Detailed Description

methods to store an NLP and request function, gradient, and hessian values

Author: Stefan Vigerske

Not a full NLPI, but implements a common part of many NLPIs that takes care of the problem storage and function, gradient, and hessian evaluation.

Definition in file nlpioracle.h.

#include "scip/type_message.h"
#include "nlpi/type_nlpi.h"

Go to the source code of this file.

Typedefs
typedef struct SCIP_NlpiOracle	SCIP_NLPIORACLE

Functions
SCIP_RETCODE	SCIPnlpiOracleCreate (BMS_BLKMEM blkmem, SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleFree (SCIP_NLPIORACLE **oracle)

SCIP_RETCODE	SCIPnlpiOracleSetInfinity (SCIP_NLPIORACLE *oracle, SCIP_Real infinity)

SCIP_Real	SCIPnlpiOracleGetInfinity (SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleSetProblemName (SCIP_NLPIORACLE oracle, const char name)

const char *	SCIPnlpiOracleGetProblemName (SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleAddVars (SCIP_NLPIORACLE oracle, int nvars, const SCIP_Real lbs, const SCIP_Real ubs, const char *varnames)

SCIP_RETCODE	SCIPnlpiOracleAddConstraints (SCIP_NLPIORACLE oracle, int nconss, const SCIP_Real lhss, const SCIP_Real rhss, const int nlininds, int const lininds, SCIP_Real const linvals, const int nquadelems, SCIP_QUADELEM const quadelems, int const exprvaridxs, SCIP_EXPRTREE const exprtrees, const char *consnames)

SCIP_RETCODE	SCIPnlpiOracleSetObjective (SCIP_NLPIORACLE oracle, const SCIP_Real constant, int nlin, const int lininds, const SCIP_Real linvals, int nquadelems, const SCIP_QUADELEM quadelems, const int exprvaridxs, const SCIP_EXPRTREE exprtree)

SCIP_RETCODE	SCIPnlpiOracleChgVarBounds (SCIP_NLPIORACLE oracle, int nvars, const int indices, const SCIP_Real lbs, const SCIP_Real ubs)

SCIP_RETCODE	SCIPnlpiOracleChgConsSides (SCIP_NLPIORACLE oracle, int nconss, const int indices, const SCIP_Real lhss, const SCIP_Real rhss)

SCIP_RETCODE	SCIPnlpiOracleDelVarSet (SCIP_NLPIORACLE oracle, int delstats)

SCIP_RETCODE	SCIPnlpiOracleDelConsSet (SCIP_NLPIORACLE oracle, int delstats)

SCIP_RETCODE	SCIPnlpiOracleChgLinearCoefs (SCIP_NLPIORACLE oracle, int considx, int nentries, const int varidxs, const SCIP_Real *newcoefs)

SCIP_RETCODE	SCIPnlpiOracleChgQuadCoefs (SCIP_NLPIORACLE oracle, int considx, int nquadelems, const SCIP_QUADELEM quadelems)

SCIP_RETCODE	SCIPnlpiOracleChgExprtree (SCIP_NLPIORACLE oracle, int considx, const int exprvaridxs, const SCIP_EXPRTREE *exprtree)

SCIP_RETCODE	SCIPnlpiOracleChgExprParam (SCIP_NLPIORACLE *oracle, int considx, int paramidx, SCIP_Real paramval)

SCIP_RETCODE	SCIPnlpiOracleChgObjConstant (SCIP_NLPIORACLE *oracle, SCIP_Real objconstant)

int	SCIPnlpiOracleGetNVars (SCIP_NLPIORACLE *oracle)

int	SCIPnlpiOracleGetNConstraints (SCIP_NLPIORACLE *oracle)

const SCIP_Real *	SCIPnlpiOracleGetVarLbs (SCIP_NLPIORACLE *oracle)

const SCIP_Real *	SCIPnlpiOracleGetVarUbs (SCIP_NLPIORACLE *oracle)

char **	SCIPnlpiOracleGetVarNames (SCIP_NLPIORACLE *oracle)

int	SCIPnlpiOracleGetVarDegree (SCIP_NLPIORACLE *oracle, int varidx)

int *	SCIPnlpiOracleGetVarDegrees (SCIP_NLPIORACLE *oracle)

SCIP_Real	SCIPnlpiOracleGetConstraintLhs (SCIP_NLPIORACLE *oracle, int considx)

SCIP_Real	SCIPnlpiOracleGetConstraintRhs (SCIP_NLPIORACLE *oracle, int considx)

char *	SCIPnlpiOracleGetConstraintName (SCIP_NLPIORACLE *oracle, int considx)

int	SCIPnlpiOracleGetConstraintDegree (SCIP_NLPIORACLE *oracle, int considx)

int	SCIPnlpiOracleGetMaxDegree (SCIP_NLPIORACLE *oracle)

