Detailed Description

constraint handler for bivariate nonlinear constraints $\textrm{lhs} \leq f(x,y) + c z \leq \textrm{rhs}$

Author: Martin Ballerstein; Dennis Michaels; Stefan Vigerske

#include <assert.h>
#include <math.h>
#include "scip/cons_bivariate.h"
#include "scip/cons_linear.h"
#include "scip/cons_quadratic.h"
#include "scip/cons_nonlinear.h"
#include "scip/heur_subnlp.h"
#include "scip/heur_trysol.h"
#include "scip/debug.h"
#include "nlpi/nlpi.h"
#include "nlpi/exprinterpret.h"

Go to the source code of this file.

Macros
#define	CONSHDLR_NAME "bivariate"

#define	CONSHDLR_DESC "constraint handler for constraints of the form lhs <= f(x,y) + c*z <= rhs where f(x,y) is a bivariate function"

#define	CONSHDLR_SEPAPRIORITY 5

#define	CONSHDLR_ENFOPRIORITY -55

#define	CONSHDLR_CHECKPRIORITY -3600000

#define	CONSHDLR_SEPAFREQ 1

#define	CONSHDLR_PROPFREQ 1

#define	CONSHDLR_EAGERFREQ 100

#define	CONSHDLR_MAXPREROUNDS -1

#define	CONSHDLR_DELAYSEPA FALSE

#define	CONSHDLR_DELAYPROP FALSE

#define	CONSHDLR_NEEDSCONS TRUE

#define	CONSHDLR_PRESOLTIMING SCIP_PRESOLTIMING_FAST

#define	CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP

#define	INTERVALINFTY 1E+43

#define	NEWTONMAXITER 1000

#define	INITLPMAXVARVAL 1000.0

#define	QUADCONSUPGD_PRIORITY 5000

#define	NONLINCONSUPGD_PRIORITY 10000

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

Typedefs
typedef struct SepaData_ConvexConcave	SEPADATA_CONVEXCONCAVE

Functions
static	SCIP_DECL_EVENTEXEC (processLinearVarEvent)

static SCIP_RETCODE	catchLinearVarEvents (SCIP scip, SCIP_CONS cons)

static SCIP_RETCODE	dropLinearVarEvents (SCIP scip, SCIP_CONS cons)

static	SCIP_DECL_EVENTEXEC (processNonlinearVarEvent)

static	SCIP_DECL_EXPRGRAPHVARADDED (exprgraphVarAdded)

static	SCIP_DECL_EXPRGRAPHVARREMOVE (exprgraphVarRemove)

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

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

static SCIP_RETCODE	removeFixedVariables (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_Bool ischanged, SCIP_Bool *isupgraded)

static SCIP_RETCODE	removeFixedNonlinearVariables (SCIP scip, SCIP_CONSHDLR conshdlr)

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

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

static SCIP_RETCODE	initSepaDataCreateVred (SCIP scip, SCIP_EXPRTREE vred, SCIP_EXPRTREE f)

static SCIP_RETCODE	initSepaData (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_CONS *cons)

static SCIP_RETCODE	freeSepaData (SCIP scip, SCIP_CONS cons)

static void	perturb (SCIP_Real *val, SCIP_Real lb, SCIP_Real ub, SCIP_Real amount)

static SCIP_RETCODE	solveDerivativeEquation (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real targetvalue, SCIP_Real lb, SCIP_Real ub, SCIP_Real val, SCIP_Bool *success)

static SCIP_RETCODE	generateLinearizationCut (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_CONS cons, SCIP_Real x0y0, SCIP_Bool newxy, SCIP_ROW **row)

static SCIP_RETCODE	generateEstimatingHyperplane (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Bool doover, SCIP_Real x0y0, SCIP_Real coefx, SCIP_Real coefy, SCIP_Real constant, SCIP_Bool success)

static SCIP_RETCODE	generateOverestimatingHyperplaneCut (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_CONS cons, SCIP_Real x0y0, SCIP_ROW **row)

static SCIP_RETCODE	generateUnderestimatorParallelYFacets (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xyref, SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool success)

static SCIP_RETCODE	generateOrthogonal_lx_ly_Underestimator (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xyref, SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool success)

static SCIP_RETCODE	generateOrthogonal_lx_uy_Underestimator (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xyref, SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool success)

static SCIP_RETCODE	generateConvexConcaveUnderestimator (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_EXPRTREE f_yfixed, SCIP_EXPRTREE vred, SCIP_Real xyref[2], SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool *success)

static SCIP_RETCODE	generateConvexConcaveEstimator (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_CONS cons, SCIP_Real xyref[2], SCIP_SIDETYPE violside, SCIP_ROW *row)

static SCIP_RETCODE	lifting (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xval, SCIP_Real yval, SCIP_Real xlb, SCIP_Real xub, SCIP_Real ylb, SCIP_Real yub, int min_max, SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool *success)

static SCIP_RETCODE	generate1ConvexIndefiniteUnderestimatorAtBoundary (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xyref[2], SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool *success)

static SCIP_RETCODE	generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xyref[2], SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool *success)

static SCIP_RETCODE	generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_EXPRTREE f, SCIP_Real xyref[2], SCIP_Real cutcoeff[4], SCIP_Real convenvvalue, SCIP_Bool *success)

static SCIP_RETCODE	generate1ConvexIndefiniteUnderestimator (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_CONS cons, SCIP_Real xyref, SCIP_ROW **row)

static SCIP_RETCODE	generateCut (SCIP scip, SCIP_EXPRINT exprinterpreter, SCIP_CONS cons, SCIP_SOL sol, SCIP_SIDETYPE violside, SCIP_Real cutmaxrange, SCIP_ROW **row)

static SCIP_Bool	isConvexLocal (SCIP scip, SCIP_CONS cons, SCIP_SIDETYPE side)

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

static	SCIP_DECL_EVENTEXEC (processNewSolutionEvent)

static SCIP_RETCODE	registerBranchingVariables (SCIP scip, SCIP_CONS conss, int nconss, int nnotify)

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

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

static SCIP_RETCODE	propagateBoundsTightenVar (SCIP scip, SCIP_VAR var, SCIP_INTERVAL bounds, SCIP_CONS cons, SCIP_RESULT result, int *nchgbds)

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

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

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

static SCIP_RETCODE	createConsFromQuadTerm (SCIP scip, SCIP_CONS srccons, SCIP_CONS *cons, const char name, SCIP_VAR x, SCIP_VAR y, SCIP_VAR *z, SCIP_Real coefxx, SCIP_Real coefx, SCIP_Real coefyy, SCIP_Real coefy, SCIP_Real coefxy, SCIP_Real coefz, SCIP_Real lhs, SCIP_Real rhs)

static SCIP_RETCODE	createExprtreeFromMonomial (SCIP scip, SCIP_VAR x, SCIP_VAR y, SCIP_Real coef, SCIP_Real p, SCIP_Real q, SCIP_EXPRTREE exprtree, SCIP_Real mult, SCIP_BIVAR_CONVEXITY *convextype)

static SCIP_RETCODE	createConsFromMonomial (SCIP scip, SCIP_CONS srccons, SCIP_CONS *cons, const char name, SCIP_VAR x, SCIP_VAR y, SCIP_VAR *z, SCIP_Real coef, SCIP_Real p, SCIP_Real q, SCIP_Real zcoef, SCIP_Real lhs, SCIP_Real rhs)

static	SCIP_DECL_CONSHDLRCOPY (conshdlrCopyBivariate)

static	SCIP_DECL_CONSFREE (consFreeBivariate)

static	SCIP_DECL_CONSINIT (consInitBivariate)

static	SCIP_DECL_CONSEXIT (consExitBivariate)

static	SCIP_DECL_CONSINITPRE (consInitpreBivariate)

static	SCIP_DECL_CONSEXITPRE (consExitpreBivariate)

static	SCIP_DECL_CONSINITSOL (consInitsolBivariate)

static	SCIP_DECL_CONSEXITSOL (consExitsolBivariate)

static	SCIP_DECL_CONSDELETE (consDeleteBivariate)

static	SCIP_DECL_CONSTRANS (consTransBivariate)

static	SCIP_DECL_CONSINITLP (consInitlpBivariate)

static	SCIP_DECL_CONSSEPALP (consSepalpBivariate)

static	SCIP_DECL_CONSSEPASOL (consSepasolBivariate)

static	SCIP_DECL_CONSENFOLP (consEnfolpBivariate)

static	SCIP_DECL_CONSENFOPS (consEnfopsBivariate)

static	SCIP_DECL_CONSCHECK (consCheckBivariate)

static	SCIP_DECL_CONSPROP (consPropBivariate)

static	SCIP_DECL_CONSPRESOL (consPresolBivariate)

static	SCIP_DECL_CONSLOCK (consLockBivariate)

static	SCIP_DECL_CONSACTIVE (consActiveBivariate)

static	SCIP_DECL_CONSDEACTIVE (consDeactiveBivariate)

static	SCIP_DECL_CONSENABLE (consEnableBivariate)

static	SCIP_DECL_CONSDISABLE (consDisableBivariate)

static	SCIP_DECL_CONSPRINT (consPrintBivariate)

static	SCIP_DECL_CONSCOPY (consCopyBivariate)

static	SCIP_DECL_CONSGETVARS (consGetVarsBivariate)

static	SCIP_DECL_CONSGETNVARS (consGetNVarsBivariate)

static	SCIP_DECL_QUADCONSUPGD (quadconsUpgdBivariate)

static	SCIP_DECL_EXPRGRAPHNODEREFORM (exprgraphnodeReformBivariate)

