sepa_eccuts.c
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23 /**@todo only add nonlinear row aggregations where at least ...% of the variables (bilinear terms?) are in edge concave
25 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
42 #define SEPA_DELAY FALSE /**< should separation method be delayed, if other separators found cuts? */
44 #define CLIQUE_MAXFIRSTNODEWEIGHT 1000 /**< maximum weight of branching nodes in level 0; 0 if not used for cliques
48 #define CLIQUE_BACKTRACKFREQ 10000 /**< frequency to backtrack to first level of tree (0: no premature backtracking) */
50 #define DEFAULT_DYNAMICCUTS TRUE /**< should generated cuts be removed from the LP if they are no longer tight? */
51 #define DEFAULT_MAXROUNDS 10 /**< maximal number of separation rounds per node (-1: unlimited) */
52 #define DEFAULT_MAXROUNDSROOT 250 /**< maximal number of separation rounds in the root node (-1: unlimited) */
54 #define DEFAULT_MAXSEPACUTS 10 /**< maximal number of e.c. cuts separated per separation round */
55 #define DEFAULT_MAXSEPACUTSROOT 50 /**< maximal number of e.c. cuts separated per separation round in root node */
56 #define DEFAULT_CUTMAXRANGE 1e+7 /**< maximal coefficient range of a cut (maximal coefficient divided by minimal
59 #define DEFAULT_MINAGGRSIZE 3 /**< search for e.c. aggregation of at least this size (has to be >= 3) */
60 #define DEFAULT_MAXAGGRSIZE 4 /**< search for e.c. aggregation of at most this size (has to be >= minaggrsize) */
61 #define DEFAULT_MAXBILINTERMS 500 /**< maximum number of bilinear terms allowed to be in a quadratic constraint */
62 #define DEFAULT_MAXSTALLROUNDS 5 /**< maximum number of unsuccessful rounds in the e.c. aggregation search */
66 #define ADJUSTFACETTOL 1e-6 /**< adjust resulting facets in checkRikun() up to a violation of this value */
70 static const int poweroftwo[] = { 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 4096, 8192 };
76 /** data to store a single edge-concave aggregations; an edge-concave aggregation of a quadratic constraint is a subset
90 };
93 /** data to store all edge-concave aggregations and the remaining part of a nonlinear row of the form g(x) <= rhs */
120 };
130 int minaggrsize; /**< only search for e.c. aggregations of at least this size (has to be >= 3) */
131 int maxaggrsize; /**< only search for e.c. aggregations of at most this size (has to be >= minaggrsize) */
133 int maxbilinterms; /**< maximum number of bilinear terms allowed to be in a quadratic constraint */
134 int maxstallrounds; /**< maximum number of unsuccessful rounds in the e.c. aggregation search */
136 SCIP_LPI* lpi; /**< LP interface to solve the LPs to compute the facets of the convex envelopes */
141 SCIP_Bool dynamiccuts; /**< should generated cuts be removed from the LP if they are no longer tight? */
148 int maxsepacutsroot; /**< maximal number of e.c. cuts separated per separation round in root node */
152 int nlhsnlrowaggrs; /**< number of found nonlinear row aggregations for SCIP_NLROWs of the form g(x) <= rhs */
153 int nrhsnlrowaggrs; /**< number of found nonlinear row aggregations for SCIP_NLROWs of the form g(x) >= lhs */
292 SCIPdebugMsgPrint(scip, "%e %s * %s ", ecaggr->termcoefs[i], SCIPvarGetName(x), SCIPvarGetName(y) );
439 SCIP_CALL( nlrowaggrStoreLinearTerms(scip, *nlrowaggr, SCIPnlrowGetLinearVars(nlrow), SCIPnlrowGetLinearCoefs(nlrow),
443 SCIP_CALL( nlrowaggrStoreQuadraticVars(scip, *nlrowaggr, SCIPnlrowGetQuadVars(nlrow), SCIPnlrowGetNQuadVars(nlrow)) );
472 /* variables has to belong to the same e.c. aggregation; bilinear / quadratic term has to be concave */
473 if( idx1 >= 0 && idx2 >= 0 && idx1 == idx2 && (quadelem->idx1 != quadelem->idx2 || SCIPisNegative(scip, coef) ) )
509 /* add the bilinear /quadratic terms to the edge-concave aggregations or in the remaining part */
526 if( idx1 >= 0 && idx2 >= 0 && idx1 == idx2 && (quadelem->idx1 != quadelem->idx2 || SCIPisNegative(scip, coef) ) )
529 SCIPdebugMsg(scip, "add term %e *%d*%d to aggr. %d\n", coef, quadelem->idx1, quadelem->idx2, idx1);
534 SCIPdebugMsg(scip, "add term %e *%d*%d to the remaining part\n", coef, quadelem->idx1, quadelem->idx2);
