lpi_msk.c File Reference

Detailed Description

LP interface for MOSEK.

Author

Bo Jensen

Definition in file lpi_msk.c.

#include <assert.h>
#include "mosek.h"
#include "lpi/lpi.h"
#include "scip/bitencode.h"
#include <string.h>

Go to the source code of this file.

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

Typedefs
typedef SCIP_DUALPACKET	COLPACKET
typedef SCIP_DUALPACKET	ROWPACKET

Functions
SCIP_RETCODE	SCIPlpiGetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
SCIP_RETCODE	SCIPlpiSetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
SCIP_RETCODE	SCIPlpiGetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
SCIP_RETCODE	SCIPlpiSetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
SCIP_Real	SCIPlpiInfinity (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsInfinity (SCIP_LPI *lpi, SCIP_Real val)
SCIP_RETCODE	SCIPlpiReadLP (SCIP_LPI *lpi, const char *fname)
SCIP_RETCODE	SCIPlpiWriteLP (SCIP_LPI *lpi, const char *fname)
Miscellaneous Methods
const char *	SCIPlpiGetSolverName (void)
const char *	SCIPlpiGetSolverDesc (void)
void *	SCIPlpiGetSolverPointer (SCIP_LPI *lpi)
LPI Creation and Destruction Methods
SCIP_RETCODE	SCIPlpiCreate (SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
SCIP_RETCODE	SCIPlpiFree (SCIP_LPI **lpi)
SCIP_RETCODE	SCIPlpiLoadColLP (SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
SCIP_RETCODE	SCIPlpiAddCols (SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
SCIP_RETCODE	SCIPlpiDelCols (SCIP_LPI *lpi, int firstcol, int lastcol)
SCIP_RETCODE	SCIPlpiDelColset (SCIP_LPI *lpi, int *dstat)
SCIP_RETCODE	SCIPlpiAddRows (SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
SCIP_RETCODE	SCIPlpiDelRows (SCIP_LPI *lpi, int firstrow, int lastrow)
SCIP_RETCODE	SCIPlpiDelRowset (SCIP_LPI *lpi, int *dstat)
SCIP_RETCODE	SCIPlpiClear (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiChgBounds (SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
SCIP_RETCODE	SCIPlpiChgSides (SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
SCIP_RETCODE	SCIPlpiChgCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
SCIP_RETCODE	SCIPlpiChgObjsen (SCIP_LPI *lpi, SCIP_OBJSEN objsen)
SCIP_RETCODE	SCIPlpiChgObj (SCIP_LPI *lpi, int ncols, int *ind, SCIP_Real *obj)
SCIP_RETCODE	SCIPlpiScaleRow (SCIP_LPI *lpi, int row, SCIP_Real scaleval)
SCIP_RETCODE	SCIPlpiScaleCol (SCIP_LPI *lpi, int col, SCIP_Real scaleval)
SCIP_RETCODE	SCIPlpiGetNRows (SCIP_LPI *lpi, int *nrows)
SCIP_RETCODE	SCIPlpiGetNCols (SCIP_LPI *lpi, int *ncols)
SCIP_RETCODE	SCIPlpiGetNNonz (SCIP_LPI *lpi, int *nnonz)
SCIP_RETCODE	SCIPlpiGetCols (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
SCIP_RETCODE	SCIPlpiGetRows (SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
SCIP_RETCODE	SCIPlpiGetColNames (SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
SCIP_RETCODE	SCIPlpiGetRowNames (SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
SCIP_RETCODE	SCIPlpiGetObjsen (SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
SCIP_RETCODE	SCIPlpiGetObj (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
SCIP_RETCODE	SCIPlpiGetBounds (SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
SCIP_RETCODE	SCIPlpiGetSides (SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
SCIP_RETCODE	SCIPlpiGetCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
SCIP_RETCODE	SCIPlpiSolvePrimal (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiSolveDual (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiSolveBarrier (SCIP_LPI *lpi, SCIP_Bool crossover)
SCIP_RETCODE	SCIPlpiStartStrongbranch (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiEndStrongbranch (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiStrongbranchFrac (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_RETCODE	SCIPlpiStrongbranchesFrac (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_RETCODE	SCIPlpiStrongbranchInt (SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_RETCODE	SCIPlpiStrongbranchesInt (SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_Bool	SCIPlpiWasSolved (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiGetSolFeasibility (SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
SCIP_Bool	SCIPlpiExistsPrimalRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiHasPrimalRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsPrimalUnbounded (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsPrimalInfeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsPrimalFeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiExistsDualRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiHasDualRay (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsDualUnbounded (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsDualInfeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsDualFeasible (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsOptimal (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsStable (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsObjlimExc (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsIterlimExc (SCIP_LPI *lpi)
SCIP_Bool	SCIPlpiIsTimelimExc (SCIP_LPI *lpi)
int	SCIPlpiGetInternalStatus (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiIgnoreInstability (SCIP_LPI *lpi, SCIP_Bool *success)
SCIP_RETCODE	SCIPlpiGetObjval (SCIP_LPI *lpi, SCIP_Real *objval)
SCIP_RETCODE	SCIPlpiGetSol (SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
SCIP_RETCODE	SCIPlpiGetPrimalRay (SCIP_LPI *lpi, SCIP_Real *ray)
SCIP_RETCODE	SCIPlpiGetDualfarkas (SCIP_LPI *lpi, SCIP_Real *dualfarkas)
SCIP_RETCODE	SCIPlpiGetIterations (SCIP_LPI *lpi, int *iterations)
SCIP_RETCODE	SCIPlpiGetRealSolQuality (SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
SCIP_RETCODE	SCIPlpiGetBase (SCIP_LPI *lpi, int *cstat, int *rstat)
SCIP_RETCODE	SCIPlpiSetBase (SCIP_LPI *lpi, int *cstat, int *rstat)
SCIP_RETCODE	SCIPlpiGetBasisInd (SCIP_LPI *lpi, int *bind)
SCIP_RETCODE	SCIPlpiGetBInvCol (SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
SCIP_RETCODE	SCIPlpiGetBInvRow (SCIP_LPI *lpi, int row, SCIP_Real *coef, int *inds, int *ninds)
SCIP_RETCODE	SCIPlpiGetBInvARow (SCIP_LPI *lpi, int row, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
SCIP_RETCODE	SCIPlpiGetBInvACol (SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
SCIP_RETCODE	SCIPlpiGetState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
SCIP_RETCODE	SCIPlpiSetState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE *lpistate)
SCIP_RETCODE	SCIPlpiClearState (SCIP_LPI *lpi)
SCIP_RETCODE	SCIPlpiFreeState (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
SCIP_Bool	SCIPlpiHasStateBasis (SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
SCIP_RETCODE	SCIPlpiReadState (SCIP_LPI *lpi, const char *fname)
SCIP_RETCODE	SCIPlpiWriteState (SCIP_LPI *lpi, const char *fname)
LP Pricing Norms Methods
SCIP_RETCODE	SCIPlpiGetNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
SCIP_RETCODE	SCIPlpiSetNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS *lpinorms)
SCIP_RETCODE	SCIPlpiFreeNorms (SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)