SCIP_RETCODE	SCIPincludeConshdlrBivariate (SCIP *scip)

SCIP_RETCODE	SCIPcreateConsBivariate (SCIP scip, SCIP_CONS cons, const char name, SCIP_EXPRTREE f, SCIP_BIVAR_CONVEXITY convextype, SCIP_VAR z, SCIP_Real zcoef, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)

SCIP_RETCODE	SCIPcreateConsBasicBivariate (SCIP scip, SCIP_CONS cons, const char name, SCIP_EXPRTREE f, SCIP_BIVAR_CONVEXITY convextype, SCIP_VAR z, SCIP_Real zcoef, SCIP_Real lhs, SCIP_Real rhs)

SCIP_VAR *	SCIPgetLinearVarBivariate (SCIP scip, SCIP_CONS cons)

SCIP_Real	SCIPgetLinearCoefBivariate (SCIP scip, SCIP_CONS cons)

SCIP_EXPRTREE *	SCIPgetExprtreeBivariate (SCIP scip, SCIP_CONS cons)

SCIP_Real	SCIPgetLhsBivariate (SCIP scip, SCIP_CONS cons)

SCIP_Real	SCIPgetRhsBivariate (SCIP scip, SCIP_CONS cons)

Macro Definition Documentation

#define CONSHDLR_NAME "bivariate"

Definition at line 39 of file cons_bivariate.c.

Referenced by SCIP_DECL_CONSEXITSOL(), SCIP_DECL_CONSINITSOL(), SCIPcreateConsBivariate(), and SCIPincludeConshdlrBivariate().

#define CONSHDLR_DESC "constraint handler for constraints of the form lhs <= f(x,y) + c*z <= rhs where f(x,y) is a bivariate function"

Definition at line 40 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_SEPAPRIORITY 5

priority of the constraint handler for separation

Definition at line 41 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_ENFOPRIORITY -55

priority of the constraint handler for constraint enforcing

Definition at line 42 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_CHECKPRIORITY -3600000

priority of the constraint handler for checking feasibility

Definition at line 43 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_SEPAFREQ 1

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

Definition at line 44 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_PROPFREQ 1

frequency for propagating domains; zero means only preprocessing propagation

Definition at line 45 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_EAGERFREQ 100

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

Definition at line 46 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_MAXPREROUNDS -1

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

Definition at line 49 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_DELAYSEPA FALSE

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

Definition at line 50 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_DELAYPROP FALSE

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

Definition at line 51 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_NEEDSCONS TRUE

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

Definition at line 52 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_PRESOLTIMING SCIP_PRESOLTIMING_FAST

Definition at line 54 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP

Definition at line 55 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define INTERVALINFTY 1E+43

value for infinity in interval operations

Definition at line 57 of file cons_bivariate.c.

Referenced by propagateBounds(), propagateBoundsCons(), SCIP_DECL_EVENTEXEC(), and SCIP_DECL_EXPRGRAPHVARADDED().

#define NEWTONMAXITER 1000

maximal number of iterations in newton method

Definition at line 58 of file cons_bivariate.c.

Referenced by solveDerivativeEquation().

#define INITLPMAXVARVAL 1000.0

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

Definition at line 59 of file cons_bivariate.c.

Referenced by SCIP_DECL_CONSINITLP().

#define QUADCONSUPGD_PRIORITY 5000

priority of the constraint handler for upgrading of quadratic constraints

Definition at line 61 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

#define NONLINCONSUPGD_PRIORITY 10000

priority of the constraint handler for upgrading of nonlinear constraints

Definition at line 62 of file cons_bivariate.c.

Referenced by SCIPincludeConshdlrBivariate().

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

translate from one value of infinity to another

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

Definition at line 147 of file cons_bivariate.c.

Referenced by propagateBoundsCons(), SCIP_DECL_EVENTEXEC(), and SCIP_DECL_EXPRGRAPHVARADDED().

Typedef Documentation

typedef struct SepaData_ConvexConcave SEPADATA_CONVEXCONCAVE

data structure to cache data used for separation of convex-concave constraints

Definition at line 83 of file cons_bivariate.c.

Function Documentation

static SCIP_DECL_EVENTEXEC ( processLinearVarEvent )

static

processes bound tightening event

Definition at line 151 of file cons_bivariate.c.

References catchLinearVarEvents(), FALSE, NULL, SCIP_Bool, SCIP_EVENTTYPE_BOUNDTIGHTENED, SCIP_OKAY, and SCIPeventGetType().

Referenced by dropLinearVarEvents(), and separatePoint().

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

static

catches variable bound change events on the linear variable in a bivariate constraint

Parameters

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

Definition at line 166 of file cons_bivariate.c.

References dropLinearVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_EVENTTYPE_DISABLED, SCIP_EVENTTYPE_LBTIGHTENED, SCIP_EVENTTYPE_UBTIGHTENED, SCIP_OKAY, SCIPcatchVarEvent(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsTransformed(), and SCIPisInfinity().

Referenced by removeFixedVariables(), SCIP_DECL_CONSENABLE(), and SCIP_DECL_EVENTEXEC().

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

static

drops variable bound change events on the linear variable in a bivariate constraint

Parameters

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

Definition at line 219 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_EVENTEXEC(), SCIP_EVENTTYPE_DISABLED, SCIP_EVENTTYPE_LBTIGHTENED, SCIP_EVENTTYPE_UBTIGHTENED, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPdropVarEvent(), and SCIPisInfinity().

Referenced by catchLinearVarEvents(), removeFixedVariables(), and SCIP_DECL_CONSDISABLE().

static SCIP_DECL_EVENTEXEC ( processNonlinearVarEvent )

static

processes bound change events for variables in expression graph

Definition at line 271 of file cons_bivariate.c.

References FALSE, infty2infty, INTERVALINFTY, NULL, SCIP_DECL_EXPRGRAPHVARADDED(), SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_BOUNDTIGHTENED, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPdebugMessage, SCIPeventGetNewbound(), SCIPeventGetOldbound(), SCIPeventGetType(), SCIPeventGetVar(), SCIPeventhdlrGetData(), SCIPexprgraphSetVarNodeLb(), SCIPexprgraphSetVarNodeUb(), SCIPinfinity(), and SCIPvarGetName().

static SCIP_DECL_EXPRGRAPHVARADDED ( exprgraphVarAdded )

static

callback method for variable addition in expression graph

Definition at line 318 of file cons_bivariate.c.

References FALSE, infty2infty, INTERVALINFTY, MAX, MIN, NULL, SCIP_CALL, SCIP_DECL_EXPRGRAPHVARREMOVE(), SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPaddVarLocks(), SCIPcatchVarEvent(), SCIPdebugMessage, SCIPexprgraphSetVarNodeBounds(), SCIPinfinity(), SCIPintervalSetBounds(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and SCIPvarIsActive().

Referenced by SCIP_DECL_EVENTEXEC().

static SCIP_DECL_EXPRGRAPHVARREMOVE ( exprgraphVarRemove )

static

callback method for variable removal in expression graph

Definition at line 356 of file cons_bivariate.c.

References lockLinearVariable(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPaddVarLocks(), SCIPdebugMessage, SCIPdropVarEvent(), and SCIPvarGetName().

Referenced by SCIP_DECL_EXPRGRAPHVARADDED().

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

static

locks linear variable in a constraint

Parameters

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

Definition at line 382 of file cons_bivariate.c.

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

Referenced by removeFixedVariables(), and SCIP_DECL_EXPRGRAPHVARREMOVE().

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

static

unlocks linear variable in a constraint

Parameters

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

Definition at line 413 of file cons_bivariate.c.

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

Referenced by lockLinearVariable(), and removeFixedVariables().

static SCIP_RETCODE removeFixedVariables	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_Bool *	ischanged,
		SCIP_Bool *	isupgraded
	)

static

resolves variable fixations and aggregations in a constraint

Parameters

scip	SCIP data structure
conshdlr	constraint handler
cons	constraint where to remove fixed variables
ischanged	buffer to store whether something was changed in the constraint
isupgraded	buffer to store whether the constraint has been upgraded (and deleted)

Definition at line 444 of file cons_bivariate.c.