612 SCIPdebugMsgPrint(scip, "%e %s * %s + ", nlrowaggr->remtermcoefs[i], SCIPvarGetName(nlrowaggr->remtermvars1[i]),
615 SCIPdebugMsgPrint(scip, "%e %s + ", nlrowaggr->lincoefs[i], SCIPvarGetName(nlrowaggr->linvars[i]) );
720 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &sepadata->nlrowaggrs, sepadata->nlrowaggrssize, 2 * sepadata->nlrowaggrssize) ); /*lint !e506 !e647*/
762 /** creates an MIP to search for cycles with an odd number of positive edges in the graph representation of a nonlinear
763 * row; the model uses directed binary arc flow variables; we introduce for all quadratic elements a forward and
764 * backward edge; if the term is quadratic (e.g., loop in the graph) we fix the corresponding variables to zero; this
822 edgeweight = (quadelem->idx1 == quadelem->idx2) ? 0.0 : nodeweights[quadelem->idx1] + nodeweights[quadelem->idx2];
823 SCIPdebugMsg(scip, "edge {%d,%d} = {%s,%s} coeff=%e edgeweight=%e\n", quadelem->idx1, quadelem->idx2,
830 SCIP_CALL( SCIPcreateVarBasic(subscip, &forwardarcs[i], name, 0.0, ub, 0.01 + edgeweight, SCIP_VARTYPE_BINARY) );
834 SCIP_CALL( SCIPcreateVarBasic(subscip, &backwardarcs[i], name, 0.0, ub, 0.01 + edgeweight, SCIP_VARTYPE_BINARY) );
858 SCIP_CALL( SCIPcreateConsBasicLinear(subscip, &noparallelcons, name, 0, NULL, NULL, 0.0, 1.0) );
867 SCIP_CALL( SCIPcreateConsBasicXor(subscip, &oddcyclecons, name, TRUE, noddcyclearcs, oddcyclearcs) );
1077 * SCIP's clique code can only handle integer node weights; all node weights are scaled by a factor of 100; since the
1107 /* SCIPdebugMsg(scip, "%d (%s): nodeweight %d \n", i, SCIPvarGetName(SCIPnlrowGetQuadVars(nlrow)[i]), nodeweight); */
1161 /** searches for edge-concave aggregations by computing cliques in the graph representation of a given nonlinear row
1162 * update graph, compute clique, store clique; after computing a clique we heuristically check if the clique contains
1213 tcliqueMaxClique(tcliqueGetNNodes, tcliqueGetWeights, tcliqueIsEdge, tcliqueSelectAdjnodes, graph, NULL, NULL,
1214 maxcliquenodes, &nmaxcliquenodes, &maxcliqueweight, CLIQUE_MAXFIRSTNODEWEIGHT, CLIQUE_MINWEIGHT,
1226 SCIP_CALL( SCIPhashmapInsertInt(cliquemap, (void*) (size_t) maxcliquenodes[i], 0) ); /*lint !e571*/
1261 if( noddcycleedges == 0 || (aggrsize == 3 && noddcycleedges == 2) || (aggrsize == 4 && ntwodegrees == 4) )
1266 /* add the found clique as an edge-concave aggregation or exclude the nodes from the remaining search */
1270 SCIPdebugMsg(scip, "%s %d\n", *foundaggr ? "aggregate node: " : "exclude node: ", maxcliquenodes[i]);
1291 SCIP_Bool rhsaggr, /**< consider nonlinear row aggregation for g(x) <= rhs (TRUE) or g(x) >= lhs (FALSE) */
1322 /* arrays to store all arc variables of the MIP model; note that we introduce variables even for loops in the graph
1329 /* inititialize mapping from quadvars to e.c. aggregation index (-1: quadvar is in no aggregation); compute node
1336 nodeweights[i] = phi(scip, SCIPgetSolVal(scip, sol, var), SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var) );
1337 SCIPdebugMsg(scip, "%s = %e (%e in [%e, %e])\n", SCIPvarGetName(var), nodeweights[i], SCIPgetSolVal(scip, sol, var),
1341 SCIP_CALL( createMIP(scip, subscip, sepadata, nlrow, rhsaggr, forwardarcs, backwardarcs, nodeweights, &nedges) );
1382 SCIP_CALL( storeAggrFromMIP(subscip, nlrow, forwardarcs, backwardarcs, quadvar2aggr, *nfound) );
1397 SCIP_CALL_TERMINATE( retcode, createTcliqueGraph(scip, nlrow, &graph, nodeweights), TERMINATE );
1400 /* 2.a - search and store a single edge-concave aggregation by computing a clique with a good cycle */
1401 SCIP_CALL_FINALLY( searchEcAggrWithCliques(scip, graph, sepadata, nlrow, quadvar2aggr, *nfound, rhsaggr,
1430 SCIP_CALL_FINALLY( updateMIP(subscip, nlrow, forwardarcs, backwardarcs, quadvar2aggr, &nedges), tcliqueFree(&graph) );
1461 /** computes a partitioning into edge-concave aggregations for a given (quadratic) nonlinear row; each aggregation has
1462 * to contain a cycle with an odd number of positive weighted edges (good cycles) in the corresponding graph representation
1466 * -# use a MIP model based on binary flow variables to compute good cycles and store the implied subgraphs as an e.c. aggr.