SCIP_RETCODE	SCIPnlpiOracleEvalObjectiveValue (SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Real *objval)

SCIP_RETCODE	SCIPnlpiOracleEvalConstraintValue (SCIP_NLPIORACLE oracle, int considx, const SCIP_Real x, SCIP_Real *conval)

SCIP_RETCODE	SCIPnlpiOracleEvalConstraintValues (SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Real *convals)

SCIP_RETCODE	SCIPnlpiOracleEvalObjectiveGradient (SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real objval, SCIP_Real objgrad)

SCIP_RETCODE	SCIPnlpiOracleEvalConstraintGradient (SCIP_NLPIORACLE oracle, const int considx, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real conval, SCIP_Real congrad)

SCIP_RETCODE	SCIPnlpiOracleGetJacobianSparsity (SCIP_NLPIORACLE oracle, const int offset, const int *col)

SCIP_RETCODE	SCIPnlpiOracleEvalJacobian (SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real convals, SCIP_Real jacobi)

SCIP_RETCODE	SCIPnlpiOracleGetHessianLagSparsity (SCIP_NLPIORACLE oracle, const int offset, const int *col)

SCIP_RETCODE	SCIPnlpiOracleEvalHessianLag (SCIP_NLPIORACLE oracle, const SCIP_Real x, SCIP_Bool isnewx, SCIP_Real objfactor, const SCIP_Real lambdas, SCIP_Real hessian)

SCIP_RETCODE	SCIPnlpiOraclePrintProblem (SCIP_NLPIORACLE oracle, SCIP_MESSAGEHDLR messagehdlr, FILE *file)

SCIP_RETCODE	SCIPnlpiOraclePrintProblemGams (SCIP_NLPIORACLE oracle, SCIP_Real initval, SCIP_MESSAGEHDLR messagehdlr, FILE file)

Typedef Documentation

typedef struct SCIP_NlpiOracle SCIP_NLPIORACLE

NLPI oracle data structure

Definition at line 35 of file nlpioracle.h.

Function Documentation

SCIP_RETCODE SCIPnlpiOracleCreate	(	BMS_BLKMEM *	blkmem,
		SCIP_NLPIORACLE **	oracle
	)

creates an NLPIORACLE data structure

Parameters

blkmem	block memory
oracle	pointer to store NLPIORACLE data structure

Definition at line 1320 of file nlpioracle.c.

References BMSallocMemory, BMSclearMemory, createConstraint(), NULL, SCIP_ALLOC, SCIP_CALL, SCIP_DEFAULT_INFINITY, SCIP_OKAY, SCIPdebugMessage, SCIPexprintCreate(), SCIPexprintGetName(), and TRUE.

Referenced by SCIP_DECL_NLPICREATEPROBLEM().

SCIP_RETCODE SCIPnlpiOracleFree ( SCIP_NLPIORACLE ** oracle )

frees an NLPIORACLE data structure

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 1347 of file nlpioracle.c.

References BMSfreeMemory, freeConstraint(), freeConstraints(), freeVariables(), invalidateHessianLagSparsity(), invalidateJacobiSparsity(), NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprintFree(), and SCIPnlpiOracleSetProblemName().

Referenced by SCIP_DECL_NLPIFREEPROBLEM().

SCIP_RETCODE SCIPnlpiOracleSetInfinity	(	SCIP_NLPIORACLE *	oracle,
		SCIP_Real	infinity
	)

sets the value for infinity

Parameters

oracle	pointer to NLPIORACLE data structure
infinity	value to use for infinity

Definition at line 1376 of file nlpioracle.c.

References SCIP_NlpiOracle::infinity, NULL, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIP_DECL_NLPICREATEPROBLEM(), and SCIP_DECL_NLPISETREALPAR().

SCIP_Real SCIPnlpiOracleGetInfinity ( SCIP_NLPIORACLE * oracle )

gets the value for infinity

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 1392 of file nlpioracle.c.

References SCIP_NlpiOracle::infinity, NULL, and SCIPdebugMessage.

Referenced by SCIP_DECL_NLPIGETREALPAR().

SCIP_RETCODE SCIPnlpiOracleSetProblemName	(	SCIP_NLPIORACLE *	oracle,
		const char *	name
	)

sets the problem name (used for printing)

Parameters

oracle	pointer to NLPIORACLE data structure
name	name of problem

Definition at line 1404 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSduplicateBlockMemoryArray, BMSfreeBlockMemoryArray, SCIP_NlpiOracle::name, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIP_DECL_NLPICREATEPROBLEM(), and SCIPnlpiOracleFree().

const char* SCIPnlpiOracleGetProblemName ( SCIP_NLPIORACLE * oracle )

gets the problem name, or NULL if none set

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 1427 of file nlpioracle.c.