References catchLinearVarEvents(), dropLinearVarEvents(), FALSE, lockLinearVariable(), NULL, removeFixedNonlinearVariables(), SCIP_CALL, SCIP_EXPR_CONST, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIP_STAGE_EXITPRESOLVE, SCIP_VARSTATUS_FIXED, SCIP_VARSTATUS_MULTAGGR, SCIPaddCons(), SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsNonlinear(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPexprCreate(), SCIPexprCreateLinear(), SCIPexprFreeDeep(), SCIPexprReindexVars(), SCIPexprtreeCopy(), SCIPexprtreeFree(), SCIPexprtreeGetNVars(), SCIPexprtreeGetRoot(), SCIPexprtreeGetVars(), SCIPexprtreeSetVars(), SCIPexprtreeSubstituteVars(), SCIPgetProbvarSum(), SCIPgetStage(), SCIPisInfinity(), SCIPmarkDoNotMultaggrVar(), SCIPreleaseCons(), SCIPvarGetProbvar(), SCIPvarGetStatus(), SCIPvarIsActive(), TRUE, and unlockLinearVariable().

Referenced by SCIP_DECL_CONSEXITPRE(), SCIP_DECL_CONSPRESOL(), and unlockLinearVariable().

static SCIP_RETCODE removeFixedNonlinearVariables	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr
	)

static

removes fixed variables from expression graph

Parameters

scip	SCIP data structure
conshdlr	constraint handler

Definition at line 670 of file cons_bivariate.c.

References computeViolation(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconshdlrGetData(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprgraphGetNVars(), SCIPexprgraphGetVars(), SCIPexprgraphReplaceVarByLinearSum(), SCIPfreeBufferArray, SCIPgetProbvarLinearSum(), SCIPreallocBufferArray, SCIPvarGetName(), SCIPvarIsActive(), and TRUE.

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

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

static

computes violation of a constraint

Parameters

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

Definition at line 746 of file cons_bivariate.c.

References computeViolations(), MAX, MIN, NULL, REALABS, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPerrorMessage, SCIPexprintCompile(), SCIPexprintEval(), SCIPexprintGrad(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetVars(), SCIPgetSolVal(), SCIPinfinity(), SCIPisEQ(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisFinite, SCIPisInfinity(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and TRUE.

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

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

static

computes violation of a set of constraints

Parameters

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

Definition at line 907 of file cons_bivariate.c.

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

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

static SCIP_RETCODE initSepaDataCreateVred	(	SCIP *	scip,
		SCIP_EXPRTREE **	vred,
		SCIP_EXPRTREE *	f
	)

static

setup vred(s;x0,y0,ylb,yub) for a given f(x,y) for computing a convex-concave underestimator vred(s;x0,y0,ylb,yub) = (yub-y0)/(yub-ylb) f((yub-ylb)/(yub-y0)x0 - (y0-ylb)/(yub-y0)*s, ylb) + (y0-ylb)/(yub-ylb) f(s,yub)

Parameters

scip	SCIP data structure
vred	buffer where to store exprtree for vred
f	function f(x,y) for which vred should be setup

Definition at line 955 of file cons_bivariate.c.

References initSepaData(), NULL, SCIP_CALL, SCIP_EXPR_DIV, SCIP_EXPR_MINUS, SCIP_EXPR_MUL, SCIP_EXPR_PARAM, SCIP_EXPR_PLUS, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPexprCopyDeep(), SCIPexprCreate(), SCIPexprCreateLinear(), SCIPexprFreeDeep(), SCIPexprGetOperator(), SCIPexprSubstituteVars(), SCIPexprtreeCreate(), and SCIPexprtreeGetRoot().

Referenced by computeViolations(), and initSepaData().

static SCIP_RETCODE initSepaData	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_CONS *	cons
	)

static

initializes separation data

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
cons	constraint

Definition at line 1055 of file cons_bivariate.c.

References freeSepaData(), initSepaDataCreateVred(), MAX, MIN, NULL, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_Bool, SCIP_CALL, SCIP_EXPR_PARAM, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPconsGetData(), SCIPexprCopyDeep(), SCIPexprCreate(), SCIPexprCreateLinear(), SCIPexprFreeDeep(), SCIPexprintCompile(), SCIPexprintHessianSparsityDense(), SCIPexprReindexVars(), SCIPexprtreeCopy(), SCIPexprtreeCreate(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetRoot(), SCIPexprtreeGetVars(), SCIPexprtreeSetParams(), SCIPexprtreeSetVars(), SCIPexprtreeSubstituteVars(), SCIPisInfinity(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by initSepaDataCreateVred(), and SCIP_DECL_CONSINITSOL().

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

static

frees separation data

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 1211 of file cons_bivariate.c.

References NULL, perturb(), SCIP_BIVAR_CONVEX_CONCAVE, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), and SCIPexprtreeFree().

Referenced by initSepaData(), and SCIP_DECL_CONSEXITSOL().

static void perturb	(	SCIP_Real *	val,
		SCIP_Real	lb,
		SCIP_Real	ub,
		SCIP_Real	amount
	)

static

perturbs a value w.r.t. bounds

Parameters

val	value to perturb on input; perturbed value on output
lb	lower bound
ub	upper bound
amount	relative amount of perturbation

Definition at line 1260 of file cons_bivariate.c.

References MIN, NULL, SCIP_Real, and solveDerivativeEquation().

Referenced by freeSepaData(), generate1ConvexIndefiniteUnderestimator(), generateConvexConcaveUnderestimator(), generateLinearizationCut(), and solveDerivativeEquation().

static SCIP_RETCODE solveDerivativeEquation	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real	targetvalue,
		SCIP_Real	lb,
		SCIP_Real	ub,
		SCIP_Real *	val,
		SCIP_Bool *	success
	)

static

solves an equation f'(s) = constant for a univariate convex or concave function f with respect to bounds on s if there is no s between the bounds such that f'(s) = constant, then it returns the closest bound (and still claims success)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	expression tree for f(s)
targetvalue	target value for derivative
lb	lower bound on variable
ub	upper bound on variable
val	buffer to store solution value
success	buffer to indicate whether a solution has been found

Definition at line 1285 of file cons_bivariate.c.

References FALSE, generateLinearizationCut(), MAX, MIN, NEWTONMAXITER, NULL, perturb(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPexprintGrad(), SCIPexprintHessianDense(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPisEQ(), SCIPisFeasEQ(), SCIPisFinite, SCIPisRelEQ(), SCIPisZero(), and TRUE.

Referenced by generateConvexConcaveUnderestimator(), generateOrthogonal_lx_ly_Underestimator(), generateOrthogonal_lx_uy_Underestimator(), generateUnderestimatorParallelYFacets(), and perturb().

static SCIP_RETCODE generateLinearizationCut	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_CONS *	cons,
		SCIP_Real *	x0y0,
		SCIP_Bool	newxy,
		SCIP_ROW **	row
	)

static

generates a cut for f(x,y) + c*z <= rhs with f(x,y) being convex or 1-convex with x or y fixed or convex-concave with y fixed f(x0, y0) + <grad, (x,y)-(x0,y0)> + c*z <= rhs, where grad is gradient of f in (x0, y0)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
cons	constraint
x0y0	value of x and y variables where to generate cut
newxy	whether the last evaluation of f(x,y) with the expression interpreter was at (x0, y0)
row	storage for cut

Definition at line 1445 of file cons_bivariate.c.

References FALSE, generateEstimatingHyperplane(), NULL, perturb(), SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIPaddVarsToRow(), SCIPaddVarToRow(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPcreateEmptyRowCons(), SCIPdebugMessage, SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetVars(), SCIPgetNLPs(), SCIPinfinity(), SCIPisEQ(), SCIPisFinite, SCIPisInfinity(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generateCut(), SCIP_DECL_CONSINITLP(), SCIP_DECL_EVENTEXEC(), and solveDerivativeEquation().

static SCIP_RETCODE generateEstimatingHyperplane	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Bool	doover,
		SCIP_Real *	x0y0,
		SCIP_Real *	coefx,
		SCIP_Real *	coefy,
		SCIP_Real *	constant,
		SCIP_Bool *	success
	)

static

given a convex (concave, resp.) bivariate function, computes an over- (under-, resp.) estimating hyperplane does not succeed if some variable is unbounded or both variables are fixed

Parameters

scip	SCIP data structure
exprinterpreter	expression interpreter
f	bivariate function to compute under or overestimator for
doover	whether to compute an overestimator (TRUE) or an underestimator (FALSE)
x0y0	reference values for nonlinear variables
coefx	coefficient of x in estimator
coefy	coefficient of y in estimator
constant	constant part of estimator
success	pointer to indicate whether coefficients where successfully computed

Definition at line 1521 of file cons_bivariate.c.

