Scippy

SCIP

Solving Constraint Integer Programs

cons_knapsack.h
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (C) 2002-2019 Konrad-Zuse-Zentrum */
7 /* fuer Informationstechnik Berlin */
8 /* */
9 /* SCIP is distributed under the terms of the ZIB Academic License. */
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12 /* along with SCIP; see the file COPYING. If not visit scip.zib.de. */
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14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15 
16 /**@file cons_knapsack.h
17  * @ingroup CONSHDLRS
18  * @brief Constraint handler for knapsack constraints of the form \f$a^T x \le b\f$, x binary and \f$a \ge 0\f$.
19  * @author Tobias Achterberg
20  * @author Kati Wolter
21  * @author Michael Winkler
22  *
23  */
24 
25 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
26 
27 #ifndef __SCIP_CONS_KNAPSACK_H__
28 #define __SCIP_CONS_KNAPSACK_H__
29 
30 #include "scip/def.h"
31 #include "scip/type_cons.h"
32 #include "scip/type_lp.h"
33 #include "scip/type_retcode.h"
34 #include "scip/type_scip.h"
35 #include "scip/type_sepa.h"
36 #include "scip/type_sol.h"
37 #include "scip/type_var.h"
38 
39 #ifdef __cplusplus
40 extern "C" {
41 #endif
42 
43 /** creates the handler for knapsack constraints and includes it in SCIP
44  *
45  * @ingroup ConshdlrIncludes
46  * */
49  SCIP* scip /**< SCIP data structure */
50  );
51 
52 /**@addtogroup CONSHDLRS
53  *
54  * @{
55  *
56  * @name Knapsack Constraints
57  *
58  * @{
59  *
60  * This constraint handler handles a special type of linear constraints, namely knapsack constraints.
61  * A knapsack constraint has the form
62  * \f[
63  * \sum_{i=1}^n a_i x_i \leq b
64  * \f]
65  * with non-negative integer coefficients \f$a_i\f$, integer right-hand side \f$b\f$, and binary variables \f$x_i\f$.
66  */
67 
68 /** creates and captures a knapsack constraint
69  *
70  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
71  */
74  SCIP* scip, /**< SCIP data structure */
75  SCIP_CONS** cons, /**< pointer to hold the created constraint */
76  const char* name, /**< name of constraint */
77  int nvars, /**< number of items in the knapsack */
78  SCIP_VAR** vars, /**< array with item variables */
79  SCIP_Longint* weights, /**< array with item weights */
80  SCIP_Longint capacity, /**< capacity of knapsack (right hand side of inequality) */
81  SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP?
82  * Usually set to TRUE. Set to FALSE for 'lazy constraints'. */
83  SCIP_Bool separate, /**< should the constraint be separated during LP processing?
84  * Usually set to TRUE. */
85  SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
86  * TRUE for model constraints, FALSE for additional, redundant constraints. */
87  SCIP_Bool check, /**< should the constraint be checked for feasibility?
88  * TRUE for model constraints, FALSE for additional, redundant constraints. */
89  SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
90  * Usually set to TRUE. */
91  SCIP_Bool local, /**< is constraint only valid locally?
92  * Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
93  SCIP_Bool modifiable, /**< is constraint modifiable (subject to column generation)?
94  * Usually set to FALSE. In column generation applications, set to TRUE if pricing
95  * adds coefficients to this constraint. */
96  SCIP_Bool dynamic, /**< is constraint subject to aging?
97  * Usually set to FALSE. Set to TRUE for own cuts which
98  * are separated as constraints. */
99  SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
100  * Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
101  SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
102  * if it may be moved to a more global node?
