cons_indicator.c File Reference

Detailed Description

constraint handler for indicator constraints

Author

Marc Pfetsch

An indicator constraint is given by a binary variable \(y\) and an inequality \(ax \leq b\). It states that if \(y = 1\) then \(ax \leq b\) holds.

This constraint is handled by adding a slack variable \(s:\; ax - s \leq b\) with \(s \geq 0\). The constraint is enforced by fixing \(s\) to 0 if \(y = 1\).

Note

The constraint only implements an implication not an equivalence, i.e., it does not ensure that \(y = 1\) if \(ax \leq b\) or equivalently if \(s = 0\) holds.

This constraint is equivalent to a linear constraint \(ax - s \leq b\) and an SOS1 constraint on \(y\) and \(s\) (at most one should be nonzero). In the indicator context we can, however, separate more inequalities.

The name indicator apparently comes from CPLEX.

Separation Methods

We now explain the handling of indicator constraints in more detail. The indicator constraint handler adds an inequality for each indicator constraint. We assume that this system (with added slack variables) is \( Ax - s \leq b \), where \( x \) are the original variables and \( s \) are the slack variables added by the indicator constraint. Variables \( y \) are the binary variables corresponding to the indicator constraints.

Note

In the implementation, we assume that bounds on the original variables \(x\) cannot be influenced by the indicator constraint. If it should be possible to relax these constraints as well, then these constraints have to be added as indicator constraints.

We separate inequalities by using the so-called alternative polyhedron.

Separation via the Alternative Polyhedron

We now describe the separation method of the first method in more detail.

Consider the LP-relaxation of the current subproblem:

\[ \begin{array}{ll} min & c^T x + d^T z\\ & A x - s \leq b, \\ & D x + C z \leq f, \\ & l \leq x \leq u, \\ & u \leq z \leq v, \\ & 0 \leq s. \end{array} \]

As above \(Ax - s \leq b\) contains all inequalities corresponding to indicator constraints, while the system \(Dx + Cy \leq f\) contains all other inequalities (which are ignored in the following). Similarly, variables \(z\) not appearing in indicator constraints are ignored. Bounds for the variables \(x_j\) can be given, in particular, variables can be fixed. Note that \(s \leq 0\) renders the system infeasible.

To generate cuts, we construct the so-called alternative polyhedron:

\[ \begin{array}{ll} P = \{ (w,r,t) : & A^T w - r + t = 0,\\ & b^T w - l^T r + u^T t = -1,\\ & w, r, t \geq 0 \}. \end{array} \]

Here, \(r\) and \(t\) correspond to the lower and upper bounds on \(x\), respectively.

It turns out that the vertices of \(P\) correspond to minimal infeasible subsystems of \(A x \leq b\), \(l \leq x \leq u\). If \(I\) is the index set of such a system, it follows that not all \(s_i\) for \(i \in I\) can be 0, i.e., \(y_i\) can be 1. In other words, the following cut is valid:

\[ \sum_{i \in I} y_i \leq |I| - 1. \]

Separation heuristic

We separate the above inequalities by a heuristic described in

Branch-And-Cut for the Maximum Feasible Subsystem Problem,
Marc Pfetsch, SIAM Journal on Optimization 19, No.1, 21-38 (2008)

The first step in the separation heuristic is to apply the transformation \(\bar{y} = 1 - y\), which transforms the above inequality into the constraint

\[ \sum_{i \in I} \bar{y}_i \geq 1, \]

that is, it is a set covering constraint on the negated variables.

The basic idea is to use the current solution to the LP relaxation and use it as the objective, when optimizing of the alternative polyhedron. Since any vertex corresponds to such an inequality, we can check whether it is violated. To enlarge the chance that we find a violated inequality, we perform a fixing procedure, in which the variable corresponding to an arbitrary element of the last IIS \(I\) is fixed to zero, i.e., cannot be used in the next IISs. This is repeated until the corresponding alternative polyhedron is infeasible, i.e., we have obtained an IIS-cover. For more details see the paper above.

Preprocessing

Since each indicator constraint adds a linear constraint to the formulation, preprocessing of the linear constraints change the above approach as follows.