References FALSE, generateOverestimatingHyperplaneCut(), NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcomputeHyperplaneThreePoints(), SCIPdebugMessage, SCIPexprintEval(), SCIPexprtreeGetVars(), SCIPisEQ(), SCIPisFeasEQ(), SCIPisFeasLE(), SCIPisFinite, SCIPisGE(), SCIPisInfinity(), SCIPisLE(), SCIPisNegative(), SCIPisZero(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generateConvexConcaveEstimator(), generateLinearizationCut(), and generateOverestimatingHyperplaneCut().

static SCIP_RETCODE generateOverestimatingHyperplaneCut	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_CONS *	cons,
		SCIP_Real *	x0y0,
		SCIP_ROW **	row
	)

static

generates a cut for lhs <= f(x,y) + c*z with f(x,y) being convex

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
cons	constraint
x0y0	reference values for nonlinear variables
row	storage for cut

Definition at line 1767 of file cons_bivariate.c.

References FALSE, generateEstimatingHyperplane(), generateUnderestimatorParallelYFacets(), NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddVarsToRow(), SCIPaddVarToRow(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPcreateRowCons(), SCIPdebugMessage, SCIPexprtreeGetVars(), SCIPinfinity(), SCIPisFinite, SCIPisInfinity(), and TRUE.

Referenced by generateCut(), generateEstimatingHyperplane(), and SCIP_DECL_CONSINITLP().

static SCIP_RETCODE generateUnderestimatorParallelYFacets	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real *	xyref,
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generates a linear underestimator for f(x,y) when the generators of the underestimating segment are contained in y=ylb and y=yub. Generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xyref	reference values for x and y
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 1819 of file cons_bivariate.c.

References FALSE, generateOrthogonal_lx_ly_Underestimator(), MAX, MIN, NULL, REALABS, SCIP_CALL, SCIP_EXPR_CONST, SCIP_EXPR_MUL, SCIP_EXPR_PLUS, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprCopyDeep(), SCIPexprCreate(), SCIPexprFreeDeep(), SCIPexprGetOperator(), SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprSubstituteVars(), SCIPexprtreeCreate(), SCIPexprtreeEval(), SCIPexprtreeFree(), SCIPexprtreeGetRoot(), SCIPexprtreeGetVars(), SCIPexprtreePrintWithNames(), SCIPgetMessagehdlr(), SCIPisEQ(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisFinite, SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), solveDerivativeEquation(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), and generateOverestimatingHyperplaneCut().

static SCIP_RETCODE generateOrthogonal_lx_ly_Underestimator	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real *	xyref,
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y. The segmenent connects orthogonal facets: Either (x=l_x,y=l_y) or (x=u_x,y=u_y). generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xyref	reference values for x and y
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 2050 of file cons_bivariate.c.

References FALSE, generateOrthogonal_lx_uy_Underestimator(), MAX, MIN, NULL, REALABS, SCIP_CALL, SCIP_EXPR_CONST, SCIP_EXPR_DIV, SCIP_EXPR_MINUS, SCIP_EXPR_MUL, SCIP_EXPR_PLUS, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprCopyDeep(), SCIPexprCreate(), SCIPexprFreeDeep(), SCIPexprGetOperator(), SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprSubstituteVars(), SCIPexprtreeCreate(), SCIPexprtreeEval(), SCIPexprtreeFree(), SCIPexprtreeGetRoot(), SCIPexprtreeGetVars(), SCIPexprtreePrintWithNames(), SCIPgetMessagehdlr(), SCIPisEQ(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisFinite, SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), solveDerivativeEquation(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(), and generateUnderestimatorParallelYFacets().

static SCIP_RETCODE generateOrthogonal_lx_uy_Underestimator	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real *	xyref,
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xyref	reference values for x and y
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 2444 of file cons_bivariate.c.

References FALSE, generateConvexConcaveUnderestimator(), MAX, MIN, NULL, REALABS, SCIP_CALL, SCIP_EXPR_CONST, SCIP_EXPR_DIV, SCIP_EXPR_MINUS, SCIP_EXPR_MUL, SCIP_EXPR_PLUS, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprCopyDeep(), SCIPexprCreate(), SCIPexprFreeDeep(), SCIPexprGetOperator(), SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprSubstituteVars(), SCIPexprtreeCreate(), SCIPexprtreeEval(), SCIPexprtreeFree(), SCIPexprtreeGetRoot(), SCIPexprtreeGetVars(), SCIPexprtreePrintWithNames(), SCIPgetMessagehdlr(), SCIPisEQ(), SCIPisFinite, SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), solveDerivativeEquation(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), and generateOrthogonal_lx_ly_Underestimator().

static SCIP_RETCODE generateConvexConcaveUnderestimator	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_EXPRTREE *	f_yfixed,
		SCIP_EXPRTREE *	vred,
		SCIP_Real	xyref[2],
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generates a linear underestimator for f(x,y) with f(x,y) being STRICTLY convex in x and concave in y generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
f_yfixed	function f(x;y) with x variable and y parameter
vred	function vred(s;x0,y0,ylb,yub)
xyref	reference values for (x,y)
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 2834 of file cons_bivariate.c.

References FALSE, generateConvexConcaveEstimator(), MAX, MIN, NULL, perturb(), REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprintEval(), SCIPexprintGrad(), SCIPexprintNewParametrization(), SCIPexprtreeEval(), SCIPexprtreeGetVars(), SCIPexprtreePrint(), SCIPexprtreePrintWithNames(), SCIPexprtreeSetParams(), SCIPexprtreeSetParamVal(), SCIPgetMessagehdlr(), SCIPinfinity(), SCIPisEQ(), SCIPisFeasEQ(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisFinite, SCIPisGE(), SCIPisInfinity(), SCIPisLE(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), solveDerivativeEquation(), and TRUE.

Referenced by generateConvexConcaveEstimator(), and generateOrthogonal_lx_uy_Underestimator().

static SCIP_RETCODE generateConvexConcaveEstimator	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_CONS *	cons,
		SCIP_Real	xyref[2],
		SCIP_SIDETYPE	violside,
		SCIP_ROW **	row
	)

static

generates a cut for one side of lhs <= f(x,y) + c*z <= rhs with f(x,y) being convex in x and concave in y

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
cons	constraint
xyref	reference values for nonlinear variables
violside	for which side of constraint to find a cut
row	storage for cut

Definition at line 3337 of file cons_bivariate.c.

References FALSE, generateConvexConcaveUnderestimator(), generateEstimatingHyperplane(), lifting(), NULL, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIP_STAGE_SOLVING, SCIPaddVarsToRow(), SCIPaddVarToRow(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPcreateEmptyRowCons(), SCIPcreateRowCons(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPexprtreeGetVars(), SCIPgetNLPs(), SCIPgetStage(), SCIPinfinity(), SCIPisFinite, SCIPisInfinity(), SCIPisPositive(), SCIPsnprintf(), and TRUE.

Referenced by generateConvexConcaveUnderestimator(), generateCut(), and SCIP_DECL_CONSINITLP().

static SCIP_RETCODE lifting	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real	xval,
		SCIP_Real	yval,
		SCIP_Real	xlb,
		SCIP_Real	xub,
		SCIP_Real	ylb,
		SCIP_Real	yub,
		int	min_max,
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

computes an underestimating hyperplane for functions that are convex in x and y if the point to cut off lies on the boundary

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xval	current x value
yval	current y value
xlb	lower bound x
xub	upper bound x
ylb	lower bound y
yub	upper bound y
min_max	min=-1 max=1
cutcoeff	returns the lifting coefficient
convenvvalue	value of the convex envelope at (xval,yval)
success	buffer to indicate whether lifting was successful

Definition at line 3504 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimatorAtBoundary(), NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPexprintGrad(), SCIPisEQ(), SCIPisFinite, SCIPisInfinity(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimatorAtBoundary(), and generateConvexConcaveEstimator().

static SCIP_RETCODE generate1ConvexIndefiniteUnderestimatorAtBoundary	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real	xyref[2],
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generate a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y and the point to cut off lies on the boundary generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xyref	reference values for x and y
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 3594 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(), lifting(), NULL, REALABS, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPerrorMessage, SCIPexprintGrad(), SCIPexprtreeGetVars(), SCIPexprtreePrintWithNames(), SCIPgetMessagehdlr(), SCIPisEQ(), SCIPisFeasEQ(), SCIPisFinite, SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimator(), and lifting().

static SCIP_RETCODE generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real	xyref[2],
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y but indefinite This is for the case where the cone of the concave directions is (R_+ x R_-) union (R_- x R_+). We consider two cases: a) the underestimating segmenent connects parallel facets b) the underestimating segmenent connects orthogonal facets where x=l_x, y=l_y and x=u_x, y=u_y We ensure that the parallel facets are the horizontal with y=l_y and y=u_y We compute the objective value of the two problems. The smaller objective value corresponds to the convex envelope. The supporting hyperplane is then constructed at the this point.

