presol_qpkktref.c
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30 * This presolver tries to add the KKT conditions as additional (redundant) constraints to the (mixed-binary) quadratic
40 * We first check if the structure of the program is like (QP), see the documentation of the function
43 * If the problem is known to be bounded (all variables have finite lower and upper bounds), then we add the KKT
53 * where \f$\mu\f$ are the Lagrangian variables. Each of the complementarity constraints \f$\mu_i \cdot (Ax - b)_i = 0\f$
54 * is enforced via an SOS1 constraint for \f$\mu_i\f$ and an additional slack variable \f$s_i = (Ax - b)_i\f$.
68 * where \f$J = \{1,\dots, p\}\f$, \f$\mu\f$ and \f$\lambda\f$ are the Lagrangian variables, and \f$I_J\f$ is the
69 * submatrix of the \f$n\times n\f$ identity matrix with columns indexed by \f$J\f$. For the derivation of the KKT-like
79 * - we handle the bilinear term variables of the quadratic constraint like in the method presolveAddKKTQuadBilinearTerms()
80 * - we handle the linear term variables of the quadratic constraint like in the method presolveAddKKTQuadLinearTerms()
84 * we have a hashmap from each variable to the index of the dual constraint in the KKT conditions.
87 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
115 #define PRESOL_PRIORITY -1 /**< priority of the presolver (>= 0: before, < 0: after constraint handlers);
117 #define PRESOL_MAXROUNDS 0 /**< maximal number of presolving rounds the presolver participates in (-1: no
119 #define PRESOL_TIMING SCIP_PRESOLTIMING_MEDIUM /* timing of the presolver (fast, medium, or exhaustive) */
130 SCIP_Bool updatequadbounded; /**< if TRUE then only apply the update to QPs with bounded variables; if
133 SCIP_Bool updatequadindef; /**< if TRUE then apply quadratic constraint update even if the quadratic
142 /** for a linear constraint \f$a^T x \leq b\f$, create the complementarity constraint \f$\mu \cdot s = 0\f$, where
143 * \f$s = b - a^T x\f$ and \f$\mu\f$ is the dual variable associated to the constraint \f$a^T x \leq b\f$
189 SCIP_CALL( SCIPcreateVarBasic(scip, &slack, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
196 SCIP_CALL( SCIPcreateConsBasicLinear(scip, &KKTlincons, name, nvars, vars, vals, eqval, eqval) );
201 /* create SOS1 (complementarity) constraint involving dual variable of linear constraint and slack variable */
223 * - for an upper bound constraint \f$x_i \leq u_i\f$, create the complementarity constraint \f$\mu_i \cdot s_i = 0\f$,
224 * where \f$s_i = u_i - x_i\f$ and \f$\mu_i\f$ is the dual variable of the upper bound constraint
225 * - for a lower bound constraint \f$x_i \geq l_i\f$, create the complementarity constraint \f$\lambda_i \cdot w_i = 0\f$,
265 /* create complementarity constraint; if bound is nonzero, we additionally need to introduce a slack variable */
268 /* create SOS1 (complementarity) constraint involving dual variable of linear constraint and slack variable */
284 SCIP_CALL( SCIPcreateVarBasic(scip, &slack, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
297 /* create SOS1 (complementarity) constraint involving dual variable of linear constraint and slack variable */
319 /** create the complementarity constraints of the KKT-like conditions associated to a binary variable \f$x_i\f$;
320 * these are \f$(1 - x_i) \cdot z_i = 0\f$ and \f$x_i \cdot (z_i - \lambda_i) = 0\f$, where \f$z_i\f$ and
348 SCIP_CALL( SCIPcreateVarBasic(scip, &slackbin1, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
381 SCIP_CALL( SCIPcreateVarBasic(scip, &slackbin2, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
418 * 4. create the complementarity constraint \f$\mu_i \cdot s_i = 0\f$, where \f$s_i = u_i - x_i\f$