Macro Definition Documentation

#define MSKCONST   const

Definition at line 24 of file lpi_msk.c.

#define scipmskobjsen   MSKobjsensee

Definition at line 36 of file lpi_msk.c.

#define SENSE2MOSEK

(

objsen

)

(((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))

Definition at line 37 of file lpi_msk.c.

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

#define MOSEK_CALL

(

x

)

Value:

do                                                                                     \
                       {  /*lint --e{641}*/                                                                   \
                          MSKrescodee _restat_;                                                               \
                          _restat_ = (x);                                                                     \
                          if( (_restat_) != MSK_RES_OK && (_restat_ ) != MSK_RES_TRM_MAX_NUM_SETBACKS )       \
                          {                                                                                   \
                             SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_);               \
                             return SCIP_LPERROR;                                                             \
                          }                                                                                   \
                       }                                                                                      \
                       while( FALSE )

Definition at line 39 of file lpi_msk.c.

Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiFree(), SCIPlpiGetBase(), SCIPlpiGetBasisInd(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetBounds(), SCIPlpiGetCoef(), SCIPlpiGetDualfarkas(), SCIPlpiGetIntpar(), SCIPlpiGetNCols(), SCIPlpiGetNNonz(), SCIPlpiGetNRows(), SCIPlpiGetObj(), SCIPlpiGetObjval(), SCIPlpiGetPrimalRay(), SCIPlpiGetRealpar(), SCIPlpiGetSides(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiLoadColLP(), SCIPlpiReadLP(), SCIPlpiReadState(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetBase(), SCIPlpiSetIntpar(), SCIPlpiSetRealpar(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPlpiWriteLP(), and SCIPlpiWriteState().

#define SCIP_ABORT_FALSE

(

x

)

Value:

do                                          \
   {                                                                    \
      int _restat_;                                                     \
      if( (_restat_ = (x)) != SCIP_OKAY )                               \
      {                                                                 \
         SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_); \
         SCIPABORT();                                                   \
         return FALSE;                                                  \
      }                                                                 \
   }                                                                    \
   while( FALSE )

Definition at line 52 of file lpi_msk.c.

Referenced by SCIPlpiExistsDualRay(), SCIPlpiExistsPrimalRay(), SCIPlpiHasDualRay(), SCIPlpiHasPrimalRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalFeasible(), and SCIPlpiWasSolved().

#define IS_POSINF

(

x

)

((x) >= SCIP_DEFAULT_INFINITY)

Definition at line 64 of file lpi_msk.c.

Referenced by SCIPlpiIsInfinity().

#define IS_NEGINF

(

x

)

((x) <= -SCIP_DEFAULT_INFINITY)

Definition at line 65 of file lpi_msk.c.

#define DEBUG_PARAM_SETTING   0

Definition at line 81 of file lpi_msk.c.

#define DEBUG_PRINT_STAT   0

Definition at line 82 of file lpi_msk.c.

#define DEBUG_CHECK_DATA   0

Definition at line 83 of file lpi_msk.c.

#define DEBUG_EASY_REPRODUCE   0

Definition at line 84 of file lpi_msk.c.

#define DEBUG_DO_INTPNT_FEAS_CHECK   0

Definition at line 85 of file lpi_msk.c.

