Detailed Description

constraint handler for indicator constraints

Author: Marc Pfetsch

An indicator constraint is given by a binary variable $y$ and an inequality $ax \leq b$ . It states that if $y = 1$ then $ax \leq b$ holds.

This constraint is handled by adding a slack variable $s:\; ax - s \leq b$ with $s \geq 0$ . The constraint is enforced by fixing $s$ to 0 if $y = 1$ .

Note: The constraint only implements an implication not an equivalence, i.e., it does not ensure that if $ax \leq b$ or equivalently if holds.

This constraint is equivalent to a linear constraint $ax - s \leq b$ and an SOS1 constraint on $y$ and $s$ (at most one should be nonzero). In the indicator context we can, however, separate more inequalities.

The name indicator apparently comes from ILOG CPLEX.

Separation Methods

We now explain the handling of indicator constraints in more detail. The indicator constraint handler adds an inequality for each indicator constraint. We assume that this system (with added slack variables) is $Ax - s \leq b$ , where $ x $ are the original variables and $ s $ are the slack variables added by the indicator constraint. Variables $ y $ are the binary variables corresponding to the indicator constraints.

Note: In the implementation, we assume that bounds on the original variables cannot be influenced by the indicator constraint. If it should be possible to relax these constraints as well, then these constraints have to be added as indicator constraints.

We separate inequalities by using the so-called alternative polyhedron.

Separation via the Alternative Polyhedron

We now describe the separation method of the first method in more detail.

Consider the LP-relaxation of the current subproblem:

$\begin{array}{ll} min & c^T x + d^T z\\ & A x - s \leq b, \\ & D x + C z \leq f, \\ & l \leq x \leq u, \\ & u \leq z \leq v, \\ & 0 \leq s. \end{array}$

As above $Ax - s \leq b$ contains all inequalities corresponding to indicator constraints, while the system $Dx + Cy \leq f$ contains all other inequalities (which are ignored in the following). Similarly, variables $z$ not appearing in indicator constraints are ignored. Bounds for the variables $x_j$ can be given, in particular, variables can be fixed. Note that $s \leq 0$ renders the system infeasible.

To generate cuts, we construct the so-called alternative polyhedron:

$\begin{array}{ll} P = \{ (w,r,t) : & A^T w - r + t = 0,\\ & b^T w - l^T r + u^T t = -1,\\ & w, r, t \geq 0 \}. \end{array}$

Here, $r$ and $t$ correspond to the lower and upper bounds on $x$ , respectively.

It turns out that the vertices of $P$ correspond to minimal infeasible subsystems of $A x \leq b$ , $l \leq x \leq u$ . If $I$ is the index set of such a system, it follows that not all $s_i$ for $i \in I$ can be 0, i.e., $y_i$ can be 1. In other words, the following cut is valid:

$\sum_{i \in I} y_i \leq |I| - 1.$

Separation heuristic

We separate the above inequalities by a heuristic described in

Branch-And-Cut for the Maximum Feasible Subsystem Problem,
Marc Pfetsch, SIAM Journal on Optimization 19, No.1, 21-38 (2008)

The first step in the separation heuristic is to apply the transformation $\bar{y} = 1 - y$ , which transforms the above inequality into the constraint

$\sum_{i \in I} \bar{y}_i \geq 1,$

that is, it is a set covering constraint on the negated variables.

The basic idea is to use the current solution to the LP relaxation and use it as the objective, when optimizing of the alternative polyhedron. Since any vertex corresponds to such an inequality, we can check whether it is violated. To enlarge the chance that we find a violated inequality, we perform a fixing procedure, in which the variable corresponding to an arbitrary element of the last IIS $I$ is fixed to zero, i.e., cannot be used in the next IISs. This is repeated until the corresponding alternative polyhedron is infeasible, i.e., we have obtained an IIS-cover. For more details see the paper above.

Preprocessing

Since each indicator constraint adds a linear constraint to the formulation, preprocessing of the linear constraints change the above approach as follows.

The system as present in the formulation is the following (ignoring variables that are not contained in indicator constraints and the objective function):

$\begin{array}{ll} & A x - s \leq b, \\ & l \leq x \leq u, \\ & s \leq 0. \end{array}$

Note again that the requirement $s \leq 0$ leads to an infeasible system. Consider now the preprocessing of the linear constraint (aggregation, bound strengthening, etc.) and assume that this changes the above system to the following:

$\begin{array}{ll} & \tilde{A} x - \tilde{B} s \leq \tilde{b}, \\ & \tilde{l} \leq x \leq \tilde{u}, \\ & s \leq 0. \\ \end{array}$

Note that we forbid multi-aggregation of the $s$ variables in order to be able to change their bounds in propagation/branching. The corresponding alternative system is the following:

$\begin{array}{ll} & \tilde{A}^T w - r + t = 0,\\ & - \tilde{B}^T w + v = 0,\\ & b^T w - l^T r + u^T t = -1,\\ & w, v, r, t \geq 0 \end{array} \qquad \Leftrightarrow \qquad \begin{array}{ll} & \tilde{A}^T w - r + t = 0,\\ & \tilde{B}^T w \geq 0,\\ & b^T w - l^T r + u^T t = -1,\\ & w, r, t \geq 0, \end{array}$

where the second form arises by substituting $v \geq 0$ . A closer look at this system reveals that it is not larger than the original one:

(Multi-)Aggregation of variables will remove these variables from the formulation, such that the corresponding column of $\tilde{A}$ (row of $\tilde{A}^T$ ) will be zero.

The rows of $\tilde{B}^T$ are not unit vectors, i.e., do not correspond to redundant nonnegativity constraints, only if the corresponding slack variables appear in an aggregation.

Taken together, these two observations yield the conclusion that the new system is roughly as large as the original one.

Note: Because of possible (multi-)aggregation it might happen that the linear constraint corresponding to an indicator constraint becomes redundant and is deleted. From this we cannot conclude that the indicator constraint is redundant as well (i.e. always fulfilled), because the corresponding slack variable is still present and its setting to 0 might influence other (linear) constraints. Thus, we have to rely on the dual presolving of the linear constraints to detect this case: If the linear constraint is really redundant, i.e., is always fulfilled, it is deleted and the slack variable can be fixed to 0. In this case, the indicator constraint can be deleted as well.

Definition in file cons_indicator.c.

#include <assert.h>
#include <string.h>
#include "scip/cons_indicator.h"
#include "scip/cons_linear.h"
#include "scip/cons_logicor.h"
#include "scip/cons_varbound.h"
#include "scip/cons_quadratic.h"
#include "scip/heur_trysol.h"
#include "scip/pub_misc.h"

Go to the source code of this file.

Macros
#define	CONSHDLR_NAME "indicator"

#define	CONSHDLR_DESC "indicator constraint handler"

#define	CONSHDLR_SEPAPRIORITY 10

#define	CONSHDLR_ENFOPRIORITY -100

#define	CONSHDLR_CHECKPRIORITY -1000000

#define	CONSHDLR_SEPAFREQ 10

#define	CONSHDLR_PROPFREQ 1

#define	CONSHDLR_EAGERFREQ 100

#define	CONSHDLR_MAXPREROUNDS -1

#define	CONSHDLR_DELAYSEPA FALSE

#define	CONSHDLR_DELAYPROP FALSE

#define	CONSHDLR_DELAYPRESOL FALSE

#define	CONSHDLR_NEEDSCONS TRUE

#define	CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP

#define	EVENTHDLR_BOUND_NAME "indicatorbound"

#define	EVENTHDLR_BOUND_DESC "bound change event handler for indicator constraints"

#define	EVENTHDLR_RESTART_NAME "indicatorrestart"

#define	EVENTHDLR_RESTART_DESC "force restart if absolute gap is 1"

#define	CONFLICTHDLR_NAME "indicatorconflict"

#define	CONFLICTHDLR_DESC "replace slack variables and generate logicor constraints"

#define	CONFLICTHDLR_PRIORITY 200000

#define	DEFAULT_BRANCHINDICATORS FALSE

#define	DEFAULT_GENLOGICOR FALSE

#define	DEFAULT_ADDCOUPLING TRUE

#define	DEFAULT_MAXCOUPLINGVALUE 1e4

#define	DEFAULT_ADDCOUPLINGCONS FALSE

#define	DEFAULT_SEPACOUPLINGCUTS FALSE

#define	DEFAULT_SEPACOUPLINGLOCAL FALSE

#define	DEFAULT_SEPACOUPLINGVALUE 1e4

#define	DEFAULT_SEPAALTERNATIVELP FALSE

#define	DEFAULT_TRYSOLFROMCOVER FALSE

#define	DEFAULT_USEOTHERCONSS FALSE

#define	DEFAULT_UPDATEBOUNDS FALSE

#define	DEFAULT_MAXCONDITIONALTLP 0.0

#define	DEFAULT_MAXSEPACUTS 100

#define	DEFAULT_MAXSEPACUTSROOT 2000

#define	DEFAULT_REMOVEINDICATORS FALSE

#define	DEFAULT_GENERATEBILINEAR FALSE

#define	DEFAULT_SCALESLACKVAR FALSE

#define	DEFAULT_NOLINCONSCONT FALSE

#define	DEFAULT_TRYSOLUTIONS TRUE

#define	DEFAULT_ENFORCECUTS FALSE

#define	DEFAULT_DUALREDUCTIONS TRUE

#define	DEFAULT_ADDOPPOSITE FALSE

#define	DEFAULT_CONFLICTSUPGRADE FALSE

#define	DEFAULT_FORCERESTART FALSE

#define	DEFAULT_RESTARTFRAC 0.9

#define	OBJEPSILON 0.001

#define	SEPAALTTHRESHOLD 10

#define	SCIP_CALL_PARAM(x)

