benderscut_feas.c
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31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
71 SCIP_VAR*** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
109 SCIP_VAR*** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
110 SCIP_Real** vals, /**< pointer to array of coefficients of the variables in the generated cut */
184 * If the pricing variable is not a linking variable, then the farkas dual value is added to the lhs
188 SCIPdebugMsg(masterprob ,"Adding coeffs to feasibility cut: <%s> dualsol %g\n", SCIPvarGetName(mastervar), dualsol);
230 SCIP_VAR*** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
231 SCIP_Real** vals, /**< pointer to array of coefficients of the variables in the generated cut */
248 assert(SCIPgetNLPSolstat(subproblem) == SCIP_NLPSOLSTAT_LOCINFEASIBLE || SCIPgetNLPSolstat(subproblem) == SCIP_NLPSOLSTAT_GLOBINFEASIBLE);
294 SCIPdebugMsg(masterprob, "Infinite bound when generating feasibility cut. lhs = %g dirderiv = %g.\n", *lhs, dirderiv);
340 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "feasibilitycut_%d_%" SCIP_LONGINT_FORMAT, probnumber,
346 SCIP_CALL( computeStandardNLPFeasibilityCut(masterprob, subproblem, benders, &vars, &vals, &lhs, &nvars, &varssize,
353 SCIPverbMessage(masterprob, SCIP_VERBLEVEL_FULL, NULL, "There were no iterations in pricing problem %d. "
354 "A Benders' decomposition feasibility cut will be generated from the presolved LP data.\n", probnumber);
358 SCIP_CALL( computeStandardLPFeasibilityCut(masterprob, subproblem, benders, &vars, &vals, &lhs, &nvars, &varssize,
362 /* if success is FALSE, then there was an error in generating the feasibility cut. No cut will be added to the master
368 SCIPdebugMsg(masterprob, "Error in generating Benders' feasibility cut for problem %d.\n", probnumber);
373 SCIP_CALL( SCIPcreateConsBasicLinear(masterprob, &cut, cutname, nvars, vars, vals, lhs, SCIPinfinity(masterprob)) );
379 /* the activity of the cut should be less than the lhs. This will ensure that the evaluated solution will be cut off.
380 * It is possible that the activity is greater than the lhs. This could be caused by numerical difficulties. In this
388 SCIPdebugMsg(masterprob ,"Invalid feasibility cut - activity is greater than lhs %g >= %g.\n", activity, lhs);
436 SCIPdebugMsg(scip, "The subproblem %d is set to NULL. The <%s> Benders' decomposition cut can not be executed.\n",
447 * since we use the farkas proof from the LP or the dual solution of the NLP to construct the feasibility cut
451 (nlprelaxation && (SCIPgetNLPSolstat(subproblem) == SCIP_NLPSOLSTAT_LOCINFEASIBLE || SCIPgetNLPSolstat(subproblem) == SCIP_NLPSOLSTAT_GLOBINFEASIBLE))) )
479 SCIP_CALL( SCIPincludeBenderscutBasic(scip, benders, &benderscut, BENDERSCUT_NAME, BENDERSCUT_DESC,
SCIP_Real SCIPgetActivityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
Definition: cons_linear.c:18613
Definition: type_result.h:42
Definition: type_nlpi.h:164
SCIP_RETCODE SCIPincludeBenderscutBasic(SCIP *scip, SCIP_BENDERS *benders, SCIP_BENDERSCUT **benderscutptr, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1138
Definition: type_nlpi.h:163
internal miscellaneous methods for linear constraints
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:447
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:18053
Definition: struct_scip.h:68
public methods for memory management
#define SCIPallocClearBufferArray(scip, ptr, num)
Definition: scip_mem.h:126
Definition: struct_benderscut.h:46
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:660
SCIP_Bool SCIPisGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:497
Definition: struct_var.h:207
public methods for Benders' decomposition
Generates a standard Benders' decomposition optimality cut.
static SCIP_RETCODE addVariableToArray(SCIP *masterprob, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_VAR *addvar, SCIP_Real addval, int *nvars, int *varssize)
Definition: benderscut_feas.c:69
SCIP_Bool SCIPisDualfeasZero(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:1018
public methods for problem variables
Definition: type_message.h:55
public methods for SCIP variables
SCIP_Real SCIPgetRhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18474
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:543
public methods for numerical tolerances
Definition: struct_benders.h:57
public functions to work with algebraic expressions
public methods for querying solving statistics
Definition: struct_sol.h:73
Standard feasibility cuts for Benders' decomposition.
public methods for NLPI solver interfaces
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
Definition: scip_cons.c:1420
Definition: type_result.h:44
public methods for Benders decomposition
Definition: struct_cons.h:46
SCIP_RETCODE SCIPsetConsDynamic(SCIP *scip, SCIP_CONS *cons, SCIP_Bool dynamic)
Definition: scip_cons.c:1395
Definition: type_retcode.h:42
SCIP_RETCODE SCIPincludeBenderscutFeas(SCIP *scip, SCIP_BENDERS *benders)
Definition: benderscut_feas.c:467
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
Definition: scip_message.c:225
public methods for constraint handler plugins and constraints
public methods for NLP management
public data structures and miscellaneous methods
SCIP_RETCODE SCIPaddNlRowGradientBenderscutOpt(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_NLROW *nlrow, SCIP_Real mult, SCIP_Real *primalvals, SCIP_HASHMAP *var2idx, SCIP_Real *dirderiv, SCIP_VAR ***vars, SCIP_Real **vals, int *nvars, int *varssize)
Definition: benderscut_opt.c:1166
Definition: struct_lp.h:201
SCIP_RETCODE SCIPgetNlRowActivity(SCIP *scip, SCIP_NLROW *nlrow, SCIP_Real *activity)
Definition: scip_nlp.c:1405
public methods for LP management
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:5958
Constraint handler for linear constraints in their most general form, .
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:5948
public methods for the LP relaxation, rows and columns
public methods for nonlinear relaxation
public methods for Benders' decomposition cuts
general public methods
static SCIP_RETCODE generateAndApplyBendersCuts(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SOL *sol, int probnumber, SCIP_RESULT *result)
Definition: benderscut_feas.c:305
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1119
public methods for message output
Definition: type_result.h:52
Definition: struct_nlp.h:64
public methods for message handling
Definition: type_set.h:53
Definition: type_lp.h:44
static SCIP_DECL_BENDERSCUTEXEC(benderscutExecFeas)
Definition: benderscut_feas.c:421
Definition: objbenders.h:43
SCIP_Real SCIPgetVarFarkasCoef(SCIP *scip, SCIP_VAR *var)
Definition: scip_var.c:1954
public methods for global and local (sub)problems
static SCIP_RETCODE computeStandardNLPFeasibilityCut(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, int *nvars, int *varssize, SCIP_Bool *success)
Definition: benderscut_feas.c:226
SCIP_Real SCIPgetLhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18450
static SCIP_RETCODE computeStandardLPFeasibilityCut(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, int *nvars, int *varssize, SCIP_Bool *success)
Definition: benderscut_feas.c:105