1467 * -# if we find a good cycle, store the implied subgraph, delete it from the graph representation and go to 1)
1470 * -# if we find a good cycle in C, store the implied subgraph of C, delete it from the graph representation and go to 1)
1479 SCIP_Bool rhsaggr, /**< consider nonlinear row aggregation for g(x) <= rhs (TRUE) or g(x) >= lhs (FALSE) */
1500 /** returns whether a given nonlinear row can be used to compute edge-concave aggregations for which their convex
1501 * envelope could dominate the termwise bilinear relaxation; this is the case if there exists at least one cycle with
1502 * an odd number of positive edges in the corresponding graph representation of the nonlinear row
1509 SCIP_Bool* rhscandidate, /**< pointer to store if we should compute edge-concave aggregations for
1511 SCIP_Bool* lhscandidate /**< pointer to store if we should compute edge-concave aggregations for
1527 /* skip if the nlrow is not in the NLP, there are other nonlinearities, or too few quadratic variables */
1583 if( nposedges + nnegedges > sepadata->maxbilinterms || nposedges + nnegedges < sepadata->minaggrsize
1591 /* check if there are enough positive/negative edges; for a 3-clique there has to be an odd number of those edges */
1617 SCIP_CALL( SCIPallocBufferArray(scip, &quadvar2aggr, SCIPnlrowGetNQuadVars(nlrow)) ); /*lint !e705*/
1624 /* check obvious conditions for existing cycles with an odd number of positive/negative edges */
1696 /** checks if a facet is really an underestimate for all corners of the domain [l,u]; because of numerics it can happen
1697 * that a facet violates a corner of the domain; to make the facet valid we subtract the maximum violation from the
1698 * constant part of the facet; its a good excersise to write a comment describing the gray code...
1747 val += facet[pos] * (SCIPvarGetUbLocal(ecaggr->vars[pos]) - SCIPvarGetLbLocal(ecaggr->vars[pos]));
1749 val -= facet[pos] * (SCIPvarGetUbLocal(ecaggr->vars[pos]) - SCIPvarGetLbLocal(ecaggr->vars[pos]));
1760 /* there seem to be numerical problems if the violation is too large; in this case we reject the facet */
1805 SCIP_CALL( SCIPlpiCreate(&(sepadata->lpi), SCIPgetMessagehdlr(scip), "e.c. LP", SCIP_OBJSEN_MINIMIZE) );
1911 bound1 = ((poweroftwo[idx1]) & k) == 0 ? SCIPvarGetLbLocal(ecaggr->vars[idx1]) : SCIPvarGetUbLocal(ecaggr->vars[idx1]); /*lint !e661*/
1912 bound2 = ((poweroftwo[idx2]) & k) == 0 ? SCIPvarGetLbLocal(ecaggr->vars[idx2]) : SCIPvarGetUbLocal(ecaggr->vars[idx2]); /*lint !e661*/
1933 assert(!SCIPisFeasEQ(scip, ub - lb, 0.0)); /* this would mean that a variable has been fixed */
1954 * where f is an edge concave function, \f$x\f$ in \f$[l,u]\f$ is a solution of the current relaxation, and \f$v_i\f$ are the vertices
1955 * of \f$[l,u]\f$; the method transforms the problem to the domain \f$[0,1]^n\f$, computes a facet, and transforms this facet to the
1972 SCIP_Real* facet, /**< array to store the coefficients of the resulting facet; size has to be at least (ecaggr->nvars + 1) */
1973 SCIP_Real* facetval, /**< pointer to store the value of the facet evaluated at the current solution */
2047 side[i] = transformValue(scip, SCIPvarGetLbLocal(x), SCIPvarGetUbLocal(x), SCIPgetSolVal(scip, sol, x));
