Scippy

SCIP

Solving Constraint Integer Programs

lpi_msk.c File Reference

Detailed Description

LP interface for MOSEK.

Author
Bo Jensen

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.

Macros

#define MSKCONST   const
 
#define scipmskobjsen   MSKobjsensee
 
#define SENSE2MOSEK(objsen)   (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))
 
#define MOSEK_CALL(x)
 
#define ABORT_FALSE(x)
 
#define IS_POSINF(x)   ((x) >= SCIP_DEFAULT_INFINITY)
 
#define IS_NEGINF(x)   ((x) <= -SCIP_DEFAULT_INFINITY)
 
#define DEBUG_PARAM_SETTING   0
 
#define DEBUG_PRINT_STAT   0
 
#define DEBUG_CHECK_DATA   0
 
#define DEBUG_EASY_REPRODUCE   0
 
#define DEBUG_DO_INTPNT_FEAS_CHECK   0
 
#define DEBUG_CHECK_STATE_TOL   1e-5
 
#define SHOW_ERRORS   0
 
#define ASSERT_ON_NUMERICAL_TROUBLES   0
 
#define ASSERT_ON_WARNING   0
 
#define FORCE_MOSEK_LOG   0
 
#define FORCE_MOSEK_SUMMARY   0
 
#define FORCE_NO_MAXITER   0
 
#define FORCE_SILENCE   1
 
#define SETBACK_LIMIT   250
 
#define SCIP_CONTROLS_PRICING   1
 
#define SCIP_CONTROLS_TOLERANCES   1
 
#define STRONGBRANCH_PRICING   MSK_SIM_SELECTION_SE
 
#define SUPRESS_NAME_ERROR   1
 
#define WRITE_DUAL   0
 
#define WRITE_PRIMAL   0
 
#define WRITE_INTPNT   0
 
#define WRITE_ABOVE   0
 
#define DEGEN_LEVEL   MSK_SIM_DEGEN_FREE
 
#define ALWAYS_SOLVE_PRIMAL   1
 
#define COLS_PER_PACKET   SCIP_DUALPACKETSIZE
 
#define ROWS_PER_PACKET   SCIP_DUALPACKETSIZE
 

Typedefs

typedef SCIP_DUALPACKET COLPACKET
 
typedef SCIP_DUALPACKET ROWPACKET
 

Functions

static int colpacketNum (int ncols)
 
static int rowpacketNum (int nrows)
 
static void MSKAPI printstr (void *handle, const char *str)
 
static void generateMskBounds (int n, const double *lb, const double *ub, MSKboundkeye *bk, double *msklb, double *mskub)
 
static SCIP_RETCODE getEndptrs (int n, const int *beg, int nnonz, int **aptre)
 
static SCIP_RETCODE getIndicesRange (int first, int last, int **sub)
 
static SCIP_RETCODE getIndicesFromDense (int *dstat, int n, int *count, int **sub)
 
static void scale_vec (int len, double *vec, double s)
 
static void scale_bound (MSKboundkeye *bk, double *bl, double *bu, double s)
 
static SCIP_RETCODE ensureStateMem (SCIP_LPI *lpi, int ncols, int nrows)
 
static SCIP_RETCODE getbase (SCIP_LPI *lpi, int ncols, int nrows)
 
static SCIP_RETCODE setbase (SCIP_LPI *lpi)
 
static const char * paramty2str (SCIP_LPPARAM type)
 
SCIP_RETCODE SCIPlpiGetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
 
SCIP_RETCODE SCIPlpiSetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
 
SCIP_RETCODE SCIPlpiGetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
 
SCIP_RETCODE SCIPlpiSetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
 
SCIP_Real SCIPlpiInfinity (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsInfinity (SCIP_LPI *lpi, SCIP_Real val)
 
SCIP_RETCODE SCIPlpiReadLP (SCIP_LPI *lpi, const char *fname)
 
SCIP_RETCODE SCIPlpiWriteLP (SCIP_LPI *lpi, const char *fname)
 
Miscellaneous Methods
const char * SCIPlpiGetSolverName (void)
 
const char * SCIPlpiGetSolverDesc (void)
 
void * SCIPlpiGetSolverPointer (SCIP_LPI *lpi)
 
LPI Creation and Destruction Methods
SCIP_RETCODE SCIPlpiCreate (SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
 
SCIP_RETCODE SCIPlpiFree (SCIP_LPI **lpi)
 
SCIP_RETCODE SCIPlpiLoadColLP (SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiAddCols (SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiDelCols (SCIP_LPI *lpi, int firstcol, int lastcol)
 
SCIP_RETCODE SCIPlpiDelColset (SCIP_LPI *lpi, int *dstat)
 
SCIP_RETCODE SCIPlpiAddRows (SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiDelRows (SCIP_LPI *lpi, int firstrow, int lastrow)
 
SCIP_RETCODE SCIPlpiDelRowset (SCIP_LPI *lpi, int *dstat)
 
SCIP_RETCODE SCIPlpiClear (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiChgBounds (SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
 
SCIP_RETCODE SCIPlpiChgSides (SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
 
SCIP_RETCODE SCIPlpiChgCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
 
SCIP_RETCODE SCIPlpiChgObjsen (SCIP_LPI *lpi, SCIP_OBJSEN objsen)
 
SCIP_RETCODE SCIPlpiChgObj (SCIP_LPI *lpi, int ncols, int *ind, SCIP_Real *obj)
 
SCIP_RETCODE SCIPlpiScaleRow (SCIP_LPI *lpi, int row, SCIP_Real scaleval)
 
SCIP_RETCODE SCIPlpiScaleCol (SCIP_LPI *lpi, int col, SCIP_Real scaleval)
 
SCIP_RETCODE SCIPlpiGetNRows (SCIP_LPI *lpi, int *nrows)
 
SCIP_RETCODE SCIPlpiGetNCols (SCIP_LPI *lpi, int *ncols)
 
SCIP_RETCODE SCIPlpiGetNNonz (SCIP_LPI *lpi, int *nnonz)
 
static SCIP_RETCODE getASlice (SCIP_LPI *lpi, MSKaccmodee iscon, int first, int last, int *nnonz, int *beg, int *ind, double *val)
 
SCIP_RETCODE SCIPlpiGetCols (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiGetRows (SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
 
SCIP_RETCODE SCIPlpiGetColNames (SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
 
SCIP_RETCODE SCIPlpiGetRowNames (SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
 
SCIP_RETCODE SCIPlpiGetObjsen (SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
 
SCIP_RETCODE SCIPlpiGetObj (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
 
SCIP_RETCODE SCIPlpiGetBounds (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
 
SCIP_RETCODE SCIPlpiGetSides (SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
 
SCIP_RETCODE SCIPlpiGetCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
 
static SCIP_RETCODE getSolutionStatus (SCIP_LPI *lpi, MSKprostae *prosta, MSKsolstae *solsta)
 
static MSKrescodee filterTRMrescode (SCIP_MESSAGEHDLR *messagehdlr, MSKrescodee *termcode, MSKrescodee res)
 
static SCIP_RETCODE SolveWSimplex (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiSolvePrimal (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiSolveDual (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiSolveBarrier (SCIP_LPI *lpi, SCIP_Bool crossover)
 
