SCIP
Solving Constraint Integer Programs
Solving Constraint Integer Programs
Methods used to generate and strengthen cuts.
Definition in file cuts.c.
#include "scip/def.h"#include "scip/retcode.h"#include "scip/cuts.h"#include "scip/debug.h"#include "scip/pub_lp.h"#include "scip/lp.h"#include "scip/prob.h"#include "scip/set.h"#include "scip/sol.h"#include "scip/var.h"#include "scip/scip.h"#include "scip/struct_scip.h"Go to the source code of this file.
Macros | |
| #define | MAXCMIRSCALE 1e+6 |
| #define | debugRowPrint(x) |
Functions | |
| static SCIP_Real | getMaxAbsWeightCalcSparsity (SCIP_SET *set, SCIP_LP *lp, SCIP_Real *weights, int *rowinds, int *nrowinds, int *rowlensum) |
| static SCIP_Real | getMaxAbsWeight (SCIP_SET *set, SCIP_LP *lp, SCIP_Real *weights, int *rowinds, int *nrowinds, int *rowlensum) |
| static void | findBestLb (SCIP_SET *set, SCIP_STAT *stat, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real *bestlb, int *bestlbtype) |
| static void | findBestUb (SCIP_SET *set, SCIP_STAT *stat, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real *bestub, int *bestubtype) |
| static SCIP_Real | getMIRRowActivity (SCIP_SET *set, SCIP_STAT *stat, SCIP_PROB *prob, SCIP_SOL *sol, SCIP_Real *mircoef, int *varinds, int nvarinds) |
| static SCIP_Real | getMIRMinActivity (SCIP_PROB *prob, SCIP_Real *mircoef, int *varinds, int nvarinds, SCIP_Bool islocal) |
| static void | addRowToAggregation (SCIP_SET *set, SCIP_Real *mircoef, SCIP_Real *mirrhs, int *slacksign, SCIP_Bool *varused, int *varinds, int *nvarinds, SCIP_ROW *row, SCIP_Real weight, SCIP_Bool uselhs) |
| static void | cutsSumStrongCGRow (SCIP_SET *set, SCIP_PROB *prob, SCIP_LP *lp, SCIP_Real *weights, SCIP_Real scale, SCIP_Bool allowlocal, int maxmksetcoefs, SCIP_Real maxweightrange, SCIP_Real *strongcgcoef, SCIP_Real *strongcgrhs, int *slacksign, SCIP_Bool *varused, int *varinds, int *nvarinds, int *rowinds, int *nrowinds, SCIP_Bool *emptyrow, SCIP_Bool *localrowsused, SCIP_Bool *rowtoolong, int *cutrank) |
| static void | cutsSumMIRRow (SCIP_SET *set, SCIP_PROB *prob, SCIP_LP *lp, SCIP_Real *weights, SCIP_Real knownmaxweight, int *sidetypes, SCIP_Real scale, SCIP_Bool allowlocal, int maxmksetcoefs, SCIP_Real maxweightrange, SCIP_Bool compress, SCIP_Real *mircoef, SCIP_Real *mirrhs, int *slacksign, SCIP_Bool *varused, int *varinds, int *nvarinds, int *rowinds, int *nrowinds, SCIP_Bool *emptyrow, SCIP_Bool *localrowsused, SCIP_Bool *rowtoolong, int *cutrank) |
| static void | cutsCleanupMIRRow (SCIP_SET *set, SCIP_PROB *prob, SCIP_Real *mircoef, SCIP_Real *mirrhs, SCIP_Bool *varused, int *varinds, int *nvarinds, SCIP_Bool cutislocal) |
| static void | cutsTransformStrongCGRow (SCIP_SET *set, SCIP_STAT *stat, SCIP_PROB *prob, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real *strongcgcoef, SCIP_Real *strongcgrhs, SCIP_Bool *varused, int *varinds, int *nvarinds, int *varsign, int *boundtype, SCIP_Bool *freevariable, SCIP_Bool *localbdsused) |
| static SCIP_RETCODE | cutsTransformMIRRow (SCIP_SET *set, SCIP_STAT *stat, SCIP_PROB *prob, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, SCIP_Bool ignoresol, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real *mircoef, SCIP_Real *mirrhs, SCIP_Bool *varused, int *varinds, int *nvarinds, int *varsign, int *boundtype, SCIP_Bool *freevariable, SCIP_Bool *localbdsused) |
| static void | cutsRoundStrongCGRow (SCIP_SET *set, SCIP_PROB *prob, SCIP_Real *strongcgcoef, SCIP_Real *strongcgrhs, SCIP_Bool *varused, int *varinds, int *nvarinds, int *varsign, int *boundtype, SCIP_Real f0, SCIP_Real k) |
| static void | cutsRoundMIRRow (SCIP_SET *set, SCIP_PROB *prob, SCIP_Real *mircoef, SCIP_Real *mirrhs, SCIP_Bool *varused, int *varinds, int *nvarinds, int *varsign, int *boundtype, SCIP_Real f0) |
| static void | cutsSubstituteStrongCGRow (SCIP_SET *set, SCIP_STAT *stat, SCIP_LP *lp, SCIP_Real *weights, SCIP_Real scale, SCIP_Real *strongcgcoef, SCIP_Real *strongcgrhs, int *slacksign, SCIP_Bool *varused, int *varinds, int *nvarinds, int *rowinds, int nrowinds, SCIP_Real f0, SCIP_Real k) |
| static void | cutsSubstituteMIRRow (SCIP_SET *set, SCIP_STAT *stat, SCIP_LP *lp, SCIP_Real *weights, SCIP_Real scale, SCIP_Real *mircoef, SCIP_Real *mirrhs, int *slacksign, SCIP_Bool *varused, int *varinds, int *nvarinds, int *rowinds, int nrowinds, SCIP_Real f0) |