References SCIP_NlpiOracle::name, NULL, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOracleAddVars	(	SCIP_NLPIORACLE *	oracle,
		int	nvars,
		const SCIP_Real *	lbs,
		const SCIP_Real *	ubs,
		const char **	varnames
	)

adds variables

Parameters

oracle	pointer to NLPIORACLE data structure
nvars	number of variables to add
lbs	array with lower bounds of new variables, or NULL if all -infinity
ubs	array with upper bounds of new variables, or NULL if all +infinity
varnames	array with names of new variables, or NULL if no names should be stored

Definition at line 1439 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSallocBlockMemoryArray, BMSclearMemoryArray, BMScopyMemoryArray, BMSduplicateBlockMemoryArray, ensureVarsSize(), EPSEQ, SCIP_NlpiOracle::infinity, invalidateHessianLagSparsity(), NULL, SCIP_NlpiOracle::nvars, SCIP_ALLOC, SCIP_CALL, SCIP_DEFAULT_EPSILON, SCIP_OKAY, SCIPdebugMessage, SCIP_NlpiOracle::vardegrees, SCIP_NlpiOracle::varlbs, SCIP_NlpiOracle::varnames, SCIP_NlpiOracle::varssize, and SCIP_NlpiOracle::varubs.

Referenced by SCIP_DECL_NLPIADDVARS().

SCIP_RETCODE SCIPnlpiOracleAddConstraints	(	SCIP_NLPIORACLE *	oracle,
		int	nconss,
		const SCIP_Real *	lhss,
		const SCIP_Real *	rhss,
		const int *	nlininds,
		int const	lininds,
		SCIP_Real const	linvals,
		const int *	nquadelems,
		SCIP_QUADELEM const	quadelems,
		int const	exprvaridxs,
		SCIP_EXPRTREE const	exprtrees,
		const char **	consnames
	)

adds constraints

linear coefficients: row(=constraint) oriented matrix; quadratic coefficients: row oriented matrix for each constraint

Parameters

oracle	pointer to NLPIORACLE data structure
nconss	number of constraints to add
lhss	array with left-hand sides of constraints, or NULL if all -infinity
rhss	array with right-hand sides of constraints, or NULL if all +infinity
nlininds	number of linear coefficients for each constraint, may be NULL in case of no linear part
lininds	indices of variables for linear coefficients for each constraint, may be NULL in case of no linear part
linvals	values of linear coefficient for each constraint, may be NULL in case of no linear part
nquadelems	number of elements in matrix of quadratic part for each constraint, may be NULL in case of no quadratic part in any constraint
quadelems	quadratic elements specifying quadratic part for each constraint, entry of array may be NULL in case of no quadratic part, may be NULL in case of no quadratic part in any constraint
exprvaridxs	NULL if no nonquadratic parts, otherwise epxrvaridxs[.] maps variable indices in expression tree to indices in nlp
exprtrees	NULL if no nonquadratic parts, otherwise exprtrees[.] gives nonquadratic part, or NULL if no nonquadratic part in this constraint
consnames	names of new constraints, or NULL if no names should be stored

Definition at line 1524 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, SCIP_NlpiOracle::conss, createConstraint(), ensureConssSize(), SCIP_NlpiOracle::exprinterpreter, SCIP_NlpiOracleCons::exprtree, FALSE, SCIP_NlpiOracle::infinity, invalidateHessianLagSparsity(), invalidateJacobiSparsity(), SCIP_NlpiOracle::nconss, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprintCompile(), TRUE, updateVariableDegreesCons(), and SCIP_NlpiOracle::vardegreesuptodate.

Referenced by SCIP_DECL_NLPIADDCONSTRAINTS().

SCIP_RETCODE SCIPnlpiOracleSetObjective	(	SCIP_NLPIORACLE *	oracle,
		const SCIP_Real	constant,
		int	nlin,
		const int *	lininds,
		const SCIP_Real *	linvals,
		int	nquadelems,
		const SCIP_QUADELEM *	quadelems,
		const int *	exprvaridxs,
		const SCIP_EXPRTREE *	exprtree
	)

sets or overwrites objective, a minimization problem is expected

May change sparsity pattern.

Parameters

oracle	pointer to NLPIORACLE data structure
constant	constant part of objective
nlin	number of linear variable coefficients
lininds	indices of linear variables, or NULL if no linear part
linvals	coefficients of linear variables, or NULL if no linear part
nquadelems	number of entries in matrix of quadratic part
quadelems	entries in matrix of quadratic part, may be NULL in case of no quadratic part
exprvaridxs	maps variable indices in expression tree to indices in nlp, or NULL if no nonquadratic part
exprtree	expression tree of nonquadratic part, or NULL if no nonquadratic part

Definition at line 1602 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, createConstraint(), SCIP_NlpiOracle::exprinterpreter, SCIP_NlpiOracleCons::exprtree, FALSE, freeConstraint(), SCIP_NlpiOracle::infinity, invalidateHessianLagSparsity(), NULL, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::quadsize, REALABS, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprintCompile(), and SCIP_NlpiOracle::vardegreesuptodate.