103  * Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
104  );
105 
106 /** creates and captures a knapsack constraint
107  * in its most basic version, i. e., all constraint flags are set to their basic value as explained for the
108  * method SCIPcreateConsKnapsack(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h
109  *
110  * @see SCIPcreateConsKnapsack() for information about the basic constraint flag configuration
111  *
112  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
113  */
116  SCIP* scip, /**< SCIP data structure */
117  SCIP_CONS** cons, /**< pointer to hold the created constraint */
118  const char* name, /**< name of constraint */
119  int nvars, /**< number of items in the knapsack */
120  SCIP_VAR** vars, /**< array with item variables */
121  SCIP_Longint* weights, /**< array with item weights */
122  SCIP_Longint capacity /**< capacity of knapsack */
123  );
124 
125 /** adds new item to knapsack constraint */
128  SCIP* scip, /**< SCIP data structure */
129  SCIP_CONS* cons, /**< constraint data */
130  SCIP_VAR* var, /**< item variable */
131  SCIP_Longint weight /**< item weight */
132  );
133 
134 /** gets the capacity of the knapsack constraint */
137  SCIP* scip, /**< SCIP data structure */
138  SCIP_CONS* cons /**< constraint data */
139  );
140 
141 /** changes capacity of the knapsack constraint
142  *
143  * @note This method can only be called during problem creation stage (SCIP_STAGE_PROBLEM)
144  */
147  SCIP* scip, /**< SCIP data structure */
148  SCIP_CONS* cons, /**< constraint data */
149  SCIP_Longint capacity /**< new capacity of knapsack */
150  );
151 
152 /** gets the number of items in the knapsack constraint */
155  SCIP* scip, /**< SCIP data structure */
156  SCIP_CONS* cons /**< constraint data */
157  );
158 
159 /** gets the array of variables in the knapsack constraint; the user must not modify this array! */
162  SCIP* scip, /**< SCIP data structure */
163  SCIP_CONS* cons /**< constraint data */
164  );
165 
166 /** gets the array of weights in the knapsack constraint; the user must not modify this array! */
169  SCIP* scip, /**< SCIP data structure */
170  SCIP_CONS* cons /**< constraint data */
171  );
172 
173 /** gets the dual solution of the knapsack constraint in the current LP */
176  SCIP* scip, /**< SCIP data structure */
177  SCIP_CONS* cons /**< constraint data */
178  );
179 
180 /** gets the dual Farkas value of the knapsack constraint in the current infeasible LP */
183  SCIP* scip, /**< SCIP data structure */
184  SCIP_CONS* cons /**< constraint data */
185  );
186 
187 /** returns the linear relaxation of the given knapsack constraint; may return NULL if no LP row was yet created;
188  * the user must not modify the row!
189  */
192  SCIP* scip, /**< SCIP data structure */
193  SCIP_CONS* cons /**< constraint data */
194  );
195 
196 /** solves knapsack problem in maximization form exactly using dynamic programming;
197  * if needed, one can provide arrays to store all selected items and all not selected items
198  *
199  * @note in case you provide the solitems or nonsolitems array you also have to provide the counter part, as well
200  *
201  * @note the algorithm will first compute a greedy solution and terminate
202  * if the greedy solution is proven to be optimal.
203  * The dynamic programming algorithm runs with a time and space complexity
204  * of O(nitems * capacity).
205  */
208  SCIP* scip, /**< SCIP data structure */
209  int nitems, /**< number of available items */
210  SCIP_Longint* weights, /**< item weights */
211  SCIP_Real* profits, /**< item profits */
212  SCIP_Longint capacity, /**< capacity of knapsack */
213  int* items, /**< item numbers */
214  int* solitems, /**< array to store items in solution, or NULL */
215  int* nonsolitems, /**< array to store items not in solution, or NULL */
216  int* nsolitems, /**< pointer to store number of items in solution, or NULL */
217  int* nnonsolitems, /**< pointer to store number of items not in solution, or NULL */
218  SCIP_Real* solval, /**< pointer to store optimal solution value, or NULL */
219  SCIP_Bool* success /**< pointer to store if an error occured during solving
220  * (normally a memory problem) */
221  );
222 
223 /** solves knapsack problem in maximization form approximately by solving the LP-relaxation of the problem using Dantzig's
224  * method and rounding down the solution; if needed, one can provide arrays to store all selected items and all not
225  * selected items
226  */
229  SCIP* scip, /**< SCIP data structure */
230  int nitems, /**< number of available items */
231  SCIP_Longint* weights, /**< item weights */
232  SCIP_Real* profits, /**< item profits */
233  SCIP_Longint capacity, /**< capacity of knapsack */
234  int* items, /**< item numbers */
235  int* solitems, /**< array to store items in solution, or NULL */
236  int* nonsolitems, /**< array to store items not in solution, or NULL */
