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lpi_grb.c File Reference Detailed DescriptionLP interface for Gurobi. This LPI is beta! Several things are missing in the Gurobi interface that make this LPI relatively useless:
While the first two issues only influence the performance, the third is critical for some problems, which contain ranged rows. Definition in file lpi_grb.c. #include <assert.h> #include <string.h> #include "gurobi_c.h" #include "lpi/lpi.h" #include "scip/pub_message.h" Go to the source code of this file.
Macro Definition Documentation
Value:
{ int _restat_; \
if( (_restat_ = (x)) != 0 ) \
{ \
SCIPmessagePrintWarning((messagehdlr), "Gurobi error %d: %s\n", _restat_, GRBgeterrormsg(grbenv)); \
return SCIP_LPERROR; \
} \
}
Definition at line 51 of file lpi_grb.c. Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiClearState(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiFree(), SCIPlpiGetBase(), SCIPlpiGetBasisInd(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetBounds(), SCIPlpiGetCoef(), SCIPlpiGetCols(), SCIPlpiGetDualfarkas(), SCIPlpiGetNCols(), SCIPlpiGetNNonz(), SCIPlpiGetNRows(), SCIPlpiGetObj(), SCIPlpiGetObjsen(), SCIPlpiGetObjval(), SCIPlpiGetPrimalRay(), SCIPlpiGetRealpar(), SCIPlpiGetRealSolQuality(), SCIPlpiGetRows(), SCIPlpiGetSides(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiHasDualRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsDualUnbounded(), SCIPlpiIsPrimalFeasible(), SCIPlpiLoadColLP(), SCIPlpiReadLP(), SCIPlpiReadState(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetBase(), SCIPlpiSetRealpar(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPlpiWriteLP(), and SCIPlpiWriteState().
Definition at line 60 of file lpi_grb.c. Referenced by SCIPlpiGetSolFeasibility(), SCIPlpiHasDualRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsDualUnbounded(), and SCIPlpiSolveDual().
Definition at line 61 of file lpi_grb.c. Referenced by SCIPlpiGetSolFeasibility(), SCIPlpiIsPrimalFeasible(), and SCIPlpiSolvePrimal().
Definition at line 62 of file lpi_grb.c. Referenced by SCIPlpiGetSolFeasibility(), SCIPlpiHasDualRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsDualUnbounded(), SCIPlpiIsPrimalFeasible(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), and SCIPlpiSolvePrimal().
Typedef Documentation
Function Documentation
creates an LP problem object
Definition at line 1094 of file lpi_grb.c. References CHECK_ZERO, FALSE, NULL, SCIP_ALLOC, SCIP_Bool, SCIP_CALL, SCIP_LPPAR_PRICING, SCIP_OKAY, SCIP_PRICING_LPIDEFAULT, SCIP_Real, SCIPdebugMessage, SCIPlpiChgObjsen(), SCIPlpiSetIntpar(), and SCIPmessagePrintWarning().
deletes an LP problem object
Definition at line 1166 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
copies LP data with column matrix into LP solver
Definition at line 1210 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OBJSEN_MAXIMIZE, SCIP_OBJSEN_MINIMIZE, SCIP_OKAY, SCIP_Real, and SCIPdebugMessage.
adds columns to the LP
Definition at line 1288 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, SCIP_Real, and SCIPdebugMessage.
deletes all columns in the given range from LP
Definition at line 1316 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
deletes columns from SCIP_LP; the new position of a column must not be greater that its old position
Definition at line 1354 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
adds rows to the LP
Definition at line 1390 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, and SCIPdebugMessage.
deletes all rows in the given range from LP
Definition at line 1425 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
deletes rows from SCIP_LP; the new position of a row must not be greater that its old position
Definition at line 1462 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.
clears the whole LP
Definition at line 1511 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
changes lower and upper bounds of columns
Definition at line 1531 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, and SCIPdebugPrintf.
changes left and right hand sides of rows
Definition at line 1562 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.
changes a single coefficient
Definition at line 1594 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
changes the objective sense
Definition at line 1615 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OBJSEN_MAXIMIZE, SCIP_OBJSEN_MINIMIZE, SCIP_OKAY, and SCIPdebugMessage.
changes objective values of columns in the LP
Definition at line 1637 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly
Definition at line 1657 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPlpiChgCoef(), SCIPlpiChgSides(), and SCIPlpiGetRows().
multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds are divided by the scalar; for negative scalars, the column's bounds are switched
Definition at line 1714 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiGetCols(), and SCIPlpiGetObj().
gets the number of rows in the LP
Definition at line 1789 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets the number of columns in the LP
Definition at line 1805 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets the number of nonzero elements in the LP constraint matrix
Definition at line 1821 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets columns from LP problem object; the arrays have to be large enough to store all values Either both, lb and ub, have to be NULL, or both have to be non-NULL, either nnonz, beg, ind, and val have to be NULL, or all of them have to be non-NULL.
