Detailed Description

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

Author: Stefan Vigerske

This constraint handler handles constraints of the form

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

Constraints are enforced by separation, domain propagation, and spatial branching.

For semidefinite matrices $A=(a_{i,j})_{i,j}$ , cuts based on linearization of $\langle x, Ax\rangle$ are implemented. For underestimating a non-convex term, McCormick underestimators and secants for univariate concave quadratic terms are implemented. If $\langle x, Ax\rangle$ is factorable (i.e., can be written as product of two linear functions), specialized separation techniques (e.g., lifted tangent inequalities) that take the constraint sides into account are applied.

Branching is performed for variables in nonconvex terms, if the relaxation solution cannot be separated. Further, domain propagation is applied.

During presolve, variable products which contain binary variables may be reformulated into linear constraints, thereby introducing new variables.

Macro Definition Documentation

#define SCIP_DECL_QUADCONSUPGD ( x )

Value:

SCIP_RETCODE x (SCIP* scip, SCIP_CONS* cons, \
      int nbinlin, int nbinquad, int nintlin, int nintquad, int nimpllin, int nimplquad, int ncontlin, int ncontquad, \
      SCIP_Bool integral, int* nupgdconss, SCIP_CONS** upgdconss, int upgdconsssize, SCIP_PRESOLTIMING presoltiming)

upgrading method for quadratic constraints into more specific constraints

the method might upgrade a quadratic constraint into a set of quadratic constraints the caller provided an array upgdconss to store upgrade constraints the length of upgdconss is given by upgdconsssize if an upgrade is not possible, set *nupgdconss to zero if more than upgdconsssize many constraints shall replace cons, the function should return the required number as negated value in *nupgdconss i.e., if cons should be replaced by 3 constraints, the function should set *nupgdconss to -3 and return with SCIP_OKAY

input:

scip : SCIP main data structure
cons : the quadratic constraint to upgrade
nbinlin : number of binary variables in linear part
nbinquad : number of binary variables in quadratic part
nintlin : number of integer variables in linear part
nintquad : number of integer variables in quadratic part
nimpllin : number of implicit integer variables in linear part
nimplquad : number of implicit integer variables in quadratic part
ncontlin : number of continuous variables in linear part
ncontquad : number of continuous variables in quadratic part
integral : TRUE iff constraints activity value is always integral
nupgdconss : pointer to store number of constraints that replace this constraint
upgdconss : array to store constraints that replace this constraint
upgdconsssize : length of the provided upgdconss array
presoltiming : current presolve timing

Definition at line 129 of file cons_quadratic.h.

Typedef Documentation

typedef struct SCIP_QuadVarEventData SCIP_QUADVAREVENTDATA

event data for variable bound changes in quadratic constraints

Definition at line 71 of file cons_quadratic.h.

typedef struct SCIP_QuadVarTerm SCIP_QUADVARTERM

Definition at line 87 of file cons_quadratic.h.

typedef struct SCIP_BilinTerm SCIP_BILINTERM

Definition at line 98 of file cons_quadratic.h.

Function Documentation

SCIP_RETCODE SCIPincludeConshdlrQuadratic ( SCIP * scip )

creates the handler for quadratic constraints and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 12497 of file cons_quadratic.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, SCIP_CALL, SCIP_OKAY, SCIPaddBoolParam(), SCIPaddCharParam(), SCIPaddIntParam(), SCIPaddRealParam(), SCIPallocMemory, SCIPincludeConshdlrBasic(), SCIPincludeEventhdlrBasic(), SCIPincludeNonlinconsUpgrade(), SCIPincludeQuadconsUpgrade(), SCIPinfinity(), SCIPsetConshdlrCopy(), SCIPsetConshdlrDelete(), SCIPsetConshdlrDisable(), SCIPsetConshdlrEnable(), SCIPsetConshdlrExit(), SCIPsetConshdlrExitpre(), SCIPsetConshdlrExitsol(), SCIPsetConshdlrFree(), SCIPsetConshdlrGetNVars(), SCIPsetConshdlrGetVars(), SCIPsetConshdlrInit(), SCIPsetConshdlrInitlp(), SCIPsetConshdlrInitsol(), SCIPsetConshdlrParse(), SCIPsetConshdlrPresol(), SCIPsetConshdlrPrint(), SCIPsetConshdlrProp(), SCIPsetConshdlrSepa(), SCIPsetConshdlrTrans(), and TRUE.

