lpi_msk.c
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32 * @todo Check whether MSK_IPAR_{SIM_DUAL|PRIMAL}_RESTRICT_SELECTION should be used if problem is solved from scratch or
34 * @todo Revise handling of the MSK_RES_TRM_MAX_NUM_SETBACKS return value: Remove it form the check of MOSEK_CALL and
36 * @todo Check whether SCIPlpiGetSolFeasibility() should also return primal/dual feasible if the status is
38 * @todo Check why it can happen that the termination code is MSK_RES_OK, but the solution status is MSK_SOL_STA_UNKNOWN.
65 #define SENSE2MOSEK(objsen) (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))
81 /* this macro is only called in functions returning SCIP_Bool; thus, we return FALSE if there is an error in optimized mode */
105 /* Global Mosek environment in order to not create a new environment for each new LP. This is not thread safe. */
112 #define NEAR_REL_TOLERANCE 1.0 /* MOSEK will multiply all tolerances with this factor after stalling */
124 #define FORCE_MOSEK_LOG 0 /* note that changing this AND setting lpinfo will lead to asserts in lpCheckIntpar */
133 #if WRITE_DUAL > 0 || WRITE_PRIMAL > 0 || WRITE_INTPNT > 0 || FORCE_MOSEK_LOG > 0 || FORCE_MOSEK_SUMMARY > 0
182 MSKsoltypee lastsolvetype; /**< Which solver was called last and which solution should be returned? */
185 SCIP_Bool clearstate; /**< Shall next solve be performed with MSK_IPAR_SIM_HOTSTART turned off? */
191 typedef SCIP_DUALPACKET COLPACKET; /* each column needs two bits of information (basic/on_lower/on_upper) */
193 typedef SCIP_DUALPACKET ROWPACKET; /* each row needs two bit of information (basic/on_lower/on_upper) */
214 * With Mosek 7.0, the routine MSK_getsolutionstatus was replaced by MSK_getprosta and MSK_getsolsta.
340 ( tskc[i] == MSK_SK_LOW && !(tbkc[i] == MSK_BK_FX || tbkc[i] == MSK_BK_LO || tbkc[i] == MSK_BK_RA ) ) ||
341 ( tskc[i] == MSK_SK_UPR && !(tbkc[i] == MSK_BK_FX || tbkc[i] == MSK_BK_UP || tbkc[i] == MSK_BK_RA ) ) )
343 SCIPerrorMessage("STATUS KEY ERROR i %d bkc %d skc %d %s\n", i, tbkc[i], tskc[i], functionname);
465 /** compute boundkeys to inform MOSEK about fixed/free/ranged/lower bounded/upper bounded variables or constraints */
501 else if (lb[i] == ub[i])/*lint !e777*/ /* No epsilon-test since MOSEK will also test for exact equality */
748 #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION)
750 #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_REVISION)
853 MOSEK_CALL( MSK_linkfunctoenvstream(reusemosekenv, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr, printstr) );
864 MOSEK_CALL( MSK_linkfunctoenvstream((*lpi)->mosekenv, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr, printstr) );
872 MOSEK_CALL( MSK_linkfunctotaskstream((*lpi)->task, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr, printstr) );
882 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_AIJ_HUGE, MSK_INFINITY * 2)); /* not clear why the *2 is needed */
1023 MOSEK_CALL( MSK_inputdata(lpi->task, nrows, ncols, nrows, ncols, obj, 0.0, beg, lpi->aptre, ind, val,
1064 const int* beg, /**< start index of each column in ind- and val-array, or NULL if nnonz == 0 */
1178 /** deletes columns from SCIP_LP; the new position of a column must not be greater that its old position */
1352 /** deletes rows from SCIP_LP; the new position of a row must not be greater that its old position */
1462 /* @todo This test could be integrated into generateMskBoundkeys, but then this function needs to be able to return an
1614 /** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
1674 /** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
1832 MOSEK_CALL( MSK_getaslicenumnz(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, first, last+1, nnonz) );
