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prop_obbt.h File Reference Detailed Descriptionoptimizationbased bound tightening propagator In OptimizationBased Bound Tightening (OBBT), we solve auxiliary LPs of the form
where is the current LP relaxation restricted by the primal cutoff constraint , the current cutoff bound. Trivially, the optimal objective value of this LP provides a valid lower/upper bound on variable . Since solving LPs may be expensive, the propagator inspects solutions and does not run for variable bounds which are tight at : First, we check SCIP's last LP relaxation solution. Second, we solve a sequence of filtering LP's in order to push several variables towards one of their bounds in one LP solve. Third, we inspect all solutions of the auxiliary LPs solved along the way. By default, OBBT is only applied for nonbinary variables that occur in nonlinear constraints. Additionally, the propagator uses the dual solution of the auxiliary LPs to construct globally valid generalized variable bounds which may be propagated during the branchandbound search. Definition in file prop_obbt.h. #include "scip/scip.h" Go to the source code of this file.
Function Documentation
creates the obbt propagator and includes it in SCIP
