Detailed Description

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

Author: Stefan Vigerske

Definition in file cons_quadratic.c.

#include <assert.h>
#include <string.h>
#include <ctype.h>
#include <math.h>
#include "scip/cons_nonlinear.h"
#include "scip/cons_quadratic.h"
#include "scip/cons_linear.h"
#include "scip/cons_and.h"
#include "scip/cons_varbound.h"
#include "scip/intervalarith.h"
#include "scip/heur_subnlp.h"
#include "scip/heur_trysol.h"
#include "scip/debug.h"
#include "nlpi/nlpi.h"
#include "nlpi/nlpi_ipopt.h"

Go to the source code of this file.

Macros
#define	CONSHDLR_NAME "quadratic"

#define	CONSHDLR_DESC "quadratic constraints of the form lhs <= b' x + x' A x <= rhs"

#define	CONSHDLR_SEPAPRIORITY 10

#define	CONSHDLR_ENFOPRIORITY -50

#define	CONSHDLR_CHECKPRIORITY -4000000

#define	CONSHDLR_SEPAFREQ 1

#define	CONSHDLR_PROPFREQ 1

#define	CONSHDLR_EAGERFREQ 100

#define	CONSHDLR_MAXPREROUNDS -1

#define	CONSHDLR_DELAYSEPA FALSE

#define	CONSHDLR_DELAYPROP FALSE

#define	CONSHDLR_DELAYPRESOL FALSE

#define	CONSHDLR_NEEDSCONS TRUE

#define	CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP

#define	MAXDNOM 10000LL

#define	NONLINCONSUPGD_PRIORITY 40000

#define	INITLPMAXVARVAL 1000.0

#define	PROPBILINNEW

#define	infty2infty(infty1, infty2, val) ((val) >= (infty1) ? (infty2) : (val))

Typedefs
typedef struct SCIP_QuadConsUpgrade	SCIP_QUADCONSUPGRADE

Functions
static SCIP_Bool	conshdlrdataHasUpgrade (SCIP scip, SCIP_CONSHDLRDATA conshdlrdata, SCIP_DECL_QUADCONSUPGD((quadconsupgd)), const char conshdlrname)

static SCIP_RETCODE	catchLinearVarEvents (SCIP scip, SCIP_EVENTHDLR eventhdlr, SCIP_CONS *cons, int linvarpos)

static SCIP_RETCODE	dropLinearVarEvents (SCIP scip, SCIP_EVENTHDLR eventhdlr, SCIP_CONS *cons, int linvarpos)

static SCIP_RETCODE	catchQuadVarEvents (SCIP scip, SCIP_EVENTHDLR eventhdlr, SCIP_CONS *cons, int quadvarpos)

static SCIP_RETCODE	dropQuadVarEvents (SCIP scip, SCIP_EVENTHDLR eventhdlr, SCIP_CONS *cons, int quadvarpos)

static SCIP_RETCODE	catchVarEvents (SCIP scip, SCIP_EVENTHDLR eventhdlr, SCIP_CONS *cons)

static SCIP_RETCODE	dropVarEvents (SCIP scip, SCIP_EVENTHDLR eventhdlr, SCIP_CONS *cons)

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

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

static SCIP_RETCODE	lockQuadraticVariable (SCIP scip, SCIP_CONS cons, SCIP_VAR *var)

static SCIP_RETCODE	unlockQuadraticVariable (SCIP scip, SCIP_CONS cons, SCIP_VAR *var)

static void	consdataUpdateLinearActivity (SCIP scip, SCIP_CONSDATA consdata, SCIP_Real intervalinfty)

static void	consdataUpdateLinearActivityLbChange (SCIP scip, SCIP_CONSDATA consdata, SCIP_Real coef, SCIP_Real oldbnd, SCIP_Real newbnd)

static void	consdataUpdateLinearActivityUbChange (SCIP scip, SCIP_CONSDATA consdata, SCIP_Real coef, SCIP_Real oldbnd, SCIP_Real newbnd)

static	SCIP_DECL_EVENTEXEC (processVarEvent)

static SCIP_RETCODE	consdataEnsureLinearVarsSize (SCIP scip, SCIP_CONSDATA consdata, int num)

static SCIP_RETCODE	consdataEnsureQuadVarTermsSize (SCIP scip, SCIP_CONSDATA consdata, int num)

static SCIP_RETCODE	consdataEnsureAdjBilinSize (SCIP scip, SCIP_QUADVARTERM quadvarterm, int num)

static SCIP_RETCODE	consdataEnsureBilinSize (SCIP scip, SCIP_CONSDATA consdata, int num)

static SCIP_RETCODE	consdataCreateEmpty (SCIP scip, SCIP_CONSDATA *consdata)

static SCIP_RETCODE	consdataCreate (SCIP scip, SCIP_CONSDATA consdata, SCIP_Real lhs, SCIP_Real rhs, int nlinvars, SCIP_VAR linvars, SCIP_Real lincoefs, int nquadvars, SCIP_QUADVARTERM quadvarterms, int nbilinterms, SCIP_BILINTERM bilinterms, SCIP_Bool capturevars)

static SCIP_RETCODE	consdataFree (SCIP scip, SCIP_CONSDATA *consdata)

static void	consdataSortLinearVars (SCIP_CONSDATA *consdata)

static	SCIP_DECL_SORTINDCOMP (quadVarTermComp)

static SCIP_RETCODE	consdataSortQuadVarTerms (SCIP scip, SCIP_CONSDATA consdata)

static SCIP_RETCODE	consdataFindQuadVarTerm (SCIP scip, SCIP_CONSDATA consdata, SCIP_VAR var, int pos)

static	SCIP_DECL_SORTINDCOMP (bilinTermComp)

static SCIP_RETCODE	consdataSortBilinTerms (SCIP scip, SCIP_CONSDATA consdata)

static void	consdataMoveLinearVar (SCIP_CONSDATA *consdata, int oldpos, int newpos)

static void	consdataMoveQuadVarTerm (SCIP_CONSDATA *consdata, int oldpos, int newpos)

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

static SCIP_RETCODE	delLinearCoefPos (SCIP scip, SCIP_CONS cons, int pos)

static SCIP_RETCODE	chgLinearCoefPos (SCIP scip, SCIP_CONS cons, int pos, SCIP_Real newcoef)

static SCIP_RETCODE	addQuadVarTerm (SCIP scip, SCIP_CONS cons, SCIP_VAR *var, SCIP_Real lincoef, SCIP_Real sqrcoef, SCIP_Bool catchevents)

static SCIP_RETCODE	delQuadVarTermPos (SCIP scip, SCIP_CONS cons, int pos)

static SCIP_RETCODE	replaceQuadVarTermPos (SCIP scip, SCIP_CONS cons, int pos, SCIP_VAR *var, SCIP_Real coef, SCIP_Real offset)

static SCIP_RETCODE	addBilinearTerm (SCIP scip, SCIP_CONS cons, int var1pos, int var2pos, SCIP_Real coef)

static SCIP_RETCODE	removeBilinearTermsPos (SCIP scip, SCIP_CONS cons, int nterms, int *termposs)

static SCIP_RETCODE	mergeAndCleanQuadVarTerms (SCIP scip, SCIP_CONS cons)

static SCIP_RETCODE	mergeAndCleanLinearVars (SCIP scip, SCIP_CONS cons)

static SCIP_RETCODE	mergeAndCleanBilinearTerms (SCIP scip, SCIP_CONS cons)

static SCIP_RETCODE	removeFixedVariables (SCIP scip, SCIP_CONS cons)

static SCIP_RETCODE	createNlRow (SCIP scip, SCIP_CONS cons)

static SCIP_RETCODE	presolveSolve (SCIP scip, SCIP_CONS cons, SCIP_RESULT result, SCIP_Bool redundant, int *naggrvars)

static SCIP_RETCODE	presolveTryAddAND (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, int naddconss)

static void	getImpliedBounds (SCIP_VAR x, SCIP_Bool xval, SCIP_VAR y, SCIP_INTERVAL *resultant)

static SCIP_RETCODE	presolveTryAddLinearReform (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, int naddconss)

static SCIP_RETCODE	presolveUpgrade (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_Bool upgraded, int nupgdconss, int naddconss)

static SCIP_RETCODE	presolveDisaggregateMarkComponent (SCIP scip, SCIP_CONSDATA consdata, int quadvaridx, SCIP_HASHMAP *var2component, int componentnr)

static SCIP_RETCODE	presolveDisaggregate (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, int naddconss)

static void	checkCurvatureEasy (SCIP scip, SCIP_CONS cons, SCIP_Bool *determined, SCIP_Bool checkmultivariate)

static SCIP_RETCODE	checkCurvature (SCIP scip, SCIP_CONS cons, SCIP_Bool checkmultivariate)

static SCIP_RETCODE	checkFactorable (SCIP scip, SCIP_CONS cons)

static SCIP_Real	getGradientMaxElement (SCIP scip, SCIP_CONS cons, SCIP_SOL *sol)

static SCIP_RETCODE	computeViolation (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_SOL sol)

static SCIP_RETCODE	computeViolations (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *conss, int nconss, SCIP_SOL sol, SCIP_CONS **maxviolcon)

static void	generateCutFactorableDo (SCIP scip, SCIP_CONS cons, SCIP_Real ref, SCIP_Real multleft, SCIP_Real coefleft, SCIP_Real multright, SCIP_Real coefright, SCIP_Real rightminactivity, SCIP_Real rightmaxactivity, SCIP_Real rhs, SCIP_Real cutcoef, SCIP_Real cutrhs, SCIP_Bool islocal, SCIP_Bool success, char name)

static SCIP_RETCODE	generateCutFactorable (SCIP scip, SCIP_CONS cons, SCIP_SIDETYPE violside, SCIP_Real ref, SCIP_Real cutcoef, SCIP_Real cutlhs, SCIP_Real cutrhs, SCIP_Bool islocal, SCIP_Bool success, char *name)

static SCIP_Bool	generateCutLTIfindIntersection (SCIP scip, SCIP_Real x0, SCIP_Real y0_, SCIP_Real x1, SCIP_Real y1_, SCIP_Real wl, SCIP_Real wu, SCIP_Real xl, SCIP_Real yl, SCIP_Real xu, SCIP_Real *yu)

static SCIP_Bool	generateCutLTIgenMulCoeff (SCIP scip, SCIP_Real x1, SCIP_Real y1_, SCIP_Real x2, SCIP_Real y2, SCIP_Bool whichuse, SCIP_Real cx, SCIP_Real cy, SCIP_Real cw)

static void	generateCutLTIcomputeCoefs (SCIP scip, SCIP_Real xl, SCIP_Real xu, SCIP_Real x0, SCIP_Real yl, SCIP_Real yu, SCIP_Real y0_, SCIP_Real wl, SCIP_Real wu, SCIP_Real w0, SCIP_Real cx, SCIP_Real cy, SCIP_Real cw, SCIP_Real c0, SCIP_Bool success)

static SCIP_RETCODE	generateCutLTI (SCIP scip, SCIP_CONS cons, SCIP_SIDETYPE violside, SCIP_Real ref, SCIP_SOL sol, SCIP_Real *cutcoeflin, SCIP_Real cutcoefquad, SCIP_Real cutlhs, SCIP_Real cutrhs, SCIP_Bool islocal, SCIP_Bool success, char *name)

static void	addSquareLinearization (SCIP scip, SCIP_Real sqrcoef, SCIP_Real refpoint, SCIP_Bool isint, SCIP_Real lincoef, SCIP_Real linconstant, SCIP_Bool success)

static void	addSquareSecant (SCIP scip, SCIP_Real sqrcoef, SCIP_Real lb, SCIP_Real ub, SCIP_Real refpoint, SCIP_Real lincoef, SCIP_Real linconstant, SCIP_Bool success)

static void	addBilinLinearization (SCIP scip, SCIP_Real bilincoef, SCIP_Real refpointx, SCIP_Real refpointy, SCIP_Real lincoefx, SCIP_Real lincoefy, SCIP_Real linconstant, SCIP_Bool *success)

static void	addBilinMcCormick (SCIP scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real lincoefx, SCIP_Real lincoefy, SCIP_Real linconstant, SCIP_Bool *success)

static SCIP_RETCODE	generateCutConvex (SCIP scip, SCIP_CONS cons, SCIP_SIDETYPE violside, SCIP_Real ref, SCIP_Real coef, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool islocal, SCIP_Bool success, char *name)

static SCIP_RETCODE	generateCutNonConvex (SCIP scip, SCIP_CONS cons, SCIP_SIDETYPE violside, SCIP_Real ref, SCIP_Real coef, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool islocal, SCIP_Bool success, char *name)

static SCIP_RETCODE	generateCut (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_Real ref, SCIP_SOL sol, SCIP_SIDETYPE violside, SCIP_ROW row, SCIP_Real efficacy, SCIP_Bool checkcurvmultivar, SCIP_Real minefficacy)

static SCIP_RETCODE	generateCutSol (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_SOL sol, SCIP_SOL refsol, SCIP_SIDETYPE violside, SCIP_ROW row, SCIP_Real efficacy, SCIP_Bool checkcurvmultivar, SCIP_Real minefficacy)

static SCIP_RETCODE	generateCutUnboundedLP (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_SIDETYPE violside, SCIP_ROW row, SCIP_Real rowrayprod, SCIP_Bool checkcurvmultivar)

static SCIP_RETCODE	separatePoint (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *conss, int nconss, int nusefulconss, SCIP_SOL sol, SCIP_Real minefficacy, SCIP_Bool inenforcement, SCIP_RESULT result, SCIP_Real bestefficacy)

static SCIP_RETCODE	addLinearizationCuts (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *conss, int nconss, SCIP_SOL ref, SCIP_Bool *separatedlpsol, SCIP_Real minefficacy)