Functions
static	SCIP_DECL_EVENTEXEC (eventExecIndicatorBound)

static	SCIP_DECL_EVENTEXEC (eventExecIndicatorRestart)

static	SCIP_DECL_CONFLICTFREE (conflictFreeIndicator)

static	SCIP_DECL_CONFLICTEXEC (conflictExecIndicator)

static SCIP_RETCODE	checkParam (SCIP scip, SCIP_PARAM param, const char name, SCIP_Bool oldvalue, SCIP_Bool newvalue)

static	SCIP_DECL_PARAMCHGD (paramChangedIndicator)

static SCIP_Real	varGetObjDelta (SCIP_VAR *var)

static SCIP_RETCODE	consdataEnsureAddLinConsSize (SCIP scip, SCIP_CONSHDLR conshdlr, int num)

static SCIP_RETCODE	initAlternativeLP (SCIP scip, SCIP_CONSHDLR conshdlr)

static SCIP_RETCODE	checkLPBoundsClean (SCIP scip, SCIP_LPI lp, int nconss, SCIP_CONS **conss)

static SCIP_RETCODE	setAltLPObj (SCIP scip, SCIP_LPI lp, SCIP_SOL sol, int nconss, SCIP_CONS *conss)

static SCIP_RETCODE	setAltLPObjZero (SCIP scip, SCIP_LPI lp, int nconss, SCIP_CONS **conss)

static SCIP_RETCODE	fixAltLPVariables (SCIP scip, SCIP_LPI lp, int nconss, SCIP_CONS *conss, SCIP_Bool S)

static SCIP_RETCODE	fixAltLPVariable (SCIP_LPI *lp, int ind)

static SCIP_RETCODE	unfixAltLPVariable (SCIP_LPI *lp, int ind)

static SCIP_RETCODE	unfixAltLPVariables (SCIP scip, SCIP_LPI lp, int nconss, SCIP_CONS *conss, SCIP_Bool S)

static SCIP_RETCODE	updateFirstRow (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata)

static SCIP_RETCODE	updateFirstRowGlobal (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata)

static SCIP_RETCODE	checkIISlocal (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata, SCIP_Real vector, SCIP_Bool isLocal)

static SCIP_RETCODE	scaleFirstRow (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata)

static SCIP_RETCODE	addAltLPConstraint (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS lincons, SCIP_VAR slackvar, SCIP_Real objcoef, int *colindex)

static SCIP_RETCODE	addAltLPRow (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_ROW row, SCIP_Real objcoef, int colindex)

static SCIP_RETCODE	deleteAltLPConstraint (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *cons)

static SCIP_RETCODE	checkAltLPInfeasible (SCIP scip, SCIP_LPI lp, SCIP_Real maxcondition, SCIP_Bool primal, SCIP_Bool infeasible, SCIP_Bool error)

static SCIP_RETCODE	extendToCover (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONSHDLRDATA conshdlrdata, SCIP_LPI lp, SCIP_SOL sol, SCIP_Bool removable, SCIP_Bool genlogicor, int nconss, SCIP_CONS conss, SCIP_Bool S, int size, SCIP_Real value, SCIP_Bool error, int nGen)

static SCIP_RETCODE	consdataCreate (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONSHDLRDATA conshdlrdata, const char consname, SCIP_CONSDATA *consdata, SCIP_EVENTHDLR eventhdlrbound, SCIP_EVENTHDLR eventhdlrrestart, SCIP_VAR binvar, SCIP_VAR slackvar, SCIP_CONS lincons, SCIP_Bool linconsactive)

static SCIP_RETCODE	createVarUbs (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata, SCIP_CONS *conss, int nconss, int ngen)

static SCIP_RETCODE	presolRoundIndicator (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata, SCIP_CONS cons, SCIP_CONSDATA consdata, SCIP_Bool dualreductions, SCIP_Bool cutoff, SCIP_Bool success, int ndelconss, int nfixedvars)

static SCIP_RETCODE	propIndicator (SCIP scip, SCIP_CONS cons, SCIP_CONSDATA consdata, SCIP_Bool dualreductions, SCIP_Bool addopposite, SCIP_Bool cutoff, int *nGen)

static SCIP_RETCODE	enforceCuts (SCIP scip, SCIP_CONSHDLR conshdlr, int nconss, SCIP_CONS *conss, SCIP_SOL sol, SCIP_Bool genlogicor, int *nGen)

static SCIP_RETCODE	enforceIndicators (SCIP scip, SCIP_CONSHDLR conshdlr, int nconss, SCIP_CONS *conss, SCIP_Bool genlogicor, SCIP_RESULT result)

static SCIP_RETCODE	separateIISRounding (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_SOL sol, int nconss, SCIP_CONS conss, int maxsepacuts, int nGen)

static SCIP_RETCODE	separateIndicators (SCIP scip, SCIP_CONSHDLR conshdlr, int nconss, int nusefulconss, SCIP_CONS *conss, SCIP_SOL sol, SCIP_RESULT *result)

static void	initConshdlrData (SCIP_CONSHDLRDATA *conshdlrdata)

static	SCIP_DECL_CONSHDLRCOPY (conshdlrCopyIndicator)

static	SCIP_DECL_CONSINIT (consInitIndicator)

static	SCIP_DECL_CONSEXIT (consExitIndicator)

static	SCIP_DECL_CONSFREE (consFreeIndicator)

static	SCIP_DECL_CONSINITSOL (consInitsolIndicator)

static	SCIP_DECL_CONSEXITSOL (consExitsolIndicator)

static	SCIP_DECL_CONSDELETE (consDeleteIndicator)

static	SCIP_DECL_CONSTRANS (consTransIndicator)

static	SCIP_DECL_CONSINITPRE (consInitpreIndicator)

static	SCIP_DECL_CONSPRESOL (consPresolIndicator)

static	SCIP_DECL_CONSINITLP (consInitlpIndicator)

static	SCIP_DECL_CONSSEPALP (consSepalpIndicator)

static	SCIP_DECL_CONSSEPASOL (consSepasolIndicator)

static	SCIP_DECL_CONSENFOLP (consEnfolpIndicator)

static	SCIP_DECL_CONSENFOPS (consEnfopsIndicator)

static	SCIP_DECL_CONSCHECK (consCheckIndicator)

static	SCIP_DECL_CONSPROP (consPropIndicator)

static	SCIP_DECL_CONSRESPROP (consRespropIndicator)

static	SCIP_DECL_CONSLOCK (consLockIndicator)

static	SCIP_DECL_CONSPRINT (consPrintIndicator)

static	SCIP_DECL_CONSCOPY (consCopyIndicator)

static	SCIP_DECL_CONSPARSE (consParseIndicator)

static	SCIP_DECL_CONSENABLE (consEnableIndicator)

static	SCIP_DECL_CONSDISABLE (consDisableIndicator)

static	SCIP_DECL_CONSGETVARS (consGetVarsIndicator)

static	SCIP_DECL_CONSGETNVARS (consGetNVarsIndicator)

SCIP_RETCODE	SCIPincludeConshdlrIndicator (SCIP *scip)

SCIP_RETCODE	SCIPcreateConsIndicator (SCIP scip, SCIP_CONS cons, const char name, SCIP_VAR binvar, int nvars, SCIP_VAR vars, SCIP_Real vals, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)

SCIP_RETCODE	SCIPcreateConsBasicIndicator (SCIP scip, SCIP_CONS cons, const char name, SCIP_VAR binvar, int nvars, SCIP_VAR vars, SCIP_Real vals, SCIP_Real rhs)

SCIP_RETCODE	SCIPcreateConsIndicatorLinCons (SCIP scip, SCIP_CONS cons, const char name, SCIP_VAR binvar, SCIP_CONS lincons, SCIP_VAR *slackvar, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)

SCIP_RETCODE	SCIPcreateConsBasicIndicatorLinCons (SCIP scip, SCIP_CONS cons, const char name, SCIP_VAR binvar, SCIP_CONS lincons, SCIP_VAR *slackvar)

SCIP_RETCODE	SCIPaddVarIndicator (SCIP scip, SCIP_CONS cons, SCIP_VAR *var, SCIP_Real val)

SCIP_CONS *	SCIPgetLinearConsIndicator (SCIP_CONS *cons)

SCIP_RETCODE	SCIPsetLinearConsIndicator (SCIP scip, SCIP_CONS cons, SCIP_CONS *lincons)

SCIP_VAR *	SCIPgetBinaryVarIndicator (SCIP_CONS *cons)

SCIP_RETCODE	SCIPsetBinaryVarIndicator (SCIP scip, SCIP_CONS cons, SCIP_VAR *binvar)

SCIP_VAR *	SCIPgetSlackVarIndicator (SCIP_CONS *cons)

SCIP_Bool	SCIPisViolatedIndicator (SCIP scip, SCIP_CONS cons, SCIP_SOL *sol)

SCIP_RETCODE	SCIPmakeIndicatorFeasible (SCIP scip, SCIP_CONS cons, SCIP_SOL sol, SCIP_Bool changed)

SCIP_RETCODE	SCIPmakeIndicatorsFeasible (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_SOL sol, SCIP_Bool changed)

SCIP_RETCODE	SCIPaddLinearConsIndicator (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *lincons)

SCIP_RETCODE	SCIPaddRowIndicator (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_ROW *row)

Macro Definition Documentation

#define CONSHDLR_NAME "indicator"

Definition at line 210 of file cons_indicator.c.

Referenced by addAltLPConstraint(), addAltLPRow(), consdataEnsureAddLinConsSize(), deleteAltLPConstraint(), initAlternativeLP(), SCIP_DECL_CONFLICTEXEC(), SCIP_DECL_CONSCHECK(), SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSDELETE(), SCIP_DECL_CONSDISABLE(), SCIP_DECL_CONSENABLE(), SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSENFOPS(), SCIP_DECL_CONSEXIT(), SCIP_DECL_CONSEXITSOL(), SCIP_DECL_CONSFREE(), SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_CONSINIT(), SCIP_DECL_CONSINITLP(), SCIP_DECL_CONSINITPRE(), SCIP_DECL_CONSINITSOL(), SCIP_DECL_CONSLOCK(), SCIP_DECL_CONSPRESOL(), SCIP_DECL_CONSPRINT(), SCIP_DECL_CONSPROP(), SCIP_DECL_CONSRESPROP(), SCIP_DECL_CONSSEPALP(), SCIP_DECL_CONSSEPASOL(), SCIP_DECL_CONSTRANS(), SCIPaddLinearConsIndicator(), SCIPaddRowIndicator(), SCIPaddVarIndicator(), SCIPcreateConsIndicator(), SCIPcreateConsIndicatorLinCons(), SCIPgetBinaryVarIndicator(), SCIPgetLinearConsIndicator(), SCIPgetSlackVarIndicator(), SCIPincludeConshdlrIndicator(), SCIPmakeIndicatorFeasible(), SCIPmakeIndicatorsFeasible(), SCIPsetBinaryVarIndicator(), and SCIPsetLinearConsIndicator().

