Detailed Description

constraint handler for quadratic constraints $\textrm{lhs} \leq \sum_{i,j=1}^n a_{i,j} x_ix_j + \sum_{i=1}^n b_i x_i \leq \textrm{rhs}$

Author: Stefan Vigerske

This constraint handler handles constraints of the form

$\textrm{lhs} \leq \sum_{i,j=1}^n a_{i,j} x_ix_j + \sum_{i=1}^n b_i x_i \leq \textrm{rhs}$

Constraints are enforced by separation, domain propagation, and spatial branching.

For semidefinite matrices $A=(a_{i,j})_{i,j}$ , cuts based on linearization of $\langle x, Ax\rangle$ are implemented. For underestimating a non-convex term, McCormick underestimators and secants for univariate concave quadratic terms are implemented. If $\langle x, Ax\rangle$ is factorable (i.e., can be written as product of two linear functions), specialized separation techniques (e.g., lifted tangent inequalities) that take the constraint sides into account are applied.

Branching is performed for variables in nonconvex terms, if the relaxation solution cannot be separated. Further, domain propagation is applied.

During presolve, variable products which contain binary variables may be reformulated into linear constraints, thereby introducing new variables.

Macro Definition Documentation

#define SCIP_DECL_QUADCONSUPGD ( x )

Value:

SCIP_RETCODE x (SCIP* scip, SCIP_CONS* cons, \
      int nbinlin, int nbinquad, int nintlin, int nintquad, int nimpllin, int nimplquad, int ncontlin, int ncontquad, \
      SCIP_Bool integral, int* nupgdconss, SCIP_CONS** upgdconss, int upgdconsssize)

upgrading method for quadratic constraints into more specific constraints

the method might upgrade a quadratic constraint into a set of quadratic constraints the caller provided an array upgdconss to store upgrade constraints the length of upgdconss is given by upgdconsssize if an upgrade is not possible, set *nupgdconss to zero if more than upgdconsssize many constraints shall replace cons, the function should return the required number as negated value in *nupgdconss i.e., if cons should be replaced by 3 constraints, the function should set *nupgdconss to -3 and return with SCIP_OKAY

input:

scip : SCIP main data structure
cons : the quadratic constraint to upgrade
nbinlin : number of binary variables in linear part
nbinquad : number of binary variables in quadratic part
nintlin : number of integer variables in linear part
nintquad : number of integer variables in quadratic part
nimpllin : number of implicit integer variables in linear part
nimplquad : number of implicit integer variables in quadratic part
ncontlin : number of continuous variables in linear part
ncontquad : number of continuous variables in quadratic part
integral : TRUE iff constraints activity value is always integral
nupgdconss : pointer to store number of constraints that replace this constraint
upgdconss : array to store constraints that replace this constraint
upgdconsssize : length of the provided upgdconss array

Definition at line 128 of file cons_quadratic.h.

Typedef Documentation

typedef struct SCIP_QuadVarEventData SCIP_QUADVAREVENTDATA

event data for variable bound changes in quadratic constraints

Definition at line 71 of file cons_quadratic.h.

typedef struct SCIP_QuadVarTerm SCIP_QUADVARTERM

Definition at line 87 of file cons_quadratic.h.

typedef struct SCIP_BilinTerm SCIP_BILINTERM

Definition at line 98 of file cons_quadratic.h.

Function Documentation

SCIP_RETCODE SCIPincludeConshdlrQuadratic ( SCIP * scip )

creates the handler for quadratic constraints and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 11544 of file cons_quadratic.c.