#define DEBUG_CHECK_STATE_TOL   1e-5

Definition at line 86 of file lpi_msk.c.

#define SHOW_ERRORS   0

Definition at line 87 of file lpi_msk.c.

#define ASSERT_ON_NUMERICAL_TROUBLES   0

Definition at line 88 of file lpi_msk.c.

#define ASSERT_ON_WARNING   0

Definition at line 89 of file lpi_msk.c.

#define FORCE_MOSEK_LOG   0

Definition at line 90 of file lpi_msk.c.

#define FORCE_MOSEK_SUMMARY   0

Definition at line 91 of file lpi_msk.c.

#define FORCE_NO_MAXITER   0

Definition at line 92 of file lpi_msk.c.

#define FORCE_SILENCE   1

Definition at line 93 of file lpi_msk.c.

#define SETBACK_LIMIT   250

Definition at line 94 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

#define SCIP_CONTROLS_PRICING   1

Definition at line 95 of file lpi_msk.c.

#define SCIP_CONTROLS_TOLERANCES   1

Definition at line 96 of file lpi_msk.c.

#define STRONGBRANCH_PRICING   MSK_SIM_SELECTION_SE

Definition at line 97 of file lpi_msk.c.

#define SUPRESS_NAME_ERROR   1

Definition at line 98 of file lpi_msk.c.

#define WRITE_DUAL   0

Definition at line 99 of file lpi_msk.c.

#define WRITE_PRIMAL   0

Definition at line 100 of file lpi_msk.c.

#define WRITE_INTPNT   0

Definition at line 101 of file lpi_msk.c.

#define WRITE_ABOVE   0

Definition at line 102 of file lpi_msk.c.

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

#define DEGEN_LEVEL   MSK_SIM_DEGEN_FREE

Definition at line 103 of file lpi_msk.c.

Referenced by SCIPlpiCreate().

#define ALWAYS_SOLVE_PRIMAL   1

Definition at line 104 of file lpi_msk.c.

#define COLS_PER_PACKET   SCIP_DUALPACKETSIZE

Definition at line 150 of file lpi_msk.c.

#define ROWS_PER_PACKET   SCIP_DUALPACKETSIZE

Definition at line 152 of file lpi_msk.c.

Typedef Documentation

typedef SCIP_DUALPACKET COLPACKET

Definition at line 149 of file lpi_msk.c.

typedef SCIP_DUALPACKET ROWPACKET

Definition at line 151 of file lpi_msk.c.

Function Documentation

const char* SCIPlpiGetSolverName

(

void

)

gets name and version of LP solver

Definition at line 604 of file lpi_msk.c.

References SCIP_Real.

const char* SCIPlpiGetSolverDesc

(

void

)

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

Definition at line 613 of file lpi_msk.c.

void* SCIPlpiGetSolverPointer

(

SCIP_LPI *

lpi

)

gets pointer for LP solver - use only with great care

Parameters

lpi	pointer to an LP interface structure

Definition at line 621 of file lpi_msk.c.

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

creates an LP problem object

Parameters

lpi	pointer to an LP interface structure
messagehdlr	message handler to use for printing messages, or NULL
name	problem name
objsen	objective sense

Definition at line 637 of file lpi_msk.c.

References DEGEN_LEVEL, MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_OKAY, SCIP_PRICING_LPIDEFAULT, SCIPdebugMessage, SENSE2MOSEK, and SETBACK_LIMIT.

SCIP_RETCODE SCIPlpiFree

(

SCIP_LPI **

lpi

)

deletes an LP problem object

Parameters

lpi	pointer to an LP interface structure

Definition at line 691 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

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

copies LP data with column matrix into LP solver

Parameters

lpi	LP interface structure
objsen	objective sense
ncols	number of columns
obj	objective function values of columns
lb	lower bounds of columns
ub	upper bounds of columns
colnames	column names, or NULL
nrows	number of rows
lhs	left hand sides of rows
rhs	right hand sides of rows
rownames	row names, or NULL
nnonz	number of nonzero elements in the constraint matrix
beg	start index of each column in ind- and val-array
ind	row indices of constraint matrix entries
val	values of constraint matrix entries

Definition at line 723 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SENSE2MOSEK.

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

adds columns to the LP

Parameters

lpi	LP interface structure
ncols	number of columns to be added
obj	objective function values of new columns
lb	lower bounds of new columns
ub	upper bounds of new columns
colnames	column names, or NULL
nnonz	number of nonzero elements to be added to the constraint matrix
beg	start index of each column in ind- and val-array, or NULL if nnonz == 0
ind	row indices of constraint matrix entries, or NULL if nnonz == 0
val	values of constraint matrix entries, or NULL if nnonz == 0

Definition at line 817 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

deletes all columns in the given range from LP

Parameters

lpi	LP interface structure
firstcol	first column to be deleted
lastcol	last column to be deleted

Definition at line 896 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIPlpiClear().