| static SCIP_RETCODE | cutsLpCalcStrongCG (SCIP_LP *lp, SCIP_SET *set, SCIP_STAT *stat, SCIP_PROB *prob, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, int maxmksetcoefs, SCIP_Real maxweightrange, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real *weights, int *rowinds, int nrowinds, SCIP_Real scale, SCIP_Real *strongcgcoef, SCIP_Real *strongcgrhs, SCIP_Real *cutactivity, SCIP_Bool *success, SCIP_Bool *cutislocal, int *cutrank) |
| static SCIP_RETCODE | cutsLpCalcMIR (SCIP_LP *lp, SCIP_SET *set, SCIP_STAT *stat, SCIP_PROB *prob, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, int maxmksetcoefs, SCIP_Real maxweightrange, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real *weights, SCIP_Real maxweight, int *weightinds, int nweightinds, int rowlensum, int *sidetypes, SCIP_Real scale, SCIP_Real *mksetcoefs, SCIP_Bool *mksetcoefsvalid, SCIP_Real *mircoef, SCIP_Real *mirrhs, SCIP_Real *cutactivity, SCIP_Bool *success, SCIP_Bool *cutislocal, int *cutrank) |
| static SCIP_RETCODE | cutsApplyMIR (SCIP_SET *set, SCIP_STAT *stat, SCIP_PROB *prob, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_Real *mksetcoefs, SCIP_Bool *mksetcoefsvalid, SCIP_Real *mircoef, SCIP_Real *mirrhs, int *varinds, int *nvarinds, SCIP_Real *minact, SCIP_Bool *varused, SCIP_Bool *success, SCIP_Bool *islocal) |
| SCIP_RETCODE | SCIPcutsCalcStrongCG (SCIP *scip, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, int maxmksetcoefs, SCIP_Real maxweightrange, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real *weights, int *inds, int ninds, SCIP_Real scale, SCIP_Real *mircoef, SCIP_Real *mirrhs, SCIP_Real *cutactivity, SCIP_Bool *success, SCIP_Bool *cutislocal, int *cutrank) |
| SCIP_RETCODE | SCIPcutsCalcLpMIR (SCIP *scip, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, int maxmksetcoefs, SCIP_Real maxweightrange, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real *weights, SCIP_Real maxweight, int *weightinds, int nweightinds, int rowlensum, int *sidetypes, SCIP_Real scale, SCIP_Real *mksetcoefs, SCIP_Bool *mksetcoefsvalid, SCIP_Real *mircoef, SCIP_Real *mirrhs, SCIP_Real *cutactivity, SCIP_Bool *success, SCIP_Bool *cutislocal, int *cutrank) |
| SCIP_RETCODE | SCIPcutsApplyMIR (SCIP *scip, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_Real *mksetcoefs, SCIP_Bool *mksetcoefsvalid, SCIP_Real *mircoef, SCIP_Real *mirrhs, int *varinds, int *nvarinds, SCIP_Real *minact, SCIP_Bool *varused, SCIP_Bool *success, SCIP_Bool *islocal) |
| void | SCIPcutsCleanupRow (SCIP *scip, SCIP_Real *coefs, SCIP_Real *rhs, SCIP_Bool *varused, int *varinds, int *nvarinds, SCIP_Bool islocal) |
| #define MAXCMIRSCALE 1e+6 |
maximal scaling (scale/(1-f0)) allowed in c-MIR calculations
Definition at line 37 of file cuts.c.
Referenced by cutsApplyMIR(), and cutsLpCalcMIR().
| #define debugRowPrint | ( | x | ) |
Definition at line 87 of file cuts.c.
Referenced by cutsSumMIRRow(), and cutsSumStrongCGRow().
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returns the maximum absolute row weight in the given weight vector, and calculates the sparsity pattern of the weights
| set | global SCIP settings |
| lp | LP data |
| weights | row weights in row summation |
| rowinds | array to store sparsity pattern of used rows; size lp->nrows |
| nrowinds | pointer to store number of used rows |
| rowlensum | pointer to store total number of non-zeros in used rows |
Definition at line 138 of file cuts.c.
References MAX, SCIP_Lp::nrows, NULL, REALABS, SCIP_Lp::rows, SCIP_Real, SCIProwGetNNonz(), and SCIPsetIsZero().
Referenced by cutsSumMIRRow(), and cutsSumStrongCGRow().
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returns the maximum absolute row weight in the given weight vector using given sparsity pattern
| set | global SCIP settings |
| lp | LP data |
| weights | row weights in row summation |
| rowinds | array of sparsity pattern of used rows; size lp->nrows |
| nrowinds | pointer to store number of used rows |
| rowlensum | pointer to store total number of non-zeros in used rows |
Definition at line 183 of file cuts.c.
References MAX, NULL, REALABS, SCIP_Lp::rows, SCIP_Real, SCIProwGetNNonz(), and SCIPsetIsZero().
Referenced by cutsSumMIRRow(), and cutsSumStrongCGRow().
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finds the best lower bound of the variable to use for MIR transformation
| set | global SCIP settings |
| stat | problem statistics |
| var | problem variable |
| sol | the solution that should be separated, or NULL for LP solution |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| bestlb | pointer to store best bound value |
| bestlbtype | pointer to store best bound type |
Definition at line 229 of file cuts.c.