SCIP_RETCODE SCIPlpiStartStrongbranch (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiEndStrongbranch (SCIP_LPI *lpi)
 
static SCIP_RETCODE SCIPlpiStrongbranch (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchFrac (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchesFrac (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchInt (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_RETCODE SCIPlpiStrongbranchesInt (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
 
SCIP_Bool SCIPlpiWasSolved (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiGetSolFeasibility (SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
 
SCIP_Bool SCIPlpiExistsPrimalRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiHasPrimalRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsPrimalUnbounded (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsPrimalInfeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsPrimalFeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiExistsDualRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiHasDualRay (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsDualUnbounded (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsDualInfeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsDualFeasible (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsOptimal (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsStable (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsObjlimExc (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsIterlimExc (SCIP_LPI *lpi)
 
SCIP_Bool SCIPlpiIsTimelimExc (SCIP_LPI *lpi)
 
int SCIPlpiGetInternalStatus (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiIgnoreInstability (SCIP_LPI *lpi, SCIP_Bool *success)
 
SCIP_RETCODE SCIPlpiGetObjval (SCIP_LPI *lpi, SCIP_Real *objval)
 
SCIP_RETCODE SCIPlpiGetSol (SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
 
SCIP_RETCODE SCIPlpiGetPrimalRay (SCIP_LPI *lpi, SCIP_Real *ray)
 
SCIP_RETCODE SCIPlpiGetDualfarkas (SCIP_LPI *lpi, SCIP_Real *dualfarkas)
 
SCIP_RETCODE SCIPlpiGetIterations (SCIP_LPI *lpi, int *iterations)
 
SCIP_RETCODE SCIPlpiGetRealSolQuality (SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
 
static SCIP_RETCODE handle_singular (SCIP_LPI *lpi, int *basis, MSKrescodee res)
 
static SCIP_RETCODE convertstat_mosek2scip (SCIP_LPI *lpi, MSKaccmodee acc, MSKstakeye *sk, int n, int *stat)
 
static SCIP_RETCODE convertstat_mosek2scip_slack (SCIP_LPI *lpi, MSKaccmodee acc, MSKstakeye *sk, int n, int *stat)
 
static void convertstat_scip2mosek (int *stat, int n, MSKstakeye *resstat)
 
static void convertstat_scip2mosek_slack (int *stat, int n, MSKstakeye *resstat)
 
SCIP_RETCODE SCIPlpiGetBase (SCIP_LPI *lpi, int *cstat, int *rstat)
 
SCIP_RETCODE SCIPlpiSetBase (SCIP_LPI *lpi, int *cstat, int *rstat)
 
SCIP_RETCODE SCIPlpiGetBasisInd (SCIP_LPI *lpi, int *bind)
 
SCIP_RETCODE SCIPlpiGetBInvCol (SCIP_LPI *lpi, int c, SCIP_Real *coef)
 
SCIP_RETCODE SCIPlpiGetBInvACol (SCIP_LPI *lpi, int c, SCIP_Real *coef)
 
SCIP_RETCODE SCIPlpiGetBInvRow (SCIP_LPI *lpi, int row, SCIP_Real *coef)
 
SCIP_RETCODE SCIPlpiGetBInvARow (SCIP_LPI *lpi, int row, const SCIP_Real *binvrow, SCIP_Real *val)
 
static SCIP_RETCODE lpistateCreate (SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
 
static void lpistateFree (SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
 
static SCIP_RETCODE checkState1 (SCIP_LPI *lpi, int n, MSKstakeye *sk, MSKaccmodee accmode, char xc)
 
static SCIP_RETCODE checkState (SCIP_LPI *lpi, int ncols, int nrows)
 
static SCIP_RETCODE lpistatePack (SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
 
static void lpistateUnpack (SCIP_LPISTATE *lpistate, MSKstakeye *skx, MSKstakeye *skc)
 
SCIP_RETCODE SCIPlpiGetState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
 
SCIP_RETCODE SCIPlpiSetState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE *lpistate)
 
SCIP_RETCODE SCIPlpiClearState (SCIP_LPI *lpi)
 
SCIP_RETCODE SCIPlpiFreeState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
 
SCIP_Bool SCIPlpiHasStateBasis (SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
 
SCIP_RETCODE SCIPlpiReadState (SCIP_LPI *lpi, const char *fname)
 
SCIP_RETCODE SCIPlpiWriteState (SCIP_LPI *lpi, const char *fname)
 
LP Pricing Norms Methods
SCIP_RETCODE SCIPlpiGetNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
 
SCIP_RETCODE SCIPlpiSetNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS *lpinorms)
 
SCIP_RETCODE SCIPlpiFreeNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
 

Variables

static MSKenv_t MosekEnv = NULL
 
static int numlp = 0
 
static int optimizecount = 0
 
static int nextlpid = 1
 
static int numstrongbranchmaxiterup = 0
 
static int numstrongbranchmaxiterdo = 0
 
static int numprimalmaxiter = 0
 
static int numdualmaxiter = 0
 
static int numstrongbranchobjup = 0
 
static int numstrongbranchobjdo = 0
 
static int numprimalobj = 0
 
static int numdualobj = 0
 
static char mskname [100]
 
static const char * paramname []
 

Macro Definition Documentation

#define MSKCONST   const

Definition at line 24 of file lpi_msk.c.

#define scipmskobjsen   MSKobjsensee

Definition at line 36 of file lpi_msk.c.

Referenced by SolveWSimplex().

#define SENSE2MOSEK (   objsen)    (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))

Definition at line 37 of file lpi_msk.c.

Referenced by SCIPlpiChgObjsen(), SCIPlpiCreate(), and SCIPlpiLoadColLP().

#define MOSEK_CALL (   x)
#define ABORT_FALSE (   x)
Value:
{ int _restat_; \
if( (_restat_ = (x)) != 0 ) \
{ \
SCIPerrorMessage("LP Error: MOSEK returned %d\n", (int)_restat_); \
SCIPABORT(); \
return FALSE; \
} \
}

Definition at line 52 of file lpi_msk.c.

#define IS_POSINF (   x)    ((x) >= SCIP_DEFAULT_INFINITY)

Definition at line 62 of file lpi_msk.c.

Referenced by generateMskBounds(), SCIPlpiIsInfinity(), and SCIPlpiStrongbranch().

#define IS_NEGINF (   x)    ((x) <= -SCIP_DEFAULT_INFINITY)

Definition at line 63 of file lpi_msk.c.

Referenced by generateMskBounds(), and SCIPlpiStrongbranch().

#define DEBUG_PARAM_SETTING   0

Definition at line 79 of file lpi_msk.c.

#define DEBUG_PRINT_STAT   0

Definition at line 80 of file lpi_msk.c.

#define DEBUG_CHECK_DATA   0

Definition at line 81 of file lpi_msk.c.

#define DEBUG_EASY_REPRODUCE   0

Definition at line 82 of file lpi_msk.c.

#define DEBUG_DO_INTPNT_FEAS_CHECK   0

Definition at line 83 of file lpi_msk.c.