#define CONSHDLR_DESC "indicator constraint handler"

Definition at line 211 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_SEPAPRIORITY 10

priority of the constraint handler for separation

Definition at line 212 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_ENFOPRIORITY -100

priority of the constraint handler for constraint enforcing

Definition at line 213 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_CHECKPRIORITY -1000000

priority of the constraint handler for checking feasibility

Definition at line 214 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_SEPAFREQ 10

frequency for separating cuts; zero means to separate only in the root node

Definition at line 215 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_PROPFREQ 1

frequency for propagating domains; zero means only preprocessing propagation

Definition at line 216 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_EAGERFREQ 100

frequency for using all instead of only the useful constraints in separation, propagation and enforcement, -1 for no eager evaluations, 0 for first only

Definition at line 217 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_MAXPREROUNDS -1

maximal number of presolving rounds the constraint handler participates in (-1: no limit)

Definition at line 219 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_DELAYSEPA FALSE

should separation method be delayed, if other separators found cuts?

Definition at line 220 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_DELAYPROP FALSE

should propagation method be delayed, if other propagators found reductions?

Definition at line 221 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_DELAYPRESOL FALSE

should presolving method be delayed, if other presolvers found reductions?

Definition at line 222 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_NEEDSCONS TRUE

should the constraint handler be skipped, if no constraints are available?

Definition at line 223 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP

Definition at line 225 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define EVENTHDLR_BOUND_NAME "indicatorbound"

Definition at line 229 of file cons_indicator.c.

Referenced by SCIP_DECL_EVENTEXEC(), and SCIPincludeConshdlrIndicator().

#define EVENTHDLR_BOUND_DESC "bound change event handler for indicator constraints"

Definition at line 230 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define EVENTHDLR_RESTART_NAME "indicatorrestart"

Definition at line 232 of file cons_indicator.c.

Referenced by SCIP_DECL_EVENTEXEC(), and SCIPincludeConshdlrIndicator().

#define EVENTHDLR_RESTART_DESC "force restart if absolute gap is 1"

Definition at line 233 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONFLICTHDLR_NAME "indicatorconflict"

Definition at line 236 of file cons_indicator.c.

Referenced by SCIP_DECL_CONFLICTEXEC(), SCIP_DECL_CONFLICTFREE(), and SCIPincludeConshdlrIndicator().

#define CONFLICTHDLR_DESC "replace slack variables and generate logicor constraints"

Definition at line 237 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define CONFLICTHDLR_PRIORITY 200000

Definition at line 238 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_BRANCHINDICATORS FALSE

Branch on indicator constraints in enforcing?

Definition at line 241 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_GENLOGICOR FALSE

Generate logicor constraints instead of cuts?

Definition at line 242 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_ADDCOUPLING TRUE

Add coupling constraints if big-M is small enough?

Definition at line 243 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_MAXCOUPLINGVALUE 1e4

maximum coefficient for binary variable in coupling constraint

Definition at line 244 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_ADDCOUPLINGCONS FALSE

Add initial coupling inequalities as linear constraints, if 'addcoupling' is true?

Definition at line 245 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_SEPACOUPLINGCUTS FALSE

Should the coupling inequalities be separated dynamically?

Definition at line 246 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_SEPACOUPLINGLOCAL FALSE

Allow to use local bounds in order to separated coupling inequalities?

Definition at line 247 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_SEPACOUPLINGVALUE 1e4

maximum coefficient for binary variable in separated coupling constraint

Definition at line 248 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_SEPAALTERNATIVELP FALSE

Separate using the alternative LP?

Definition at line 249 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_TRYSOLFROMCOVER FALSE

Try to construct a feasible solution from a cover?

Definition at line 250 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_USEOTHERCONSS FALSE

Collect other constraints to alternative LP?

Definition at line 251 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_UPDATEBOUNDS FALSE

Update bounds of original variables for separation?

Definition at line 252 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_MAXCONDITIONALTLP 0.0

max. estimated condition of the solution basis matrix of the alt. LP to be trustworthy (0.0 to disable check)

Definition at line 253 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_MAXSEPACUTS 100

maximal number of cuts separated per separation round

Definition at line 254 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_MAXSEPACUTSROOT 2000

maximal number of cuts separated per separation round in the root node

Definition at line 255 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_REMOVEINDICATORS FALSE

Remove indicator constraint if corresponding variable bound constraint has been added?

Definition at line 256 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_GENERATEBILINEAR FALSE

Do not generate indicator constraint, but a bilinear constraint instead?

Definition at line 257 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_SCALESLACKVAR FALSE

Scale slack variable coefficient at construction time?

Definition at line 258 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_NOLINCONSCONT FALSE

decompose problem - do not generate linear constraint if all variables are continuous

Definition at line 259 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_TRYSOLUTIONS TRUE

Try to make solutions feasible by setting indicator variables?

Definition at line 260 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_ENFORCECUTS FALSE

In enforcing try to generate cuts (only if sepaalternativelp is true)?

Definition at line 261 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_DUALREDUCTIONS TRUE

Should dual reduction steps be performed?

Definition at line 262 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_ADDOPPOSITE FALSE

Add opposite inequality in nodes in which the binary variable has been fixed to 0?

Definition at line 263 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_CONFLICTSUPGRADE FALSE

Try to upgrade bounddisjunction conflicts by replacing slack variables?

Definition at line 264 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_FORCERESTART FALSE

force restart if we have a max FS instance and gap is 1?

Definition at line 265 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define DEFAULT_RESTARTFRAC 0.9

fraction of binary variables that need to be fixed before restart occurs (in forcerestart)

Definition at line 266 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

#define OBJEPSILON 0.001

value to add to objective in alt. LP if the binary variable is 1 to get small IISs

Definition at line 270 of file cons_indicator.c.

Referenced by setAltLPObj(), and setAltLPObjZero().

#define SEPAALTTHRESHOLD 10

only separate IIS cuts if the number of separated coupling cuts is less than this value

Definition at line 271 of file cons_indicator.c.

Referenced by separateIndicators().

#define SCIP_CALL_PARAM ( x )

Value:

/*lint -e527 */ do                                                   \
{                                                                                               \
   SCIP_RETCODE _restat_;                                                                       \
   if ( (_restat_ = (x)) != SCIP_OKAY && (_restat_ != SCIP_PARAMETERUNKNOWN) )                  \
   {                                                                                            \
      SCIPerrorMessage("[%s:%d] Error <%d> in function call\n", __FILE__, __LINE__, _restat_);  \
      SCIPABORT();                                                                              \
      return _restat_;                                                                          \
   }                                                                                            \
}                                                                                               \
while ( FALSE )

Definition at line 360 of file cons_indicator.c.

Referenced by checkAltLPInfeasible(), extendToCover(), initAlternativeLP(), and SCIP_DECL_CONSCHECK().

Function Documentation

static SCIP_DECL_EVENTEXEC ( eventExecIndicatorBound )

static

static SCIP_DECL_EVENTEXEC ( eventExecIndicatorRestart )

static

static SCIP_DECL_CONFLICTFREE ( conflictFreeIndicator )

static

destructor of conflict handler to free conflict handler data (called when SCIP is exiting)

Definition at line 555 of file cons_indicator.c.

References CONFLICTHDLR_NAME, NULL, SCIP_OKAY, SCIPconflicthdlrGetData(), SCIPconflicthdlrGetName(), and SCIPfreeMemory.

static SCIP_DECL_CONFLICTEXEC ( conflictExecIndicator )

static

conflict processing method of conflict handler (called when conflict was found)

In this conflict handler we try to replace slack variables by binary indicator variables and generate a logicor constraint if possible.

Definition at line 578 of file cons_indicator.c.

References CONFLICTHDLR_NAME, CONSHDLR_NAME, FALSE, NULL, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddConsNode(), SCIPallocBufferArray, SCIPbdchginfoGetBoundtype(), SCIPbdchginfoGetNewbound(), SCIPbdchginfoGetVar(), SCIPboundtypeOpposite(), SCIPconflicthdlrGetData(), SCIPconflicthdlrGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetName(), SCIPconshdlrGetNConss(), SCIPcreateConsLogicor(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPgetBinaryVarIndicator(), SCIPgetNConflictConssApplied(), SCIPgetNegatedVar(), SCIPgetNRuns(), SCIPgetSlackVarIndicator(), SCIPinfoMessage(), SCIPisFeasZero(), SCIPprintCons(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarIsBinary(), and TRUE.

static SCIP_RETCODE checkParam	(	SCIP *	scip,
		SCIP_PARAM *	param,
		const char *	name,
		SCIP_Bool	oldvalue,
		SCIP_Bool *	newvalue
	)

static

check parameter

Parameters

scip	SCIP data structure
param	parameter
name	parameter name to check
oldvalue	old value of parameter
newvalue	new value after call

Definition at line 743 of file cons_indicator.c.

References NULL, paramname, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPchgBoolParam(), SCIPgetStage(), SCIPparamGetName(), and SCIPwarningMessage().

Referenced by SCIP_DECL_PARAMCHGD().

static SCIP_DECL_PARAMCHGD ( paramChangedIndicator )

static

called after a parameter has been changed

Definition at line 782 of file cons_indicator.c.

References checkParam(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetData(), and SCIPfindConshdlr().

static SCIP_Real varGetObjDelta ( SCIP_VAR * var )

static

return objective contribution of variable

Special treatment of negated variables: return negative of objective of original variable. SCIPvarGetObj() would return 0 in these cases.

Parameters

var variable

Definition at line 1079 of file cons_indicator.c.

References NULL, SCIP_VARSTATUS_AGGREGATED, SCIPvarGetAggrScalar(), SCIPvarGetAggrVar(), SCIPvarGetNegatedVar(), SCIPvarGetObj(), SCIPvarGetStatus(), SCIPvarIsBinary(), and SCIPvarIsNegated().