Definition at line 1840 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets rows from LP problem object; the arrays have to be large enough to store all values. Either both, lhs and rhs, have to be NULL, or both have to be non-NULL, either nnonz, beg, ind, and val have to be NULL, or all of them have to be non-NULL.
Definition at line 1897 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.
gets column names
Definition at line 1952 of file lpi_grb.c. References SCIP_LPERROR, and SCIPerrorMessage.
gets row names
Definition at line 1967 of file lpi_grb.c. References SCIP_LPERROR, and SCIPerrorMessage.
gets the objective sense of the LP
Definition at line 1982 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OBJSEN_MAXIMIZE, SCIP_OBJSEN_MINIMIZE, SCIP_OKAY, and SCIPdebugMessage.
gets objective coefficients from LP problem object
Definition at line 2004 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets current bounds from LP problem object
Definition at line 2024 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets current row sides from LP problem object
Definition at line 2058 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.
gets a single coefficient
Definition at line 2085 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
calls primal simplex to solve the LP startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress) 4 does not seem to work. Primal algorithm
Definition at line 2118 of file lpi_grb.c. References CHECK_ZERO, FALSE, GRB_INT_PAR_METHOD, GRB_METHOD_PRIMAL, NULL, SCIP_CALL, SCIP_LPERROR, SCIP_NOMEMORY, SCIP_OKAY, SCIPdebugMessage, SCIPerrorMessage, and TRUE.
calls dual simplex to solve the LP startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress) 4 does not seem to work. Dual algorithm
Definition at line 2230 of file lpi_grb.c. References CHECK_ZERO, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL, NULL, SCIP_CALL, SCIP_LPERROR, SCIP_NOMEMORY, SCIP_OKAY, SCIPdebugMessage, SCIPerrorMessage, and TRUE.
calls barrier or interior point algorithm to solve the LP with crossover to simplex basis
Definition at line 2333 of file lpi_grb.c. References CHECK_ZERO, GRB_INT_PAR_METHOD, NULL, SCIP_CALL, SCIP_LPERROR, SCIP_NOMEMORY, SCIP_OKAY, SCIPdebugMessage, and SCIPerrorMessage.
performs strong branching iterations on one fractional candidate
performs strong branching iterations on given fractional candidates
performs strong branching iterations on one candidate with integral value
performs strong branching iterations on given candidates with integral values
gets information about primal and dual feasibility of the current LP solution
Definition at line 2783 of file lpi_grb.c. References CHECK_ZERO, FALSE, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL, GRB_METHOD_PRIMAL, NULL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, and TRUE. returns TRUE iff LP is proven to be primal unbounded
Definition at line 2883 of file lpi_grb.c. References FALSE, NULL, SCIP_Bool, SCIP_OKAY, SCIPdebugMessage, and SCIPlpiGetSolFeasibility(). returns TRUE iff LP is proven to be primal infeasible
Definition at line 2906 of file lpi_grb.c. References NULL, and SCIPdebugMessage. returns TRUE iff LP is proven to be primal feasible
Definition at line 2921 of file lpi_grb.c. References CHECK_ZERO, GRB_INT_PAR_METHOD, GRB_METHOD_PRIMAL, NULL, and SCIPdebugMessage. returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point), and the solver knows and can return the dual ray
Definition at line 2956 of file lpi_grb.c. References CHECK_ZERO, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL, and NULL. returns TRUE iff LP is proven to be dual unbounded
Definition at line 2973 of file lpi_grb.c. References CHECK_ZERO, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL, NULL, and SCIPdebugMessage. returns TRUE iff LP is proven to be dual infeasible
Definition at line 2992 of file lpi_grb.c. References NULL, and SCIPdebugMessage. returns TRUE iff LP is proven to be dual feasible
Definition at line 3006 of file lpi_grb.c. References CHECK_ZERO, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL, NULL, and SCIPdebugMessage. returns TRUE iff current LP basis is stable
Definition at line 3037 of file lpi_grb.c. References NULL, and SCIPdebugMessage.
gets objective value of solution
Definition at line 3116 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets primal and dual solution vectors
Definition at line 3132 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, SCIPdebugMessage, and SCIPerrorMessage.
gets primal ray for unbounded LPs Unbounded ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.