The system as present in the formulation is the following (ignoring variables that are not contained in indicator constraints and the objective function):

\[ \begin{array}{ll} & A x - s \leq b, \\ & l \leq x \leq u, \\ & s \leq 0. \end{array} \]

Note again that the requirement \(s \leq 0\) leads to an infeasible system. Consider now the preprocessing of the linear constraint (aggregation, bound strengthening, etc.) and assume that this changes the above system to the following:

\[ \begin{array}{ll} & \tilde{A} x - \tilde{B} s \leq \tilde{b}, \\ & \tilde{l} \leq x \leq \tilde{u}, \\ & s \leq 0. \\ \end{array} \]

Note that we forbid multi-aggregation of the \(s\) variables in order to be able to change their bounds in propagation/branching. The corresponding alternative system is the following:

\[ \begin{array}{ll} & \tilde{A}^T w - r + t = 0,\\ & - \tilde{B}^T w + v = 0,\\ & b^T w - l^T r + u^T t = -1,\\ & w, v, r, t \geq 0 \end{array} \qquad \Leftrightarrow \qquad \begin{array}{ll} & \tilde{A}^T w - r + t = 0,\\ & \tilde{B}^T w \geq 0,\\ & b^T w - l^T r + u^T t = -1,\\ & w, r, t \geq 0, \end{array} \]

where the second form arises by substituting \(v \geq 0\). A closer look at this system reveals that it is not larger than the original one:

• (Multi-)Aggregation of variables \(x\) will remove these variables from the formulation, such that the corresponding column of \(\tilde{A}\) (row of \(\tilde{A}^T\)) will be zero.
• The rows of \(\tilde{B}^T\) are not unit vectors, i.e., do not correspond to redundant nonnegativity constraints, only if the corresponding slack variables appear in an aggregation.

Taken together, these two observations yield the conclusion that the new system is roughly as large as the original one.

Note

Because of possible (multi-)aggregation it might happen that the linear constraint corresponding to an indicator constraint becomes redundant and is deleted. From this we cannot conclude that the indicator constraint is redundant as well (i.e. always fulfilled), because the corresponding slack variable is still present and its setting to 0 might influence other (linear) constraints. Thus, we have to rely on the dual presolving of the linear constraints to detect this case: If the linear constraint is really redundant, i.e., is always fulfilled, it is deleted and the slack variable can be fixed to 0. In this case, the indicator constraint can be deleted as well.

Definition in file cons_indicator.c.

#include <assert.h>
#include <string.h>
#include "scip/cons_indicator.h"
#include "scip/cons_linear.h"
#include "scip/cons_logicor.h"
#include "scip/cons_varbound.h"
#include "scip/cons_quadratic.h"
#include "scip/heur_trysol.h"
#include "scip/heur_indicator.h"
#include "scip/pub_misc.h"

Go to the source code of this file.

Macros
#define	CONSHDLR_NAME   "indicator"
#define	CONSHDLR_DESC   "indicator constraint handler"
#define	CONSHDLR_SEPAPRIORITY   10
#define	CONSHDLR_ENFOPRIORITY   -100
#define	CONSHDLR_CHECKPRIORITY   -6000000
#define	CONSHDLR_SEPAFREQ   10
#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	EVENTHDLR_BOUND_NAME   "indicatorbound"
#define	EVENTHDLR_BOUND_DESC   "bound change event handler for indicator constraints"
#define	EVENTHDLR_RESTART_NAME   "indicatorrestart"
#define	EVENTHDLR_RESTART_DESC   "force restart if absolute gap is 1 or enough binary variables have been fixed"
#define	CONFLICTHDLR_NAME   "indicatorconflict"
#define	CONFLICTHDLR_DESC   "replace slack variables and generate logicor constraints"
#define	CONFLICTHDLR_PRIORITY   200000
#define	LINCONSUPGD_PRIORITY   +100000
#define	DEFAULT_BRANCHINDICATORS   FALSE
#define	DEFAULT_GENLOGICOR   FALSE
#define	DEFAULT_ADDCOUPLING   TRUE
#define	DEFAULT_MAXCOUPLINGVALUE   1e4
#define	DEFAULT_ADDCOUPLINGCONS   FALSE
#define	DEFAULT_SEPACOUPLINGCUTS   TRUE
#define	DEFAULT_SEPACOUPLINGLOCAL   FALSE
#define	DEFAULT_SEPACOUPLINGVALUE   1e4
#define	DEFAULT_SEPAALTERNATIVELP   FALSE
#define	DEFAULT_SEPAPERSPECTIVE   FALSE
#define	DEFAULT_SEPAPERSPLOCAL   TRUE
#define	DEFAULT_MAXSEPANONVIOLATED   3
#define	DEFAULT_TRYSOLFROMCOVER   FALSE
#define	DEFAULT_UPGRADELINEAR   FALSE
#define	DEFAULT_USEOTHERCONSS   FALSE
#define	DEFAULT_USEOBJECTIVECUT   FALSE
#define	DEFAULT_UPDATEBOUNDS   FALSE
#define	DEFAULT_MAXCONDITIONALTLP   0.0
#define	DEFAULT_MAXSEPACUTS   100
#define	DEFAULT_MAXSEPACUTSROOT   2000
#define	DEFAULT_REMOVEINDICATORS   FALSE
#define	DEFAULT_GENERATEBILINEAR   FALSE
#define	DEFAULT_SCALESLACKVAR   FALSE
#define	DEFAULT_NOLINCONSCONT   FALSE
#define	DEFAULT_TRYSOLUTIONS   TRUE
#define	DEFAULT_ENFORCECUTS   FALSE
#define	DEFAULT_DUALREDUCTIONS   TRUE
#define	DEFAULT_ADDOPPOSITE   FALSE
#define	DEFAULT_CONFLICTSUPGRADE   FALSE
#define	DEFAULT_FORCERESTART   FALSE
#define	DEFAULT_RESTARTFRAC   0.9
#define	OBJEPSILON   0.001
#define	SEPAALTTHRESHOLD   10
#define	MAXROUNDINGROUNDS   1
#define	SCIP_CALL_PARAM(x)

