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lpi_msk.c File Reference Detailed DescriptionLP interface for MOSEK. Definition in file lpi_msk.c. #include <assert.h> #include "mosek.h" #include "lpi/lpi.h" #include "scip/bitencode.h" #include <string.h> Go to the source code of this file.
Macro Definition Documentation
Definition at line 36 of file lpi_msk.c. Referenced by SolveWSimplex().
Definition at line 37 of file lpi_msk.c. Referenced by SCIPlpiChgObjsen(), SCIPlpiCreate(), and SCIPlpiLoadColLP().
Value:
do \
{ /*lint --e{641}*/ \
MSKrescodee _restat_; \
_restat_ = (x); \
if( (_restat_) != MSK_RES_OK && (_restat_ ) != MSK_RES_TRM_MAX_NUM_SETBACKS ) \
{ \
SCIPerrorMessage("LP Error: MOSEK returned %d\n", (int)_restat_); \
return SCIP_LPERROR; \
} \
} \
while( FALSE )
Definition at line 39 of file lpi_msk.c. Referenced by checkState1(), convertstat_mosek2scip(), convertstat_mosek2scip_slack(), getASlice(), getbase(), getSolutionStatus(), handle_singular(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiFree(), SCIPlpiGetBase(), SCIPlpiGetBasisInd(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetBounds(), SCIPlpiGetCoef(), SCIPlpiGetDualfarkas(), SCIPlpiGetIntpar(), SCIPlpiGetNCols(), SCIPlpiGetNNonz(), SCIPlpiGetNRows(), SCIPlpiGetObj(), SCIPlpiGetObjval(), SCIPlpiGetPrimalRay(), SCIPlpiGetRealpar(), SCIPlpiGetSides(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiLoadColLP(), SCIPlpiReadLP(), SCIPlpiReadState(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetBase(), SCIPlpiSetIntpar(), SCIPlpiSetRealpar(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPlpiStrongbranch(), SCIPlpiWriteLP(), SCIPlpiWriteState(), setbase(), and SolveWSimplex().
Definition at line 62 of file lpi_msk.c. Referenced by generateMskBounds(), SCIPlpiIsInfinity(), and SCIPlpiStrongbranch().
Definition at line 63 of file lpi_msk.c. Referenced by generateMskBounds(), and SCIPlpiStrongbranch().
Definition at line 84 of file lpi_msk.c. Referenced by checkState1().
Definition at line 86 of file lpi_msk.c. Referenced by filterTRMrescode().
Definition at line 90 of file lpi_msk.c. Referenced by SolveWSimplex().
Definition at line 92 of file lpi_msk.c. Referenced by SCIPlpiCreate().
Definition at line 95 of file lpi_msk.c. Referenced by SCIPlpiStrongbranch().
Definition at line 100 of file lpi_msk.c. Referenced by SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), and SolveWSimplex().
Definition at line 101 of file lpi_msk.c. Referenced by SCIPlpiCreate().
Definition at line 148 of file lpi_msk.c. Referenced by colpacketNum().
Definition at line 150 of file lpi_msk.c. Referenced by rowpacketNum(). Typedef Documentation
Function Documentation
returns the number of packets needed to store column packet information
Definition at line 164 of file lpi_msk.c. References COLS_PER_PACKET. Referenced by lpistateCreate(), and lpistateFree().
returns the number of packets needed to store row packet information
Definition at line 173 of file lpi_msk.c. References ROWS_PER_PACKET. Referenced by lpistateCreate(), and lpistateFree().
create error string
Definition at line 182 of file lpi_msk.c. References SCIPdebugMessage. Referenced by SCIPlpiCreate().
Definition at line 318 of file lpi_msk.c. References IS_NEGINF, IS_POSINF, and NULL. Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgSides(), and SCIPlpiLoadColLP().
get end pointers of arrays
Definition at line 378 of file lpi_msk.c. References BMSallocMemoryArray, NULL, SCIP_ALLOC, and SCIP_OKAY. Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), and SCIPlpiLoadColLP().
compute indices from range
Definition at line 418 of file lpi_msk.c. References BMSallocMemoryArray, SCIP_ALLOC, and SCIP_OKAY. Referenced by SCIPlpiDelCols(), and SCIPlpiDelRows().
compute indices from dense array
Definition at line 440 of file lpi_msk.c. References BMSallocMemoryArray, NULL, SCIP_ALLOC, and SCIP_OKAY. Referenced by SCIPlpiDelColset(), and SCIPlpiDelRowset().
