), SCIP_DECL_NLPICHGOBJCONSTANT((*nlpichgobjconstant)), SCIP_DECL_NLPISETINITIALGUESS((*nlpisetinitialguess)), SCIP_DECL_NLPISOLVE((*nlpisolve)), SCIP_DECL_NLPIGETSOLSTAT((*nlpigetsolstat)), SCIP_DECL_NLPIGETTERMSTAT((*nlpigettermstat)), SCIP_DECL_NLPIGETSOLUTION((*nlpigetsolution)), SCIP_DECL_NLPIGETSTATISTICS((*nlpigetstatistics)), SCIP_NLPIDATA *nlpidata)
Definition: scip_nlpi.c:107
static const SCIP_Real convcheck_minred[convcheck_nchecks]
Definition: nlpi_ipopt.cpp:141
#define SCIP_CALL_ABORT(x)
Definition: def.h:373
char ** SCIPnlpiOracleGetVarNames(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1756
SCIP_Real * solprimals
Definition: nlpi_ipopt.cpp:191
SCIP_Real * soldualcons
Definition: nlpi_ipopt.cpp:192
#define SCIP_ALLOC(x)
Definition: def.h:405
static SCIP_DECL_NLPICHGCONSSIDES(nlpiChgConsSidesIpopt)
SCIP_RETCODE SCIPnlpiOracleChgConsSides(SCIP *scip, SCIP_NLPIORACLE *oracle, int nconss, const int *indices, const SCIP_Real *lhss, const SCIP_Real *rhss)
Definition: nlpioracle.c:1294
SCIP_RETCODE SCIPnlpiOracleDelConsSet(SCIP *scip, SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1471
static SCIP_DECL_NLPIADDVARS(nlpiAddVarsIpopt)
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:139
SCIP_NLPPARAM_FASTFAIL fastfail
Definition: type_nlpi.h:75
SCIP_Real SCIPfloor(SCIP *scip, SCIP_Real val)
#define SCIP_EXPRINTCAPABILITY_GRADIENT
SCIP_Real solboundviol
Definition: nlpi_ipopt.cpp:197
void SCIPnlpiOracleGetVarCounts(SCIP *scip, SCIP_NLPIORACLE *oracle, const int **lincounts, const int **nlcounts)
Definition: nlpioracle.c:1781
static const int convcheck_maxiter[convcheck_nchecks]
Definition: nlpi_ipopt.cpp:140
SCIP_Bool SCIPisSolveInterrupted(SCIP *scip)
Definition: scip_solve.c:3592
SCIP_RETCODE SCIPnlpiOracleChgObjConstant(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_Real objconstant)
Definition: nlpioracle.c:1699