Functions
static	SCIP_DECL_EVENTEXEC (eventExecIndicatorBound)
static	SCIP_DECL_EVENTEXEC (eventExecIndicatorRestart)
static	SCIP_DECL_CONFLICTFREE (conflictFreeIndicator)
static	SCIP_DECL_CONFLICTEXEC (conflictExecIndicator)
static SCIP_RETCODE	checkTransferBoolParam (SCIP *scip, SCIP_PARAM *param, const char *name, SCIP_Bool newvalue, SCIP_Bool *value)
static	SCIP_DECL_PARAMCHGD (paramChangedIndicator)
static SCIP_Real	varGetObjDelta (SCIP_VAR *var)
static SCIP_RETCODE	consdataEnsureAddLinConsSize (SCIP *scip, SCIP_CONSHDLR *conshdlr, int num)
static SCIP_RETCODE	initAlternativeLP (SCIP *scip, SCIP_CONSHDLR *conshdlr)
static SCIP_RETCODE	checkLPBoundsClean (SCIP *scip, SCIP_LPI *lp, int nconss, SCIP_CONS **conss)
static SCIP_RETCODE	setAltLPObj (SCIP *scip, SCIP_LPI *lp, SCIP_SOL *sol, int nconss, SCIP_CONS **conss)
static SCIP_RETCODE	setAltLPObjZero (SCIP *scip, SCIP_LPI *lp, int nconss, SCIP_CONS **conss)
static SCIP_RETCODE	fixAltLPVariables (SCIP *scip, SCIP_LPI *lp, int nconss, SCIP_CONS **conss, SCIP_Bool *S)
static SCIP_RETCODE	fixAltLPVariable (SCIP_LPI *lp, int ind)
static SCIP_RETCODE	unfixAltLPVariable (SCIP_LPI *lp, int ind)
static SCIP_RETCODE	unfixAltLPVariables (SCIP *scip, SCIP_LPI *lp, int nconss, SCIP_CONS **conss, SCIP_Bool *S)
static SCIP_RETCODE	updateFirstRow (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata)
static SCIP_RETCODE	updateFirstRowGlobal (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata)
static SCIP_RETCODE	checkIISlocal (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_Real *vector, SCIP_Bool *isLocal)
static SCIP_RETCODE	scaleFirstRow (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata)
static SCIP_RETCODE	addAltLPColumn (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_VAR *slackvar, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real rhscoef, SCIP_Real objcoef, SCIP_Real sign, SCIP_Bool colfree, int *colindex)
static SCIP_RETCODE	addAltLPConstraint (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *lincons, SCIP_VAR *slackvar, SCIP_Real objcoef, int *colindex)
static SCIP_RETCODE	addAltLPRow (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_ROW *row, SCIP_Real objcoef, int *colindex)
static SCIP_RETCODE	addObjcut (SCIP *scip, SCIP_CONSHDLR *conshdlr)
static SCIP_RETCODE	deleteAltLPConstraint (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *cons)
static SCIP_RETCODE	updateObjUpperbound (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONSHDLRDATA *conshdlrdata)
static SCIP_RETCODE	checkAltLPInfeasible (SCIP *scip, SCIP_LPI *lp, SCIP_Real maxcondition, SCIP_Bool primal, SCIP_Bool *infeasible, SCIP_Bool *error)
static SCIP_RETCODE	extendToCover (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_LPI *lp, SCIP_SOL *sol, SCIP_Bool removable, SCIP_Bool genlogicor, int nconss, SCIP_CONS **conss, SCIP_Bool *S, int *size, SCIP_Real *value, SCIP_Bool *error, SCIP_Bool *cutoff, int *nGen)
static SCIP_RETCODE	consdataCreate (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONSHDLRDATA *conshdlrdata, const char *consname, SCIP_CONSDATA **consdata, SCIP_EVENTHDLR *eventhdlrbound, SCIP_EVENTHDLR *eventhdlrrestart, SCIP_VAR *binvar, SCIP_VAR *slackvar, SCIP_CONS *lincons, SCIP_Bool linconsactive)
static SCIP_RETCODE	createVarUbs (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_CONS **conss, int nconss, int *ngen)
static SCIP_RETCODE	presolRoundIndicator (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_CONS *cons, SCIP_CONSDATA *consdata, SCIP_Bool dualreductions, SCIP_Bool *cutoff, SCIP_Bool *success, int *ndelconss, int *nfixedvars)
static SCIP_RETCODE	propIndicator (SCIP *scip, SCIP_CONS *cons, SCIP_CONSDATA *consdata, SCIP_Bool dualreductions, SCIP_Bool addopposite, SCIP_Bool *cutoff, int *nGen)
static SCIP_RETCODE	enforceCuts (SCIP *scip, SCIP_CONSHDLR *conshdlr, int nconss, SCIP_CONS **conss, SCIP_SOL *sol, SCIP_Bool genlogicor, SCIP_Bool *cutoff, int *nGen)