Definition at line 481 of file lpi_msk.c. Referenced by SCIPlpiScaleCol(), and SCIPlpiScaleRow().
Definition at line 495 of file lpi_msk.c. References FALSE. Referenced by SCIPlpiScaleCol(), and SCIPlpiScaleRow().
Definition at line 534 of file lpi_msk.c. References BMSreallocMemoryArray, MAX, SCIP_ALLOC, SCIP_OKAY, SCIP_LPi::skc, SCIP_LPi::skcsize, SCIP_LPi::skx, and SCIP_LPi::skxsize. Referenced by getbase(), SCIPlpiSetBase(), and SCIPlpiSetState().
Definition at line 562 of file lpi_msk.c. References ensureStateMem(), SCIP_LPi::lpid, MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::skc, SCIP_LPi::skx, and SCIP_LPi::task. Referenced by SCIPlpiGetBase(), SCIPlpiGetState(), SCIPlpiSetState(), and SCIPlpiStrongbranch().
Definition at line 578 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, NULL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::skc, SCIP_LPi::skx, and SCIP_LPi::task. Referenced by SCIPlpiSetBase(), SCIPlpiSetState(), and SCIPlpiStrongbranch().
gets pointer for LP solver - use only with great care
Definition at line 619 of file lpi_msk.c. References SCIP_LPi::task.
creates an LP problem object
Definition at line 635 of file lpi_msk.c. References BMSallocMemory, DEGEN_LEVEL, MOSEK_CALL, MosekEnv, nextlpid, NULL, numlp, printstr(), SCIP_ALLOC, SCIP_OKAY, SCIP_PRICING_LPIDEFAULT, SCIPdebugMessage, SENSE2MOSEK, and SETBACK_LIMIT.
deletes an LP problem object
Definition at line 689 of file lpi_msk.c. References BMSfreeMemory, BMSfreeMemoryArrayNull, MOSEK_CALL, MosekEnv, NULL, numlp, SCIP_OKAY, and SCIPdebugMessage.
copies LP data with column matrix into LP solver
Definition at line 721 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, generateMskBounds(), getEndptrs(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SENSE2MOSEK, and SCIP_LPi::task.
adds columns to the LP
Definition at line 815 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, generateMskBounds(), getEndptrs(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
deletes all columns in the given range from LP
Definition at line 894 of file lpi_msk.c. References BMSfreeMemoryArray, getIndicesRange(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
deletes columns from SCIP_LP; the new position of a column must not be greater that its old position
Definition at line 931 of file lpi_msk.c. References BMSfreeMemoryArray, getIndicesFromDense(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
adds rows to the LP
Definition at line 992 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, generateMskBounds(), getEndptrs(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
deletes all rows in the given range from LP
Definition at line 1070 of file lpi_msk.c. References BMSfreeMemoryArray, getIndicesRange(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
deletes rows from SCIP_LP; the new position of a row must not be greater that its old position
Definition at line 1108 of file lpi_msk.c. References BMSfreeMemoryArray, getIndicesFromDense(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
clears the whole LP
Definition at line 1169 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPlpiDelCols(), SCIPlpiDelRows(), and SCIP_LPi::task.
changes lower and upper bounds of columns
Definition at line 1192 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, generateMskBounds(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
changes left and right hand sides of rows
Definition at line 1236 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, generateMskBounds(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
changes a single coefficient
Definition at line 1280 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
changes the objective sense
Definition at line 1307 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, SENSE2MOSEK, and SCIP_LPi::task.
changes objective values of columns in the LP
Definition at line 1324 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly
Definition at line 1351 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, scale_bound(), scale_vec(), SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds are divided by the scalar; for negative scalars, the column's bounds are switched
Definition at line 1415 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, scale_bound(), scale_vec(), SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets the number of rows in the LP
Definition at line 1484 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets the number of columns in the LP
Definition at line 1501 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets the number of nonzero elements in the LP constraint matrix
Definition at line 1518 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
Definition at line 1535 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task. Referenced by SCIPlpiGetCols(), and SCIPlpiGetRows().
gets columns from LP problem object; the arrays have to be large enough to store all values; Either both, lb and ub, have to be NULL, or both have to be non-NULL, either nnonz, beg, ind, and val have to be NULL, or all of them have to be non-NULL.