static	SCIP_DECL_EVENTEXEC (processNewSolutionEvent)

static SCIP_RETCODE	registerVariableInfeasibilities (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *conss, int nconss, int nnotify)

static SCIP_RETCODE	registerLargeLPValueVariableForBranching (SCIP scip, SCIP_CONS conss, int nconss, SCIP_VAR *brvar)

static SCIP_RETCODE	replaceByLinearConstraints (SCIP scip, SCIP_CONS conss, int nconss, SCIP_Bool addedcons, SCIP_Bool reduceddom, SCIP_Bool infeasible)

static SCIP_RETCODE	propagateBoundsTightenVarLb (SCIP scip, SCIP_CONS cons, SCIP_Real intervalinfty, SCIP_VAR var, SCIP_Real bnd, SCIP_RESULT result, int *nchgbds)

static SCIP_RETCODE	propagateBoundsTightenVarUb (SCIP scip, SCIP_CONS cons, SCIP_Real intervalinfty, SCIP_VAR var, SCIP_Real bnd, SCIP_RESULT result, int *nchgbds)

static SCIP_RETCODE	propagateBoundsQuadVar (SCIP scip, SCIP_CONS cons, SCIP_Real intervalinfty, SCIP_VAR var, SCIP_Real a, SCIP_INTERVAL b, SCIP_INTERVAL rhs, SCIP_RESULT result, int *nchgbds)

static SCIP_RETCODE	propagateBoundsBilinearTerm (SCIP scip, SCIP_CONS cons, SCIP_Real intervalinfty, SCIP_VAR x, SCIP_Real xsqrcoef, SCIP_Real xlincoef, SCIP_VAR y, SCIP_Real ysqrcoef, SCIP_Real ylincoef, SCIP_Real bilincoef, SCIP_INTERVAL rhs, SCIP_RESULT result, int nchgbds)

static void	propagateBoundsGetQuadActivity (SCIP scip, SCIP_CONSDATA consdata, SCIP_Real intervalinfty, SCIP_Real minquadactivity, SCIP_Real maxquadactivity, int minactivityinf, int maxactivityinf, SCIP_INTERVAL *quadactcontr)

static SCIP_RETCODE	propagateBoundsCons (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_RESULT result, int nchgbds, SCIP_Bool redundant)

static SCIP_RETCODE	propagateBounds (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *conss, int nconss, SCIP_RESULT result, int *nchgbds)

static void	consdataFindUnlockedLinearVar (SCIP scip, SCIP_CONSDATA consdata)

static SCIP_RETCODE	proposeFeasibleSolution (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS *conss, int nconss, SCIP_SOL sol, SCIP_Bool *success)

static	SCIP_DECL_NONLINCONSUPGD (nonlinconsUpgdQuadratic)

static	SCIP_DECL_CONSHDLRCOPY (conshdlrCopyQuadratic)

static	SCIP_DECL_CONSFREE (consFreeQuadratic)

static	SCIP_DECL_CONSINIT (consInitQuadratic)

static	SCIP_DECL_CONSEXIT (consExitQuadratic)

static	SCIP_DECL_CONSEXITPRE (consExitpreQuadratic)

static	SCIP_DECL_CONSINITSOL (consInitsolQuadratic)

static	SCIP_DECL_CONSEXITSOL (consExitsolQuadratic)

static	SCIP_DECL_CONSDELETE (consDeleteQuadratic)

static	SCIP_DECL_CONSTRANS (consTransQuadratic)

static	SCIP_DECL_CONSINITLP (consInitlpQuadratic)

static	SCIP_DECL_CONSSEPALP (consSepalpQuadratic)

static	SCIP_DECL_CONSSEPASOL (consSepasolQuadratic)

static	SCIP_DECL_CONSENFOLP (consEnfolpQuadratic)

static	SCIP_DECL_CONSENFOPS (consEnfopsQuadratic)

static	SCIP_DECL_CONSPROP (consPropQuadratic)

static	SCIP_DECL_CONSPRESOL (consPresolQuadratic)

static	SCIP_DECL_CONSLOCK (consLockQuadratic)

static	SCIP_DECL_CONSPRINT (consPrintQuadratic)

static	SCIP_DECL_CONSCHECK (consCheckQuadratic)

static	SCIP_DECL_CONSCOPY (consCopyQuadratic)

static	SCIP_DECL_CONSPARSE (consParseQuadratic)

static	SCIP_DECL_CONSGETVARS (consGetVarsQuadratic)

static	SCIP_DECL_CONSGETNVARS (consGetNVarsQuadratic)

SCIP_RETCODE	SCIPincludeConshdlrQuadratic (SCIP *scip)

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

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

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

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

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

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

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

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

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

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

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

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

int	SCIPgetNLinearVarsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_VAR **	SCIPgetLinearVarsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_Real *	SCIPgetCoefsLinearVarsQuadratic (SCIP scip, SCIP_CONS cons)

int	SCIPgetNQuadVarTermsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_QUADVARTERM *	SCIPgetQuadVarTermsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_RETCODE	SCIPsortQuadVarTermsQuadratic (SCIP scip, SCIP_CONS cons)

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

int	SCIPgetNBilinTermsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_BILINTERM *	SCIPgetBilinTermsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_Real	SCIPgetLhsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_Real	SCIPgetRhsQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_RETCODE	SCIPcheckCurvatureQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_Bool	SCIPisConvexQuadratic (SCIP scip, SCIP_CONS cons)

SCIP_Bool	SCIPisConcaveQuadratic (SCIP scip, SCIP_CONS cons)

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

SCIP_Bool	SCIPisLinearLocalQuadratic (SCIP scip, SCIP_CONS cons)

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

Macro Definition Documentation

#define CONSHDLR_NAME "quadratic"

Definition at line 52 of file cons_quadratic.c.

Referenced by SCIP_DECL_CONSEXITSOL(), SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_CONSINITSOL(), SCIPcreateConsQuadratic(), SCIPcreateConsQuadratic2(), SCIPincludeConshdlrQuadratic(), and SCIPincludeQuadconsUpgrade().

#define CONSHDLR_DESC "quadratic constraints of the form lhs <= b' x + x' A x <= rhs"

Definition at line 53 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_SEPAPRIORITY 10

priority of the constraint handler for separation

Definition at line 54 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_ENFOPRIORITY -50

priority of the constraint handler for constraint enforcing

Definition at line 55 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_CHECKPRIORITY -4000000

priority of the constraint handler for checking feasibility

Definition at line 56 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_SEPAFREQ 1

frequency for separating cuts; zero means to separate only in the root node

Definition at line 57 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_PROPFREQ 1

frequency for propagating domains; zero means only preprocessing propagation

Definition at line 58 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_EAGERFREQ 100

frequency for using all instead of only the useful constraints in separation, propagation and enforcement, -1 for no eager evaluations, 0 for first only

Definition at line 59 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_MAXPREROUNDS -1

maximal number of presolving rounds the constraint handler participates in (-1: no limit)

Definition at line 62 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_DELAYSEPA FALSE

should separation method be delayed, if other separators found cuts?

Definition at line 63 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_DELAYPROP FALSE

should propagation method be delayed, if other propagators found reductions?

Definition at line 64 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_DELAYPRESOL FALSE

should presolving method be delayed, if other presolvers found reductions?

Definition at line 65 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_NEEDSCONS TRUE

should the constraint handler be skipped, if no constraints are available?

Definition at line 66 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP

Definition at line 68 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define MAXDNOM 10000LL

maximal denominator for simple rational fixed values

Definition at line 70 of file cons_quadratic.c.

Referenced by presolveTryAddLinearReform().

#define NONLINCONSUPGD_PRIORITY 40000

priority of upgrading nonlinear constraints

Definition at line 71 of file cons_quadratic.c.

Referenced by SCIPincludeConshdlrQuadratic().

#define INITLPMAXVARVAL 1000.0

maximal absolute value of variable for still generating a linearization cut at that point in initlp

Definition at line 72 of file cons_quadratic.c.

Referenced by SCIP_DECL_CONSINITLP().

#define PROPBILINNEW

Definition at line 82 of file cons_quadratic.c.

#define infty2infty	(	infty1,
		infty2,
		val
	)	((val) >= (infty1) ? (infty2) : (val))

translate from one value of infinity to another

if val is >= infty1, then give infty2, else give val

Definition at line 245 of file cons_quadratic.c.

Referenced by propagateBoundsBilinearTerm(), propagateBoundsCons(), and propagateBoundsGetQuadActivity().

Typedef Documentation

typedef struct SCIP_QuadConsUpgrade SCIP_QUADCONSUPGRADE

quadratic constraint update method

Definition at line 164 of file cons_quadratic.c.

Function Documentation

static SCIP_Bool conshdlrdataHasUpgrade	(	SCIP *	scip,
		SCIP_CONSHDLRDATA *	conshdlrdata,
		SCIP_DECL_QUADCONSUPGD((*quadconsupgd))	,
		const char *	conshdlrname
	)

static

checks whether a quadratic constraint upgrade method has already be registered

Parameters

scip	SCIP data structure
conshdlrdata	constraint handler data
conshdlrname	name of the constraint handler

Definition at line 211 of file cons_quadratic.c.

References FALSE, NULL, SCIPwarningMessage(), and TRUE.

Referenced by SCIPincludeQuadconsUpgrade().

static SCIP_RETCODE catchLinearVarEvents	(	SCIP *	scip,
		SCIP_EVENTHDLR *	eventhdlr,
		SCIP_CONS *	cons,
		int	linvarpos
	)

static

Parameters

scip	SCIP data structure
eventhdlr	event handler
cons	constraint for which to catch bound change events
linvarpos	position of variable in linear variables array

Definition at line 249 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_UBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_INVALID, SCIP_OKAY, SCIPallocBlockMemory, SCIPcatchVarEvent(), SCIPconsGetData(), and SCIPisInfinity().

Referenced by addLinearCoef(), catchVarEvents(), and chgLinearCoefPos().

static SCIP_RETCODE dropLinearVarEvents	(	SCIP *	scip,
		SCIP_EVENTHDLR *	eventhdlr,
		SCIP_CONS *	cons,
		int	linvarpos
	)

static

Parameters

scip	SCIP data structure
eventhdlr	event handler
cons	constraint for which to catch bound change events
linvarpos	position of variable in linear variables array

Definition at line 314 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_UBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPconsGetData(), SCIPdropVarEvent(), SCIPfreeBlockMemory, and SCIPisInfinity().

Referenced by chgLinearCoefPos(), delLinearCoefPos(), and dropVarEvents().

static SCIP_RETCODE catchQuadVarEvents	(	SCIP *	scip,
		SCIP_EVENTHDLR *	eventhdlr,
		SCIP_CONS *	cons,
		int	quadvarpos
	)

static

Parameters

scip	SCIP data structure
eventhdlr	event handler
cons	constraint for which to catch bound change events
quadvarpos	position of variable in quadratic variables array

Definition at line 368 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_IMPLADDED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPallocBlockMemory, SCIPcatchVarEvent(), SCIPconsGetData(), and SCIPintervalSetEmpty().

Referenced by addQuadVarTerm(), catchVarEvents(), and replaceQuadVarTermPos().

static SCIP_RETCODE dropQuadVarEvents	(	SCIP *	scip,
		SCIP_EVENTHDLR *	eventhdlr,
		SCIP_CONS *	cons,
		int	quadvarpos
	)

static

Parameters

scip	SCIP data structure
eventhdlr	event handler
cons	constraint for which to catch bound change events
quadvarpos	position of variable in quadratic variables array

Definition at line 413 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_IMPLADDED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPconsGetData(), SCIPdropVarEvent(), and SCIPfreeBlockMemory.

Referenced by delQuadVarTermPos(), dropVarEvents(), and replaceQuadVarTermPos().

static SCIP_RETCODE catchVarEvents	(	SCIP *	scip,
		SCIP_EVENTHDLR *	eventhdlr,
		SCIP_CONS *	cons
	)

static

catch variable events

Parameters

scip	SCIP data structure
eventhdlr	event handler
cons	constraint for which to catch bound change events

Definition at line 451 of file cons_quadratic.c.

References catchLinearVarEvents(), catchQuadVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPconsGetData(), SCIPvarIsActive(), and TRUE.

Referenced by SCIP_DECL_CONSINIT(), SCIPcreateConsQuadratic(), and SCIPcreateConsQuadratic2().

static SCIP_RETCODE dropVarEvents	(	SCIP *	scip,
		SCIP_EVENTHDLR *	eventhdlr,
		SCIP_CONS *	cons
	)

static

drop variable events

Parameters

scip	SCIP data structure
eventhdlr	event handler
cons	constraint for which to drop bound change events

Definition at line 495 of file cons_quadratic.c.

References dropLinearVarEvents(), dropQuadVarEvents(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), and SCIPfreeBlockMemoryArray.

Referenced by presolveUpgrade(), SCIP_DECL_CONSDELETE(), SCIP_DECL_CONSEXIT(), and SCIP_DECL_CONSPRESOL().

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

static

locks a linear variable in a constraint

Parameters

scip	SCIP data structure
cons	constraint where to lock a variable
var	variable to lock
coef	coefficient of variable in constraint

Definition at line 536 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPisInfinity(), and SCIPlockVarCons().

Referenced by addLinearCoef(), and chgLinearCoefPos().

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

static

unlocks a linear variable in a constraint

Parameters

scip	SCIP data structure
cons	constraint where to unlock a variable
var	variable to unlock
coef	coefficient of variable in constraint

Definition at line 567 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPisInfinity(), and SCIPunlockVarCons().

