Scippy

SCIP

Solving Constraint Integer Programs

cons_linear.h
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file cons_linear.h
26  * @ingroup CONSHDLRS
27  * @brief Constraint handler for linear constraints in their most general form, \f$lhs <= a^T x <= rhs\f$.
28  * @author Tobias Achterberg
29  * @author Timo Berthold
30  * @author Marc Pfetsch
31  * @author Kati Wolter
32  *
33  */
34 
35 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
36 
37 #ifndef __SCIP_CONS_LINEAR_H__
38 #define __SCIP_CONS_LINEAR_H__
39 
40 #include "scip/def.h"
41 #include "scip/type_cons.h"
42 #include "scip/type_lp.h"
43 #include "scip/type_misc.h"
44 #include "scip/type_retcode.h"
45 #include "scip/type_scip.h"
46 #include "scip/type_sol.h"
47 #include "scip/type_var.h"
48 
49 #ifdef __cplusplus
50 extern "C" {
51 #endif
52 
53 
54 
55 /*
56  * constraint specific interface methods
57  */
58 
59 /** creates the handler for linear constraints and includes it in SCIP
60  *
61  * @ingroup ConshdlrIncludes
62  * */
63 SCIP_EXPORT
65  SCIP* scip /**< SCIP data structure */
66  );
67 
68 /**@addtogroup CONSHDLRS
69  *
70  * @{
71  *
72  * @name Linear Constraints
73  *
74  * This constraint handler handles linear constraints in their most general form. That is,
75  * \f[
76  * lhs \leq \sum_{i=1}^n a_i x_i \leq rhs
77  * \f]
78  * with \f$a_i \in Q, i = 1,\dots,n\f$, \f$lhs\in Q \cup \{-\infty\}\f$, \f$rhs\in Q \cup \{\infty\}\f$,
79  * and decision variables \f$x_i, i = 1,\dots,n\f$ which can be binary, integer, or continuous.
80  *
81  * Furthermore, this header offers the upgrade functionality of a general linear constraint into a more specific
82  * constraint, such as a knapsack constraint, via SCIP_DECL_LINCONSUPGD() and SCIPincludeLinconsUpgrade()
83  *
84  * @{
85  */
86 
87 typedef struct SCIP_LinConsUpgrade SCIP_LINCONSUPGRADE; /**< linear constraint update method */
88 
89 /** upgrading method for linear constraints into more specific constraints
90  *
91  * input:
92  * - scip : SCIP main data structure
93  * - cons : the linear constraint to upgrade
94  * - nvars : number of variables in the constraint
95  * - vars : array with constraint variables
96  * - vals : array with constraint coefficients
97  * - lhs : left hand side of linear constraint
98  * - rhs : right hand side of linear constraint
99  * - nposbin : number of binary variables with positive coefficient
100  * - nnegbin : number of binary variables with negative coefficient
101  * - nposint : number of integer variables with positive coefficient
102  * - nnegint : number of integer variables with negative coefficient
103  * - nposimpl : number of implicit integer variables with positive coefficient (including implicit binary variables)
104  * - nnegimpl : number of implicit integer variables with negative coefficient (including implicit binary variables)
105  * - nposimplbin : number of implicit binary variables with positive coefficient
106  * - nnegimplbin : number of implicit binary variables with negative coefficient
107  * - nposcont : number of continuous variables with positive coefficient
108  * - nnegcont : number of continuous variables with negative coefficient
109  * - ncoeffspone : number of +1 coefficients
110  * - ncoeffsnone : number of -1 coefficients
111  * - ncoeffspint : number of positive integral coefficients other than +1
112  * - ncoeffsnint : number of negative integral coefficients other than -1
113  * - ncoeffspfrac : number of positive fractional coefficients
114  * - ncoeffsnfrac : number of negative fractional coefficients
115  * - poscoeffsum : sum of all positive coefficients
116  * - negcoeffsum : sum of all negative coefficients
117  * - integral : TRUE iff constraints activity value is always integral
118  * - upgdcons : pointer to store the upgraded constraint
119  */
120 #define SCIP_DECL_LINCONSUPGD(x) SCIP_RETCODE x (SCIP* scip, SCIP_CONS* cons, int nvars, SCIP_VAR** vars, SCIP_Real* vals, SCIP_Real lhs, SCIP_Real rhs, \
121  int nposbin, int nnegbin, int nposint, int nnegint, int nposimpl, int nnegimpl, int nposimplbin, int nnegimplbin, int nposcont, int nnegcont, \
122  int ncoeffspone, int ncoeffsnone, int ncoeffspint, int ncoeffsnint, int ncoeffspfrac, int ncoeffsnfrac, \
123  SCIP_Real poscoeffsum, SCIP_Real negcoeffsum, SCIP_Bool integral, SCIP_CONS** upgdcons)
124 
125 /** includes a linear constraint update method into the linear constraint handler */
126 SCIP_EXPORT
128  SCIP* scip, /**< SCIP data structure */
129  SCIP_DECL_LINCONSUPGD((*linconsupgd)), /**< method to call for upgrading linear constraint */
130  int priority, /**< priority of upgrading method */
131  const char* conshdlrname /**< name of the constraint handler */
132  );