Definition at line 1589 of file lpi_msk.c. References getASlice(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPlpiGetBounds(), and SCIP_LPi::task.
gets rows from LP problem object; the arrays have to be large enough to store all values. Either both, lhs and rhs, have to be NULL, or both have to be non-NULL, either nnonz, beg, ind, and val have to be NULL, or all of them have to be non-NULL.
Definition at line 1617 of file lpi_msk.c. References getASlice(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPlpiGetSides(), and SCIP_LPi::task.
gets column names
Definition at line 1651 of file lpi_msk.c. References SCIP_LPERROR, and SCIPerrorMessage.
gets row names
Definition at line 1666 of file lpi_msk.c. References SCIP_LPERROR, and SCIPerrorMessage.
gets the objective sense of the LP
Definition at line 1681 of file lpi_msk.c. References SCIP_LPERROR, and SCIPerrorMessage.
gets objective coefficients from LP problem object
Definition at line 1691 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets current bounds from LP problem object
Definition at line 1710 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets current row sides from LP problem object
Definition at line 1734 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets a single coefficient
Definition at line 1762 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets the internal solution status of the solver
Definition at line 1795 of file lpi_msk.c. References MOSEK_CALL, NULL, SCIP_OKAY, and SCIP_LPi::task. Referenced by SCIPlpiExistsDualRay(), SCIPlpiExistsPrimalRay(), SCIPlpiGetInternalStatus(), SCIPlpiHasDualRay(), SCIPlpiHasPrimalRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalFeasible(), and SCIPlpiWasSolved().
Definition at line 1811 of file lpi_msk.c. References ASSERT_ON_NUMERICAL_TROUBLES, optimizecount, and SCIPmessagePrintWarning(). Referenced by SCIPlpiSolveBarrier(), and SolveWSimplex().
Definition at line 1845 of file lpi_msk.c. References filterTRMrescode(), FORCE_NO_MAXITER, SCIP_LPi::itercount, MAX, SCIP_LPi::messagehdlr, MOSEK_CALL, MosekEnv, NULL, numdualmaxiter, numdualobj, numprimalmaxiter, numprimalobj, numstrongbranchmaxiterdo, numstrongbranchmaxiterup, numstrongbranchobjdo, numstrongbranchobjup, optimizecount, presolve(), SCIP_CALL, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIPdebugPrintf, SCIPerrorMessage, SCIPlpiSolveBarrier(), SCIPmessagePrintWarning(), scipmskobjsen, SCIP_LPi::task, SCIP_LPi::termcode, TRUE, and WRITE_ABOVE. Referenced by SCIPlpiSolveDual(), and SCIPlpiSolvePrimal().
calls primal simplex to solve the LP startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress) 4 does not seem to work. Primal algorithm
Definition at line 2154 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, NULL, numprimalmaxiter, numprimalobj, optimizecount, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SolveWSimplex(), SCIP_LPi::task, SCIP_LPi::termcode, and WRITE_ABOVE.
calls dual simplex to solve the LP startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress) 4 does not seem to work. Dual algorithm
Definition at line 2210 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, NULL, numdualmaxiter, numdualobj, optimizecount, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SolveWSimplex(), SCIP_LPi::task, SCIP_LPi::termcode, and WRITE_ABOVE.
calls barrier or interior point algorithm to solve the LP with crossover to simplex basis
Definition at line 2262 of file lpi_msk.c. References filterTRMrescode(), SCIP_LPi::itercount, SCIP_LPi::lpid, SCIP_LPi::messagehdlr, MOSEK_CALL, MosekEnv, NULL, numdualmaxiter, optimizecount, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::task, SCIP_LPi::termcode, and WRITE_ABOVE.
performs strong branching iterations on all candidates
Definition at line 2355 of file lpi_msk.c. References EPSCEIL, EPSEQ, EPSFLOOR, FALSE, getbase(), IS_NEGINF, IS_POSINF, SCIP_LPi::itercount, SCIP_LPi::lpid, SCIP_LPi::messagehdlr, MOSEK_CALL, MosekEnv, NULL, numstrongbranchmaxiterdo, numstrongbranchmaxiterup, numstrongbranchobjdo, numstrongbranchobjup, optimizecount, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPlpiExistsDualRay(), SCIPlpiExistsPrimalRay(), SCIPlpiGetSolFeasibility(), SCIPlpiIsStable(), SCIPlpiSolveDual(), SCIPmessagePrintWarning(), setbase(), STRONGBRANCH_PRICING, SCIP_LPi::task, SCIP_LPi::termcode, and TRUE. Referenced by SCIPlpiStrongbranchesFrac(), SCIPlpiStrongbranchesInt(), SCIPlpiStrongbranchFrac(), and SCIPlpiStrongbranchInt().