#define DEBUG_CHECK_STATE_TOL   1e-5

Definition at line 84 of file lpi_msk.c.

Referenced by checkState1().

#define SHOW_ERRORS   0

Definition at line 85 of file lpi_msk.c.

#define ASSERT_ON_NUMERICAL_TROUBLES   0

Definition at line 86 of file lpi_msk.c.

Referenced by filterTRMrescode().

#define ASSERT_ON_WARNING   0

Definition at line 87 of file lpi_msk.c.

#define FORCE_MOSEK_LOG   0

Definition at line 88 of file lpi_msk.c.

#define FORCE_MOSEK_SUMMARY   0

Definition at line 89 of file lpi_msk.c.

#define FORCE_NO_MAXITER   0

Definition at line 90 of file lpi_msk.c.

Referenced by SolveWSimplex().

#define FORCE_SILENCE   1

Definition at line 91 of file lpi_msk.c.

#define SETBACK_LIMIT   250

Definition at line 92 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

#define SCIP_CONTROLS_PRICING   1

Definition at line 93 of file lpi_msk.c.

#define SCIP_CONTROLS_TOLERANCES   1

Definition at line 94 of file lpi_msk.c.

#define STRONGBRANCH_PRICING   MSK_SIM_SELECTION_SE

Definition at line 95 of file lpi_msk.c.

Referenced by SCIPlpiStrongbranch().

#define SUPRESS_NAME_ERROR   1

Definition at line 96 of file lpi_msk.c.

#define WRITE_DUAL   0

Definition at line 97 of file lpi_msk.c.

#define WRITE_PRIMAL   0

Definition at line 98 of file lpi_msk.c.

#define WRITE_INTPNT   0

Definition at line 99 of file lpi_msk.c.

#define WRITE_ABOVE   0
#define DEGEN_LEVEL   MSK_SIM_DEGEN_FREE

Definition at line 101 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

#define ALWAYS_SOLVE_PRIMAL   1

Definition at line 102 of file lpi_msk.c.

#define COLS_PER_PACKET   SCIP_DUALPACKETSIZE

Definition at line 148 of file lpi_msk.c.

Referenced by colpacketNum().

#define ROWS_PER_PACKET   SCIP_DUALPACKETSIZE

Definition at line 150 of file lpi_msk.c.

Referenced by rowpacketNum().

Typedef Documentation

Definition at line 147 of file lpi_msk.c.

Definition at line 149 of file lpi_msk.c.

Function Documentation

static int colpacketNum ( int  ncols)
static

returns the number of packets needed to store column packet information

Parameters
ncolsnumber of columns to store

Definition at line 164 of file lpi_msk.c.

References COLS_PER_PACKET.

Referenced by lpistateCreate(), and lpistateFree().

static int rowpacketNum ( int  nrows)
static

returns the number of packets needed to store row packet information

Parameters
nrowsnumber of rows to store

Definition at line 173 of file lpi_msk.c.

References ROWS_PER_PACKET.

Referenced by lpistateCreate(), and lpistateFree().

static void MSKAPI printstr ( void *  handle,
const char *  str 
)
static

create error string

Parameters
handleerror handle
strstring that contains string on output

Definition at line 182 of file lpi_msk.c.

References SCIPdebugMessage.

Referenced by SCIPlpiCreate().

static void generateMskBounds ( int  n,
const double *  lb,
const double *  ub,
MSKboundkeye *  bk,
double *  msklb,
double *  mskub 
)
static

Definition at line 318 of file lpi_msk.c.

References IS_NEGINF, IS_POSINF, and NULL.

Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgSides(), and SCIPlpiLoadColLP().

static SCIP_RETCODE getEndptrs ( int  n,
const int *  beg,
int  nnonz,
int **  aptre 
)
static

get end pointers of arrays

Parameters
narray size
begarray of beginning indices
nnonznumber of nonzeros
aptrepointer to store the result

Definition at line 378 of file lpi_msk.c.

References BMSallocMemoryArray, NULL, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), and SCIPlpiLoadColLP().

static SCIP_RETCODE getIndicesRange ( int  first,
int  last,
int **  sub 
)
static

compute indices from range

Parameters
firstfirst index
lastlast index
subpointer to store the indices ranges

Definition at line 418 of file lpi_msk.c.

References BMSallocMemoryArray, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiDelCols(), and SCIPlpiDelRows().

static SCIP_RETCODE getIndicesFromDense ( int *  dstat,
int  n,
int *  count,
int **  sub 
)
static

compute indices from dense array

Parameters
dstatarray
nsize of array
countarray of counts (sizes)
subpointer to store array of indices

Definition at line 440 of file lpi_msk.c.

References BMSallocMemoryArray, NULL, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiDelColset(), and SCIPlpiDelRowset().

static void scale_vec ( int  len,
double *  vec,
double  s 
)
static

Definition at line 481 of file lpi_msk.c.

Referenced by SCIPlpiScaleCol(), and SCIPlpiScaleRow().

static void scale_bound ( MSKboundkeye *  bk,
double *  bl,
double *  bu,
double  s 
)
static

Definition at line 495 of file lpi_msk.c.

References FALSE.

Referenced by SCIPlpiScaleCol(), and SCIPlpiScaleRow().

static SCIP_RETCODE ensureStateMem ( SCIP_LPI lpi,
int  ncols,
int  nrows 
)
static
static SCIP_RETCODE getbase ( SCIP_LPI lpi,
int  ncols,
int  nrows 
)
static
static SCIP_RETCODE setbase ( SCIP_LPI lpi)
static
Parameters
lpipointer to an LP interface structure

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().

const char* SCIPlpiGetSolverName ( void  )

gets name and version of LP solver

Definition at line 602 of file lpi_msk.c.

References mskname, and SCIP_Real.

const char* SCIPlpiGetSolverDesc ( void  )

gets description of LP solver (developer, webpage, ...)

Definition at line 611 of file lpi_msk.c.

void* SCIPlpiGetSolverPointer ( SCIP_LPI lpi)

gets pointer for LP solver - use only with great care

Parameters
lpipointer to an LP interface structure

Definition at line 619 of file lpi_msk.c.

References SCIP_LPi::task.

SCIP_RETCODE SCIPlpiCreate ( SCIP_LPI **  lpi,
SCIP_MESSAGEHDLR messagehdlr,
const char *  name,
SCIP_OBJSEN  objsen 
)

creates an LP problem object

Parameters
lpipointer to an LP interface structure
messagehdlrmessage handler to use for printing messages, or NULL
nameproblem name
objsenobjective sense

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.

SCIP_RETCODE SCIPlpiFree ( SCIP_LPI **  lpi)

deletes an LP problem object

Parameters
lpipointer to an LP interface structure

Definition at line 689 of file lpi_msk.c.