419 * 5. create the complementarity constraint \f$\lambda_i \cdot w_i = 0\f$, where \f$w_i = x_i - l_i\f$
421 * 7. the treatment of binary variables needs special care see the documentation of createKKTComplementarityBinary()
423 * if variable exists in hasmap then the dual constraint associated to the variable has already been created and is returned
466 /* create dual variables corresponding to the bounds of the variables; binary variables have to be treated in a
470 /* create first dual variable associated to binary constraint; the domain of dualbin is [-inf,inf]; the objective
473 SCIP_CALL( SCIPcreateVarBasic(scip, &dualbin1, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
479 /* create second variable associated to binary constraint; the domain of dualbin2 is [-inf,inf]; the objective
482 SCIP_CALL( SCIPcreateVarBasic(scip, &dualbin2, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
493 SCIP_CALL( SCIPcreateVarBasic(scip, &duallb, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
503 SCIP_CALL( SCIPcreateVarBasic(scip, &dualub, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
521 /* add dual variables to dual constraints and create complementarity constraints; binary variables have to be
541 /* create complementarity constraint between slack variable of lower bound constraint and dual variable of
553 /* create complementarity constraint between slack variable of upper bound constraint and dual variable of
567 * 1. create the dual constraints (i.e., the two rows of \f$Q x + c + A^T \mu = 0\f$) associated to the variables of the
569 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of the
572 * 4. create the complementarity constraint \f$\mu_i \cdot (Ax - b)_i = 0\f$ associated to this linear constraint
576 * for step 4 see the documentation of the function createKKTComplementarityLinear() for further information.
627 SCIP_CALL( SCIPcreateVarBasic(scip, &duallin, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
631 /* create complementarity constraint between dual variable and slack variable of linear constraint */
632 SCIP_CALL( createKKTComplementarityLinear(scip, namepart, vars, vals, lhs, rhs, nvars, duallin, TRUE,
643 SCIP_CALL( SCIPcreateVarBasic(scip, &duallin, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
650 SCIP_CALL( SCIPcreateVarBasic(scip, &duallin, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
654 /* create complementarity constraint between dual variable and slack variable of linear constraint */
655 SCIP_CALL( createKKTComplementarityLinear(scip, namepart, vars, vals, lhs, rhs, nvars, duallin, FALSE,
671 SCIP_CALL( createKKTDualCons(scip, objcons, var, varhash, dualconss, ndualconss, &dualcons, naddconss) );
692 /** handle linear constraints for quadratic constraint update, see the documentation of the function
742 /* remove linear constraints if lhs != rhs, since they are now redundant; their feasibility is already expressed
743 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
761 /** handle knapsack constraints for quadratic constraint update, see the documentation of the function
829 /* remove knapsack constraints, since they are now redundant; their feasibility is already expressed
830 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
841 /** handle set packing constraints for quadratic constraint update, see the documentation of the function
928 /* remove set packing constraints if lhs != rhs, since they are now redundant; their feasibility is already expressed
929 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
947 /** handle varbound constraints for quadratic constraint update, see the documentation of the function
