Scippy

SCIP

Solving Constraint Integer Programs

scip_nlpi.c
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
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7 /* */
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24 
25 /**@file scip_nlpi.c
26  * @ingroup OTHER_CFILES
27  * @brief public methods for NLP interfaces
28  * @author Stefan Vigerske
29  * @author Thorsten Gellermann
30  *
31  * @todo check SCIP_STAGE_* switches
32  * @todo allow for optional callbacks
33  */
34 
35 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
36 
37 #include "scip/scip_nlp.h"
38 #include "blockmemshell/memory.h"
39 #include "scip/scip_expr.h"
40 #include "scip/scip_lp.h"
41 #include "scip/scip_message.h"
42 #include "scip/scip_mem.h"
43 #include "scip/scip_nlpi.h"
44 #include "scip/scip_numerics.h"
45 #include "scip/scip_param.h"
46 #include "scip/scip_prob.h"
47 #include "scip/pub_expr.h"
48 #include "scip/pub_lp.h"
49 #include "scip/pub_var.h"
50 #include "scip/expr_varidx.h"
51 #include "scip/debug.h"
52 #include "scip/nlpi.h"
53 #include "scip/paramset.h"
54 #include "scip/set.h"
55 #include "scip/struct_scip.h"
56 
57 
58 /** method to call, when the priority of an NLPI was changed */
59 static
60 SCIP_DECL_PARAMCHGD(paramChgdNlpiPriority)
61 { /*lint --e{715}*/
62  SCIP_PARAMDATA* paramdata;
63 
64  paramdata = SCIPparamGetData(param);
65  assert(paramdata != NULL);
66 
67  /* use SCIPsetSetPriorityNlpi() to mark the nlpis unsorted */
69 
70  return SCIP_OKAY;
71 }
72 
73 /** create varidx expression for var expression
74  *
75  * called when expr is duplicated for addition to NLPI
76  */
77 static
78 SCIP_DECL_EXPR_MAPEXPR(mapvar2varidx)
79 {
80  SCIP_HASHMAP* var2idx;
81  int varidx;
82 
83  assert(sourcescip != NULL);
84  assert(sourcescip == targetscip);
85  assert(sourceexpr != NULL);
86  assert(targetexpr != NULL);
87  assert(*targetexpr == NULL);
88  assert(mapexprdata != NULL);
89 
90  /* do not provide map if not variable */
91  if( !SCIPisExprVar(sourcescip, sourceexpr) )
92  return SCIP_OKAY;
93 
94  assert(SCIPvarIsActive(SCIPgetVarExprVar(sourceexpr)));
95 
96  var2idx = (SCIP_HASHMAP*)mapexprdata;
97  assert(SCIPhashmapExists(var2idx, SCIPgetVarExprVar(sourceexpr)));
98 
99  varidx = SCIPhashmapGetImageInt(var2idx, SCIPgetVarExprVar(sourceexpr));
100 
101  SCIP_CALL( SCIPcreateExprVaridx(targetscip, targetexpr, varidx, ownercreate, ownercreatedata) );
102 
103  return SCIP_OKAY;
104 }
105 
106 /** creates an NLPI and includes it into SCIP */
108  SCIP* scip, /**< SCIP data structure */
109  const char* name, /**< name of NLP interface */
110  const char* description, /**< description of NLP interface */
111  int priority, /**< priority of NLP interface */
112  SCIP_DECL_NLPICOPY ((*nlpicopy)), /**< copying an NLPI, can be NULL */
113  SCIP_DECL_NLPIFREE ((*nlpifree)), /**< free NLPI user data */
114  SCIP_DECL_NLPIGETSOLVERPOINTER ((*nlpigetsolverpointer)), /**< get solver pointer, can be NULL */
115  SCIP_DECL_NLPICREATEPROBLEM ((*nlpicreateproblem)), /**< create a new problem instance */
116  SCIP_DECL_NLPIFREEPROBLEM ((*nlpifreeproblem)), /**< free a problem instance */
117  SCIP_DECL_NLPIGETPROBLEMPOINTER ((*nlpigetproblempointer)), /**< get problem pointer, can be NULL */
118  SCIP_DECL_NLPIADDVARS ((*nlpiaddvars)), /**< add variables */
119  SCIP_DECL_NLPIADDCONSTRAINTS ((*nlpiaddconstraints)), /**< add constraints */
120  SCIP_DECL_NLPISETOBJECTIVE ((*nlpisetobjective)), /**< set objective */
121  SCIP_DECL_NLPICHGVARBOUNDS ((*nlpichgvarbounds)), /**< change variable bounds */
122  SCIP_DECL_NLPICHGCONSSIDES ((*nlpichgconssides)), /**< change constraint sides */
123  SCIP_DECL_NLPIDELVARSET ((*nlpidelvarset)), /**< delete a set of constraints */
124  SCIP_DECL_NLPIDELCONSSET ((*nlpidelconsset)), /**< delete a set of constraints */
125  SCIP_DECL_NLPICHGLINEARCOEFS ((*nlpichglinearcoefs)), /**< change coefficients in linear part of a constraint or objective */
126  SCIP_DECL_NLPICHGEXPR ((*nlpichgexpr)), /**< change nonlinear expression a constraint or objective */
127  SCIP_DECL_NLPICHGOBJCONSTANT ((*nlpichgobjconstant)), /**< change the constant offset in the objective */
128  SCIP_DECL_NLPISETINITIALGUESS ((*nlpisetinitialguess)), /**< set initial guess, can be NULL */
129  SCIP_DECL_NLPISOLVE ((*nlpisolve)), /**< solve NLP */
130  SCIP_DECL_NLPIGETSOLSTAT ((*nlpigetsolstat)), /**< get solution status */
131  SCIP_DECL_NLPIGETTERMSTAT ((*nlpigettermstat)), /**< get termination status */
132  SCIP_DECL_NLPIGETSOLUTION ((*nlpigetsolution)), /**< get solution */
133  SCIP_DECL_NLPIGETSTATISTICS ((*nlpigetstatistics)), /**< get solve statistics */
134  SCIP_NLPIDATA* nlpidata /**< NLP interface local data */
135  )
136 {
137  SCIP_NLPI* nlpi = NULL;
139  char paramdesc[SCIP_MAXSTRLEN];
140 
141  assert(scip != NULL);
142 
143  SCIP_CALL( SCIPcheckStage(scip, "SCIPincludeNlpi", TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE, FALSE) );
144 
145  /* check whether NLPI of given name is already present */
146  if( SCIPfindNlpi(scip, name) != NULL )
147  {
148  SCIPerrorMessage("NLPI <%s> already included.\n", name);
149  return SCIP_INVALIDDATA;
150  }
151 
152  SCIP_CALL( SCIPnlpiCreate(&nlpi, name, description, priority,
153  nlpicopy, nlpifree, nlpigetsolverpointer,
154  nlpicreateproblem, nlpifreeproblem, nlpigetproblempointer,
155  nlpiaddvars, nlpiaddconstraints, nlpisetobjective, nlpichgvarbounds, nlpichgconssides, nlpidelvarset, nlpidelconsset, nlpichglinearcoefs, nlpichgexpr, nlpichgobjconstant,
156  nlpisetinitialguess, nlpisolve, nlpigetsolstat, nlpigettermstat, nlpigetsolution, nlpigetstatistics,
157  nlpidata) );
158  assert(nlpi != NULL);
159 
160  SCIP_CALL( SCIPsetIncludeNlpi(scip->set, nlpi) );
161 
162  /* add parameters */
163  (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "nlpi/%s/priority", name);
164  (void) SCIPsnprintf(paramdesc, SCIP_MAXSTRLEN, "priority of NLPI <%s>", name);