References NULL, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPsetIsGE(), SCIPsetIsGT(), SCIPvarGetClosestVlb(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), SCIPvarGetType(), and SCIPvarGetVlbVars().
Referenced by cutsTransformMIRRow().
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finds the best upper bound of the variable to use for MIR transformation
| set | global SCIP settings |
| stat | problem statistics |
| var | problem variable |
| sol | the solution that should be separated, or NULL for LP solution |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| bestub | pointer to store best bound value |
| bestubtype | pointer to store best bound type |
Definition at line 286 of file cuts.c.
References NULL, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPsetIsLE(), SCIPsetIsLT(), SCIPvarGetClosestVub(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and SCIPvarGetVubVars().
Referenced by cutsTransformMIRRow().
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calculates the activity of the given MIR cut
| set | global SCIP settings |
| stat | problem statistics |
| prob | problem data |
| sol | the solution that should be separated, or NULL for LP solution |
| mircoef | array to store MIR coefficients: must be of size nvars |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | number of non-zero MIR coefficients |
Definition at line 343 of file cuts.c.
References NULL, SCIP_Real, SCIPsolGetVal(), SCIPvarGetLPSol(), and SCIP_Prob::vars.
Referenced by cutsLpCalcMIR(), and cutsLpCalcStrongCG().
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calculates the minimal activity of the given MIR
| prob | problem data |
| mircoef | array to store MIR coefficients: must be of size nvars |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | number of non-zero MIR coefficients |
| islocal | whether local bounds should be used |
Definition at line 373 of file cuts.c.
References SCIP_Real, SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and SCIP_Prob::vars.
Referenced by cutsApplyMIR().
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adds a single row to an aggregation
| set | global SCIP settings |
| mircoef | array of aggregation coefficients: must be of size prob->nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| slacksign | stores the sign of the row's slack variable in summation |
| varused | array to flag variables that appear in the MIR constraint; size prob->nvars |
| varinds | array to store sparsity pattern of non-zero MIR coefficients; size prob->nvars |
| nvarinds | pointer to store number of non-zero MIR coefficients |
| row | row to add to the aggregation |
| weight | weight of row in aggregation |
| uselhs | TRUE if lhs should be used, FALSE if rhs should be used |
Definition at line 407 of file cuts.c.
References SCIP_Row::cols, SCIP_Row::constant, SCIP_Row::integral, SCIP_Row::len, SCIP_Row::lhs, SCIP_Row::lppos, NULL, SCIP_Row::rhs, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPsetFeasCeil(), SCIPsetFeasFloor(), SCIPvarGetCol(), SCIPvarGetProbindex(), SCIPvarGetStatus(), TRUE, SCIP_Row::vals, SCIP_Col::var, and SCIP_Col::var_probindex.
Referenced by cutsSumMIRRow(), and cutsSumStrongCGRow().
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builds a weighted sum of rows, and decides whether to use the left or right hand side of the rows in summation
| set | global SCIP settings |
| prob | problem data |
| lp | LP data |
| weights | row weights in row summation |
| scale | additional scaling factor multiplied to all rows |
| allowlocal | should local rows be included, resulting in a locally valid summation? |
| maxmksetcoefs | maximal number of nonzeros allowed in aggregated base inequality |
| maxweightrange | maximal valid range max(|weights|)/min(|weights|) of row weights |
| strongcgcoef | array to store strong CG coefficients: must be of size prob->nvars |
| strongcgrhs | pointer to store the right hand side of the strong CG row |
| slacksign | stores the sign of the row's slack variable in summation |
| varused | array to flag variables that appear in the MIR constraint; size prob->nvars |
| varinds | array to store sparsity pattern of non-zero MIR coefficients; size prob->nvars |
| nvarinds | pointer to store number of non-zero MIR coefficients |
| rowinds | array to store sparsity pattern of used rows; size lp->nrows |
| nrowinds | pointer to store number of used rows |
| emptyrow | pointer to store whether the returned row is empty |
| localrowsused | pointer to store whether local rows were used in summation |
| rowtoolong | pointer to store whether the aggregated row is too long and thus invalid |
| cutrank | pointer to store the rank of the returned aggregation; or NULL |
Definition at line 478 of file cuts.c.
References addRowToAggregation(), BMSclearMemoryArray, SCIP_Row::cols, SCIP_Row::cols_index, SCIP_Row::constant, debugRowPrint, FALSE, getMaxAbsWeight(), getMaxAbsWeightCalcSparsity(), SCIP_Row::integral, SCIP_Row::len, SCIP_Row::lhs, SCIP_Row::local, MAX, SCIP_Row::modifiable, NULL, SCIP_Prob::nvars, SCIP_Row::rank, SCIP_Row::rhs, SCIP_Lp::rows, SCIP_Bool, SCIP_Real, SCIPdebugMessage, SCIProwGetName(), SCIPsetIsInfinity(), SCIPsetIsSumZero(), SCIPsetIsZero(), TRUE, and SCIP_Row::vals.
Referenced by cutsLpCalcStrongCG().