1016 /* remove varbound constraints if lhs != rhs, since they are now redundant; their feasibility is already expressed
1017 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
1035 /** handle logicor constraints for quadratic constraint update, see the documentation of the function
1104 /* remove logicor constraints, since they are now redundant; their feasibility is already expressed
1105 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
1118 * we apply the function presolveAddKKTLinearCons() to the aggregation constraint, see the documentation of this
1272 * 1. create the dual constraints (i.e., the two rows of \f$Q x + c + A^T \mu = 0\f$) associated to these variables, if not
1274 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of the two
1335 SCIP_CALL( createKKTDualCons(scip, objcons, bilvar1, varhash, dualconss, ndualconss, &dualcons, naddconss) );
1350 * 1. create the dual constraint (i.e., a row of \f$Q x + c + A^T \mu = 0\f$) associated to this variable, if not done
1352 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of this
1399 SCIP_CALL( createKKTDualCons(scip, objcons, quadvar, varhash, dualconss, ndualconss, &dualcons, naddconss) );
1413 * 1. create the dual constraint (i.e., a row of \f$Q x + c + A^T \mu = 0\f$) associated to this variable, if not done
1415 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of this
1418 * 4. add \f$c_i\f$ to the objective constraint \f$1/2 ( c^T x + b^T \mu) = t\f$, where t is the objective variable
1450 SCIPexprGetQuadraticData(quadexpr, NULL, &nlinexprs, &linexprs, &lincoefs, &nquadexprs, NULL, NULL, NULL);
1472 SCIP_CALL( createKKTDualCons(scip, objcons, var, varhash, dualconss, ndualconss, &dualcons, naddconss) );
1477 SCIP_CALL( SCIPchgLhsLinear(scip, dualcons, SCIPgetLhsLinear(scip, dualcons) - coef / scale) );
1478 SCIP_CALL( SCIPchgRhsLinear(scip, dualcons, SCIPgetRhsLinear(scip, dualcons) - coef / scale) );
1521 /** checks for a given constraint whether it is the objective function of a (mixed-binary) quadratic program
1541 * 1. there is a single quadratic constraint that can be written as \f$x^T Q x + c^T x + d \leq z\f$
1543 * 3. all integer variables are binary if allowbinary = TRUE, or all variables are continuous if allowbinary = FALSE
1551 SCIP_Bool allowbinary, /**< if TRUE then allow binary variables in the problem, if FALSE then all
1556 SCIP_Real* objrhs, /**< pointer to store the right hand side @p -d of the objective constraint */
1596 /* desired structure: there exists only one variable with nonzero objective value; this is the objective variable 'z' */
1600 /* desired structure: all integer variables are binary; if the parameter 'allowbinary' is set to FALSE, then all
1612 if( ! SCIPisFeasEQ(scip, lhs, rhs) && ! SCIPisInfinity(scip, -lhs) && ! SCIPisInfinity(scip, rhs) )
1641 SCIPexprGetQuadraticData(quadexpr, &constant, &nlinexprs, &linexprs, &lincoefs, &nquadexprs, &nbilinexprs, NULL, NULL);
1661 * Here, -d is the objective shift. We define b to be the right hand side of the objective constraint.
1669 /* search for the objective variable 'objvar' in the linear term of quadratic constraint (it is already known that
1670 * at most one variable has a nonzero objective value); additionally, check the sign of the objective variable
1704 *scale = -coef; /* value by which we have to scale the quadratic constraint such that the objective variable
1713 *scale = coef; /* value by which we have to scale the quadratic constraint such that the objective variable
1762 /* not every optimal solution of the problem is a KKT point if the objective variable is bounded */
1868 SCIPdebugMsg(scip, "tries to add the KKT conditions for constraint <%s>\n", SCIPconsGetName(cons));