1834 MOSEK_CALL( MSK_getaslice(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, first, last+1, *nnonz, &surplus, beg, lpi->aptre, ind, val) );
1841 MOSEK_CALL( MSK_getarowslice(lpi->task, first, last+1, *nnonz, &surplus, beg, lpi->aptre, ind, val) );
1852 MOSEK_CALL( MSK_getacolslice(lpi->task, first, last+1, *nnonz, &surplus, beg, lpi->aptre, ind, val) );
1870 /** gets columns from LP problem object; the arrays have to be large enough to store all values;
1890 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1928 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1959 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
1961 int namestoragesize, /**< size of namestorage (if 0, storageleft returns the storage needed) */
1962 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
1984 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
1986 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
1987 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2020 *objsen = (mskobjsen == MSK_OBJECTIVE_SENSE_MINIMIZE ? SCIP_OBJSEN_MINIMIZE : SCIP_OBJSEN_MAXIMIZE);
2096 MOSEK_CALL( MSK_getboundslice(lpi->task, MSK_ACC_CON, firstrow, lastrow+1, NULL, lhss, rhss) );
2269 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION, lpi->restrictselectdef) );
2270 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION, lpi->restrictselectdef) );
2337 SCIPdebugMessage("maxiter = %d, termcode = %d, prosta = %d, solsta = %d, objval = %g : %g, iter = %d+%d\n",
2354 assert( lpi->termcode == MSK_RES_TRM_MAX_ITERATIONS || lpi->termcode == MSK_RES_TRM_MAX_TIME ||
2361 SCIPmessagePrintWarning(lpi->messagehdlr, "Numerical problem: simplex[%d] returned solsta = %d.\n", lpi->optimizecount, solsta);
2379 SCIPmessagePrintWarning(lpi->messagehdlr, "Simplex[%d] returned solsta = %d (numerical problem).\n", lpi->optimizecount, solsta);
2424 SCIPmessagePrintWarning(lpi->messagehdlr, "Simplex[%d] returned prosta = %d\n", lpi->optimizecount, prosta);
2446 if ( solsta == MSK_SOL_STA_OPTIMAL && fabs(pobj) + fabs(dobj) > 1.0e-6 && fabs(pobj-dobj) > 0.0001*(fabs(pobj) + fabs(dobj)))
2448 SCIPerrorMessage("Simplex[%d] returned optimal solution with different objvals %g != %g reldiff %.2g%%\n",
2449 lpi->optimizecount, pobj, dobj, 100.0 * fabs(pobj-dobj)/ MAX(fabs(pobj), fabs(dobj))); /*lint !e666*/
2456 if (solsta != MSK_SOL_STA_DUAL_FEAS && solsta != MSK_SOL_STA_OPTIMAL && solsta != MSK_SOL_STA_PRIM_AND_DUAL_FEAS)
2458 SCIPerrorMessage("[%d] Terminated on objective range without dual feasible solsta.\n", lpi->optimizecount);
2472 SCIPmessagePrintWarning(lpi->messagehdlr, "Simplex[%d] failed to terminate in 10000 iterations, switching to interior point\n",
2502 lpi->optimizecount, numstrongbranchmaxiterup, numstrongbranchmaxiterdo, numprimalmaxiter, numdualmaxiter);
2503 SCIPdebugMessage("Objcut iter stat : Count %d branchup = %d branchlo = %d primal %d dual %d\n",
2529 /* Set warmstarting information in MOSEK. We only have status keys (recalculate dual solution without dual superbasics) */
2530 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_HOTSTART, lpi->fromscratch || lpi->clearstate ?
2605 /* Set warmstarting information in MOSEK. We only have status keys (recalculate dual solution without dual superbasics) */
2606 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_HOTSTART, (lpi->fromscratch || lpi->clearstate) ?
2653 /** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
2689 /* The parameter exists in MOSEK, but as of version 8, it is not in use and the interior-point solver is never warmstarted */
2690 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_INTPNT_HOTSTART, (lpi->fromscratch || lpi->clearstate) ?