Definition at line 3209 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
gets dual Farkas proof for infeasibility Infeasibility ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.
Definition at line 3231 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_LPERROR, and SCIPdebugMessage.
gets information about the quality of an LP solution Such information is usually only available, if also a (maybe not optimal) solution is available. The LPI should return SCIP_INVALID for
Definition at line 3273 of file lpi_grb.c. References CHECK_ZERO, NULL, and SCIP_OKAY.
gets current basis status for columns and rows; arrays must be large enough to store the basis status
Definition at line 3300 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, SCIPdebugMessage, and SCIPerrorMessage.
sets current basis status for columns and rows Whats changed since last solve. Is only used when startFinishOptions used in dual or primal. Bit 1 - number of rows/columns has not changed (so work arrays valid) 2 - matrix has not changed 4 - if matrix has changed only by adding rows 8 - if matrix has changed only by adding columns 16 - row lbs not changed 32 - row ubs not changed 64 - column objective not changed 128 - column lbs not changed 256 - column ubs not changed 512 - basis not changed (up to user to set this to 0) top bits may be used internally
Definition at line 3390 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, SCIPdebugMessage, and SCIPerrorMessage.
returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m
Definition at line 3469 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.
get dense row of inverse basis matrix B^-1
Definition at line 3539 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.
get dense column of inverse basis matrix B^-1
Definition at line 3605 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.
get dense row of inverse basis matrix times constraint matrix B^-1 * A
Definition at line 3675 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.
get dense column of inverse basis matrix times constraint matrix B^-1 * A
Definition at line 3731 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.
stores LPi state (like basis information) into lpistate object
Definition at line 3796 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_ALLOC, SCIP_Bool, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.
loads LPi state (like basis information) into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetState()
Definition at line 3857 of file lpi_grb.c. References CHECK_ZERO, NULL, REALABS, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, and SCIPlpiIsInfinity().
clears current LPi state (like basis information) of the solver
Definition at line 3920 of file lpi_grb.c. References CHECK_ZERO, NULL, and SCIP_OKAY.
reads LP state (like basis information from a file Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values
Definition at line 3957 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, and SCIPerrorMessage.
writes LP state (like basis information) to a file Write the basis in MPS format to the specified file. If writeValues true, writes values of structurals (and adds VALUES to end of NAME card) parameters:
Definition at line 3984 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_MAXSTRLEN, SCIP_OKAY, and SCIPdebugMessage.
loads LPi pricing norms into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetNorms()
gets integer parameter of LP
Definition at line 4082 of file lpi_grb.c. References FALSE, NULL, SCIP_CALL, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_Real, SCIPdebugMessage, and TRUE.
sets integer parameter of LP Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective SCIPdebug
Definition at line 4139 of file lpi_grb.c. References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_LPERROR, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PRICING_AUTO, SCIP_PRICING_DEVEX, SCIP_PRICING_FULL, SCIP_PRICING_LPIDEFAULT, SCIP_PRICING_PARTIAL, SCIP_PRICING_STEEP, SCIP_PRICING_STEEPQSTART, SCIPdebugMessage, and TRUE.
gets floating point parameter of LP
Definition at line 4220 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.
sets floating point parameter of LP
Definition at line 4273 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_CALL, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.
reads LP from a file read file in MPS format parameters: filename bool keepNames bool ignoreErrors
Definition at line 4362 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage.
writes LP to a file write file in MPS format parameters: filename int formatType (0 - normal, 1 - extra accuracy, 2 - IEEE hex) int numberAcross (1 or 2 values should be specified on every data line in the MPS file) double objSense
Definition at line 4378 of file lpi_grb.c. References CHECK_ZERO, NULL, SCIP_OKAY, and SCIPdebugMessage. |