133 
134 /** creates and captures a linear constraint
135  *
136  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
137  */
138 SCIP_EXPORT
140  SCIP* scip, /**< SCIP data structure */
141  SCIP_CONS** cons, /**< pointer to hold the created constraint */
142  const char* name, /**< name of constraint */
143  int nvars, /**< number of nonzeros in the constraint */
144  SCIP_VAR** vars, /**< array with variables of constraint entries */
145  SCIP_Real* vals, /**< array with coefficients of constraint entries */
146  SCIP_Real lhs, /**< left hand side of constraint */
147  SCIP_Real rhs, /**< right hand side of constraint */
148  SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP?
149  * Usually set to TRUE. Set to FALSE for 'lazy constraints'. */
150  SCIP_Bool separate, /**< should the constraint be separated during LP processing?
151  * Usually set to TRUE. */
152  SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
153  * TRUE for model constraints, FALSE for additional, redundant constraints. */
154  SCIP_Bool check, /**< should the constraint be checked for feasibility?
155  * TRUE for model constraints, FALSE for additional, redundant constraints. */
156  SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
157  * Usually set to TRUE. */
158  SCIP_Bool local, /**< is constraint only valid locally?
159  * Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
160  SCIP_Bool modifiable, /**< is constraint modifiable (subject to column generation)?
161  * Usually set to FALSE. In column generation applications, set to TRUE if pricing
162  * adds coefficients to this constraint. */
163  SCIP_Bool dynamic, /**< is constraint subject to aging?
164  * Usually set to FALSE. Set to TRUE for own cuts which
165  * are separated as constraints. */
166  SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup?
167  * Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
168  SCIP_Bool stickingatnode /**< should the constraint always be kept at the node where it was added, even
169  * if it may be moved to a more global node?
170  * Usually set to FALSE. Set to TRUE to for constraints that represent node data. */
171  );
172 
173 /** creates and captures a linear constraint
174  * in its most basic version, i. e., all constraint flags are set to their basic value as explained for the
175  * method SCIPcreateConsLinear(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h
176  *
177  * @see SCIPcreateConsLinear() for information about the basic constraint flag configuration
178  *
179  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
180  */
181 SCIP_EXPORT
183  SCIP* scip, /**< SCIP data structure */
184  SCIP_CONS** cons, /**< pointer to hold the created constraint */
185  const char* name, /**< name of constraint */
186  int nvars, /**< number of nonzeros in the constraint */
187  SCIP_VAR** vars, /**< array with variables of constraint entries */
188  SCIP_Real* vals, /**< array with coefficients of constraint entries */
189  SCIP_Real lhs, /**< left hand side of constraint */
190  SCIP_Real rhs /**< right hand side of constraint */
191  );
192 
193 /** creates by copying and captures a linear constraint */
194 SCIP_EXPORT
196  SCIP* scip, /**< target SCIP data structure */
197  SCIP_CONS** cons, /**< pointer to store the created target constraint */
198  SCIP* sourcescip, /**< source SCIP data structure */
199  const char* name, /**< name of constraint */
200  int nvars, /**< number of variables in source variable array */
201  SCIP_VAR** sourcevars, /**< source variables of the linear constraints */
202  SCIP_Real* sourcecoefs, /**< coefficient array of the linear constraint, or NULL if all coefficients are one */
203  SCIP_Real lhs, /**< left hand side of the linear constraint */
204  SCIP_Real rhs, /**< right hand side of the linear constraint */
205  SCIP_HASHMAP* varmap, /**< a SCIP_HASHMAP mapping variables of the source SCIP to corresponding
206  * variables of the target SCIP */
207  SCIP_HASHMAP* consmap, /**< a hashmap to store the mapping of source constraints to the corresponding
208  * target constraints */
209  SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP? */
210  SCIP_Bool separate, /**< should the constraint be separated during LP processing? */
211  SCIP_Bool enforce, /**< should the constraint be enforced during node processing? */
212  SCIP_Bool check, /**< should the constraint be checked for feasibility? */
213  SCIP_Bool propagate, /**< should the constraint be propagated during node processing? */
214  SCIP_Bool local, /**< is constraint only valid locally? */
215  SCIP_Bool modifiable, /**< is constraint modifiable (subject to column generation)? */
216  SCIP_Bool dynamic, /**< is constraint subject to aging? */
217  SCIP_Bool removable, /**< should the relaxation be removed from the LP due to aging or cleanup? */
218  SCIP_Bool stickingatnode, /**< should the constraint always be kept at the node where it was added, even
219  * if it may be moved to a more global node? */
220  SCIP_Bool global, /**< create a global or a local copy? */
221  SCIP_Bool* valid /**< pointer to store if the copying was valid */
222  );
223 
224 /** adds coefficient to linear constraint (if it is not zero) */
225 SCIP_EXPORT
227  SCIP* scip, /**< SCIP data structure */
228  SCIP_CONS* cons, /**< constraint data */
229  SCIP_VAR* var, /**< variable of constraint entry */
230  SCIP_Real val /**< coefficient of constraint entry */
231  );
232 
233 /** changes coefficient of variable in linear constraint; deletes the variable if coefficient is zero; adds variable if
234  * not yet contained in the constraint
235  *
236  * @note This method may only be called during problem creation stage for an original constraint and variable.