Referenced by chgLinearCoefPos(), and delLinearCoefPos().

static SCIP_RETCODE lockQuadraticVariable	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var
	)

static

locks a quadratic variable in a constraint

Parameters

scip	SCIP data structure
cons	constraint where to lock a variable
var	variable to lock

Definition at line 598 of file cons_quadratic.c.

References SCIP_CALL, SCIP_OKAY, SCIPlockVarCons(), and TRUE.

Referenced by addQuadVarTerm(), and replaceQuadVarTermPos().

static SCIP_RETCODE unlockQuadraticVariable	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var
	)

static

unlocks a quadratic variable in a constraint

Parameters

scip	SCIP data structure
cons	constraint where to unlock a variable
var	variable to unlock

Definition at line 611 of file cons_quadratic.c.

References SCIP_CALL, SCIP_OKAY, SCIPunlockVarCons(), and TRUE.

Referenced by delQuadVarTermPos(), and replaceQuadVarTermPos().

static void consdataUpdateLinearActivity	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		SCIP_Real	intervalinfty
	)

static

computes the minimal and maximal activity for the linear part in a constraint data only sums up terms that contribute finite values gives the number of terms that contribute infinite values only computes those activities where the corresponding side of the constraint is finite

Parameters

scip	SCIP data structure
consdata	constraint data
intervalinfty	infinity value used in interval operations

Definition at line 628 of file cons_quadratic.c.

References MAX, MIN, NULL, SCIP_INVALID, SCIP_Real, SCIPintervalGetRoundingMode(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPisInfinity(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by propagateBoundsCons().

static void consdataUpdateLinearActivityLbChange	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		SCIP_Real	coef,
		SCIP_Real	oldbnd,
		SCIP_Real	newbnd
	)

static

update the linear activities after a change in the lower bound of a variable

Parameters

scip	SCIP data structure
consdata	constraint data
coef	coefficient of variable in constraint
oldbnd	previous lower bound of variable
newbnd	new lower bound of variable

Definition at line 742 of file cons_quadratic.c.

References NULL, SCIP_INVALID, SCIP_Real, SCIPintervalGetRoundingMode(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), and SCIPisInfinity().

Referenced by SCIP_DECL_EVENTEXEC().

static void consdataUpdateLinearActivityUbChange	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		SCIP_Real	coef,
		SCIP_Real	oldbnd,
		SCIP_Real	newbnd
	)

static

update the linear activities after a change in the upper bound of a variable

Parameters

scip	SCIP data structure
consdata	constraint data
coef	coefficient of variable in constraint
oldbnd	previous lower bound of variable
newbnd	new lower bound of variable

Definition at line 845 of file cons_quadratic.c.

References NULL, SCIP_INVALID, SCIP_Real, SCIPintervalGetRoundingMode(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), and SCIPisInfinity().

Referenced by SCIP_DECL_EVENTEXEC().

static SCIP_DECL_EVENTEXEC ( processVarEvent )

static

processes variable fixing or bound change event

Definition at line 948 of file cons_quadratic.c.

References consdataUpdateLinearActivityLbChange(), consdataUpdateLinearActivityUbChange(), FALSE, NULL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_BOUNDTIGHTENED, SCIP_EVENTTYPE_IMPLADDED, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPeventGetNewbound(), SCIPeventGetOldbound(), SCIPeventGetType(), SCIPeventGetVar(), SCIPintervalSetEmpty(), SCIPvarIsBinary(), and TRUE.

static SCIP_RETCODE consdataEnsureLinearVarsSize	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		int	num
	)

static

ensures, that linear vars and coefs arrays can store at least num entries

Parameters

scip	SCIP data structure
consdata	quadratic constraint data
num	minimum number of entries to store

Definition at line 1008 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.

Referenced by addLinearCoef(), presolveDisaggregate(), removeFixedVariables(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE consdataEnsureQuadVarTermsSize	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		int	num
	)

static

ensures, that quadratic variable terms array can store at least num entries

Parameters

scip	SCIP data structure
consdata	quadratic constraint data
num	minimum number of entries to store

Definition at line 1038 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.

Referenced by addQuadVarTerm(), and removeFixedVariables().

static SCIP_RETCODE consdataEnsureAdjBilinSize	(	SCIP *	scip,
		SCIP_QUADVARTERM *	quadvarterm,
		int	num
	)

static

ensures, that adjacency array can store at least num entries

Parameters

scip	SCIP data structure
quadvarterm	quadratic variable term
num	minimum number of entries to store

Definition at line 1063 of file cons_quadratic.c.

References SCIP_QuadVarTerm::adjbilin, SCIP_QuadVarTerm::adjbilinsize, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.

Referenced by addBilinearTerm(), and mergeAndCleanQuadVarTerms().

static SCIP_RETCODE consdataEnsureBilinSize	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		int	num
	)

static

ensures, that bilinear term arrays can store at least num entries

Parameters

scip	SCIP data structure
consdata	quadratic constraint data
num	minimum number of entries to store

Definition at line 1088 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.

Referenced by addBilinearTerm(), removeFixedVariables(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE consdataCreateEmpty	(	SCIP *	scip,
		SCIP_CONSDATA **	consdata
	)

static

creates empty constraint data structure

Parameters

scip	SCIP data structure
consdata	a buffer to store pointer to new constraint data

Definition at line 1113 of file cons_quadratic.c.

References BMSclearMemory, FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPallocBlockMemory, SCIPinfinity(), and TRUE.

Referenced by SCIPcreateConsQuadratic().

static SCIP_RETCODE consdataCreate	(	SCIP *	scip,
		SCIP_CONSDATA **	consdata,
		SCIP_Real	lhs,
		SCIP_Real	rhs,
		int	nlinvars,
		SCIP_VAR **	linvars,
		SCIP_Real *	lincoefs,
		int	nquadvars,
		SCIP_QUADVARTERM *	quadvarterms,
		int	nbilinterms,
		SCIP_BILINTERM *	bilinterms,
		SCIP_Bool	capturevars
	)

static

creates constraint data structure

Parameters

scip	SCIP data structure
consdata	a buffer to store pointer to new constraint data
lhs	left hand side of constraint
rhs	right hand side of constraint
nlinvars	number of linear variables
linvars	array of linear variables
lincoefs	array of coefficients of linear variables
nquadvars	number of quadratic variables
quadvarterms	array of quadratic variable terms
nbilinterms	number of bilinear terms
bilinterms	array of bilinear terms
capturevars	whether we should capture variables

Definition at line 1151 of file cons_quadratic.c.

References SCIP_QuadVarTerm::adjbilin, BMSclearMemory, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPallocBlockMemory, SCIPcaptureVar(), SCIPduplicateBlockMemoryArray, SCIPintervalSet(), SCIPintervalSetEmpty(), SCIPisInfinity(), and TRUE.

Referenced by SCIP_DECL_CONSTRANS(), and SCIPcreateConsQuadratic2().

static SCIP_RETCODE consdataFree	(	SCIP *	scip,
		SCIP_CONSDATA **	consdata
	)

static

frees constraint data structure

Parameters

scip	SCIP data structure
consdata	pointer to constraint data to free

Definition at line 1269 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArray, SCIPfreeBlockMemoryArrayNull, SCIPreleaseNlRow(), and SCIPreleaseVar().

Referenced by SCIP_DECL_CONSDELETE().

static void consdataSortLinearVars ( SCIP_CONSDATA * consdata )

static

sorts linear part of constraint data

Parameters

consdata quadratic constraint data

Definition at line 1326 of file cons_quadratic.c.

References NULL, SCIPsortPtrPtrReal(), SCIPsortPtrReal(), and TRUE.

Referenced by mergeAndCleanLinearVars().

static SCIP_DECL_SORTINDCOMP ( quadVarTermComp )

static

index comparison method for quadratic variable terms: compares two indices of the quadratic variable set in the quadratic constraint

Definition at line 1387 of file cons_quadratic.c.

References NULL, and SCIPvarCompare().

static SCIP_RETCODE consdataSortQuadVarTerms	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata
	)

static

sorting of quadratic variable terms

Parameters

scip	SCIP data structure
consdata	quadratic constraint data

Definition at line 1400 of file cons_quadratic.c.

References SCIP_QuadVarTerm::eventdata, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPsort(), and TRUE.

Referenced by checkFactorable(), consdataFindQuadVarTerm(), mergeAndCleanQuadVarTerms(), presolveDisaggregate(), propagateBoundsCons(), SCIP_DECL_CONSINITSOL(), SCIPaddBilinTermQuadratic(), and SCIPsortQuadVarTermsQuadratic().

static SCIP_RETCODE consdataFindQuadVarTerm	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		SCIP_VAR *	var,
		int *	pos
	)

static

returns the position of variable in the quadratic variable terms array of a constraint, or -1 if not found

Parameters

scip	SCIP data structure
consdata	quadratic constraint data
var	variable to search for
pos	buffer where to store position of var in quadvarterms array, or -1 if not found

Definition at line 1469 of file cons_quadratic.c.

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

Referenced by checkFactorable(), createNlRow(), mergeAndCleanLinearVars(), presolveDisaggregateMarkComponent(), propagateBoundsCons(), SCIP_DECL_CONSINITSOL(), SCIPaddBilinTermQuadratic(), SCIPaddQuadVarLinearCoefQuadratic(), SCIPaddSquareCoefQuadratic(), and SCIPfindQuadVarTermQuadratic().

static SCIP_DECL_SORTINDCOMP ( bilinTermComp )

static

index comparison method for bilinear terms: compares two index pairs of the bilinear term set in the quadratic constraint

Definition at line 1522 of file cons_quadratic.c.

References NULL, and SCIPvarCompare().

static SCIP_RETCODE consdataSortBilinTerms	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata
	)

static

sorting of bilinear terms

Parameters

scip	SCIP data structure
consdata	quadratic constraint data

Definition at line 1540 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPsort(), and TRUE.

Referenced by mergeAndCleanBilinearTerms().

static void consdataMoveLinearVar	(	SCIP_CONSDATA *	consdata,
		int	oldpos,
		int	newpos
	)

static

moves a linear variable from one position to another

Parameters

consdata	constraint data
oldpos	position of variable that shall be moved
newpos	new position of variable

Definition at line 1617 of file cons_quadratic.c.

References FALSE, and NULL.

Referenced by delLinearCoefPos().

static void consdataMoveQuadVarTerm	(	SCIP_CONSDATA *	consdata,
		int	oldpos,
		int	newpos
	)

static

moves a quadratic variable from one position to another

Parameters

consdata	constraint data
oldpos	position of variable that shall be moved
newpos	new position of variable

Definition at line 1650 of file cons_quadratic.c.

References FALSE, and NULL.

Referenced by delQuadVarTermPos().

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

static

adds linear coefficient in quadratic constraint

Parameters

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

Definition at line 1680 of file cons_quadratic.c.

References catchLinearVarEvents(), consdataEnsureLinearVarsSize(), FALSE, lockLinearVariable(), NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPgetTransformedVar(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarCompare(), SCIPvarIsActive(), SCIPvarIsTransformed(), and TRUE.

Referenced by mergeAndCleanQuadVarTerms(), presolveDisaggregate(), presolveTryAddAND(), presolveTryAddLinearReform(), removeFixedVariables(), SCIPaddLinearVarQuadratic(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE delLinearCoefPos	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	pos
	)

static

deletes linear coefficient at given position from quadratic constraint data

Parameters

scip	SCIP data structure
cons	quadratic constraint
pos	position of coefficient to delete

Definition at line 1770 of file cons_quadratic.c.

References consdataMoveLinearVar(), dropLinearVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPreleaseNlRow(), SCIPreleaseVar(), and unlockLinearVariable().

Referenced by mergeAndCleanLinearVars(), and removeFixedVariables().

static SCIP_RETCODE chgLinearCoefPos	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	pos,
		SCIP_Real	newcoef
	)

static

changes linear coefficient value at given position of quadratic constraint

Parameters

scip	SCIP data structure
cons	quadratic constraint
pos	position of linear coefficient to change
newcoef	new value of linear coefficient

Definition at line 1839 of file cons_quadratic.c.

References catchLinearVarEvents(), dropLinearVarEvents(), FALSE, lockLinearVariable(), NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsLocked(), SCIPconsIsTransformed(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarIsTransformed(), and unlockLinearVariable().

Referenced by mergeAndCleanLinearVars().

static SCIP_RETCODE addQuadVarTerm	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_VAR *	var,
		SCIP_Real	lincoef,
		SCIP_Real	sqrcoef,
		SCIP_Bool	catchevents
	)

static

adds quadratic variable term to quadratic constraint

Parameters

scip	SCIP data structure
cons	quadratic constraint
var	variable to add
lincoef	linear coefficient of variable
sqrcoef	square coefficient of variable
catchevents	whether we should catch variable events

Definition at line 1933 of file cons_quadratic.c.

References SCIP_QuadVarTerm::adjbilin, SCIP_QuadVarTerm::adjbilinsize, catchQuadVarEvents(), consdataEnsureQuadVarTermsSize(), SCIP_QuadVarTerm::eventdata, FALSE, SCIP_QuadVarTerm::lincoef, lockQuadraticVariable(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPgetTransformedVar(), SCIPintervalSetEmpty(), SCIPreleaseNlRow(), SCIPvarCompare(), SCIPvarIsActive(), SCIPvarIsTransformed(), SCIP_QuadVarTerm::sqrcoef, TRUE, and SCIP_QuadVarTerm::var.

Referenced by removeFixedVariables(), SCIPaddBilinTermQuadratic(), SCIPaddQuadVarLinearCoefQuadratic(), SCIPaddQuadVarQuadratic(), SCIPaddSquareCoefQuadratic(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE delQuadVarTermPos	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	pos
	)

static

deletes quadratic variable term at given position from quadratic constraint data

Parameters

scip	SCIP data structure
cons	quadratic constraint
pos	position of term to delete

Definition at line 2026 of file cons_quadratic.c.