References BMSclearMemory, 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, FALSE, NONLINCONSUPGD_PRIORITY, NULL, SCIP_CALL, SCIP_OKAY, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPincludeConshdlrBasic(), SCIPincludeEventhdlrBasic(), SCIPincludeNonlinconsUpgrade(), SCIPinfinity(), SCIPsetConshdlrCopy(), SCIPsetConshdlrDelete(), SCIPsetConshdlrExit(), SCIPsetConshdlrExitpre(), SCIPsetConshdlrExitsol(), SCIPsetConshdlrFree(), SCIPsetConshdlrGetNVars(), SCIPsetConshdlrGetVars(), SCIPsetConshdlrInit(), SCIPsetConshdlrInitlp(), SCIPsetConshdlrInitsol(), SCIPsetConshdlrParse(), SCIPsetConshdlrPresol(), SCIPsetConshdlrPrint(), SCIPsetConshdlrProp(), SCIPsetConshdlrSepa(), SCIPsetConshdlrTrans(), and TRUE.

Referenced by SCIP_DECL_CONSHDLRCOPY(), and SCIPincludeDefaultPlugins().

SCIP_RETCODE SCIPincludeQuadconsUpgrade	(	SCIP *	scip,
		SCIP_DECL_QUADCONSUPGD((*quadconsupgd))	,
		int	priority,
		SCIP_Bool	active,
		const char *	conshdlrname
	)

includes a quadratic constraint upgrade method into the quadratic constraint handler

includes a quadratic constraint update method into the quadratic constraint handler

Parameters

scip	SCIP data structure
priority	priority of upgrading method
active	should the upgrading method be active by default?
conshdlrname	name of the constraint handler

Definition at line 11672 of file cons_quadratic.c.

References SCIP_QuadConsUpgrade::active, CONSHDLR_NAME, conshdlrdataHasUpgrade(), FALSE, NULL, paramname, SCIP_QuadConsUpgrade::priority, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPaddBoolParam(), SCIPallocMemory, SCIPcalcMemGrowSize(), SCIPconshdlrGetData(), SCIPerrorMessage, SCIPfindConshdlr(), SCIPreallocMemoryArray, and SCIPsnprintf().

Referenced by SCIPincludeConshdlrAbspower(), SCIPincludeConshdlrBivariate(), SCIPincludeConshdlrBounddisjunction(), SCIPincludeConshdlrLinear(), SCIPincludeConshdlrSetppc(), and SCIPincludeConshdlrSOC().

SCIP_RETCODE SCIPcreateConsQuadratic	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		int	nlinvars,
		SCIP_VAR **	linvars,
		SCIP_Real *	lincoefs,
		int	nquadterms,
		SCIP_VAR **	quadvars1,
		SCIP_VAR **	quadvars2,
		SCIP_Real *	quadcoefs,
		SCIP_Real	lhs,
		SCIP_Real	rhs,
		SCIP_Bool	initial,
		SCIP_Bool	separate,
		SCIP_Bool	enforce,
		SCIP_Bool	check,
		SCIP_Bool	propagate,
		SCIP_Bool	local,
		SCIP_Bool	modifiable,
		SCIP_Bool	dynamic,
		SCIP_Bool	removable
	)

Creates and captures a quadratic constraint.

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m a_j y_j z_j \leq u,$

where $x_i = y_j = z_k$ is possible.

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

Creates and captures a quadratic constraint.

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m a_j y_jz_j \leq u,$

where $x_i = y_j = z_k$ is possible.

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
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadterms	number of quadratic terms (m)
quadvars1	array with first variables in quadratic terms (y_j)
quadvars2	array with second variables in quadratic terms (z_j)
quadcoefs	array with coefficients of quadratic terms (a_j)
lhs	left hand side of quadratic equation (ell)
rhs	right hand side of quadratic equation (u)
initial	should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. Set to FALSE for 'lazy constraints'.
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.
modifiable	is constraint modifiable (subject to column generation)? Usually set to FALSE. In column generation applications, set to TRUE if pricing adds coefficients to this constraint.
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'.

Definition at line 11748 of file cons_quadratic.c.

References addBilinearTerm(), addLinearCoef(), addQuadVarTerm(), catchVarEvents(), consdataCreateEmpty(), consdataEnsureBilinSize(), consdataEnsureLinearVarsSize(), CONSHDLR_NAME, FALSE, mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPconshdlrGetData(), SCIPcreateCons(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPerrorMessage, SCIPfindConshdlr(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPhashmapInsert(), SCIPisTransformed(), and SCIPisZero().

