benderscut_opt.c
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31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
53 #define SCIP_DEFAULT_CALCMIR TRUE /** Should the mixed integer rounding procedure be used for the cut */
103 /** verifying the activity of the cut when master variables are within epsilon of their upper or lower bounds
105 * When setting up the Benders' decomposition subproblem, master variables taking values that are within epsilon
106 * greater than their upper bound or less than their lower bound are set to their upper and lower bounds respectively.
107 * As such, there can be a difference between the subproblem dual solution objective and the optimality cut activity,
108 * when computed using the master problem solution directly. This check is to verify whether this difference is an
109 * actual error or due to the violation of the upper and lower bounds when setting up the Benders' decomposition
116 SCIP_VAR** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
155 /** when solving NLP subproblems, numerical issues are addressed by tightening the feasibility tolerance */
208 SCIP_VAR*** vars, /**< pointer to the array of variables in the generated cut with non-zero coefficient */
209 SCIP_Real** vals, /**< pointer to the array of coefficients of the variables in the generated cut */
245 SCIP_HASHMAP* var2idx /**< mapping from variable of the subproblem to the index in the dual arrays, can be NULL */
271 SCIP_VAR** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
295 /* creating the aggregation row. There will be only a single row in this aggregation, since it is only used to
300 /* retrieving the indices for the variables in the optimality cut. All of the values must be negated, since the
315 SCIP_CALL( SCIPaggrRowAddCustomCons(masterprob, aggrrow, rowinds, rowvals, nvars, -lhs, 1.0, 1, FALSE) );
318 SCIP_CALL( SCIPcalcFlowCover(masterprob, sol, TRUE, 0.9999, FALSE, aggrrow, cutcoefs, cutrhs, cutinds, cutnnz,
323 SCIP_CALL( SCIPcalcMIR(masterprob, sol, TRUE, 0.9999, TRUE, FALSE, FALSE, NULL, NULL, 0.001, 0.999, 1.0, aggrrow,
336 redundant = SCIPcutsTightenCoefficients(masterprob, FALSE, cutcoefs, cutrhs, cutinds, cutnnz, &nchgcoefs);
355 SCIP_VAR*** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
356 SCIP_Real** vals, /**< pointer to array of coefficients of the variables in the generated cut */
413 SCIPdebugMsg(masterprob, "Infinite bound when generating optimality cut. lhs = %g addval = %g.\n", (*lhs), addval);
500 SCIP_VAR*** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
501 SCIP_Real** vals, /**< pointer to array of coefficients of the variables in the generated cut */
511 SCIP_HASHMAP* row2idx, /**< mapping between the row in the subproblem to the index in the dual array, can be NULL */
512 SCIP_HASHMAP* var2idx, /**< mapping from variable of the subproblem to the index in the dual arrays, can be NULL */
538 if( !(primalvals == NULL && consdualvals == NULL && varlbdualvals == NULL && varubdualvals == NULL && row2idx == NULL && var2idx == NULL)
539 && !(primalvals != NULL && consdualvals != NULL && varlbdualvals != NULL && varubdualvals != NULL && row2idx != NULL && var2idx != NULL) ) /*lint !e845*/
541 SCIPerrorMessage("The optimality cut must generated from either a SCIP instance or all of the dual solutions and indices must be supplied");
552 /* our optimality cut implementation assumes that SCIP did not modify the objective function and sense,
553 * that is, that the objective function value of the NLP corresponds to the value of the auxiliary variable
554 * if that wouldn't be the case, then the scaling and offset may have to be considered when adding the
599 *checkobj += SCIPvarGetUnchangedObj(fixedvars[i]) * getNlpVarSol(fixedvars[i], primalvals, var2idx);
608 SCIPdebugMsg(masterprob, "Infinite bound when generating optimality cut. lhs = %g dirderiv = %g.\n", *lhs, dirderiv);
618 /** Adds the auxiliary variable to the generated cut. If this is the first optimality cut for the subproblem, then the
652 /** destructor of Benders' decomposition cuts to free user data (called when SCIP is exiting) */
692 /* if the cuts are generated prior to the solving stage, then rows can not be generated. So constraints must be
701 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "optimalitycut_%d_%" SCIP_LONGINT_FORMAT, probnumber,
708 SCIPdebugMsg(scip, "The subproblem %d is set to NULL. The <%s> Benders' decomposition cut can not be executed.\n",
726 SCIP_CALL( SCIPgenerateAndApplyBendersOptCut(scip, subproblem, benders, benderscut, sol, probnumber, cutname,
727 SCIPbendersGetSubproblemObjval(benders, probnumber), NULL, NULL, NULL, NULL, NULL, NULL, type, addcut,
730 /* if it was not possible to generate a cut, this could be due to numerical issues. So the solution to the LP is
731 * resolved and the generation of the cut is reattempted. For NLPs, we do not have such a polishing yet.