References BMSfreeMemory, BMSfreeMemoryArrayNull, MOSEK_CALL, MosekEnv, NULL, numlp, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiLoadColLP ( SCIP_LPI lpi,
SCIP_OBJSEN  objsen,
int  ncols,
const SCIP_Real obj,
const SCIP_Real lb,
const SCIP_Real ub,
char **  colnames,
int  nrows,
const SCIP_Real lhs,
const SCIP_Real rhs,
char **  rownames,
int  nnonz,
const int *  beg,
const int *  ind,
const SCIP_Real val 
)

copies LP data with column matrix into LP solver

Parameters
lpiLP interface structure
objsenobjective sense
ncolsnumber of columns
objobjective function values of columns
lblower bounds of columns
ubupper bounds of columns
colnamescolumn names, or NULL
nrowsnumber of rows
lhsleft hand sides of rows
rhsright hand sides of rows
rownamesrow names, or NULL
nnonznumber of nonzero elements in the constraint matrix
begstart index of each column in ind- and val-array
indrow indices of constraint matrix entries
valvalues of constraint matrix entries

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.

SCIP_RETCODE SCIPlpiAddCols ( SCIP_LPI lpi,
int  ncols,
const SCIP_Real obj,
const SCIP_Real lb,
const SCIP_Real ub,
char **  colnames,
int  nnonz,
const int *  beg,
const int *  ind,
const SCIP_Real val 
)

adds columns to the LP

Parameters
lpiLP interface structure
ncolsnumber of columns to be added
objobjective function values of new columns
lblower bounds of new columns
ubupper bounds of new columns
colnamescolumn names, or NULL
nnonznumber of nonzero elements to be added to the constraint matrix
begstart index of each column in ind- and val-array, or NULL if nnonz == 0
indrow indices of constraint matrix entries, or NULL if nnonz == 0
valvalues of constraint matrix entries, or NULL if nnonz == 0

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.

SCIP_RETCODE SCIPlpiDelCols ( SCIP_LPI lpi,
int  firstcol,
int  lastcol 
)

deletes all columns in the given range from LP

Parameters
lpiLP interface structure
firstcolfirst column to be deleted
lastcollast column to be deleted

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.

SCIP_RETCODE SCIPlpiDelColset ( SCIP_LPI lpi,
int *  dstat 
)

deletes columns from SCIP_LP; the new position of a column must not be greater that its old position

Parameters
lpiLP interface structure
dstatdeletion status of columns input: 1 if column should be deleted, 0 if not output: new position of column, -1 if column was deleted

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.

SCIP_RETCODE SCIPlpiAddRows ( SCIP_LPI lpi,
int  nrows,
const SCIP_Real lhs,
const SCIP_Real rhs,
char **  rownames,
int  nnonz,
const int *  beg,
const int *  ind,
const SCIP_Real val 
)

adds rows to the LP

Parameters
lpiLP interface structure
nrowsnumber of rows to be added
lhsleft hand sides of new rows
rhsright hand sides of new rows
rownamesrow names, or NULL
nnonznumber of nonzero elements to be added to the constraint matrix
begstart index of each row in ind- and val-array, or NULL if nnonz == 0
indcolumn indices of constraint matrix entries, or NULL if nnonz == 0
valvalues of constraint matrix entries, or NULL if nnonz == 0

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.

SCIP_RETCODE SCIPlpiDelRows ( SCIP_LPI lpi,
int  firstrow,
int  lastrow 
)

deletes all rows in the given range from LP

Parameters
lpiLP interface structure
firstrowfirst row to be deleted
lastrowlast row to be deleted

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.

SCIP_RETCODE SCIPlpiDelRowset ( SCIP_LPI lpi,
int *  dstat 
)

deletes rows from SCIP_LP; the new position of a row must not be greater that its old position

Parameters
lpiLP interface structure
dstatdeletion status of rows input: 1 if row should be deleted, 0 if not output: new position of row, -1 if row was deleted

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.

SCIP_RETCODE SCIPlpiClear ( SCIP_LPI lpi)

clears the whole LP

Parameters
lpiLP interface structure

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.

SCIP_RETCODE SCIPlpiChgBounds ( SCIP_LPI lpi,
int  ncols,
const int *  ind,
const SCIP_Real lb,
const SCIP_Real ub 
)

changes lower and upper bounds of columns

Parameters
lpiLP interface structure
ncolsnumber of columns to change bounds for
indcolumn indices
lbvalues for the new lower bounds
ubvalues for the new upper bounds

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.

SCIP_RETCODE SCIPlpiChgSides ( SCIP_LPI lpi,
int  nrows,
const int *  ind,
const SCIP_Real lhs,
const SCIP_Real rhs 
)

changes left and right hand sides of rows

Parameters
lpiLP interface structure
nrowsnumber of rows to change sides for
indrow indices
lhsnew values for left hand sides
rhsnew values for right hand sides

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.

SCIP_RETCODE SCIPlpiChgCoef ( SCIP_LPI lpi,
int  row,
int  col,
SCIP_Real  newval 
)

changes a single coefficient

Parameters
lpiLP interface structure
rowrow number of coefficient to change
colcolumn number of coefficient to change
newvalnew value of 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.

SCIP_RETCODE SCIPlpiChgObjsen ( SCIP_LPI lpi,
SCIP_OBJSEN  objsen 
)

changes the objective sense

Parameters
lpiLP interface structure
objsennew 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.

SCIP_RETCODE SCIPlpiChgObj ( SCIP_LPI lpi,
int  ncols,
int *  ind,
SCIP_Real obj 
)

changes objective values of columns in the LP

Parameters
lpiLP interface structure
ncolsnumber of columns to change objective value for
indcolumn indices to change objective value for
objnew objective values for columns

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.

SCIP_RETCODE SCIPlpiScaleRow ( SCIP_LPI lpi,
int  row,
SCIP_Real  scaleval 
)

multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly

Parameters
lpiLP interface structure
rowrow number to scale
scalevalscaling multiplier

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.

SCIP_RETCODE SCIPlpiScaleCol ( SCIP_LPI lpi,
int  col,
SCIP_Real  scaleval 
)

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

Parameters
lpiLP interface structure
colcolumn number to scale
scalevalscaling multiplier

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.

SCIP_RETCODE SCIPlpiGetNRows ( SCIP_LPI lpi,
int *  nrows 
)

gets the number of rows in the LP

Parameters
lpiLP interface structure
nrowspointer to store the number of rows

Definition at line 1484 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetNCols ( SCIP_LPI lpi,
int *  ncols 
)

gets the number of columns in the LP

Parameters
lpiLP interface structure
ncolspointer to store the number of cols

Definition at line 1501 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetNNonz ( SCIP_LPI lpi,
int *  nnonz 
)

gets the number of nonzero elements in the LP constraint matrix

Parameters
lpiLP interface structure
nnonzpointer to store the number of nonzeros

Definition at line 1518 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

static SCIP_RETCODE getASlice ( SCIP_LPI lpi,
MSKaccmodee  iscon,
int  first,
int  last,
int *  nnonz,
int *  beg,
int *  ind,
double *  val 
)
static
SCIP_RETCODE SCIPlpiGetCols ( SCIP_LPI lpi,
int  firstcol,
int  lastcol,
SCIP_Real lb,
SCIP_Real ub,
int *  nnonz,
int *  beg,
int *  ind,
SCIP_Real val 
)

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.