165  SCIP_CALL( SCIPaddIntParam(scip, paramname, paramdesc,
166  NULL, FALSE, SCIPnlpiGetPriority(nlpi), INT_MIN/4, INT_MAX/4,
167  paramChgdNlpiPriority, (SCIP_PARAMDATA*)nlpi) ); /*lint !e740*/
168 
169  return SCIP_OKAY;
170 }
171 
172 /** returns the NLPI of the given name, or NULL if not existing */
174  SCIP* scip, /**< SCIP data structure */
175  const char* name /**< name of NLPI */
176  )
177 {
178  assert(scip != NULL);
179  assert(scip->set != NULL);
180  assert(name != NULL);
181 
182  return SCIPsetFindNlpi(scip->set, name);
183 }
184 
185 /** returns the array of currently available NLPIs (sorted by priority) */
187  SCIP* scip /**< SCIP data structure */
188  )
189 {
190  assert(scip != NULL);
191  assert(scip->set != NULL);
192 
193  SCIPsetSortNlpis(scip->set);
194 
195  return scip->set->nlpis;
196 }
197 
198 /** returns the number of currently available NLPIs */
200  SCIP* scip /**< SCIP data structure */
201  )
202 {
203  assert(scip != NULL);
204  assert(scip->set != NULL);
205 
206  return scip->set->nnlpis;
207 }
208 
209 /** sets the priority of an NLPI */
211  SCIP* scip, /**< SCIP data structure */
212  SCIP_NLPI* nlpi, /**< NLPI */
213  int priority /**< new priority of the NLPI */
214  )
215 {
216  assert(scip != NULL);
217  assert(scip->set != NULL);
218 
219  SCIPsetSetPriorityNlpi(scip->set, nlpi, priority);
220 
221  return SCIP_OKAY;
222 }
223 
224 /** gets internal pointer to NLP solver */
225 SCIP_DECL_NLPIGETSOLVERPOINTER(SCIPgetNlpiSolverPointer)
226 {
227  assert(scip != NULL);
228 
229  return SCIPnlpiGetSolverPointer(scip->set, nlpi, problem);
230 }
231 
232 /** creates an empty problem instance */
233 SCIP_DECL_NLPICREATEPROBLEM(SCIPcreateNlpiProblem)
234 {
235  assert(scip != NULL);
236 
237  SCIP_CALL( SCIPnlpiCreateProblem(scip->set, nlpi, problem, name) );
238 
239  return SCIP_OKAY;
240 }
241 
242 /** frees a problem instance */
243 SCIP_DECL_NLPIFREEPROBLEM(SCIPfreeNlpiProblem)
244 {
245  assert(scip != NULL);
246 
247  SCIP_CALL( SCIPnlpiFreeProblem(scip->set, nlpi, problem) );
248 
249  return SCIP_OKAY;
250 }
251 
252 /** gets internal pointer to solver-internal problem instance */
253 SCIP_DECL_NLPIGETPROBLEMPOINTER(SCIPgetNlpiProblemPointer)
254 {
255  assert(scip != NULL);
256 
257  return SCIPnlpiGetProblemPointer(scip->set, nlpi, problem);
258 }
259 
260 /** add variables to nlpi */
261 SCIP_DECL_NLPIADDVARS(SCIPaddNlpiVars)
262 {
263  assert(scip != NULL);
264 
265  SCIP_CALL( SCIPnlpiAddVars(scip->set, nlpi, problem, nvars, lbs, ubs, varnames) );
266 
267  return SCIP_OKAY;
268 }
269 
270 /** add constraints to nlpi */
271 SCIP_DECL_NLPIADDCONSTRAINTS(SCIPaddNlpiConstraints)
272 {
273  assert(scip != NULL);
274 
275  SCIP_CALL( SCIPnlpiAddConstraints(scip->set, nlpi, problem, nconss, lhss, rhss, nlininds, lininds, linvals, exprs, names) );
276 
277  return SCIP_OKAY;
278 }
279 
280 /** sets or overwrites objective, a minimization problem is expected */
281 SCIP_DECL_NLPISETOBJECTIVE(SCIPsetNlpiObjective)
282 {
283  assert(scip != NULL);
284 
285  SCIP_CALL( SCIPnlpiSetObjective(scip->set, nlpi, problem, nlins, lininds, linvals, expr, constant) );
286 
287  return SCIP_OKAY;
288 }
289 
290 /** change variable bounds */
291 SCIP_DECL_NLPICHGVARBOUNDS(SCIPchgNlpiVarBounds)
292 {
293  assert(scip != NULL);
294 
295  SCIP_CALL( SCIPnlpiChgVarBounds(scip->set, nlpi, problem, nvars, indices, lbs, ubs) );
296 
297  return SCIP_OKAY;
298 }
299 
300 /** change constraint sides */
301 SCIP_DECL_NLPICHGCONSSIDES(SCIPchgNlpiConsSides)
302 {
303  assert(scip != NULL);
304 
305  SCIP_CALL( SCIPnlpiChgConsSides(scip->set, nlpi, problem, nconss, indices, lhss, rhss) );
306 
307  return SCIP_OKAY;
308 }
309 
310 /** delete a set of variables */
311 SCIP_DECL_NLPIDELVARSET(SCIPdelNlpiVarSet)
312 {
313  assert(scip != NULL);
314 
315  SCIP_CALL( SCIPnlpiDelVarSet(scip->set, nlpi, problem, dstats, dstatssize) );
316 
317  return SCIP_OKAY;
318 }
319 
320 /** delete a set of constraints */
321 SCIP_DECL_NLPIDELCONSSET(SCIPdelNlpiConsSet)
322 {
323  assert(scip != NULL);
324 
325  SCIP_CALL( SCIPnlpiDelConsSet(scip->set, nlpi, problem, dstats, dstatssize) );
326 
327  return SCIP_OKAY;
328 }
329 
330 /** changes or adds linear coefficients in a constraint or objective */
331 SCIP_DECL_NLPICHGLINEARCOEFS(SCIPchgNlpiLinearCoefs)
332 {
333  assert(scip != NULL);
334 
335  SCIP_CALL( SCIPnlpiChgLinearCoefs(scip->set, nlpi, problem, idx, nvals, varidxs, vals) );
336 
337  return SCIP_OKAY;
338 }
339 
340 /** change the expression in the nonlinear part */
341 SCIP_DECL_NLPICHGEXPR(SCIPchgNlpiExpr)
342 {
343  assert(scip != NULL);
344 
345  SCIP_CALL( SCIPnlpiChgExpr(scip->set, nlpi, problem, idxcons, expr) );
346 
347  return SCIP_OKAY;
348 }
349 
350 /** change the constant offset in the objective */
351 SCIP_DECL_NLPICHGOBJCONSTANT(SCIPchgNlpiObjConstant)
352 {
353  assert(scip != NULL);
354 
355  SCIP_CALL( SCIPnlpiChgObjConstant(scip->set, nlpi, problem, objconstant) );
356 
357  return SCIP_OKAY;
358 }
359 
360 /** sets initial guess */
361 SCIP_DECL_NLPISETINITIALGUESS(SCIPsetNlpiInitialGuess)
362 {
363  assert(scip != NULL);
364 
365  SCIP_CALL( SCIPnlpiSetInitialGuess(scip->set, nlpi, problem, primalvalues, consdualvalues, varlbdualvalues, varubdualvalues) );
366 
367  return SCIP_OKAY;
368 }
369 
370 /** try to solve NLP with all parameters given as SCIP_NLPPARAM struct
371  *
372  * Typical use is
373  *
374  * SCIP_NLPPARAM nlparam = { SCIP_NLPPARAM_DEFAULT(scip); }
375  * nlpparam.iterlim = 42;
376  * SCIP_CALL( SCIPsolveNlpiParam(scip, nlpi, nlpiproblem, nlpparam) );
377  *
378  * or, in "one" line:
379  *
380  * SCIP_CALL( SCIPsolveNlpiParam(scip, nlpi, nlpiproblem,
381  * (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT(scip), .iterlimit = 42 }) );
382  *
383  * To get the latter, also \ref SCIPsolveNlpi can be used.