737 SCIPdebugMsg(scip, "Numerical trouble generating optimality cut for subproblem %d.\n", probnumber);
741 SCIPdebugMsg(scip, "Attempting to polish the LP solution to find an alternative dual extreme point.\n");
748 SCIP_CALL( SCIPgenerateAndApplyBendersOptCut(scip, subproblem, benders, benderscut, sol, probnumber, cutname,
749 SCIPbendersGetSubproblemObjval(benders, probnumber), NULL, NULL, NULL, NULL, NULL, NULL, type, addcut,
757 SCIPdebugMsg(scip, "Attempting to resolve the NLP with a tighter feasibility tolerance to find an "
766 SCIP_CALL( SCIPgenerateAndApplyBendersOptCut(scip, subproblem, benders, benderscut, sol, probnumber, cutname,
767 SCIPbendersGetSubproblemObjval(benders, probnumber), NULL, NULL, NULL, NULL, NULL, NULL, type, addcut,
803 SCIP_CALL( SCIPincludeBenderscutBasic(scip, benders, &benderscut, BENDERSCUT_NAME, BENDERSCUT_DESC,
815 "should cuts be generated and added to the cutpool instead of global constraints directly added to the problem.",
827 /** Generates a classical Benders' optimality cut using the dual solutions from the subproblem or the input arrays. If
828 * the dual solutions are input as arrays, then a mapping between the array indices and the rows/variables is required.
829 * As a cut strengthening approach, when an optimality cut is being generated (i.e. not for feasibility cuts) a MIR
830 * procedure is performed on the row. This procedure attempts to find a stronger constraint, if this doesn't happen,
833 * This method can also be used to generate a feasibility cut, if a problem to minimise the infeasibilities has been solved
849 SCIP_HASHMAP* row2idx, /**< mapping between the row in the subproblem to the index in the dual array, can be NULL */
850 SCIP_HASHMAP* var2idx, /**< mapping from variable of the subproblem to the index in the dual arrays, can be NULL */
880 assert((primalvals == NULL && consdualvals == NULL && varlbdualvals == NULL && varubdualvals == NULL
882 || (primalvals != NULL && consdualvals != NULL && varlbdualvals != NULL && varubdualvals != NULL
888 calcmir = SCIPbenderscutGetData(benderscut)->calcmir && SCIPgetStage(masterprob) >= SCIP_STAGE_INITSOLVE && SCIPgetSubscipDepth(masterprob) == 0;
895 /* checking the optimality of the original problem with a comparison between the auxiliary variable and the
901 SCIP_CALL( SCIPcheckBendersSubproblemOptimality(masterprob, benders, sol, probnumber, &optimal) );
923 SCIP_CALL( computeStandardNLPOptimalityCut(masterprob, subproblem, benders, &vars, &vals, &lhs, &rhs, &nvars,
930 SCIP_CALL( computeStandardLPOptimalityCut(masterprob, subproblem, benders, &vars, &vals, &lhs, &rhs, &nvars,
934 /* if success is FALSE, then there was an error in generating the optimality cut. No cut will be added to the master
940 SCIPdebugMsg(masterprob, "Error in generating Benders' optimality cut for problem %d.\n", probnumber);
944 /* initially a row/constraint is created for the optimality cut using the master variables and coefficients
945 * computed in computeStandardLPOptimalityCut. At this stage, the auxiliary variable is not added since the
946 * activity of the row/constraint in its current form is used to determine the validity of the optimality cut.