Referenced by SCIP_DECL_NLPISETOBJECTIVE().

SCIP_RETCODE SCIPnlpiOracleChgVarBounds	(	SCIP_NLPIORACLE *	oracle,
		int	nvars,
		const int *	indices,
		const SCIP_Real *	lbs,
		const SCIP_Real *	ubs
	)

change variable bounds

Parameters

oracle	pointer to NLPIORACLE data structure
nvars	number of variables to change bounds
indices	indices of variables to change bounds
lbs	new lower bounds, or NULL if all should be -infty
ubs	new upper bounds, or NULL if all should be +infty

Definition at line 1639 of file nlpioracle.c.

References EPSEQ, SCIP_NlpiOracle::infinity, NULL, SCIP_NlpiOracle::nvars, SCIP_DEFAULT_EPSILON, SCIP_OKAY, SCIPdebugMessage, SCIP_NlpiOracle::varlbs, and SCIP_NlpiOracle::varubs.

Referenced by SCIP_DECL_NLPICHGVARBOUNDS().

SCIP_RETCODE SCIPnlpiOracleChgConsSides	(	SCIP_NLPIORACLE *	oracle,
		int	nconss,
		const int *	indices,
		const SCIP_Real *	lhss,
		const SCIP_Real *	rhss
	)

change constraint sides

change constraint bounds

Parameters

oracle	pointer to NLPIORACLE data structure
nconss	number of constraints to change bounds
indices	indices of constraints to change bounds
lhss	new left-hand sides, or NULL if all should be -infty
rhss	new right-hand sides, or NULL if all should be +infty

Definition at line 1675 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, EPSEQ, SCIP_NlpiOracle::infinity, SCIP_NlpiOracleCons::lhs, SCIP_NlpiOracle::nconss, NULL, SCIP_NlpiOracleCons::rhs, SCIP_DEFAULT_EPSILON, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIP_DECL_NLPICHGCONSSIDES().

SCIP_RETCODE SCIPnlpiOracleDelVarSet	(	SCIP_NLPIORACLE *	oracle,
		int *	delstats
	)

deletes a set of variables

Parameters

oracle	pointer to NLPIORACLE data structure
delstats	deletion status of vars in input (1 if var should be deleted, 0 if not); new position of var in output (-1 if var was deleted)

Definition at line 1709 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSfreeBlockMemoryArray, BMSfreeBlockMemoryArrayNull, clearDeletedLinearElements(), clearDeletedQuadElements(), SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::exprvaridxs, freeVariables(), invalidateHessianLagSparsity(), invalidateJacobiSparsity(), SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracleCons::linidxs, mapIndices(), mapIndicesQuad(), moveVariable(), SCIP_NlpiOracle::nconss, SCIP_NlpiOracleCons::nlinidxs, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::quadelems, SCIP_NlpiOracleCons::quadsize, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprtreeFree(), SCIPexprtreeGetNVars(), SCIPquadelemSort(), SCIPsortIntReal(), and SCIP_NlpiOracle::varnames.

Referenced by SCIP_DECL_NLPIDELVARSET().

SCIP_RETCODE SCIPnlpiOracleDelConsSet	(	SCIP_NLPIORACLE *	oracle,
		int *	delstats
	)

deletes a set of constraints

Parameters

oracle	pointer to NLPIORACLE data structure
delstats	array with deletion status of rows in input (1 if row should be deleted, 0 if not); new position of row in output (-1 if row was deleted)

Definition at line 1819 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, SCIP_NlpiOracle::conss, FALSE, freeConstraint(), freeConstraints(), invalidateHessianLagSparsity(), invalidateJacobiSparsity(), SCIP_NlpiOracle::nconss, NULL, SCIP_OKAY, SCIPdebugMessage, and SCIP_NlpiOracle::vardegreesuptodate.

Referenced by SCIP_DECL_NLPIDELCONSSET().

SCIP_RETCODE SCIPnlpiOracleChgLinearCoefs	(	SCIP_NLPIORACLE *	oracle,
		int	considx,
		int	nentries,
		const int *	varidxs,
		const SCIP_Real *	newcoefs
	)

changes (or adds) linear coefficients in one constraint or objective

changes linear coefficients in one constraint or objective

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint where linear coefficients should be changed, or -1 for objective
nentries	number of coefficients to change
varidxs	array with indices of variables which coefficients should be changed
newcoefs	array with new coefficients of variables

Definition at line 1897 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSduplicateBlockMemoryArray, SCIP_NlpiOracle::conss, ensureConsLinSize(), FALSE, invalidateJacobiSparsity(), SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracleCons::linidxs, SCIP_NlpiOracleCons::linsize, MAX, SCIP_NlpiOracleCons::nlinidxs, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, SCIP_ALLOC, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPsortedvecFindInt(), sortLinearCoefficients(), TRUE, SCIP_NlpiOracle::vardegrees, and SCIP_NlpiOracle::vardegreesuptodate.