SCIP_RETCODE SCIPlpiDelColset	(	SCIP_LPI *	lpi,
		int *	dstat
	)

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

Parameters

lpi	LP interface structure
dstat	deletion status of columns input: 1 if column should be deleted, 0 if not output: new position of column, -1 if column was deleted

Definition at line 933 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

adds rows to the LP

Parameters

lpi	LP interface structure
nrows	number of rows to be added
lhs	left hand sides of new rows
rhs	right hand sides of new rows
rownames	row names, or NULL
nnonz	number of nonzero elements to be added to the constraint matrix
beg	start index of each row in ind- and val-array, or NULL if nnonz == 0
ind	column indices of constraint matrix entries, or NULL if nnonz == 0
val	values of constraint matrix entries, or NULL if nnonz == 0

Definition at line 994 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

deletes all rows in the given range from LP

Parameters

lpi	LP interface structure
firstrow	first row to be deleted
lastrow	last row to be deleted

Definition at line 1072 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIPlpiClear().

SCIP_RETCODE SCIPlpiDelRowset	(	SCIP_LPI *	lpi,
		int *	dstat
	)

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

Parameters

lpi	LP interface structure
dstat	deletion status of rows input: 1 if row should be deleted, 0 if not output: new position of row, -1 if row was deleted

Definition at line 1110 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiClear

(

SCIP_LPI *

lpi

)

clears the whole LP

Parameters

lpi	LP interface structure

Definition at line 1171 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPlpiDelCols(), and SCIPlpiDelRows().

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

changes lower and upper bounds of columns

Parameters

lpi	LP interface structure
ncols	number of columns to change bounds for
ind	column indices
lb	values for the new lower bounds
ub	values for the new upper bounds

Definition at line 1194 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

changes left and right hand sides of rows

Parameters

lpi	LP interface structure
nrows	number of rows to change sides for
ind	row indices
lhs	new values for left hand sides
rhs	new values for right hand sides

Definition at line 1238 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

changes a single coefficient

Parameters

lpi	LP interface structure
row	row number of coefficient to change
col	column number of coefficient to change
newval	new value of coefficient

Definition at line 1282 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiChgObjsen	(	SCIP_LPI *	lpi,
		SCIP_OBJSEN	objsen
	)

changes the objective sense

Parameters

lpi	LP interface structure
objsen	new objective sense

Definition at line 1309 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, SCIPdebugMessage, and SENSE2MOSEK.

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

changes objective values of columns in the LP

Parameters

lpi	LP interface structure
ncols	number of columns to change objective value for
ind	column indices to change objective value for
obj	new objective values for columns

Definition at line 1326 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

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

Parameters

lpi	LP interface structure
row	row number to scale
scaleval	scaling multiplier

Definition at line 1353 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds are divided by the scalar; for negative scalars, the column's bounds are switched

Parameters

lpi	LP interface structure
col	column number to scale
scaleval	scaling multiplier

Definition at line 1417 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetNRows	(	SCIP_LPI *	lpi,
		int *	nrows
	)

gets the number of rows in the LP

Parameters

lpi	LP interface structure
nrows	pointer to store the number of rows

Definition at line 1486 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetNCols	(	SCIP_LPI *	lpi,
		int *	ncols
	)

gets the number of columns in the LP

Parameters

lpi	LP interface structure
ncols	pointer to store the number of cols

Definition at line 1503 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetNNonz	(	SCIP_LPI *	lpi,
		int *	nnonz
	)

gets the number of nonzero elements in the LP constraint matrix

Parameters

lpi	LP interface structure
nnonz	pointer to store the number of nonzeros

Definition at line 1520 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetCols	(	SCIP_LPI *	lpi,
		int	firstcol,
		int	lastcol,
		SCIP_Real *	lb,
		SCIP_Real *	ub,
		int *	nnonz,
		int *	beg,
		int *	ind,
		SCIP_Real *	val
	)

gets columns from LP problem object; the arrays have to be large enough to store all values; Either both, lb and ub, have to be NULL, or both have to be non-NULL, either nnonz, beg, ind, and val have to be NULL, or all of them have to be non-NULL.

Parameters

lpi	LP interface structure
firstcol	first column to get from LP
lastcol	last column to get from LP
lb	buffer to store the lower bound vector, or NULL
ub	buffer to store the upper bound vector, or NULL
nnonz	pointer to store the number of nonzero elements returned, or NULL
beg	buffer to store start index of each column in ind- and val-array, or NULL
ind	buffer to store column indices of constraint matrix entries, or NULL
val	buffer to store values of constraint matrix entries, or NULL

Definition at line 1591 of file lpi_msk.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIPlpiGetBounds().

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

gets rows from LP problem object; the arrays have to be large enough to store all values. Either both, lhs and rhs, have to be NULL, or both have to be non-NULL, either nnonz, beg, ind, and val have to be NULL, or all of them have to be non-NULL.

Parameters

lpi	LP interface structure
firstrow	first row to get from LP
lastrow	last row to get from LP
lhs	buffer to store left hand side vector, or NULL
rhs	buffer to store right hand side vector, or NULL
nnonz	pointer to store the number of nonzero elements returned, or NULL
beg	buffer to store start index of each row in ind- and val-array, or NULL
ind	buffer to store row indices of constraint matrix entries, or NULL
val	buffer to store values of constraint matrix entries, or NULL

Definition at line 1619 of file lpi_msk.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIPlpiGetSides().