References consdataMoveQuadVarTerm(), dropQuadVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPfreeBlockMemoryArrayNull, SCIPintervalSetEmpty(), SCIPreleaseNlRow(), SCIPreleaseVar(), and unlockQuadraticVariable().

Referenced by mergeAndCleanQuadVarTerms(), presolveDisaggregate(), and removeFixedVariables().

static SCIP_RETCODE replaceQuadVarTermPos	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	pos,
		SCIP_VAR *	var,
		SCIP_Real	coef,
		SCIP_Real	offset
	)

static

replace variable in quadratic variable term at given position of quadratic constraint data allows to replace x by coef*y+offset, thereby maintaining linear and square coefficients and bilinear terms

Parameters

scip	SCIP data structure
cons	quadratic constraint
pos	position of term to replace
var	new variable
coef	linear coefficient of new variable
offset	offset of new variable

Definition at line 2096 of file cons_quadratic.c.

References SCIP_QuadVarTerm::adjbilin, catchQuadVarEvents(), SCIP_BilinTerm::coef, dropQuadVarEvents(), SCIP_QuadVarTerm::eventdata, FALSE, SCIP_QuadVarTerm::lincoef, lockQuadraticVariable(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPintervalSetEmpty(), SCIPisInfinity(), SCIPreleaseNlRow(), SCIPreleaseVar(), SCIPvarCompare(), SCIPvarIsActive(), SCIP_QuadVarTerm::sqrcoef, unlockQuadraticVariable(), SCIP_QuadVarTerm::var, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by removeFixedVariables().

static SCIP_RETCODE addBilinearTerm	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	var1pos,
		int	var2pos,
		SCIP_Real	coef
	)

static

adds a bilinear term to quadratic constraint

Parameters

scip	SCIP data structure
cons	quadratic constraint
var1pos	position of first variable in quadratic variables array
var2pos	position of second variable in quadratic variables array
coef	coefficient of bilinear term

Definition at line 2262 of file cons_quadratic.c.

References SCIP_BilinTerm::coef, consdataEnsureAdjBilinSize(), consdataEnsureBilinSize(), FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_OKAY, SCIPconsGetData(), SCIPerrorMessage, SCIPintervalSetEmpty(), SCIPreleaseNlRow(), SCIPvarCompare(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by removeFixedVariables(), SCIPaddBilinTermQuadratic(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE removeBilinearTermsPos	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	nterms,
		int *	termposs
	)

static

removes a set of bilinear terms and updates adjacency information in quad var terms Note: this function sorts the given array termposs

Parameters

scip	SCIP data structure
cons	quadratic constraint
nterms	number of terms to delete
termposs	indices of terms to delete

Definition at line 2354 of file cons_quadratic.c.

References FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPintervalSetEmpty(), SCIPreleaseNlRow(), and SCIPsortInt().

Referenced by mergeAndCleanBilinearTerms(), presolveTryAddAND(), presolveTryAddLinearReform(), and removeFixedVariables().

static SCIP_RETCODE mergeAndCleanQuadVarTerms	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

static

Parameters

scip	SCIP data structure
cons	quadratic constraint

Definition at line 2452 of file cons_quadratic.c.

References addLinearCoef(), SCIP_QuadVarTerm::adjbilin, BMScopyMemoryArray, consdataEnsureAdjBilinSize(), consdataSortQuadVarTerms(), delQuadVarTermPos(), SCIP_QuadVarTerm::lincoef, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPdebugMessage, SCIPintervalSetEmpty(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarGetName(), SCIPvarIsBinary(), SCIP_QuadVarTerm::sqrcoef, TRUE, and SCIP_QuadVarTerm::var.

Referenced by presolveDisaggregate(), removeFixedVariables(), SCIP_DECL_CONSEXITPRE(), SCIP_DECL_CONSPRESOL(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE mergeAndCleanLinearVars	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

static

Parameters

scip	SCIP data structure
cons	quadratic constraint

Definition at line 2549 of file cons_quadratic.c.

References chgLinearCoefPos(), consdataFindQuadVarTerm(), consdataSortLinearVars(), delLinearCoefPos(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPintervalSetEmpty(), SCIPisZero(), and TRUE.

Referenced by removeFixedVariables(), SCIP_DECL_CONSEXITPRE(), SCIP_DECL_CONSPRESOL(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE mergeAndCleanBilinearTerms	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

static

Parameters

scip	SCIP data structure
cons	quadratic constraint

Definition at line 2621 of file cons_quadratic.c.

References SCIP_BilinTerm::coef, consdataSortBilinTerms(), NULL, removeBilinearTermsPos(), SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPisZero(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by presolveDisaggregate(), removeFixedVariables(), SCIP_DECL_CONSEXITPRE(), SCIP_DECL_CONSPRESOL(), and SCIPcreateConsQuadratic().

static SCIP_RETCODE removeFixedVariables	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

static

removes fixes (or aggregated) variables from a quadratic constraint

Parameters

scip	SCIP data structure
cons	quadratic constraint

Definition at line 2688 of file cons_quadratic.c.

References addBilinearTerm(), addLinearCoef(), addQuadVarTerm(), SCIP_BilinTerm::coef, consdataEnsureBilinSize(), consdataEnsureLinearVarsSize(), consdataEnsureQuadVarTermsSize(), delLinearCoefPos(), delQuadVarTermPos(), FALSE, mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, removeBilinearTermsPos(), replaceQuadVarTermPos(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_MULTAGGR, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPgetProbvarSum(), SCIPisInfinity(), SCIPvarCompare(), SCIPvarGetMultaggrConstant(), SCIPvarGetMultaggrNVars(), SCIPvarGetMultaggrScalars(), SCIPvarGetMultaggrVars(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarIsActive(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by SCIP_DECL_CONSEXITPRE(), and SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE createNlRow	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

static

create a nonlinear row representation of the constraint and stores them in consdata

Parameters

scip	SCIP data structure
cons	quadratic constraint

Definition at line 2999 of file cons_quadratic.c.

References SCIP_QuadElement::coef, consdataFindQuadVarTerm(), SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, MAX, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddLinearCoefsToNlRow(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPcreateNlRow(), SCIPfreeBufferArray, SCIPisZero(), and SCIPreleaseNlRow().

Referenced by SCIP_DECL_CONSINITSOL(), and SCIPgetNlRowQuadratic().

static SCIP_RETCODE presolveSolve	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_RESULT *	result,
		SCIP_Bool *	redundant,
		int *	naggrvars
	)

static

Parameters

scip	SCIP data structure
cons	constraint
result	to store result of solve: cutoff, success, or do-not-find
redundant	to store whether constraint is redundant now (should be deleted)
naggrvars	counter on number of variable aggregations

Definition at line 3116 of file cons_quadratic.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_Real, SCIP_SUCCESS, SCIPaggregateVars(), SCIPconsGetData(), SCIPdebugMessage, SCIPisEQ(), SCIPisZero(), SCIPvarGetName(), SCIPvarIsBinary(), and TRUE.

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE presolveTryAddAND	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		int *	naddconss
	)

static

reformulates products of binary variables as AND constraint For a product x*y, with x and y binary variables, the product is replaced by a new auxiliary variable z and the constraint z = {x and y} is added.

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint
naddconss	buffer where to add the number of AND constraints added

Definition at line 3200 of file cons_quadratic.c.

References addLinearCoef(), NULL, removeBilinearTermsPos(), SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPaddCons(), SCIPaddVar(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsAnd(), SCIPcreateVar(), SCIPdebugAddSolVal, SCIPdebugGetSolVal, SCIPdebugMessage, SCIPdebugPrintCons, SCIPfreeBufferArray, SCIPreleaseCons(), SCIPreleaseVar(), SCIPsnprintf(), SCIPvarGetName(), SCIPvarIsBinary(), SCIPvarIsInitial(), and SCIPvarIsRemovable().

Referenced by SCIP_DECL_CONSPRESOL().

static void getImpliedBounds	(	SCIP_VAR *	x,
		SCIP_Bool	xval,
		SCIP_VAR *	y,
		SCIP_INTERVAL *	resultant
	)

static

gets bounds of variable y if x takes a certain value checks whether x = xval has implications on y

Parameters

x	variable which implications to check
xval	value of x to check for (TRUE for 1, FALSE for 0)
y	variable to check if bounds can be reduced
resultant	buffer to store bounds on y

Definition at line 3298 of file cons_quadratic.c.

References SCIP_Interval::inf, MAX, MIN, NULL, SCIP_BOUNDTYPE_LOWER, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPintervalIsEmpty(), SCIPintervalSetBounds(), SCIPsortedvecFindPtr(), SCIPvarGetImplBounds(), SCIPvarGetImplTypes(), SCIPvarGetImplVars(), SCIPvarGetLbGlobal(), SCIPvarGetNBinImpls(), SCIPvarGetNImpls(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), SCIPvarIsBinary(), and SCIP_Interval::sup.

Referenced by presolveTryAddLinearReform().

static SCIP_RETCODE presolveTryAddLinearReform	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		int *	naddconss
	)

static

Reformulates products of binary times bounded continuous variables as system of linear inequalities (plus auxiliary variable).

For a product x*y, with y a binary variable and x a continous variable with finite bounds, an auxiliary variable z and the inequalities $x^L * y \leq z \leq x^U * y$ and $x - (1-y)*x^U \leq z \leq x - (1-y)*x^L$ are added.

If x is a linear term consisting of more than one variable, it is split up in groups of linear terms of length at most maxnrvar. For each product of linear term of length at most maxnrvar with y, an auxiliary z and linear inequalities are added.

If y is a binary variable, the AND constraint $z = x \wedge y$ may be added instead of linear constraints.

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint
naddconss	buffer where to add the number of auxiliary constraints added

Definition at line 3378 of file cons_quadratic.c.

References addLinearCoef(), FALSE, getImpliedBounds(), SCIP_Interval::inf, MAX, MAXDNOM, MIN, NULL, REALABS, removeBilinearTermsPos(), SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddCons(), SCIPaddVar(), SCIPcalcGreComDiv(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsAnd(), SCIPcreateConsLinear(), SCIPcreateConsVarbound(), SCIPcreateVar(), SCIPdebugAddSolVal, SCIPdebugGetSolVal, SCIPdebugMessage, SCIPdebugPrintCons, SCIPfeastol(), SCIPfreeBufferArrayNull, SCIPinfinity(), SCIPintervalAdd(), SCIPintervalDivScalar(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalMulScalar(), SCIPintervalSet(), SCIPisEQ(), SCIPisInfinity(), SCIPisIntegral(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIPreallocBufferArray, SCIPreleaseCons(), SCIPreleaseVar(), SCIPround(), SCIPselectSimpleValue(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarIsBinary(), SCIPvarIsInitial(), SCIPvarIsRemovable(), SCIP_Interval::sup, and TRUE.

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE presolveUpgrade	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_Bool *	upgraded,
		int *	nupgdconss,
		int *	naddconss
	)

static

tries to automatically convert a quadratic constraint (or a part of it) into a more specific and more specialized constraint

Parameters

scip	SCIP data structure
conshdlr	constraint handler data structure
cons	source constraint to try to convert
upgraded	buffer to store whether constraint was upgraded
nupgdconss	buffer to increase if constraint was upgraded
naddconss	buffer to increase with number of additional constraints created during upgrade

Definition at line 3809 of file cons_quadratic.c.

References dropVarEvents(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIP_VARTYPE_INTEGER, SCIPaddCons(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsModifiable(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPdebugPrintf, SCIPdelCons(), SCIPerrorMessage, SCIPfreeBufferArray, SCIPisIntegral(), SCIPisRelEQ(), SCIPisZero(), SCIPreallocBufferArray, SCIPreleaseCons(), SCIPvarGetLbLocal(), SCIPvarGetType(), SCIPvarGetUbLocal(), and TRUE.

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE presolveDisaggregateMarkComponent	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		int	quadvaridx,
		SCIP_HASHMAP *	var2component,
		int	componentnr
	)

static

helper function for presolveDisaggregate

Parameters

scip	SCIP data structure
consdata	constraint data
quadvaridx	index of quadratic variable to mark
var2component	variables to components mapping
componentnr	the component number to mark to

Definition at line 4025 of file cons_quadratic.c.

References SCIP_QuadVarTerm::adjbilin, consdataFindQuadVarTerm(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_OKAY, SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPhashmapInsert(), and SCIP_QuadVarTerm::var.

Referenced by presolveDisaggregate().

static SCIP_RETCODE presolveDisaggregate	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		int *	naddconss
	)

static

for quadratic constraints that consists of a sum of quadratic terms, disaggregates the sum into a set of constraints by introducing auxiliary variables

Parameters

scip	SCIP data structure
conshdlr	constraint handler data structure
cons	source constraint to try to convert
naddconss	pointer to counter of added constraints

Definition at line 4071 of file cons_quadratic.c.

References addLinearCoef(), consdataEnsureLinearVarsSize(), consdataSortQuadVarTerms(), delQuadVarTermPos(), FALSE, mergeAndCleanBilinearTerms(), mergeAndCleanQuadVarTerms(), NULL, presolveDisaggregateMarkComponent(), REALABS, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPaddBilinTermQuadratic(), SCIPaddCons(), SCIPaddLinearVarQuadratic(), SCIPaddQuadVarQuadratic(), SCIPaddVar(), SCIPallocBufferArray, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPcreateConsQuadratic2(), SCIPcreateVar(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPfreeBlockMemoryArray, SCIPfreeBufferArray, SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPinfinity(), SCIPisInfinity(), SCIPisZero(), SCIPreleaseCons(), SCIPreleaseVar(), and SCIPsnprintf().