950 SCIP_CALL( SCIPcreateEmptyRowConshdlr(masterprob, &row, consbenders, cutname, lhs, rhs, FALSE, FALSE, TRUE) );
955 SCIP_CALL( SCIPcreateConsBasicLinear(masterprob, &cons, cutname, nvars, vars, vals, lhs, rhs) );
960 /* computing the objective function from the cut activity to verify the accuracy of the constraint */
974 SCIPdebugMsg(masterprob, "The violation of the feasibility cut (%g) is too small. Skipping feasibility cut.\n", verifyobj);
977 /* it is possible that numerics will cause the generated cut to be invalid. This cut should not be added to the
978 * master problem, since its addition could cut off feasible solutions. The success flag is set of false, indicating
985 /* the difference in the checkobj and verifyobj could be due to the setup tolerances. This is checked, and if
993 SCIPdebugMsg(masterprob, "The objective function and cut activity are not equal (%g != %g).\n", checkobj,
997 /* we only need to abort if cut strengthen is not used. If cut strengthen has been used in this round and the
1006 printf("<%s> %g %g\n", SCIPvarGetName(vars[i]), vals[i], SCIPgetSolVal(masterprob, sol, vars[i]));
1016 /* adding the auxiliary variable to the optimality cut. The auxiliary variable is added to the vars and vals
1017 * arrays prior to the execution of the MIR procedure. This is necessary because the MIR procedure must be
1025 /* performing the MIR procedure. If the procedure is successful, then the vars and vals arrays are no longer
1026 * needed for creating the optimality cut. These are superseeded with the cutcoefs and cutinds arrays. In the
1027 * case that the MIR procedure is successful, the row/constraint that has been created previously is destroyed
1044 /* if the MIR cut was computed successfully, then the current row/constraint needs to be destroyed and
1092 /* adding the auxiliary variable coefficient to the row. This is only added if the MIR procedure is not
1093 * successful. If the MIR procedure was successful, then the auxiliary variable is already included in the
1116 /* adding the auxiliary variable coefficient to the row. This is only added if the MIR procedure is not
1117 * successful. If the MIR procedure was successful, then the auxiliary variable is already included in the
1138 SCIPdebugMsg(masterprob, "Error in generating Benders' %s cut for problem %d.\n", feasibilitycut ? "feasibility" : "optimality", probnumber);
1161 /** adds the gradient of a nonlinear row in the current NLP solution of a subproblem to a linear row or constraint in the master problem
1173 SCIP_HASHMAP* var2idx, /**< mapping from variable of the subproblem to the index in the dual arrays, can be NULL */
1175 SCIP_VAR*** vars, /**< pointer to array of variables in the generated cut with non-zero coefficient */
1176 SCIP_Real** vals, /**< pointer to array of coefficients of the variables in the generated cut */
1228 /* TODO would be better to change primalvals to a SCIP_SOL and do this once for the whole NLP instead of repeating it for each expr */
1235 SCIP_CALL( SCIPsetSolVal(subproblem, primalsol, (SCIP_VAR*) SCIPhashmapEntryGetOrigin(entry), primalvals[SCIPhashmapEntryGetImageInt(entry)]) );
1246 assert(SCIPexprGetDerivative(expr) != SCIP_INVALID); /* TODO this should be a proper check&abort */ /*lint !e777*/
SCIP_Real SCIPgetActivityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
Definition: cons_linear.c:18613
Definition: type_result.h:42
const char * SCIPbenderscutGetName(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:492
SCIP_RETCODE SCIPexpriterInit(SCIP_EXPRITER *iterator, SCIP_EXPR *expr, SCIP_EXPRITER_TYPE type, SCIP_Bool allowrevisit)
Definition: expriter.c:500
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
SCIP_Real SCIPbendersGetSubproblemObjval(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6179
internal miscellaneous methods for linear constraints
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:780
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
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:886