Referenced by SCIP_DECL_NLPICHGLINEARCOEFS().

SCIP_RETCODE SCIPnlpiOracleChgQuadCoefs	(	SCIP_NLPIORACLE *	oracle,
		int	considx,
		int	nquadelems,
		const SCIP_QUADELEM *	quadelems
	)

changes (or adds) coefficients in the quadratic part of one constraint or objective

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint where quadratic coefficients should be changed, or -1 for objective
nquadelems	number of entries in quadratic constraint to change
quadelems	new elements in quadratic matrix (replacing already existing ones or adding new ones)

Definition at line 1994 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSduplicateBlockMemoryArray, SCIP_QuadElement::coef, SCIP_NlpiOracle::conss, ensureConsQuadSize(), FALSE, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, invalidateHessianLagSparsity(), invalidateJacobiSparsity(), MAX, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::quadelems, SCIP_NlpiOracleCons::quadsize, SCIP_ALLOC, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPquadelemSort(), SCIPquadelemSortedFind(), SCIPquadelemSqueeze(), TRUE, SCIP_NlpiOracle::vardegrees, and SCIP_NlpiOracle::vardegreesuptodate.

Referenced by SCIP_DECL_NLPICHGQUADCOEFS().

SCIP_RETCODE SCIPnlpiOracleChgExprtree	(	SCIP_NLPIORACLE *	oracle,
		int	considx,
		const int *	exprvaridxs,
		const SCIP_EXPRTREE *	exprtree
	)

replaces expression tree of one constraint or objective

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint where expression tree should be changed, or -1 for objective
exprvaridxs	problem indices of variables in expression tree
exprtree	new expression tree, or NULL

Definition at line 2092 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSduplicateBlockMemoryArray, BMSfreeBlockMemoryArray, SCIP_NlpiOracle::conss, SCIP_NlpiOracle::exprinterpreter, SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::exprvaridxs, FALSE, invalidateHessianLagSparsity(), invalidateJacobiSparsity(), NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprintCompile(), SCIPexprtreeCopy(), SCIPexprtreeFree(), SCIPexprtreeGetNVars(), SCIP_NlpiOracle::vardegrees, and SCIP_NlpiOracle::vardegreesuptodate.

Referenced by SCIP_DECL_NLPICHGEXPRTREE().

SCIP_RETCODE SCIPnlpiOracleChgExprParam	(	SCIP_NLPIORACLE *	oracle,
		int	considx,
		int	paramidx,
		SCIP_Real	paramval
	)

changes one parameter of expression tree of one constraint or objective

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint where parameter should be changed in expression tree, or -1 for objective
paramidx	index of parameter
paramval	new value of parameter

Definition at line 2149 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::exprtree, NULL, SCIP_NlpiOracle::objective, SCIP_OKAY, SCIPdebugMessage, SCIPexprtreeGetNParams(), and SCIPexprtreeSetParamVal().

Referenced by SCIP_DECL_NLPICHGNONLINCOEF().

SCIP_RETCODE SCIPnlpiOracleChgObjConstant	(	SCIP_NLPIORACLE *	oracle,
		SCIP_Real	objconstant
	)

changes the constant value in the objective function

Parameters

oracle	pointer to NLPIORACLE data structure
objconstant	new value for objective constant

Definition at line 2174 of file nlpioracle.c.

References SCIP_NlpiOracleCons::lhs, NULL, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::rhs, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIP_DECL_NLPICHGOBJCONSTANT().

int SCIPnlpiOracleGetNVars ( SCIP_NLPIORACLE * oracle )

gives the current number of variables

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2190 of file nlpioracle.c.

References NULL, and SCIP_NlpiOracle::nvars.

Referenced by SCIP_DECL_NLPISETINITIALGUESS().

int SCIPnlpiOracleGetNConstraints ( SCIP_NLPIORACLE * oracle )

gives the current number of constraints

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2200 of file nlpioracle.c.

References SCIP_NlpiOracle::nconss, and NULL.

const SCIP_Real* SCIPnlpiOracleGetVarLbs ( SCIP_NLPIORACLE * oracle )

gives the variables lower bounds

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2210 of file nlpioracle.c.

References NULL, and SCIP_NlpiOracle::varlbs.

const SCIP_Real* SCIPnlpiOracleGetVarUbs ( SCIP_NLPIORACLE * oracle )

gives the variables upper bounds

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2220 of file nlpioracle.c.

