Scippy

SCIP

Solving Constraint Integer Programs

nlpioracle.h File Reference

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_RealSCIPnlpiOracleGetVarLbs (SCIP_NLPIORACLE *oracle)
 
const SCIP_RealSCIPnlpiOracleGetVarUbs (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

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
blkmemblock memory
oraclepointer 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
oraclepointer 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
oraclepointer to NLPIORACLE data structure
infinityvalue 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
oraclepointer 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
oraclepointer to NLPIORACLE data structure
namename 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
oraclepointer 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
oraclepointer to NLPIORACLE data structure
nvarsnumber of variables to add
lbsarray with lower bounds of new variables, or NULL if all -infinity
ubsarray with upper bounds of new variables, or NULL if all +infinity
varnamesarray 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
oraclepointer to NLPIORACLE data structure
nconssnumber of constraints to add
lhssarray with left-hand sides of constraints, or NULL if all -infinity
rhssarray with right-hand sides of constraints, or NULL if all +infinity
nlinindsnumber of linear coefficients for each constraint, may be NULL in case of no linear part
linindsindices of variables for linear coefficients for each constraint, may be NULL in case of no linear part
linvalsvalues of linear coefficient for each constraint, may be NULL in case of no linear part
nquadelemsnumber of elements in matrix of quadratic part for each constraint, may be NULL in case of no quadratic part in any constraint
quadelemsquadratic 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
exprvaridxsNULL if no nonquadratic parts, otherwise epxrvaridxs[.] maps variable indices in expression tree to indices in nlp
exprtreesNULL if no nonquadratic parts, otherwise exprtrees[.] gives nonquadratic part, or NULL if no nonquadratic part in this constraint
consnamesnames 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
oraclepointer to NLPIORACLE data structure
constantconstant part of objective
nlinnumber of linear variable coefficients
linindsindices of linear variables, or NULL if no linear part
linvalscoefficients of linear variables, or NULL if no linear part
nquadelemsnumber of entries in matrix of quadratic part
quadelemsentries in matrix of quadratic part, may be NULL in case of no quadratic part
exprvaridxsmaps variable indices in expression tree to indices in nlp, or NULL if no nonquadratic part
exprtreeexpression 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
oraclepointer to NLPIORACLE data structure
nvarsnumber of variables to change bounds
indicesindices of variables to change bounds
lbsnew lower bounds, or NULL if all should be -infty
ubsnew 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
oraclepointer to NLPIORACLE data structure
nconssnumber of constraints to change bounds
indicesindices of constraints to change bounds
lhssnew left-hand sides, or NULL if all should be -infty
rhssnew 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 SCIPnlpiOracleDelConsSet ( SCIP_NLPIORACLE oracle,
int *  delstats 
)

deletes a set of constraints

Parameters
oraclepointer to NLPIORACLE data structure
delstatsarray 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
oraclepointer to NLPIORACLE data structure
considxindex of constraint where linear coefficients should be changed, or -1 for objective
nentriesnumber of coefficients to change
varidxsarray with indices of variables which coefficients should be changed
newcoefsarray 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
oraclepointer to NLPIORACLE data structure
considxindex of constraint where quadratic coefficients should be changed, or -1 for objective
nquadelemsnumber of entries in quadratic constraint to change
quadelemsnew 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
oraclepointer to NLPIORACLE data structure
considxindex of constraint where expression tree should be changed, or -1 for objective
exprvaridxsproblem indices of variables in expression tree
exprtreenew 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
oraclepointer to NLPIORACLE data structure
considxindex of constraint where parameter should be changed in expression tree, or -1 for objective
paramidxindex of parameter
paramvalnew 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
oraclepointer to NLPIORACLE data structure
objconstantnew 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
oraclepointer 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
oraclepointer 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
oraclepointer 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
oraclepointer 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
oraclepointer 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
oraclepointer to NLPIORACLE data structure
varidxthe 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
oraclepointer 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
oraclepointer to NLPIORACLE data structure
considxconstraint 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
oraclepointer to NLPIORACLE data structure
considxconstraint 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
oraclepointer to NLPIORACLE data structure
considxconstraint 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
oraclepointer to NLPIORACLE data structure
considxindex 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
oraclepointer 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
oraclepointer to NLPIORACLE data structure
xpoint where to evaluate
objvalpointer 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
oraclepointer to NLPIORACLE data structure
considxindex of constraint to evaluate
xpoint where to evaluate
convalpointer 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
oraclepointer to NLPIORACLE data structure
xpoint where to evaluate
convalsbuffer 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
oraclepointer to NLPIORACLE data structure
xpoint where to evaluate
isnewxhas the point x changed since the last call to some evaluation function?
objvalpointer to store objective value
objgradpointer 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
oraclepointer to NLPIORACLE data structure
considxindex of constraint to compute gradient for
xpoint where to evaluate
isnewxhas the point x changed since the last call to some evaluation function?
convalpointer to store constraint value
congradpointer 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
oraclepointer to NLPIORACLE data structure
offsetpointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL
colpointer 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
oraclepointer to NLPIORACLE data structure
xpoint where to evaluate
isnewxhas the point x changed since the last call to some evaluation function?
convalspointer to store constraint values, can be NULL
jacobipointer 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
oraclepointer to NLPIORACLE data structure
offsetpointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL
colpointer 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
oraclepointer to NLPIORACLE data structure
xpoint where to evaluate
isnewxhas the point x changed since the last call to some evaluation function?
objfactorweight for objective function
lambdaweights (Lagrangian multipliers) for the constraints
hessianpointer 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 
)
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
oraclepointer to NLPIORACLE data structure
initvalstarting point values for variables or NULL
messagehdlrmessage handler
filefile 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.