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xyref	reference values for x and y
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 3788 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), generateOrthogonal_lx_ly_Underestimator(), generateUnderestimatorParallelYFacets(), NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprCreate(), SCIPexprFreeDeep(), SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprtreeCopy(), SCIPexprtreeFree(), SCIPexprtreeGetVars(), SCIPexprtreePrintWithNames(), SCIPexprtreeSetVars(), SCIPexprtreeSubstituteVars(), SCIPgetMessagehdlr(), SCIPinfinity(), SCIPisFinite, SCIPisInfinity(), SCIPisPositive(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimator(), and generate1ConvexIndefiniteUnderestimatorAtBoundary().

static SCIP_RETCODE generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_EXPRTREE *	f,
		SCIP_Real	xyref[2],
		SCIP_Real	cutcoeff[4],
		SCIP_Real *	convenvvalue,
		SCIP_Bool *	success
	)

static

generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y but indefinite This is for the case where the cone of the concave directions is (R_+ x R_+) union (R_- x R_-). We consider two cases: a) the underestimating segmenent connects parallel facets b) the underestimating segmenent connects orthogonal facets where x=l_x, y=u_y and x=u_x, y=l_y We ensure that the parallel facets are the horizontal with y=l_y and y=u_y We compute the objective value of the two problems. The smaller objective value corresponds to the convex envelope. The supporting hyperplane is then constructed at the this point. Generates coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
f	function f(x,y)
xyref	reference values for x and y
cutcoeff	cut coefficients alpha, beta, gamma, delta
convenvvalue	function value of the convex envelope
success	buffer to store whether coefficients were successfully computed

Definition at line 3988 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimator(), generateOrthogonal_lx_uy_Underestimator(), generateUnderestimatorParallelYFacets(), NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintf, SCIPexprCreate(), SCIPexprFreeDeep(), SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprtreeCopy(), SCIPexprtreeFree(), SCIPexprtreeGetVars(), SCIPexprtreePrintWithNames(), SCIPexprtreeSetVars(), SCIPexprtreeSubstituteVars(), SCIPgetMessagehdlr(), SCIPinfinity(), SCIPisFinite, SCIPisGE(), SCIPisInfinity(), SCIPisPositive(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimator(), and generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA().

static SCIP_RETCODE generate1ConvexIndefiniteUnderestimator	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_CONS *	cons,
		SCIP_Real *	xyref,
		SCIP_ROW **	row
	)

static

generates a linear underestimator for f(x,y) with f(x,y) being convex in x and convex in y but indefinite generate coefficients cutcoeff = (alpha, beta, gamma, delta), such that alpha * x + beta * y - delta <= gamma * f(x,y)

If the point lies on the boundary we apply the lifting technique.
If the point lies in the interior we check the pattern of the concave directions and compute the corresponding underestimators.

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
cons	constraint
xyref	reference values for x and y
row	storage for cut

Definition at line 4180 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimatorAtBoundary(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), generateCut(), NULL, perturb(), REALABS, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddVarToRow(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPcreateEmptyRowCons(), SCIPdebugMessage, SCIPexprintHessianDense(), SCIPexprtreeGetVars(), SCIPinfinity(), SCIPisFeasEQ(), SCIPisFinite, SCIPisInfinity(), SCIPisPositive(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), generateCut(), and SCIP_DECL_CONSINITLP().

static SCIP_RETCODE generateCut	(	SCIP *	scip,
		SCIP_EXPRINT *	exprinterpreter,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_SIDETYPE	violside,
		SCIP_Real	cutmaxrange,
		SCIP_ROW **	row
	)

static

generates a cut

Parameters

scip	SCIP data structure
exprinterpreter	expressions interpreter
cons	constraint
sol	solution to separate, or NULL if LP solution should be used
violside	for which side of constraint we want to generate a cut
cutmaxrange	bound on cut coef range
row	storage for cut

Definition at line 4326 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimator(), generateConvexConcaveEstimator(), generateLinearizationCut(), generateOverestimatingHyperplaneCut(), isConvexLocal(), MAX, MIN, NULL, REALABS, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddVarToRow(), SCIPchgRowLhs(), SCIPchgRowRhs(), SCIPcolGetVar(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebug, SCIPdebugMessage, SCIPdebugPrintCons, SCIPdebugPrintf, SCIPexprtreeGetVars(), SCIPgetRowMaxCoef(), SCIPgetRowMinCoef(), SCIPgetSolVal(), SCIPisEQ(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisInfinity(), SCIPprintRow(), SCIPreleaseRow(), SCIProwGetCols(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIProwIsLocal(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), and SCIPvarGetUbLocal().

Referenced by generate1ConvexIndefiniteUnderestimator(), and separatePoint().

static SCIP_Bool isConvexLocal	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SIDETYPE	side
	)

static

returns whether one side of a constraint function is convex w.r.t. local bounds i.e., if side == RIGHT, then returns whether constraint function is convex w.r.t. local bounds and if side == LEFT, then returns whether constraint function is concave w.r.t. local bounds

Parameters

scip	SCIP data structure
cons	constraint
side	constraint side to consider

Definition at line 4528 of file cons_bivariate.c.

References FALSE, NULL, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPcolGetVar(), SCIPconsGetData(), SCIPexprtreeGetVars(), SCIPexprtreePrint(), SCIPgetMessagehdlr(), SCIPgetSolVal(), SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIProwGetCols(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and separatePoint().

Referenced by generateCut(), and separatePoint().

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

static

tries to separate solution or LP solution by a linear cut

assumes that constraint violations have been computed

Parameters

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

Definition at line 4629 of file cons_bivariate.c.

References FALSE, generateCut(), isConvexLocal(), MAX, MIN, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DECL_EVENTEXEC(), SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPABORT, SCIPaddCut(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebug, SCIPdebugMessage, SCIPepsilon(), SCIPerrorMessage, SCIPfeastol(), SCIPgetRelaxFeastolFactor(), SCIPgetRowLPFeasibility(), SCIPgetRowMaxCoef(), SCIPgetRowSolFeasibility(), SCIPisCutApplicable(), SCIPisGT(), SCIPmarkRowNotRemovableLocal(), SCIPreleaseRow(), SCIProwGetLhs(), and SCIProwGetRhs().

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

static SCIP_DECL_EVENTEXEC ( processNewSolutionEvent )

static

processes the event that a new primal solution has been found adds linearizations of all-convex constraints to the cutpool

Definition at line 4771 of file cons_bivariate.c.

References generateLinearizationCut(), NULL, registerBranchingVariables(), SCIP_BIVAR_ALLCONVEX, SCIP_CALL, SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIP_Real, SCIPaddPoolCut(), SCIPconsGetData(), SCIPconshdlrGetConss(), SCIPconshdlrGetData(), SCIPconshdlrGetNConss(), SCIPconsIsLocal(), SCIPdebugMessage, SCIPeventGetSol(), SCIPeventGetType(), SCIPexprtreeGetVars(), SCIPgetSolVals(), SCIPheurGetName(), SCIPisInfinity(), SCIPreleaseRow(), SCIProwIsLocal(), SCIPsolGetHeur(), and TRUE.

static SCIP_RETCODE registerBranchingVariables	(	SCIP *	scip,
		SCIP_CONS **	conss,
		int	nconss,
		int *	nnotify
	)

static

registers unfixed variables in nonlinear terms of violated constraints as external branching candidates We score the variables by their gap between the convex envelope and the bivariate function in the current (x,y). This value is given by the constraint violation, since we assume that cuts have been generated which support the convex envelope in the LP.

Parameters

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

Definition at line 4851 of file cons_bivariate.c.

References NULL, registerLargeLPValueVariableForBranching(), SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMessage, SCIPexprtreeGetVars(), SCIPisEQ(), SCIPisFeasZero(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().

Referenced by SCIP_DECL_CONSENFOLP(), and SCIP_DECL_EVENTEXEC().

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

static

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

Parameters

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

Definition at line 4962 of file cons_bivariate.c.

References enforceViolatedFixedNonlinear(), NULL, REALABS, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPexprtreeGetVars(), SCIPfeastol(), SCIPgetSolVal(), SCIPisEQ(), SCIPisGT(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by registerBranchingVariables(), and SCIP_DECL_CONSENFOLP().

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

static

enforces violated bivariate constraints where both nonlinear variables can be assumed to be fixed apply a bound change to the remaining linear variable, or recognizing infeasibility

Parameters

scip	SCIP data structure
conss	constraints
nconss	number of constraints
reduceddom	whether a domain has been reduced
infeasible	whether we detected infeasibility

Definition at line 5019 of file cons_bivariate.c.