References NULL, and SCIP_NlpiOracle::varubs.

char** SCIPnlpiOracleGetVarNames ( SCIP_NLPIORACLE * oracle )

gives the variables names, or NULL if not set

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2230 of file nlpioracle.c.

References NULL, and SCIP_NlpiOracle::varnames.

int SCIPnlpiOracleGetVarDegree	(	SCIP_NLPIORACLE *	oracle,
		int	varidx
	)

Gives maximum degree of a variable w.r.t. objective and all constraints. The degree of a variable is the degree of the summand where it appears in, and is infinity for nonpolynomial terms.

Parameters

oracle	pointer to NLPIORACLE data structure
varidx	the variable for which the degree is returned

Definition at line 2242 of file nlpioracle.c.

References NULL, updateVariableDegrees(), and SCIP_NlpiOracle::vardegrees.

int* SCIPnlpiOracleGetVarDegrees ( SCIP_NLPIORACLE * oracle )

Gives maximum degree of all variables w.r.t. objective and all constraints. The degree of a variable is the degree of the summand where it appears in, and is infinity for nonpolynomial terms.

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2259 of file nlpioracle.c.

References NULL, updateVariableDegrees(), and SCIP_NlpiOracle::vardegrees.

SCIP_Real SCIPnlpiOracleGetConstraintLhs	(	SCIP_NLPIORACLE *	oracle,
		int	considx
	)

gives left-hand side of a constraint

Parameters

oracle	pointer to NLPIORACLE data structure
considx	constraint index

Definition at line 2271 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::lhs, and NULL.

SCIP_Real SCIPnlpiOracleGetConstraintRhs	(	SCIP_NLPIORACLE *	oracle,
		int	considx
	)

gives right-hand side of a constraint

Parameters

oracle	pointer to NLPIORACLE data structure
considx	constraint index

Definition at line 2284 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, NULL, and SCIP_NlpiOracleCons::rhs.

char* SCIPnlpiOracleGetConstraintName	(	SCIP_NLPIORACLE *	oracle,
		int	considx
	)

gives name of a constraint, may be NULL

Parameters

oracle	pointer to NLPIORACLE data structure
considx	constraint index

Definition at line 2297 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::name, and NULL.

int SCIPnlpiOracleGetConstraintDegree	(	SCIP_NLPIORACLE *	oracle,
		int	considx
	)

gives maximum degree of a constraint or objective The degree is the maximal degree of all summands,, and is infinity for nonpolynomial terms.

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint for which the degree is requested, or -1 for objective

Definition at line 2312 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::nlinidxs, SCIP_NlpiOracleCons::nquadelems, NULL, and SCIP_NlpiOracle::objective.

int SCIPnlpiOracleGetMaxDegree ( SCIP_NLPIORACLE * oracle )

Gives maximum degree over all constraints and the objective (or over all variables, resp.). Thus, if this function returns 0, then the objective and all constraints are constant. If it returns 1, then the problem in linear. If it returns 2, then its a QP, QCP, or QCQP. And if it returns > 2, then it is an NLP.

Parameters

oracle pointer to NLPIORACLE data structure

Definition at line 2344 of file nlpioracle.c.

References NULL, SCIP_NlpiOracle::nvars, SCIPdebugMessage, updateVariableDegrees(), and SCIP_NlpiOracle::vardegrees.

Referenced by SCIP_DECL_NLPISOLVE().

SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue	(	SCIP_NLPIORACLE *	oracle,
		const SCIP_Real *	x,
		SCIP_Real *	objval
	)

evaluates the objective function in a given point

Parameters

oracle	pointer to NLPIORACLE data structure
x	point where to evaluate
objval	pointer to store objective value

Definition at line 2370 of file nlpioracle.c.

References evalFunctionValue(), SCIP_NlpiOracleCons::lhs, NULL, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::rhs, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOracleEvalConstraintValue	(	SCIP_NLPIORACLE *	oracle,
		int	considx,
		const SCIP_Real *	x,
		SCIP_Real *	conval
	)

evaluates one constraint function in a given point

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint to evaluate
x	point where to evaluate
conval	pointer to store constraint value

Definition at line 2389 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, evalFunctionValue(), NULL, SCIP_NlpiOracle::nvars, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues	(	SCIP_NLPIORACLE *	oracle,
		const SCIP_Real *	x,
		SCIP_Real *	convals
	)

evaluates all constraint functions in a given point

Parameters

oracle	pointer to NLPIORACLE data structure
x	point where to evaluate
convals	buffer to store constraint values

Definition at line 2408 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, evalFunctionValue(), SCIP_NlpiOracle::nconss, NULL, SCIP_NlpiOracle::nvars, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOracleEvalObjectiveGradient	(	SCIP_NLPIORACLE *	oracle,
		const SCIP_Real *	x,
		SCIP_Bool	isnewx,
		SCIP_Real *	objval,
		SCIP_Real *	objgrad
	)

computes the objective gradient in a given point

Parameters

oracle	pointer to NLPIORACLE data structure
x	point where to evaluate
isnewx	has the point x changed since the last call to some evaluation function?
objval	pointer to store objective value
objgrad	pointer to store (dense) objective gradient

Definition at line 2431 of file nlpioracle.c.