2695 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_INTPNT_BASIS, crossover ? MSK_BI_ALWAYS : MSK_BI_NEVER) );
2747 SCIPmessagePrintWarning(lpi->messagehdlr, "Barrier[%d] returned solsta = %d\n", lpi->optimizecount, solsta);
2789 SCIPmessagePrintWarning(lpi->messagehdlr, "Barrier[%d] returned prosta = %d\n", lpi->optimizecount, prosta);
2847 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
2890 SCIPmessagePrintWarning(lpi->messagehdlr, "SB Warning: Previous termcode is %d\n", lpi->termcode);
2961 SCIPmessagePrintWarning(lpi->messagehdlr, "SB ERROR: Lp [%d] is dual infeasible\n", lpi->optimizecount);
2979 SCIPmessagePrintWarning(lpi->messagehdlr, "SB ERROR: Lp [%d] is not dual feasible\n", lpi->optimizecount);
3059 SCIPmessagePrintWarning(lpi->messagehdlr, "SB ERROR: Lp [%d] is not dual feasible\n", lpi->optimizecount);
3106 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3130 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3163 SCIP_CALL( SCIPlpiStrongbranch(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3170 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3194 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3227 SCIP_CALL( SCIPlpiStrongbranch(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3250 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
3253 * Note that @a primalfeasible and @a dualfeasible should only return true if the solver has proved the respective LP to
3254 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
3255 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
3315 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
3338 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
3371 /* assume primal solution and ray is available if we used the primal simplex and the dual is proven to be infeasible */
3372 return (solsta == MSK_SOL_STA_DUAL_INFEAS_CER && lpi->lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX);
3402 return (prosta == MSK_PRO_STA_PRIM_FEAS || prosta == MSK_PRO_STA_PRIM_AND_DUAL_FEAS || (prosta == MSK_PRO_STA_DUAL_INFEAS && lpi->lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX));
3405 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
3428 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
3510 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
3511 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
3512 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
3586 /** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
3635 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
3680 /* If the status shows that the dual is infeasible this is due to the primal being unbounded. In this case, we need
3702 /* At this point we assume that the problem is feasible, since we previously ran the primal simplex and it
3707 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, activity,
3720 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, activity,
3726 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, activity,
3730 /* the reduced costs are given by the difference of the slx and sux variables (third and second to last parameters) */
3757 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, NULL, ray,
3776 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, NULL, NULL, dualfarkas,
3802 * Such information is usually only available, if also a (maybe not optimal) solution is available.
3803 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
3851 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3881 MOSEK_CALL( MSK_getsolutioni(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, i, MSK_SOL_BAS, NULL, NULL, &sl, &su, NULL) );
3927 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3956 MOSEK_CALL( MSK_getsolutioni(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, i, MSK_SOL_BAS, NULL, NULL, &sl, &su, NULL) );
4059 /** gets current basis status for columns and rows; arrays must be large enough to store the basis status
4061 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4131 /** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
4164 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4165 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4196 /* prepare basis in Mosek, since we do not need the basis ourselves, we set the return parameter to NULL */
4247 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4248 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4283 /* prepare basis in Mosek, since we do not need the basis ourselves, we set the return parameter to NULL */
4330 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4331 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4341 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
4445 /* prepare basis in Mosek, since we do not need the basis ourselves, we set the return parameter to NULL */
4553 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4589 MOSEK_CALL( MSK_getsolutioni(lpi->task, isrow ? MSK_ACC_CON : MSK_ACC_VAR, i, MSK_SOL_BAS, NULL, NULL, &sl, &su, NULL) );
4604 SCIPdebugMessage("STATE[%d]: %c[%d] = bas, sl%c = %g, su%c = %g\n", lpi->optimizecount, xc, i, xc, sl, xc, su);
4618 SCIPdebugMessage("STATE[%d]: %c[%d] = unknown status <%d>\n", lpi->optimizecount, xc, i, sk[i]);
4628 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4649 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4693 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4748 /** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