384  */
385 SCIP_DECL_NLPISOLVE(SCIPsolveNlpiParam)
386 {
387  assert(scip != NULL);
388 
389  SCIP_CALL( SCIPnlpiSolve(scip->set, scip->stat, nlpi, problem, &param) );
390 
391  return SCIP_OKAY;
392 }
393 
394 #if defined(_MSC_VER) && _MSC_VER < 1800
395 /* warn that SCIPsolveNlpi() macro isn't perfect with ancient MSVC */
396 #pragma message ( "Warning: designated initializers not supported by this version of MSVC. Parameters given to NLP solves will be ignored." )
397 #endif
398 
399 /** gives solution status */
400 SCIP_DECL_NLPIGETSOLSTAT(SCIPgetNlpiSolstat)
401 {
402  assert(scip != NULL);
403 
404  return SCIPnlpiGetSolstat(scip->set, nlpi, problem);
405 }
406 
407 /** gives termination reason */
408 SCIP_DECL_NLPIGETTERMSTAT(SCIPgetNlpiTermstat)
409 {
410  assert(scip != NULL);
411 
412  return SCIPnlpiGetTermstat(scip->set, nlpi, problem);
413 }
414 
415 /** gives primal and dual solution
416  * for a ranged constraint, the dual variable is positive if the right hand side is active and negative if the left hand side is active
417  */
418 SCIP_DECL_NLPIGETSOLUTION(SCIPgetNlpiSolution)
419 {
420  assert(scip != NULL);
421 
422  SCIP_CALL( SCIPnlpiGetSolution(scip->set, nlpi, problem, primalvalues, consdualvalues, varlbdualvalues, varubdualvalues, objval) );
423 
424  return SCIP_OKAY;
425 }
426 
427 /** gives solve statistics */
428 SCIP_DECL_NLPIGETSTATISTICS(SCIPgetNlpiStatistics)
429 {
430  assert(scip != NULL);
431 
432  SCIP_CALL( SCIPnlpiGetStatistics(scip->set, nlpi, problem, statistics) );
433 
434  return SCIP_OKAY;
435 }
436 
437 /** creates a NLPI problem from given nonlinear rows
438  *
439  * The function computes for each variable the number of non-linear occurrences and stores it in the nlscore array.
440  *
441  * @note the first row corresponds always to the cutoff row (even if cutoffbound is SCIPinfinity(scip))
442  **/
444  SCIP* scip, /**< SCIP data structure */
445  SCIP_NLPI* nlpi, /**< interface to NLP solver */
446  SCIP_NLPIPROBLEM** nlpiprob, /**< buffer to store pointer to created nlpi problem */
447  const char* name, /**< name to give to problem */
448  SCIP_NLROW** nlrows, /**< nonlinear rows */
449  int nnlrows, /**< number of nonlinear rows */
450  SCIP_HASHMAP* var2idx, /**< empty hash map to store mapping between variables and indices in nlpiprob */
451  SCIP_HASHMAP* nlrow2idx, /**< empty hash map to store mapping between variables and indices in nlpiprob, can be NULL */
452  SCIP_Real* nlscore, /**< array to store the score of each nonlinear variable (NULL if not needed) */
453  SCIP_Real cutoffbound, /**< cutoff bound */
454  SCIP_Bool setobj, /**< whether the objective function should be set to one of the SCIP problem */
455  SCIP_Bool onlyconvex /**< filter only for convex constraints */
456  )
457 {
458  SCIP_EXPR** exprs;
459  SCIP_Real** linvals;
460  int** lininds;
461  int* nlininds;
462  SCIP_Real* lhss;
463  SCIP_Real* rhss;
464  const char** names;
465  SCIP_VAR** vars;
466  int nvars;
467  SCIP_Real* lbs;
468  SCIP_Real* ubs;
469  SCIP_Real* objvals = NULL;
470  int* objinds = NULL;
471  const char** varnames;
472  int nobjinds;
473  int nconss;
474  SCIP_EXPRITER* it = NULL;
475  int i;
476 
477  assert(nlpiprob != NULL);
478  assert(name != NULL);
479  assert(var2idx != NULL);
480  assert(nlrows != NULL);
481  assert(nnlrows > 0);
482  assert(nlpi != NULL);
483 
484  SCIPdebugMsg(scip, "SCIPcreateNlpiProblemFromNlRows() called with cutoffbound %g\n", cutoffbound);
485 
486  SCIP_CALL( SCIPnlpiCreateProblem(scip->set, nlpi, nlpiprob, name) );
487 
488  if( nlscore != NULL )
489  {
490  BMSclearMemoryArray(nlscore, SCIPgetNVars(scip));
491  }
492  vars = SCIPgetVars(scip);
493  nvars = SCIPgetNVars(scip);
494  nconss = 0;
495 
496  SCIP_CALL( SCIPallocBufferArray(scip, &exprs, nnlrows + 1) );
497  SCIP_CALL( SCIPallocBufferArray(scip, &linvals, nnlrows + 1) );
498  SCIP_CALL( SCIPallocBufferArray(scip, &lininds, nnlrows + 1) );
499  SCIP_CALL( SCIPallocBufferArray(scip, &nlininds, nnlrows + 1) );
500  SCIP_CALL( SCIPallocBufferArray(scip, &names, nnlrows + 1) );
501  SCIP_CALL( SCIPallocBufferArray(scip, &lhss, nnlrows + 1) );
502  SCIP_CALL( SCIPallocBufferArray(scip, &rhss, nnlrows + 1) );
503 
504  if( setobj )
505  {
506  SCIP_CALL( SCIPallocBufferArray(scip, &objvals, nvars) );
507  SCIP_CALL( SCIPallocBufferArray(scip, &objinds, nvars) );
508  }
509 
510  SCIP_CALL( SCIPallocBufferArray(scip, &lbs, nvars) );
511  SCIP_CALL( SCIPallocBufferArray(scip, &ubs, nvars) );
512  SCIP_CALL( SCIPallocBufferArray(scip, &varnames, nvars) );
513 
514  /* create a unique mapping between variables and {0,..,nvars-1} */
515  nobjinds = 0;
516  for( i = 0; i < nvars; ++i )
517  {
518  assert(vars[i] != NULL);
519  SCIP_CALL( SCIPhashmapInsertInt(var2idx, (void*)vars[i], i) );
520 
521  lbs[i] = SCIPvarGetLbLocal(vars[i]);
522  ubs[i] = SCIPvarGetUbLocal(vars[i]);
523  varnames[i] = SCIPvarGetName(vars[i]);
524 
525  /* collect non-zero objective coefficients */
526  if( setobj && !SCIPisZero(scip, SCIPvarGetObj(vars[i])) )
527  {
528  assert(objvals != NULL);
529  assert(objinds != NULL);
530 
531  objvals[nobjinds] = SCIPvarGetObj(vars[i]);
532  objinds[nobjinds] = i;
533  ++nobjinds;
534  }
535  }
536 
537  /* add variables */
538  SCIP_CALL( SCIPaddNlpiVars(scip, nlpi, *nlpiprob, nvars, lbs, ubs, varnames) );
539  SCIPfreeBufferArray(scip, &varnames);
540  SCIPfreeBufferArray(scip, &ubs);
541  SCIPfreeBufferArray(scip, &lbs);
542 