Referenced by enforceCuts(), extendToCover(), presolRoundIndicator(), propIndicator(), SCIPmakeIndicatorFeasible(), and separateIISRounding().

static SCIP_RETCODE consdataEnsureAddLinConsSize	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		int	num
	)

static

ensures that the addlincons array can store at least num entries

Parameters

scip	SCIP data structure
conshdlr	constraint handler
num	minimum number of entries to store

Definition at line 1100 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPreallocBlockMemoryArray.

Referenced by SCIPaddLinearConsIndicator().

static SCIP_RETCODE initAlternativeLP	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr
	)

static

initialize alternative LP

The alternative system is organized as follows:

The first row corresponds to the right hand side of the original system.
The next nconss constraints correspond to the slack variables.
The rows after that correspond to the original variables.

Parameters

scip	SCIP pointer
conshdlr	constraint handler

Definition at line 1140 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_CALL_PARAM, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_SCALING, SCIP_OBJSEN_MINIMIZE, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconshdlrSetData(), SCIPdebugMessage, SCIPgetMessagehdlr(), SCIPgetNVars(), SCIPhashmapCreate(), SCIPlpiAddRows(), SCIPlpiCreate(), SCIPlpiSetIntpar(), and TRUE.

Referenced by addAltLPConstraint(), and addAltLPRow().

static SCIP_RETCODE checkLPBoundsClean	(	SCIP *	scip,
		SCIP_LPI *	lp,
		int	nconss,
		SCIP_CONS **	conss
	)

static

Check whether the bounds int given (alternative) LP are set correctly (for debugging)

Parameters

scip	SCIP pointer
lp	LP for which bounds should be checked
nconss	number of constraints
conss	constraints

Definition at line 1195 of file cons_indicator.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPisFeasZero(), SCIPlpiGetBounds(), SCIPlpiGetNCols(), SCIPlpiIsInfinity(), and TRUE.

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), and separateIISRounding().

static SCIP_RETCODE setAltLPObj	(	SCIP *	scip,
		SCIP_LPI *	lp,
		SCIP_SOL *	sol,
		int	nconss,
		SCIP_CONS **	conss
	)

static

Set the alternative system objective function

We assume that the objective function coefficients of the variables other than the binary indicators are always 0 and hence do not have to be changed.

We already use the tranformation $y' = 1 - y$ .

Parameters

scip	SCIP pointer
lp	alternative LP
sol	solution to be dealt with
nconss	number of constraints
conss	indicator constraints

Definition at line 1273 of file cons_indicator.c.

References NULL, OBJEPSILON, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisFeasEQ(), and SCIPlpiChgObj().

Referenced by separateIISRounding().

static SCIP_RETCODE setAltLPObjZero	(	SCIP *	scip,
		SCIP_LPI *	lp,
		int	nconss,
		SCIP_CONS **	conss
	)

static

Set the alternative system objective function to some small value

Parameters

scip	SCIP pointer
lp	alternative LP
nconss	number of constraints
conss	indicator constraints

Definition at line 1326 of file cons_indicator.c.

References NULL, OBJEPSILON, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, and SCIPlpiChgObj().

Referenced by enforceCuts(), and SCIP_DECL_CONSCHECK().

static SCIP_RETCODE fixAltLPVariables	(	SCIP *	scip,
		SCIP_LPI *	lp,
		int	nconss,
		SCIP_CONS **	conss,
		SCIP_Bool *	S
	)

static

Fix variable given by S to 0

Parameters

scip	SCIP pointer
lp	alternative LP
nconss	number of constraints
conss	indicator constraints
S	bitset of variables

Definition at line 1374 of file cons_indicator.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, and SCIPlpiChgBounds().

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), and separateIISRounding().

static SCIP_RETCODE fixAltLPVariable	(	SCIP_LPI *	lp,
		int	ind
	)

static

Fix variable ind to 0

Parameters

lp	alternative LP
ind	variable that should be fixed to 0

Definition at line 1433 of file cons_indicator.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, and SCIPlpiChgBounds().

Referenced by deleteAltLPConstraint(), extendToCover(), and SCIP_DECL_CONSDISABLE().

static SCIP_RETCODE unfixAltLPVariable	(	SCIP_LPI *	lp,
		int	ind
	)

static

unfix variable ind to 0

Parameters

lp	alternative LP
ind	variable that should be fixed to 0

Definition at line 1453 of file cons_indicator.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPlpiChgBounds(), and SCIPlpiInfinity().

Referenced by SCIP_DECL_CONSENABLE().

static SCIP_RETCODE unfixAltLPVariables	(	SCIP *	scip,
		SCIP_LPI *	lp,
		int	nconss,
		SCIP_CONS **	conss,
		SCIP_Bool *	S
	)

static

unfix variable given by S to 0

Parameters

scip	SCIP pointer
lp	alternative LP
nconss	number of constraints
conss	indicator constraints
S	bitset of variables

Definition at line 1469 of file cons_indicator.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPlpiChgBounds(), and SCIPlpiInfinity().

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), and separateIISRounding().

static SCIP_RETCODE updateFirstRow	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata
	)

static

update bounds in first row to the current ones

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler

Definition at line 1528 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPisEQ(), SCIPlpiChgCoef(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), and SCIPvarGetUbLocal().

Referenced by separateIISRounding().

static SCIP_RETCODE updateFirstRowGlobal	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata
	)

static

update bounds in first row to the global bounds

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler

Definition at line 1592 of file cons_indicator.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPlpiChgCoef(), SCIPvarGetLbGlobal(), and SCIPvarGetUbGlobal().

Referenced by enforceCuts(), and SCIP_DECL_CONSCHECK().

static SCIP_RETCODE checkIISlocal	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata,
		SCIP_Real *	vector,
		SCIP_Bool *	isLocal
	)

static

Check whether IIS defined by vector corresponds to a local cut

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler
vector	solution to alternative LP defining IIS
isLocal	whether the IIS uses local bounds different from the global ones

Definition at line 1653 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPisEQ(), SCIPisFeasZero(), SCIPlpiGetNCols(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), and SCIPvarGetUbLocal().

Referenced by extendToCover().

static SCIP_RETCODE scaleFirstRow	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata
	)

static

compute scaling for first row

If the coefficients in the first row are large, a right hand side of -1 might not be adequate. Here, we replace the right hand side by the sum of the coefficients divided by the number of nonzeros.

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler

Definition at line 1742 of file cons_indicator.c.

References NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPlpiChgSides(), SCIPlpiGetNCols(), SCIPlpiGetRows(), and TRUE.

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), and separateIISRounding().

static SCIP_RETCODE addAltLPConstraint	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	lincons,
		SCIP_VAR *	slackvar,
		SCIP_Real	objcoef,
		int *	colindex
	)

static

add column corresponding to constraint to alternative LP

See the description at the top of the file for more information.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
lincons	linear constraint
slackvar	slack variable or NULL
objcoef	objective coefficient
colindex	index of new column

Definition at line 1795 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, initAlternativeLP(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_AGGREGATED, SCIP_VARSTATUS_MULTAGGR, SCIPallocBufferArray, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsActive(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPgetLhsLinear(), SCIPgetNVarsLinear(), SCIPgetProbvarSum(), SCIPgetRhsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPhashmapInsert(), SCIPinfinity(), SCIPisEQ(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisZero(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiGetNCols(), SCIPlpiGetNRows(), SCIPlpiInfinity(), SCIPlpiWriteLP(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), sign(), and TRUE.

Referenced by consdataCreate(), and SCIP_DECL_CONSINITSOL().

static SCIP_RETCODE addAltLPRow	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_ROW *	row,
		SCIP_Real	objcoef,
		int *	colindex
	)

static

add column corresponding to row to alternative LP

See the description at the top of the file for more information.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
row	row to add
objcoef	objective coefficient
colindex	index of new column

Definition at line 2131 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, initAlternativeLP(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcolGetVar(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPhashmapInsert(), SCIPinfinity(), SCIPisEQ(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisZero(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiGetNCols(), SCIPlpiGetNRows(), SCIPlpiInfinity(), SCIPlpiWriteLP(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIProwIsLocal(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), sign(), and TRUE.

Referenced by SCIPaddRowIndicator().

static SCIP_RETCODE deleteAltLPConstraint	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons
	)

static

delete column corresponding to constraint in alternative LP

We currently just fix the corresponding variable to 0.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
cons	indicator constraint

Definition at line 2426 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, fixAltLPVariable(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPdebugMessage.

Referenced by SCIP_DECL_CONSDELETE().

static SCIP_RETCODE checkAltLPInfeasible	(	SCIP *	scip,
		SCIP_LPI *	lp,
		SCIP_Real	maxcondition,
		SCIP_Bool	primal,
		SCIP_Bool *	infeasible,
		SCIP_Bool *	error
	)

static

Check whether the given LP is infeasible

If primal is false we assume that the problem is dual feasible, e.g., the problem was only changed by fixing bounds!

This is the workhorse for all methods that have to solve the alternative LP. We try in several ways to recover from possible stability problems.

Precondition: It is assumed that all parameters for the alternative LP are set.

Parameters

scip	SCIP pointer
lp	LP
maxcondition	maximal allowed condition of LP solution basis matrix
primal	whether we are using the primal or dual simplex
infeasible	output: whether the LP is infeasible
error	output: whether an error occured

Definition at line 2475 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_CALL_PARAM, SCIP_INVALID, SCIP_LPERROR, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_SCALING, SCIP_LPSOLQUALITY_ESTIMCONDITION, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPlpiExistsPrimalRay(), SCIPlpiGetInternalStatus(), SCIPlpiGetRealSolQuality(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalInfeasible(), SCIPlpiIsPrimalUnbounded(), SCIPlpiIsStable(), SCIPlpiSetIntpar(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPwarningMessage(), and TRUE.

Referenced by extendToCover(), and SCIP_DECL_CONSCHECK().

static SCIP_RETCODE extendToCover	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONSHDLRDATA *	conshdlrdata,
		SCIP_LPI *	lp,
		SCIP_SOL *	sol,
		SCIP_Bool	removable,
		SCIP_Bool	genlogicor,
		int	nconss,
		SCIP_CONS **	conss,
		SCIP_Bool *	S,
		int *	size,
		SCIP_Real *	value,
		SCIP_Bool *	error,
		int *	nGen
	)

static

Tries to extend a given set of variables to a cover.