#define SCIPallocClearBufferArray(scip, ptr, num)
Definition: scip_mem.h:126
SCIP_BENDERSCUTDATA * SCIPbenderscutGetData(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:403
Definition: struct_benderscut.h:46
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:660
Definition: struct_cuts.h:40
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1698
Definition: struct_var.h:207
void SCIPbenderscutSetData(SCIP_BENDERSCUT *benderscut, SCIP_BENDERSCUTDATA *benderscutdata)
Definition: benderscut.c:413
void * SCIPhashmapEntryGetOrigin(SCIP_HASHMAPENTRY *entry)
Definition: misc.c:3510
Definition: type_benders.h:49
static SCIP_Real getNlpVarSol(SCIP_VAR *var, SCIP_Real *primalvals, SCIP_HASHMAP *var2idx)
Definition: benderscut_opt.c:242
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_opt.c:206
public methods for problem variables
Definition: type_result.h:49
static SCIP_RETCODE computeStandardNLPOptimalityCut(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars, int *varssize, SCIP_Real objective, SCIP_Real *primalvals, SCIP_Real *consdualvals, SCIP_Real *varlbdualvals, SCIP_Real *varubdualvals, SCIP_HASHMAP *row2idx, SCIP_HASHMAP *var2idx, SCIP_Real *checkobj, SCIP_Bool *success)
Definition: benderscut_opt.c:496
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:543
SCIP_RETCODE SCIPevalExprGradient(SCIP *scip, SCIP_EXPR *expr, SCIP_SOL *sol, SCIP_Longint soltag)
Definition: scip_expr.c:1658
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: cons_linear.c:18205
Definition: type_benders.h:46
Definition: struct_benders.h:57
public functions to work with algebraic expressions
Definition: type_benders.h:48
Definition: struct_sol.h:73
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3373
Definition: struct_misc.h:137
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
Definition: scip_cons.c:1420
Definition: type_nlpi.h:162
Definition: type_result.h:44
static SCIP_RETCODE computeStandardLPOptimalityCut(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars, int *varssize, SCIP_Real *checkobj, SCIP_Bool *success)
Definition: benderscut_opt.c:351
Definition: struct_cons.h:46
SCIP_HASHMAPENTRY * SCIPhashmapGetEntry(SCIP_HASHMAP *hashmap, int entryidx)
Definition: misc.c:3499
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:458
Definition: struct_cons.h:126
Definition: type_expr.h:700
Definition: type_result.h:45
SCIP_Bool SCIPisEfficacious(SCIP *scip, SCIP_Real efficacy)
Definition: scip_cut.c:135
SCIP_RETCODE SCIPsetConsDynamic(SCIP *scip, SCIP_CONS *cons, SCIP_Bool dynamic)
Definition: scip_cons.c:1395
static SCIP_RETCODE addAuxiliaryVariableToCut(SCIP *masterprob, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, int *nvars, int probnumber)
Definition: benderscut_opt.c:622
SCIP_RETCODE SCIPgetIntParam(SCIP *scip, const char *name, int *value)
Definition: scip_param.c:269
Definition: type_set.h:52
Definition: type_retcode.h:42
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_probing.c:819
static SCIP_RETCODE checkSetupTolerances(SCIP *masterprob, SCIP_SOL *sol, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real checkobj, int nvars, SCIP_Bool *valid)
Definition: benderscut_opt.c:113
Definition: struct_expr.h:202
SCIP_RETCODE SCIPaggrRowAddCustomCons(SCIP *scip, SCIP_AGGRROW *aggrrow, int *inds, SCIP_Real *vals, int len, SCIP_Real rhs, SCIP_Real weight, int rank, SCIP_Bool local)
Definition: cuts.c:2088
SCIP_RETCODE SCIPaddRow(SCIP *scip, SCIP_ROW *row, SCIP_Bool forcecut, SCIP_Bool *infeasible)
Definition: scip_cut.c:250
Definition: type_lp.h:43
SCIP_RETCODE SCIPcreateExpriter(SCIP *scip, SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2302
public methods for NLP management
Definition: type_retcode.h:43
SCIP_RETCODE SCIPstoreBendersCut(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: scip_benders.c:1366
Definition: struct_expr.h:104