543  /* set the objective function */
544  if( setobj )
545  {
546  if( nobjinds > 0 )
547  {
548  SCIP_CALL( SCIPsetNlpiObjective(scip, nlpi, *nlpiprob, nobjinds, objinds, objvals, NULL, 0.0) );
549  }
550 
551  SCIPfreeBufferArray(scip, &objinds);
552  SCIPfreeBufferArray(scip, &objvals);
553  }
554 
555  /* add row for cutoff bound even if cutoffbound == SCIPinfinity() */
556  lhss[nconss] = -SCIPinfinity(scip);
557  rhss[nconss] = cutoffbound;
558  names[nconss] = "objcutoff";
559  lininds[nconss] = NULL;
560  linvals[nconss] = NULL;
561  nlininds[nconss] = 0;
562  exprs[nconss] = NULL;
563 
564  SCIP_CALL( SCIPallocBufferArray(scip, &lininds[nconss], nvars) ); /*lint !e866*/
565  SCIP_CALL( SCIPallocBufferArray(scip, &linvals[nconss], nvars) ); /*lint !e866*/
566 
567  for( i = 0; i < nvars; ++i )
568  {
569  if( !SCIPisZero(scip, SCIPvarGetObj(vars[i])) )
570  {
571  linvals[nconss][nlininds[nconss]] = SCIPvarGetObj(vars[i]);
572  lininds[nconss][nlininds[nconss]] = i;
573  ++nlininds[nconss];
574  }
575  }
576  ++nconss;
577 
578  if( nlscore != NULL )
579  {
580  SCIP_CALL( SCIPcreateExpriter(scip, &it) );
581  }
582 
583  /* add convex nonlinear rows to NLPI problem */
584  for( i = 0; i < nnlrows; ++i )
585  {
586  SCIP_Bool userhs;
587  SCIP_Bool uselhs;
588  int k;
589  SCIP_NLROW* nlrow;
590 
591  nlrow = nlrows[i];
592  assert(nlrow != NULL);
593 
594  uselhs = FALSE;
595  userhs = FALSE;
596 
597  /* check curvature together with constraint sides of a nonlinear row */
598  if( SCIPnlrowGetExpr(nlrow) == NULL )
599  {
600  uselhs = TRUE;
601  userhs = TRUE;
602  }
603  else
604  {
605  if( (!onlyconvex || SCIPnlrowGetCurvature(nlrow) == SCIP_EXPRCURV_CONVEX)
606  && !SCIPisInfinity(scip, SCIPnlrowGetRhs(nlrow)) )
607  userhs = TRUE;
608  if( (!onlyconvex || SCIPnlrowGetCurvature(nlrow) == SCIP_EXPRCURV_CONCAVE)
609  && !SCIPisInfinity(scip, SCIPnlrowGetLhs(nlrow)) )
610  uselhs = TRUE;
611  }
612 
613  if( !uselhs && !userhs )
614  continue;
615 
616  lhss[nconss] = uselhs ? SCIPnlrowGetLhs(nlrow) - SCIPnlrowGetConstant(nlrow) : -SCIPinfinity(scip);
617  rhss[nconss] = userhs ? SCIPnlrowGetRhs(nlrow) - SCIPnlrowGetConstant(nlrow) : SCIPinfinity(scip);
618  names[nconss] = SCIPnlrowGetName(nlrow);
619  nlininds[nconss] = 0;
620  lininds[nconss] = NULL;
621  linvals[nconss] = NULL;
622 
623  /* copy linear part */
624  if( SCIPnlrowGetNLinearVars(nlrow) > 0 )
625  {
626  SCIP_VAR* var;
627 
628  nlininds[nconss] = SCIPnlrowGetNLinearVars(nlrow);
629 
630  SCIP_CALL( SCIPallocBufferArray(scip, &lininds[nconss], nlininds[nconss]) ); /*lint !e866*/
631  SCIP_CALL( SCIPallocBufferArray(scip, &linvals[nconss], nlininds[nconss]) ); /*lint !e866*/
632 
633  for( k = 0; k < nlininds[nconss]; ++k )
634  {
635  var = SCIPnlrowGetLinearVars(nlrow)[k];
636  assert(var != NULL);
637  assert(SCIPhashmapExists(var2idx, (void*)var));
638 
639  lininds[nconss][k] = SCIPhashmapGetImageInt(var2idx, (void*)var);
640  assert(var == vars[lininds[nconss][k]]);
641  linvals[nconss][k] = SCIPnlrowGetLinearCoefs(nlrow)[k];
642  }
643  }
644 
645  if( SCIPnlrowGetExpr(nlrow) != NULL )
646  {
647  /* create copy of expr that uses varidx expressions corresponding to variables indices in NLPI */
648  SCIP_CALL( SCIPduplicateExpr(scip, SCIPnlrowGetExpr(nlrow), &exprs[nconss], mapvar2varidx, var2idx, NULL, NULL) );
649  }
650  else
651  {
652  exprs[nconss] = NULL;
653  }
654 
655  /* update nlscore */
656  if( nlscore != NULL && exprs[nconss] != NULL )
657  {
658  SCIP_EXPR* expr;
659  int varidx;
660 
661  SCIP_CALL( SCIPexpriterInit(it, exprs[nconss], SCIP_EXPRITER_DFS, FALSE) );
662  for( expr = exprs[nconss]; !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) ) /*lint !e441*/ /*lint !e440*/
663  {
664  if( !SCIPisExprVaridx(scip, expr) )
665  continue;
666 
667  varidx = SCIPgetIndexExprVaridx(expr);
668  assert(varidx >= 0);
669  assert(varidx < nvars);
670 
671  /* update nlscore */
672  nlscore[varidx] += 1.0;
673  }
674  }
675 
676  /* if the row to index hash map is provided, we need to store the row index */
677  if( nlrow2idx != NULL )
678  {
679  SCIP_CALL( SCIPhashmapInsertInt(nlrow2idx, nlrow, nconss) );
680  }
681 
682  ++nconss;
683  }
684  assert(nconss > 0);
685 
686  /* pass all constraint information to nlpi */
687  SCIP_CALL( SCIPaddNlpiConstraints(scip, nlpi, *nlpiprob, nconss, lhss, rhss, nlininds, lininds, linvals,
688  exprs, names) );
689 
690  if( it != NULL )
691  {
692  SCIPfreeExpriter(&it);
693  }
694 
695  /* free memory */
696  for( i = nconss - 1; i > 0; --i )
697  {
698  if( nlininds[i] > 0 )
699  {
700  assert(linvals[i] != NULL);
701  assert(lininds[i] != NULL);
702  SCIPfreeBufferArray(scip, &linvals[i]);
703  SCIPfreeBufferArray(scip, &lininds[i]);
704  }
705  if( exprs[i] != NULL )
706  {
707  SCIP_CALL( SCIPreleaseExpr(scip, &exprs[i]) );
708  }
709  }
710  /* free row for cutoff bound even if objective is 0 */
711  SCIPfreeBufferArray(scip, &linvals[i]);
712  SCIPfreeBufferArray(scip, &lininds[i]);
713 
714  SCIPfreeBufferArray(scip, &rhss);
715  SCIPfreeBufferArray(scip, &lhss);
716  SCIPfreeBufferArray(scip, &names);
717  SCIPfreeBufferArray(scip, &nlininds);
718  SCIPfreeBufferArray(scip, &lininds);
719  SCIPfreeBufferArray(scip, &linvals);
720  SCIPfreeBufferArray(scip, &exprs);
721 
722  return SCIP_OKAY;
723 }
724 
725 /** updates variable bounds and the cutoff row in a NLPI problem
726  *
727  * The NLPI problem must have been setup by SCIPcreateNlpiProblemFromNlRows().