At each step we include a variable which covers a new IIS. Ties are broken according to the number of IISs a variable is contained in. The corresponding IIS inequalities are added to the LP if this not already happened.

Precondition: It is assumed that all parameters for the alternative LP are set and that the variables corresponding to S are fixed. Furthermore xVal_ should contain the current LP solution.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
conshdlrdata	constraint handler
lp	LP
sol	solution to be separated
removable	whether cuts should be removable
genlogicor	should logicor constraints be generated?
nconss	number of constraints
conss	indicator constraints
S	bitset of variables
size	size of S
value	objective value of S
error	output: whether an error occured
nGen	number of generated cuts

Definition at line 2628 of file cons_indicator.c.

References checkAltLPInfeasible(), checkIISlocal(), FALSE, fixAltLPVariable(), NULL, SCIP_Bool, SCIP_CALL, SCIP_CALL_PARAM, SCIP_LPPAR_FROMSCRATCH, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPaddCut(), SCIPaddPoolCut(), SCIPaddVarToRow(), SCIPallocBufferArray, SCIPcacheRowExtensions(), SCIPchgVarLbProbing(), SCIPchgVarUbProbing(), SCIPconsGetData(), SCIPconsIsActive(), SCIPcreateConsLogicor(), SCIPcreateEmptyRowCons(), SCIPcreateSol(), SCIPdebug, SCIPdebugMessage, SCIPendProbing(), SCIPfindHeur(), SCIPflushRowExtensions(), SCIPfreeBufferArray, SCIPfreeSol(), SCIPgetLPSolstat(), SCIPgetNBinVars(), SCIPgetNegatedVar(), SCIPgetNIntVars(), SCIPgetRowSolFeasibility(), SCIPgetSolVal(), SCIPinfinity(), SCIPinfoMessage(), SCIPisEfficacious(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPlinkLPSol(), SCIPlpiGetNCols(), SCIPlpiGetSol(), SCIPlpiSetIntpar(), SCIPprintCons(), SCIPprintRow(), SCIPprintSol(), SCIPreleaseCons(), SCIPreleaseRow(), SCIPsolveProbingLP(), SCIPstartProbing(), SCIPtrySol(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), TRUE, and varGetObjDelta().

Referenced by enforceCuts(), and separateIISRounding().

static SCIP_RETCODE consdataCreate	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONSHDLRDATA *	conshdlrdata,
		const char *	consname,
		SCIP_CONSDATA **	consdata,
		SCIP_EVENTHDLR *	eventhdlrbound,
		SCIP_EVENTHDLR *	eventhdlrrestart,
		SCIP_VAR *	binvar,
		SCIP_VAR *	slackvar,
		SCIP_CONS *	lincons,
		SCIP_Bool	linconsactive
	)

static

creates and initializes consdata

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conshdlrdata	constraint handler data
consname	name of constraint (or NULL)
consdata	pointer to linear constraint data
eventhdlrbound	event handler for bound change events
eventhdlrrestart	event handler for handling restarts
binvar	binary variable (or NULL)
slackvar	slack variable
lincons	linear constraint (or NULL)
linconsactive	whether the linear constraint is active

Definition at line 2960 of file cons_indicator.c.

References addAltLPConstraint(), FALSE, NULL, SCIP_CALL, SCIP_ERROR, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_OKAY, SCIP_STAGE_INITSOLVE, SCIP_VARTYPE_BINARY, SCIPallocBlockMemory, SCIPcaptureCons(), SCIPcaptureVar(), SCIPcatchVarEvent(), SCIPdebugMessage, SCIPerrorMessage, SCIPgetStage(), SCIPgetTransformedVar(), SCIPinfoMessage(), SCIPisFeasPositive(), SCIPisTransformed(), SCIPprintCons(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetType().

Referenced by SCIP_DECL_CONSTRANS(), SCIPcreateConsIndicator(), and SCIPcreateConsIndicatorLinCons().

static SCIP_RETCODE createVarUbs	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata,
		SCIP_CONS **	conss,
		int	nconss,
		int *	ngen
	)

static

create variable upper bounds for constraints

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler data
conss	constraints
nconss	number of constraints
ngen	number of successful operations

Definition at line 3077 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPconsAddUpgradeLocks(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsGetNUpgradeLocks(), SCIPconsIsActive(), SCIPconsIsModifiable(), SCIPcreateConsVarbound(), SCIPdebugMessage, SCIPdelCons(), SCIPinfinity(), SCIPisNegative(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetUbGlobal(), and TRUE.

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE presolRoundIndicator	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata,
		SCIP_CONS *	cons,
		SCIP_CONSDATA *	consdata,
		SCIP_Bool	dualreductions,
		SCIP_Bool *	cutoff,
		SCIP_Bool *	success,
		int *	ndelconss,
		int *	nfixedvars
	)

static

perform one presolving round

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler data
cons	constraint
consdata	constraint data
dualreductions	should dual reductions be performed?
cutoff	whether a cutoff happened
success	whether we performed a successful reduction
ndelconss	number of deleted constraints
nfixedvars	number of fixed variables

Definition at line 3157 of file cons_indicator.c.

References FALSE, NULL, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_AGGREGATED, SCIPaddVarLocks(), SCIPcaptureVar(), SCIPcatchVarEvent(), SCIPconsAddUpgradeLocks(), SCIPconsGetName(), SCIPconsGetNUpgradeLocks(), SCIPconsIsActive(), SCIPconsIsModifiable(), SCIPdebugMessage, SCIPdelCons(), SCIPdropVarEvent(), SCIPfixVar(), SCIPisEQ(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisGE(), SCIPreleaseVar(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetProbvarBinary(), SCIPvarGetProbvarBound(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarIsActive(), SCIPvarIsNegated(), TRUE, and varGetObjDelta().

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE propIndicator	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_CONSDATA *	consdata,
		SCIP_Bool	dualreductions,
		SCIP_Bool	addopposite,
		SCIP_Bool *	cutoff,
		int *	nGen
	)

static

propagate indicator constraint

Parameters

scip	SCIP pointer
cons	constraint
consdata	constraint data
dualreductions	should dual reductions be performed?
addopposite	add opposite inequalities if binary var = 0?
cutoff	whether a cutoff happened
nGen	number of domain changes

Definition at line 3460 of file cons_indicator.c.

References FALSE, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_STAGE_SOLVING, SCIP_VARSTATUS_MULTAGGR, SCIPaddConflictBinvar(), SCIPaddConflictLb(), SCIPaddCons(), SCIPallocBufferArray, SCIPanalyzeConflictCons(), SCIPconsAddUpgradeLocks(), SCIPconsGetName(), SCIPconsGetNUpgradeLocks(), SCIPconsIsActive(), SCIPconsIsModifiable(), SCIPcreateConsLinear(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPdelConsLocal(), SCIPfreeBufferArray, SCIPgetDepth(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetStage(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPincConsAge(), SCIPinferVarLbCons(), SCIPinferVarUbCons(), SCIPinfinity(), SCIPinitConflictAnalysis(), SCIPinProbing(), SCIPinRepropagation(), SCIPisConflictAnalysisApplicable(), SCIPisEQ(), SCIPisFeasGE(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisIntegral(), SCIPisPositive(), SCIPisZero(), SCIPreleaseCons(), SCIPresetConsAge(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetStatus(), SCIPvarGetUbLocal(), SCIPvarIsIntegral(), TRUE, and varGetObjDelta().

Referenced by enforceIndicators(), and SCIP_DECL_CONSPROP().

static SCIP_RETCODE enforceCuts	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		int	nconss,
		SCIP_CONS **	conss,
		SCIP_SOL *	sol,
		SCIP_Bool	genlogicor,
		int *	nGen
	)

static

enforcement method that produces cuts if possible

This is a variant of the enforcement method that generates cuts/constraints via the alternative LP, if possible.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
nconss	number of constraints
conss	indicator constraints
sol	solution to be enforced
genlogicor	whether logicor constraint should be generated
nGen	number of cuts generated

Definition at line 3752 of file cons_indicator.c.

References checkLPBoundsClean(), extendToCover(), FALSE, fixAltLPVariables(), NULL, scaleFirstRow(), SCIP_Bool, SCIP_CALL, SCIP_LPERROR, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisFeasIntegral(), SCIPisFeasZero(), setAltLPObjZero(), TRUE, unfixAltLPVariables(), updateFirstRowGlobal(), and varGetObjDelta().

Referenced by enforceIndicators().

static SCIP_RETCODE enforceIndicators	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		int	nconss,
		SCIP_CONS **	conss,
		SCIP_Bool	genlogicor,
		SCIP_RESULT *	result
	)

static

enforcement method

We check whether the current solution is feasible, i.e., if binvar = 1 implies that slackvar = 0. If not, we branch as follows:

In one branch we fix binvar = 1 and slackvar = 0. In the other branch we fix binvar = 0 and leave slackvar unchanged.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
nconss	number of constraints
conss	indicator constraints
genlogicor	whether logicor constraint should be generated
result	result

Definition at line 3858 of file cons_indicator.c.

References branchCons(), enforceCuts(), FALSE, NULL, propIndicator(), SCIP_Bool, SCIP_BRANCHED, SCIP_CALL, SCIP_CONSADDED, SCIP_CUTOFF, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIP_SEPARATED, SCIP_VARSTATUS_MULTAGGR, SCIPcalcChildEstimate(), SCIPchgVarLbNode(), SCIPchgVarUbNode(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateChild(), SCIPdebugMessage, SCIPgetSolVal(), SCIPinfoMessage(), SCIPisFeasNegative(), SCIPisFeasZero(), SCIPprintCons(), SCIPresetConsAge(), SCIPvarGetLbLocal(), SCIPvarGetStatus(), SCIPvarGetUbLocal(), SCIPwriteTransProblem(), and TRUE.

Referenced by SCIP_DECL_CONSENFOLP(), and SCIP_DECL_CONSENFOPS().

static SCIP_RETCODE separateIISRounding	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_SOL *	sol,
		int	nconss,
		SCIP_CONS **	conss,
		int	maxsepacuts,
		int *	nGen
	)

static

separate IIS-cuts via rounding

Parameters

scip	SCIP pointer
conshdlr	constraint handler
sol	solution to be separated
nconss	number of constraints
conss	indicator constraints
maxsepacuts	maximal number of cuts to be generated
nGen	number of domain changes

Definition at line 4035 of file cons_indicator.c.