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

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

includes a quadratic constraint upgrade method into the quadratic constraint handler

includes a quadratic constraint update method into the quadratic constraint handler

Parameters

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

Definition at line 12639 of file cons_quadratic.c.

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

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

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

Creates and captures a quadratic constraint.

The constraint should be given in the form

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

where $x_i = y_j = z_k$ is possible.

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

Parameters

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

Definition at line 12715 of file cons_quadratic.c.

References addBilinearTerm(), addLinearCoef(), addQuadVarTerm(), consdataCreateEmpty(), consdataEnsureBilinSize(), consdataEnsureLinearVarsSize(), CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPblkmem(), SCIPcalcHashtableSize(), SCIPcreateCons(), SCIPcreateConsBasicQuadratic(), SCIPdebugMessage, SCIPdebugPrintCons, SCIPerrorMessage, SCIPfindConshdlr(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPhashmapInsert(), and SCIPisZero().

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

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

creates and captures a quadratic constraint in its most basic variant, i. e., with all constraint flags set to their default values, which can be set afterwards using SCIPsetConsFLAGNAME() in scip.h

The constraint should be given in the form

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

where $x_i = y_j = z_k$ is possible.

See also: SCIPcreateConsQuadratic() for the default constraint flag configuration

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

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

The constraint should be given in the form

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

where $x_i = y_j = z_k$ is possible.

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

Parameters

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

Definition at line 12889 of file cons_quadratic.c.

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

Referenced by SCIPcreateConsQuadratic().

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

creates and captures a quadratic constraint.

The constraint should be given in the form

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

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

Creates and captures a quadratic constraint.

The constraint should be given in the form

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

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

Parameters

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

Definition at line 12920 of file cons_quadratic.c.

References consdataCreate(), CONSHDLR_NAME, FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPcreateCons(), SCIPcreateConsBasicQuadratic2(), SCIPerrorMessage, SCIPfindConshdlr(), and TRUE.

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

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

creates and captures a quadratic constraint in its most basic variant, i. e., with all constraint flags set to their default values, which can be set afterwards using SCIPsetConsFLAGNAME() in scip.h

The constraint should be given in the form

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

See also: SCIPcreateConsQuadratic2() for the default constraint flag configuration

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

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

The constraint should be given in the form

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

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

Parameters

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

Definition at line 12982 of file cons_quadratic.c.

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

Referenced by SCIPcreateConsQuadratic2().

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

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

Parameters

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

Definition at line 13006 of file cons_quadratic.c.

References NULL, REALABS, SCIP_STAGE_SOLVING, SCIPABORT, SCIPaddLinearVarQuadratic(), SCIPconsGetData(), SCIPconsIsEnabled(), SCIPerrorMessage, SCIPgetStage(), SCIPisEQ(), and SCIPisInfinity().

Referenced by SCIP_DECL_CONSPARSE(), SCIP_DECL_NONLINCONSUPGD(), and SCIPcreateConsBasicQuadratic2().

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

Adds a linear variable with coefficient to a quadratic constraint.

Parameters

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

Definition at line 13042 of file cons_quadratic.c.

References addLinearCoef(), NULL, REALABS, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPaddQuadVarQuadratic(), SCIPconsIsEnabled(), SCIPerrorMessage, SCIPgetStage(), and SCIPisInfinity().

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

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

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

Parameters

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

Definition at line 13067 of file cons_quadratic.c.

References addQuadVarTerm(), NULL, REALABS, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPaddQuadVarLinearCoefQuadratic(), SCIPconsIsEnabled(), SCIPerrorMessage, SCIPgetStage(), and SCIPisInfinity().

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

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

Adds a linear coefficient for a quadratic variable.

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

Parameters

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

Definition at line 13097 of file cons_quadratic.c.

References addQuadVarTerm(), consdataFindQuadVarTerm(), FALSE, NULL, REALABS, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPaddSquareCoefQuadratic(), SCIPconsGetData(), SCIPconsIsEnabled(), SCIPerrorMessage, SCIPgetStage(), SCIPintervalSetEmpty(), SCIPisInfinity(), and SCIPisZero().