728  */
730  SCIP* scip, /**< SCIP data structure */
731  SCIP_NLPI* nlpi, /**< interface to NLP solver */
732  SCIP_NLPIPROBLEM* nlpiprob, /**< nlpi problem representing the convex NLP relaxation */
733  SCIP_HASHMAP* var2nlpiidx, /**< mapping between variables and nlpi indices */
734  SCIP_VAR** nlpivars, /**< array containing all variables of the nlpi */
735  int nlpinvars, /**< total number of nlpi variables */
736  SCIP_Real cutoffbound /**< new cutoff bound */
737  )
738 {
739  SCIP_Real* lbs;
740  SCIP_Real* ubs;
741  SCIP_Real lhs;
742  SCIP_Real rhs;
743  int* inds;
744  int i;
745 
746  SCIPdebugMsg(scip, "SCIPupdateNlpiProblem() called\n");
747 
748  /* update variable bounds */
749  SCIP_CALL( SCIPallocBufferArray(scip, &lbs, nlpinvars) );
750  SCIP_CALL( SCIPallocBufferArray(scip, &ubs, nlpinvars) );
751  SCIP_CALL( SCIPallocBufferArray(scip, &inds, nlpinvars) );
752 
753  for( i = 0; i < nlpinvars; ++i )
754  {
755  assert(nlpivars[i] != NULL);
756  assert(SCIPhashmapExists(var2nlpiidx, (void*)nlpivars[i]));
757 
758  lbs[i] = SCIPvarGetLbLocal(nlpivars[i]);
759  ubs[i] = SCIPvarGetUbLocal(nlpivars[i]);
760  inds[i] = SCIPhashmapGetImageInt(var2nlpiidx, (void*)nlpivars[i]);
761  assert(inds[i] >= 0 && inds[i] < nlpinvars);
762  }
763 
764  SCIP_CALL( SCIPchgNlpiVarBounds(scip, nlpi, nlpiprob, nlpinvars, inds, lbs, ubs) );
765 
766  SCIPfreeBufferArray(scip, &inds);
767  SCIPfreeBufferArray(scip, &ubs);
768  SCIPfreeBufferArray(scip, &lbs);
769 
770  /* update cutoff row */
771  lhs = -SCIPinfinity(scip);
772  rhs = cutoffbound;
773  i = 0;
774 
775  SCIP_CALL( SCIPchgNlpiConsSides(scip, nlpi, nlpiprob, 1, &i, &lhs, &rhs) );
776 
777  return SCIP_OKAY;
778 }
779 
780 /** adds SCIP_ROWs to a NLPI problem */
782  SCIP* scip, /**< SCIP data structure */
783  SCIP_NLPI* nlpi, /**< interface to NLP solver */
784  SCIP_NLPIPROBLEM* nlpiprob, /**< nlpi problem */
785  SCIP_HASHMAP* var2idx, /**< empty hash map to store mapping between variables and indices in nlpiprob */
786  SCIP_ROW** rows, /**< rows to add */
787  int nrows /**< number of rows to add */
788  )
789 {
790  const char** names;
791  SCIP_Real* lhss;
792  SCIP_Real* rhss;
793  SCIP_Real** linvals;
794  int** lininds;
795  int* nlininds;
796  int i;
797 
798  assert(nlpi != NULL);
799  assert(nlpiprob != NULL);
800  assert(var2idx != NULL);
801  assert(nrows == 0 || rows != NULL);
802 
803  SCIPdebugMsg(scip, "SCIPaddNlpiProblemRows() called with %d rows\n", nrows);
804 
805  if( nrows <= 0 )
806  return SCIP_OKAY;
807 
808  SCIP_CALL( SCIPallocBufferArray(scip, &names, nrows) );
809  SCIP_CALL( SCIPallocBufferArray(scip, &lhss, nrows) );
810  SCIP_CALL( SCIPallocBufferArray(scip, &rhss, nrows) );
811  SCIP_CALL( SCIPallocBufferArray(scip, &linvals, nrows) );
812  SCIP_CALL( SCIPallocBufferArray(scip, &lininds, nrows) );
813  SCIP_CALL( SCIPallocBufferArray(scip, &nlininds, nrows) );
814 
815  for( i = 0; i < nrows; ++i )
816  {
817  int k;
818 
819  assert(rows[i] != NULL);
820  assert(SCIProwGetNNonz(rows[i]) <= SCIPgetNVars(scip));
821 
822  names[i] = SCIProwGetName(rows[i]);
823  lhss[i] = SCIProwGetLhs(rows[i]) - SCIProwGetConstant(rows[i]);
824  rhss[i] = SCIProwGetRhs(rows[i]) - SCIProwGetConstant(rows[i]);
825  nlininds[i] = SCIProwGetNNonz(rows[i]);
826  linvals[i] = SCIProwGetVals(rows[i]);
827  lininds[i] = NULL;
828 
829  SCIP_CALL( SCIPallocBufferArray(scip, &lininds[i], SCIProwGetNNonz(rows[i])) ); /*lint !e866*/
830 
831  for( k = 0; k < SCIProwGetNNonz(rows[i]); ++k )
832  {
833  SCIP_VAR* var;
834 
835  var = SCIPcolGetVar(SCIProwGetCols(rows[i])[k]);
836  assert(var != NULL);
837  assert(SCIPhashmapExists(var2idx, (void*)var));
838 
839  lininds[i][k] = SCIPhashmapGetImageInt(var2idx, (void*)var);
840  assert(lininds[i][k] >= 0 && lininds[i][k] < SCIPgetNVars(scip));
841  }
842  }
843 
844  /* pass all linear rows to the nlpi */
845  SCIP_CALL( SCIPaddNlpiConstraints(scip, nlpi, nlpiprob, nrows, lhss, rhss, nlininds, lininds, linvals,
846  NULL, names) );
847 
848  /* free memory */
849  for( i = nrows - 1; i >= 0; --i )
850  {
851  SCIPfreeBufferArray(scip, &lininds[i]);
852  }
853  SCIPfreeBufferArray(scip, &nlininds);
854  SCIPfreeBufferArray(scip, &lininds);
855  SCIPfreeBufferArray(scip, &linvals);
856  SCIPfreeBufferArray(scip, &rhss);
857  SCIPfreeBufferArray(scip, &lhss);
858  SCIPfreeBufferArray(scip, &names);
859 
860  return SCIP_OKAY;
861 }
862 
863 /** adds SCIP_NLROWs to a NLPI problem */
865  SCIP* scip, /**< SCIP data structure */
866  SCIP_NLPI* nlpi, /**< interface to NLP solver */
867  SCIP_NLPIPROBLEM* nlpiprob, /**< nlpi problem */
868  SCIP_HASHMAP* var2idx, /**< empty hash map to store mapping between variables and indices in nlpiprob */
869  SCIP_NLROW** nlrows, /**< rows to add */
870  int nnlrows /**< number of rows to add */
871  )
872 {