performs strong branching iterations on one fractional candidate
Definition at line 2582 of file lpi_msk.c. References SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().
performs strong branching iterations on given fractional candidates
Definition at line 2603 of file lpi_msk.c. References NULL, SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().
performs strong branching iterations on one candidate with integral value
Definition at line 2641 of file lpi_msk.c. References SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().
performs strong branching iterations on given candidates with integral values
Definition at line 2662 of file lpi_msk.c. References NULL, SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch(). returns whether a solve method was called after the last modification of the LP
Definition at line 2706 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.
gets information about primal and dual feasibility of the current LP solution
Definition at line 2725 of file lpi_msk.c. References FALSE, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_Bool, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::task, and TRUE. returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point); this does not necessarily mean, that the solver knows and can return the primal ray
Definition at line 2787 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point), and the solver knows and can return the primal ray
Definition at line 2810 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff LP is proven to be primal infeasible
Definition at line 2836 of file lpi_msk.c. References SCIPlpiExistsDualRay(). returns TRUE iff LP is proven to be primal feasible
Definition at line 2844 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point); this does not necessarily mean, that the solver knows and can return the dual ray
Definition at line 2864 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point), and the solver knows and can return the dual ray
Definition at line 2887 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff LP is proven to be dual infeasible
Definition at line 2913 of file lpi_msk.c. References SCIPlpiExistsPrimalRay(). returns TRUE iff LP is proven to be dual feasible
Definition at line 2921 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff LP was solved to optimality
Definition at line 2940 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task. returns TRUE iff current LP basis is stable
Definition at line 2958 of file lpi_msk.c. References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode. returns TRUE iff the objective limit was reached
Definition at line 2973 of file lpi_msk.c. References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode. returns TRUE iff the iteration limit was reached
Definition at line 2985 of file lpi_msk.c. References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode. returns TRUE iff the time limit was reached
Definition at line 2997 of file lpi_msk.c. References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode.
returns the internal solution status of the solver
Definition at line 3009 of file lpi_msk.c. References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call
Definition at line 3030 of file lpi_msk.c. References FALSE, SCIP_LPi::lpid, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets objective value of solution
Definition at line 3047 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets primal and dual solution vectors
Definition at line 3066 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets primal ray for unbounded LPs Unbounded ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.
Definition at line 3112 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets dual Farkas proof for infeasibility Infeasibility ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.
Definition at line 3130 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets the number of LP iterations of the last solve call
Definition at line 3148 of file lpi_msk.c. References SCIP_LPi::itercount, SCIP_LPi::lpid, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
gets information about the quality of an LP solution Such information is usually only available, if also a (maybe not optimal) solution is available. The LPI should return SCIP_INVALID for
Definition at line 3169 of file lpi_msk.c. References NULL, SCIP_INVALID, and SCIP_OKAY.
handle singular basis
Definition at line 3185 of file lpi_msk.c. References MOSEK_CALL, SCIP_CALL, SCIP_OKAY, SCIPlpiSolvePrimal(), and SCIP_LPi::task. Referenced by SCIPlpiGetBasisInd().
convert Mosek status to SCIP status
Definition at line 3212 of file lpi_msk.c. References MOSEK_CALL, NULL, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, and SCIP_LPi::task. Referenced by lpistatePack(), and SCIPlpiGetBase().
convert Mosek to SCIP status - slack variables
Definition at line 3268 of file lpi_msk.c. References MOSEK_CALL, NULL, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, and SCIP_LPi::task. Referenced by lpistatePack(), and SCIPlpiGetBase().
convert SCIP to Mosek status
Definition at line 3321 of file lpi_msk.c. References SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, and SCIPABORT. Referenced by lpistateUnpack(), and SCIPlpiSetBase().
convert SCIP to Mosek status - slack variables
Definition at line 3352 of file lpi_msk.c. References SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, and SCIPABORT. Referenced by lpistateUnpack(), and SCIPlpiSetBase().