1879 /* desired structure: matrix associated to quadratic constraint is indefinite; otherwise, the problem usually can be
1885 if( !presoldata->updatequadindef && (curv == SCIP_EXPRCURV_CONVEX || curv == SCIP_EXPRCURV_CONCAVE) )
1887 SCIPdebugMsg(scip, "quadratic constraint update failed, since matrix associated to quadratic constraint <%s> is \
1899 SCIP_CALL( checkConsQuadraticProblem(scip, cons, expr, presoldata->addkktbinary, &objvar, &scale,
1957 SCIPdebugMsg(scip, "failed adding the KKT conditions, since not all variables of <%s> have finite bounds.\n",
1966 SCIP_CALL( SCIPhashmapCreate(&varhash, SCIPblkmem(scip), SCIPgetNVars(scip) + SCIPgetNFixedVars(scip)) );
1969 SCIP_CALL( SCIPallocBufferArray(scip, &dualconss, 2 * SCIPgetNVars(scip) + 2 * SCIPgetNFixedVars(scip)) ); /*lint !e647*/
1971 /* duplicate linconss for later use, since in the following, we create new linear constraints */
1978 SCIP_CALL( SCIPcreateConsBasicLinear(scip, &objcons, "objcons", 0, NULL, NULL, objrhs, objrhs) );
1991 SCIP_CALL( presolveAddKKTLinearConss(scip, objcons, savelinconss, nlinconss, varhash, dualconss, &ndualconss,
1996 SCIP_CALL( presolveAddKKTSetppcConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
1999 SCIP_CALL( presolveAddKKTKnapsackConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
2002 SCIP_CALL( presolveAddKKTVarboundConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
2005 SCIP_CALL( presolveAddKKTLogicorConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
2010 SCIP_CALL( presolveAddKKTAggregatedVars(scip, objcons, SCIPgetFixedVars(scip), SCIPgetNFixedVars(scip),
2015 SCIP_CALL( presolveAddKKTQuadBilinearTerms(scip, objcons, expr, varhash, scale, dualconss, &ndualconss,
2019 SCIP_CALL( presolveAddKKTQuadQuadraticTerms(scip, objcons, expr, varhash, scale, dualconss, &ndualconss,
2023 SCIP_CALL( presolveAddKKTQuadLinearTerms(scip, objcons, expr, varhash, objvar, scale, dualconss, &ndualconss,
2064 )
2073 SCIP_CALL( SCIPincludePresolBasic(scip, &presol, PRESOL_NAME, PRESOL_DESC, PRESOL_PRIORITY, PRESOL_MAXROUNDS,
2087 "if TRUE then only apply the update to QPs with bounded variables; if the variables are not bounded then a "
2092 "if TRUE then apply quadratic constraint update even if the quadratic constraint matrix is known to be indefinite",
static SCIP_RETCODE createKKTComplementarityLinear(SCIP *scip, const char *namepart, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars, SCIP_VAR *dualvar, SCIP_Bool takelhs, int *naddconss)
Definition: presol_qpkktref.c:148
SCIP_RETCODE SCIPincludePresolBasic(SCIP *scip, SCIP_PRESOL **presolptr, const char *name, const char *desc, int priority, int maxrounds, SCIP_PRESOLTIMING timing, SCIP_DECL_PRESOLEXEC((*presolexec)), SCIP_PRESOLDATA *presoldata)
Definition: scip_presol.c:105
void SCIPexprGetQuadraticData(SCIP_EXPR *expr, SCIP_Real *constant, int *nlinexprs, SCIP_EXPR ***linexprs, SCIP_Real **lincoefs, int *nquadexprs, int *nbilinexprs, SCIP_Real **eigenvalues, SCIP_Real **eigenvectors)
Definition: expr.c:4067
Definition: struct_presol.h:46
SCIP_RETCODE SCIPsetPresolFree(SCIP *scip, SCIP_PRESOL *presol, SCIP_DECL_PRESOLFREE((*presolfree)))
Definition: scip_presol.c:156
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:780
public methods for SCIP parameter handling
int SCIPvarGetNLocksDownType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3299
static SCIP_DECL_PRESOLCOPY(presolCopyQPKKTref)
Definition: presol_qpkktref.c:1793
SCIP_Real * SCIPvarGetMultaggrScalars(SCIP_VAR *var)
Definition: var.c:17715
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
Constraint handler for variable bound constraints .