237  *
238  * @note This method requires linear time to search for occurences of the variable in the constraint data.
239  */
240 SCIP_EXPORT
242  SCIP* scip, /**< SCIP data structure */
243  SCIP_CONS* cons, /**< constraint data */
244  SCIP_VAR* var, /**< variable of constraint entry */
245  SCIP_Real val /**< new coefficient of constraint entry */
246  );
247 
248 /** deletes variable from linear constraint
249  *
250  * @note This method may only be called during problem creation stage for an original constraint and variable.
251  *
252  * @note This method requires linear time to search for occurences of the variable in the constraint data.
253  */
254 SCIP_EXPORT
256  SCIP* scip, /**< SCIP data structure */
257  SCIP_CONS* cons, /**< constraint data */
258  SCIP_VAR* var /**< variable of constraint entry */
259  );
260 
261 /** gets left hand side of linear constraint */
262 SCIP_EXPORT
264  SCIP* scip, /**< SCIP data structure */
265  SCIP_CONS* cons /**< constraint data */
266  );
267 
268 /** gets right hand side of linear constraint */
269 SCIP_EXPORT
271  SCIP* scip, /**< SCIP data structure */
272  SCIP_CONS* cons /**< constraint data */
273  );
274 
275 /** changes left hand side of linear constraint */
276 SCIP_EXPORT
278  SCIP* scip, /**< SCIP data structure */
279  SCIP_CONS* cons, /**< constraint data */
280  SCIP_Real lhs /**< new left hand side */
281  );
282 
283 /** changes right hand side of linear constraint */
284 SCIP_EXPORT
286  SCIP* scip, /**< SCIP data structure */
287  SCIP_CONS* cons, /**< constraint data */
288  SCIP_Real rhs /**< new right hand side */
289  );
290 
291 /** gets the number of variables in the linear constraint */
292 SCIP_EXPORT
294  SCIP* scip, /**< SCIP data structure */
295  SCIP_CONS* cons /**< constraint data */
296  );
297 
298 /** gets the array of variables in the linear constraint; the user must not modify this array! */
299 SCIP_EXPORT
301  SCIP* scip, /**< SCIP data structure */
302  SCIP_CONS* cons /**< constraint data */
303  );
304 
305 /** gets the array of coefficient values in the linear constraint; the user must not modify this array! */
306 SCIP_EXPORT
308  SCIP* scip, /**< SCIP data structure */
309  SCIP_CONS* cons /**< constraint data */
310  );
311 
312 /** gets the activity of the linear constraint in the given solution
313  *
314  * @note if the solution contains values at infinity, this method will return SCIP_INVALID in case the activity
315  * comprises positive and negative infinity contributions
316  */
317 SCIP_EXPORT
319  SCIP* scip, /**< SCIP data structure */
320  SCIP_CONS* cons, /**< constraint data */
321  SCIP_SOL* sol /**< solution, or NULL to use current node's solution */
322  );
323 
324 /** gets the feasibility of the linear constraint in the given solution */
325 SCIP_EXPORT
327  SCIP* scip, /**< SCIP data structure */
328  SCIP_CONS* cons, /**< constraint data */
329  SCIP_SOL* sol /**< solution, or NULL to use current node's solution */
330  );
331 
332 /** gets the dual solution of the linear constraint in the current LP */
333 SCIP_EXPORT
335  SCIP* scip, /**< SCIP data structure */
336  SCIP_CONS* cons /**< constraint data */
337  );
338 
339 /** gets the dual Farkas value of the linear constraint in the current infeasible LP */
340 SCIP_EXPORT
342  SCIP* scip, /**< SCIP data structure */
343  SCIP_CONS* cons /**< constraint data */
344  );
345 
346 /** returns the linear relaxation of the given linear constraint; may return NULL if no LP row was yet created;
347  * the user must not modify the row!
