Scippy

SCIP

Solving Constraint Integer Programs

lpi_msk.c File Reference

Detailed Description

LP interface for MOSEK.

Author
Bo Jensen

Definition in file lpi_msk.c.

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

Go to the source code of this file.

Macros

#define MSKCONST   const
 
#define scipmskobjsen   MSKobjsensee
 
#define SENSE2MOSEK(objsen)   (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))
 
#define MOSEK_CALL(x)
 
#define 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.

Referenced by SCIPlpiGetCoef().

#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 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 )
#define FALSE
Definition: def.h:56

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 SCIPlpiEndStrongbranch(), and SCIPlpiIsInfinity().

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

Definition at line 65 of file lpi_msk.c.

Referenced by SCIPlpiEndStrongbranch().

#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.

Referenced by SCIPlpiGetBInvACol().

#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.

Referenced by SCIPlpiGetCoef().

#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.

Referenced by SCIPlpiGetCoef().

#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.

Referenced by SCIPlpiEndStrongbranch().

#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
#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

Definition at line 149 of file lpi_msk.c.

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
lpipointer 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
lpipointer to an LP interface structure
messagehdlrmessage handler to use for printing messages, or NULL
nameproblem name
objsenobjective 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
lpipointer 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
lpiLP interface structure
objsenobjective sense
ncolsnumber of columns
objobjective function values of columns
lblower bounds of columns
ubupper bounds of columns
colnamescolumn names, or NULL
nrowsnumber of rows
lhsleft hand sides of rows
rhsright hand sides of rows
rownamesrow names, or NULL
nnonznumber of nonzero elements in the constraint matrix
begstart index of each column in ind- and val-array
indrow indices of constraint matrix entries
valvalues of constraint matrix entries

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

Definition at line 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
lpiLP interface structure
firstcolfirst column to be deleted
lastcollast 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
lpiLP interface structure
dstatdeletion status of columns input: 1 if column should be deleted, 0 if not output: new position of column, -1 if column was deleted

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

Definition at line 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
lpiLP interface structure
firstrowfirst row to be deleted
lastrowlast 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
lpiLP interface structure
dstatdeletion status of rows input: 1 if row should be deleted, 0 if not output: new position of row, -1 if row was deleted

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

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

Definition at line 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
lpiLP interface structure
rowrow number of coefficient to change
colcolumn number of coefficient to change
newvalnew 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
lpiLP interface structure
objsennew 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
lpiLP interface structure
ncolsnumber of columns to change objective value for
indcolumn indices to change objective value for
objnew objective values for columns

Definition at line 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
lpiLP interface structure
rowrow number to scale
scalevalscaling 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
lpiLP interface structure
colcolumn number to scale
scalevalscaling 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
lpiLP interface structure
nrowspointer 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
lpiLP interface structure
ncolspointer 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
lpiLP interface structure
nnonzpointer to store the number of nonzeros

Definition at line 1520 of file lpi_msk.c.

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

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

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

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

Definition at line 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
lpiLP interface structure
objsenpointer 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
lpiLP interface structure
firstcolfirst column to get objective coefficient for
lastcollast column to get objective coefficient for
valsarray to store objective coefficients

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

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

Definition at line 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
lpiLP interface structure
rowrow number of coefficient
colcolumn number of coefficient
valpointer to store the value of the coefficient

Definition at line 1764 of file lpi_msk.c.

References ASSERT_ON_NUMERICAL_TROUBLES, FORCE_NO_MAXITER, MAX, MOSEK_CALL, NULL, SCIP_CALL, SCIP_LPERROR, SCIP_OKAY, SCIPdebugMessage, SCIPdebugPrintf, SCIPerrorMessage, SCIPlpiSolveBarrier(), SCIPmessagePrintWarning(), scipmskobjsen, TRUE, and WRITE_ABOVE.

SCIP_RETCODE SCIPlpiSolvePrimal ( SCIP_LPI lpi)

calls primal simplex to solve the LP

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

4 does not seem to work.

Primal algorithm

Parameters
lpiLP interface structure

Definition at line 2156 of file lpi_msk.c.

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

Referenced by SCIPlpiGetRealSolQuality().

SCIP_RETCODE SCIPlpiSolveDual ( SCIP_LPI lpi)

calls dual simplex to solve the LP

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

4 does not seem to work.

Dual algorithm

Parameters
lpiLP interface structure

Definition at line 2212 of file lpi_msk.c.

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

Referenced by SCIPlpiEndStrongbranch().