SCIP_RETCODE SCIPcomputeExprQuadraticCurvature(SCIP *scip, SCIP_EXPR *expr, SCIP_EXPRCURV *curv, SCIP_HASHMAP *assumevarfixed, SCIP_Bool storeeigeninfo)
Definition: scip_expr.c:2551
public methods for memory management
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:886
static SCIP_RETCODE presolveAddKKTLogicorConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:1041
Definition: type_expr.h:61
SCIP_Real SCIPgetLhsVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5348
int SCIPgetNVarsLogicor(SCIP *scip, SCIP_CONS *cons)
Definition: cons_logicor.c:5422
static SCIP_RETCODE presolveAddKKTKnapsackConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:767
int SCIPvarGetNLocksUpType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3357
Definition: cons_setppc.h:89
static SCIP_RETCODE checkConsQuadraticProblem(SCIP *scip, SCIP_CONS *cons, SCIP_EXPR *quadexpr, SCIP_Bool allowbinary, SCIP_VAR **objvar, SCIP_Real *scale, SCIP_Real *objrhs, SCIP_Bool *isqp)
Definition: presol_qpkktref.c:1549
Definition: struct_var.h:207
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:869
static SCIP_RETCODE createKKTComplementarityBounds(SCIP *scip, SCIP_VAR *var, SCIP_VAR *dualvar, SCIP_Bool takelb, int *naddconss)
Definition: presol_qpkktref.c:232
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:832
SCIP_CONS ** SCIPconshdlrGetConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4554
public methods for presolving plugins
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3024
SCIP_RETCODE SCIPincludePresolQPKKTref(SCIP *scip)
Definition: presol_qpkktref.c:2064
SCIP_Real SCIPvarGetNegationConstant(SCIP_VAR *var)
Definition: var.c:17760
SCIP_RETCODE SCIPhashmapInsertInt(SCIP_HASHMAP *hashmap, void *origin, int image)
Definition: misc.c:3142
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:194
static SCIP_RETCODE presolveAddKKTLinearCons(SCIP *scip, SCIP_CONS *objcons, const char *namepart, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:581
Definition: cons_setppc.h:88
public methods for problem variables
SCIP_VAR ** SCIPgetVarsKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13767
#define SCIPduplicateBufferArray(scip, ptr, source, num)
Definition: scip_mem.h:132
static SCIP_RETCODE createKKTDualCons(SCIP *scip, SCIP_CONS *objcons, SCIP_VAR *var, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, SCIP_CONS **dualcons, int *naddconss)
Definition: presol_qpkktref.c:428
SCIP_VAR * SCIPgetVarVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5394
Constraint handler for the set partitioning / packing / covering constraints .
public methods for SCIP variables
SCIP_Real SCIPgetRhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18474
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: cons_linear.c:18205
public methods for numerical tolerances
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3373
static SCIP_DECL_PRESOLEXEC(presolExecQPKKTref)
Definition: presol_qpkktref.c:1825
Definition: struct_misc.h:137
static SCIP_RETCODE presolveAddKKTQuadBilinearTerms(SCIP *scip, SCIP_CONS *objcons, SCIP_EXPR *quadexpr, SCIP_HASHMAP *varhash, SCIP_Real scale, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1283
public methods for managing constraints
Constraint handler for knapsack constraints of the form , x binary and .
SCIP_Real SCIPgetRhsVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5371
Definition: struct_cons.h:46
SCIP_RETCODE SCIPgetConsNVars(SCIP *scip, SCIP_CONS *cons, int *nvars, SCIP_Bool *success)
Definition: scip_cons.c:2567
Definition: type_expr.h:60
Definition: struct_cons.h:126
static SCIP_RETCODE presolveAddKKTAggregatedVars(SCIP *scip, SCIP_CONS *objcons, SCIP_VAR **agrvars, int nagrvars, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1124
SCIP_RETCODE SCIPaddVarSOS1(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real weight)
Definition: cons_sos1.c:10547
Constraint handler for logicor constraints (equivalent to set covering, but algorithms are suited fo...