4820 SCIPdebugMessage("Store from state into task iter : %d with solsta : %d\n", lpistate->num, lpistate->solsta);
4879 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4927 /* If any rows or columns have empty names, MOSEK will make up names like C1 and X1, but will no
4928 * longer recognize them when reading the same state file back in, therefore we return an error in
5001 /** loads LPi pricing norms into solver; note that the LP might have been extended with additional
5050 "SCIP_LPPAR_OBJLIM", /* objective limit (stop if objective is known be larger/smaller than limit for min/max-imization) */
5059 "SCIP_LPPAR_RANDOMSEED", /* inital random seed, e.g. for perturbations in the simplex (0: LP default) */
5079 assert(SCIP_LPPAR_DUALFEASTOL == 7); /* feasibility tolerance for dual variables and reduced costs */
5081 assert(SCIP_LPPAR_OBJLIM == 9); /* objective limit (stop if objective is known be larger/smaller than limit for min/max-imization) */
5087 assert(SCIP_LPPAR_CONDITIONLIMIT == 15); /* maximum condition number of LP basis counted as stable */
5089 assert(SCIP_LPPAR_RANDOMSEED == 17); /* inital random seed, e.g. for perturbations in the simplex (0: LP default) */
5187 SCIPdebugMessage("Calling SCIPlpiSetIntpar (%d) Parameter=<%s> Value=<%d>\n", lpi->lpid, paramty2str(type), ival);
SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4255
static void scale_bound(MSKboundkeye *bk, double *bl, double *bu, double s)
Definition: lpi_msk.c:632
Definition: type_lpi.h:67
SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
Definition: lpi_msk.c:4751
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
Definition: lpi_msk.c:5434
Definition: type_lpi.h:69
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
Definition: lpi_msk.c:5004
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
Definition: lpi_msk.c:3764
static SCIP_RETCODE checkState1(SCIP_LPI *lpi, int n, MSKstakeye *sk, SCIP_Bool isrow)
Definition: lpi_msk.c:4556
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
Definition: lpi_msk.c:2820
SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_msk.c:3638
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
Definition: lpi_msk.c:5157
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
Definition: lpi_msk.c:4063
Definition: type_lpi.h:50
void SCIPdecodeDualBit(const SCIP_DUALPACKET *inp, int *out, int count)
Definition: bitencode.c:308
SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
Definition: lpi_msk.c:1495
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
Definition: lpi_msk.c:5097
interface methods for specific LP solvers
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
Definition: lpi_msk.c:3783
Definition: type_lpi.h:60
static void convertstat_scip2mosek_slack(const int *stat, int n, MSKstakeye *resstat)
Definition: lpi_msk.c:4028
Definition: type_lpi.h:84
static SCIP_RETCODE convertstat_mosek2scip_slack(SCIP_LPI *lpi, SCIP_Bool iscon, MSKstakeye *sk, int m, int *stat)
Definition: lpi_msk.c:3930
Definition: struct_message.h:45
static SCIP_RETCODE getASlice(SCIP_LPI *lpi, SCIP_Bool iscon, int first, int last, int *nnonz, int *beg, int *ind, double *val)
Definition: lpi_msk.c:1799
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
Definition: lpi_msk.c:5332
Definition: type_lpi.h:71
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_msk.c:4984
static void MSKAPI printstr(MSKuserhandle_t handle, const char *str)
Definition: lpi_msk.c:262
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_msk.c:4881
Definition: type_lpi.h:59
SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
Definition: lpi_msk.c:2047
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
Definition: lpi_msk.c:3805
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
Definition: lpi_msk.c:1677
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
Definition: lpi_msk.c:2005
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
Definition: lpi_msk.c:785
SCIP_RETCODE SCIPlpiGetCols(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
Definition: lpi_msk.c:1874
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_msk.c:834
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int row, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4338
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_msk.c:1056
Definition: lpi_cpx.c:197
Definition: type_lpi.h:61
Definition: type_lpi.h:82
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_msk.c:1238
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_msk.c:5482
packing single and dual bit values
static SCIP_RETCODE checkState(SCIP_LPI *lpi, int ncols, int nrows)
Definition: lpi_msk.c:4631
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
Definition: lpi_msk.c:4132
SCIP_RETCODE SCIPlpiStrongbranchesFrac(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_msk.c:3132
static void convertstat_scip2mosek(const int *stat, int n, MSKstakeye *resstat)
Definition: lpi_msk.c:3997
Definition: type_retcode.h:57
Definition: type_lpi.h:43
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_msk.c:4840
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: lpi_msk.c:3376
Definition: type_lpi.h:53