Referenced by createQuadraticCons(), readConstraints(), readObjective(), readQCMatrix(), readQMatrix(), readQuadraticCoefs(), SCIP_DECL_CONSPARSE(), SCIP_DECL_NONLINCONSUPGD(), SCIP_DECL_QUADCONSUPGD(), SCIPcreateConsBasicQuadratic(), SCIPcreateConsIndicator(), and SCIPcreateConsIndicatorLinCons().

SCIP_RETCODE SCIPcreateConsBasicQuadratic	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		int	nlinvars,
		SCIP_VAR **	linvars,
		SCIP_Real *	lincoefs,
		int	nquadterms,
		SCIP_VAR **	quadvars1,
		SCIP_VAR **	quadvars2,
		SCIP_Real *	quadcoefs,
		SCIP_Real	lhs,
		SCIP_Real	rhs
	)

creates and captures a quadratic constraint in its most basic variant, i. e., with all constraint flags set to their default values, which can be set afterwards using SCIPsetConsFLAGNAME() in scip.h

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m a_j y_jz_j \leq u,$

where $x_i = y_j = z_k$ is possible.

See Also: SCIPcreateConsQuadratic() for the default constraint flag configuration

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

creates and captures a quadratic constraint with all its flags set to their default values.

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m a_j y_jz_j \leq u,$

where $x_i = y_j = z_k$ is possible.

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
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadterms	number of quadratic terms (m)
quadvars1	array with first variables in quadratic terms (y_j)
quadvars2	array with second variables in quadratic terms (z_j)
quadcoefs	array with coefficients of quadratic terms (a_j)
lhs	left hand side of quadratic equation (ell)
rhs	right hand side of quadratic equation (u)

Definition at line 11936 of file cons_quadratic.c.

References FALSE, SCIP_CALL, SCIP_OKAY, SCIPcreateConsQuadratic(), and TRUE.

SCIP_RETCODE SCIPcreateConsQuadratic2	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		int	nlinvars,
		SCIP_VAR **	linvars,
		SCIP_Real *	lincoefs,
		int	nquadvarterms,
		SCIP_QUADVARTERM *	quadvarterms,
		int	nbilinterms,
		SCIP_BILINTERM *	bilinterms,
		SCIP_Real	lhs,
		SCIP_Real	rhs,
		SCIP_Bool	initial,
		SCIP_Bool	separate,
		SCIP_Bool	enforce,
		SCIP_Bool	check,
		SCIP_Bool	propagate,
		SCIP_Bool	local,
		SCIP_Bool	modifiable,
		SCIP_Bool	dynamic,
		SCIP_Bool	removable
	)

creates and captures a quadratic constraint.

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m (a_j y_j^2 + b_j y_j) + \sum_{k=1}^p c_k v_k w_k \leq u.$

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

Creates and captures a quadratic constraint.

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m (a_j y_j^2 + b_j y_j) + \sum_{k=1}^p c_kv_kw_k \leq u.$

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
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadvarterms	number of quadratic terms (m)
quadvarterms	quadratic variable terms
nbilinterms	number of bilinear terms (p)
bilinterms	bilinear terms
lhs	constraint left hand side (ell)
rhs	constraint right hand side (u)
initial	should the LP relaxation of constraint be in the initial LP?
separate	should the constraint be separated during LP processing?
enforce	should the constraint be enforced during node processing?
check	should the constraint be checked for feasibility?
propagate	should the constraint be propagated during node processing?
local	is constraint only valid locally?
modifiable	is constraint modifiable (subject to column generation)?
dynamic	is constraint dynamic?
removable	should the constraint be removed from the LP due to aging or cleanup?

Definition at line 11967 of file cons_quadratic.c.