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

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

Adds a square coefficient for a quadratic variable.

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

Parameters

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

Definition at line 13150 of file cons_quadratic.c.

References addQuadVarTerm(), consdataFindQuadVarTerm(), FALSE, NULL, REALABS, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPaddBilinTermQuadratic(), SCIPconsGetData(), SCIPconsIsEnabled(), SCIPerrorMessage, SCIPgetStage(), SCIPintervalSetEmpty(), SCIPisInfinity(), and SCIPisZero().

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

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

Adds a bilinear term to a quadratic constraint.

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

Parameters

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

Definition at line 13207 of file cons_quadratic.c.

References addBilinearTerm(), addQuadVarTerm(), consdataFindQuadVarTerm(), consdataSortQuadVarTerms(), NULL, REALABS, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPaddSquareCoefQuadratic(), SCIPconsGetData(), SCIPconsIsEnabled(), SCIPerrorMessage, SCIPgetNlRowQuadratic(), SCIPgetStage(), and SCIPisInfinity().

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

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

Gets the quadratic constraint as a nonlinear row representation.

Parameters

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

Definition at line 13273 of file cons_quadratic.c.

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

Referenced by createCoveringProblem(), and SCIPaddBilinTermQuadratic().

int SCIPgetNLinearVarsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13298 of file cons_quadratic.c.

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

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13312 of file cons_quadratic.c.

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

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

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13326 of file cons_quadratic.c.

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

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

int SCIPgetNQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13339 of file cons_quadratic.c.

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

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13353 of file cons_quadratic.c.

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

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

SCIP_RETCODE SCIPsortQuadVarTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Ensures that quadratic variable terms are sorted.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13365 of file cons_quadratic.c.

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

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

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

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

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

Parameters

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

Definition at line 13382 of file cons_quadratic.c.

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

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

int SCIPgetNBilinTermsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the number of bilinear terms of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13400 of file cons_quadratic.c.

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

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

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13414 of file cons_quadratic.c.

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

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

SCIP_Real SCIPgetLhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the left hand side of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13426 of file cons_quadratic.c.

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

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

SCIP_Real SCIPgetRhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

Gets the right hand side of a quadratic constraint.

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13438 of file cons_quadratic.c.

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

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

SCIP_RETCODE SCIPcheckCurvatureQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13450 of file cons_quadratic.c.

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

Referenced by SCIP_DECL_QUADCONSUPGD(), and SCIPgetRhsQuadratic().

SCIP_Bool SCIPisConvexQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13463 of file cons_quadratic.c.

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

Referenced by createCoveringProblem(), SCIP_DECL_QUADCONSUPGD(), and SCIPcheckCurvatureQuadratic().

SCIP_Bool SCIPisConcaveQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13480 of file cons_quadratic.c.

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

Referenced by createCoveringProblem(), SCIP_DECL_QUADCONSUPGD(), and SCIPisConvexQuadratic().

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

Gets the violation of a constraint by a solution.

Computes the violation of a constraint by a solution

Parameters

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

Definition at line 13497 of file cons_quadratic.c.

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

Referenced by SCIPisConcaveQuadratic().

SCIP_Bool SCIPisLinearLocalQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons
	)

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

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

Parameters

scip	SCIP data structure
cons	constraint

Definition at line 13528 of file cons_quadratic.c.

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

Referenced by SCIPgetViolationQuadratic().

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

Adds the constraint to an NLPI problem.

Parameters

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

Definition at line 13574 of file cons_quadratic.c.

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

Referenced by SCIPisLinearLocalQuadratic().

SCIP_RETCODE SCIPchgLhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	lhs
	)

sets the left hand side of a quadratic constraint

Note: This method may only be called during problem creation stage for an original constraint.

Parameters

scip	SCIP data structure
cons	constraint data
lhs	new left hand side

Definition at line 13709 of file cons_quadratic.c.

References CONSHDLR_NAME, NULL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPchgRhsQuadratic(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPconsIsOriginal(), SCIPerrorMessage, SCIPgetStage(), SCIPinfinity(), SCIPisInfinity(), and SCIPisLE().