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builds a weighted sum of rows, and decides whether to use the left or right hand side of the rows in summation
| set | global SCIP settings |
| prob | problem data |
| lp | LP data |
| weights | row weights in row summation |
| knownmaxweight | largest magnitude of weights. Set to 0 if compress == TRUE |
| sidetypes | specify row side type (-1 = lhs, 0 = unkown, 1 = rhs) or NULL for automatic choices |
| scale | additional scaling factor multiplied to all rows |
| allowlocal | should local rows be included, resulting in a locally valid summation? |
| maxmksetcoefs | maximal number of nonzeros allowed in aggregated base inequality |
| maxweightrange | maximal valid range max(|weights|)/min(|weights|) of row weights |
| compress | if rowinds is unknown and weights should be compressed |
| mircoef | array to store MIR coefficients: must be of size prob->nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| slacksign | stores the sign of the row's slack variable in summation |
| varused | array to flag variables that appear in the MIR constraint; size prob->nvars |
| varinds | array to store sparsity pattern of non-zero MIR coefficients; size prob->nvars |
| nvarinds | pointer to store number of non-zero MIR coefficients |
| rowinds | array to store sparsity pattern of used rows; size lp->nrows |
| nrowinds | pointer to store number of used rows |
| emptyrow | pointer to store whether the returned row is empty |
| localrowsused | pointer to store whether local rows were used in summation |
| rowtoolong | pointer to store whether the aggregated row is too long and thus invalid |
| cutrank | pointer to store the rank of the returned aggregation; or NULL |
Definition at line 649 of file cuts.c.
References addRowToAggregation(), BMSclearMemoryArray, SCIP_Row::cols, SCIP_Row::cols_index, SCIP_Row::constant, debugRowPrint, FALSE, getMaxAbsWeight(), getMaxAbsWeightCalcSparsity(), SCIP_Row::len, SCIP_Row::lhs, SCIP_Row::local, MAX, SCIP_Row::modifiable, NULL, SCIP_Prob::nvars, SCIP_Row::rank, REALABS, SCIP_Row::rhs, SCIP_Lp::rows, SCIP_Bool, SCIP_Real, SCIPdebugMessage, SCIProwGetName(), SCIPsetIsInfinity(), SCIPsetIsSumZero(), SCIPsetIsZero(), TRUE, and SCIP_Row::vals.
Referenced by cutsLpCalcMIR().
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removes all nearly-zero coefficients from MIR row and relaxes the right hand side correspondingly in order to prevent numerical rounding errors
| set | global SCIP settings |
| prob | problem data |
| mircoef | array to store MIR coefficients: must be of size nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| cutislocal | is the cut only valid locally? |
Definition at line 840 of file cuts.c.
References FALSE, NULL, SCIP_Bool, SCIP_Real, SCIPdebugMessage, SCIPsetInfinity(), SCIPsetIsInfinity(), SCIPsetIsNegative(), SCIPsetIsPositive(), SCIPsetIsSumZero(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and SCIP_Prob::vars.
Referenced by cutsApplyMIR(), cutsLpCalcMIR(), cutsLpCalcStrongCG(), and SCIPcutsCleanupRow().
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Transform equation \( a*x == b \), \( lb <= x <= ub \) into standard form \( a^\prime*x^\prime == b\), \( 0 <= x^\prime <= ub^\prime \).
Transform variables (lb or ub):
\[ \begin{array}{llll} x^\prime_j := x_j - lb_j,& x_j == x^\prime_j + lb_j,& a^\prime_j == a_j,& \mbox{if lb is used in transformation} \\ x^\prime_j := ub_j - x_j,& x_j == ub_j - x^\prime_j,& a^\prime_j == -a_j,& \mbox{if ub is used in transformation} \end{array} \]
and move the constant terms \( a_j * lb_j \) or \( a_j * ub_j \) to the rhs.
Transform variables (vlb or vub):
\[ \begin{array}{llll} x^\prime_j := x_j - (bl_j * zl_j + dl_j),& x_j == x^\prime_j + (bl_j * zl_j + dl_j),& a^\prime_j == a_j,& \mbox{if vlb is used in transf.} \\ x^\prime_j := (bu_j * zu_j + du_j) - x_j,& x_j == (bu_j * zu_j + du_j) - x^\prime_j,& a^\prime_j == -a_j,& \mbox{if vub is used in transf.} \end{array} \]
move the constant terms \( a_j * dl_j \) or \( a_j * du_j \) to the rhs, and update the coefficient of the VLB variable:
\[ \begin{array}{ll} a_{zl_j} := a_{zl_j} + a_j * bl_j,& \mbox{or} \\ a_{zu_j} := a_{zu_j} + a_j * bu_j& \end{array} \]
| set | global SCIP settings |
| stat | problem statistics |
| prob | problem data |
| boundswitch | fraction of domain up to which lower bound is used in transformation |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| strongcgcoef | array to store strong CG coefficients: must be of size nvars |
| strongcgrhs | pointer to store the right hand side of the strong CG row |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| varsign | stores the sign of the transformed variable in summation |
| boundtype | stores the bound used for transformed variable: vlb/vub_idx, or -1 for global lb/ub, or -2 for local lb/ub |
| freevariable | stores whether a free variable was found in strong CG row -> invalid summation |
| localbdsused | pointer to store whether local bounds were used in transformation |
Definition at line 933 of file cuts.c.
References FALSE, NULL, SCIP_Prob::nvars, SCIP_Bool, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPdebugMessage, SCIPsetIsGE(), SCIPsetIsGT(), SCIPsetIsInfinity(), SCIPsetIsLE(), SCIPsetIsLT(), SCIPsetIsZero(), SCIPsortDownInt(), SCIPvarGetClosestVlb(), SCIPvarGetClosestVub(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPvarGetNVlbs(), SCIPvarGetNVubs(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarGetVlbCoefs(), SCIPvarGetVlbConstants(), SCIPvarGetVlbVars(), SCIPvarGetVubCoefs(), SCIPvarGetVubConstants(), SCIPvarGetVubVars(), SCIPvarIsActive(), TRUE, and SCIP_Prob::vars.