873  const char** names;
874  SCIP_Real* lhss;
875  SCIP_Real* rhss;
876  SCIP_Real** linvals;
877  int** lininds;
878  int* nlininds;
879  SCIP_EXPR** exprs;
880  int i;
881 
882  assert(nlpi != NULL);
883  assert(nlpiprob != NULL);
884  assert(var2idx != NULL);
885  assert(nnlrows == 0 || nlrows != NULL);
886 
887  SCIPdebugMsg(scip, "SCIPaddNlpiProblemNlRows() called with %d rows\n", nnlrows);
888 
889  if( nnlrows <= 0 )
890  return SCIP_OKAY;
891 
892  SCIP_CALL( SCIPallocBufferArray(scip, &names, nnlrows) );
893  SCIP_CALL( SCIPallocBufferArray(scip, &lhss, nnlrows) );
894  SCIP_CALL( SCIPallocBufferArray(scip, &rhss, nnlrows) );
895  SCIP_CALL( SCIPallocBufferArray(scip, &linvals, nnlrows) );
896  SCIP_CALL( SCIPallocBufferArray(scip, &lininds, nnlrows) );
897  SCIP_CALL( SCIPallocBufferArray(scip, &nlininds, nnlrows) );
898  SCIP_CALL( SCIPallocBufferArray(scip, &exprs, nnlrows) );
899 
900  for( i = 0; i < nnlrows; ++i )
901  {
902  SCIP_NLROW* nlrow;
903 
904  nlrow = nlrows[i];
905  assert(nlrow != NULL);
906 
907  lhss[i] = !SCIPisInfinity(scip, -SCIPnlrowGetLhs(nlrow)) ? SCIPnlrowGetLhs(nlrow) - SCIPnlrowGetConstant(nlrow) : -SCIPinfinity(scip);
908  rhss[i] = !SCIPisInfinity(scip, SCIPnlrowGetRhs(nlrow)) ? SCIPnlrowGetRhs(nlrow) - SCIPnlrowGetConstant(nlrow) : SCIPinfinity(scip);
909  names[i] = SCIPnlrowGetName(nlrow);
910  nlininds[i] = 0;
911  lininds[i] = NULL;
912  linvals[i] = NULL;
913 
914  /* copy linear part */
915  if( SCIPnlrowGetNLinearVars(nlrow) > 0 )
916  {
917  SCIP_VAR* var;
918  int k;
919 
920  nlininds[i] = SCIPnlrowGetNLinearVars(nlrow);
921 
922  SCIP_CALL( SCIPallocBufferArray(scip, &lininds[i], nlininds[i]) ); /*lint !e866*/
923  SCIP_CALL( SCIPallocBufferArray(scip, &linvals[i], nlininds[i]) ); /*lint !e866*/
924 
925  for( k = 0; k < nlininds[i]; ++k )
926  {
927  var = SCIPnlrowGetLinearVars(nlrow)[k];
928  assert(var != NULL);
929  assert(SCIPhashmapExists(var2idx, (void*)var));
930 
931  lininds[i][k] = SCIPhashmapGetImageInt(var2idx, (void*)var);
932  linvals[i][k] = SCIPnlrowGetLinearCoefs(nlrow)[k];
933  }
934  }
935 
936  if( SCIPnlrowGetExpr(nlrow) != NULL )
937  {
938  /* create copy of expr that uses varidx expressions corresponding to variables indices in NLPI */
939  SCIP_CALL( SCIPduplicateExpr(scip, SCIPnlrowGetExpr(nlrow), &exprs[i], mapvar2varidx, var2idx, NULL, NULL) );
940  }
941  else
942  {
943  exprs[i] = NULL;
944  }
945  }
946 
947  /* pass all rows to the nlpi */
948  SCIP_CALL( SCIPaddNlpiConstraints(scip, nlpi, nlpiprob, nnlrows, lhss, rhss, nlininds, lininds, linvals, exprs, names) );
949 
950  /* free memory */
951  for( i = nnlrows - 1; i >= 0; --i )
952  {
953  SCIPfreeBufferArrayNull(scip, &linvals[i]);
954  SCIPfreeBufferArrayNull(scip, &lininds[i]);
955  if( exprs[i] != NULL )
956  {
957  SCIP_CALL( SCIPreleaseExpr(scip, &exprs[i]) );
958  }
959  }
960  SCIPfreeBufferArray(scip, &exprs);
961  SCIPfreeBufferArray(scip, &nlininds);
962  SCIPfreeBufferArray(scip, &lininds);
963  SCIPfreeBufferArray(scip, &linvals);
964  SCIPfreeBufferArray(scip, &rhss);
965  SCIPfreeBufferArray(scip, &lhss);
966  SCIPfreeBufferArray(scip, &names);
967 
968  return SCIP_OKAY;
969 }
int SCIPnlpiGetPriority(SCIP_NLPI *nlpi)
Definition: nlpi.c:742
SCIP_STAT * stat
Definition: struct_scip.h:79
SCIP_DECL_NLPICHGCONSSIDES(SCIPchgNlpiConsSides)
Definition: scip_nlpi.c:301
SCIP_DECL_NLPICHGEXPR(SCIPchgNlpiExpr)
Definition: scip_nlpi.c:341
SCIP_DECL_NLPISOLVE(SCIPsolveNlpiParam)
Definition: scip_nlpi.c:385
SCIP_RETCODE SCIPexpriterInit(SCIP_EXPRITER *iterator, SCIP_EXPR *expr, SCIP_EXPRITER_TYPE type, SCIP_Bool allowrevisit)
Definition: expriter.c:500
public methods for SCIP parameter handling
SCIP_NLPI * SCIPfindNlpi(SCIP *scip, const char *name)
Definition: scip_nlpi.c:173
SCIP_NLPI * SCIPsetFindNlpi(SCIP_SET *set, const char *name)
Definition: set.c:5195
SCIP_DECL_NLPICREATEPROBLEM(SCIPcreateNlpiProblem)
Definition: scip_nlpi.c:233
public methods for memory management
SCIP_PARAMDATA * SCIPparamGetData(SCIP_PARAM *param)
Definition: paramset.c:679
#define SCIP_MAXSTRLEN
Definition: def.h:302
static SCIP_DECL_EXPR_MAPEXPR(mapvar2varidx)
Definition: scip_nlpi.c:78
int SCIProwGetNNonz(SCIP_ROW *row)
Definition: lp.c:17213
struct SCIP_ParamData SCIP_PARAMDATA
Definition: type_paramset.h:87
SCIP_Real SCIPvarGetLbLocal(SCIP_VAR *var)
Definition: var.c:17957
internal methods for NLP solver interfaces
SCIP_RETCODE SCIPnlpiChgObjConstant(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, SCIP_Real objconstant)
Definition: nlpi.c:508
const char * SCIProwGetName(SCIP_ROW *row)
Definition: lp.c:17351
SCIP_VAR ** SCIPnlrowGetLinearVars(SCIP_NLROW *nlrow)
Definition: nlp.c:1783
void * SCIPnlpiGetSolverPointer(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem)
Definition: nlpi.c:228
SCIP_Real SCIProwGetLhs(SCIP_ROW *row)