static SCIP_RETCODE	enforceIndicators (SCIP *scip, SCIP_CONSHDLR *conshdlr, int nconss, SCIP_CONS **conss, SCIP_SOL *sol, SCIP_Bool genlogicor, SCIP_RESULT *result)
static SCIP_RETCODE	separateIISRounding (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_SOL *sol, int nconss, SCIP_CONS **conss, int maxsepacuts, SCIP_Bool *cutoff, int *nGen)
static SCIP_RETCODE	separatePerspective (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_SOL *sol, int nconss, SCIP_CONS **conss, int maxsepacuts, int *nGen)
static SCIP_RETCODE	separateIndicators (SCIP *scip, SCIP_CONSHDLR *conshdlr, int nconss, int nusefulconss, SCIP_CONS **conss, SCIP_SOL *sol, SCIP_RESULT *result)
static void	initConshdlrData (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata)
static	SCIP_DECL_LINCONSUPGD (linconsUpgdIndicator)
static	SCIP_DECL_CONSHDLRCOPY (conshdlrCopyIndicator)
static	SCIP_DECL_CONSINIT (consInitIndicator)
static	SCIP_DECL_CONSEXIT (consExitIndicator)
static	SCIP_DECL_CONSFREE (consFreeIndicator)
static	SCIP_DECL_CONSINITSOL (consInitsolIndicator)
static	SCIP_DECL_CONSEXITSOL (consExitsolIndicator)
static	SCIP_DECL_CONSDELETE (consDeleteIndicator)
static	SCIP_DECL_CONSTRANS (consTransIndicator)
static	SCIP_DECL_CONSINITPRE (consInitpreIndicator)
static	SCIP_DECL_CONSPRESOL (consPresolIndicator)
static	SCIP_DECL_CONSINITLP (consInitlpIndicator)
static	SCIP_DECL_CONSSEPALP (consSepalpIndicator)
static	SCIP_DECL_CONSSEPASOL (consSepasolIndicator)
static	SCIP_DECL_CONSENFOLP (consEnfolpIndicator)
static	SCIP_DECL_CONSENFORELAX (consEnforelaxIndicator)
static	SCIP_DECL_CONSENFOPS (consEnfopsIndicator)
static	SCIP_DECL_CONSCHECK (consCheckIndicator)
static	SCIP_DECL_CONSPROP (consPropIndicator)
static	SCIP_DECL_CONSRESPROP (consRespropIndicator)
static	SCIP_DECL_CONSLOCK (consLockIndicator)
static	SCIP_DECL_CONSPRINT (consPrintIndicator)
static	SCIP_DECL_CONSCOPY (consCopyIndicator)
static	SCIP_DECL_CONSPARSE (consParseIndicator)
static	SCIP_DECL_CONSENABLE (consEnableIndicator)
static	SCIP_DECL_CONSDISABLE (consDisableIndicator)
static	SCIP_DECL_CONSGETVARS (consGetVarsIndicator)
static	SCIP_DECL_CONSGETNVARS (consGetNVarsIndicator)
static	SCIP_DECL_CONSGETDIVEBDCHGS (consGetDiveBdChgsIndicator)
SCIP_RETCODE	SCIPincludeConshdlrIndicator (SCIP *scip)
SCIP_RETCODE	SCIPcreateConsIndicator (SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_RETCODE	SCIPcreateConsBasicIndicator (SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real rhs)
SCIP_RETCODE	SCIPcreateConsIndicatorLinCons (SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, SCIP_CONS *lincons, SCIP_VAR *slackvar, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
SCIP_RETCODE	SCIPcreateConsBasicIndicatorLinCons (SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_VAR *binvar, SCIP_CONS *lincons, SCIP_VAR *slackvar)
SCIP_RETCODE	SCIPaddVarIndicator (SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
SCIP_CONS *	SCIPgetLinearConsIndicator (SCIP_CONS *cons)
SCIP_RETCODE	SCIPsetLinearConsIndicator (SCIP *scip, SCIP_CONS *cons, SCIP_CONS *lincons)
SCIP_VAR *	SCIPgetBinaryVarIndicator (SCIP_CONS *cons)
SCIP_RETCODE	SCIPsetBinaryVarIndicator (SCIP *scip, SCIP_CONS *cons, SCIP_VAR *binvar)
SCIP_VAR *	SCIPgetSlackVarIndicator (SCIP_CONS *cons)
SCIP_RETCODE	SCIPsetSlackVarUb (SCIP *scip, SCIP_CONS *cons, SCIP_Real ub)
SCIP_Bool	SCIPisViolatedIndicator (SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
SCIP_RETCODE	SCIPmakeIndicatorFeasible (SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Bool *changed)
SCIP_RETCODE	SCIPmakeIndicatorsFeasible (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_SOL *sol, SCIP_Bool *changed)
SCIP_RETCODE	SCIPaddLinearConsIndicator (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *lincons)
SCIP_RETCODE	SCIPaddRowIndicator (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_ROW *row)