2084 /* the dual solution corresponds to the coefficients of the facet in the transformed problem; note that it might be
2120 * we now have the linear underestimator L(x) = beta^T x + beta_0, which needs to be transform to the original space
2121 * the underestimator in the original space, G(x) = alpha^T x + alpha_0, is given by G(x) = L(T(x)), where T(.) is
2173 /** method to add a facet of the convex envelope of an edge-concave aggregation to a given cut */
2336 assert(SCIPisLE(scip, refpoint, SCIPvarGetUbLocal(x)) && SCIPisGE(scip, refpoint, SCIPvarGetLbLocal(x)));
2339 SCIPaddSquareLinearization(scip, coeff, refpoint, SCIPvarIsIntegral(x), &lincoef, &linconst, success);
2341 SCIPaddSquareSecant(scip, coeff, SCIPvarGetLbLocal(x), SCIPvarGetUbLocal(x), refpoint, &lincoef, &linconst, success);
2367 refpointx = SCIPisLT(scip, refpointx, SCIPvarGetLbLocal(x)) ? SCIPvarGetLbLocal(x) : refpointx;
2368 refpointx = SCIPisGT(scip, refpointx, SCIPvarGetUbLocal(x)) ? SCIPvarGetUbLocal(x) : refpointx;
2369 refpointy = SCIPisLT(scip, refpointy, SCIPvarGetLbLocal(y)) ? SCIPvarGetLbLocal(y) : refpointy;
2370 refpointy = SCIPisGT(scip, refpointy, SCIPvarGetUbLocal(y)) ? SCIPvarGetUbLocal(y) : refpointy;
2371 assert(SCIPisLE(scip, refpointx, SCIPvarGetUbLocal(x)) && SCIPisGE(scip, refpointx, SCIPvarGetLbLocal(x)));
2372 assert(SCIPisLE(scip, refpointy, SCIPvarGetUbLocal(y)) && SCIPisGE(scip, refpointy, SCIPvarGetLbLocal(y)));
2374 SCIPaddBilinMcCormick(scip, coeff, SCIPvarGetLbLocal(x), SCIPvarGetUbLocal(x), refpointx, SCIPvarGetLbLocal(y),
2384 SCIPdebugMsg(scip, "add to cut: %e * %s + %e * %s + %e\n", lincoefx, SCIPvarGetName(x), lincoefy,
2391 /** method to compute and and a cut for a nonlinear row aggregation and a given solution; we compute for each edge
2392 * concave aggregation one facet; the remaining bilinear terms will be underestimated with McCormick, secants or
2429 SCIP_CALL( SCIPcreateEmptyRowSepa(scip, &cut, sepa, cutname, -SCIPinfinity(scip), SCIPinfinity(scip), islocalcut, FALSE,
2448 SCIPdebugMsg(scip, " %s = [%e, %e] solval = %e\n", SCIPvarGetName(var), SCIPvarGetLbLocal(var),
2463 SCIP_CALL( SCIPcomputeConvexEnvelopeFacet(scip, sepadata, sol, ecaggr, bestfacet, &bestfacetval, &found) );
2465 SCIPdebugMsg(scip, "found facet for edge-concave aggregation %d/%d ? %s\n", i, nlrowaggr->necaggr,
2473 /* do not add any cut because we did not found a facet for at least one edge-concave aggregation */
2478 SCIP_CALL( addFacetToCut(scip, sol, cut, bestfacet, ecaggr->vars, ecaggr->nvars, &cutconstant, &cutactivity,
2485 /* compute an underestimate for each bilinear term which is not in any edge-concave aggregation */
2497 SCIP_CALL( addBilinearTermToCut(scip, sol, cut, x, y, nlrowaggr->remtermcoefs[i], &cutconstant, &cutactivity,
2516 SCIP_CALL( addLinearTermToCut(scip, sol, cut, x, coef, &cutconstant, &cutactivity, &success) );
2529 /* assert(SCIPisFeasEQ(scip, cutactivity - cutconstant, SCIPgetRowSolActivity(scip, cut, sol)) ); */
2536 SCIProwGetName(cut), SCIPgetRowSolActivity(scip, cut, sol), SCIPgetCutEfficacy(scip, sol, cut),
2539 /* try to add the cut has a finite rhs, is efficacious, and does not exceed the maximum cut range */
2540 if( !SCIPisInfinity(scip, nlrowaggr->rhs - cutconstant) && SCIPisCutEfficacious(scip, sol, cut)