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

gets column names

Parameters

lpi	LP interface structure
firstcol	first column to get name from LP
lastcol	last column to get name from LP
colnames	pointers to column names (of size at least lastcol-firstcol+1)
namestorage	storage for col names
namestoragesize	size of namestorage (if 0, storageleft returns the storage needed)
storageleft	amount of storage left (if < 0 the namestorage was not big enough)

Definition at line 1653 of file lpi_msk.c.

References SCIP_LPERROR, and SCIPerrorMessage.

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

gets row names

Parameters

lpi	LP interface structure
firstrow	first row to get name from LP
lastrow	last row to get name from LP
rownames	pointers to row names (of size at least lastrow-firstrow+1)
namestorage	storage for row names
namestoragesize	size of namestorage (if 0, -storageleft returns the storage needed)
storageleft	amount of storage left (if < 0 the namestorage was not big enough)

Definition at line 1668 of file lpi_msk.c.

References SCIP_LPERROR, and SCIPerrorMessage.

SCIP_RETCODE SCIPlpiGetObjsen	(	SCIP_LPI *	lpi,
		SCIP_OBJSEN *	objsen
	)

gets the objective sense of the LP

Parameters

lpi	LP interface structure
objsen	pointer to store objective sense

Definition at line 1683 of file lpi_msk.c.

References SCIP_LPERROR, and SCIPerrorMessage.

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

gets objective coefficients from LP problem object

Parameters

lpi	LP interface structure
firstcol	first column to get objective coefficient for
lastcol	last column to get objective coefficient for
vals	array to store objective coefficients

Definition at line 1693 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

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

gets current bounds from LP problem object

Parameters

lpi	LP interface structure
firstcol	first column to get bounds for
lastcol	last column to get bounds for
lbs	array to store lower bound values, or NULL
ubs	array to store upper bound values, or NULL

Definition at line 1712 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIPlpiGetCols().

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

gets current row sides from LP problem object

Parameters

lpi	LP interface structure
firstrow	first row to get sides for
lastrow	last row to get sides for
lhss	array to store left hand side values, or NULL
rhss	array to store right hand side values, or NULL

Definition at line 1736 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIPlpiGetRows().

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

gets a single coefficient

Parameters

lpi	LP interface structure
row	row number of coefficient
col	column number of coefficient
val	pointer to store the value of the coefficient

Definition at line 1764 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiSolvePrimal

(

SCIP_LPI *

lpi

)

calls primal simplex to solve the LP

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress)

4 does not seem to work.

Primal algorithm

Parameters

lpi	LP interface structure

Definition at line 2156 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and WRITE_ABOVE.

SCIP_RETCODE SCIPlpiSolveDual

(

SCIP_LPI *

lpi

)

calls dual simplex to solve the LP

startFinishOptions - bits 1 - do not delete work areas and factorization at end 2 - use old factorization if same number of rows 4 - skip as much initialization of work areas as possible (work in progress)

4 does not seem to work.

Dual algorithm

Parameters

lpi	LP interface structure

Definition at line 2212 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and WRITE_ABOVE.

SCIP_RETCODE SCIPlpiSolveBarrier	(	SCIP_LPI *	lpi,
		SCIP_Bool	crossover
	)

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

Parameters

lpi	LP interface structure
crossover	perform crossover

Definition at line 2264 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and WRITE_ABOVE.

SCIP_RETCODE SCIPlpiStartStrongbranch

(

SCIP_LPI *

lpi

)

start strong branching - call before any strong branching

Parameters

lpi	LP interface structure

Definition at line 2338 of file lpi_msk.c.

References SCIP_OKAY.

SCIP_RETCODE SCIPlpiEndStrongbranch

(

SCIP_LPI *

lpi

)

end strong branching - call after any strong branching

Parameters

lpi	LP interface structure

Definition at line 2347 of file lpi_msk.c.

References SCIP_OKAY.

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

performs strong branching iterations on one fractional candidate

Parameters

lpi	LP interface structure
col	column to apply strong branching on
psol	fractional current primal solution value of column
itlim	iteration limit for strong branchings
down	stores dual bound after branching column down
up	stores dual bound after branching column up
downvalid	stores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value
upvalid	stores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value
iter	stores total number of strong branching iterations, or -1; may be NULL

Definition at line 2584 of file lpi_msk.c.

References SCIP_CALL, and SCIP_OKAY.

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

performs strong branching iterations on given fractional candidates

Parameters

lpi	LP interface structure
cols	columns to apply strong branching on
ncols	number of columns
psols	fractional current primal solution values of columns
itlim	iteration limit for strong branchings
down	stores dual bounds after branching columns down
up	stores dual bounds after branching columns up
downvalid	stores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values
upvalid	stores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values
iter	stores total number of strong branching iterations, or -1; may be NULL

Definition at line 2605 of file lpi_msk.c.

References NULL, SCIP_CALL, and SCIP_OKAY.

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

performs strong branching iterations on one candidate with integral value

Parameters

lpi	LP interface structure
col	column to apply strong branching on
psol	current integral primal solution value of column
itlim	iteration limit for strong branchings
down	stores dual bound after branching column down
up	stores dual bound after branching column up
downvalid	stores whether the returned down value is a valid dual bound; otherwise, it can only be used as an estimate value
upvalid	stores whether the returned up value is a valid dual bound; otherwise, it can only be used as an estimate value
iter	stores total number of strong branching iterations, or -1; may be NULL

Definition at line 2643 of file lpi_msk.c.