Definition: lp.c:17292
#define FALSE
Definition: def.h:96
const char * SCIPnlrowGetName(SCIP_NLROW *nlrow)
Definition: nlp.c:1852
SCIP_RETCODE SCIPduplicateExpr(SCIP *scip, SCIP_EXPR *expr, SCIP_EXPR **copyexpr, SCIP_DECL_EXPR_MAPEXPR((*mapexpr)), void *mapexprdata, SCIP_DECL_EXPR_OWNERCREATE((*ownercreate)), void *ownercreatedata)
Definition: scip_expr.c:1271
SCIP_DECL_NLPISETOBJECTIVE(SCIPsetNlpiObjective)
Definition: scip_nlpi.c:281
SCIP_Real SCIPinfinity(SCIP *scip)
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10788
#define TRUE
Definition: def.h:95
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
SCIP_DECL_NLPICHGVARBOUNDS(SCIPchgNlpiVarBounds)
Definition: scip_nlpi.c:291
SCIP_RETCODE SCIPhashmapInsertInt(SCIP_HASHMAP *hashmap, void *origin, int image)
Definition: misc.c:3142
SCIP_RETCODE SCIPnlpiGetSolution(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, SCIP_Real **primalvalues, SCIP_Real **consdualvalues, SCIP_Real **varlbdualvalues, SCIP_Real **varubdualvalues, SCIP_Real *objval)
Definition: nlpi.c:653
SCIP_Real SCIPnlrowGetRhs(SCIP_NLROW *nlrow)
Definition: nlp.c:1823
SCIP_RETCODE SCIPnlpiAddConstraints(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, 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 **names)
Definition: nlpi.c:325
int SCIPnlrowGetNLinearVars(SCIP_NLROW *nlrow)
Definition: nlp.c:1773
SCIP_DECL_NLPISETINITIALGUESS(SCIPsetNlpiInitialGuess)
Definition: scip_nlpi.c:361
public methods for problem variables
SCIP_RETCODE SCIPsetIncludeNlpi(SCIP_SET *set, SCIP_NLPI *nlpi)
Definition: set.c:5172
SCIP_DECL_NLPIGETSOLSTAT(SCIPgetNlpiSolstat)
Definition: scip_nlpi.c:400
SCIP_EXPRCURV SCIPnlrowGetCurvature(SCIP_NLROW *nlrow)
Definition: nlp.c:1833
SCIP_NLPI ** SCIPgetNlpis(SCIP *scip)
Definition: scip_nlpi.c:186
internal methods for handling parameter settings
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:136
#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_NLPTERMSTAT SCIPnlpiGetTermstat(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem)
Definition: nlpi.c:636
SCIP_DECL_NLPIGETSTATISTICS(SCIPgetNlpiStatistics)
Definition: scip_nlpi.c:428
SCIP_RETCODE SCIPnlpiChgVarBounds(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, const int nvars, const int *indices, const SCIP_Real *lbs, const SCIP_Real *ubs)
Definition: nlpi.c:376
static SCIP_DECL_PARAMCHGD(paramChgdNlpiPriority)
Definition: scip_nlpi.c:60
SCIP_RETCODE SCIPnlpiAddVars(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int nvars, const SCIP_Real *lbs, const SCIP_Real *ubs, const char **varnames)
Definition: nlpi.c:302
public methods for numerical tolerances
public functions to work with algebraic expressions
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3373
SCIP_NLPI ** nlpis
Definition: struct_set.h:107
int SCIPgetNNlpis(SCIP *scip)
Definition: scip_nlpi.c:199
SCIP_RETCODE SCIPnlpiGetStatistics(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, SCIP_NLPSTATISTICS *statistics)
Definition: nlpi.c:675
public methods for NLPI solver interfaces
SCIP_RETCODE SCIPnlpiSetInitialGuess(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, SCIP_Real *primalvalues, SCIP_Real *consdualvalues, SCIP_Real *varlbdualvalues, SCIP_Real *varubdualvalues)
Definition: nlpi.c:528
void SCIPsetSetPriorityNlpi(SCIP_SET *set, SCIP_NLPI *nlpi, int priority)
Definition: set.c:5229
handler for variable index expressions
#define SCIPerrorMessage
Definition: pub_message.h:64
SCIP_DECL_NLPIADDCONSTRAINTS(SCIPaddNlpiConstraints)
Definition: scip_nlpi.c:271
struct SCIP_NlpiData SCIP_NLPIDATA
Definition: type_nlpi.h:52
SCIP_RETCODE SCIPupdateNlpiProblem(SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2nlpiidx, SCIP_VAR **nlpivars, int nlpinvars, SCIP_Real cutoffbound)
Definition: scip_nlpi.c:729
SCIP_VAR * SCIPgetVarExprVar(SCIP_EXPR *expr)
Definition: expr_var.c:416
SCIP_RETCODE SCIPcheckStage(SCIP *scip, const char *method, SCIP_Bool init, SCIP_Bool problem, SCIP_Bool transforming, SCIP_Bool transformed, SCIP_Bool initpresolve, SCIP_Bool presolving, SCIP_Bool exitpresolve, SCIP_Bool presolved, SCIP_Bool initsolve, SCIP_Bool solving, SCIP_Bool solved, SCIP_Bool exitsolve, SCIP_Bool freetrans, SCIP_Bool freescip)
Definition: debug.c:2208
#define SCIPfreeBufferArrayNull(scip, ptr)
Definition: scip_mem.h:137
public functions to work with algebraic expressions
#define SCIP_DECL_NLPICOPY(x)
Definition: type_nlpi.h:215
const char * SCIPvarGetName(SCIP_VAR *var)
Definition: var.c:17242
SCIP_DECL_NLPIGETSOLUTION(SCIPgetNlpiSolution)
Definition: scip_nlpi.c:418
#define NULL
Definition: lpi_spx1.cpp:164
SCIP_DECL_NLPIADDVARS(SCIPaddNlpiVars)
Definition: scip_nlpi.c:261
SCIP_DECL_NLPICHGLINEARCOEFS(SCIPchgNlpiLinearCoefs)
Definition: scip_nlpi.c:331
internal methods for global SCIP settings
#define SCIP_CALL(x)
Definition: def.h:394
SCIP main data structure.