gets current basis status for columns and rows; arrays must be large enough to store the basis status
Definition at line 3384 of file lpi_msk.c. References convertstat_mosek2scip(), convertstat_mosek2scip_slack(), getbase(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::skc, SCIP_LPi::skx, and SCIP_LPi::task.
sets current basis status for columns and rows Whats changed since last solve. Is only used when startFinishOptions used in dual or primal. Bit 1 - number of rows/columns has not changed (so work arrays valid) 2 - matrix has not changed 4 - if matrix has changed only by adding rows 8 - if matrix has changed only by adding columns 16 - row lbs not changed 32 - row ubs not changed 64 - column objective not changed 128 - column lbs not changed 256 - column ubs not changed 512 - basis not changed (up to user to set this to 0) top bits may be used internally
Definition at line 3418 of file lpi_msk.c. References convertstat_scip2mosek(), convertstat_scip2mosek_slack(), ensureStateMem(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, setbase(), SCIP_LPi::skc, SCIP_LPi::skx, and SCIP_LPi::task.
returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m
Definition at line 3448 of file lpi_msk.c. References handle_singular(), SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
get dense column of inverse basis matrix B^-1
Definition at line 3486 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
get dense column of inverse basis matrix times constraint matrix B^-1 * A
Definition at line 3527 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, and SCIP_LPi::task.
get dense row of inverse basis matrix B^-1
Definition at line 3578 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
get dense row of inverse basis matrix times constraint matrix B^-1 * A
Definition at line 3616 of file lpi_msk.c. References BMSallocMemoryArray, BMSfreeMemoryArray, SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPlpiGetBInvRow(), and SCIP_LPi::task.
creates LPi state information object
Definition at line 3693 of file lpi_msk.c. References BMSallocBlockMemory, BMSallocBlockMemoryArray, colpacketNum(), SCIP_LPiState::ncols, SCIP_LPiState::nrows, NULL, SCIP_LPiState::num, rowpacketNum(), SCIP_ALLOC, SCIP_OKAY, and SCIP_LPiState::solsta. Referenced by SCIPlpiGetState().
frees LPi state information
Definition at line 3722 of file lpi_msk.c. References BMSfreeBlockMemory, BMSfreeBlockMemoryArray, colpacketNum(), NULL, and rowpacketNum(). Referenced by SCIPlpiFreeState().
check state
Definition at line 3739 of file lpi_msk.c. References DEBUG_CHECK_STATE_TOL, MOSEK_CALL, NULL, optimizecount, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task. Referenced by checkState().
check state
Definition at line 3785 of file lpi_msk.c. References checkState1(), SCIP_CALL, SCIP_OKAY, SCIP_LPi::skc, and SCIP_LPi::skx. Referenced by SCIPlpiGetState().
store row and column basis status in a packed LPi state object
Definition at line 3800 of file lpi_msk.c. References convertstat_mosek2scip(), convertstat_mosek2scip_slack(), SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_CALL, SCIP_OKAY, SCIPencodeDualBit(), SCIP_LPi::skc, SCIP_LPiState::skc, SCIP_LPi::skx, and SCIP_LPiState::skx. Referenced by SCIPlpiGetState().
unpacks row and column basis status from a packed LPi state object
Definition at line 3821 of file lpi_msk.c. References convertstat_scip2mosek(), convertstat_scip2mosek_slack(), SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIPdecodeDualBit(), SCIP_LPiState::skc, and SCIP_LPiState::skx. Referenced by SCIPlpiSetState().
stores LP state (like basis information) into lpistate object
Definition at line 3837 of file lpi_msk.c. References checkState(), getbase(), SCIP_LPi::lpid, lpistateCreate(), lpistatePack(), MOSEK_CALL, MosekEnv, NULL, SCIP_LPiState::num, optimizecount, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPlpiExistsDualRay(), SCIP_LPiState::solsta, and SCIP_LPi::task.
loads LPi state (like basis information) into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetState()
Definition at line 3891 of file lpi_msk.c. References ensureStateMem(), getbase(), lpistateUnpack(), MOSEK_CALL, MosekEnv, SCIP_LPiState::ncols, SCIP_LPiState::nrows, NULL, SCIP_LPiState::num, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPlpiIsInfinity(), setbase(), SCIP_LPi::skc, SCIP_LPi::skx, SCIP_LPiState::solsta, and SCIP_LPi::task.