References checkLPBoundsClean(), extendToCover(), FALSE, fixAltLPVariables(), NULL, scaleFirstRow(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPgetVarSol(), SCIPisFeasLT(), setAltLPObj(), TRUE, unfixAltLPVariables(), updateFirstRow(), and varGetObjDelta().

Referenced by separateIndicators().

static SCIP_RETCODE separateIndicators	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		int	nconss,
		int	nusefulconss,
		SCIP_CONS **	conss,
		SCIP_SOL *	sol,
		SCIP_RESULT *	result
	)

static

separation method

We first check whether coupling inequalities can be separated (if required). If not enough of these could be generated, we check whether IIS inequalities can be separated.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
nconss	number of constraints
nusefulconss	number of usefull constraints
conss	indicator constraints
sol	solution to be separated
result	result

Definition at line 4177 of file cons_indicator.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIPaddCut(), SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPcreateEmptyRowCons(), SCIPdebugMessage, SCIPflushRowExtensions(), SCIPgetDepth(), SCIPgetSolVal(), SCIPinfinity(), SCIPisEfficacious(), SCIPisFeasNegative(), SCIPprintRow(), SCIPreleaseRow(), SCIPresetConsAge(), SCIPsnprintf(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SEPAALTTHRESHOLD, separateIISRounding(), and TRUE.

Referenced by SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().

static void initConshdlrData ( SCIP_CONSHDLRDATA * conshdlrdata )

static

initializes the constraint handler data

Parameters

conshdlrdata constraint handler data

Definition at line 4315 of file cons_indicator.c.

References FALSE, NULL, and TRUE.

Referenced by SCIP_DECL_CONSINIT(), and SCIPincludeConshdlrIndicator().

static SCIP_DECL_CONSHDLRCOPY ( conshdlrCopyIndicator )

static

copy method for constraint handler plugins (called when SCIP copies plugins)

Definition at line 4349 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetName(), SCIPincludeConshdlrIndicator(), and TRUE.

static SCIP_DECL_CONSINIT ( consInitIndicator )

static

initialization method of constraint handler (called after problem was transformed)

Definition at line 4367 of file cons_indicator.c.

References CONSHDLR_NAME, initConshdlrData(), NULL, SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPfindHeur().

static SCIP_DECL_CONSEXIT ( consExitIndicator )

static

deinitialization method of constraint handler (called before transformed problem is freed)

Definition at line 4392 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPfreeBlockMemoryArrayNull.

static SCIP_DECL_CONSFREE ( consFreeIndicator )

static

destructor of constraint handler to free constraint handler data (called when SCIP is exiting)

Definition at line 4413 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPfreeBlockMemoryArrayNull, and SCIPfreeMemory.

static SCIP_DECL_CONSINITSOL ( consInitsolIndicator )

static

solving process initialization method of constraint handler (called when branch and bound process is about to begin)

Definition at line 4446 of file cons_indicator.c.

References addAltLPConstraint(), SCIP_QuadElement::coef, CONSHDLR_NAME, FALSE, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_OKAY, SCIP_Real, SCIP_REAL_MAX, SCIPaddNlRow(), SCIPallocBufferArray, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPcatchEvent(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetNActiveConss(), SCIPconshdlrGetName(), SCIPconsIsActive(), SCIPconsIsChecked(), SCIPconsIsTransformed(), SCIPcreateNlRow(), SCIPdebugMessage, SCIPdisableCons(), SCIPfreeBufferArray, SCIPgetConss(), SCIPgetNConss(), SCIPgetNVars(), SCIPgetTransformedCons(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapInsert(), SCIPinfoMessage(), SCIPisGE(), SCIPisIntegral(), SCIPisNLPConstructed(), SCIPisZero(), SCIPprintCons(), SCIPreleaseNlRow(), SCIPvarGetNegatedVar(), SCIPvarGetObj(), SCIPvarGetProbindex(), SCIPvarIsNegated(), and TRUE.

static SCIP_DECL_CONSEXITSOL ( consExitsolIndicator )

static

solving process deinitialization method of constraint handler (called before branch and bound process data is freed)

Definition at line 4726 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPgetMessagehdlr(), SCIPhashmapFree(), SCIPhashmapPrintStatistics(), SCIPinfoMessage(), and SCIPlpiFree().

static SCIP_DECL_CONSDELETE ( consDeleteIndicator )

static

frees specific constraint data

Definition at line 4793 of file cons_indicator.c.

References CONSHDLR_NAME, deleteAltLPConstraint(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_OKAY, SCIP_STAGE_SOLVED, SCIP_STAGE_TRANSFORMING, SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsTransformed(), SCIPdebugMessage, SCIPdropVarEvent(), SCIPfreeBlockMemory, SCIPgetStage(), SCIPreleaseCons(), and SCIPreleaseVar().

static SCIP_DECL_CONSTRANS ( consTransIndicator )

static

transforms constraint data into data belonging to the transformed problem

Definition at line 4855 of file cons_indicator.c.

References consdataCreate(), CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_INVALIDDATA, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateCons(), SCIPdebugMessage, SCIPerrorMessage, and SCIPsnprintf().

static SCIP_DECL_CONSINITPRE ( consInitpreIndicator )

static

presolving initialization method of constraint handler (called when presolving is about to begin)

Definition at line 4917 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_STATUS_UNKNOWN, SCIPcaptureCons(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsTransformed(), SCIPdebugMessage, SCIPgetStatus(), SCIPgetTransformedCons(), and SCIPreleaseCons().

static SCIP_DECL_CONSPRESOL ( consPresolIndicator )

static

presolving method of constraint handler

For an indicator constraint with binary variable $y$ and slack variable $s$ the coupling inequality $s \le M (1-y)$ (equivalently: $s + M y \le M$ ) is inserted, where $M$ is an upper bound on the value of $s$ . If $M$ is too large the inequality is not inserted. Depending on the parameter addcouplingcons we add a variable upper bound or a row (in consInitlpIndicator()).

Warning: We can never delete linear constraints, because we need them to get the right values for the slack variables!

Definition at line 4983 of file cons_indicator.c.

References CONSHDLR_NAME, createVarUbs(), FALSE, NULL, presolRoundIndicator(), SCIP_Bool, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_Real, SCIP_SUCCESS, SCIP_VARTYPE_IMPLINT, SCIPaddVarImplication(), SCIPchgVarType(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsModifiable(), SCIPconsIsTransformed(), SCIPdebugMessage, SCIPgetNVarsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPisIntegral(), SCIPvarGetType(), SCIPvarIsIntegral(), and TRUE.

static SCIP_DECL_CONSINITLP ( consInitlpIndicator )

static

LP initialization method of constraint handler (called before the initial LP relaxation at a node is solved)

For an indicator constraint with binary variable $y$ and slack variable $s$ the coupling inequality $s \le M (1-y)$ (equivalently: $s + M y \le M$ ) is inserted, where $M$ is an upper bound on the value of $s$ . If $M$ is too large the inequality is not inserted.

Definition at line 5148 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPaddCut(), SCIPaddPoolCut(), SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateConsVarbound(), SCIPcreateEmptyRowCons(), SCIPdebugMessage, SCIPflushRowExtensions(), SCIPinfinity(), SCIPisNegative(), SCIPprintRow(), SCIPreleaseCons(), SCIPreleaseRow(), SCIPsnprintf(), SCIPvarGetUbGlobal(), and TRUE.

static SCIP_DECL_CONSSEPALP ( consSepalpIndicator )

static

separation method of constraint handler for LP solutions

Definition at line 5246 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetName(), and separateIndicators().

static SCIP_DECL_CONSSEPASOL ( consSepasolIndicator )

static

separation method of constraint handler for arbitrary primal solutions

Definition at line 5263 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetName(), and separateIndicators().

static SCIP_DECL_CONSENFOLP ( consEnfolpIndicator )

static

constraint enforcing method of constraint handler for LP solutions

Definition at line 5280 of file cons_indicator.c.

References CONSHDLR_NAME, enforceIndicators(), NULL, SCIP_CALL, SCIP_FEASIBLE, SCIP_OKAY, SCIPconshdlrGetData(), and SCIPconshdlrGetName().

static SCIP_DECL_CONSENFOPS ( consEnfopsIndicator )

static

constraint enforcing method of constraint handler for pseudo solutions

Definition at line 5308 of file cons_indicator.c.

References CONSHDLR_NAME, enforceIndicators(), NULL, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_FEASIBLE, SCIP_OKAY, SCIPconshdlrGetName(), and TRUE.

static SCIP_DECL_CONSCHECK ( consCheckIndicator )

static

feasibility check method of constraint handler for integral solutions

Definition at line 5336 of file cons_indicator.c.

References checkAltLPInfeasible(), checkLPBoundsClean(), CONSHDLR_NAME, FALSE, fixAltLPVariables(), NULL, scaleFirstRow(), SCIP_Bool, SCIP_CALL, SCIP_CALL_PARAM, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_LPERROR, SCIP_LPPAR_FROMSCRATCH, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIP_STAGE_SOLVED, SCIPallocBufferArray, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateSolCopy(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPfreeSol(), SCIPgetSolVal(), SCIPgetStage(), SCIPheurPassSolTrySol(), SCIPinfoMessage(), SCIPisFeasIntegral(), SCIPisFeasZero(), SCIPlpiSetIntpar(), SCIPmakeIndicatorFeasible(), SCIPprintCons(), SCIPresetConsAge(), SCIPunlinkSol(), SCIPvarGetName(), setAltLPObjZero(), TRUE, unfixAltLPVariables(), and updateFirstRowGlobal().

static SCIP_DECL_CONSPROP ( consPropIndicator )

static

domain propagation method of constraint handler

Definition at line 5529 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, propIndicator(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMessage, and SCIPisTransformed().

static SCIP_DECL_CONSRESPROP ( consRespropIndicator )

static

propagation conflict resolving method of constraint handler

We check which bound changes were the reason for infeasibility. We use that inferinfo is 0 if the binary variable has bounds that fix it to be nonzero (these bounds are the reason). Likewise inferinfo is 1 if the slack variable has bounds that fix it to be nonzero.