237  int* nsolitems, /**< pointer to store number of items in solution, or NULL */
238  int* nnonsolitems, /**< pointer to store number of items not in solution, or NULL */
239  SCIP_Real* solval /**< pointer to store optimal solution value, or NULL */
240  );
241 
242 /** separates different classes of valid inequalities for the 0-1 knapsack problem */
245  SCIP* scip, /**< SCIP data structure */
246  SCIP_CONS* cons, /**< originating constraint of the knapsack problem, or NULL */
247  SCIP_SEPA* sepa, /**< originating separator of the knapsack problem, or NULL */
248  SCIP_VAR** vars, /**< variables in knapsack constraint */
249  int nvars, /**< number of variables in knapsack constraint */
250  SCIP_Longint* weights, /**< weights of variables in knapsack constraint */
251  SCIP_Longint capacity, /**< capacity of knapsack */
252  SCIP_SOL* sol, /**< primal SCIP solution to separate, NULL for current LP solution */
253  SCIP_Bool usegubs, /**< should GUB information be used for separation? */
254  SCIP_Bool* cutoff, /**< pointer to store whether a cutoff has been detected */
255  int* ncuts /**< pointer to add up the number of found cuts */
256  );
257 
258 /* relaxes given general linear constraint into a knapsack constraint and separates lifted knapsack cover inequalities */
261  SCIP* scip, /**< SCIP data structure */
262  SCIP_CONS* cons, /**< originating constraint of the knapsack problem, or NULL */
263  SCIP_SEPA* sepa, /**< originating separator of the knapsack problem, or NULL */
264  int nknapvars, /**< number of variables in the continuous knapsack constraint */
265  SCIP_VAR** knapvars, /**< variables in the continuous knapsack constraint */
266  SCIP_Real* knapvals, /**< coefficients of the variables in the continuous knapsack constraint */
267  SCIP_Real valscale, /**< -1.0 if lhs of row is used as rhs of c. k. constraint, +1.0 otherwise */
268  SCIP_Real rhs, /**< right hand side of the continuous knapsack constraint */
269  SCIP_SOL* sol, /**< primal CIP solution, NULL for current LP solution */
270  SCIP_Bool* cutoff, /**< pointer to store whether a cutoff was found */
271  int* ncuts /**< pointer to add up the number of found cuts */
272  );
273 
274 /* @} */
275 
276 /* @} */
277 
278 #ifdef __cplusplus
279 }
280 #endif
281 
282 #endif
SCIP_EXPORT SCIP_RETCODE SCIPseparateKnapsackCuts(SCIP *scip, SCIP_CONS *cons, SCIP_SEPA *sepa, SCIP_VAR **vars, int nvars, SCIP_Longint *weights, SCIP_Longint capacity, SCIP_SOL *sol, SCIP_Bool usegubs, SCIP_Bool *cutoff, int *ncuts)
#define SCIP_EXPORT
Definition: def.h:98
SCIP_EXPORT int SCIPgetNVarsKnapsack(SCIP *scip, SCIP_CONS *cons)
SCIP_EXPORT SCIP_RETCODE SCIPseparateRelaxedKnapsack(SCIP *scip, SCIP_CONS *cons, SCIP_SEPA *sepa, int nknapvars, SCIP_VAR **knapvars, SCIP_Real *knapvals, SCIP_Real valscale, SCIP_Real rhs, SCIP_SOL *sol, SCIP_Bool *cutoff, int *ncuts)
SCIP_EXPORT SCIP_RETCODE SCIPcreateConsKnapsack(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Longint *weights, SCIP_Longint capacity, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:53
SCIP_EXPORT SCIP_ROW * SCIPgetRowKnapsack(SCIP *scip, SCIP_CONS *cons)
SCIP_EXPORT SCIP_RETCODE SCIPchgCapacityKnapsack(SCIP *scip, SCIP_CONS *cons, SCIP_Longint capacity)
type definitions for return codes for SCIP methods
SCIP_EXPORT SCIP_Longint * SCIPgetWeightsKnapsack(SCIP *scip, SCIP_CONS *cons)
SCIP_EXPORT SCIP_RETCODE SCIPsolveKnapsackExactly(SCIP *scip, int nitems, SCIP_Longint *weights, SCIP_Real *profits, SCIP_Longint capacity, int *items, int *solitems, int *nonsolitems, int *nsolitems, int *nnonsolitems, SCIP_Real *solval, SCIP_Bool *success)
type definitions for LP management
SCIP_EXPORT SCIP_RETCODE SCIPcreateConsBasicKnapsack(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Longint *weights, SCIP_Longint capacity)
type definitions for SCIP&#39;s main datastructure
type definitions for problem variables
#define SCIP_Bool
Definition: def.h:70
SCIP_EXPORT SCIP_VAR ** SCIPgetVarsKnapsack(SCIP *scip, SCIP_CONS *cons)
SCIP_EXPORT SCIP_Real SCIPgetDualsolKnapsack(SCIP *scip, SCIP_CONS *cons)
type definitions for storing primal CIP solutions
SCIP_EXPORT SCIP_Real SCIPgetDualfarkasKnapsack(SCIP *scip, SCIP_CONS *cons)
type definitions for separators
#define SCIP_Real
Definition: def.h:164
SCIP_EXPORT SCIP_RETCODE SCIPsolveKnapsackApproximately(SCIP *scip, int nitems, SCIP_Longint *weights, SCIP_Real *profits, SCIP_Longint capacity, int *items, int *solitems, int *nonsolitems, int *nsolitems, int *nnonsolitems, SCIP_Real *solval)
#define SCIP_Longint
Definition: def.h:149
SCIP_EXPORT SCIP_RETCODE SCIPaddCoefKnapsack(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Longint weight)
common defines and data types used in all packages of SCIP
SCIP_EXPORT SCIP_RETCODE SCIPincludeConshdlrKnapsack(SCIP *scip)
SCIP_EXPORT SCIP_Longint SCIPgetCapacityKnapsack(SCIP *scip, SCIP_CONS *cons)
type definitions for constraints and constraint handlers