clears current LPi state (like basis information) of the solver
Definition at line 3953 of file lpi_msk.c. References SCIP_LPi::messagehdlr, NULL, SCIP_OKAY, and SCIPmessagePrintWarning().
frees LP state information
Definition at line 3966 of file lpi_msk.c. References SCIP_LPi::lpid, lpistateFree(), MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
checks, whether the given LP state contains simplex basis information
Definition at line 3987 of file lpi_msk.c. References SCIP_LPi::lpid, MosekEnv, NULL, SCIP_LPiState::num, SCIPdebugMessage, and SCIP_LPi::task.
reads LP state (like basis information from a file Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values
Definition at line 4002 of file lpi_msk.c. References MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
writes LP state (like basis information) to a file Write the basis in MPS format to the specified file. If writeValues true, writes values of structurals (and adds VALUES to end of NAME card) parameters:
Definition at line 4019 of file lpi_msk.c. References MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
loads LPi pricing norms into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetNorms()
method mapping parameter index to parameter name < solver should start from scratch at next call? < fast mip setting of LP solver < should LP solver use scaling? < should LP solver use presolving? < pricing strategy < should LP solver output information to the screen? < feasibility tolerance for primal variables and slacks < feasibility tolerance for dual variables and reduced costs < convergence tolerance used in barrier algorithm < lower objective limit < upper objective limit < LP iteration limit < LP time limit < Markowitz tolerance < row representation switch < number of threads used to solve the LP Definition at line 4123 of file lpi_msk.c. References SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_ROWREPSWITCH, SCIP_LPPAR_SCALING, SCIP_LPPAR_THREADS, and SCIP_LPPAR_UOBJLIM. Referenced by SCIPlpiGetIntpar(), SCIPlpiGetRealpar(), SCIPlpiSetIntpar(), and SCIPlpiSetRealpar().
gets integer parameter of LP
Definition at line 4149 of file lpi_msk.c. References MOSEK_CALL, MosekEnv, NULL, paramty2str(), SCIP_LPi::pricing, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIPdebugMessage, and SCIP_LPi::task.
sets integer parameter of LP Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective SCIPdebug
Definition at line 4195 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, paramty2str(), SCIP_LPi::pricing, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PRICING_AUTO, SCIP_PRICING_DEVEX, SCIP_PRICING_FULL, SCIP_PRICING_LPIDEFAULT, SCIP_PRICING_PARTIAL, SCIP_PRICING_STEEP, SCIP_PRICING_STEEPQSTART, SCIPdebugMessage, and SCIP_LPi::task.
gets floating point parameter of LP
Definition at line 4331 of file lpi_msk.c. References MOSEK_CALL, MosekEnv, NULL, paramty2str(), SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIPdebugMessage, and SCIP_LPi::task.
sets floating point parameter of LP
Definition at line 4374 of file lpi_msk.c. References MOSEK_CALL, MosekEnv, NULL, paramty2str(), SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIPdebugMessage, and SCIP_LPi::task. returns value treated as infinity in the LP solver
Definition at line 4432 of file lpi_msk.c. References MosekEnv, NULL, and SCIP_LPi::task.
reads LP from a file read file in MPS format parameters: filename bool keepNames bool ignoreErrors
Definition at line 4463 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.
writes LP to a file write file in MPS format parameters: filename int formatType (0 - normal, 1 - extra accuracy, 2 - IEEE hex) int numberAcross (1 or 2 values should be specified on every data line in the MPS file) double objSense
Definition at line 4485 of file lpi_msk.c. References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task. Variable Documentation
Definition at line 65 of file lpi_msk.c. Referenced by getASlice(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiExistsDualRay(), SCIPlpiExistsPrimalRay(), SCIPlpiFree(), SCIPlpiFreeState(), SCIPlpiGetBase(), SCIPlpiGetBasisInd(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetBounds(), SCIPlpiGetCoef(), SCIPlpiGetCols(), SCIPlpiGetDualfarkas(), SCIPlpiGetInternalStatus(), SCIPlpiGetIntpar(), SCIPlpiGetIterations(), SCIPlpiGetNCols(), SCIPlpiGetNNonz(), SCIPlpiGetNRows(), SCIPlpiGetObj(), SCIPlpiGetObjval(), SCIPlpiGetPrimalRay(), SCIPlpiGetRealpar(), SCIPlpiGetRows(), SCIPlpiGetSides(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiHasDualRay(), SCIPlpiHasPrimalRay(), SCIPlpiHasStateBasis(), SCIPlpiIgnoreInstability(), SCIPlpiInfinity(), SCIPlpiIsDualFeasible(), SCIPlpiIsInfinity(), SCIPlpiIsIterlimExc(), SCIPlpiIsObjlimExc(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalFeasible(), SCIPlpiIsStable(), SCIPlpiIsTimelimExc(), SCIPlpiLoadColLP(), SCIPlpiReadLP(), SCIPlpiReadState(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetBase(), SCIPlpiSetIntpar(), SCIPlpiSetRealpar(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiStrongbranch(), SCIPlpiWasSolved(), SCIPlpiWriteLP(), SCIPlpiWriteState(), and SolveWSimplex().