Macro Definition Documentation

CONSHDLR_NAME

#define CONSHDLR_NAME   "indicator"

Definition at line 208 of file cons_indicator.c.

Referenced by addAltLPConstraint(), addAltLPRow(), addObjcut(), consdataEnsureAddLinConsSize(), deleteAltLPConstraint(), initAlternativeLP(), SCIP_DECL_CONFLICTEXEC(), SCIP_DECL_CONSCHECK(), SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSDELETE(), SCIP_DECL_CONSDISABLE(), SCIP_DECL_CONSENABLE(), SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSENFOPS(), SCIP_DECL_CONSENFORELAX(), SCIP_DECL_CONSEXIT(), SCIP_DECL_CONSEXITSOL(), SCIP_DECL_CONSFREE(), SCIP_DECL_CONSGETDIVEBDCHGS(), SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_CONSINIT(), SCIP_DECL_CONSINITLP(), SCIP_DECL_CONSINITPRE(), SCIP_DECL_CONSINITSOL(), SCIP_DECL_CONSLOCK(), SCIP_DECL_CONSPRESOL(), SCIP_DECL_CONSPRINT(), SCIP_DECL_CONSPROP(), SCIP_DECL_CONSRESPROP(), SCIP_DECL_CONSSEPALP(), SCIP_DECL_CONSSEPASOL(), SCIP_DECL_CONSTRANS(), SCIPaddLinearConsIndicator(), SCIPaddRowIndicator(), SCIPaddVarIndicator(), SCIPcreateConsIndicator(), SCIPcreateConsIndicatorLinCons(), SCIPgetBinaryVarIndicator(), SCIPgetLinearConsIndicator(), SCIPgetSlackVarIndicator(), SCIPincludeConshdlrIndicator(), SCIPmakeIndicatorFeasible(), SCIPmakeIndicatorsFeasible(), SCIPsetBinaryVarIndicator(), SCIPsetLinearConsIndicator(), and SCIPsetSlackVarUb().

CONSHDLR_DESC

#define CONSHDLR_DESC   "indicator constraint handler"

Definition at line 209 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_SEPAPRIORITY

#define CONSHDLR_SEPAPRIORITY   10

priority of the constraint handler for separation

Definition at line 210 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_ENFOPRIORITY

#define CONSHDLR_ENFOPRIORITY   -100

priority of the constraint handler for constraint enforcing

Definition at line 211 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_CHECKPRIORITY

#define CONSHDLR_CHECKPRIORITY   -6000000

priority of the constraint handler for checking feasibility

Definition at line 212 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_SEPAFREQ

#define CONSHDLR_SEPAFREQ   10

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

Definition at line 213 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_PROPFREQ

#define CONSHDLR_PROPFREQ   1

frequency for propagating domains; zero means only preprocessing propagation

Definition at line 214 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_EAGERFREQ

#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 215 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_MAXPREROUNDS