References SCIP_CALL, and SCIP_OKAY.

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

performs strong branching iterations on given candidates with integral values

Parameters

lpi	LP interface structure
cols	columns to apply strong branching on
ncols	number of columns
psols	current integral primal solution values of columns
itlim	iteration limit for strong branchings
down	stores dual bounds after branching columns down
up	stores dual bounds after branching columns up
downvalid	stores whether the returned down values are valid dual bounds; otherwise, they can only be used as an estimate values
upvalid	stores whether the returned up values are a valid dual bounds; otherwise, they can only be used as an estimate values
iter	stores total number of strong branching iterations, or -1; may be NULL

Definition at line 2664 of file lpi_msk.c.

References NULL, SCIP_CALL, and SCIP_OKAY.

SCIP_Bool SCIPlpiWasSolved

(

SCIP_LPI *

lpi

)

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

Parameters

lpi	LP interface structure

Definition at line 2708 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

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

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

Parameters

lpi	LP interface structure
primalfeasible	stores primal feasibility status
dualfeasible	stores dual feasibility status

Definition at line 2727 of file lpi_msk.c.

References FALSE, MOSEK_CALL, NULL, SCIP_Bool, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, and TRUE.

SCIP_Bool SCIPlpiExistsPrimalRay

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point); this does not necessarily mean, that the solver knows and can return the primal ray

Parameters

lpi	LP interface structure

Definition at line 2789 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

Referenced by SCIPlpiIsDualInfeasible().

SCIP_Bool SCIPlpiHasPrimalRay

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point), and the solver knows and can return the primal ray

Parameters

lpi	LP interface structure

Definition at line 2812 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

SCIP_Bool SCIPlpiIsPrimalUnbounded

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to be primal unbounded

Parameters

lpi	LP interface structure

Definition at line 2830 of file lpi_msk.c.

References FALSE.

SCIP_Bool SCIPlpiIsPrimalInfeasible

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to be primal infeasible

Parameters

lpi	LP interface structure

Definition at line 2838 of file lpi_msk.c.

References SCIPlpiExistsDualRay().

SCIP_Bool SCIPlpiIsPrimalFeasible

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to be primal feasible

Parameters

lpi	LP interface structure

Definition at line 2846 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

SCIP_Bool SCIPlpiExistsDualRay

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point); this does not necessarily mean, that the solver knows and can return the dual ray

Parameters

lpi	LP interface structure

Definition at line 2866 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

Referenced by SCIPlpiGetState(), and SCIPlpiIsPrimalInfeasible().

SCIP_Bool SCIPlpiHasDualRay

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point), and the solver knows and can return the dual ray

Parameters

lpi	LP interface structure

Definition at line 2889 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

SCIP_Bool SCIPlpiIsDualUnbounded

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to be dual unbounded

Parameters

lpi	LP interface structure

Definition at line 2907 of file lpi_msk.c.

References FALSE.

SCIP_Bool SCIPlpiIsDualInfeasible

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to be dual infeasible

Parameters

lpi	LP interface structure

Definition at line 2915 of file lpi_msk.c.

References SCIPlpiExistsPrimalRay().

SCIP_Bool SCIPlpiIsDualFeasible

(

SCIP_LPI *

lpi

)

returns TRUE iff LP is proven to be dual feasible

Parameters

lpi	LP interface structure

Definition at line 2923 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

SCIP_Bool SCIPlpiIsOptimal

(

SCIP_LPI *

lpi

)

returns TRUE iff LP was solved to optimality

Parameters

lpi	LP interface structure

Definition at line 2942 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

SCIP_Bool SCIPlpiIsStable

(

SCIP_LPI *

lpi

)

returns TRUE iff current LP basis is stable

Parameters

lpi	LP interface structure

Definition at line 2960 of file lpi_msk.c.

References NULL.

SCIP_Bool SCIPlpiIsObjlimExc

(

SCIP_LPI *

lpi

)

returns TRUE iff the objective limit was reached

Parameters

lpi	LP interface structure

Definition at line 2975 of file lpi_msk.c.

References NULL.

SCIP_Bool SCIPlpiIsIterlimExc

(

SCIP_LPI *

lpi

)

returns TRUE iff the iteration limit was reached

Parameters

lpi	LP interface structure

Definition at line 2987 of file lpi_msk.c.

References NULL.

SCIP_Bool SCIPlpiIsTimelimExc

(

SCIP_LPI *

lpi

)

returns TRUE iff the time limit was reached

Parameters

lpi	LP interface structure

Definition at line 2999 of file lpi_msk.c.

References NULL.

int SCIPlpiGetInternalStatus

(

SCIP_LPI *

lpi

)

returns the internal solution status of the solver

Parameters

lpi	LP interface structure

Definition at line 3011 of file lpi_msk.c.

References NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiIgnoreInstability	(	SCIP_LPI *	lpi,
		SCIP_Bool *	success
	)

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

Parameters

lpi	LP interface structure
success	pointer to store, whether the instability could be ignored

Definition at line 3032 of file lpi_msk.c.