References evalFunctionGradient(), SCIP_NlpiOracleCons::lhs, NULL, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::rhs, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOracleEvalConstraintGradient	(	SCIP_NLPIORACLE *	oracle,
		const int	considx,
		const SCIP_Real *	x,
		SCIP_Bool	isnewx,
		SCIP_Real *	conval,
		SCIP_Real *	congrad
	)

computes a constraints gradient in a given point

Parameters

oracle	pointer to NLPIORACLE data structure
considx	index of constraint to compute gradient for
x	point where to evaluate
isnewx	has the point x changed since the last call to some evaluation function?
conval	pointer to store constraint value
congrad	pointer to store (dense) constraint gradient

Definition at line 2452 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, evalFunctionGradient(), NULL, SCIP_NlpiOracle::nvars, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIPnlpiOracleEvalJacobian().

SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity	(	SCIP_NLPIORACLE *	oracle,
		const int **	offset,
		const int **	col
	)

gets sparsity pattern (rowwise) of Jacobian matrix

Note that internal data is returned in *offset and *col, thus the user does not need to allocate memory there. Adding or deleting constraints destroys the sparsity structure and make another call to this function necessary.

Parameters

oracle	pointer to NLPIORACLE data structure
offset	pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL
col	pointer to store pointer that stores the indices of variables that appear in each row, offset[nconss] gives length of col, can be NULL

Definition at line 2477 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSallocBlockMemoryArray, BMSclearMemoryArray, BMScopyMemoryArray, BMSfreeBlockMemoryArray, BMSreallocBlockMemoryArray, SCIP_NlpiOracle::conss, ensureIntArraySize(), SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::exprvaridxs, FALSE, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, SCIP_NlpiOracle::jaccols, SCIP_NlpiOracle::jacoffsets, SCIP_NlpiOracleCons::linidxs, MIN, SCIP_NlpiOracle::nconss, SCIP_NlpiOracleCons::nlinidxs, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracleCons::quadelems, SCIP_ALLOC, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprtreeGetNVars(), and TRUE.

SCIP_RETCODE SCIPnlpiOracleEvalJacobian	(	SCIP_NLPIORACLE *	oracle,
		const SCIP_Real *	x,
		SCIP_Bool	isnewx,
		SCIP_Real *	convals,
		SCIP_Real *	jacobi
	)

evaluates the Jacobi matrix in a given point

The values in the Jacobi matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetJacobianSparsity. The user need to call SCIPnlpiOracleGetJacobianSparsity at least ones before using this function.

Parameters

oracle	pointer to NLPIORACLE data structure
x	point where to evaluate
isnewx	has the point x changed since the last call to some evaluation function?
convals	pointer to store constraint values, can be NULL
jacobi	pointer to store sparse jacobian values

Definition at line 2616 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSallocBlockMemoryArray, BMScopyMemoryArray, BMSfreeBlockMemoryArray, BMSfreeBlockMemoryArrayNull, SCIP_NlpiOracle::conss, SCIP_NlpiOracle::exprinterpreter, SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::exprvaridxs, SCIP_NlpiOracle::infinity, SCIP_NlpiOracle::jaccols, SCIP_NlpiOracle::jacoffsets, SCIP_NlpiOracleCons::lincoefs, SCIP_NlpiOracle::nconss, SCIP_NlpiOracleCons::nlinidxs, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_NlpiOracle::nvars, SCIP_ALLOC, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPexprintEval(), SCIPexprintGrad(), SCIPexprtreeGetNVars(), and SCIPnlpiOracleEvalConstraintGradient().

SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity	(	SCIP_NLPIORACLE *	oracle,
		const int **	offset,
		const int **	col
	)

gets sparsity pattern of the Hessian matrix of the Lagrangian

Note that internal data is returned in *offset and *col, thus the user must not to allocate memory there. Adding or deleting variables, objective, or constraints may destroy the sparsity structure and make another call to this function necessary. Only elements of the lower left triangle and the diagonal are counted.

gets sparsity pattern of the Hessian matrix of the Lagrangian

Note that internal data is returned in *offset and *col, thus the user must not allocate memory there. Adding or deleting variables, objective, or constraints may destroy the sparsity structure and make another call to this function necessary. Only elements of the lower left triangle and the diagonal are counted.

nonzeros in Hessian corresponding to one column

collen[i] is length of array colnz[i]

colnnz[i] is number of entries in colnz[i] (<= collen[i])

Parameters

oracle	pointer to NLPIORACLE data structure
offset	pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL
col	pointer to store pointer that stores the indices of variables that appear in each row, offset[nconss] gives length of col, can be NULL

Definition at line 2755 of file nlpioracle.c.