Definition at line 5591 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_SUCCESS, SCIPaddConflictLb(), SCIPaddConflictUb(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMessage, SCIPisFeasZero(), SCIPisPositive(), SCIPvarGetLbAtIndex(), and SCIPvarGetUbAtIndex().

static SCIP_DECL_CONSLOCK ( consLockIndicator )

static

variable rounding lock method of constraint handler

The up-rounding of the binary and slack variable may violate the constraint. If the linear constraint is not active, we lock all variables in the depending constraint - otherwise they will be fixed by dual presolving methods.

Definition at line 5647 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddVarLocks(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetName(), SCIPdebugMessage, SCIPgetLhsLinear(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPisInfinity(), SCIPisPositive(), and SCIPisZero().

static SCIP_DECL_CONSPRINT ( consPrintIndicator )

static

constraint display method of constraint handler

Definition at line 5720 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_OKAY, SCIP_VARSTATUS_NEGATED, SCIPconsGetData(), SCIPconshdlrGetName(), SCIPinfoMessage(), SCIPvarGetName(), SCIPvarGetNegatedVar(), and SCIPvarGetStatus().

static SCIP_DECL_CONSCOPY ( consCopyIndicator )

static

constraint copying method of constraint handler

Definition at line 5754 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_VERBLEVEL_MINIMAL, SCIPaddCons(), SCIPcaptureCons(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetName(), SCIPconsIsChecked(), SCIPconsIsDeleted(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPconsIsTransformed(), SCIPcreateConsIndicatorLinCons(), SCIPcreateConsLinear(), SCIPdebugMessage, SCIPfindConshdlr(), SCIPgetConsCopy(), SCIPgetTransformedCons(), SCIPgetVarCopy(), SCIPinfinity(), SCIPisTransformed(), SCIPreleaseCons(), SCIPverbMessage(), SCIPwarningMessage(), and TRUE.

static SCIP_DECL_CONSPARSE ( consParseIndicator )

static

constraint parsing method of constraint handler

Definition at line 5878 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_VERBLEVEL_MINIMAL, SCIPcreateConsIndicatorLinCons(), SCIPfindCons(), SCIPfindVar(), SCIPgetNegatedVar(), SCIPsnprintf(), SCIPverbMessage(), and TRUE.

static SCIP_DECL_CONSENABLE ( consEnableIndicator )

static

constraint enabling notification method of constraint handler

Definition at line 5967 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMessage, and unfixAltLPVariable().

static SCIP_DECL_CONSDISABLE ( consDisableIndicator )

static

constraint disabling notification method of constraint handler

Definition at line 6001 of file cons_indicator.c.

References CONSHDLR_NAME, fixAltLPVariable(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPdebugMessage.

static SCIP_DECL_CONSGETVARS ( consGetVarsIndicator )

static

constraint method of constraint handler which returns the variables (if possible)

Definition at line 6035 of file cons_indicator.c.

References NULL, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIPconsGetData(), SCIPconsIsDeleted(), SCIPgetConsVars(), and TRUE.

static SCIP_DECL_CONSGETNVARS ( consGetNVarsIndicator )

static

constraint method of constraint handler which returns the number of variables (if possible)

Definition at line 6081 of file cons_indicator.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconsIsDeleted(), SCIPgetConsNVars(), and TRUE.

SCIP_RETCODE SCIPincludeConshdlrIndicator ( SCIP * scip )

creates the handler for indicator constraints and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 6125 of file cons_indicator.c.

References CONFLICTHDLR_DESC, CONFLICTHDLR_NAME, CONFLICTHDLR_PRIORITY, CONSHDLR_CHECKPRIORITY, CONSHDLR_DELAYPRESOL, CONSHDLR_DELAYPROP, CONSHDLR_DELAYSEPA, CONSHDLR_DESC, CONSHDLR_EAGERFREQ, CONSHDLR_ENFOPRIORITY, CONSHDLR_MAXPREROUNDS, CONSHDLR_NAME, CONSHDLR_NEEDSCONS, CONSHDLR_PROP_TIMING, CONSHDLR_PROPFREQ, CONSHDLR_SEPAFREQ, CONSHDLR_SEPAPRIORITY, DEFAULT_ADDCOUPLING, DEFAULT_ADDCOUPLINGCONS, DEFAULT_ADDOPPOSITE, DEFAULT_BRANCHINDICATORS, DEFAULT_CONFLICTSUPGRADE, DEFAULT_DUALREDUCTIONS, DEFAULT_ENFORCECUTS, DEFAULT_FORCERESTART, DEFAULT_GENERATEBILINEAR, DEFAULT_GENLOGICOR, DEFAULT_MAXCONDITIONALTLP, DEFAULT_MAXCOUPLINGVALUE, DEFAULT_MAXSEPACUTS, DEFAULT_MAXSEPACUTSROOT, DEFAULT_NOLINCONSCONT, DEFAULT_REMOVEINDICATORS, DEFAULT_RESTARTFRAC, DEFAULT_SCALESLACKVAR, DEFAULT_SEPAALTERNATIVELP, DEFAULT_SEPACOUPLINGCUTS, DEFAULT_SEPACOUPLINGLOCAL, DEFAULT_SEPACOUPLINGVALUE, DEFAULT_TRYSOLFROMCOVER, DEFAULT_TRYSOLUTIONS, DEFAULT_UPDATEBOUNDS, DEFAULT_USEOTHERCONSS, EVENTHDLR_BOUND_DESC, EVENTHDLR_BOUND_NAME, EVENTHDLR_RESTART_DESC, EVENTHDLR_RESTART_NAME, FALSE, initConshdlrData(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_REAL_MAX, SCIPaddBoolParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPerrorMessage, SCIPincludeConflicthdlrBasic(), SCIPincludeConshdlrBasic(), SCIPincludeEventhdlrBasic(), SCIPsetConflicthdlrFree(), SCIPsetConshdlrCopy(), SCIPsetConshdlrDelete(), SCIPsetConshdlrDisable(), SCIPsetConshdlrEnable(), SCIPsetConshdlrExit(), SCIPsetConshdlrExitsol(), SCIPsetConshdlrFree(), SCIPsetConshdlrGetNVars(), SCIPsetConshdlrGetVars(), SCIPsetConshdlrInit(), SCIPsetConshdlrInitlp(), SCIPsetConshdlrInitpre(), SCIPsetConshdlrInitsol(), SCIPsetConshdlrParse(), SCIPsetConshdlrPresol(), SCIPsetConshdlrPrint(), SCIPsetConshdlrProp(), SCIPsetConshdlrResprop(), SCIPsetConshdlrSepa(), SCIPsetConshdlrTrans(), and TRUE.

Referenced by SCIP_DECL_CONSHDLRCOPY(), and SCIPincludeDefaultPlugins().

SCIP_RETCODE SCIPcreateConsIndicator	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_VAR *	binvar,
		int	nvars,
		SCIP_VAR **	vars,
		SCIP_Real *	vals,
		SCIP_Real	rhs,
		SCIP_Bool	initial,
		SCIP_Bool	separate,
		SCIP_Bool	enforce,
		SCIP_Bool	check,
		SCIP_Bool	propagate,
		SCIP_Bool	local,
		SCIP_Bool	dynamic,
		SCIP_Bool	removable,
		SCIP_Bool	stickingatnode
	)

creates and captures an indicator constraint

Note: binvar is checked to be binary only later. This enables a change of the type in procedures reading an instance.; the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint (indicator or quadratic)
name	name of constraint
binvar	binary indicator variable (or NULL)
nvars	number of variables in the inequality
vars	array with variables of inequality (or NULL)
vals	values of variables in inequality (or NULL)
rhs	rhs of the inequality
initial	should the LP relaxation of constraint be in the initial LP? Usually set to TRUE.
separate	should the constraint be separated during LP processing? Usually set to TRUE.
enforce	should the constraint be enforced during node processing? TRUE for model constraints, FALSE for additional, redundant constraints.
check	should the constraint be checked for feasibility? TRUE for model constraints, FALSE for additional, redundant constraints.
propagate	should the constraint be propagated during node processing? Usually set to TRUE.
local	is constraint only valid locally? Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints.
dynamic	is constraint subject to aging? Usually set to FALSE. Set to TRUE for own cuts which are separated as constraints.
removable	should the relaxation be removed from the LP due to aging or cleanup? Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'.
stickingatnode	should the constraint always be kept at the node where it was added, even if it may be moved to a more global node? Usually set to FALSE. Set to TRUE to for constraints that represent node data.

Definition at line 6366 of file cons_indicator.c.

References consdataCreate(), CONSHDLR_NAME, FALSE, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddVar(), SCIPceil(), SCIPconsAddUpgradeLocks(), SCIPconsGetNUpgradeLocks(), SCIPconshdlrGetData(), SCIPcreateCons(), SCIPcreateConsLinear(), SCIPcreateConsQuadratic(), SCIPcreateVar(), SCIPerrorMessage, SCIPfindConshdlr(), SCIPinfinity(), SCIPisIntegral(), SCIPisZero(), SCIPmarkDoNotMultaggrVar(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPsnprintf(), SCIPvarGetType(), SCIPvarIsIntegral(), and TRUE.

Referenced by createIndicatorConstraint(), readIndicators(), SCIP_DECL_CONSINITPRE(), SCIPcreateConsBasicIndicator(), and upgradeIndicatorSuperindicator().

SCIP_RETCODE SCIPcreateConsBasicIndicator	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_VAR *	binvar,
		int	nvars,
		SCIP_VAR **	vars,
		SCIP_Real *	vals,
		SCIP_Real	rhs
	)

creates and captures an indicator constraint in its most basic version, i. e., all constraint flags are set to their basic value as explained for the method SCIPcreateConsIndicator(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h

See Also: SCIPcreateConsIndicator() for information about the basic constraint flag configuration

Note: the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint (indicator or quadratic)
name	name of constraint
binvar	binary indicator variable (or NULL)
nvars	number of variables in the inequality
vars	array with variables of inequality (or NULL)
vals	values of variables in inequality (or NULL)
rhs	rhs of the inequality

Definition at line 6562 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateConsIndicator(), and TRUE.