2593 if( SCIPisInfinity(scip, REALABS(SCIPvarGetLbLocal(var))) || SCIPisInfinity(scip, REALABS(SCIPvarGetUbLocal(var)))
2601 if( nlrowaggr->quadvar2aggr[i] >= 0 && SCIPisFeasEQ(scip, SCIPvarGetLbLocal(var), SCIPvarGetUbLocal(var)) )
2660 SCIPdebugMsg(scip, "found a cut: %s cutoff: %s\n", separated ? "yes" : "no", cutoff ? "yes" : "no");
2715 /** solving process deinitialization method of separator (called before branch and bound process data is freed) */
2816 )
2825 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepa, SEPA_NAME, SEPA_DESC, SEPA_PRIORITY, SEPA_FREQ, SEPA_MAXBOUNDDIST,
2867 "maximal coef. range of a cut (max coef. divided by min coef.) in order to be added to LP relaxation",
SCIP_EXPORT SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_clp.cpp:522
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:438
static SCIP_RETCODE separateCuts(SCIP *scip, SCIP_SEPA *sepa, SCIP_SEPADATA *sepadata, SCIP_SOL *sol, SCIP_RESULT *result)
Definition: sepa_eccuts.c:2615
#define SCIPreallocBlockMemoryArray(scip, ptr, oldnum, newnum)
Definition: scip_mem.h:86
Definition: type_result.h:33
SCIP_RETCODE SCIPcreateConsBasicXor(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_Bool rhs, int nvars, SCIP_VAR **vars)
Definition: cons_xor.c:5900
SCIP_RETCODE SCIPnlrowPrint(SCIP_NLROW *nlrow, SCIP_MESSAGEHDLR *messagehdlr, FILE *file)
Definition: nlp.c:2296
static SCIP_RETCODE createMIP(SCIP *scip, SCIP *subscip, SCIP_SEPADATA *sepadata, SCIP_NLROW *nlrow, SCIP_Bool rhsaggr, SCIP_VAR **forwardarcs, SCIP_VAR **backwardarcs, SCIP_Real *nodeweights, int *nedges)
Definition: sepa_eccuts.c:770
static SCIP_RETCODE addFacetToCut(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut, SCIP_Real *facet, SCIP_VAR **vars, int nvars, SCIP_Real *cutconstant, SCIP_Real *cutactivity, SCIP_Bool *success)
Definition: sepa_eccuts.c:2177
SCIP_EXPORT TCLIQUE_Bool tcliqueFlush(TCLIQUE_GRAPH *tcliquegraph)
Definition: tclique_graph.c:408
SCIP_Bool SCIPisGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:490
Definition: struct_scip.h:59
Definition: type_prob.h:38
SCIP_EXPORT TCLIQUE_Bool tcliqueAddEdge(TCLIQUE_GRAPH *tcliquegraph, int node1, int node2)
Definition: tclique_graph.c:371
SCIP_RETCODE SCIPsetObjsense(SCIP *scip, SCIP_OBJSENSE objsense)
Definition: scip_prob.c:1240
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1353
static SCIP_RETCODE sepadataFreeNlrows(SCIP *scip, SCIP_SEPADATA *sepadata)
Definition: sepa_eccuts.c:647
SCIP_RETCODE SCIPprintRow(SCIP *scip, SCIP_ROW *row, FILE *file)
Definition: scip_lp.c:2152
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: cons_linear.c:18089
Definition: struct_var.h:198
static SCIP_RETCODE searchEcAggrWithCliques(SCIP *scip, TCLIQUE_GRAPH *graph, SCIP_SEPADATA *sepadata, SCIP_NLROW *nlrow, int *quadvar2aggr, int nfoundsofar, SCIP_Bool rhsaggr, SCIP_Bool *foundaggr, SCIP_Bool *foundclique)
Definition: sepa_eccuts.c:1168
SCIP_EXPORT SCIP_RETCODE SCIPlpiAddRows(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_clp.cpp:905
SCIP_RETCODE SCIPcreateVarBasic(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype)
Definition: scip_var.c:185
SCIP_RETCODE SCIPhashmapInsertInt(SCIP_HASHMAP *hashmap, void *origin, int image)