void SCIPpresolSetData(SCIP_PRESOL *presol, SCIP_PRESOLDATA *presoldata)
Definition: presol.c:522
SCIP_VAR ** SCIPgetVarsLogicor(SCIP *scip, SCIP_CONS *cons)
Definition: cons_logicor.c:5445
SCIP_EXPR * SCIPgetExprNonlinear(SCIP_CONS *cons)
Definition: cons_nonlinear.c:12268
Definition: type_var.h:53
void SCIPexprGetQuadraticQuadTerm(SCIP_EXPR *quadexpr, int termidx, SCIP_EXPR **expr, SCIP_Real *lincoef, SCIP_Real *sqrcoef, int *nadjbilin, int **adjbilin, SCIP_EXPR **sqrexpr)
Definition: expr.c:4114
Definition: type_retcode.h:42
Definition: cons_setppc.h:87
SCIP_Real SCIPvarGetMultaggrConstant(SCIP_VAR *var)
Definition: var.c:17727
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:806
static SCIP_RETCODE presolveAddKKTLinearConss(SCIP *scip, SCIP_CONS *objcons, SCIP_CONS **savelinconss, int nlinconss, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:698
SCIP_RETCODE SCIPgetConsVars(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **vars, int varssize, SCIP_Bool *success)
Definition: scip_cons.c:2523
public methods for constraint handler plugins and constraints
Definition: type_retcode.h:43
SCIP_Longint SCIPgetCapacityKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13687
Definition: struct_expr.h:104
SCIP_VAR * SCIPgetVbdvarVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5417
public data structures and miscellaneous methods
SCIP_RETCODE SCIPcheckQuadraticNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *isquadratic)
Definition: cons_nonlinear.c:12366
static SCIP_RETCODE createKKTComplementarityBinary(SCIP *scip, SCIP_VAR *var, SCIP_VAR *dualbin1, SCIP_VAR *dualbin2, int *naddconss)
Definition: presol_qpkktref.c:326
SCIP_SETPPCTYPE SCIPgetTypeSetppc(SCIP *scip, SCIP_CONS *cons)
Definition: cons_setppc.c:9462
constraint handler for nonlinear constraints specified by algebraic expressions
Definition: type_var.h:55
static SCIP_DECL_PRESOLFREE(presolFreeQPKKTref)
Definition: presol_qpkktref.c:1808
Definition: type_var.h:54
SCIP_Real SCIPgetVbdcoefVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5440
static SCIP_RETCODE presolveAddKKTSetppcConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:847
Constraint handler for linear constraints in their most general form, .
SCIP_RETCODE SCIPchgRhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real rhs)
Definition: cons_linear.c:18519
SCIP_RETCODE SCIPvarGetOrigvarSum(SCIP_VAR **var, SCIP_Real *scalar, SCIP_Real *constant)
Definition: var.c:12786
SCIP_RETCODE SCIPcreateConsBasicSOS1(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *weights)
Definition: cons_sos1.c:10531
SCIP_VAR ** SCIPgetVarsSetppc(SCIP *scip, SCIP_CONS *cons)
Definition: cons_setppc.c:9439
public methods for presolvers
static SCIP_RETCODE presolveAddKKTQuadLinearTerms(SCIP *scip, SCIP_CONS *objcons, SCIP_EXPR *quadexpr, SCIP_HASHMAP *varhash, SCIP_VAR *objvar, SCIP_Real scale, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1425
SCIP_VAR ** SCIPgetVarsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18561
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1119
SCIP_RETCODE SCIPsetPresolCopy(SCIP *scip, SCIP_PRESOL *presol, SCIP_DECL_PRESOLCOPY((*presolcopy)))
Definition: scip_presol.c:140
public methods for message output
Definition: type_var.h:93
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:857
void SCIPexprGetQuadraticBilinTerm(SCIP_EXPR *expr, int termidx, SCIP_EXPR **expr1, SCIP_EXPR **expr2, SCIP_Real *coef, int *pos2, SCIP_EXPR **prodexpr)
Definition: expr.c:4157
constraint handler for SOS type 1 constraints
int SCIPgetNVarsKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13744
public methods for message handling
SCIP_Real * SCIPgetValsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18585
SCIP_RETCODE SCIPchgLhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real lhs)
Definition: cons_linear.c:18498
static SCIP_RETCODE presolveAddKKTQuadQuadraticTerms(SCIP *scip, SCIP_CONS *objcons, SCIP_EXPR *quadexpr, SCIP_HASHMAP *varhash, SCIP_Real scale, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1361
Definition: type_retcode.h:52
int SCIPhashmapGetImageInt(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3231
Definition: objbenders.h:43
SCIP_Longint * SCIPgetWeightsKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13790
public methods for global and local (sub)problems
Definition: type_var.h:52
int SCIPgetNVarsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18537
static SCIP_RETCODE presolveAddKKTVarboundConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:953
SCIP_Real SCIPgetLhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18450
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
void SCIPgetLinvarMayIncreaseNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **var, SCIP_Real *coef)
Definition: cons_nonlinear.c:12742
qpkktref presolver
memory allocation routines
Definition: type_var.h:67