Referenced by SCIP_DECL_CONSPRESOL().

static void checkCurvatureEasy	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Bool *	determined,
		SCIP_Bool	checkmultivariate
	)

static

checks a quadratic constraint for convexity and/or concavity without checking multivariate functions

Parameters

scip	SCIP data structure
cons	quadratic constraint
determined	pointer to store whether the curvature could be determined
checkmultivariate	whether curvature will be checked later on for multivariate functions

Definition at line 4345 of file cons_quadratic.c.

References FALSE, NULL, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPisNegative(), SCIPisPositive(), and TRUE.

Referenced by checkCurvature(), SCIPisConcaveQuadratic(), and SCIPisConvexQuadratic().

static SCIP_RETCODE checkCurvature	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Bool	checkmultivariate
	)

static

checks a quadratic constraint for convexity and/or concavity

Parameters

scip	SCIP data structure
cons	quadratic constraint
checkmultivariate	whether curvature should also be checked for multivariate functions

Definition at line 4410 of file cons_quadratic.c.

References BMSclearMemoryArray, checkCurvatureEasy(), FALSE, LapackDsyev(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPhashmapInsert(), SCIPisInfinity(), SCIPisIpoptAvailableIpopt(), SCIPisNegative(), SCIPisPositive(), SCIPvarIsBinary(), SCIPwarningMessage(), and TRUE.

Referenced by addLinearizationCuts(), generateCut(), generateCutUnboundedLP(), SCIP_DECL_CONSINITLP(), SCIP_DECL_CONSSEPALP(), and SCIPcheckCurvatureQuadratic().

static SCIP_RETCODE checkFactorable	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

static

check whether indefinite constraint function is factorable and store corresponding coefficients

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 4577 of file cons_quadratic.c.

References BMSclearMemoryArray, SCIP_BilinTerm::coef, consdataFindQuadVarTerm(), consdataSortQuadVarTerms(), FALSE, LapackDsyev(), MAX, MIN, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemoryArray, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPdebugPrintf, SCIPfreeBlockMemoryArray, SCIPfreeBufferArray, SCIPisIpoptAvailableIpopt(), SCIPisNegative(), SCIPisPositive(), SCIPisRelEQ(), SCIPisZero(), SCIPvarGetName(), sqrt(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by SCIP_DECL_CONSINITSOL().

static SCIP_Real getGradientMaxElement	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol
	)

static

gets maximal absolute value in gradient of quadratic function

Parameters

scip	SCIP data structure
cons	constraint
sol	solution or NULL if LP solution should be used

Definition at line 4783 of file cons_quadratic.c.

References NULL, REALABS, SCIP_Real, SCIP_STAGE_SOLVING, SCIPconsGetData(), SCIPgetSolVal(), SCIPgetStage(), and SCIPisInfinity().

Referenced by computeViolation().

static SCIP_RETCODE computeViolation	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol
	)

static

computes activity and violation of a constraint

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint
sol	solution or NULL if LP solution should be used

Definition at line 4837 of file cons_quadratic.c.

References getGradientMaxElement(), MAX, MIN, NULL, REALABS, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPerrorMessage, SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisInfinity(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by computeViolations(), proposeFeasibleSolution(), SCIP_DECL_CONSCHECK(), and SCIPgetViolationQuadratic().

static SCIP_RETCODE computeViolations	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_SOL *	sol,
		SCIP_CONS **	maxviolcon
	)

static

computes violation of a set of constraints

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conss	constraints
nconss	number of constraints
sol	solution or NULL if LP solution should be used
maxviolcon	buffer to store constraint with largest violation, or NULL if solution is feasible

Definition at line 5000 of file cons_quadratic.c.

References computeViolation(), MAX, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPfeastol(), and SCIPisGT().

Referenced by SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSENFOPS(), SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().

static void generateCutFactorableDo	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real *	ref,
		SCIP_Real	multleft,
		SCIP_Real *	coefleft,
		SCIP_Real	multright,
		SCIP_Real *	coefright,
		SCIP_Real	rightminactivity,
		SCIP_Real	rightmaxactivity,
		SCIP_Real	rhs,
		SCIP_Real *	cutcoef,
		SCIP_Real *	cutrhs,
		SCIP_Bool *	islocal,
		SCIP_Bool *	success,
		char *	name
	)

static

tries to compute cut for multleft * <coefleft, x'> * multright <= rhs / (multright * <coefright, x'>) where x'=(x,1)

Parameters

scip	SCIP data structure
cons	constraint
ref	reference solution where to generate the cut
multleft	multiplicator on lhs
coefleft	coefficient for factor on lhs
multright	multiplicator on both sides
coefright	coefficient for factor that goes to rhs
rightminactivity	minimal activity of <coefright, x>
rightmaxactivity	maximal activity of <coefright, x>
rhs	denominator on rhs
cutcoef	array to store cut coefficients for quadratic variables
cutrhs	buffer to store cut rhs
islocal	buffer to set to TRUE if local information was used
success	buffer to indicate whether a cut was successfully computed
name	buffer to store name of cut

Definition at line 5045 of file cons_quadratic.c.

References FALSE, NULL, SCIP_MAXSTRLEN, SCIP_Real, SCIPconsGetData(), SCIPconsGetName(), SCIPgetNLPs(), SCIPisFeasLE(), SCIPisInfinity(), SCIPisZero(), SCIPsnprintf(), and TRUE.

Referenced by generateCutFactorable().

static SCIP_RETCODE generateCutFactorable	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SIDETYPE	violside,
		SCIP_Real *	ref,
		SCIP_Real *	cutcoef,
		SCIP_Real *	cutlhs,
		SCIP_Real *	cutrhs,
		SCIP_Bool *	islocal,
		SCIP_Bool *	success,
		char *	name
	)

static

tries to generate a cut if constraint quadratic function is factorable and there are no linear variables (ax+b)(cx+d) <= rhs and cx+d >= 0 -> (ax+b) <= rhs / (cx+d), where the right hand side is concave and can be linearized

Parameters

scip	SCIP data structure
cons	constraint
violside	for which side a cut should be generated
ref	reference solution where to generate the cut
cutcoef	array to store cut coefficients for quadratic variables
cutlhs	buffer to store cut lhs
cutrhs	buffer to store cut rhs
islocal	buffer to set to TRUE if local information was used
success	buffer to indicate whether a cut was successfully computed
name	buffer to store name of cut

Definition at line 5153 of file cons_quadratic.c.

References FALSE, generateCutFactorableDo(), NULL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_RIGHT, SCIPconsGetData(), SCIPinfinity(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPisZero(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by generateCut().

static SCIP_Bool generateCutLTIfindIntersection	(	SCIP *	scip,
		SCIP_Real	x0,
		SCIP_Real	y0_,
		SCIP_Real	x1,
		SCIP_Real	y1_,
		SCIP_Real	wl,
		SCIP_Real	wu,
		SCIP_Real *	xl,
		SCIP_Real *	yl,
		SCIP_Real *	xu,
		SCIP_Real *	yu
	)

static

Definition at line 5369 of file cons_quadratic.c.

References FALSE, NULL, SCIP_INVALID, SCIP_Real, SCIPdebugMessage, SCIPisRelEQ(), SCIPisZero(), sqrt(), and TRUE.

Referenced by generateCutLTIcomputeCoefs().

static SCIP_Bool generateCutLTIgenMulCoeff	(	SCIP *	scip,
		SCIP_Real	x1,
		SCIP_Real	y1_,
		SCIP_Real	x2,
		SCIP_Real	y2,
		SCIP_Bool	whichuse,
		SCIP_Real *	cx,
		SCIP_Real *	cy,
		SCIP_Real *	cw
	)

static

Definition at line 5491 of file cons_quadratic.c.

References FALSE, NULL, SCIP_Real, SCIPisZero(), and TRUE.

Referenced by generateCutLTIcomputeCoefs().

static void generateCutLTIcomputeCoefs	(	SCIP *	scip,
		SCIP_Real	xl,
		SCIP_Real	xu,
		SCIP_Real	x0,
		SCIP_Real	yl,
		SCIP_Real	yu,
		SCIP_Real	y0_,
		SCIP_Real	wl,
		SCIP_Real	wu,
		SCIP_Real	w0,
		SCIP_Real *	cx,
		SCIP_Real *	cy,
		SCIP_Real *	cw,
		SCIP_Real *	c0,
		SCIP_Bool *	success
	)

static

computes coefficients of a lifted-tangent inequality for x*y = w The code is an adaptation of the methods in exprMul-upperHull.cpp in Couenne/stable/0.4 rev773, written by P. Belotti and licensed under Eclipse Public License.

Parameters

scip	SCIP data structure
xl	lower bound on x
xu	upper bound on x
x0	reference point for x
yl	lower bound on y
yu	upper bound on y
y0_	reference point for y
wl	lower bound on w
wu	upper bound on w
w0	reference point for w
cx	buffer where to store cut coefficient for x
cy	buffer where to store cut coefficient for y
cw	buffer where to store cut coefficient for w
c0	buffer where to store cut left-hand-side
success	buffer where to indicate whether cut coefficients were computed

Definition at line 5548 of file cons_quadratic.c.

References FALSE, generateCutLTIfindIntersection(), generateCutLTIgenMulCoeff(), MAX, MIN, NULL, SCIP_Bool, SCIP_INVALID, SCIP_Real, SCIPdebugMessage, SCIPisFeasGE(), SCIPisFeasLE(), SCIPisGE(), SCIPisGT(), SCIPisInfinity(), SCIPisLE(), SCIPisLT(), SCIPisZero(), and TRUE.

Referenced by generateCutLTI().

static SCIP_RETCODE generateCutLTI	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SIDETYPE	violside,
		SCIP_Real *	ref,
		SCIP_SOL *	sol,
		SCIP_Real **	cutcoeflin,
		SCIP_Real *	cutcoefquad,
		SCIP_Real *	cutlhs,
		SCIP_Real *	cutrhs,
		SCIP_Bool *	islocal,
		SCIP_Bool *	success,
		char *	name
	)

static

tries to generate a cut if constraint quadratic function is factorable and there are linear variables computes what is called a lifted tangent inequality described in Belotti, Miller, Namazifar, Lifted inequalities for bounded products of variables, SIAG/OPT Views-and-News 22:1, 2011

Parameters

scip	SCIP data structure
cons	constraint
violside	for which side a cut should be generated
ref	reference solution where to generate the cut
sol	solution that shall be cutoff, NULL for LP solution
cutcoeflin	buffer to store pointer to array with coefficients for linear variables
cutcoefquad	array to store cut coefficients for quadratic variables
cutlhs	buffer to store cut lhs
cutrhs	buffer to store cut rhs
islocal	buffer to set to TRUE if local information was used
success	buffer to indicate whether a cut was successfully computed
name	buffer to store name of cut

Definition at line 5906 of file cons_quadratic.c.

References FALSE, generateCutLTIcomputeCoefs(), NULL, SCIP_CALL, SCIP_LPSOLSTAT_OPTIMAL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPgetLPSolstat(), SCIPgetNLPs(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPisRelEQ(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generateCut().

static void addSquareLinearization	(	SCIP *	scip,
		SCIP_Real	sqrcoef,
		SCIP_Real	refpoint,
		SCIP_Bool	isint,
		SCIP_Real *	lincoef,
		SCIP_Real *	linconstant,
		SCIP_Bool *	success
	)

static

computes coefficients of linearization of a square term in a reference point

Parameters

scip	SCIP data structure
sqrcoef	coefficient of square term
refpoint	point where to linearize
isint	whether corresponding variable is a discrete variable, and thus linearization could be moved
lincoef	buffer to add coefficient of linearization
linconstant	buffer to add constant of linearization
success	buffer to set to FALSE if linearization has failed due to large numbers

Definition at line 6173 of file cons_quadratic.c.

References FALSE, NULL, REALABS, SCIP_Real, SCIPfloor(), SCIPisInfinity(), and SCIPisIntegral().

Referenced by generateCutConvex(), and generateCutNonConvex().

static void addSquareSecant	(	SCIP *	scip,
		SCIP_Real	sqrcoef,
		SCIP_Real	lb,
		SCIP_Real	ub,
		SCIP_Real	refpoint,
		SCIP_Real *	lincoef,
		SCIP_Real *	linconstant,
		SCIP_Bool *	success
	)

static

computes coefficients of secant of a square term

Parameters

scip	SCIP data structure
sqrcoef	coefficient of square term
lb	lower bound on variable
ub	upper bound on variable
refpoint	point for which to compute value of linearization
lincoef	buffer to add coefficient of secant
linconstant	buffer to add constant of secant
success	buffer to set to FALSE if secant has failed due to large numbers or unboundedness

Definition at line 6240 of file cons_quadratic.c.

References FALSE, NULL, REALABS, SCIP_Real, SCIPisGE(), SCIPisInfinity(), and SCIPisLE().

Referenced by generateCutNonConvex().

static void addBilinLinearization	(	SCIP *	scip,
		SCIP_Real	bilincoef,
		SCIP_Real	refpointx,
		SCIP_Real	refpointy,
		SCIP_Real *	lincoefx,
		SCIP_Real *	lincoefy,
		SCIP_Real *	linconstant,
		SCIP_Bool *	success
	)

static

computes coefficients of linearization of a bilinear term in a reference point

Parameters

scip	SCIP data structure
bilincoef	coefficient of bilinear term
refpointx	point where to linearize first variable
refpointy	point where to linearize second variable
lincoefx	buffer to add coefficient of first variable in linearization
lincoefy	buffer to add coefficient of second variable in linearization
linconstant	buffer to add constant of linearization
success	buffer to set to FALSE if linearization has failed due to large numbers

Definition at line 6290 of file cons_quadratic.c.