Definition: misc.c:3132
static SCIP_RETCODE SCIPcomputeConvexEnvelopeFacet(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_SOL *sol, SCIP_ECAGGR *ecaggr, SCIP_Real *facet, SCIP_Real *facetval, SCIP_Bool *success)
Definition: sepa_eccuts.c:1969
static SCIP_RETCODE searchEcAggrWithMIP(SCIP *subscip, SCIP_Real timelimit, int nedges, SCIP_Bool *aggrleft, SCIP_Bool *found)
Definition: sepa_eccuts.c:1017
SCIP_RETCODE SCIPcreateConsBasicLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs)
Definition: cons_linear.c:17937
Definition: type_var.h:53
static SCIP_RETCODE sepadataFree(SCIP *scip, SCIP_SEPADATA **sepadata)
Definition: sepa_eccuts.c:677
static SCIP_RETCODE createTcliqueGraph(SCIP *scip, SCIP_NLROW *nlrow, TCLIQUE_GRAPH **graph, SCIP_Real *nodeweights)
Definition: sepa_eccuts.c:1083
SCIP_RETCODE SCIPsetHeuristics(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:922
SCIP_RETCODE SCIPsetSepaCopy(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPACOPY((*sepacopy)))
Definition: scip_sepa.c:142
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:48
edge concave cut separator
Definition: type_expr.h:100
Definition: type_result.h:40
SCIP_RETCODE SCIPflushRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1604
Definition: tclique.h:57
tclique user interface
Definition: struct_sepa.h:37
void SCIPaddSquareLinearization(SCIP *scip, SCIP_Real sqrcoef, SCIP_Real refpoint, SCIP_Bool isint, SCIP_Real *lincoef, SCIP_Real *linconstant, SCIP_Bool *success)
Definition: scip_nonlinear.c:53
static SCIP_RETCODE nlrowaggrAddRemBilinTerm(SCIP_NLROWAGGR *nlrowaggr, SCIP_VAR *x, SCIP_VAR *y, SCIP_Real coef)
Definition: sepa_eccuts.c:363
SCIP_EXPORT TCLIQUE_Bool tcliqueAddNode(TCLIQUE_GRAPH *tcliquegraph, int node, TCLIQUE_WEIGHT weight)
Definition: tclique_graph.c:331
SCIP_Real SCIPgetCutEfficacy(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut)
Definition: scip_cut.c:65
static SCIP_RETCODE ecaggrCreateEmpty(SCIP *scip, SCIP_ECAGGR **ecaggr, int nquadvars, int nquadterms)
Definition: sepa_eccuts.c:166
Definition: struct_sol.h:64
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:464
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:619
static SCIP_RETCODE ecaggrFree(SCIP *scip, SCIP_ECAGGR **ecaggr)
Definition: sepa_eccuts.c:196
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3363
static SCIP_Bool isPossibleToComputeCut(SCIP *scip, SCIP_SOL *sol, SCIP_NLROWAGGR *nlrowaggr)
Definition: sepa_eccuts.c:2572
Definition: struct_misc.h:128
SCIP_RETCODE SCIPcacheRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1581
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetNRows(SCIP_LPI *lpi, int *nrows)
Definition: lpi_clp.cpp:1408
static SCIP_RETCODE doSeachEcAggr(SCIP *scip, SCIP *subscip, SCIP_SEPADATA *sepadata, SCIP_NLROW *nlrow, SCIP_SOL *sol, SCIP_Bool rhsaggr, int *quadvar2aggr, int *nfound)
Definition: sepa_eccuts.c:1287
Definition: type_result.h:35
Definition: struct_cons.h:37
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:773
Definition: type_retcode.h:48
Definition: type_lpi.h:34
static SCIP_Real phi(SCIP *scip, SCIP_Real val, SCIP_Real lb, SCIP_Real ub)
Definition: sepa_eccuts.c:747
static SCIP_RETCODE sepadataAddNlrowaggr(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_NLROWAGGR *nlrowaggr)