SCIP_RETCODE SCIPlpiSolveBarrier ( SCIP_LPI lpi,
SCIP_Bool  crossover 
)

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

Parameters
lpiLP interface structure
crossoverperform crossover

Definition at line 2264 of file lpi_msk.c.

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

Referenced by SCIPlpiGetCoef().

SCIP_RETCODE SCIPlpiStartStrongbranch ( SCIP_LPI lpi)

start strong branching - call before any strong branching

Parameters
lpiLP interface structure

Definition at line 2338 of file lpi_msk.c.

References SCIP_OKAY.

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 
)

performs strong branching iterations on one fractional candidate

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

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

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

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

Definition at line 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
lpiLP 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
lpiLP interface structure
primalfeasiblestores primal feasibility status
dualfeasiblestores 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.

Referenced by SCIPlpiEndStrongbranch().

SCIP_Bool SCIPlpiExistsPrimalRay ( SCIP_LPI lpi)

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

Parameters
lpiLP interface structure

Definition at line 2789 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

Referenced by SCIPlpiEndStrongbranch(), and 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
lpiLP 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
lpiLP 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
lpiLP 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
lpiLP 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
lpiLP interface structure

Definition at line 2866 of file lpi_msk.c.

References NULL, SCIP_ABORT_FALSE, and SCIPdebugMessage.

Referenced by SCIPlpiEndStrongbranch(), 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
lpiLP 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
lpiLP 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
lpiLP 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
lpiLP 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
lpiLP 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
lpiLP interface structure

Definition at line 2960 of file lpi_msk.c.

References NULL.

Referenced by SCIPlpiEndStrongbranch().

SCIP_Bool SCIPlpiIsObjlimExc ( SCIP_LPI lpi)

returns TRUE iff the objective limit was reached

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

Definition at line 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
lpiLP interface structure
rayprimal 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
lpiLP interface structure
dualfarkasdual 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
lpiLP interface structure
iterationspointer 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
lpiLP interface structure
qualityindicatorindicates which quality should be returned
qualitypointer to store quality number

Definition at line 3171 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_OKAY, SCIPABORT, and SCIPlpiSolvePrimal().

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

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

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

Definition at line 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
lpiLP interface structure
cstatarray with column basis status
rstatarray 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
lpiLP interface structure
bindpointer 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
lpiLP interface structure
ccolumn number of B^-1; this is NOT the number of the column in the LP; you have to call SCIPlpiGetBasisInd() to get the array which links the B^-1 column numbers to the row and column numbers of the LP! c must be between 0 and nrows-1, since the basis has the size nrows * nrows
coefpointer to store the coefficients of the column
indsarray to store the non-zero indices
nindspointer 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
lpiLP interface structure
rowrow number
coefpointer to store the coefficients of the row
indsarray to store the non-zero indices
nindspointer 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
lpiLP interface structure
rowrow number
binvrowrow in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL
coefvector to return coefficients
indsarray to store the non-zero indices
nindspointer 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
lpiLP interface structure
ccolumn number
coefvector to return coefficients
indsarray to store the non-zero indices
nindspointer 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 DEBUG_CHECK_STATE_TOL, MOSEK_CALL, NULL, SCIP_ALLOC, SCIP_CALL, 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
lpiLP interface structure
blkmemblock memory
lpistatepointer 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
lpiLP interface structure
blkmemblock memory
lpistateLP 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
lpiLP 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
lpiLP interface structure
blkmemblock memory
lpistatepointer 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
lpiLP interface structure
lpistateLP 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
lpiLP interface structure
fnamefile 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
lpiLP interface structure
fnamefile 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
lpiLP interface structure
blkmemblock memory
lpinormspointer 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
lpiLP interface structure
blkmemblock memory
lpinormsLPi 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 
)
SCIP_RETCODE SCIPlpiGetIntpar ( SCIP_LPI lpi,
SCIP_LPPARAM  type,
int *  ival 
)

gets integer parameter of LP

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

Definition at line 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
lpiLP interface structure
typeparameter number
ivalparameter 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
lpiLP interface structure
typeparameter number
dvalbuffer 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
lpiLP interface structure
typeparameter number
dvalparameter 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
lpiLP 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
lpiLP interface structure
valvalue 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
lpiLP interface structure
fnamefile 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
lpiLP interface structure
fnamefile name

Definition at line 4585 of file lpi_msk.c.

References MOSEK_CALL, NULL, SCIP_OKAY, and SCIPdebugMessage.