References catchVarEvents(), consdataCreate(), CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPconshdlrGetData(), SCIPcreateCons(), SCIPerrorMessage, SCIPfindConshdlr(), SCIPisTransformed(), and TRUE.

Referenced by presolveDisaggregate(), presolveRemoveFixedVariables(), SCIP_DECL_CONSCOPY(), SCIP_DECL_QUADCONSUPGD(), and SCIPcreateConsBasicQuadratic2().

SCIP_RETCODE SCIPcreateConsBasicQuadratic2	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		int	nlinvars,
		SCIP_VAR **	linvars,
		SCIP_Real *	lincoefs,
		int	nquadvarterms,
		SCIP_QUADVARTERM *	quadvarterms,
		int	nbilinterms,
		SCIP_BILINTERM *	bilinterms,
		SCIP_Real	lhs,
		SCIP_Real	rhs
	)

creates and captures a quadratic constraint in its most basic variant, i. e., with all constraint flags set to their default values, which can be set afterwards using SCIPsetConsFLAGNAME() in scip.h

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m (a_j y_j^2 + b_j y_j) + \sum_{k=1}^p c_kv_kw_k \leq u.$

See Also: SCIPcreateConsQuadratic2() for the default constraint flag configuration

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

creates and captures a quadratic constraint in its most basic version, i.e., all constraint flags are set to their default values.

The constraint should be given in the form

$\ell \leq \sum_{i=1}^n b_i x_i + \sum_{j=1}^m (a_j y_j^2 + b_j y_j) + \sum_{k=1}^p c_kv_kw_k \leq u.$

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
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadvarterms	number of quadratic terms (m)
quadvarterms	quadratic variable terms
nbilinterms	number of bilinear terms (p)
bilinterms	bilinear terms
lhs	constraint left hand side (ell)
rhs	constraint right hand side (u)

Definition at line 12038 of file cons_quadratic.c.

References FALSE, SCIP_CALL, SCIP_OKAY, SCIPcreateConsQuadratic2(), and TRUE.

void SCIPaddConstantQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	constant
	)

Adds a constant to the constraint function, that is, subtracts a constant from both sides

Parameters

scip	SCIP data structure
cons	constraint
constant	constant to subtract from both sides

Definition at line 12062 of file cons_quadratic.c.

References NULL, REALABS, SCIPconsGetData(), SCIPisEQ(), and SCIPisInfinity().

Referenced by SCIP_DECL_CONSPARSE(), and SCIP_DECL_NONLINCONSUPGD().

SCIP_RETCODE SCIPaddLinearVarQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		SCIP_Real	coef
	)

Adds a linear variable with coefficient to a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint
var	variable
coef	coefficient of variable

Definition at line 12092 of file cons_quadratic.c.

References addLinearCoef(), NULL, REALABS, SCIP_CALL, SCIP_OKAY, and SCIPisInfinity().

Referenced by presolveDisaggregate(), readObjective(), SCIP_DECL_CONSPARSE(), and SCIP_DECL_QUADCONSUPGD().

SCIP_RETCODE SCIPaddQuadVarQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		SCIP_Real	lincoef,
		SCIP_Real	sqrcoef
	)

Adds a quadratic variable with linear and square coefficient to a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint
var	variable
lincoef	linear coefficient of variable
sqrcoef	square coefficient of variable

Definition at line 12111 of file cons_quadratic.c.

References addQuadVarTerm(), NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIPconsIsTransformed(), and SCIPisInfinity().

Referenced by presolveDisaggregate(), SCIP_DECL_CONSPARSE(), SCIP_DECL_NONLINCONSUPGD(), and SCIP_DECL_QUADCONSUPGD().

SCIP_RETCODE SCIPaddQuadVarLinearCoefQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		SCIP_Real	coef
	)

Adds a linear coefficient for a quadratic variable.

Variable will be added with square coefficient 0.0 if not existing yet.

Parameters

scip	SCIP data structure
cons	constraint
var	variable
coef	value to add to linear coefficient of variable

Definition at line 12134 of file cons_quadratic.c.