References FALSE, NULL, propagateBoundsTightenVar(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPdebugMessage, SCIPevalExprtreeLocalBounds(), SCIPfeastol(), SCIPinfinity(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPisFeasGT(), SCIPisFeasLT(), SCIPisGT(), SCIPisInfinity(), SCIPisZero(), SCIPtightenVarLb(), SCIPtightenVarUb(), SCIPvarGetName(), and TRUE.

Referenced by registerLargeLPValueVariableForBranching(), and SCIP_DECL_CONSENFOLP().

static SCIP_RETCODE propagateBoundsTightenVar	(	SCIP *	scip,
		SCIP_VAR *	var,
		SCIP_INTERVAL	bounds,
		SCIP_CONS *	cons,
		SCIP_RESULT *	result,
		int *	nchgbds
	)

static

tightens bounds on a variable to given interval

Parameters

scip	SCIP data structure
var	variable which bounds to tighten
bounds	new bounds
cons	constraint that is propagated
result	pointer where to update the result of the propagation call
nchgbds	buffer where to add the the number of changed bounds

Definition at line 5146 of file cons_bivariate.c.

References FALSE, NULL, propagateBoundsCons(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIP_VARSTATUS_MULTAGGR, SCIPadjustedVarLb(), SCIPconsGetName(), SCIPdebugMessage, SCIPinfinity(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsNegativeInfinity(), SCIPintervalIsPositiveInfinity(), SCIPisInfinity(), SCIPtightenVarLb(), SCIPtightenVarUb(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetStatus(), and SCIPvarGetUbLocal().

Referenced by enforceViolatedFixedNonlinear(), propagateBounds(), and propagateBoundsCons().

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

static

tightens bounds of z in a single bivariate constraint checks for redundancy and infeasibility

Parameters

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

Definition at line 5218 of file cons_bivariate.c.

References FALSE, infty2infty, INTERVALINFTY, MAX, MIN, NULL, propagateBounds(), propagateBoundsTightenVar(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_SUCCESS, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPepsilon(), SCIPexprgraphGetNodeBounds(), SCIPexprgraphTightenNodeBounds(), SCIPinfinity(), SCIPinProbing(), SCIPintervalAdd(), SCIPintervalAreDisjoint(), SCIPintervalDivScalar(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsSubsetEQ(), SCIPintervalMulScalar(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSub(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by propagateBounds(), and propagateBoundsTightenVar().

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

static

calls domain propagation for a set of constraints

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conss	constraints to process
nconss	number of constraints
result	pointer to store the result of the propagation calls
nchgbds	buffer where to add the the number of changed bounds
ndelconss	buffer where to increase if a constraint was deleted (locally) due to redundancy

Definition at line 5334 of file cons_bivariate.c.

References FALSE, INTERVALINFTY, NULL, propagateBoundsCons(), propagateBoundsTightenVar(), proposeFeasibleSolution(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsDeleted(), SCIPconsIsEnabled(), SCIPdebugMessage, SCIPdelConsLocal(), SCIPexprgraphGetNodeBounds(), SCIPexprgraphGetNVars(), SCIPexprgraphGetVarNodes(), SCIPexprgraphGetVars(), SCIPexprgraphPropagateNodeBounds(), SCIPexprgraphPropagateVarBounds(), SCIPinProbing(), and TRUE.

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

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

static

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

Parameters

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

Definition at line 5485 of file cons_bivariate.c.

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

Referenced by propagateBounds(), and SCIP_DECL_CONSCHECK().

static SCIP_RETCODE createConsFromQuadTerm	(	SCIP *	scip,
		SCIP_CONS *	srccons,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_VAR *	x,
		SCIP_VAR *	y,
		SCIP_VAR *	z,
		SCIP_Real	coefxx,
		SCIP_Real	coefx,
		SCIP_Real	coefyy,
		SCIP_Real	coefy,
		SCIP_Real	coefxy,
		SCIP_Real	coefz,
		SCIP_Real	lhs,
		SCIP_Real	rhs
	)

static

creates bivariate constraint from quadratic constraint data of the form lhs <= xsqrcoef * x^2 + xlincoef * x + ysqrcoef * y^2 + ylincoef * y + bilincoef * x*y + zcoef * z <= rhs

Parameters

scip	SCIP data structure
srccons	source constraint to take attributes from
cons	pointer to store new constraint
name	name of new constraint
x	first nonlinear variable
y	second nonlinear variable
z	linear variable, can be NULL
coefxx	coefficient of x^2
coefx	coefficient of x
coefyy	coefficient of y^2
coefy	coefficient of y
coefxy	coefficient of x*y
coefz	coefficient of z
lhs	left-hand-side
rhs	right-hand-side

Definition at line 5640 of file cons_bivariate.c.

References SCIP_QuadElement::coef, createExprtreeFromMonomial(), SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, NULL, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_CALL, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsBivariate(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPexprCreate(), SCIPexprCreateQuadratic(), SCIPexprtreeCreate(), SCIPexprtreeFree(), SCIPexprtreeSetVars(), and SCIPisLE().

Referenced by proposeFeasibleSolution(), and SCIP_DECL_QUADCONSUPGD().

static SCIP_RETCODE createExprtreeFromMonomial	(	SCIP *	scip,
		SCIP_VAR *	x,
		SCIP_VAR *	y,
		SCIP_Real	coef,
		SCIP_Real	p,
		SCIP_Real	q,
		SCIP_EXPRTREE **	exprtree,
		SCIP_Real *	mult,
		SCIP_BIVAR_CONVEXITY *	convextype
	)

static

creates expression tree for monomial of the form coef * x^p * y^q with x >= 0 and y >= 0 and checks its convexity type

Parameters

scip	SCIP data structure
x	first variable
y	second variable
coef	monomial coefficient
p	exponent of x
q	exponent of y
exprtree	buffer to store pointer to expression tree
mult	buffer to store multiplicator for generated expression tree
convextype	buffer to store convexity type of expression tree

Definition at line 5806 of file cons_bivariate.c.

References createConsFromMonomial(), FALSE, NULL, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_BIVAR_UNKNOWN, SCIP_Bool, SCIP_CALL, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPexprCreate(), SCIPexprCreateMonomial(), SCIPexprCreatePolynomial(), SCIPexprtreeCreate(), SCIPexprtreeSetVars(), SCIPisZero(), and TRUE.

Referenced by createConsFromMonomial(), and createConsFromQuadTerm().

static SCIP_RETCODE createConsFromMonomial	(	SCIP *	scip,
		SCIP_CONS *	srccons,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_VAR *	x,
		SCIP_VAR *	y,
		SCIP_VAR *	z,
		SCIP_Real	coef,
		SCIP_Real	p,
		SCIP_Real	q,
		SCIP_Real	zcoef,
		SCIP_Real	lhs,
		SCIP_Real	rhs
	)

static

creates bivariate constraint from monomial of the form coef * x^p * y^q with x >= 0 and y >= 0 lhs <= coef * x^p * y^q + zcoef * z <= rhs

Parameters

scip	SCIP data structure
srccons	source constraint to take attributes from, or NULL
cons	pointer to store new constraint
name	name of new constraint
x	first nonlinear variable
y	second nonlinear variable
z	linear variable, can be NULL
coef	monomial coefficient
p	exponent of x
q	exponent of y
zcoef	coefficient of z
lhs	left-hand-side
rhs	right-hand-side

Definition at line 5923 of file cons_bivariate.c.

References createExprtreeFromMonomial(), FALSE, NULL, SCIP_CALL, SCIP_DECL_CONSHDLRCOPY(), SCIP_OKAY, SCIP_Real, SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsBivariate(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPexprtreeFree(), SCIPisLE(), SCIPisZero(), SCIPvarGetName(), and TRUE.

Referenced by createExprtreeFromMonomial(), and SCIP_DECL_EXPRGRAPHNODEREFORM().

static SCIP_DECL_CONSHDLRCOPY ( conshdlrCopyBivariate )

static

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

Definition at line 6000 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_CONSFREE(), SCIP_OKAY, SCIPincludeConshdlrBivariate(), and TRUE.

Referenced by createConsFromMonomial().

static SCIP_DECL_CONSFREE ( consFreeBivariate )

static

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

Definition at line 6016 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_CONSINIT(), SCIP_OKAY, SCIPconshdlrGetData(), SCIPexprgraphFree(), SCIPexprgraphGetNVars(), SCIPexprintFree(), and SCIPfreeMemory.

Referenced by SCIP_DECL_CONSHDLRCOPY().

static SCIP_DECL_CONSINIT ( consInitBivariate )

static

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

Definition at line 6044 of file cons_bivariate.c.

References NULL, SCIP_DECL_CONSEXIT(), SCIP_OKAY, SCIPconshdlrGetData(), and SCIPfindHeur().