Parameters
lpiLP interface structure
firstcolfirst column to get from LP
lastcollast column to get from LP
lbbuffer to store the lower bound vector, or NULL
ubbuffer to store the upper bound vector, or NULL
nnonzpointer to store the number of nonzero elements returned, or NULL
begbuffer to store start index of each column in ind- and val-array, or NULL
indbuffer to store column indices of constraint matrix entries, or NULL
valbuffer to store values of constraint matrix entries, or 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.

SCIP_RETCODE SCIPlpiGetRows ( SCIP_LPI lpi,
int  firstrow,
int  lastrow,
SCIP_Real lhs,
SCIP_Real rhs,
int *  nnonz,
int *  beg,
int *  ind,
SCIP_Real val 
)

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.

Parameters
lpiLP interface structure
firstrowfirst row to get from LP
lastrowlast row to get from LP
lhsbuffer to store left hand side vector, or NULL
rhsbuffer to store right hand side vector, or NULL
nnonzpointer to store the number of nonzero elements returned, or NULL
begbuffer to store start index of each row in ind- and val-array, or NULL
indbuffer to store row indices of constraint matrix entries, or NULL
valbuffer to store values of constraint matrix entries, or 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.

SCIP_RETCODE SCIPlpiGetColNames ( SCIP_LPI lpi,
int  firstcol,
int  lastcol,
char **  colnames,
char *  namestorage,
int  namestoragesize,
int *  storageleft 
)

gets column names

Parameters
lpiLP interface structure
firstcolfirst column to get name from LP
lastcollast column to get name from LP
colnamespointers to column names (of size at least lastcol-firstcol+1)
namestoragestorage for col names
namestoragesizesize of namestorage (if 0, storageleft returns the storage needed)
storageleftamount of storage left (if < 0 the namestorage was not big enough)

Definition at line 1651 of file lpi_msk.c.

References SCIP_LPERROR, and SCIPerrorMessage.

SCIP_RETCODE SCIPlpiGetRowNames ( SCIP_LPI lpi,
int  firstrow,
int  lastrow,
char **  rownames,
char *  namestorage,
int  namestoragesize,
int *  storageleft 
)

gets row names

Parameters
lpiLP interface structure
firstrowfirst row to get name from LP
lastrowlast row to get name from LP
rownamespointers to row names (of size at least lastrow-firstrow+1)
namestoragestorage for row names
namestoragesizesize of namestorage (if 0, -storageleft returns the storage needed)
storageleftamount of storage left (if < 0 the namestorage was not big enough)

Definition at line 1666 of file lpi_msk.c.

References SCIP_LPERROR, and SCIPerrorMessage.

SCIP_RETCODE SCIPlpiGetObjsen ( SCIP_LPI lpi,
SCIP_OBJSEN objsen 
)

gets the objective sense of the LP

Parameters
lpiLP interface structure
objsenpointer to store objective sense

Definition at line 1681 of file lpi_msk.c.

References SCIP_LPERROR, and SCIPerrorMessage.

SCIP_RETCODE SCIPlpiGetObj ( SCIP_LPI lpi,
int  firstcol,
int  lastcol,
SCIP_Real vals 
)

gets objective coefficients from LP problem object

Parameters
lpiLP interface structure
firstcolfirst column to get objective coefficient for
lastcollast column to get objective coefficient for
valsarray to store objective coefficients

Definition at line 1691 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetBounds ( SCIP_LPI lpi,
int  firstcol,
int  lastcol,
SCIP_Real lbs,
SCIP_Real ubs 
)

gets current bounds from LP problem object

Parameters
lpiLP interface structure
firstcolfirst column to get bounds for
lastcollast column to get bounds for
lbsarray to store lower bound values, or NULL
ubsarray to store upper bound values, or NULL

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.

SCIP_RETCODE SCIPlpiGetSides ( SCIP_LPI lpi,
int  firstrow,
int  lastrow,
SCIP_Real lhss,
SCIP_Real rhss 
)

gets current row sides from LP problem object

Parameters
lpiLP interface structure
firstrowfirst row to get sides for
lastrowlast row to get sides for
lhssarray to store left hand side values, or NULL
rhssarray to store right hand side values, or NULL

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.

SCIP_RETCODE SCIPlpiGetCoef ( SCIP_LPI lpi,
int  row,
int  col,
SCIP_Real val 
)

gets a single coefficient

Parameters
lpiLP interface structure
rowrow number of coefficient
colcolumn number of coefficient
valpointer to store the value of the 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.

static SCIP_RETCODE getSolutionStatus ( SCIP_LPI lpi,
MSKprostae *  prosta,
MSKsolstae *  solsta 
)
static

gets the internal solution status of the solver

Parameters
lpiLP interface structure
prostapointer to store the problem status
solstapointer to store the solution status

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().

static MSKrescodee filterTRMrescode ( SCIP_MESSAGEHDLR messagehdlr,
MSKrescodee *  termcode,
MSKrescodee  res 
)
static
SCIP_RETCODE SCIPlpiSolvePrimal ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

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.

SCIP_RETCODE SCIPlpiSolveDual ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

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.

SCIP_RETCODE SCIPlpiSolveBarrier ( SCIP_LPI lpi,
SCIP_Bool  crossover 
)

calls barrier or interior point algorithm to solve the LP with crossover to simplex basis

Parameters
lpiLP interface structure
crossoverperform crossover

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.

SCIP_RETCODE SCIPlpiStartStrongbranch ( SCIP_LPI lpi)

start strong branching - call before any strong branching

Parameters
lpiLP interface structure

Definition at line 2336 of file lpi_msk.c.

References SCIP_OKAY.

SCIP_RETCODE SCIPlpiEndStrongbranch ( SCIP_LPI lpi)

end strong branching - call after any strong branching

Parameters
lpiLP interface structure

Definition at line 2345 of file lpi_msk.c.

References SCIP_OKAY.

static SCIP_RETCODE SCIPlpiStrongbranch ( SCIP_LPI lpi,
int  col,
SCIP_Real  psol,
int  itlim,
SCIP_Real down,
SCIP_Real up,
SCIP_Bool downvalid,
SCIP_Bool upvalid,
int *  iter 
)
static

performs strong branching iterations on all candidates

Parameters
lpiLP interface structure
colcolumn to apply strong branching on
psolcurrent primal solution value of column
itlimiteration limit for strong branchings
downstores dual bound after branching column down
upstores dual bound after branching column up
downvalidstores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value
upvalidstores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value
iterstores total number of strong branching iterations, or -1; may be NULL

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().

SCIP_RETCODE SCIPlpiStrongbranchFrac ( SCIP_LPI lpi,
int  col,
SCIP_Real  psol,
int  itlim,
SCIP_Real down,
SCIP_Real up,
SCIP_Bool downvalid,
SCIP_Bool upvalid,
int *  iter 
)

performs strong branching iterations on one fractional candidate

Parameters
lpiLP interface structure
colcolumn to apply strong branching on
psolfractional current primal solution value of column
itlimiteration limit for strong branchings
downstores dual bound after branching column down
upstores dual bound after branching column up
downvalidstores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value
upvalidstores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value
iterstores total number of strong branching iterations, or -1; may be NULL

Definition at line 2582 of file lpi_msk.c.

References SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().

SCIP_RETCODE SCIPlpiStrongbranchesFrac ( SCIP_LPI lpi,
int *  cols,
int  ncols,
SCIP_Real psols,
int  itlim,
SCIP_Real down,
SCIP_Real up,
SCIP_Bool downvalid,
SCIP_Bool upvalid,
int *  iter 
)

performs strong branching iterations on given fractional candidates

Parameters
lpiLP interface structure
colscolumns to apply strong branching on
ncolsnumber of columns
psolsfractional current primal solution values of columns
itlimiteration limit for strong branchings
downstores dual bounds after branching columns down
upstores dual bounds after branching columns up
downvalidstores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values
upvalidstores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values
iterstores total number of strong branching iterations, or -1; may be NULL

Definition at line 2603 of file lpi_msk.c.

References NULL, SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().

SCIP_RETCODE SCIPlpiStrongbranchInt ( SCIP_LPI lpi,
int  col,
SCIP_Real  psol,
int  itlim,
SCIP_Real down,
SCIP_Real up,
SCIP_Bool downvalid,
SCIP_Bool upvalid,
int *  iter 
)

performs strong branching iterations on one candidate with integral value

Parameters
lpiLP interface structure
colcolumn to apply strong branching on
psolcurrent integral primal solution value of column
itlimiteration limit for strong branchings
downstores dual bound after branching column down
upstores dual bound after branching column up
downvalidstores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value
upvalidstores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value
iterstores total number of strong branching iterations, or -1; may be NULL

Definition at line 2641 of file lpi_msk.c.

References SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().

SCIP_RETCODE SCIPlpiStrongbranchesInt ( SCIP_LPI lpi,
int *  cols,
int  ncols,
SCIP_Real psols,
int  itlim,
SCIP_Real down,
SCIP_Real up,
SCIP_Bool downvalid,
SCIP_Bool upvalid,
int *  iter 
)

performs strong branching iterations on given candidates with integral values

Parameters
lpiLP interface structure
colscolumns to apply strong branching on
ncolsnumber of columns
psolscurrent integral primal solution values of columns
itlimiteration limit for strong branchings
downstores dual bounds after branching columns down
upstores dual bounds after branching columns up
downvalidstores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values
upvalidstores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values
iterstores total number of strong branching iterations, or -1; may be NULL

Definition at line 2662 of file lpi_msk.c.

References NULL, SCIP_CALL, SCIP_OKAY, and SCIPlpiStrongbranch().

SCIP_Bool SCIPlpiWasSolved ( SCIP_LPI lpi)

returns whether a solve method was called after the last modification of the LP

Parameters
lpiLP interface structure

Definition at line 2706 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetSolFeasibility ( SCIP_LPI lpi,
SCIP_Bool primalfeasible,
SCIP_Bool dualfeasible 
)

gets information about primal and dual feasibility of the current LP solution

Parameters
lpiLP interface structure
primalfeasiblestores primal feasibility status
dualfeasiblestores dual feasibility status

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.

SCIP_Bool SCIPlpiExistsPrimalRay ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

Definition at line 2787 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiHasPrimalRay ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

Definition at line 2810 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiIsPrimalUnbounded ( SCIP_LPI lpi)

returns TRUE iff LP is proven to be primal unbounded

Parameters
lpiLP interface structure

Definition at line 2828 of file lpi_msk.c.

References FALSE.

SCIP_Bool SCIPlpiIsPrimalInfeasible ( SCIP_LPI lpi)

returns TRUE iff LP is proven to be primal infeasible

Parameters
lpiLP interface structure

Definition at line 2836 of file lpi_msk.c.

References SCIPlpiExistsDualRay().

SCIP_Bool SCIPlpiIsPrimalFeasible ( SCIP_LPI lpi)

returns TRUE iff LP is proven to be primal feasible

Parameters
lpiLP interface structure

Definition at line 2844 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiExistsDualRay ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

Definition at line 2864 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiHasDualRay ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

Definition at line 2887 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiIsDualUnbounded ( SCIP_LPI lpi)

returns TRUE iff LP is proven to be dual unbounded

Parameters
lpiLP interface structure

Definition at line 2905 of file lpi_msk.c.

References FALSE.

SCIP_Bool SCIPlpiIsDualInfeasible ( SCIP_LPI lpi)

returns TRUE iff LP is proven to be dual infeasible

Parameters
lpiLP interface structure

Definition at line 2913 of file lpi_msk.c.

References SCIPlpiExistsPrimalRay().

SCIP_Bool SCIPlpiIsDualFeasible ( SCIP_LPI lpi)

returns TRUE iff LP is proven to be dual feasible

Parameters
lpiLP interface structure

Definition at line 2921 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiIsOptimal ( SCIP_LPI lpi)

returns TRUE iff LP was solved to optimality

Parameters
lpiLP interface structure

Definition at line 2940 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_CALL_ABORT, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiIsStable ( SCIP_LPI lpi)

returns TRUE iff current LP basis is stable

Parameters
lpiLP interface structure

Definition at line 2958 of file lpi_msk.c.

References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode.

SCIP_Bool SCIPlpiIsObjlimExc ( SCIP_LPI lpi)

returns TRUE iff the objective limit was reached

Parameters
lpiLP interface structure

Definition at line 2973 of file lpi_msk.c.

References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode.

SCIP_Bool SCIPlpiIsIterlimExc ( SCIP_LPI lpi)

returns TRUE iff the iteration limit was reached

Parameters
lpiLP interface structure

Definition at line 2985 of file lpi_msk.c.

References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode.

SCIP_Bool SCIPlpiIsTimelimExc ( SCIP_LPI lpi)

returns TRUE iff the time limit was reached

Parameters
lpiLP interface structure

Definition at line 2997 of file lpi_msk.c.

References MosekEnv, NULL, SCIP_LPi::task, and SCIP_LPi::termcode.

int SCIPlpiGetInternalStatus ( SCIP_LPI lpi)

returns the internal solution status of the solver

Parameters
lpiLP interface structure

Definition at line 3009 of file lpi_msk.c.

References getSolutionStatus(), SCIP_LPi::lpid, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiIgnoreInstability ( SCIP_LPI lpi,
SCIP_Bool success 
)

tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call

Parameters
lpiLP interface structure
successpointer to store, whether the instability could be ignored

Definition at line 3030 of file lpi_msk.c.

References FALSE, SCIP_LPi::lpid, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetObjval ( SCIP_LPI lpi,
SCIP_Real objval 
)

gets objective value of solution

Parameters
lpiLP interface structure
objvalstores the objective value

Definition at line 3047 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetSol ( SCIP_LPI lpi,
SCIP_Real objval,
SCIP_Real primsol,
SCIP_Real dualsol,
SCIP_Real activity,
SCIP_Real redcost 
)

gets primal and dual solution vectors

Parameters
lpiLP interface structure
objvalstores the objective value, may be NULL if not needed
primsolprimal solution vector, may be NULL if not needed
dualsoldual solution vector, may be NULL if not needed
activityrow activity vector, may be NULL if not needed
redcostreduced cost vector, may be NULL if not needed

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.