SCIP_Real SCIProwGetRhs(SCIP_ROW *row)
Definition: lp.c:17302
SCIP_RETCODE SCIPnlpiCreate(SCIP_NLPI **nlpi, 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: nlpi.c:53
SCIP_COL ** SCIProwGetCols(SCIP_ROW *row)
Definition: lp.c:17238
SCIP_RETCODE SCIPcreateExpriter(SCIP *scip, SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2296
SCIP_DECL_NLPICHGOBJCONSTANT(SCIPchgNlpiObjConstant)
Definition: scip_nlpi.c:351
SCIP_RETCODE SCIPaddNlpiProblemRows(SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2idx, SCIP_ROW **rows, int nrows)
Definition: scip_nlpi.c:781
SCIP_RETCODE SCIPnlpiFreeProblem(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM **problem)
Definition: nlpi.c:266
#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
SCIP_Real * SCIProwGetVals(SCIP_ROW *row)
Definition: lp.c:17248
#define SCIP_Bool
Definition: def.h:93
SCIP_DECL_NLPIDELVARSET(SCIPdelNlpiVarSet)
Definition: scip_nlpi.c:311
SCIP_RETCODE SCIPnlpiChgExpr(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int idxcons, SCIP_EXPR *expr)
Definition: nlpi.c:487
static const char * paramname[]
Definition: lpi_msk.c:5096
SCIP_RETCODE SCIPreleaseExpr(SCIP *scip, SCIP_EXPR **expr)
Definition: scip_expr.c:1407
void SCIPsetSortNlpis(SCIP_SET *set)
Definition: set.c:5215
methods for debugging
public methods for LP management
SCIP_RETCODE SCIPnlpiChgLinearCoefs(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int idx, int nvals, const int *varidxs, const SCIP_Real *vals)
Definition: nlpi.c:464
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17749
SCIP_EXPR * SCIPexpriterGetNext(SCIP_EXPRITER *iterator)
Definition: expriter.c:857
SCIP_RETCODE SCIPnlpiDelVarSet(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int *dstats, int dstatssize)
Definition: nlpi.c:422
SCIP_RETCODE SCIPnlpiCreateProblem(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM **problem, const char *name)
Definition: nlpi.c:244
SCIP_RETCODE SCIPcreateNlpiProblemFromNlRows(SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM **nlpiprob, const char *name, SCIP_NLROW **nlrows, int nnlrows, SCIP_HASHMAP *var2idx, SCIP_HASHMAP *nlrow2idx, SCIP_Real *nlscore, SCIP_Real cutoffbound, SCIP_Bool setobj, SCIP_Bool onlyconvex)
Definition: scip_nlpi.c:443
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
public methods for the LP relaxation, rows and columns
SCIP_DECL_NLPIDELCONSSET(SCIPdelNlpiConsSet)
Definition: scip_nlpi.c:321
SCIP_DECL_NLPIGETTERMSTAT(SCIPgetNlpiTermstat)
Definition: scip_nlpi.c:408
int SCIPgetNVars(SCIP *scip)
Definition: scip_prob.c:1992
int SCIPparamGetInt(SCIP_PARAM *param)
Definition: paramset.c:734
SCIP_DECL_NLPIFREEPROBLEM(SCIPfreeNlpiProblem)
Definition: scip_nlpi.c:243
void SCIPfreeExpriter(SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2310
public methods for nonlinear relaxation
SCIP_Real * SCIPnlrowGetLinearCoefs(SCIP_NLROW *nlrow)
Definition: nlp.c:1793
SCIP_Real SCIProwGetConstant(SCIP_ROW *row)
Definition: lp.c:17258
SCIP_VAR * SCIPcolGetVar(SCIP_COL *col)
Definition: lp.c:17042
SCIP_RETCODE SCIPnlpiChgConsSides(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int nconss, const int *indices, const SCIP_Real *lhss, const SCIP_Real *rhss)
Definition: nlpi.c:399
SCIP_NLPSOLSTAT SCIPnlpiGetSolstat(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem)
Definition: nlpi.c:621
SCIP_RETCODE SCIPsetNlpiPriority(SCIP *scip, SCIP_NLPI *nlpi, int priority)
Definition: scip_nlpi.c:210
SCIP_SET * set
Definition: struct_scip.h:72
SCIP_Bool SCIPisExprVaridx(SCIP *scip, SCIP_EXPR *expr)
Definition: expr_varidx.c:251
SCIP_Bool SCIPisExprVar(SCIP *scip, SCIP_EXPR *expr)
Definition: scip_expr.c:1421
SCIP_VAR ** SCIPgetVars(SCIP *scip)
Definition: scip_prob.c:1947
#define SCIP_DECL_NLPIFREE(x)
Definition: type_nlpi.h:225
SCIP_RETCODE SCIPnlpiSolve(SCIP_SET *set, SCIP_STAT *stat, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, SCIP_NLPPARAM *param)
Definition: nlpi.c:551
#define SCIP_Real
Definition: def.h:186
public methods for message handling
int nnlpis
Definition: struct_set.h:152
SCIP_RETCODE SCIPaddNlpiProblemNlRows(SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2idx, SCIP_NLROW **nlrows, int nnlrows)
Definition: scip_nlpi.c:864
SCIP_Bool SCIPisZero(SCIP *scip, SCIP_Real val)
SCIP_Real SCIPvarGetUbLocal(SCIP_VAR *var)
Definition: var.c:17967
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
#define BMSclearMemoryArray(ptr, num)
Definition: memory.h:132
SCIP_RETCODE SCIPnlpiDelConsSet(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int *dstats, int dstatssize)
Definition: nlpi.c:443
SCIP_Bool SCIPexpriterIsEnd(SCIP_EXPRITER *iterator)
Definition: expriter.c:968
void * SCIPnlpiGetProblemPointer(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem)
Definition: nlpi.c:285
SCIP_Real SCIPnlrowGetConstant(SCIP_NLROW *nlrow)
Definition: nlp.c:1763
int SCIPhashmapGetImageInt(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3231
SCIP_DECL_NLPIGETSOLVERPOINTER(SCIPgetNlpiSolverPointer)
Definition: scip_nlpi.c:225
SCIP_Real SCIPnlrowGetLhs(SCIP_NLROW *nlrow)
Definition: nlp.c:1813
public methods for global and local (sub)problems
int SCIPgetIndexExprVaridx(SCIP_EXPR *expr)
Definition: expr_varidx.c:266
SCIP_RETCODE SCIPcreateExprVaridx(SCIP *scip, SCIP_EXPR **expr, int varidx, SCIP_DECL_EXPR_OWNERCREATE((*ownercreate)), void *ownercreatedata)
Definition: expr_varidx.c:219
SCIP_RETCODE SCIPnlpiSetObjective(SCIP_SET *set, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, int nlins, const int *lininds, const SCIP_Real *linvals, SCIP_EXPR *expr, const SCIP_Real constant)
Definition: nlpi.c:352
SCIP_EXPR * SCIPnlrowGetExpr(SCIP_NLROW *nlrow)
Definition: nlp.c:1803
SCIP_Bool SCIPvarIsActive(SCIP_VAR *var)
Definition: var.c:17571
SCIP_DECL_NLPIGETPROBLEMPOINTER(SCIPgetNlpiProblemPointer)
Definition: scip_nlpi.c:253
memory allocation routines