References FALSE, NULL, REALABS, SCIP_Real, and SCIPisInfinity().

Referenced by generateCutConvex().

static void addBilinMcCormick	(	SCIP *	scip,
		SCIP_Real	bilincoef,
		SCIP_Real	lbx,
		SCIP_Real	ubx,
		SCIP_Real	refpointx,
		SCIP_Real	lby,
		SCIP_Real	uby,
		SCIP_Real	refpointy,
		SCIP_Bool	overestimate,
		SCIP_Real *	lincoefx,
		SCIP_Real *	lincoefy,
		SCIP_Real *	linconstant,
		SCIP_Bool *	success
	)

static

computes coefficients of McCormick under- or overestimation of a bilinear term

Parameters

scip	SCIP data structure
bilincoef	coefficient of bilinear term
lbx	lower bound on first variable
ubx	upper bound on first variable
refpointx	reference point for first variable
lby	lower bound on second variable
uby	upper bound on second variable
refpointy	reference point for second variable
overestimate	whether to compute an overestimator instead of an underestimator
lincoefx	buffer to add coefficient of first variable in linearization
lincoefy	buffer to add coefficient of second variable in linearization
linconstant	buffer to add constant of linearization
success	buffer to set to FALSE if linearization has failed due to large numbers

Definition at line 6337 of file cons_quadratic.c.

References FALSE, MAX, MIN, NULL, REALABS, SCIP_Real, SCIPisGE(), SCIPisInfinity(), SCIPisLE(), and SCIPisRelEQ().

Referenced by generateCutNonConvex().

static SCIP_RETCODE generateCutConvex	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SIDETYPE	violside,
		SCIP_Real *	ref,
		SCIP_Real *	coef,
		SCIP_Real *	lhs,
		SCIP_Real *	rhs,
		SCIP_Bool *	islocal,
		SCIP_Bool *	success,
		char *	name
	)

static

computes cut coefficients by linearizing a quadratic function

Parameters

scip	SCIP data structure
cons	constraint
violside	side for which to generate cut
ref	reference solution where to generate the cut
coef	array to store cut coefficients w.r.t. quadratic variables
lhs	buffer to store left-hand-side of cut
rhs	buffer to store right-hand-side of cut
islocal	buffer to set to TRUE if local bounds were used
success	buffer to indicate whether a cut was successfully computed
name	buffer to store name for cut

Definition at line 6536 of file cons_quadratic.c.

References addBilinLinearization(), addSquareLinearization(), BMSclearMemoryArray, SCIP_BilinTerm::coef, NULL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_VARTYPE_CONTINUOUS, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPgetNLPs(), SCIPinfinity(), SCIPsnprintf(), SCIPvarGetType(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by generateCut().

static SCIP_RETCODE generateCutNonConvex	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SIDETYPE	violside,
		SCIP_Real *	ref,
		SCIP_Real *	coef,
		SCIP_Real *	lhs,
		SCIP_Real *	rhs,
		SCIP_Bool *	islocal,
		SCIP_Bool *	success,
		char *	name
	)

static

computes cut coefficients for a nonconvex quadratic function

Parameters

scip	SCIP data structure
cons	constraint
violside	side for which to generate cut
ref	reference solution where to generate the cut
coef	array to store cut coefficients w.r.t. quadratic variables
lhs	buffer to store left-hand-side of cut
rhs	buffer to store right-hand-side of cut
islocal	buffer to set to TRUE if local bounds were used
success	buffer to indicate whether a cut was successfully computed
name	buffer to store name for cut

Definition at line 6625 of file cons_quadratic.c.

References addBilinMcCormick(), addSquareLinearization(), addSquareSecant(), BMSclearMemoryArray, SCIP_BilinTerm::coef, NULL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIP_VARTYPE_CONTINUOUS, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPgetNLPs(), SCIPinfinity(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetType(), SCIPvarGetUbLocal(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by generateCut().

static SCIP_RETCODE generateCut	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_Real *	ref,
		SCIP_SOL *	sol,
		SCIP_SIDETYPE	violside,
		SCIP_ROW **	row,
		SCIP_Real *	efficacy,
		SCIP_Bool	checkcurvmultivar,
		SCIP_Real	minefficacy
	)

static

generates a cut based on linearization (if convex) or McCormick (if nonconvex) in a given reference point

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint
ref	reference solution where to generate the cut
sol	point that we aim to separate, or NULL for LP solution
violside	for which side a cut should be generated
row	storage for cut
efficacy	buffer to store efficacy of row in reference solution, or NULL if not of interest
checkcurvmultivar	are we allowed to check the curvature of a multivariate quadratic function, if not done yet
minefficacy	minimal required efficacy (violation scaled by maximal absolute coefficient)

Definition at line 6731 of file cons_quadratic.c.

References checkCurvature(), FALSE, generateCutConvex(), generateCutFactorable(), generateCutLTI(), generateCutNonConvex(), MAX, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_LPSOLSTAT_OPTIMAL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIP_STAGE_SOLVING, SCIP_VARSTATUS_LOOSE, SCIPABORT, SCIPaddVarsToRow(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsLocal(), SCIPcreateEmptyRowCons(), SCIPdebugMessage, SCIPerrorMessage, SCIPfreeBufferArray, SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetSolVal(), SCIPgetStage(), SCIPinfinity(), SCIPisEQ(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisGT(), SCIPisInfinity(), SCIPisIntegral(), SCIPisLT(), SCIPround(), SCIProwGetName(), SCIProwGetNNonz(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generateCutSol(), generateCutUnboundedLP(), and SCIP_DECL_CONSINITLP().

static SCIP_RETCODE generateCutSol	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_SOL *	refsol,
		SCIP_SIDETYPE	violside,
		SCIP_ROW **	row,
		SCIP_Real *	efficacy,
		SCIP_Bool	checkcurvmultivar,
		SCIP_Real	minefficacy
	)

static

generates a cut based on linearization (if convex) or McCormick (if nonconvex) in a solution

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint
sol	solution where to generate cut, or NULL if LP solution should be used
refsol	reference point where to generate cut, or NULL if sol should be used
violside	for which side a cut should be generated
row	storage for cut
efficacy	buffer to store efficacy of row in reference solution, or NULL if not of interest
checkcurvmultivar	are we allowed to check the curvature of a multivariate quadratic function, if not done yet
minefficacy	minimal required efficacy (violation scaled by maximal absolute coefficient)

Definition at line 7094 of file cons_quadratic.c.

References generateCut(), MAX, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisInfinity(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by addLinearizationCuts(), generateCutUnboundedLP(), and separatePoint().

static SCIP_RETCODE generateCutUnboundedLP	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_SIDETYPE	violside,
		SCIP_ROW **	row,
		SCIP_Real *	rowrayprod,
		SCIP_Bool	checkcurvmultivar
	)

static

tries to find a cut that intersects with an unbounded ray of the LP for convex functions, we do this by linearizing in the feasible solution of the LPI for nonconvex functions, we just call generateCutSol with the unbounded solution as reference point

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint
violside	for which side a cut should be generated
row	storage for cut
rowrayprod	buffer to store product of ray with row coefficients, or NULL if not of interest
checkcurvmultivar	are we allowed to check the curvature of a multivariate quadratic function, if not done yet

Definition at line 7150 of file cons_quadratic.c.

References checkCurvature(), SCIP_BilinTerm::coef, FALSE, generateCut(), generateCutSol(), NULL, REALABS, SCIP_CALL, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPallocBufferArray, SCIPcolGetVar(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPgetLPSolstat(), SCIPgetPrimalRayVal(), SCIPhasPrimalRay(), SCIPinfinity(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIProwGetCols(), SCIProwGetNNonz(), SCIProwGetVals(), SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

Referenced by separatePoint().

static SCIP_RETCODE separatePoint	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS **	conss,
		int	nconss,
		int	nusefulconss,
		SCIP_SOL *	sol,
		SCIP_Real	minefficacy,
		SCIP_Bool	inenforcement,
		SCIP_RESULT *	result,
		SCIP_Real *	bestefficacy
	)

static

tries to separate solution or LP solution by a linear cut

assumes that constraint violations have been computed

Parameters

scip	SCIP data structure
conshdlr	quadratic constraints handler
conss	constraints
nconss	number of constraints
nusefulconss	number of constraints that seem to be useful
sol	solution to separate, or NULL if LP solution should be used
minefficacy	minimal efficacy of a cut if it should be added to the LP
inenforcement	whether we are in constraint enforcement
result	result of separation
bestefficacy	buffer to store best efficacy of a cut that was added to the LP, if found; or NULL if not of interest

Definition at line 7297 of file cons_quadratic.c.

References FALSE, generateCutSol(), generateCutUnboundedLP(), MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_INVALIDDATA, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPABORT, SCIPaddCut(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPepsilon(), SCIPerrorMessage, SCIPfeastol(), SCIPgetLPSolstat(), SCIPgetRelaxFeastolFactor(), SCIPgetRowMaxCoef(), SCIPisCutApplicable(), SCIPisGT(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIPmarkRowNotRemovableLocal(), SCIPreleaseRow(), SCIPresetConsAge(), SCIProwGetLhs(), and SCIProwGetRhs().

Referenced by SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().

static SCIP_RETCODE addLinearizationCuts	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_SOL *	ref,
		SCIP_Bool *	separatedlpsol,
		SCIP_Real	minefficacy
	)

static

adds linearizations cuts for convex constraints w.r.t. a given reference point to cutpool and sepastore if separatedlpsol is not NULL, then a cut that separates the LP solution is added to the sepastore and is forced to enter the LP if separatedlpsol is not NULL, but cut does not separate the LP solution, then it is added to the cutpool only if separatedlpsol is NULL, then cut is added to cutpool only

Parameters

scip	SCIP data structure
conshdlr	quadratic constraints handler
conss	constraints
nconss	number of constraints
ref	reference point where to linearize, or NULL for LP solution
separatedlpsol	buffer to store whether a cut that separates the current LP solution was found and added to LP, or NULL if adding to cutpool only
minefficacy	minimal efficacy of a cut when checking for separation of LP solution

Definition at line 7468 of file cons_quadratic.c.

References checkCurvature(), FALSE, generateCutSol(), MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPABORT, SCIPaddCut(), SCIPaddPoolCut(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsLocal(), SCIPdebugMessage, SCIPerrorMessage, SCIPgetRowLPFeasibility(), SCIPgetRowMaxCoef(), SCIPinfinity(), SCIPisInfinity(), SCIPreleaseRow(), SCIProwGetLhs(), SCIProwGetName(), SCIProwGetRhs(), SCIProwIsLocal(), and TRUE.

Referenced by SCIP_DECL_CONSSEPALP(), and SCIP_DECL_EVENTEXEC().

static SCIP_DECL_EVENTEXEC ( processNewSolutionEvent )

static

processes the event that a new primal solution has been found

Definition at line 7585 of file cons_quadratic.c.

References addLinearizationCuts(), NULL, SCIP_CALL, SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIPconshdlrGetConss(), SCIPconshdlrGetData(), SCIPconshdlrGetNConss(), SCIPdebugMessage, SCIPeventGetSol(), SCIPeventGetType(), SCIPheurGetName(), and SCIPsolGetHeur().

static SCIP_RETCODE registerVariableInfeasibilities	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS **	conss,
		int	nconss,
		int *	nnotify
	)

static

computes the infeasibilities of variables from the convexification gaps in the constraints and notifies the branching rule about them

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conss	constraints to check
nconss	number of constraints to check
nnotify	counter for number of notifications performed

Definition at line 7633 of file cons_quadratic.c.

References MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPfeastol(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasNegative(), SCIPisGE(), SCIPisGT(), SCIPisInfinity(), SCIPisLE(), SCIPisLT(), SCIPisNegative(), SCIPisRelEQ(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarIsIntegral(), and sqrt().

Referenced by SCIP_DECL_CONSENFOLP().

static SCIP_RETCODE registerLargeLPValueVariableForBranching	(	SCIP *	scip,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_VAR **	brvar
	)

static

registers a quadratic variable from a violated constraint as branching candidate that has a large absolute value in the LP relaxation

Parameters

scip	SCIP data structure
conss	constraints
nconss	number of constraints
brvar	buffer to store branching variable

Definition at line 7840 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPfeastol(), SCIPgetSolVal(), SCIPisGT(), SCIPisRelEQ(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by SCIP_DECL_CONSENFOLP().

static SCIP_RETCODE replaceByLinearConstraints	(	SCIP *	scip,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_Bool *	addedcons,
		SCIP_Bool *	reduceddom,
		SCIP_Bool *	infeasible
	)

static

replaces violated quadratic constraints where all quadratic variables are fixed by linear constraints

Parameters

scip	SCIP data structure
conss	constraints
nconss	number of constraints
addedcons	buffer to store whether a linear constraint was added
reduceddom	whether a domain has been reduced
infeasible	whether we detected infeasibility

Definition at line 7892 of file cons_quadratic.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_INFEASIBLE, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPaddConsLocal(), SCIPcheckCons(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsLinear(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPdelConsLocal(), SCIPfeastol(), SCIPgetLPSolstat(), SCIPinfinity(), SCIPisGT(), SCIPisInfinity(), SCIPisRelEQ(), SCIPisZero(), SCIPreleaseCons(), SCIPtightenVarLb(), SCIPtightenVarUb(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by SCIP_DECL_CONSENFOLP().

static SCIP_RETCODE propagateBoundsTightenVarLb	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	intervalinfty,
		SCIP_VAR *	var,
		SCIP_Real	bnd,
		SCIP_RESULT *	result,
		int *	nchgbds
	)

static

Parameters

scip	SCIP data structure
cons	constraint where we currently propagate
intervalinfty	infinity value used in interval operations
var	variable which domain we might reduce
bnd	new lower bound for variable
result	result to update if there was a tightening or cutoff
nchgbds	counter to increase if a bound was tightened

Definition at line 8062 of file cons_quadratic.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPadjustedVarLb(), SCIPconsGetName(), SCIPdebugMessage, SCIPinProbing(), SCIPisHugeValue(), SCIPisInfinity(), SCIPisLE(), SCIPresetConsAge(), SCIPtightenVarLb(), SCIPvarGetLbLocal(), and SCIPvarGetName().