Referenced by cutsLpCalcStrongCG().
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Transform equation \( a \cdot x = b; lb \leq x \leq ub \) into standard form \( a^\prime \cdot x^\prime = b,\; 0 \leq x^\prime \leq ub' \).
Transform variables (lb or ub):
\[ \begin{array}{llll} x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \mbox{if lb is used in transformation}\\ x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if ub is used in transformation} \end{array} \]
and move the constant terms \( a_j\, lb_j \) or \( a_j\, ub_j \) to the rhs.
Transform variables (vlb or vub):
\[ \begin{array}{llll} x^\prime_j := x_j - (bl_j\, zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \mbox{if vlb is used in transf.} \\ x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if vub is used in transf.} \end{array} \]
move the constant terms \( a_j\, dl_j \) or \( a_j\, du_j \) to the rhs, and update the coefficient of the VLB variable:
\[ \begin{array}{ll} a_{zl_j} := a_{zl_j} + a_j\, bl_j,& \mbox{or} \\ a_{zu_j} := a_{zu_j} + a_j\, bu_j & \end{array} \]
| set | global SCIP settings |
| stat | problem statistics |
| prob | problem data |
| sol | the solution that should be separated, or NULL for LP solution |
| boundswitch | fraction of domain up to which lower bound is used in transformation |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| fixintegralrhs | should complementation tried to be adjusted such that rhs gets fractional? |
| ignoresol | should the LP solution be ignored? (eg, apply MIR to dualray) |
| boundsfortrans | bounds that should be used for transformed variables: vlb_idx/vub_idx, -1 for global lb/ub, -2 for local lb/ub, or -3 for using closest bound; NULL for using closest bound for all variables |
| boundtypesfortrans | type of bounds that should be used for transformed variables; NULL for using closest bound for all variables |
| minfrac | minimal fractionality of rhs to produce MIR cut for |
| maxfrac | maximal fractionality of rhs to produce MIR cut for |
| mircoef | array to store MIR coefficients: must be of size nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| varsign | stores the sign of the transformed variable in summation |
| boundtype | stores the bound used for transformed variable: vlb/vub_idx, or -1 for global lb/ub, or -2 for local lb/ub |
| freevariable | stores whether a free variable was found in MIR row -> invalid summation |
| localbdsused | pointer to store whether local bounds were used in transformation |
Definition at line 1233 of file cuts.c.
References FALSE, findBestLb(), findBestUb(), NULL, SCIP_Prob::nvars, REALABS, SCIP_BASESTAT_ZERO, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPcolGetBasisStatus(), SCIPdebugMessage, SCIPerrorMessage, SCIPsetAllocBufferArray, SCIPsetFrac(), SCIPsetFreeBufferArray, SCIPsetIsGE(), SCIPsetIsGT(), SCIPsetIsInfinity(), SCIPsetIsLE(), SCIPsetIsLT(), SCIPsetIsNegative(), SCIPsetIsZero(), SCIPsetSumFrac(), SCIPsolGetVal(), SCIPsortDownInt(), SCIPvarGetCol(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPvarGetNVlbs(), SCIPvarGetNVubs(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarGetVlbCoefs(), SCIPvarGetVlbConstants(), SCIPvarGetVlbVars(), SCIPvarGetVubCoefs(), SCIPvarGetVubConstants(), SCIPvarGetVubVars(), SCIPvarIsActive(), TRUE, and SCIP_Prob::vars.
Referenced by cutsApplyMIR(), and cutsLpCalcMIR().
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Calculate fractionalities \( f_0 := b - down(b) \), \( f_j := a^\prime_j - down(a^\prime_j) \) and integer \( k >= 1 \) with \( 1/(k + 1) <= f_0 < 1/k \) and \( (=> k = up(1/f_0) + 1) \) integer \( 1 <= p_j <= k \) with \( f_0 + ((p_j - 1) * (1 - f_0)/k) < f_j <= f_0 + (p_j * (1 - f_0)/k)\) \( (=> p_j = up( k*(f_j - f_0)/(1 - f_0) )) \) and derive strong CG cut \( \tilde{a}*x^\prime <= down(b) \)
\[ \begin{array}{rll} integers : & \tilde{a}_j = down(a^\prime_j) &, if \qquad f_j <= f_0 \\ & \tilde{a}_j = down(a^\prime_j) + p_j/(k + 1) &, if \qquad f_j > f_0 \\ continuous:& \tilde{a}_j = 0 &, if \qquad a^\prime_j >= 0 \\ & \mbox{no strong CG cut found} &, if \qquad a^\prime_j < 0 \end{array} \]
Transform inequality back to \( \hat{a}*x <= rhs \):
(lb or ub):
\[ \begin{array}{lllll} x^\prime_j := x_j - lb_j,& x_j == x^\prime_j + lb_j,& a^\prime_j == a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{if lb was used in transformation} \\ x^\prime_j := ub_j - x_j,& x_j == ub_j - x^\prime_j,& a^\prime_j == -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{if ub was used in transformation} \end{array} \]
\[ and move the constant terms \begin{array}{rl} -\tilde{a}_j * lb_j == -\hat{a}_j * lb_j, & \mbox{or} \\ \tilde{a}_j * ub_j == -\hat{a}_j * ub_j & \end{array} \]
to the rhs.