References SCIP_NlpiOracle::blkmem, BMSallocBlockMemoryArray, BMSclearMemoryArray, BMSfreeBlockMemoryArray, BMSfreeBlockMemoryArrayNull, SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::exprvaridxs, SCIP_NlpiOracle::heslagcols, SCIP_NlpiOracle::heslagoffsets, hessLagSparsitySetNzFlagForExprtree(), hessLagSparsitySetNzFlagForQuad(), SCIP_NlpiOracle::nconss, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::quadelems, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOracleEvalHessianLag	(	SCIP_NLPIORACLE *	oracle,
		const SCIP_Real *	x,
		SCIP_Bool	isnewx,
		SCIP_Real	objfactor,
		const SCIP_Real *	lambda,
		SCIP_Real *	hessian
	)

evaluates the Hessian matrix of the Lagrangian in a given point

The values in the Hessian matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetHessianLagSparsity. The user must call SCIPnlpiOracleGetHessianLagSparsity at least ones before using this function. Only elements of the lower left triangle and the diagonal are computed.

Parameters

oracle	pointer to NLPIORACLE data structure
x	point where to evaluate
isnewx	has the point x changed since the last call to some evaluation function?
objfactor	weight for objective function
lambda	weights (Lagrangian multipliers) for the constraints
hessian	pointer to store sparse hessian values

Definition at line 2852 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, SCIP_NlpiOracleCons::exprtree, SCIP_NlpiOracleCons::exprvaridxs, SCIP_NlpiOracle::heslagcols, SCIP_NlpiOracle::heslagoffsets, hessLagAddExprtree(), hessLagAddQuad(), SCIP_NlpiOracle::nconss, SCIP_NlpiOracleCons::nquadelems, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, SCIP_NlpiOracleCons::quadelems, SCIP_CALL, SCIP_CALL_QUIET, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPnlpiOraclePrintProblem	(	SCIP_NLPIORACLE *	oracle,
		SCIP_MESSAGEHDLR *	messagehdlr,
		FILE *	file
	)

prints the problem to a file.

Parameters

oracle	pointer to NLPIORACLE data structure
messagehdlr	message handler
file	file to print to, or NULL for standard output

Definition at line 2894 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, FALSE, SCIP_NlpiOracle::infinity, SCIP_NlpiOracleCons::lhs, SCIP_NlpiOracleCons::name, SCIP_NlpiOracle::name, SCIP_NlpiOracle::nconss, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, printFunction(), SCIP_NlpiOracleCons::rhs, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPmessageFPrintInfo(), SCIP_NlpiOracle::vardegrees, SCIP_NlpiOracle::vardegreesuptodate, SCIP_NlpiOracle::varlbs, SCIP_NlpiOracle::varnames, and SCIP_NlpiOracle::varubs.

SCIP_RETCODE SCIPnlpiOraclePrintProblemGams	(	SCIP_NLPIORACLE *	oracle,
		SCIP_Real *	initval,
		SCIP_MESSAGEHDLR *	messagehdlr,
		FILE *	file
	)

prints the problem to a file in GAMS format If there are variable (equation, resp.) names with more than 9 characters, then variable (equation, resp.) names are prefixed with an unique identifier. This is to make it easier to identify variables solution output in the listing file. Names with more than 64 characters are shorten to 64 letters due to GAMS limits.

Parameters

oracle	pointer to NLPIORACLE data structure
initval	starting point values for variables or NULL
messagehdlr	message handler
file	file to print to, or NULL for standard output

Definition at line 2963 of file nlpioracle.c.

References SCIP_NlpiOracle::conss, exprIsNonSmooth(), SCIP_NlpiOracleCons::exprtree, FALSE, SCIP_NlpiOracle::infinity, SCIP_NlpiOracleCons::lhs, SCIP_NlpiOracleCons::name, SCIP_NlpiOracle::name, SCIP_NlpiOracle::nconss, NULL, SCIP_NlpiOracle::nvars, SCIP_NlpiOracle::objective, printFunction(), printName(), SCIP_NlpiOracleCons::rhs, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, SCIPexprtreeGetRoot(), SCIPmessageFPrintInfo(), TRUE, SCIP_NlpiOracle::varlbs, SCIP_NlpiOracle::varnames, and SCIP_NlpiOracle::varubs.

SCIP

Detailed Description

Typedefs

Functions

Typedef Documentation

Function Documentation