Referenced by propagateBoundsBilinearTerm(), propagateBoundsCons(), and propagateBoundsQuadVar().

static SCIP_RETCODE propagateBoundsTightenVarUb	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	intervalinfty,
		SCIP_VAR *	var,
		SCIP_Real	bnd,
		SCIP_RESULT *	result,
		int *	nchgbds
	)

static

Parameters

scip	SCIP data structure
cons	constraint where we currently propagate
intervalinfty	infinity value used in interval operations
var	variable which domain we might reduce
bnd	new upper bound for variable
result	result to update if there was a tightening or cutoff
nchgbds	counter to increase if a bound was tightened

Definition at line 8121 of file cons_quadratic.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPadjustedVarUb(), SCIPconsGetName(), SCIPdebugMessage, SCIPinProbing(), SCIPisGE(), SCIPisHugeValue(), SCIPisInfinity(), SCIPresetConsAge(), SCIPtightenVarUb(), SCIPvarGetName(), and SCIPvarGetUbLocal().

Referenced by propagateBoundsBilinearTerm(), propagateBoundsCons(), and propagateBoundsQuadVar().

static SCIP_RETCODE propagateBoundsQuadVar	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	intervalinfty,
		SCIP_VAR *	var,
		SCIP_Real	a,
		SCIP_INTERVAL	b,
		SCIP_INTERVAL	rhs,
		SCIP_RESULT *	result,
		int *	nchgbds
	)

static

solves a quadratic equation $a x^2 + b x \in rhs$ (with b an interval) and reduces bounds on x or deduces infeasibility if possible

Parameters

scip	SCIP data structure
cons	constraint where we currently propagate
intervalinfty	infinity value used in interval operations
var	variable which bounds with might tighten
a	coefficient in square term
b	coefficient in linear term
rhs	right hand side of quadratic equation
result	result of propagation
nchgbds	buffer where to add number of tightened bounds

Definition at line 8181 of file cons_quadratic.c.

References NULL, propagateBoundsTightenVarLb(), propagateBoundsTightenVarUb(), SCIP_CALL, SCIP_CUTOFF, SCIP_OKAY, SCIPconsGetName(), SCIPdebugMessage, SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSolveUnivariateQuadExpression(), SCIPintervalSolveUnivariateQuadExpressionPositive(), SCIPisInfinity(), SCIPresetConsAge(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().

Referenced by propagateBoundsCons().

static SCIP_RETCODE propagateBoundsBilinearTerm	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	intervalinfty,
		SCIP_VAR *	x,
		SCIP_Real	xsqrcoef,
		SCIP_Real	xlincoef,
		SCIP_VAR *	y,
		SCIP_Real	ysqrcoef,
		SCIP_Real	ylincoef,
		SCIP_Real	bilincoef,
		SCIP_INTERVAL	rhs,
		SCIP_RESULT *	result,
		int *	nchgbds
	)

static

tries to deduce domain reductions for x in xsqrcoef x^2 + xlincoef x + ysqrcoef y^2 + ylincoef y + bilincoef x y \in rhs NOTE that domain reductions for y are not deduced

Parameters

scip	SCIP data structure
cons	the constraint, where the bilinear term belongs to
intervalinfty	infinity value used in interval operations
x	first variable
xsqrcoef	square coefficient of x
xlincoef	linear coefficient of x
y	second variable
ysqrcoef	square coefficient of y
ylincoef	linear coefficient of y
bilincoef	bilinear coefficient of x*y
rhs	right hand side of quadratic equation
result	pointer to store result of domain propagation
nchgbds	counter to increment if domain reductions are found

Definition at line 8375 of file cons_quadratic.c.

References infty2infty, MAX, MIN, NULL, propagateBoundsTightenVarLb(), propagateBoundsTightenVarUb(), SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPconsGetName(), SCIPdebugMessage, SCIPinfinity(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsEntire(), SCIPintervalSetBounds(), SCIPintervalSolveBivariateQuadExpressionAllScalar(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().

Referenced by propagateBoundsCons().

static void propagateBoundsGetQuadActivity	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata,
		SCIP_Real	intervalinfty,
		SCIP_Real *	minquadactivity,
		SCIP_Real *	maxquadactivity,
		int *	minactivityinf,
		int *	maxactivityinf,
		SCIP_INTERVAL *	quadactcontr
	)

static

computes the minimal and maximal activity for the quadratic part in a constraint data only sums up terms that contribute finite values gives the number of terms that contribute infinite values only computes those activities where the corresponding side of the constraint is finite

Parameters

scip	SCIP data structure
consdata	constraint data
intervalinfty	infinity value used in interval operations
minquadactivity	minimal activity of quadratic variable terms where only terms with finite minimal activity contribute
maxquadactivity	maximal activity of quadratic variable terms where only terms with finite maximal activity contribute
minactivityinf	number of quadratic variables that contribute -infinity to minimal activity
maxactivityinf	number of quadratic variables that contribute +infinity to maximal activity
quadactcontr	contribution of each quadratic variables to quadactivity

Definition at line 8448 of file cons_quadratic.c.

References SCIP_Interval::inf, infty2infty, MAX, MIN, NULL, SCIP_Real, SCIPinfinity(), SCIPintervalAdd(), SCIPintervalGetInf(), SCIPintervalGetRoundingMode(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalMulScalar(), SCIPintervalQuadUpperBound(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), sqrt(), and SCIP_Interval::sup.

Referenced by propagateBoundsCons().

static SCIP_RETCODE propagateBoundsCons	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_RESULT *	result,
		int *	nchgbds,
		SCIP_Bool *	redundant
	)

static

propagates bounds on a quadratic constraint

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint to process
result	pointer to store the result of the propagation call
nchgbds	buffer where to add the the number of changed bounds
redundant	buffer where to store whether constraint has been found to be redundant

Definition at line 8583 of file cons_quadratic.c.

References consdataFindQuadVarTerm(), consdataSortQuadVarTerms(), consdataUpdateLinearActivity(), FALSE, SCIP_Interval::inf, infty2infty, MAX, MIN, NULL, propagateBoundsBilinearTerm(), propagateBoundsGetQuadActivity(), propagateBoundsQuadVar(), propagateBoundsTightenVarLb(), propagateBoundsTightenVarUb(), SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPepsilon(), SCIPfreeBufferArrayNull, SCIPinfinity(), SCIPintervalAdd(), SCIPintervalGetInf(), SCIPintervalGetRoundingMode(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsEntire(), SCIPintervalIsSubsetEQ(), SCIPintervalMulInf(), SCIPintervalMulScalar(), SCIPintervalMulSup(), SCIPintervalNegateReal(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPintervalSub(), SCIPisEQ(), SCIPisFeasGT(), SCIPisFeasLT(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIP_Interval::sup, and TRUE.

Referenced by propagateBounds(), and SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE propagateBounds	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_RESULT *	result,
		int *	nchgbds
	)

static

calls domain propagation for a set of constraints

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conss	constraints to process
nconss	number of constraints
result	pointer to store the result of the propagation calls
nchgbds	buffer where to add the the number of changed bounds

Definition at line 9116 of file cons_quadratic.c.

References FALSE, NULL, propagateBoundsCons(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_STAGE_PRESOLVING, SCIP_STAGE_SOLVING, SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPdebugMessage, SCIPdelConsLocal(), SCIPgetStage(), and TRUE.

Referenced by SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSENFOPS(), and SCIP_DECL_CONSPROP().

static void consdataFindUnlockedLinearVar	(	SCIP *	scip,
		SCIP_CONSDATA *	consdata
	)

static

Parameters

scip	SCIP data structure
consdata	constraint data

Definition at line 9185 of file cons_quadratic.c.

References SCIPdebugMessage, SCIPisInfinity(), SCIPvarGetName(), SCIPvarGetNLocksDown(), and SCIPvarGetObj().

Referenced by SCIP_DECL_CONSCHECK(), and SCIP_DECL_CONSINITSOL().

static SCIP_RETCODE proposeFeasibleSolution	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_SOL *	sol,
		SCIP_Bool *	success
	)

static

Given a solution where every quadratic constraint is either feasible or can be made feasible by moving a linear variable, construct the corresponding feasible solution and pass it to the trysol heuristic. The method assumes that this is always possible and that not all constraints are feasible already.

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conss	constraints to process
nconss	number of constraints
sol	solution to process
success	buffer to store whether we succeeded to construct a solution that satisfies all provided constraints

Definition at line 9249 of file cons_quadratic.c.

References computeViolation(), FALSE, MAX, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPceil(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPcreateLPSol(), SCIPcreateSolCopy(), SCIPdebugMessage, SCIPfeastol(), SCIPfloor(), SCIPfreeSol(), SCIPgetSolTransObj(), SCIPgetSolVal(), SCIPgetUpperbound(), SCIPheurGetName(), SCIPheurPassSolTrySol(), SCIPincSolVal(), SCIPisGT(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIPisSumLT(), SCIPisZero(), SCIPsolGetHeur(), SCIPunlinkSol(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarIsIntegral(), and TRUE.

Referenced by SCIP_DECL_CONSCHECK().

static SCIP_DECL_NONLINCONSUPGD ( nonlinconsUpgdQuadratic )

static

tries to upgrade a nonlinear constraint into a quadratic constraint

Definition at line 9400 of file cons_quadratic.c.

static SCIP_DECL_CONSHDLRCOPY ( conshdlrCopyQuadratic )

static

copy method for constraint handler plugins (called when SCIP copies plugins)

Definition at line 9579 of file cons_quadratic.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetName(), SCIPincludeConshdlrQuadratic(), and TRUE.

static SCIP_DECL_CONSFREE ( consFreeQuadratic )

static

destructor of constraint handler to free constraint handler data (called when SCIP is exiting)

Definition at line 9595 of file cons_quadratic.c.

References NULL, SCIP_OKAY, SCIPconshdlrGetData(), SCIPfreeMemory, and SCIPfreeMemoryArrayNull.

static SCIP_DECL_CONSINIT ( consInitQuadratic )

static

initialization method of constraint handler (called after problem was transformed)

Definition at line 9620 of file cons_quadratic.c.

References catchVarEvents(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconshdlrGetData(), and SCIPfindHeur().

static SCIP_DECL_CONSEXIT ( consExitQuadratic )

static

deinitialization method of constraint handler (called before transformed problem is freed)

Definition at line 9646 of file cons_quadratic.c.

References dropVarEvents(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPconshdlrGetData().

static SCIP_DECL_CONSEXITPRE ( consExitpreQuadratic )

static

presolving initialization method of constraint handler (called when presolving is about to begin) presolving deinitialization method of constraint handler (called after presolving has been finished)

Definition at line 9691 of file cons_quadratic.c.

References mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, removeFixedVariables(), SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconsIsAdded(), SCIPenableNLP(), and SCIPvarIsActive().

static SCIP_DECL_CONSINITSOL ( consInitsolQuadratic )

static

solving process initialization method of constraint handler (called when branch and bound process is about to begin)

NOTE: also called from SCIPcreateConsQuadratic(2) during solving stage

Definition at line 9745 of file cons_quadratic.c.

References checkFactorable(), consdataFindQuadVarTerm(), consdataFindUnlockedLinearVar(), consdataSortQuadVarTerms(), CONSHDLR_NAME, createNlRow(), FALSE, MAX, MIN, NULL, REALABS, SCIP_CALL, SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIP_VERBLEVEL_HIGH, SCIPaddNlRow(), SCIPallocBlockMemoryArray, SCIPcatchEvent(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPfindEventhdlr(), SCIPinfinity(), SCIPisInRestart(), SCIPisIpoptAvailableIpopt(), SCIPisNLPConstructed(), and SCIPverbMessage().

static SCIP_DECL_CONSEXITSOL ( consExitsolQuadratic )

static

solving process deinitialization method of constraint handler (called before branch and bound process data is freed)

Definition at line 9842 of file cons_quadratic.c.

References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPdropEvent(), SCIPfindEventhdlr(), SCIPfreeBlockMemoryArrayNull, and SCIPreleaseNlRow().

static SCIP_DECL_CONSDELETE ( consDeleteQuadratic )

static

frees specific constraint data

Definition at line 9891 of file cons_quadratic.c.

References consdataFree(), dropVarEvents(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconshdlrGetData(), and SCIPconsIsTransformed().

static SCIP_DECL_CONSTRANS ( consTransQuadratic )

static

transforms constraint data into data belonging to the transformed problem

Definition at line 9918 of file cons_quadratic.c.

References consdataCreate(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateCons(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPgetTransformedVar(), and SCIPvarCompare().

static SCIP_DECL_CONSINITLP ( consInitlpQuadratic )

static

LP initialization method of constraint handler (called before the initial LP relaxation at a node is solved)

Definition at line 9975 of file cons_quadratic.c.

References checkCurvature(), FALSE, generateCut(), INITLPMAXVARVAL, MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddCut(), SCIPaddVarsToRow(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsLocal(), SCIPcreateEmptyRowCons(), SCIPdebug, SCIPdebugMessage, SCIPfreeBufferArray, SCIPinfinity(), SCIPisInfinity(), SCIPprintRow(), SCIPreleaseRow(), SCIProwGetName(), SCIPvarGetBestBoundLocal(), SCIPvarGetBestBoundType(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarGetWorstBoundLocal(), and TRUE.

static SCIP_DECL_CONSSEPALP ( consSepalpQuadratic )

static

separation method of constraint handler for LP solutions

Definition at line 10177 of file cons_quadratic.c.