SCIP_RETCODE SCIPcreateConsIndicatorLinCons	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_VAR *	binvar,
		SCIP_CONS *	lincons,
		SCIP_VAR *	slackvar,
		SCIP_Bool	initial,
		SCIP_Bool	separate,
		SCIP_Bool	enforce,
		SCIP_Bool	check,
		SCIP_Bool	propagate,
		SCIP_Bool	local,
		SCIP_Bool	dynamic,
		SCIP_Bool	removable,
		SCIP_Bool	stickingatnode
	)

creates and captures an indicator constraint with given linear constraint and slack variable

Note: binvar is checked to be binary only later. This enables a change of the type in procedures reading an instance.; we assume that slackvar actually appears in lincons and we also assume that it takes the role of a slack variable!; the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
binvar	binary indicator variable (or NULL)
lincons	linear constraint
slackvar	slack variable
initial	should the LP relaxation of constraint be in the initial LP? Usually set to TRUE.
separate	should the constraint be separated during LP processing? Usually set to TRUE.
enforce	should the constraint be enforced during node processing? TRUE for model constraints, FALSE for additional, redundant constraints.
check	should the constraint be checked for feasibility? TRUE for model constraints, FALSE for additional, redundant constraints.
propagate	should the constraint be propagated during node processing? Usually set to TRUE.
local	is constraint only valid locally? Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints.
dynamic	is constraint subject to aging? Usually set to FALSE. Set to TRUE for own cuts which are separated as constraints.
removable	should the relaxation be removed from the LP due to aging or cleanup? Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'.
stickingatnode	should the constraint always be kept at the node where it was added, even if it may be moved to a more global node? Usually set to FALSE. Set to TRUE to for constraints that represent node data.

Definition at line 6591 of file cons_indicator.c.

References consdataCreate(), CONSHDLR_NAME, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPconsAddUpgradeLocks(), SCIPconsGetHdlr(), SCIPconsGetNUpgradeLocks(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateCons(), SCIPcreateConsQuadratic(), SCIPerrorMessage, SCIPfindConshdlr(), SCIPgetNVarsLinear(), SCIPgetVarsLinear(), SCIPmarkDoNotMultaggrVar(), SCIPvarGetType(), and TRUE.

Referenced by createSubSCIP(), readIndicators(), SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSPARSE(), and SCIPcreateConsBasicIndicatorLinCons().

SCIP_RETCODE SCIPcreateConsBasicIndicatorLinCons	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_VAR *	binvar,
		SCIP_CONS *	lincons,
		SCIP_VAR *	slackvar
	)

creates and captures an indicator constraint with given linear constraint and slack variable in its most basic version, i. e., all constraint flags are set to their basic value as explained for the method SCIPcreateConsIndicator(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h

Note: binvar is checked to be binary only later. This enables a change of the type in procedures reading an instance.; we assume that slackvar actually appears in lincons and we also assume that it takes the role of a slack variable!; the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()

See Also: SCIPcreateConsIndicatorLinCons() for information about the basic constraint flag configuration

Note: the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
binvar	binary indicator variable (or NULL)
lincons	linear constraint
slackvar	slack variable

Definition at line 6735 of file cons_indicator.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateConsIndicatorLinCons(), and TRUE.

SCIP_RETCODE SCIPaddVarIndicator	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		SCIP_Real	val
	)

adds variable to the inequality of the indicator constraint

Parameters

scip	SCIP data structure
cons	indicator constraint
var	variable to add to the inequality
val	value of variable

Definition at line 6754 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIPaddCoefLinear(), SCIPchgVarType(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPisIntegral(), SCIPvarGetType(), and SCIPvarIsIntegral().

SCIP_CONS* SCIPgetLinearConsIndicator ( SCIP_CONS * cons )

gets the linear constraint corresponding to the indicator constraint (may be NULL)

Parameters

cons	indicator constraint

Definition at line 6785 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIPconsGetData(), SCIPconsGetHdlr(), and SCIPconshdlrGetName().

Referenced by computeRanks(), createSubSCIP(), SCIP_DECL_READERWRITE(), SCIPwriteLp(), and writeOpbConstraints().

SCIP_RETCODE SCIPsetLinearConsIndicator	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_CONS *	lincons
	)

sets the linear constraint corresponding to the indicator constraint (may be NULL)

Parameters

scip	SCIP data structure
cons	indicator constraint
lincons	linear constraint

Definition at line 6802 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPcaptureCons(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdelCons(), SCIPerrorMessage, SCIPgetNVarsLinear(), SCIPgetStage(), SCIPgetVarsLinear(), SCIPreleaseCons(), SCIPvarGetType(), and TRUE.

SCIP_VAR* SCIPgetBinaryVarIndicator ( SCIP_CONS * cons )

gets binary variable corresponding to indicator constraint

Parameters

cons	indicator constraint

Definition at line 6873 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIPconsGetData(), SCIPconsGetHdlr(), and SCIPconshdlrGetName().

Referenced by computeRanks(), createCoveringProblem(), createSubSCIP(), getIndCandVars(), SCIP_DECL_CONFLICTEXEC(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and writeOpbConstraints().

SCIP_RETCODE SCIPsetBinaryVarIndicator	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	binvar
	)

sets binary indicator variable for indicator constraint

Parameters

scip	SCIP data structure
cons	indicator constraint
binvar	binary variable to add to the inequality

Definition at line 6890 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_ERROR, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_VARTYPE_BINARY, SCIPcatchVarEvent(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsTransformed(), SCIPerrorMessage, SCIPgetTransformedVar(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetType().

SCIP_VAR* SCIPgetSlackVarIndicator ( SCIP_CONS * cons )

gets slack variable corresponding to indicator constraint

Parameters

cons	indicator constraint

Definition at line 6964 of file cons_indicator.c.

References CONSHDLR_NAME, NULL, SCIPconsGetData(), SCIPconsGetHdlr(), and SCIPconshdlrGetName().

Referenced by createSubSCIP(), SCIP_DECL_CONFLICTEXEC(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and writeOpbConstraints().

SCIP_Bool SCIPisViolatedIndicator	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol
	)

checks whether indicator constraint is violated w.r.t. sol

Parameters

scip	SCIP data structure
cons	indicator constraint
sol	solution, or NULL to use current node's solution

Definition at line 6981 of file cons_indicator.c.

References FALSE, NULL, SCIPconsGetData(), SCIPconsIsDeleted(), SCIPgetSolVal(), SCIPisFeasPositive(), and TRUE.

Referenced by getIndCandVars().

SCIP_RETCODE SCIPmakeIndicatorFeasible	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_Bool *	changed
	)

Based on values of other variables, computes slack and binary variable to turn constraint feasible

It will also clean up the solution, i.e., shift slack variable, as follows:

If the inequality is $a^T x + \gamma\, s \leq \beta$ , the value of the slack variable $s$ to achieve equality is

$s^* = \frac{\beta - a^T x^*}{\gamma},$

where $x^*$ is the given solution. In case of $a^T x + \gamma\, s \geq \alpha$ , we arrive at

$s^* = \frac{\alpha - a^T x^*}{\gamma}.$

The typical values of $\gamma$ in the first case is -1 and +1 in the second case.

Now, let $\sigma$ be the sign of $\gamma$ in the first case and $-\gamma$ in the second case. Thus, if $\sigma > 0$ and $s^* < 0$ , the inequality cannot be satisfied by a nonnegative value for the slack variable; in this case, we have to leave the values as they are. If $\sigma < 0$ and $s^* > 0$ , the solution violates the indicator constraint (we can set the slack variable to value $s^*$ ). If $\sigma < 0$ and $s^* \leq 0$ or $\sigma > 0$ and $s^* \geq 0$ , the constraint is satisfied, and we can set the slack variable to 0.

Parameters

scip	SCIP data structure
cons	indicator constraint
sol	solution
changed	pointer to store whether the solution has been changed

Definition at line 7036 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_STAGE_INITPRESOLVE, SCIP_VARSTATUS_FIXED, SCIP_VARSTATUS_NEGATED, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPconsIsActive(), SCIPgetLhsLinear(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetSolVal(), SCIPgetStage(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPisFeasEQ(), SCIPisFeasGE(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisZero(), SCIPsetSolVal(), SCIPvarGetLbLocal(), SCIPvarGetNegationVar(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetStatus(), TRUE, and varGetObjDelta().

Referenced by SCIP_DECL_CONSCHECK(), and SCIPmakeIndicatorsFeasible().

SCIP_RETCODE SCIPmakeIndicatorsFeasible	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_SOL *	sol,
		SCIP_Bool *	changed
	)

Based on values of other variables, computes slack and binary variable to turn all constraints feasible

Parameters

scip	SCIP data structure
conshdlr	indicator constraint handler
sol	solution
changed	pointer to store whether the solution has been changed

Definition at line 7205 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_INITPRESOLVE, SCIPconsGetData(), SCIPconshdlrGetConss(), SCIPconshdlrGetName(), SCIPconshdlrGetNConss(), SCIPgetStage(), and SCIPmakeIndicatorFeasible().

Referenced by SCIP_DECL_HEUREXEC().

SCIP_RETCODE SCIPaddLinearConsIndicator	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	lincons
	)

adds additional linear constraint that is not connected with an indicator constraint, but can be used for separation

Parameters

scip	SCIP data structure
conshdlr	indicator constraint handler
lincons	linear constraint

Definition at line 7252 of file cons_indicator.c.

References consdataEnsureAddLinConsSize(), CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPconsIsLocal().

SCIP_RETCODE SCIPaddRowIndicator	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_ROW *	row
	)

adds additional row that is not connected by an indicator constraint, but can be used for separation

Note: The row is directly added to the alternative polyhedron and is not stored.

Parameters

scip	SCIP data structure
conshdlr	indicator constraint handler
row	row to add

Definition at line 7284 of file cons_indicator.c.

References addAltLPRow(), CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMessage, SCIProwGetName(), and SCIProwIsLocal().

Referenced by SCIP_DECL_CONSINITLP(), and separatePoint().

SCIP

Detailed Description

Separation Methods

Separation via the Alternative Polyhedron

Separation heuristic

Preprocessing

Macros

Functions

Macro Definition Documentation

Function Documentation