SCIP_RETCODE SCIPlpiGetPrimalRay ( SCIP_LPI lpi,
SCIP_Real ray 
)

gets primal ray for unbounded LPs

Unbounded ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.

Parameters
lpiLP interface structure
rayprimal ray

Definition at line 3112 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetDualfarkas ( SCIP_LPI lpi,
SCIP_Real dualfarkas 
)

gets dual Farkas proof for infeasibility

Infeasibility ray (NULL returned if none/wrong). Up to user to use delete [] on these arrays.

Parameters
lpiLP interface structure
dualfarkasdual Farkas row multipliers

Definition at line 3130 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetIterations ( SCIP_LPI lpi,
int *  iterations 
)

gets the number of LP iterations of the last solve call

Parameters
lpiLP interface structure
iterationspointer to store the number of 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.

SCIP_RETCODE SCIPlpiGetRealSolQuality ( SCIP_LPI lpi,
SCIP_LPSOLQUALITY  qualityindicator,
SCIP_Real quality 
)

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 quality, if the requested quantity is not available.

Parameters
lpiLP interface structure
qualityindicatorindicates which quality should be returned
qualitypointer to store quality number

Definition at line 3169 of file lpi_msk.c.

References NULL, SCIP_INVALID, and SCIP_OKAY.

static SCIP_RETCODE handle_singular ( SCIP_LPI lpi,
int *  basis,
MSKrescodee  res 
)
static

handle singular basis

Parameters
lpiLP interface structure
basisarray of basis indices
resresult

Definition at line 3185 of file lpi_msk.c.

References MOSEK_CALL, SCIP_CALL, SCIP_OKAY, SCIPlpiSolvePrimal(), and SCIP_LPi::task.

Referenced by SCIPlpiGetBasisInd().

static SCIP_RETCODE convertstat_mosek2scip ( SCIP_LPI lpi,
MSKaccmodee  acc,
MSKstakeye *  sk,
int  n,
int *  stat 
)
static

convert Mosek status to SCIP status

Parameters
lpiLP interface structure
acc???
sk???
nsize
statstatus array

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().

static SCIP_RETCODE convertstat_mosek2scip_slack ( SCIP_LPI lpi,
MSKaccmodee  acc,
MSKstakeye *  sk,
int  n,
int *  stat 
)
static

convert Mosek to SCIP status - slack variables

Parameters
lpiLP interface structure
acc???
sk???
nsize
statstatus array

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().

static void convertstat_scip2mosek ( int *  stat,
int  n,
MSKstakeye *  resstat 
)
static

convert SCIP to Mosek status

Parameters
statSCIP status array
nsize of array
resstatresulting Mosek status array

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().

static void convertstat_scip2mosek_slack ( int *  stat,
int  n,
MSKstakeye *  resstat 
)
static

convert SCIP to Mosek status - slack variables

Parameters
statSCIP status array
nsize of array
resstatresulting Mosek status array

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().

SCIP_RETCODE SCIPlpiGetBase ( SCIP_LPI lpi,
int *  cstat,
int *  rstat 
)

gets current basis status for columns and rows; arrays must be large enough to store the basis status

Parameters
lpiLP interface structure
cstatarray to store column basis status, or NULL
rstatarray to store row basis status, or NULL

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.

SCIP_RETCODE SCIPlpiSetBase ( SCIP_LPI lpi,
int *  cstat,
int *  rstat 
)

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

Parameters
lpiLP interface structure
cstatarray with column basis status
rstatarray with row basis status

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.

SCIP_RETCODE SCIPlpiGetBasisInd ( SCIP_LPI lpi,
int *  bind 
)

returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m

Parameters
lpiLP interface structure
bindpointer to store basis indices ready to keep number of rows entries

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.

SCIP_RETCODE SCIPlpiGetBInvCol ( SCIP_LPI lpi,
int  c,
SCIP_Real coef 
)

get dense column of inverse basis matrix B^-1

Parameters
lpiLP interface structure
ccolumn number of B^-1; this is NOT the number of the column in the LP; you have to call SCIPlpiGetBasisInd() to get the array which links the B^-1 column numbers to the row and column numbers of the LP! c must be between 0 and nrows-1, since the basis has the size nrows * nrows
coefpointer to store the coefficients of the column

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.

SCIP_RETCODE SCIPlpiGetBInvACol ( SCIP_LPI lpi,
int  c,
SCIP_Real coef 
)

get dense column of inverse basis matrix times constraint matrix B^-1 * A

Parameters
lpiLP interface structure
ccolumn number
coefvector to return coefficients

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.

SCIP_RETCODE SCIPlpiGetBInvRow ( SCIP_LPI lpi,
int  row,
SCIP_Real coef 
)

get dense row of inverse basis matrix B^-1

Parameters
lpiLP interface structure
rowrow number
coefpointer to store the coefficients of the row

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.

SCIP_RETCODE SCIPlpiGetBInvARow ( SCIP_LPI lpi,
int  row,
const SCIP_Real binvrow,
SCIP_Real val 
)

get dense row of inverse basis matrix times constraint matrix B^-1 * A

Parameters
lpiLP interface structure
rowrow number
binvrowrow in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL
valvector to return coefficients

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.

static SCIP_RETCODE lpistateCreate ( SCIP_LPISTATE **  lpistate,
BMS_BLKMEM blkmem,
int  ncols,
int  nrows 
)
static

creates LPi state information object

Parameters
lpistatepointer to LPi state
blkmemblock memory
ncolsnumber of columns to store
nrowsnumber of rows to store

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().

static void lpistateFree ( SCIP_LPISTATE **  lpistate,
BMS_BLKMEM blkmem 
)
static

frees LPi state information

Parameters
lpistatepointer to LPi state information (like basis information)
blkmemblock memory

Definition at line 3722 of file lpi_msk.c.

References BMSfreeBlockMemory, BMSfreeBlockMemoryArray, colpacketNum(), NULL, and rowpacketNum().

Referenced by SCIPlpiFreeState().

static SCIP_RETCODE checkState1 ( SCIP_LPI lpi,
int  n,
MSKstakeye *  sk,
MSKaccmodee  accmode,
char  xc 
)
static

check state

Parameters
lpiLP interface structure
nnumber of rows or columns
sk???
accmode???
xc???

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().

static SCIP_RETCODE checkState ( SCIP_LPI lpi,
int  ncols,
int  nrows 
)
static

check state

Parameters
lpiLP interface structure
ncolsnumber of columns
nrowsnumber of rows

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().

static SCIP_RETCODE lpistatePack ( SCIP_LPI lpi,
SCIP_LPISTATE lpistate 
)
static

store row and column basis status in a packed LPi state object

Parameters
lpiLP interface structure
lpistatepointer to LPi state data

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().

static void lpistateUnpack ( SCIP_LPISTATE lpistate,
MSKstakeye *  skx,
MSKstakeye *  skc 
)
static

unpacks row and column basis status from a packed LPi state object

Parameters
lpistatepointer to LPi state data
skx???
skc???

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().