static SCIP_RETCODE handle_singular(SCIP_LPI *lpi, int *basis, MSKrescodee res)
Definition: lpi_msk.c:3824
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_msk.c:1955
static SCIP_RETCODE presolve(SCIP *scip, SCIP_Bool *unbounded, SCIP_Bool *infeasible, SCIP_Bool *vanished)
Definition: scip_solve.c:1251
SCIP_RETCODE SCIPlpiStrongbranchFrac(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_msk.c:3108
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:427
SCIP_RETCODE SCIPlpiStrongbranchesInt(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_msk.c:3196
Definition: type_retcode.h:42
Definition: type_lpi.h:42
Definition: type_lpi.h:54
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
Definition: lpi_msk.c:3258
Definition: type_retcode.h:55
void SCIPmessagePrintInfo(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:594
Definition: type_lpi.h:62
static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
Definition: lpi_msk.c:4536
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_msk.c:5019
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
Definition: lpi_msk.c:1317
static SCIP_RETCODE getEndptrs(int n, const int *beg, int nnonz, MSKint32t *aptre)
Definition: lpi_msk.c:518
void SCIPencodeDualBit(const int *inp, SCIP_DUALPACKET *out, int count)
Definition: bitencode.c:238
Definition: type_lpi.h:80
static SCIP_RETCODE convertstat_mosek2scip(SCIP_LPI *lpi, SCIP_Bool iscon, MSKstakeye *sk, int n, int *stat)
Definition: lpi_msk.c:3854
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
Definition: lpi_msk.c:3605
static SCIP_RETCODE ensureStateMem(SCIP_LPI *lpi, int ncols, int nrows)
Definition: lpi_msk.c:675
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_msk.c:4863
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
Definition: lpi_msk.c:1145
Definition: type_lpi.h:83
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_msk.c:4901
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
Definition: lpi_msk.c:1536
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_msk.c:4695
static void generateMskBoundkeys(int n, const double *lb, const double *ub, MSKboundkeye *bk)
Definition: lpi_msk.c:467
Definition: type_lpi.h:79
static void lpistateUnpack(const SCIP_LPISTATE *lpistate, MSKstakeye *skx, MSKstakeye *skc)
Definition: lpi_msk.c:4676
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_msk.c:1980
Definition: type_lpi.h:66
static SCIP_RETCODE getIndicesFromDense(int *dstat, int n, int *count, int **sub)
Definition: lpi_msk.c:574
Definition: type_lpi.h:70
Definition: type_lpi.h:52
Definition: type_lpi.h:51
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
Definition: lpi_msk.c:4098
static MSKrescodee filterTRMrescode(SCIP_MESSAGEHDLR *messagehdlr, MSKrescodee *termcode, MSKrescodee res)
Definition: lpi_msk.c:2160
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_msk.c:1437
SCIP_RETCODE SCIPlpiGetRows(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
Definition: lpi_msk.c:1912
SCIP_RETCODE SCIPlpiStrongbranchInt(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_msk.c:3172
Definition: type_lpi.h:56
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
Definition: lpi_msk.c:2654
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
Definition: lpi_msk.c:3745
SCIP_RETCODE SCIPlpiLoadColLP(SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, 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_msk.c:962
Definition: type_retcode.h:49
Definition: lpi_clp.cpp:132
static SCIP_RETCODE SCIPlpiStrongbranch(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_msk.c:2850
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
Definition: lpi_msk.c:1615
SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
Definition: lpi_msk.c:2076
static SCIP_RETCODE getSolutionStatus(SCIP_LPI *lpi, MSKprostae *prosta, MSKsolstae *solsta)
Definition: lpi_msk.c:2143
static MSKrescodee MSK_getsolutionstatus(MSKtask_t task, MSKsoltypee whichsol, MSKprostae *prosta, MSKsolstae *solsta)
Definition: lpi_msk.c:217
public methods for message output
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4417
Definition: type_lpi.h:91
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
Definition: lpi_msk.c:2026
Definition: type_lpi.h:81
Definition: lpi_clp.cpp:104
Definition: type_lpi.h:58
static SCIP_RETCODE getIndicesRange(int first, int last, int **sub)
Definition: lpi_msk.c:552
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_msk.c:1584
Definition: type_lpi.h:78
SCIP_RETCODE SCIPlpiInterrupt(SCIP_LPI *lpi, SCIP_Bool interrupt)
Definition: lpi_msk.c:5404
Definition: type_lpi.h:55
SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
Definition: lpi_msk.c:2109
Definition: type_lpi.h:92
static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
Definition: lpi_msk.c:4510
static SCIP_RETCODE lpistatePack(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_msk.c:4652
Definition: type_retcode.h:52
SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
Definition: lpi_msk.c:1565
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4172
Definition: type_lpi.h:63
Definition: type_lpi.h:94
Definition: type_lpi.h:57
Definition: type_lpi.h:93
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
Definition: lpi_msk.c:3587
SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
Definition: lpi_msk.c:5282
Definition: type_lpi.h:68