Referenced by SCIP_DECL_CONSFREE().

static SCIP_DECL_CONSEXIT ( consExitBivariate )

static

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

Definition at line 6062 of file cons_bivariate.c.

References NULL, SCIP_DECL_CONSINITPRE(), SCIP_OKAY, and SCIPconshdlrGetData().

Referenced by SCIP_DECL_CONSINIT().

static SCIP_DECL_CONSINITPRE ( consInitpreBivariate )

static

presolving initialization method of constraint handler (called when presolving is about to begin)

Definition at line 6080 of file cons_bivariate.c.

References FALSE, NULL, SCIP_DECL_CONSEXITPRE(), SCIP_OKAY, and SCIPconsGetData().

Referenced by SCIP_DECL_CONSEXIT().

static SCIP_DECL_CONSEXITPRE ( consExitpreBivariate )

static

presolving deinitialization method of constraint handler (called after presolving has been finished)

Definition at line 6103 of file cons_bivariate.c.

References NULL, removeFixedNonlinearVariables(), removeFixedVariables(), SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSINITSOL(), SCIP_OKAY, SCIP_VARSTATUS_MULTAGGR, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsAdded(), SCIPenableNLP(), SCIPexprtreeGetNVars(), SCIPvarGetStatus(), and SCIPvarIsActive().

Referenced by SCIP_DECL_CONSINITPRE().

static SCIP_DECL_CONSINITSOL ( consInitsolBivariate )

static

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

Definition at line 6154 of file cons_bivariate.c.

References BMSclearMemoryArray, CONSHDLR_NAME, initSepaData(), NULL, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_BIVAR_UNKNOWN, SCIP_CALL, SCIP_DECL_CONSEXITSOL(), SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIP_VERBLEVEL_HIGH, SCIPaddNlRow(), SCIPcatchEvent(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPcreateNlRow(), SCIPdebugMessage, SCIPfindEventhdlr(), SCIPisInfinity(), SCIPisNLPConstructed(), SCIPreleaseNlRow(), SCIPvarGetName(), SCIPvarGetNLocksDown(), SCIPverbMessage(), and TRUE.

Referenced by SCIP_DECL_CONSEXITPRE().

static SCIP_DECL_CONSEXITSOL ( consExitsolBivariate )

static

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

Definition at line 6283 of file cons_bivariate.c.

References CONSHDLR_NAME, freeSepaData(), NULL, SCIP_CALL, SCIP_DECL_CONSDELETE(), SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIPconshdlrGetData(), SCIPdropEvent(), and SCIPfindEventhdlr().

Referenced by SCIP_DECL_CONSINITSOL().

static SCIP_DECL_CONSDELETE ( consDeleteBivariate )

static

frees specific constraint data

Definition at line 6318 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_CONSTRANS(), SCIP_OKAY, SCIPconshdlrGetData(), SCIPexprtreeFree(), and SCIPfreeMemory.

Referenced by SCIP_DECL_CONSEXITSOL().

static SCIP_DECL_CONSTRANS ( consTransBivariate )

static

transforms constraint data into data belonging to the transformed problem

Definition at line 6349 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_CONSINITLP(), SCIP_OKAY, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateCons(), SCIPduplicateMemory, SCIPexprtreeCopy(), SCIPexprtreeGetVars(), SCIPexprtreeSetVars(), SCIPgetTransformedVar(), and SCIPgetTransformedVars().

Referenced by SCIP_DECL_CONSDELETE().

static SCIP_DECL_CONSINITLP ( consInitlpBivariate )

static

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

Definition at line 6383 of file cons_bivariate.c.

References FALSE, generate1ConvexIndefiniteUnderestimator(), generateConvexConcaveEstimator(), generateLinearizationCut(), generateOverestimatingHyperplaneCut(), INITLPMAXVARVAL, MAX, MIN, NULL, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSSEPALP(), SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddCut(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebug, SCIPdebugMessage, SCIPexprintCompile(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetVars(), SCIPgetRowMaxCoef(), SCIPgetRowMinCoef(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIPprintRow(), SCIPreleaseRow(), SCIProwGetLhs(), SCIProwGetRhs(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPwarningMessage(), and TRUE.

Referenced by SCIP_DECL_CONSTRANS().

static SCIP_DECL_CONSSEPALP ( consSepalpBivariate )

static

separation method of constraint handler for LP solutions

Definition at line 6607 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSINITLP().

static SCIP_DECL_CONSSEPASOL ( consSepasolBivariate )

static

separation method of constraint handler for arbitrary primal solutions

Definition at line 6635 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSSEPALP().

static SCIP_DECL_CONSENFOLP ( consEnfolpBivariate )

static

constraint enforcing method of constraint handler for LP solutions

Definition at line 6662 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSSEPASOL().

static SCIP_DECL_CONSENFOPS ( consEnfopsBivariate )

static

constraint enforcing method of constraint handler for pseudo solutions

Definition at line 6818 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSENFOLP().

static SCIP_DECL_CONSCHECK ( consCheckBivariate )

static

feasibility check method of constraint handler for integral solutions

Definition at line 6899 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSENFOPS().

static SCIP_DECL_CONSPROP ( consPropBivariate )

static

domain propagation method of constraint handler

Definition at line 6995 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSCHECK().

static SCIP_DECL_CONSPRESOL ( consPresolBivariate )

static

presolving method of constraint handler

Definition at line 7012 of file cons_bivariate.c.

References FALSE, NULL, propagateBounds(), removeFixedNonlinearVariables(), removeFixedVariables(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DECL_CONSLOCK(), SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_REDUCEDDOM, SCIP_SUCCESS, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPdebugPrintCons, and SCIPdelCons().

Referenced by SCIP_DECL_CONSPROP().

static SCIP_DECL_CONSLOCK ( consLockBivariate )

static

variable rounding lock method of constraint handler

Definition at line 7089 of file cons_bivariate.c.

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

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_DECL_CONSACTIVE ( consActiveBivariate )

static

constraint activation notification method of constraint handler

Definition at line 7131 of file cons_bivariate.c.

References NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSDEACTIVE(), SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPdebugMessage, SCIPexprgraphAddExprtreeSum(), SCIPexprtreeGetVars(), SCIPmarkDoNotMultaggrVar(), and SCIPvarIsActive().

Referenced by SCIP_DECL_CONSLOCK().

static SCIP_DECL_CONSDEACTIVE ( consDeactiveBivariate )

static

constraint deactivation notification method of constraint handler

Definition at line 7175 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_CONSENABLE(), SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPdebugMessage, and SCIPexprgraphReleaseNode().

Referenced by SCIP_DECL_CONSACTIVE().

static SCIP_DECL_CONSENABLE ( consEnableBivariate )

static

constraint enabling notification method of constraint handler

Definition at line 7202 of file cons_bivariate.c.

References catchLinearVarEvents(), NULL, SCIP_CALL, SCIP_DECL_CONSDISABLE(), SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsActive(), SCIPconsIsTransformed(), SCIPdebugMessage, and SCIPexprgraphEnableNode().

Referenced by SCIP_DECL_CONSDEACTIVE().

static SCIP_DECL_CONSDISABLE ( consDisableBivariate )

static

constraint disabling notification method of constraint handler

Definition at line 7234 of file cons_bivariate.c.

References dropLinearVarEvents(), NULL, SCIP_CALL, SCIP_DECL_CONSPRINT(), SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPdebugMessage, and SCIPexprgraphDisableNode().

Referenced by SCIP_DECL_CONSENABLE().

static SCIP_DECL_CONSPRINT ( consPrintBivariate )

static

constraint display method of constraint handler

Definition at line 7264 of file cons_bivariate.c.

References NULL, SCIP_BIVAR_1CONVEX_INDEFINITE, SCIP_BIVAR_ALLCONVEX, SCIP_BIVAR_CONVEX_CONCAVE, SCIP_CALL, SCIP_DECL_CONSCOPY(), SCIP_OKAY, SCIPconsGetData(), SCIPexprtreePrintWithNames(), SCIPgetMessagehdlr(), SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIPwriteVarName(), and TRUE.

Referenced by SCIP_DECL_CONSDISABLE().

static SCIP_DECL_CONSCOPY ( consCopyBivariate )

static

constraint copying method of constraint handler

Definition at line 7327 of file cons_bivariate.c.

References NULL, SCIP_CALL, SCIP_DECL_CONSGETVARS(), SCIP_OKAY, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPcreateConsBivariate(), SCIPexprtreeCopy(), SCIPexprtreeFree(), SCIPexprtreeGetVars(), SCIPexprtreeSetVars(), SCIPgetVarCopy(), and TRUE.

Referenced by SCIP_DECL_CONSPRINT().

static SCIP_DECL_CONSGETVARS ( consGetVarsBivariate )

static

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

Definition at line 7393 of file cons_bivariate.c.