SCIP_RETCODE SCIPlpiGetState ( SCIP_LPI lpi,
BMS_BLKMEM blkmem,
SCIP_LPISTATE **  lpistate 
)

stores LP state (like basis information) into lpistate object

Parameters
lpiLP interface structure
blkmemblock memory
lpistatepointer to LP state information (like basis information)

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.

SCIP_RETCODE SCIPlpiSetState ( SCIP_LPI lpi,
BMS_BLKMEM blkmem,
SCIP_LPISTATE lpistate 
)

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()

Parameters
lpiLP interface structure
blkmemblock memory
lpistateLP state information (like basis information)

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.

SCIP_RETCODE SCIPlpiClearState ( SCIP_LPI lpi)

clears current LPi state (like basis information) of the solver

Parameters
lpiLP interface structure

Definition at line 3953 of file lpi_msk.c.

References SCIP_LPi::messagehdlr, NULL, SCIP_OKAY, and SCIPmessagePrintWarning().

SCIP_RETCODE SCIPlpiFreeState ( SCIP_LPI lpi,
BMS_BLKMEM blkmem,
SCIP_LPISTATE **  lpistate 
)

frees LP state information

Parameters
lpiLP interface structure
blkmemblock memory
lpistatepointer to LP state information (like basis information)

Definition at line 3966 of file lpi_msk.c.

References SCIP_LPi::lpid, lpistateFree(), MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_Bool SCIPlpiHasStateBasis ( SCIP_LPI lpi,
SCIP_LPISTATE lpistate 
)

checks, whether the given LP state contains simplex basis information

Parameters
lpiLP interface structure
lpistateLP state information (like 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.

SCIP_RETCODE SCIPlpiReadState ( SCIP_LPI lpi,
const char *  fname 
)

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

Parameters
lpiLP interface structure
fnamefile name

Definition at line 4002 of file lpi_msk.c.

References MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiWriteState ( SCIP_LPI lpi,
const char *  fname 
)

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:

  • filename
  • bool writeValues
  • int formatType (0 - normal, 1 - extra accuracy, 2 - IEEE hex)
Parameters
lpiLP interface structure
fnamefile name

Definition at line 4019 of file lpi_msk.c.

References MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiGetNorms ( SCIP_LPI lpi,
BMS_BLKMEM blkmem,
SCIP_LPINORMS **  lpinorms 
)

stores LPi pricing norms information

Parameters
lpiLP interface structure
blkmemblock memory
lpinormspointer to LPi pricing norms information

Definition at line 4053 of file lpi_msk.c.

References NULL, and SCIP_OKAY.

SCIP_RETCODE SCIPlpiSetNorms ( SCIP_LPI lpi,
BMS_BLKMEM blkmem,
SCIP_LPINORMS lpinorms 
)

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()

Parameters
lpiLP interface structure
blkmemblock memory
lpinormsLPi pricing norms information

Definition at line 4069 of file lpi_msk.c.

References NULL, and SCIP_OKAY.

SCIP_RETCODE SCIPlpiFreeNorms ( SCIP_LPI lpi,
BMS_BLKMEM blkmem,
SCIP_LPINORMS **  lpinorms 
)

frees pricing norms information

Parameters
lpiLP interface structure
blkmemblock memory
lpinormspointer to LPi pricing norms information

Definition at line 4082 of file lpi_msk.c.

References NULL, and SCIP_OKAY.

static const char* paramty2str ( SCIP_LPPARAM  type)
static

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().

SCIP_RETCODE SCIPlpiGetIntpar ( SCIP_LPI lpi,
SCIP_LPPARAM  type,
int *  ival 
)

gets integer parameter of LP

Parameters
lpiLP interface structure
typeparameter number
ivalbuffer to store the parameter value

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.

SCIP_RETCODE SCIPlpiSetIntpar ( SCIP_LPI lpi,
SCIP_LPPARAM  type,
int  ival 
)

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

Parameters
lpiLP interface structure
typeparameter number
ivalparameter value

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.

SCIP_RETCODE SCIPlpiGetRealpar ( SCIP_LPI lpi,
SCIP_LPPARAM  type,
SCIP_Real dval 
)

gets floating point parameter of LP

Parameters
lpiLP interface structure
typeparameter number
dvalbuffer to store the parameter value

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.

SCIP_RETCODE SCIPlpiSetRealpar ( SCIP_LPI lpi,
SCIP_LPPARAM  type,
SCIP_Real  dval 
)

sets floating point parameter of LP

Parameters
lpiLP interface structure
typeparameter number
dvalparameter value

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.

SCIP_Real SCIPlpiInfinity ( SCIP_LPI lpi)

returns value treated as infinity in the LP solver

Parameters
lpiLP interface structure

Definition at line 4432 of file lpi_msk.c.

References MosekEnv, NULL, and SCIP_LPi::task.

SCIP_Bool SCIPlpiIsInfinity ( SCIP_LPI lpi,
SCIP_Real  val 
)

checks if given value is treated as infinity in the LP solver

Parameters
lpiLP interface structure
valvalue to be checked for infinity

Definition at line 4444 of file lpi_msk.c.

References IS_POSINF, MosekEnv, NULL, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiReadLP ( SCIP_LPI lpi,
const char *  fname 
)

reads LP from a file

read file in MPS format parameters: filename bool keepNames bool ignoreErrors

Parameters
lpiLP interface structure
fnamefile name

Definition at line 4463 of file lpi_msk.c.

References SCIP_LPi::lpid, MOSEK_CALL, MosekEnv, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_LPi::task.

SCIP_RETCODE SCIPlpiWriteLP ( SCIP_LPI lpi,
const char *  fname 
)

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

Parameters
lpiLP interface structure
fnamefile name

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

MSKenv_t MosekEnv = NULL
static

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().

int numlp = 0
static

Definition at line 66 of file lpi_msk.c.

Referenced by SCIPlpiCreate(), and SCIPlpiFree().

int nextlpid = 1
static

Definition at line 69 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

int numstrongbranchmaxiterup = 0
static

Definition at line 70 of file lpi_msk.c.

Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().

int numstrongbranchmaxiterdo = 0
static

Definition at line 71 of file lpi_msk.c.

Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().

int numprimalmaxiter = 0
static

Definition at line 72 of file lpi_msk.c.

Referenced by SCIPlpiSolvePrimal(), and SolveWSimplex().

int numdualmaxiter = 0
static

Definition at line 73 of file lpi_msk.c.

Referenced by SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), and SolveWSimplex().

int numstrongbranchobjup = 0
static

Definition at line 74 of file lpi_msk.c.

Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().

int numstrongbranchobjdo = 0
static

Definition at line 75 of file lpi_msk.c.

Referenced by SCIPlpiStrongbranch(), and SolveWSimplex().

int numprimalobj = 0
static

Definition at line 76 of file lpi_msk.c.

Referenced by SCIPlpiSolvePrimal(), and SolveWSimplex().

int numdualobj = 0
static

Definition at line 77 of file lpi_msk.c.

Referenced by SCIPlpiSolveDual(), and SolveWSimplex().

char mskname[100]
static

Definition at line 596 of file lpi_msk.c.

Referenced by SCIPlpiGetSolverName().

const char* paramname[]
static
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().