References FALSE, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetObjval	(	SCIP_LPI *	lpi,
		SCIP_Real *	objval
	)

gets objective value of solution

Parameters

lpi	LP interface structure
objval	stores the objective value

Definition at line 3049 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

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

gets primal and dual solution vectors

Parameters

lpi	LP interface structure
objval	stores the objective value, may be NULL if not needed
primsol	primal solution vector, may be NULL if not needed
dualsol	dual solution vector, may be NULL if not needed
activity	row activity vector, may be NULL if not needed
redcost	reduced cost vector, may be NULL if not needed

Definition at line 3068 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetPrimalRay	(	SCIP_LPI *	lpi,
		SCIP_Real *	ray
	)

gets primal ray for unbounded LPs

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

Parameters

lpi	LP interface structure
ray	primal ray

Definition at line 3114 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetDualfarkas	(	SCIP_LPI *	lpi,
		SCIP_Real *	dualfarkas
	)

gets dual Farkas proof for infeasibility

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

Parameters

lpi	LP interface structure
dualfarkas	dual Farkas row multipliers

Definition at line 3132 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetIterations	(	SCIP_LPI *	lpi,
		int *	iterations
	)

gets the number of LP iterations of the last solve call

Parameters

lpi	LP interface structure
iterations	pointer to store the number of iterations of the last solve call

Definition at line 3150 of file lpi_msk.c.

References NULL, SCIP_OKAY, and SCIPdebugMessage.

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

gets information about the quality of an LP solution

Such information is usually only available, if also a (maybe not optimal) solution is available. The LPI should return SCIP_INVALID for quality, if the requested quantity is not available.

Parameters

lpi	LP interface structure
qualityindicator	indicates which quality should be returned
quality	pointer to store quality number

Definition at line 3171 of file lpi_msk.c.

References NULL, SCIP_INVALID, and SCIP_OKAY.

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

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

Parameters

lpi	LP interface structure
cstat	array to store column basis status, or NULL
rstat	array to store row basis status, or NULL

Definition at line 3386 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

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

sets current basis status for columns and rows

Whats changed since last solve. Is only used when startFinishOptions used in dual or primal. Bit 1 - number of rows/columns has not changed (so work arrays valid) 2 - matrix has not changed 4 - if matrix has changed only by adding rows 8 - if matrix has changed only by adding columns 16 - row lbs not changed 32 - row ubs not changed 64 - column objective not changed 128 - column lbs not changed 256 - column ubs not changed 512 - basis not changed (up to user to set this to 0) top bits may be used internally

Parameters

lpi	LP interface structure
cstat	array with column basis status
rstat	array with row basis status

Definition at line 3420 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetBasisInd	(	SCIP_LPI *	lpi,
		int *	bind
	)

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

Parameters

lpi	LP interface structure
bind	pointer to store basis indices ready to keep number of rows entries

Definition at line 3450 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetBInvCol	(	SCIP_LPI *	lpi,
		int	c,
		SCIP_Real *	coef,
		int *	inds,
		int *	ninds
	)

get column of inverse basis matrix B^-1

Note

The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; see also the explanation in lpi.h.

Parameters

lpi	LP interface structure
c	column number of B^-1; this is NOT the number of the column in the LP; you have to call SCIPlpiGetBasisInd() to get the array which links the B^-1 column numbers to the row and column numbers of the LP! c must be between 0 and nrows-1, since the basis has the size nrows * nrows
coef	pointer to store the coefficients of the column
inds	array to store the non-zero indices
ninds	pointer to store the number of non-zero indices (-1: if we do not store sparsity informations)

Definition at line 3495 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiGetBInvRow	(	SCIP_LPI *	lpi,
		int	row,
		SCIP_Real *	coef,
		int *	inds,
		int *	ninds
	)

get row of inverse basis matrix B^-1

Note

The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; see also the explanation in lpi.h.

Parameters

lpi	LP interface structure
row	row number
coef	pointer to store the coefficients of the row
inds	array to store the non-zero indices
ninds	pointer to store the number of non-zero indices (-1: if we do not store sparsity informations)

Definition at line 3566 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPdebugMessage.

Referenced by SCIPlpiGetBInvARow().

SCIP_RETCODE SCIPlpiGetBInvARow	(	SCIP_LPI *	lpi,
		int	row,
		const SCIP_Real *	binvrow,
		SCIP_Real *	coef,
		int *	inds,
		int *	ninds
	)

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

Note

The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; see also the explanation in lpi.h.

Parameters

lpi	LP interface structure
row	row number
binvrow	row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL
coef	vector to return coefficients
inds	array to store the non-zero indices
ninds	pointer to store the number of non-zero indices (-1: if we do not store sparsity informations)

Definition at line 3633 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, and SCIPlpiGetBInvRow().

SCIP_RETCODE SCIPlpiGetBInvACol	(	SCIP_LPI *	lpi,
		int	c,
		SCIP_Real *	coef,
		int *	inds,
		int *	ninds
	)

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

Parameters

lpi	LP interface structure
c	column number
coef	vector to return coefficients
inds	array to store the non-zero indices
ninds	pointer to store the number of non-zero indices (-1: if we do not store sparsity informations)

Definition at line 3711 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_OKAY, SCIP_Real, and SCIPdebugMessage.