References FALSE, NULL, SCIP_DECL_CONSGETNVARS(), SCIP_OKAY, SCIPconsGetData(), SCIPexprtreeGetVars(), and TRUE.

Referenced by SCIP_DECL_CONSCOPY().

static SCIP_DECL_CONSGETNVARS ( consGetNVarsBivariate )

static

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

Definition at line 7419 of file cons_bivariate.c.

References SCIP_DECL_QUADCONSUPGD(), SCIP_OKAY, and TRUE.

Referenced by SCIP_DECL_CONSGETVARS().

static SCIP_DECL_QUADCONSUPGD ( quadconsUpgdBivariate )

static

tries to upgrade a quadratic constraint into a bivariate constraint

Definition at line 7434 of file cons_bivariate.c.

Referenced by SCIP_DECL_CONSGETNVARS().

static SCIP_DECL_EXPRGRAPHNODEREFORM ( exprgraphnodeReformBivariate )

static

tries to reformulate a expression graph node that is a monomial in two variables

Definition at line 7762 of file cons_bivariate.c.

Referenced by SCIP_DECL_QUADCONSUPGD().

SCIP_RETCODE SCIPincludeConshdlrBivariate ( SCIP * scip )

creates the handler for bivariate constraints and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 7860 of file cons_bivariate.c.

References BMSclearMemory, CONSHDLR_CHECKPRIORITY, CONSHDLR_DELAYPROP, CONSHDLR_DELAYSEPA, CONSHDLR_DESC, CONSHDLR_EAGERFREQ, CONSHDLR_ENFOPRIORITY, CONSHDLR_MAXPREROUNDS, CONSHDLR_NAME, CONSHDLR_NEEDSCONS, CONSHDLR_PRESOLTIMING, CONSHDLR_PROP_TIMING, CONSHDLR_PROPFREQ, CONSHDLR_SEPAFREQ, CONSHDLR_SEPAPRIORITY, FALSE, NONLINCONSUPGD_PRIORITY, NULL, QUADCONSUPGD_PRIORITY, SCIP_CALL, SCIP_OKAY, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPblkmem(), SCIPcreateConsBivariate(), SCIPexprgraphCreate(), SCIPexprintCreate(), SCIPfeastol(), SCIPincludeConshdlrBasic(), SCIPincludeEventhdlrBasic(), SCIPincludeNonlinconsUpgrade(), SCIPincludeQuadconsUpgrade(), SCIPinfinity(), SCIPsetConshdlrActive(), SCIPsetConshdlrCopy(), SCIPsetConshdlrDeactive(), SCIPsetConshdlrDelete(), SCIPsetConshdlrDisable(), SCIPsetConshdlrEnable(), SCIPsetConshdlrExit(), SCIPsetConshdlrExitpre(), SCIPsetConshdlrExitsol(), SCIPsetConshdlrFree(), SCIPsetConshdlrGetNVars(), SCIPsetConshdlrGetVars(), SCIPsetConshdlrInit(), SCIPsetConshdlrInitlp(), SCIPsetConshdlrInitpre(), SCIPsetConshdlrInitsol(), SCIPsetConshdlrPresol(), SCIPsetConshdlrPrint(), SCIPsetConshdlrProp(), SCIPsetConshdlrSepa(), SCIPsetConshdlrTrans(), and TRUE.

Referenced by SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_EXPRGRAPHNODEREFORM(), and SCIPincludeDefaultPlugins().

SCIP_RETCODE SCIPcreateConsBivariate	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_EXPRTREE *	f,
		SCIP_BIVAR_CONVEXITY	convextype,
		SCIP_VAR *	z,
		SCIP_Real	zcoef,
		SCIP_Real	lhs,
		SCIP_Real	rhs,
		SCIP_Bool	initial,
		SCIP_Bool	separate,
		SCIP_Bool	enforce,
		SCIP_Bool	check,
		SCIP_Bool	propagate,
		SCIP_Bool	local,
		SCIP_Bool	modifiable,
		SCIP_Bool	dynamic,
		SCIP_Bool	removable,
		SCIP_Bool	stickingatnode
	)

creates and captures a bivariate constraint

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

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
f	expression tree specifying bivariate function f(x,y)
convextype	kind of convexity of f(x,y)
z	linear variable in constraint
zcoef	coefficient of linear variable
lhs	left hand side of constraint
rhs	right hand side of constraint
initial	should the LP relaxation of constraint be in the initial LP? Usually set to TRUE. Set to FALSE for 'lazy constraints'.
separate	should the constraint be separated during LP processing? Usually set to TRUE.
enforce	should the constraint be enforced during node processing? TRUE for model constraints, FALSE for additional, redundant constraints.
check	should the constraint be checked for feasibility? TRUE for model constraints, FALSE for additional, redundant constraints.
propagate	should the constraint be propagated during node processing? Usually set to TRUE.
local	is constraint only valid locally? Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints.
modifiable	is constraint modifiable (subject to column generation)? Usually set to FALSE. In column generation applications, set to TRUE if pricing adds coefficients to this constraint.
dynamic	is constraint subject to aging? Usually set to FALSE. Set to TRUE for own cuts which are seperated as constraints.
removable	should the relaxation be removed from the LP due to aging or cleanup? Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'.
stickingatnode	should the constraint always be kept at the node where it was added, even if it may be moved to a more global node? Usually set to FALSE. Set to TRUE to for constraints that represent node data.

Definition at line 7974 of file cons_bivariate.c.

References BMSclearMemory, CONSHDLR_NAME, FALSE, NULL, REALABS, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPallocMemory, SCIPblkmem(), SCIPcreateCons(), SCIPcreateConsBasicBivariate(), SCIPerrorMessage, SCIPexprtreeCopy(), SCIPexprtreeGetNVars(), SCIPexprtreeGetVars(), SCIPfindConshdlr(), and SCIPisInfinity().

Referenced by createConsFromMonomial(), createConsFromQuadTerm(), SCIP_DECL_CONSCOPY(), SCIPcreateConsBasicBivariate(), and SCIPincludeConshdlrBivariate().

SCIP_RETCODE SCIPcreateConsBasicBivariate	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		SCIP_EXPRTREE *	f,
		SCIP_BIVAR_CONVEXITY	convextype,
		SCIP_VAR *	z,
		SCIP_Real	zcoef,
		SCIP_Real	lhs,
		SCIP_Real	rhs
	)

creates and captures an absolute power constraint in its most basic version, i. e., all constraint flags are set to their basic value as explained for the method SCIPcreateConsBivariate(); all flags can be set via SCIPsetConsFLAGNAME-methods in scip.h

See also: SCIPcreateConsBivariate() for information about the basic constraint flag configuration

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

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
f	expression tree specifying bivariate function f(x,y)
convextype	kind of convexity of f(x,y)
z	linear variable in constraint
zcoef	coefficient of linear variable
lhs	left hand side of constraint
rhs	right hand side of constraint

Definition at line 8058 of file cons_bivariate.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPcreateConsBivariate(), SCIPgetLinearVarBivariate(), and TRUE.

Referenced by SCIPcreateConsBivariate().

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

gets the linear variable of a bivariate constraint, or NULL if no such variable

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 8079 of file cons_bivariate.c.

References NULL, SCIP_Real, SCIPconsGetData(), and SCIPgetLinearCoefBivariate().

Referenced by SCIPcreateConsBasicBivariate(), SCIPwriteGms(), and SCIPwritePip().

SCIP_Real SCIPgetLinearCoefBivariate	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

gets the coefficients of the linear variable of a bivariate constraint

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 8091 of file cons_bivariate.c.

References NULL, SCIPconsGetData(), and SCIPgetExprtreeBivariate().

Referenced by SCIPgetLinearVarBivariate(), SCIPwriteGms(), and SCIPwritePip().

SCIP_EXPRTREE* SCIPgetExprtreeBivariate	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

gets the expression tree of a bivariate constraint

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 8103 of file cons_bivariate.c.

References NULL, SCIP_Real, SCIPconsGetData(), and SCIPgetLhsBivariate().

Referenced by SCIPgetLinearCoefBivariate(), SCIPwriteGms(), and SCIPwritePip().

SCIP_Real SCIPgetLhsBivariate	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

gets the left hand side of a bivariate constraint

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 8115 of file cons_bivariate.c.

References NULL, SCIP_Real, SCIPconsGetData(), and SCIPgetRhsBivariate().

Referenced by SCIPgetExprtreeBivariate(), SCIPwriteGms(), and SCIPwritePip().

SCIP_Real SCIPgetRhsBivariate	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

gets the right hand side of a bivariate constraint

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 8127 of file cons_bivariate.c.

References NULL, and SCIPconsGetData().

Referenced by SCIPgetLhsBivariate(), SCIPwriteGms(), and SCIPwritePip().

SCIP

Detailed Description

Macros

Typedefs

Functions

Macro Definition Documentation

Typedef Documentation

Function Documentation