SCIP_RETCODE SCIPgenerateAndApplyBendersOptCut(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SOL *sol, int probnumber, char *cutname, SCIP_Real objective, SCIP_Real *primalvals, SCIP_Real *consdualvals, SCIP_Real *varlbdualvals, SCIP_Real *varubdualvals, SCIP_HASHMAP *row2idx, SCIP_HASHMAP *var2idx, SCIP_BENDERSENFOTYPE type, SCIP_Bool addcut, SCIP_Bool feasibilitycut, SCIP_RESULT *result)
Definition: benderscut_opt.c:836
SCIP_RETCODE SCIPcalcMIR(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:3879
static SCIP_RETCODE polishSolution(SCIP *subproblem, SCIP_Bool *success)
Definition: benderscut_opt.c:73
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
Definition: scip_sol.c:1221
public data structures and miscellaneous methods
SCIP_Bool SCIPcutsTightenCoefficients(SCIP *scip, SCIP_Bool cutislocal, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, int *nchgcoefs)
Definition: cuts.c:1535
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_misc.h:130
SCIP_RETCODE SCIPcalcFlowCover(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool allowlocal, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:7428
Definition: struct_lp.h:201
Definition: type_benders.h:47
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
public methods for LP management
static SCIP_RETCODE computeMIRForOptimalityCut(SCIP *masterprob, SCIP_SOL *sol, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars, SCIP_Real *cutcoefs, int *cutinds, SCIP_Real *cutrhs, int *cutnnz, SCIP_Bool *success)
Definition: benderscut_opt.c:268
SCIP_EXPR * SCIPexpriterGetNext(SCIP_EXPRITER *iterator)
Definition: expriter.c:857
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:5958
Constraint handler for linear constraints in their most general form, .
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2141
SCIP_RETCODE SCIPcheckBendersSubproblemOptimality(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *optimal)
Definition: scip_benders.c:892
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:5948
public methods for Benders' decomposition cuts
SCIP_RETCODE SCIPsolveNLPParam(SCIP *scip, SCIP_NLPPARAM param)
Definition: scip_nlp.c:512
SCIP_Bool SCIPbendersInStrengthenRound(SCIP_BENDERS *benders)
Definition: benders.c:6427
SCIP_RETCODE SCIPcreateNLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:398
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:484
static SCIP_DECL_BENDERSCUTFREE(benderscutFreeOpt)
Definition: benderscut_opt.c:654
Definition: type_nlpi.h:160
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1119
static SCIP_RETCODE resolveNLPWithTighterFeastol(SCIP *subproblem, SCIP_Real multiplier, SCIP_Bool *success)
Definition: benderscut_opt.c:157
public methods for message output
Definition: type_result.h:52
SCIP_RETCODE SCIPincludeBenderscutOpt(SCIP *scip, SCIP_BENDERS *benders)
Definition: benderscut_opt.c:786
SCIP_RETCODE SCIPaddVarsToRow(SCIP *scip, SCIP_ROW *row, int nvars, SCIP_VAR **vars, SCIP_Real *vals)
Definition: scip_lp.c:1724
Definition: struct_nlp.h:64
int SCIPhashmapEntryGetImageInt(SCIP_HASHMAPENTRY *entry)
Definition: misc.c:3530
SCIP_RETCODE SCIPaggrRowCreate(SCIP *scip, SCIP_AGGRROW **aggrrow)
Definition: cuts.c:1731
static SCIP_DECL_BENDERSCUTEXEC(benderscutExecOpt)
Definition: benderscut_opt.c:675
SCIP_RETCODE SCIPsetBenderscutFree(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTFREE((*benderscutfree)))
Definition: scip_benders.c:1204
Definition: type_set.h:53
Definition: type_nlpi.h:161
Definition: type_prob.h:48
int SCIPhashmapGetImageInt(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3231
SCIP_RETCODE SCIPcreateEmptyRowConshdlr(SCIP *scip, SCIP_ROW **row, SCIP_CONSHDLR *conshdlr, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1391
SCIP_VAR * SCIPbendersGetAuxiliaryVar(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6140
Definition: objbenders.h:43
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1361
SCIP_Real SCIPgetLhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18450
SCIP callable library.
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:57
Definition: type_nlpi.h:66
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:328
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:1775