Referenced by SCIPaddToNlpiProblemQuadratic().

SCIP_RETCODE SCIPchgRhsQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real	rhs
	)

sets the right hand side of a quadratic constraint

Note: This method may only be called during problem creation stage for an original constraint.

Parameters

scip	SCIP data structure
cons	constraint data
rhs	new right hand side

Definition at line 13754 of file cons_quadratic.c.

References CONSHDLR_NAME, NULL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPconsIsOriginal(), SCIPerrorMessage, SCIPgetFeasibilityQuadratic(), SCIPgetStage(), SCIPinfinity(), SCIPisInfinity(), and SCIPisLE().

Referenced by SCIPchgLhsQuadratic().

SCIP_RETCODE SCIPgetFeasibilityQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_Real *	feasibility
	)

gets the feasibility of the quadratic constraint in the given solution

Parameters

scip	SCIP data structure
cons	constraint data
sol	solution, or NULL to use current node's solution
feasibility	pointer to store the feasibility

Definition at line 13796 of file cons_quadratic.c.

References computeViolation(), CONSHDLR_NAME, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIPABORT, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPerrorMessage, SCIPgetActivityQuadratic(), SCIPinfinity(), and SCIPisInfinity().

Referenced by SCIPchgRhsQuadratic().

SCIP_RETCODE SCIPgetActivityQuadratic	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_Real *	activity
	)

gets the activity of the quadratic constraint in the given solution

Parameters

scip	SCIP data structure
cons	constraint data
sol	solution, or NULL to use current node's solution
activity	pointer to store the activity

Definition at line 13837 of file cons_quadratic.c.

References computeViolation(), CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, SCIPABORT, SCIPchgLinearCoefQuadratic(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), and SCIPerrorMessage.

Referenced by SCIPgetFeasibilityQuadratic().

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

changes the linear coefficient value for a given quadratic variable in a quadratic constraint data; if not available, it adds it

Note: this is only allowed for original constraints and variables in problem creation stage

Parameters

scip	SCIP data structure
cons	constraint data
var	quadratic variable
coef	new coefficient

Definition at line 13871 of file cons_quadratic.c.

References addLinearCoef(), chgLinearCoefPos(), CONSHDLR_NAME, delLinearCoefPos(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPchgSquareCoefQuadratic(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPconsIsOriginal(), SCIPerrorMessage, SCIPgetStage(), SCIPintervalSetEmpty(), SCIPisZero(), SCIPvarIsOriginal(), and TRUE.

Referenced by SCIPgetActivityQuadratic().

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

changes the square coefficient value for a given quadratic variable in a quadratic constraint data; if not available, it adds it

Note: this is only allowed for original constraints and variables in problem creation stage

Parameters

scip	SCIP data structure
cons	constraint data
var	quadratic variable
coef	new coefficient

Definition at line 13964 of file cons_quadratic.c.

References addQuadVarTerm(), CONSHDLR_NAME, FALSE, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPchgBilinCoefQuadratic(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPconsIsOriginal(), SCIPerrorMessage, SCIPgetStage(), SCIPintervalSetEmpty(), SCIPisInfinity(), SCIPisZero(), SCIPvarIsOriginal(), and TRUE.

Referenced by SCIPchgBilinCoefQuadratic(), and SCIPchgLinearCoefQuadratic().

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

changes the bilinear coefficient value for a given quadratic variable in a quadratic constraint data; if not available, it adds it

Note: this is only allowed for original constraints and variables in problem creation stage

Parameters

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

Definition at line 14033 of file cons_quadratic.c.

References CONSHDLR_NAME, FALSE, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPaddBilinTermQuadratic(), SCIPchgSquareCoefQuadratic(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetName(), SCIPconsIsOriginal(), SCIPerrorMessage, SCIPgetStage(), SCIPintervalSetEmpty(), SCIPisInfinity(), SCIPisZero(), SCIPvarIsOriginal(), and TRUE.

Referenced by SCIPchgSquareCoefQuadratic().

SCIP

Detailed Description

Macros

Typedefs

Functions

Macro Definition Documentation

Typedef Documentation

Function Documentation