References addQuadVarTerm(), consdataFindQuadVarTerm(), FALSE, NULL, REALABS, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPconsGetData(), SCIPconsIsTransformed(), SCIPintervalSetEmpty(), SCIPisInfinity(), and SCIPisZero().

Referenced by SCIP_DECL_NONLINCONSUPGD(), and SCIP_DECL_QUADCONSUPGD().

SCIP_RETCODE SCIPaddSquareCoefQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		SCIP_Real	coef
	)

Adds a square coefficient for a quadratic variable.

Variable will be added with linear coefficient 0.0 if not existing yet.

Parameters

scip	SCIP data structure
cons	constraint
var	variable
coef	value to add to square coefficient of variable

Definition at line 12180 of file cons_quadratic.c.

References addQuadVarTerm(), consdataFindQuadVarTerm(), FALSE, NULL, REALABS, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPconsGetData(), SCIPconsIsTransformed(), SCIPintervalSetEmpty(), SCIPisInfinity(), and SCIPisZero().

Referenced by SCIP_DECL_NONLINCONSUPGD(), SCIP_DECL_QUADCONSUPGD(), and SCIPaddBilinTermQuadratic().

SCIP_RETCODE SCIPaddBilinTermQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var1,
		SCIP_VAR *	var2,
		SCIP_Real	coef
	)

Adds a bilinear term to a quadratic constraint.

Variables will be added with linear and square coefficient 0.0 if not existing yet. If variables are equal, only the square coefficient of the variable is updated.

Parameters

scip	SCIP data structure
cons	constraint
var1	first variable
var2	second variable
coef	coefficient of bilinear term

Definition at line 12230 of file cons_quadratic.c.

References addBilinearTerm(), addQuadVarTerm(), consdataFindQuadVarTerm(), consdataSortQuadVarTerms(), NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIPaddSquareCoefQuadratic(), SCIPconsGetData(), SCIPconsIsTransformed(), and SCIPisInfinity().

Referenced by presolveDisaggregate(), readQuadraticCoefs(), SCIP_DECL_CONSPARSE(), SCIP_DECL_NONLINCONSUPGD(), and SCIP_DECL_QUADCONSUPGD().

SCIP_RETCODE SCIPgetNlRowQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_NLROW **	nlrow
	)

Gets the quadratic constraint as a nonlinear row representation.

Parameters

scip	SCIP data structure
cons	constraint
nlrow	pointer to store nonlinear row

Definition at line 12290 of file cons_quadratic.c.

References createNlRow(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPconsGetData().

Referenced by createCoveringProblem().

int SCIPgetNLinearVarsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the number of variables in the linear part of a quadratic constraint.

Gets the number of variables in the linear term of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12316 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_VAR** SCIPgetLinearVarsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the variables in the linear part of a quadratic constraint. Length is given by SCIPgetNLinearVarsQuadratic.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12330 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_Real* SCIPgetCoefsLinearVarsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the coefficients in the linear part of a quadratic constraint. Length is given by SCIPgetNQuadVarsQuadratic.

Gets the coefficients in the linear part of a quadratic constraint. Length is given by SCIPgetNLinearVarsQuadratic.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12344 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

int SCIPgetNQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the number of quadratic variable terms of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12357 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by readNonlinearExprs(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_QUADVARTERM* SCIPgetQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the quadratic variable terms of a quadratic constraint. Length is given by SCIPgetNQuadVarTermsQuadratic.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12371 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by readNonlinearExprs(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_RETCODE SCIPsortQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Ensures that quadratic variable terms are sorted.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12383 of file cons_quadratic.c.

References consdataSortQuadVarTerms(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPconsGetData().

Referenced by readNonlinearExprs().

SCIP_RETCODE SCIPfindQuadVarTermQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		int *	pos
	)

Finds the position of a quadratic variable term for a given variable.

