cons_quadratic.h
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18 * @brief constraint handler for quadratic constraints \f$\textrm{lhs} \leq \sum_{i,j=1}^n a_{i,j} x_ix_j + \sum_{i=1}^n b_i x_i \leq \textrm{rhs}\f$ 28 * For semidefinite matrices \f$A=(a_{i,j})_{i,j}\f$, cuts based on linearization of \f$\langle x, Ax\rangle\f$ are implemented. 29 * For underestimating a non-convex term, McCormick underestimators and secants for univariate concave quadratic terms are implemented. 30 * If \f$\langle x, Ax\rangle\f$ is factorable (i.e., can be written as product of two linear functions), 31 * specialized separation techniques (e.g., lifted tangent inequalities) that take the constraint sides into account are applied. 33 * Branching is performed for variables in nonconvex terms, if the relaxation solution cannot be separated. 36 * During presolve, variable products which contain binary variables may be reformulated into linear constraints, thereby introducing new variables. 41 * <a href="http://dx.doi.org/10.1007/978-1-4614-1927-3">Extending a CIP framework to solve MIQCPs</a>@n 48 * Decomposition of Multistage Stochastic Programs and a Constraint Integer Programming Approach to Mixed-Integer Nonlinear Programming@n 57 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 90 * except for temporary reasons, we assume that the index of var1 is smaller than the index of var2 130 int nbinlin, int nbinquad, int nintlin, int nintquad, int nimpllin, int nimplquad, int ncontlin, int ncontquad, \ 131 SCIP_Bool integral, int* nupgdconss, SCIP_CONS** upgdconss, int upgdconsssize, SCIP_PRESOLTIMING presoltiming) 143 SCIP_DECL_QUADCONSUPGD((*quadconsupgd)), /**< method to call for upgrading quadratic constraint */ 157 * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons() 166 SCIP_Real* lincoefs, /**< coefficients of variables in linear part (b_i) or NULL if nlinvars == 0 */ 168 SCIP_VAR** quadvars1, /**< array with first variables in quadratic terms (y_j) or NULL if nquadterms == 0 */ 169 SCIP_VAR** quadvars2, /**< array with second variables in quadratic terms (z_j) or NULL if nquadterms == 0 */ 170 SCIP_Real* quadcoeffs, /**< array with coefficients of quadratic terms (a_j) or NULL if nquadterms == 0 */ 196 * in its most basic variant, i. e., with all constraint flags set to their default values, which can be set 208 * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons() 230 * \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. 233 * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons() 257 SCIP_Bool removable /**< should the constraint be removed from the LP due to aging or cleanup? */ 261 * in its most basic variant, i. e., with all constraint flags set to their default values, which can be set 266 * \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. 271 * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons() 289 /** Adds a constant to the constraint function, that is, subtracts a constant from both sides */ 417 * @note If the quadratic variable terms have not been sorted before, then a search may reorder the current order of the terms. 460 /** Check the quadratic function of a quadratic constraint for its semi-definiteness, if not done yet. 476 /** Indicates whether the quadratic function of a quadratic constraint is (known to be) concave. 495 * That is, checks whether each variable with a square term is fixed and for each bilinear term at least one variable is fixed. 516 * @note This method may only be called during problem creation stage for an original constraint. 527 * @note This method may only be called during problem creation stage for an original constraint. 554 /** changes the linear coefficient value for a given quadratic variable in a quadratic constraint data; if not 567 /** changes the square coefficient value for a given quadratic variable in a quadratic constraint data; if not 580 /** changes the bilinear coefficient value for a given quadratic variable in a quadratic constraint data; if not SCIP_RETCODE SCIPincludeQuadconsUpgrade(SCIP *scip, SCIP_DECL_QUADCONSUPGD((*quadconsupgd)), int priority, SCIP_Bool active, const char *conshdlrname) Definition: cons_quadratic.c:12639 SCIP_Real SCIPgetLhsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13426 Definition: struct_scip.h:53 SCIP_RETCODE SCIPsortQuadVarTermsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13365 