#define CONSHDLR_MAXPREROUNDS   -1

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

Definition at line 218 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_DELAYSEPA

#define CONSHDLR_DELAYSEPA   FALSE

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

Definition at line 219 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_DELAYPROP

#define CONSHDLR_DELAYPROP   FALSE

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

Definition at line 220 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_NEEDSCONS

#define CONSHDLR_NEEDSCONS   TRUE

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

Definition at line 221 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_PRESOLTIMING

#define CONSHDLR_PRESOLTIMING   SCIP_PRESOLTIMING_FAST

Definition at line 223 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONSHDLR_PROP_TIMING

#define CONSHDLR_PROP_TIMING   SCIP_PROPTIMING_BEFORELP

Definition at line 224 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

EVENTHDLR_BOUND_NAME

#define EVENTHDLR_BOUND_NAME   "indicatorbound"

Definition at line 228 of file cons_indicator.c.

Referenced by SCIP_DECL_EVENTEXEC(), and SCIPincludeConshdlrIndicator().

EVENTHDLR_BOUND_DESC

#define EVENTHDLR_BOUND_DESC   "bound change event handler for indicator constraints"

Definition at line 229 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

EVENTHDLR_RESTART_NAME

#define EVENTHDLR_RESTART_NAME   "indicatorrestart"

Definition at line 231 of file cons_indicator.c.

Referenced by SCIP_DECL_EVENTEXEC(), and SCIPincludeConshdlrIndicator().

EVENTHDLR_RESTART_DESC

#define EVENTHDLR_RESTART_DESC   "force restart if absolute gap is 1 or enough binary variables have been fixed"

Definition at line 232 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONFLICTHDLR_NAME

#define CONFLICTHDLR_NAME   "indicatorconflict"

Definition at line 236 of file cons_indicator.c.

Referenced by SCIP_DECL_CONFLICTEXEC(), SCIP_DECL_CONFLICTFREE(), and SCIPincludeConshdlrIndicator().

CONFLICTHDLR_DESC

#define CONFLICTHDLR_DESC   "replace slack variables and generate logicor constraints"

Definition at line 237 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

CONFLICTHDLR_PRIORITY

#define CONFLICTHDLR_PRIORITY   200000

Definition at line 238 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

LINCONSUPGD_PRIORITY

#define LINCONSUPGD_PRIORITY   +100000

priority of the constraint handler for upgrading of linear constraints

Definition at line 241 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_BRANCHINDICATORS

#define DEFAULT_BRANCHINDICATORS   FALSE

Branch on indicator constraints in enforcing?

Definition at line 244 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_GENLOGICOR

#define DEFAULT_GENLOGICOR   FALSE

Generate logicor constraints instead of cuts?

Definition at line 245 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_ADDCOUPLING

#define DEFAULT_ADDCOUPLING   TRUE

Add coupling constraints or rows if big-M is small enough?

Definition at line 246 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_MAXCOUPLINGVALUE

#define DEFAULT_MAXCOUPLINGVALUE   1e4

maximum coefficient for binary variable in coupling constraint

Definition at line 247 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_ADDCOUPLINGCONS

#define DEFAULT_ADDCOUPLINGCONS   FALSE

Add initial variable upper bound constraints, if 'addcoupling' is true?

Definition at line 248 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SEPACOUPLINGCUTS

#define DEFAULT_SEPACOUPLINGCUTS   TRUE

Should the coupling inequalities be separated dynamically?

Definition at line 249 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SEPACOUPLINGLOCAL

#define DEFAULT_SEPACOUPLINGLOCAL   FALSE

Allow to use local bounds in order to separate coupling inequalities?

Definition at line 250 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SEPACOUPLINGVALUE

#define DEFAULT_SEPACOUPLINGVALUE   1e4

maximum coefficient for binary variable in separated coupling constraint

Definition at line 251 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SEPAALTERNATIVELP

#define DEFAULT_SEPAALTERNATIVELP   FALSE

Separate using the alternative LP?

Definition at line 252 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SEPAPERSPECTIVE

#define DEFAULT_SEPAPERSPECTIVE   FALSE

Separate cuts based on perspective formulation?

Definition at line 253 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SEPAPERSPLOCAL

#define DEFAULT_SEPAPERSPLOCAL   TRUE

Allow to use local bounds in order to separate perspectice cuts?

Definition at line 254 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_MAXSEPANONVIOLATED

#define DEFAULT_MAXSEPANONVIOLATED   3

maximal number of separated non violated IISs, before separation is stopped

Definition at line 255 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_TRYSOLFROMCOVER

#define DEFAULT_TRYSOLFROMCOVER   FALSE

Try to construct a feasible solution from a cover?