(vlb or vub):
\[ \begin{array}{lllll} x^\prime_j := x_j - (bl_j * zl_j + dl_j),& x_j == x^\prime_j + (bl_j * zl_j + dl_j),& a^\prime_j == a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{(vlb)} \\ x^\prime_j := (bu_j * zu_j + du_j) - x_j,& x_j == (bu_j * zu_j + du_j) - x^\prime_j,& a^\prime_j == -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{(vub)} \end{array} \]
move the constant terms
\[ \begin{array}{rl} -\tilde{a}_j * dl_j == -\hat{a}_j * dl_j,& \mbox{or} \\ \tilde{a}_j * du_j == -\hat{a}_j * du_j & \end{array} \]
to the rhs, and update the VB variable coefficients:
\[ \begin{array}{ll} \hat{a}_{zl_j} := \hat{a}_{zl_j} - \tilde{a}_j * bl_j == \hat{a}_{zl_j} - \hat{a}_j * bl_j,& \mbox{or} \\ \hat{a}_{zu_j} := \hat{a}_{zu_j} + \tilde{a}_j * bu_j == \hat{a}_{zu_j} - \hat{a}_j * bu_j & \end{array} \]
| set | global SCIP settings |
| prob | problem data |
| strongcgcoef | array to store strong CG coefficients: must be of size nvars |
| strongcgrhs | pointer to store the right hand side of the strong CG row |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| varsign | stores the sign of the transformed variable in summation |
| boundtype | stores the bound used for transformed variable (vlb/vub_idx or -1 for lb/ub) |
| f0 | fractional value of rhs |
| k | factor to strengthen strongcg cut |
Definition at line 1838 of file cuts.c.
References FALSE, SCIP_Prob::ncontvars, NULL, SCIP_Prob::nvars, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPsetCeil(), SCIPsetFloor(), SCIPsetIsInfinity(), SCIPsetIsSumLE(), SCIPsetIsZero(), SCIPsortDownInt(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetProbindex(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarIsIntegral(), and SCIP_Prob::vars.
Referenced by cutsLpCalcStrongCG().
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Calculate fractionalities \( f_0 := b - down(b), f_j := a^\prime_j - down(a^\prime_j) \), and derive MIR cut \( \tilde{a} \cdot x' \leq down(b) \)
\[ \begin{array}{rll} integers :& \tilde{a}_j = down(a^\prime_j), & if \qquad f_j \leq f_0 \\ & \tilde{a}_j = down(a^\prime_j) + (f_j - f_0)/(1 - f_0),& if \qquad f_j > f_0 \\ continuous:& \tilde{a}_j = 0, & if \qquad a^\prime_j \geq 0 \\ & \tilde{a}_j = a^\prime_j/(1 - f_0), & if \qquad a^\prime_j < 0 \end{array} \]
Transform inequality back to \( \hat{a} \cdot x \leq rhs \):
(lb or ub):
\[ \begin{array}{lllll} x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{if lb was used in transformation} \\ x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{if ub was used in transformation} \end{array} \]
and move the constant terms
\[ \begin{array}{cl} -\tilde{a}_j \cdot lb_j = -\hat{a}_j \cdot lb_j,& \mbox{or} \\ \tilde{a}_j \cdot ub_j = -\hat{a}_j \cdot ub_j & \end{array} \]
to the rhs.
(vlb or vub):
\[ \begin{array}{lllll} x^\prime_j := x_j - (bl_j \cdot zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{(vlb)} \\ x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{(vub)} \end{array} \]
move the constant terms
\[ \begin{array}{cl} -\tilde{a}_j\, dl_j = -\hat{a}_j\, dl_j,& \mbox{or} \\ \tilde{a}_j\, du_j = -\hat{a}_j\, du_j & \end{array} \]
to the rhs, and update the VB variable coefficients:
\[ \begin{array}{ll} \hat{a}_{zl_j} := \hat{a}_{zl_j} - \tilde{a}_j\, bl_j = \hat{a}_{zl_j} - \hat{a}_j\, bl_j,& \mbox{or} \\ \hat{a}_{zu_j} := \hat{a}_{zu_j} + \tilde{a}_j\, bu_j = \hat{a}_{zu_j} - \hat{a}_j\, bu_j & \end{array} \]
| set | global SCIP settings |
| prob | problem data |
| mircoef | array to store MIR coefficients: must be of size nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| varsign | stores the sign of the transformed variable in summation |
| boundtype | stores the bound used for transformed variable (vlb/vub_idx or -1 for lb/ub) |
| f0 | fractional value of rhs |
Definition at line 2050 of file cuts.c.
References FALSE, NULL, SCIP_Real, SCIPsetFloor(), SCIPsetIsInfinity(), SCIPsetIsSumLE(), SCIPsetIsZero(), SCIPsortDownInt(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetNVlbs(), SCIPvarGetNVubs(), SCIPvarGetProbindex(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarGetVlbCoefs(), SCIPvarGetVlbConstants(), SCIPvarGetVlbVars(), SCIPvarGetVubCoefs(), SCIPvarGetVubConstants(), SCIPvarGetVubVars(), SCIPvarIsActive(), SCIPvarIsIntegral(), TRUE, and SCIP_Prob::vars.
Referenced by cutsApplyMIR(), and cutsLpCalcMIR().
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substitute aggregated slack variables:
The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack variable only appears in its own row: \( a^\prime_r = scale * weight[r] * slacksign[r] \).
Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
\[ \begin{array}{rll} integers: & \hat{a}_r = \tilde{a}_r = down(a^\prime_r) &, if \qquad f_r <= f0 \\ & \hat{a}_r = \tilde{a}_r = down(a^\prime_r) + p_r/(k + 1) &, if \qquad f_r > f0 \\ continuous:& \hat{a}_r = \tilde{a}_r = 0 &, if \qquad a^\prime_r >= 0 \\ & \mbox{no strong CG cut found} &, if \qquad a^\prime_r < 0 \end{array} \]
Substitute \( \hat{a}_r * s_r \) by adding \( \hat{a}_r \) times the slack's definition to the cut.
| set | global SCIP settings |
| stat | problem statistics |
| lp | LP data |
| weights | row weights in row summation |
| scale | additional scaling factor multiplied to all rows |
| strongcgcoef | array to store strong CG coefficients: must be of size nvars |
| strongcgrhs | pointer to store the right hand side of the strong CG row |
| slacksign | stores the sign of the row's slack variable in summation |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| rowinds | sparsity pattern of used rows |
| nrowinds | number of used rows |
| f0 | fractional value of rhs |
| k | factor to strengthen strongcg cut |
Definition at line 2237 of file cuts.c.
References SCIP_Row::cols, SCIP_Row::cols_index, SCIP_Row::constant, SCIP_Row::integral, SCIP_Row::len, SCIP_Row::lhs, NULL, SCIP_Row::rhs, SCIP_Lp::rows, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPsetCeil(), SCIPsetFeasCeil(), SCIPsetFeasFloor(), SCIPsetFloor(), SCIPsetIsInfinity(), SCIPsetIsLE(), SCIPsetIsZero(), SCIPvarGetCol(), SCIPvarGetProbindex(), SCIPvarGetStatus(), TRUE, SCIP_Row::vals, SCIP_Col::var, and SCIP_Col::var_probindex.
Referenced by cutsLpCalcStrongCG().
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substitute aggregated slack variables:
The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack variable only appears in its own row: \( a^\prime_r = scale * weight[r] * slacksign[r]. \)
Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
\[ \begin{array}{rll} integers : & \hat{a}_r = \tilde{a}_r = down(a^\prime_r), & \mbox{if}\qquad f_r <= f0 \\ & \hat{a}_r = \tilde{a}_r = down(a^\prime_r) + (f_r - f0)/(1 - f0),& \mbox{if}\qquad f_r > f0 \\ continuous:& \hat{a}_r = \tilde{a}_r = 0, & \mbox{if}\qquad a^\prime_r >= 0 \\ & \hat{a}_r = \tilde{a}_r = a^\prime_r/(1 - f0), & \mbox{if}\qquad a^\prime_r < 0 \end{array} \]
Substitute \( \hat{a}_r \cdot s_r \) by adding \( \hat{a}_r \) times the slack's definition to the cut.
| set | global SCIP settings |
| stat | problem statistics |
| lp | LP data |
| weights | row weights in row summation |
| scale | additional scaling factor multiplied to all rows |
| mircoef | array to store MIR coefficients: must be of size nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| slacksign | stores the sign of the row's slack variable in summation |
| varused | array to flag variables that appear in the MIR constraint |
| varinds | sparsity pattern of non-zero MIR coefficients |
| nvarinds | pointer to number of non-zero MIR coefficients |
| rowinds | sparsity pattern of used rows |
| nrowinds | number of used rows |
| f0 | fractional value of rhs |
Definition at line 2407 of file cuts.c.
References SCIP_Row::cols, SCIP_Row::cols_index, SCIP_Row::constant, SCIP_Row::integral, SCIP_Row::len, SCIP_Row::lhs, NULL, SCIP_Row::rhs, SCIP_Lp::rows, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPsetFeasCeil(), SCIPsetFeasFloor(), SCIPsetFloor(), SCIPsetIsFeasIntegral(), SCIPsetIsInfinity(), SCIPsetIsLE(), SCIPsetIsZero(), SCIPvarGetCol(), SCIPvarGetProbindex(), SCIPvarGetStatus(), TRUE, SCIP_Row::vals, SCIP_Col::var, and SCIP_Col::var_probindex.
Referenced by cutsLpCalcMIR().
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| lp | LP data |
| set | global SCIP settings |
| stat | problem statistics |
| prob | problem data |
| boundswitch | fraction of domain up to which lower bound is used in transformation |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| maxmksetcoefs | maximal number of nonzeros allowed in aggregated base inequality |
| maxweightrange | maximal valid range max(|weights|)/min(|weights|) of row weights |
| minfrac | minimal fractionality of rhs to produce strong CG cut for |
| maxfrac | maximal fractionality of rhs to produce strong CG cut for |
| weights | row weights in row summation |
| rowinds | array to store indices of non-zero entries of the weights array, or NULL |
| nrowinds | number of non-zero entries in weights array, -1 if rowinds is NULL |
| scale | additional scaling factor multiplied to all rows |
| strongcgcoef | array to store strong CG coefficients: must be of size nvars |
| strongcgrhs | pointer to store the right hand side of the strong CG row |
| cutactivity | pointer to store the activity of the resulting cut |
| success | pointer to store whether the returned coefficients are a valid strong CG cut |
| cutislocal | pointer to store whether the returned cut is only valid locally |
| cutrank | pointer to store the rank of the returned cut; or NULL |
Definition at line 2564 of file cuts.c.