SCIP_RETCODE SCIPaddBilinTermQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var1, SCIP_VAR *var2, SCIP_Real coef) Definition: cons_quadratic.c:13207 Definition: struct_var.h:196 SCIP_BILINTERM * SCIPgetBilinTermsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13414 SCIP_RETCODE SCIPgetViolationQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Real *violation) Definition: cons_quadratic.c:13497 Definition: cons_quadratic.h:75 SCIP_RETCODE SCIPaddQuadVarQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real lincoef, SCIP_Real sqrcoef) Definition: cons_quadratic.c:13067 SCIP_RETCODE SCIPincludeConshdlrQuadratic(SCIP *scip) Definition: cons_quadratic.c:12497 SCIP_RETCODE SCIPchgRhsQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_Real rhs) Definition: cons_quadratic.c:13754 SCIP_RETCODE SCIPchgLhsQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_Real lhs) Definition: cons_quadratic.c:13709 SCIP_Bool SCIPisLinearLocalQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13528 SCIP_RETCODE SCIPaddToNlpiProblemQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *scipvar2nlpivar, SCIP_Bool names) Definition: cons_quadratic.c:13574 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) Definition: cons_quadratic.c:12982 SCIP_RETCODE SCIPaddQuadVarLinearCoefQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef) Definition: cons_quadratic.c:13097 Definition: struct_sol.h:50 Definition: struct_misc.h:101 void SCIPaddConstantQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_Real constant) Definition: cons_quadratic.c:13006 Definition: struct_cons.h:36 interval arithmetics for provable bounds SCIP_Bool SCIPisConcaveQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13480 SCIP_VAR ** SCIPgetLinearVarsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13312 SCIP_RETCODE SCIPfindQuadVarTermQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, int *pos) Definition: cons_quadratic.c:13382 SCIP_RETCODE SCIPaddLinearVarQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef) Definition: cons_quadratic.c:13042 SCIP_RETCODE SCIPcheckCurvatureQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13450 int SCIPgetNLinearVarsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13298 SCIP_RETCODE SCIPchgSquareCoefQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef) Definition: cons_quadratic.c:13964 struct SCIP_QuadVarEventData SCIP_QUADVAREVENTDATA Definition: cons_quadratic.h:71 SCIP_RETCODE SCIPgetActivityQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Real *activity) Definition: cons_quadratic.c:13837 SCIP_RETCODE SCIPgetFeasibilityQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Real *feasibility) Definition: cons_quadratic.c:13796 Definition: cons_quadratic.h:92 SCIP_Real * SCIPgetCoefsLinearVarsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13326 int SCIPgetNQuadVarTermsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13339 SCIP_RETCODE SCIPgetNlRowQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_NLROW **nlrow) Definition: cons_quadratic.c:13273 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) Definition: cons_quadratic.c:12920 SCIP_RETCODE SCIPaddSquareCoefQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef) Definition: cons_quadratic.c:13150 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) Definition: cons_quadratic.c:12889 SCIP_Bool SCIPisConvexQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13463 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 *quadcoeffs, 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) Definition: cons_quadratic.c:12715 SCIP_Real SCIPgetRhsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13438 Definition: struct_nlp.h:62 SCIP_RETCODE SCIPchgLinearCoefQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef) Definition: cons_quadratic.c:13871 int SCIPgetNBilinTermsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13400 SCIP_RETCODE SCIPchgBilinCoefQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var1, SCIP_VAR *var2, SCIP_Real coef) Definition: cons_quadratic.c:14033 Definition: objbranchrule.h:33 Definition: nlpi_ipopt.cpp:124 SCIP_QUADVARTERM * SCIPgetQuadVarTermsQuadratic(SCIP *scip, SCIP_CONS *cons) Definition: cons_quadratic.c:13353 SCIP callable library. type definitions for specific NLP solver interfaces Definition: struct_nlpi.h:35 |