Definition at line 66 of file lpi_msk.c. Referenced by SCIPlpiCreate(), and SCIPlpiFree().
Definition at line 68 of file lpi_msk.c. Referenced by checkState1(), filterTRMrescode(), SCIPlpiGetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPlpiStrongbranch(), and SolveWSimplex().
Definition at line 69 of file lpi_msk.c. Referenced by SCIPlpiCreate().
Definition at line 70 of file lpi_msk.c. Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().
Definition at line 71 of file lpi_msk.c. Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().
Definition at line 72 of file lpi_msk.c. Referenced by SCIPlpiSolvePrimal(), and SolveWSimplex().
Definition at line 73 of file lpi_msk.c. Referenced by SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), and SolveWSimplex().
Definition at line 74 of file lpi_msk.c. Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().
Definition at line 75 of file lpi_msk.c. Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().
Definition at line 76 of file lpi_msk.c. Referenced by SCIPlpiSolvePrimal(), and SolveWSimplex().
Definition at line 77 of file lpi_msk.c. Referenced by SCIPlpiSolveDual(), and SolveWSimplex().
Definition at line 596 of file lpi_msk.c. Referenced by SCIPlpiGetSolverName().
Initial value:
= {
"SCIP_LPPAR_FROMSCRATCH",
"SCIP_LPPAR_FASTMIP",
"SCIP_LPPAR_SCALING",
"SCIP_LPPAR_PRESOLVING",
"SCIP_LPPAR_PRICING",
"SCIP_LPPAR_LPINFO",
"SCIP_LPPAR_FEASTOL",
"SCIP_LPPAR_DUALFEASTOL",
"SCIP_LPPAR_BARRIERCONVTOL",
"SCIP_LPPAR_LOBJLIM",
"SCIP_LPPAR_UOBJLIM",
"SCIP_LPPAR_LPITLIM",
"SCIP_LPPAR_LPTILIM",
"SCIP_LPPAR_MARKOWITZ",
"SCIP_LPPAR_ROWREPSWITCH",
"SCIP_LPPAR_THREADS"
}
constant array containing the parameter names Definition at line 4101 of file lpi_msk.c. Referenced by addFixParamDialog(), addSetParamDialog(), checkParam(), paramSetBool(), paramSetChar(), paramSetInt(), paramSetLongint(), paramsetParse(), paramSetReal(), paramsetSetHeuristicsAggressive(), paramsetSetHeuristicsDefault(), paramsetSetHeuristicsOff(), paramsetSetPresolvingAggressive(), paramsetSetPresolvingDefault(), paramsetSetPresolvingFast(), paramsetSetPresolvingOff(), paramsetSetSeparatingAggressive(), paramsetSetSeparatingDefault(), paramsetSetSeparatingOff(), SCIPbranchruleCreate(), SCIPconflicthdlrCreate(), SCIPconshdlrCreate(), SCIPdispCreate(), SCIPheurCreate(), SCIPincludeDialogDefaultFix(), SCIPincludeDialogDefaultSet(), SCIPincludeLinconsUpgrade(), SCIPincludeNlpi(), SCIPincludeNonlinconsUpgrade(), SCIPincludeQuadconsUpgrade(), SCIPnodeselCreate(), SCIPparamsetCopyParams(), SCIPparamsetSetToDefault(), SCIPparamsetSetToSubscipsOff(), SCIPpresolCreate(), SCIPpricerCreate(), SCIPpropCreate(), SCIPrelaxCreate(), SCIPsepaCreate(), SCIPsetConshdlrPresol(), SCIPsetConshdlrProp(), SCIPsetConshdlrSepa(), and SCIPsetPropPresol(). |