References cutsCleanupMIRRow(), cutsRoundStrongCGRow(), cutsSubstituteStrongCGRow(), cutsSumStrongCGRow(), cutsTransformStrongCGRow(), FALSE, getMIRRowActivity(), SCIP_Lp::nrows, NULL, SCIP_Prob::nvars, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPsetAllocBufferArray, SCIPsetCeil(), SCIPsetFreeBufferArray, SCIPsetIsZero(), SCIPsetSumFloor(), SCIP_Lp::solved, and TRUE.
Referenced by SCIPcutsCalcStrongCG().
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| lp | LP data |
| set | global SCIP settings |
| stat | problem statistics |
| prob | problem data |
| sol | the solution that should be separated, or NULL for LP solution |
| boundswitch | fraction of domain up to which lower bound is used in transformation |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| fixintegralrhs | should complementation tried to be adjusted such that rhs gets fractional? |
| boundsfortrans | bounds that should be used for transformed variables: vlb_idx/vub_idx, -1 for global lb/ub, -2 for local lb/ub, or -3 for using closest bound; NULL for using closest bound for all variables |
| boundtypesfortrans | type of bounds that should be used for transformed variables; NULL for using closest bound for all variables |
| maxmksetcoefs | maximal number of nonzeros allowed in aggregated base inequality |
| maxweightrange | maximal valid range max(|weights|)/min(|weights|) of row weights |
| minfrac | minimal fractionality of rhs to produce MIR cut for |
| maxfrac | maximal fractionality of rhs to produce MIR cut for |
| weights | row weights in row summation |
| maxweight | largest magnitude of weights; set to -1 if sparsity information is unknown |
| weightinds | sparsity pattern of weights; size nrowinds; NULL if sparsity info is unknown |
| nweightinds | number of nonzeros in weights; -1 if rowinds is NULL |
| rowlensum | total number of non-zeros in used rows (row associated with nonzero weight coefficient); -1 if unknown |
| sidetypes | specify row side type (-1 = lhs, 0 = unkown, 1 = rhs) or NULL for automatic choices |
| scale | additional scaling factor multiplied to all rows |
| mksetcoefs | array to store mixed knapsack set coefficients: size nvars; or NULL |
| mksetcoefsvalid | pointer to store whether mixed knapsack set coefficients are valid; or NULL |
| mircoef | array to store MIR coefficients: must be of size nvars |
| mirrhs | pointer to store the right hand side of the MIR row |
| cutactivity | pointer to store the activity of the resulting cut |
| success | pointer to store whether the returned coefficients are a valid MIR cut |
| cutislocal | pointer to store whether the returned cut is only valid locally |
| cutrank | pointer to store the rank of the returned cut; or NULL |
Definition at line 2770 of file cuts.c.
References BMScopyMemoryArray, cutsCleanupMIRRow(), cutsRoundMIRRow(), cutsSubstituteMIRRow(), cutsSumMIRRow(), cutsTransformMIRRow(), FALSE, getMIRRowActivity(), MAXCMIRSCALE, SCIP_Lp::nrows, NULL, SCIP_Prob::nvars, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPsetAllocBufferArray, SCIPsetDuplicateBufferArray, SCIPsetFreeBufferArray, SCIPsetIsZero(), SCIPsetSumFloor(), SCIP_Lp::solved, and TRUE.
Referenced by SCIPcutsCalcLpMIR().
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applies the MIR function on a constraint; the constraint is given by pairs of variables and coefficients and a rhs
| set | global SCIP settings |
| stat | dynamic SCIP statistics |
| prob | transformed problem |
| boundswitch | fraction of domain up to which lower bound is used in transformation |
| usevbds | should variable bounds be used in bound transformation? |
| allowlocal | should local information allowed to be used, resulting in a local cut? |
| fixintegralrhs | should complementation tried to be adjusted such that rhs gets fractional? |
| boundsfortrans | bounds that should be used for transformed variables: 0 vlb_idx/vub_idx, -1 for global lb/ub or -2 for local lb/ub |
| boundtypesfortrans | type of bounds that should be used for transformed variables; NULL for using closest bound for all variables |
| minfrac | minimal fractionality of rhs to produce MIR cut for |
| maxfrac | maximal fractionality of rhs to produce MIR cut for |
| scale | additional scaling factor multiplied to all rows |
| mksetcoefs | array to store mixed knapsack set coefficients: size nvars; or NULL |
| mksetcoefsvalid | pointer to store whether mixed knapsack set coefficients are valid; or NULL |
| mircoef | array to store MIR coefficients: must be of size SCIPgetNVars() |
| mirrhs | pointer to store the right hand side of the MIR row |
| varinds | array of variable indeces with a mircoef != 0 |
| nvarinds | number of variables indeces in varinds array |
| minact | pointer to store the minimal activity |
| varused | array to store whether a variable has a mircoef != 0 |
| success | pointer to store whether the returned coefficients are a valid MIR cut |
| islocal | pointer to store whether the returned constraint is only valid locally |
Definition at line 3007 of file cuts.c.
References cutsCleanupMIRRow(), cutsRoundMIRRow(), cutsTransformMIRRow(), FALSE, getMIRMinActivity(), MAXCMIRSCALE, NULL, SCIP_Prob::nvars, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMessage, SCIPsetAllocBufferArray, SCIPsetFreeBufferArray, SCIPsetIsEQ(), SCIPsetIsPositive(), SCIPsetSumFloor(), and TRUE.
Referenced by SCIPcutsApplyMIR().