References addLinearizationCuts(), checkCurvature(), computeViolations(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_OKAY, SCIP_SEPARATED, SCIPaddLinearConsToNlpHeurSubNlp(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPcreateNLPSol(), SCIPdebugMessage, SCIPfeastol(), SCIPfreeSol(), SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetNBinVars(), SCIPgetNContVars(), SCIPgetNIntVars(), SCIPgetNLPFracVars(), SCIPgetNLPSolstat(), SCIPgetNNlpis(), SCIPgetNVars(), SCIPgetSolOrigObj(), SCIPheurPassSolTrySol(), SCIPisGT(), SCIPisNLPConstructed(), SCIPsetNLPInitialGuessSol(), SCIPsolveNLP(), separatePoint(), and TRUE.

static SCIP_DECL_CONSSEPASOL ( consSepasolQuadratic )

static

separation method of constraint handler for arbitrary primal solutions

Definition at line 10321 of file cons_quadratic.c.

References computeViolations(), FALSE, NULL, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_OKAY, SCIPconshdlrGetData(), and separatePoint().

static SCIP_DECL_CONSENFOLP ( consEnfolpQuadratic )

static

constraint enforcing method of constraint handler for LP solutions

Definition at line 10348 of file cons_quadratic.c.

References computeViolations(), MAX, MIN, NULL, propagateBounds(), registerLargeLPValueVariableForBranching(), registerVariableInfeasibilities(), replaceByLinearConstraints(), SCIP_Bool, SCIP_BRANCHED, SCIP_CALL, SCIP_CONSADDED, SCIP_CUTOFF, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIP_SEPARATED, SCIP_VERBLEVEL_HIGH, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPcreateChild(), SCIPdebugMessage, SCIPepsilon(), SCIPfeastol(), SCIPgetCurrentNode(), SCIPgetRelaxFeastolFactor(), SCIPgetSolVal(), SCIPisGT(), SCIPisInfinity(), SCIPisStopped(), SCIPnodeGetEstimate(), SCIPvarGetName(), SCIPverbMessage(), SCIPwarningMessage(), separatePoint(), and TRUE.

static SCIP_DECL_CONSENFOPS ( consEnfopsQuadratic )

static

constraint enforcing method of constraint handler for pseudo solutions

Definition at line 10535 of file cons_quadratic.c.

References computeViolations(), MAX, NULL, propagateBounds(), SCIP_CALL, SCIP_CUTOFF, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALID, SCIP_OKAY, SCIP_REDUCEDDOM, SCIP_SOLVELP, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPfeastol(), SCIPisGT(), SCIPisRelEQ(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

static SCIP_DECL_CONSPROP ( consPropQuadratic )

static

domain propagation method of constraint handler

Definition at line 10615 of file cons_quadratic.c.

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

static SCIP_DECL_CONSPRESOL ( consPresolQuadratic )

static

presolving method of constraint handler

Definition at line 10632 of file cons_quadratic.c.

References dropVarEvents(), FALSE, mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, presolveDisaggregate(), presolveSolve(), presolveTryAddAND(), presolveTryAddLinearReform(), presolveUpgrade(), propagateBoundsCons(), removeFixedVariables(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIP_SUCCESS, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPchgVarType(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrWasPresolvingDelayed(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPdelCons(), SCIPisEQ(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPisIntegral(), SCIPisPresolveFinished(), SCIPvarGetName(), SCIPvarGetType(), and TRUE.

static SCIP_DECL_CONSLOCK ( consLockQuadratic )

static

variable rounding lock method of constraint handler

Definition at line 10919 of file cons_quadratic.c.

References NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPaddVarLocks(), SCIPconsGetData(), and SCIPisInfinity().

static SCIP_DECL_CONSPRINT ( consPrintQuadratic )

static

constraint display method of constraint handler

Definition at line 10972 of file cons_quadratic.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIPwriteVarsPolynomial(), and TRUE.

static SCIP_DECL_CONSCHECK ( consCheckQuadratic )

static

feasibility check method of constraint handler for integral solutions

Definition at line 11105 of file cons_quadratic.c.

References computeViolation(), consdataFindUnlockedLinearVar(), FALSE, NULL, proposeFeasibleSolution(), REALABS, SCIP_Bool, SCIP_CALL, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_STAGE_SOLVING, SCIP_STAGE_TRANSFORMED, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPfeastol(), SCIPgetStage(), SCIPinfoMessage(), SCIPisGT(), SCIPisInfinity(), SCIPprintCons(), and SCIPupdateStartpointHeurSubNlp().

static SCIP_DECL_CONSCOPY ( consCopyQuadratic )

static

constraint copying method of constraint handler

Definition at line 11206 of file cons_quadratic.c.

References SCIP_QuadVarTerm::adjbilin, SCIP_BilinTerm::coef, SCIP_QuadVarTerm::eventdata, FALSE, SCIP_QuadVarTerm::lincoef, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPcreateConsQuadratic2(), SCIPfreeBufferArrayNull, SCIPgetVarCopy(), SCIP_QuadVarTerm::sqrcoef, TRUE, SCIP_QuadVarTerm::var, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.

static SCIP_DECL_CONSPARSE ( consParseQuadratic )

static

constraint parsing method of constraint handler

Definition at line 11319 of file cons_quadratic.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddBilinTermQuadratic(), SCIPaddConstantQuadratic(), SCIPaddLinearVarQuadratic(), SCIPaddQuadVarQuadratic(), SCIPcreateConsQuadratic(), SCIPerrorMessage, SCIPfindQuadVarTermQuadratic(), SCIPfreeParseVarsPolynomialData(), SCIPinfinity(), SCIPisInfinity(), SCIPparseVarsPolynomial(), SCIPreleaseCons(), and SCIPstrToRealValue().

static SCIP_DECL_CONSGETVARS ( consGetVarsQuadratic )

static

constraint method of constraint handler which returns the variables (if possible)

Definition at line 11512 of file cons_quadratic.c.

References BMScopyMemoryArray, FALSE, NULL, SCIP_OKAY, SCIPconsGetData(), and TRUE.

static SCIP_DECL_CONSGETNVARS ( consGetNVarsQuadratic )

static

constraint method of constraint handler which returns the number of variables (if possible)

Definition at line 11543 of file cons_quadratic.c.

References NULL, SCIP_OKAY, SCIPconsGetData(), and TRUE.

SCIP_RETCODE SCIPincludeConshdlrQuadratic ( SCIP * scip )

creates the handler for quadratic constraints and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 11565 of file cons_quadratic.c.

References BMSclearMemory, CONSHDLR_CHECKPRIORITY, CONSHDLR_DELAYPRESOL, CONSHDLR_DELAYPROP, CONSHDLR_DELAYSEPA, CONSHDLR_DESC, CONSHDLR_EAGERFREQ, CONSHDLR_ENFOPRIORITY, CONSHDLR_MAXPREROUNDS, CONSHDLR_NAME, CONSHDLR_NEEDSCONS, CONSHDLR_PROP_TIMING, CONSHDLR_PROPFREQ, CONSHDLR_SEPAFREQ, CONSHDLR_SEPAPRIORITY, FALSE, NONLINCONSUPGD_PRIORITY, NULL, SCIP_CALL, SCIP_OKAY, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPincludeConshdlrBasic(), SCIPincludeEventhdlrBasic(), SCIPincludeNonlinconsUpgrade(), SCIPinfinity(), SCIPsetConshdlrCopy(), SCIPsetConshdlrDelete(), SCIPsetConshdlrExit(), SCIPsetConshdlrExitpre(), SCIPsetConshdlrExitsol(), SCIPsetConshdlrFree(), SCIPsetConshdlrGetNVars(), SCIPsetConshdlrGetVars(), SCIPsetConshdlrInit(), SCIPsetConshdlrInitlp(), SCIPsetConshdlrInitsol(), SCIPsetConshdlrParse(), SCIPsetConshdlrPresol(), SCIPsetConshdlrPrint(), SCIPsetConshdlrProp(), SCIPsetConshdlrSepa(), SCIPsetConshdlrTrans(), and TRUE.

Referenced by SCIP_DECL_CONSHDLRCOPY(), and SCIPincludeDefaultPlugins().

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

includes a quadratic constraint update method into the quadratic constraint handler

Parameters

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

Definition at line 11693 of file cons_quadratic.c.

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

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

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

Creates and captures a quadratic constraint.

The constraint should be given in the form

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

where $x_i = y_j = z_k$ is possible.

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

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadterms	number of quadratic terms (m)
quadvars1	array with first variables in quadratic terms (y_j)
quadvars2	array with second variables in quadratic terms (z_j)
quadcoefs	array with coefficients of quadratic terms (a_j)
lhs	left hand side of quadratic equation (ell)
rhs	right hand side of quadratic equation (u)
initial	should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. Set to FALSE for 'lazy constraints'.
separate	should the constraint be separated during LP processing? Usually set to TRUE.
enforce	should the constraint be enforced during node processing? TRUE for model constraints, FALSE for additional, redundant constraints.
check	should the constraint be checked for feasibility? TRUE for model constraints, FALSE for additional, redundant constraints.
propagate	should the constraint be propagated during node processing? Usually set to TRUE.
local	is constraint only valid locally? Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints.
modifiable	is constraint modifiable (subject to column generation)? Usually set to FALSE. In column generation applications, set to TRUE if pricing adds coefficients to this constraint.
dynamic	is constraint subject to aging? Usually set to FALSE. Set to TRUE for own cuts which are separated as constraints.
removable	should the relaxation be removed from the LP due to aging or cleanup? Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'.

Definition at line 11769 of file cons_quadratic.c.

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

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

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

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

The constraint should be given in the form

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

where $x_i = y_j = z_k$ is possible.

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

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadterms	number of quadratic terms (m)
quadvars1	array with first variables in quadratic terms (y_j)
quadvars2	array with second variables in quadratic terms (z_j)
quadcoefs	array with coefficients of quadratic terms (a_j)
lhs	left hand side of quadratic equation (ell)
rhs	right hand side of quadratic equation (u)

Definition at line 11962 of file cons_quadratic.c.

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

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

Creates and captures a quadratic constraint.

The constraint should be given in the form

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

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

Parameters

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

Definition at line 11993 of file cons_quadratic.c.

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

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

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

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

The constraint should be given in the form

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

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

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
nlinvars	number of linear terms (n)
linvars	array with variables in linear part (x_i)
lincoefs	array with coefficients of variables in linear part (b_i)
nquadvarterms	number of quadratic terms (m)
quadvarterms	quadratic variable terms
nbilinterms	number of bilinear terms (p)
bilinterms	bilinear terms
lhs	constraint left hand side (ell)
rhs	constraint right hand side (u)

Definition at line 12069 of file cons_quadratic.c.

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

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

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

Parameters

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

Definition at line 12093 of file cons_quadratic.c.

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

Referenced by SCIP_DECL_CONSPARSE(), and SCIP_DECL_NONLINCONSUPGD().

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

Adds a linear variable with coefficient to a quadratic constraint.

Parameters

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

Definition at line 12123 of file cons_quadratic.c.

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

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

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

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

Parameters

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

Definition at line 12142 of file cons_quadratic.c.

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

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

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

Adds a linear coefficient for a quadratic variable.

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

Parameters

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

Definition at line 12165 of file cons_quadratic.c.

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

Referenced by SCIP_DECL_NONLINCONSUPGD(), and SCIP_DECL_QUADCONSUPGD().

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

Adds a square coefficient for a quadratic variable.

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

Parameters

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

Definition at line 12211 of file cons_quadratic.c.

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

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

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

Adds a bilinear term to a quadratic constraint.

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

Parameters

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

Definition at line 12261 of file cons_quadratic.c.

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

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

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

Gets the quadratic constraint as a nonlinear row representation.

Parameters

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

Definition at line 12321 of file cons_quadratic.c.

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

Referenced by createCoveringProblem().

int SCIPgetNLinearVarsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12347 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12361 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12375 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

int SCIPgetNQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12388 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12402 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

SCIP_RETCODE SCIPsortQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Ensures that quadratic variable terms are sorted.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12414 of file cons_quadratic.c.

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

Referenced by readNonlinearExprs().

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

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

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

Parameters

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

Definition at line 12431 of file cons_quadratic.c.

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

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

int SCIPgetNBilinTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the number of bilinear terms of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12450 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12464 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

SCIP_Real SCIPgetLhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the left hand side of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12477 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

SCIP_Real SCIPgetRhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the right hand side of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12490 of file cons_quadratic.c.

References NULL, and SCIPconsGetData().

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

SCIP_RETCODE SCIPcheckCurvatureQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12503 of file cons_quadratic.c.

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

Referenced by SCIP_DECL_QUADCONSUPGD().

SCIP_Bool SCIPisConvexQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12517 of file cons_quadratic.c.

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

Referenced by createCoveringProblem(), and SCIP_DECL_QUADCONSUPGD().

SCIP_Bool SCIPisConcaveQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12535 of file cons_quadratic.c.

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

Referenced by createCoveringProblem(), and SCIP_DECL_QUADCONSUPGD().

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

Computes the violation of a constraint by a solution

Parameters

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

Definition at line 12552 of file cons_quadratic.c.

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

SCIP_Bool SCIPisLinearLocalQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 12583 of file cons_quadratic.c.

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

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

Adds the constraint to an NLPI problem.

Parameters

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

Definition at line 12629 of file cons_quadratic.c.

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

SCIP

Detailed Description

Macros

Typedefs

Functions

Macro Definition Documentation

Typedef Documentation

Function Documentation