348  */
349 SCIP_EXPORT
351  SCIP* scip, /**< SCIP data structure */
352  SCIP_CONS* cons /**< constraint data */
353  );
354 
355 /** tries to automatically convert a linear constraint into a more specific and more specialized constraint */
356 SCIP_EXPORT
358  SCIP* scip, /**< SCIP data structure */
359  SCIP_CONS* cons, /**< source constraint to try to convert */
360  SCIP_CONS** upgdcons /**< pointer to store upgraded constraint, or NULL if not successful */
361  );
362 
363 /** performs linear constraint type classification as used for MIPLIB
364  *
365  * iterates through all linear constraints and stores relevant statistics in the linear constraint statistics \p linconsstats.
366  *
367  * @note only constraints are iterated that belong to the linear constraint handler. If the problem has been presolved already,
368  * constraints that were upgraded to more special types such as, e.g., varbound constraints, will not be shown correctly anymore.
369  * Similarly, if specialized constraints were created through the API, these are currently not present.
370  */
371 SCIP_EXPORT
373  SCIP* scip, /**< SCIP data structure */
374  SCIP_LINCONSSTATS* linconsstats /**< linear constraint type classification */
375  );
376 
377 
378 /** cleans up (multi-)aggregations and fixings from linear constraints */
379 SCIP_EXPORT
381  SCIP* scip, /**< SCIP data structure */
382  SCIP_Bool onlychecked, /**< should only checked constraints be cleaned up? */
383  SCIP_Bool* infeasible /**< pointer to return whether the problem was detected to be infeasible */
384  );
385 
386 /** @} */
387 
388 /** @} */
389 
390 #ifdef __cplusplus
391 }
392 #endif
393 
394 #endif
#define SCIP_DECL_LINCONSUPGD(x)
Definition: cons_linear.h:120
SCIP_Real SCIPgetActivityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
SCIP_RETCODE SCIPincludeConshdlrLinear(SCIP *scip)
type definitions for miscellaneous datastructures
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)
SCIP_RETCODE SCIPcopyConsLinear(SCIP *scip, SCIP_CONS **cons, SCIP *sourcescip, const char *name, int nvars, SCIP_VAR **sourcevars, SCIP_Real *sourcecoefs, SCIP_Real lhs, SCIP_Real rhs, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, 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, SCIP_Bool global, SCIP_Bool *valid)
SCIP_RETCODE SCIPcleanupConssLinear(SCIP *scip, SCIP_Bool onlychecked, SCIP_Bool *infeasible)
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
SCIP_ROW * SCIPgetRowLinear(SCIP *scip, SCIP_CONS *cons)
type definitions for return codes for SCIP methods
SCIP_RETCODE SCIPdelCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var)
SCIP_Real SCIPgetRhsLinear(SCIP *scip, SCIP_CONS *cons)
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
type definitions for LP management
SCIP_Real SCIPgetDualsolLinear(SCIP *scip, SCIP_CONS *cons)
SCIP_RETCODE SCIPupgradeConsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_CONS **upgdcons)
type definitions for SCIP&#39;s main datastructure
type definitions for problem variables
SCIP_Real SCIPgetDualfarkasLinear(SCIP *scip, SCIP_CONS *cons)
#define SCIP_Bool
Definition: def.h:93
SCIP_RETCODE SCIPchgRhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real rhs)
SCIP_Real SCIPgetFeasibilityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
SCIP_RETCODE SCIPclassifyConstraintTypesLinear(SCIP *scip, SCIP_LINCONSSTATS *linconsstats)
type definitions for storing primal CIP solutions
SCIP_RETCODE SCIPincludeLinconsUpgrade(SCIP *scip, SCIP_DECL_LINCONSUPGD((*linconsupgd)), int priority, const char *conshdlrname)
SCIP_RETCODE SCIPcreateConsLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, 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)
SCIP_VAR ** SCIPgetVarsLinear(SCIP *scip, SCIP_CONS *cons)
#define SCIP_Real
Definition: def.h:186
SCIP_Real * SCIPgetValsLinear(SCIP *scip, SCIP_CONS *cons)
SCIP_RETCODE SCIPchgLhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real lhs)
common defines and data types used in all packages of SCIP
int SCIPgetNVarsLinear(SCIP *scip, SCIP_CONS *cons)
SCIP_Real SCIPgetLhsLinear(SCIP *scip, SCIP_CONS *cons)
type definitions for constraints and constraint handlers
SCIP_RETCODE SCIPchgCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)