Definition at line 256 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_UPGRADELINEAR

#define DEFAULT_UPGRADELINEAR   FALSE

Try to upgrade linear constraints to indicator constraints?

Definition at line 257 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_USEOTHERCONSS

#define DEFAULT_USEOTHERCONSS   FALSE

Collect other constraints to alternative LP?

Definition at line 258 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_USEOBJECTIVECUT

#define DEFAULT_USEOBJECTIVECUT   FALSE

Use objective cut with current best solution to alternative LP?

Definition at line 259 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_UPDATEBOUNDS

#define DEFAULT_UPDATEBOUNDS   FALSE

Update bounds of original variables for separation?

Definition at line 260 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_MAXCONDITIONALTLP

#define DEFAULT_MAXCONDITIONALTLP   0.0

max. estimated condition of the solution basis matrix of the alt. LP to be trustworthy (0.0 to disable check)

Definition at line 261 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_MAXSEPACUTS

#define DEFAULT_MAXSEPACUTS   100

maximal number of cuts separated per separation round

Definition at line 262 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_MAXSEPACUTSROOT

#define DEFAULT_MAXSEPACUTSROOT   2000

maximal number of cuts separated per separation round in the root node

Definition at line 263 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_REMOVEINDICATORS

#define DEFAULT_REMOVEINDICATORS   FALSE

Remove indicator constraint if corresponding variable bound constraint has been added?

Definition at line 264 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_GENERATEBILINEAR

#define DEFAULT_GENERATEBILINEAR   FALSE

Do not generate indicator constraint, but a bilinear constraint instead?

Definition at line 265 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_SCALESLACKVAR

#define DEFAULT_SCALESLACKVAR   FALSE

Scale slack variable coefficient at construction time?

Definition at line 266 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_NOLINCONSCONT

#define DEFAULT_NOLINCONSCONT   FALSE

Decompose problem (do not generate linear constraint if all variables are continuous)?

Definition at line 267 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_TRYSOLUTIONS

#define DEFAULT_TRYSOLUTIONS   TRUE

Try to make solutions feasible by setting indicator variables?

Definition at line 268 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_ENFORCECUTS

#define DEFAULT_ENFORCECUTS   FALSE

In enforcing try to generate cuts (only if sepaalternativelp is true)?

Definition at line 269 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_DUALREDUCTIONS

#define DEFAULT_DUALREDUCTIONS   TRUE

Should dual reduction steps be performed?

Definition at line 270 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_ADDOPPOSITE

#define DEFAULT_ADDOPPOSITE   FALSE

Add opposite inequality in nodes in which the binary variable has been fixed to 0?

Definition at line 271 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_CONFLICTSUPGRADE

#define DEFAULT_CONFLICTSUPGRADE   FALSE

Try to upgrade bounddisjunction conflicts by replacing slack variables?

Definition at line 272 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_FORCERESTART

#define DEFAULT_FORCERESTART   FALSE

Force restart if absolute gap is 1 or enough binary variables have been fixed?

Definition at line 273 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

DEFAULT_RESTARTFRAC

#define DEFAULT_RESTARTFRAC   0.9

fraction of binary variables that need to be fixed before restart occurs (in forcerestart)

Definition at line 274 of file cons_indicator.c.

Referenced by SCIPincludeConshdlrIndicator().

OBJEPSILON

#define OBJEPSILON   0.001

value to add to objective in alt. LP if the binary variable is 1 to get small IISs

Definition at line 278 of file cons_indicator.c.

Referenced by setAltLPObj(), and setAltLPObjZero().

SEPAALTTHRESHOLD

#define SEPAALTTHRESHOLD   10

only separate IIS cuts if the number of separated coupling cuts is less than this value

Definition at line 279 of file cons_indicator.c.

Referenced by separateIndicators().

MAXROUNDINGROUNDS

#define MAXROUNDINGROUNDS   1

maximal number of rounds that produced cuts in separation

Definition at line 280 of file cons_indicator.c.

Referenced by initConshdlrData().

SCIP_CALL_PARAM

#define SCIP_CALL_PARAM

(

x

)

Value:

/*lint -e527 */ do                                                   \
{                                                                                               \
   SCIP_RETCODE _restat_;                                                                       \
   if ( (_restat_ = (x)) != SCIP_OKAY && (_restat_ != SCIP_PARAMETERUNKNOWN) )                  \
   {                                                                                            \
      SCIPerrorMessage("[%s:%d] Error <%d> in function call\n", __FILE__, __LINE__, _restat_);  \
      SCIPABORT();                                                                              \
      return _restat_;                                                                          \
   }                                                                                            \
}                                                                                               \
while ( FALSE )

Definition at line 382 of file cons_indicator.c.