Definition: sepa_eccuts.c:703
static SCIP_RETCODE storeAggrFromMIP(SCIP *subscip, SCIP_NLROW *nlrow, SCIP_VAR **forwardarcs, SCIP_VAR **backwardarcs, int *quadvar2aggr, int nfoundsofar)
Definition: sepa_eccuts.c:971
internal methods for NLP management
Definition: sepa_eccuts.c:81
static SCIP_RETCODE addBilinearTermToCut(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut, SCIP_VAR *x, SCIP_VAR *y, SCIP_Real coeff, SCIP_Real *cutconstant, SCIP_Real *cutactivity, SCIP_Bool *success)
Definition: sepa_eccuts.c:2286
Definition: type_retcode.h:33
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
Definition: lpi_clp.cpp:1158
SCIP_EXPORT SCIP_RETCODE SCIPlpiAddCols(SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_clp.cpp:749
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_clp.cpp:1075
Definition: type_retcode.h:34
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:298
SCIP_EXPORT SCIP_RETCODE SCIPlpiSolvePrimal(SCIP_LPI *lpi)
Definition: lpi_clp.cpp:1796
SCIP_RETCODE SCIPincludeDefaultPlugins(SCIP *scip)
Definition: scipdefplugins.c:28
static SCIP_RETCODE nlrowaggrStoreQuadraticVars(SCIP *scip, SCIP_NLROWAGGR *nlrowaggr, SCIP_VAR **quadvars, int nquadvars)
Definition: sepa_eccuts.c:342
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3014
SCIP_RETCODE SCIPincludeSepaBasic(SCIP *scip, SCIP_SEPA **sepa, const char *name, const char *desc, int priority, int freq, SCIP_Real maxbounddist, SCIP_Bool usessubscip, SCIP_Bool delay, SCIP_DECL_SEPAEXECLP((*sepaexeclp)), SCIP_DECL_SEPAEXECSOL((*sepaexecsol)), SCIP_SEPADATA *sepadata)
Definition: scip_sepa.c:100
SCIP_EXPORT void tcliqueFree(TCLIQUE_GRAPH **tcliquegraph)
Definition: tclique_graph.c:202
static SCIP_RETCODE searchEcAggr(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_NLROW *nlrow, SCIP_SOL *sol, SCIP_Bool rhsaggr, int *quadvar2aggr, int *nfound)
Definition: sepa_eccuts.c:1476
Definition: struct_lp.h:192
static SCIP_Real transformValue(SCIP *scip, SCIP_Real lb, SCIP_Real ub, SCIP_Real val)
Definition: sepa_eccuts.c:1924
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetNCols(SCIP_LPI *lpi, int *ncols)
Definition: lpi_clp.cpp:1426
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_clp.cpp:1231
SCIP_Bool SCIPisCutEfficacious(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut)
Definition: scip_cut.c:88
static SCIP_RETCODE nlrowaggrCreate(SCIP *scip, SCIP_NLROW *nlrow, SCIP_NLROWAGGR **nlrowaggr, int *quadvar2aggr, int nfound, SCIP_Bool rhsaggr)
Definition: sepa_eccuts.c:388
static SCIP_RETCODE isCandidate(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_NLROW *nlrow, SCIP_Bool *rhscandidate, SCIP_Bool *lhscandidate)
Definition: sepa_eccuts.c:1507
static SCIP_RETCODE nlrowaggrStoreLinearTerms(SCIP *scip, SCIP_NLROWAGGR *nlrowaggr, SCIP_VAR **linvars, SCIP_Real *lincoefs, int nlinvars)
Definition: sepa_eccuts.c:302
SCIP_RETCODE SCIPchgVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:4767
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:130
static SCIP_RETCODE nlrowaggrFree(SCIP *scip, SCIP_NLROWAGGR **nlrowaggr)
Definition: sepa_eccuts.c:549
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:561
Constraint handler for XOR constraints, .