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

stores LP state (like basis information) into lpistate object

Parameters

lpi	LP interface structure
blkmem	block memory
lpistate	pointer to LP state information (like basis information)

Definition at line 3937 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, and SCIPlpiExistsDualRay().

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

loads LPi state (like basis information) into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetState()

Parameters

lpi	LP interface structure
blkmem	block memory
lpistate	LP state information (like basis information)

Definition at line 3991 of file lpi_msk.c.

References MOSEK_CALL, NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, and SCIPlpiIsInfinity().

SCIP_RETCODE SCIPlpiClearState

(

SCIP_LPI *

lpi

)

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

Parameters

lpi	LP interface structure

Definition at line 4053 of file lpi_msk.c.

References NULL, SCIP_OKAY, and SCIPmessagePrintWarning().

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

frees LP state information

Parameters

lpi	LP interface structure
blkmem	block memory
lpistate	pointer to LP state information (like basis information)

Definition at line 4066 of file lpi_msk.c.

References NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_Bool SCIPlpiHasStateBasis	(	SCIP_LPI *	lpi,
		SCIP_LPISTATE *	lpistate
	)

checks, whether the given LP state contains simplex basis information

Parameters

lpi	LP interface structure
lpistate	LP state information (like basis information)

Definition at line 4087 of file lpi_msk.c.

References NULL, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiReadState	(	SCIP_LPI *	lpi,
		const char *	fname
	)

reads LP state (like basis information from a file

Read a basis from the given filename, returns -1 on file error, 0 if no values, 1 if values

Parameters

lpi	LP interface structure
fname	file name

Definition at line 4102 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiWriteState	(	SCIP_LPI *	lpi,
		const char *	fname
	)

writes LP state (like basis information) to a file

Write the basis in MPS format to the specified file. If writeValues true, writes values of structurals (and adds VALUES to end of NAME card)

parameters:

• filename
• bool writeValues
• int formatType (0 - normal, 1 - extra accuracy, 2 - IEEE hex)

Parameters

lpi	LP interface structure
fname	file name

Definition at line 4119 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

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

stores LPi pricing norms information

Parameters

lpi	LP interface structure
blkmem	block memory
lpinorms	pointer to LPi pricing norms information

Definition at line 4153 of file lpi_msk.c.

References NULL, and SCIP_OKAY.

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

loads LPi pricing norms into solver; note that the LP might have been extended with additional columns and rows since the state was stored with SCIPlpiGetNorms()

Parameters

lpi	LP interface structure
blkmem	block memory
lpinorms	LPi pricing norms information

Definition at line 4169 of file lpi_msk.c.

References NULL, and SCIP_OKAY.

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

frees pricing norms information

Parameters

lpi	LP interface structure
blkmem	block memory
lpinorms	pointer to LPi pricing norms information

Definition at line 4182 of file lpi_msk.c.

References NULL, and SCIP_OKAY.

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

gets integer parameter of LP

Parameters

lpi	LP interface structure
type	parameter number
ival	buffer to store the parameter value

Definition at line 4249 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.

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

sets integer parameter of LP

Amount of print out: 0 - none 1 - just final 2 - just factorizations 3 - as 2 plus a bit more 4 - verbose above that 8,16,32 etc just for selective SCIPdebug

Parameters

lpi	LP interface structure
type	parameter number
ival	parameter value

Definition at line 4295 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_SCALING, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PRICING_AUTO, SCIP_PRICING_DEVEX, SCIP_PRICING_FULL, SCIP_PRICING_LPIDEFAULT, SCIP_PRICING_PARTIAL, SCIP_PRICING_STEEP, SCIP_PRICING_STEEPQSTART, and SCIPdebugMessage.

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

gets floating point parameter of LP

Parameters

lpi	LP interface structure
type	parameter number
dval	buffer to store the parameter value

Definition at line 4431 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.

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

sets floating point parameter of LP

Parameters

lpi	LP interface structure
type	parameter number
dval	parameter value

Definition at line 4474 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_LOBJLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_UOBJLIM, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, and SCIPdebugMessage.

SCIP_Real SCIPlpiInfinity

(

SCIP_LPI *

lpi

)

returns value treated as infinity in the LP solver

Parameters

lpi	LP interface structure

Definition at line 4532 of file lpi_msk.c.

References NULL.

SCIP_Bool SCIPlpiIsInfinity	(	SCIP_LPI *	lpi,
		SCIP_Real	val
	)

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

Parameters

lpi	LP interface structure
val	value to be checked for infinity

Definition at line 4544 of file lpi_msk.c.

References IS_POSINF, and NULL.

Referenced by SCIPlpiSetState().

SCIP_RETCODE SCIPlpiReadLP	(	SCIP_LPI *	lpi,
		const char *	fname
	)

reads LP from a file

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

Parameters

lpi	LP interface structure
fname	file name

Definition at line 4563 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPlpiWriteLP	(	SCIP_LPI *	lpi,
		const char *	fname
	)

writes LP to a file

write file in MPS format parameters: filename int formatType (0 - normal, 1 - extra accuracy, 2 - IEEE hex) int numberAcross (1 or 2 values should be specified on every data line in the MPS file) double objSense

Parameters

lpi	LP interface structure
fname	file name

Definition at line 4585 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.