Note: If the quadratic variable terms have not been sorted before, then a search may reorder the current order of the terms.

Parameters

scip	SCIP data structure
cons	constraint
var	variable to search for
pos	buffer to store position of quadvarterm for var, or -1 if not found

Definition at line 12400 of file cons_quadratic.c.

References consdataFindQuadVarTerm(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPconsGetData().

Referenced by readNonlinearExprs(), SCIP_DECL_CONSPARSE(), and SCIP_DECL_QUADCONSUPGD().

int SCIPgetNBilinTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the number of bilinear terms of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12419 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by readNonlinearExprs(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_BILINTERM* SCIPgetBilinTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the bilinear terms of a quadratic constraint. Length is given by SCIPgetNBilinTermQuadratic.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12433 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by readNonlinearExprs(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_Real SCIPgetLhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the left hand side of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12446 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by checkConsnames(), createCoveringProblem(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_Real SCIPgetRhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the right hand side of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12459 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

Referenced by checkConsnames(), createCoveringProblem(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERWRITE(), SCIPwriteGms(), SCIPwriteLp(), and SCIPwritePip().

SCIP_RETCODE SCIPcheckCurvatureQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Check the quadratic function of a quadratic constraint for its semi-definiteness, if not done yet.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12472 of file cons_quadratic.c.

References checkCurvature(), NULL, SCIP_CALL, SCIP_OKAY, and TRUE.

Referenced by SCIP_DECL_QUADCONSUPGD().

SCIP_Bool SCIPisConvexQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Indicates whether the quadratic function of a quadratic constraint is (known to be) convex.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12486 of file cons_quadratic.c.

References checkCurvatureEasy(), FALSE, NULL, SCIP_Bool, and SCIPconsGetData().

Referenced by createCoveringProblem(), and SCIP_DECL_QUADCONSUPGD().

SCIP_Bool SCIPisConcaveQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Indicates whether the quadratic function of a quadratic constraint is (known to be) concave.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12504 of file cons_quadratic.c.

References checkCurvatureEasy(), FALSE, NULL, SCIP_Bool, and SCIPconsGetData().

Referenced by createCoveringProblem(), and SCIP_DECL_QUADCONSUPGD().

SCIP_RETCODE SCIPgetViolationQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_Real *	violation
	)

Gets the violation of a constraint by a solution.

Computes the violation of a constraint by a solution

Parameters

scip	SCIP data structure
cons	constraint
sol	solution which violation to calculate, or NULL for LP solution
violation	pointer to store violation of constraint

Definition at line 12521 of file cons_quadratic.c.

References computeViolation(), MAX, NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), and SCIPconsGetHdlr().

SCIP_Bool SCIPisLinearLocalQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Indicates whether the quadratic constraint is local w.r.t. the current local bounds.

That is, checks whether each variable with a square term is fixed and for each bilinear term at least one variable is fixed.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12552 of file cons_quadratic.c.

References FALSE, NULL, SCIPconsGetData(), SCIPisRelEQ(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

SCIP_RETCODE SCIPaddToNlpiProblemQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_NLPI *	nlpi,
		SCIP_NLPIPROBLEM *	nlpiprob,
		SCIP_HASHMAP *	scipvar2nlpivar,
		SCIP_Bool	names
	)

Adds the constraint to an NLPI problem.

Parameters

scip	SCIP data structure
cons	constraint
nlpi	interface to NLP solver
nlpiprob	NLPI problem where to add constraint
scipvar2nlpivar	mapping from SCIP variables to variable indices in NLPI
names	whether to pass constraint names to NLPI

Definition at line 12598 of file cons_quadratic.c.

References SCIP_QuadElement::coef, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, MAX, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPfreeBufferArrayNull, SCIPhashmapExists(), SCIPhashmapGetImage(), and SCIPnlpiAddConstraints().

SCIP

Detailed Description

Macros

Typedefs

Functions

Macro Definition Documentation

Typedef Documentation

Function Documentation