SCIP_RETCODE SCIPaddRow(SCIP *scip, SCIP_ROW *row, SCIP_Bool forcecut, SCIP_Bool *infeasible)
Definition: scip_cut.c:221
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_clp.cpp:2774
static SCIP_RETCODE addLinearTermToCut(SCIP *scip, SCIP_SOL *sol, SCIP_ROW *cut, SCIP_VAR *x, SCIP_Real coeff, SCIP_Real *cutconstant, SCIP_Real *cutactivity, SCIP_Bool *success)
Definition: sepa_eccuts.c:2235
static SCIP_RETCODE createLP(SCIP *scip, SCIP_SEPADATA *sepadata)
Definition: sepa_eccuts.c:1774
SCIP_EXPORT void tcliqueChangeWeight(TCLIQUE_GRAPH *tcliquegraph, int node, TCLIQUE_WEIGHT weight)
Definition: tclique_graph.c:353
Definition: sepa_eccuts.c:96
static SCIP_RETCODE findAndStoreEcAggregations(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_NLROW *nlrow, SCIP_SOL *sol)
Definition: sepa_eccuts.c:1604
SCIP_RETCODE SCIPchgRowRhs(SCIP *scip, SCIP_ROW *row, SCIP_Real rhs)
Definition: scip_lp.c:1553
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1641
SCIP_EXPORT void tcliqueMaxClique(TCLIQUE_GETNNODES((*getnnodes)), TCLIQUE_GETWEIGHTS((*getweights)), TCLIQUE_ISEDGE((*isedge)), TCLIQUE_SELECTADJNODES((*selectadjnodes)), TCLIQUE_GRAPH *tcliquegraph, TCLIQUE_NEWSOL((*newsol)), TCLIQUE_DATA *tcliquedata, int *maxcliquenodes, int *nmaxcliquenodes, TCLIQUE_WEIGHT *maxcliqueweight, TCLIQUE_WEIGHT maxfirstnodeweight, TCLIQUE_WEIGHT minweight, int maxntreenodes, int backtrackfreq, int maxnzeroextensions, int fixednode, int *ntreenodes, TCLIQUE_STATUS *status)
Definition: tclique_branch.c:1001
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:74
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:1767
Definition: lpi_clp.cpp:95
Definition: struct_nlp.h:63
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:451
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:477
static SCIP_RETCODE sepadataCreate(SCIP *scip, SCIP_SEPADATA **sepadata)
Definition: sepa_eccuts.c:631
SCIP_RETCODE SCIPsetSepaExitsol(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAEXITSOL((*sepaexitsol)))
Definition: scip_sepa.c:222
SCIP_EXPORT SCIP_RETCODE SCIPlpiSolveDual(SCIP_LPI *lpi)
Definition: lpi_clp.cpp:1871
SCIP_EXPORT void SCIPsepaSetData(SCIP_SEPA *sepa, SCIP_SEPADATA *sepadata)
Definition: sepa.c:618
static SCIP_RETCODE computeCut(SCIP *scip, SCIP_SEPA *sepa, SCIP_SEPADATA *sepadata, SCIP_NLROWAGGR *nlrowaggr, SCIP_SOL *sol, SCIP_Bool *separated, SCIP_Bool *cutoff)
Definition: sepa_eccuts.c:2398
#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:98
SCIP_RETCODE SCIPsetSepaFree(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAFREE((*sepafree)))
Definition: scip_sepa.c:158
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1110
void SCIPaddBilinMcCormick(SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real *lincoefx, SCIP_Real *lincoefy, SCIP_Real *linconstant, SCIP_Bool *success)
Definition: scip_nonlinear.c:218
static SCIP_RETCODE ecaggrAddBilinTerm(SCIP *scip, SCIP_ECAGGR *ecaggr, SCIP_VAR *x, SCIP_VAR *y, SCIP_Real coef)
Definition: sepa_eccuts.c:228
Definition: objbenders.h:33
SCIP_EXPORT int SCIPsepaGetNCallsAtNode(SCIP_SEPA *sepa)
Definition: sepa.c:824
default SCIP plugins
Definition: type_stat.h:53
void SCIPaddSquareSecant(SCIP *scip, SCIP_Real sqrcoef, SCIP_Real lb, SCIP_Real ub, SCIP_Real refpoint, SCIP_Real *lincoef, SCIP_Real *linconstant, SCIP_Bool *success)
Definition: scip_nonlinear.c:121
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:503
static SCIP_RETCODE ecaggrAddQuadvar(SCIP_ECAGGR *ecaggr, SCIP_VAR *x)
Definition: sepa_eccuts.c:217
static SCIP_RETCODE updateMIP(SCIP *subscip, SCIP_NLROW *nlrow, SCIP_VAR **forwardarcs, SCIP_VAR **backwardarcs, int *quadvar2aggr, int *nedges)
Definition: sepa_eccuts.c:927
SCIP_EXPORT TCLIQUE_Bool tcliqueCreate(TCLIQUE_GRAPH **tcliquegraph)
Definition: tclique_graph.c:176
Definition: type_result.h:39
SCIP_RETCODE SCIPcreateProbBasic(SCIP *scip, const char *name)
Definition: scip_prob.c:170
Definition: type_paramset.h:52
SCIP_RETCODE SCIPcreateEmptyRowSepa(SCIP *scip, SCIP_ROW **row, SCIP_SEPA *sepa, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1399
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2084
static SCIP_Bool checkRikun(SCIP *scip, SCIP_ECAGGR *ecaggr, SCIP_Real *fvals, SCIP_Real *facet)
Definition: sepa_eccuts.c:1703