Referenced by checkAltLPInfeasible(), extendToCover(), initAlternativeLP(), and SCIP_DECL_CONSCHECK().

Function Documentation

SCIP_DECL_EVENTEXEC() [1/2]

static SCIP_DECL_EVENTEXEC ( eventExecIndicatorBound  )

static

exec the event handler for getting variable bound changes

We update the number of variables fixed to be nonzero.

Definition at line 402 of file cons_indicator.c.

References EVENTHDLR_BOUND_NAME, SCIP_EVENTTYPE_LBRELAXED, SCIP_EVENTTYPE_LBTIGHTENED, SCIP_EVENTTYPE_UBRELAXED, SCIP_EVENTTYPE_UBTIGHTENED, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPdebugMsg, SCIPerrorMessage, SCIPeventGetNewbound(), SCIPeventGetOldbound(), SCIPeventGetType(), SCIPeventGetVar(), SCIPeventhdlrGetName(), SCIPisFeasNegative(), SCIPisFeasPositive(), and SCIPvarGetName().

SCIP_DECL_EVENTEXEC() [2/2]

static SCIP_DECL_EVENTEXEC ( eventExecIndicatorRestart  )

static

exec the event handler for forcing a restart

There are two cases in which we perform a (user) restart:

• If we have a max FS instance, i.e., the objective is 1 for indicator variables and 0 otherwise, we can force a restart if the gap is 1. In this case, the remaining work consists of proving infeasibility of the non-fixed indicators.
• If a large fraction of the binary indicator variables have been globally fixed, it makes sense to force a restart.

Definition at line 486 of file cons_indicator.c.

References EVENTHDLR_RESTART_NAME, REALABS, SCIP_CALL, SCIP_DECL_CONFLICTFREE(), SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_EVENTTYPE_GLBCHANGED, SCIP_EVENTTYPE_GUBCHANGED, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIP_STAGE_SOLVING, SCIP_VARTYPE_BINARY, SCIP_VERBLEVEL_NORMAL, SCIPABORT, SCIPdebugMsg, SCIPdropEvent(), SCIPerrorMessage, SCIPeventGetNewbound(), SCIPeventGetOldbound(), SCIPeventGetType(), SCIPeventGetVar(), SCIPeventhdlrGetName(), SCIPfindBranchrule(), SCIPgetDualbound(), SCIPgetPrimalbound(), SCIPgetStage(), SCIPisEQ(), SCIPisGE(), SCIPisIntegral(), SCIPisParamFixed(), SCIPisZero(), SCIPrestartSolve(), SCIPsetIntParam(), SCIPvarGetName(), SCIPvarGetType(), SCIPverbMessage(), and TRUE.

SCIP_DECL_CONFLICTFREE()

static SCIP_DECL_CONFLICTFREE ( conflictFreeIndicator  )

static

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

Definition at line 592 of file cons_indicator.c.

References CONFLICTHDLR_NAME, SCIP_DECL_CONFLICTEXEC(), SCIP_OKAY, SCIPconflicthdlrGetData(), SCIPconflicthdlrGetName(), and SCIPfreeBlockMemory.

Referenced by SCIP_DECL_EVENTEXEC().

SCIP_DECL_CONFLICTEXEC()

static SCIP_DECL_CONFLICTEXEC ( conflictExecIndicator  )

static

conflict processing method of conflict handler (called when conflict was found)

In this conflict handler we try to replace slack variables by binary indicator variables and generate a logicor constraint if possible.

Definition at line 615 of file cons_indicator.c.

References checkTransferBoolParam(), CONFLICTHDLR_NAME, CONSHDLR_NAME, FALSE, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddConflict(), SCIPallocBufferArray, SCIPbdchginfoGetBoundtype(), SCIPbdchginfoGetNewbound(), SCIPbdchginfoGetVar(), SCIPboundtypeOpposite(), SCIPconflicthdlrGetData(), SCIPconflicthdlrGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetName(), SCIPconshdlrGetNConss(), SCIPcreateConsLogicor(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetBinaryVarIndicator(), SCIPgetNConflictConssApplied(), SCIPgetNegatedVar(), SCIPgetNRuns(), SCIPgetSlackVarIndicator(), SCIPinfoMessage(), SCIPisFeasZero(), SCIPprintCons(), SCIPsnprintf(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarIsBinary(), and TRUE.

Referenced by SCIP_DECL_CONFLICTFREE().

checkTransferBoolParam()

static SCIP_RETCODE checkTransferBoolParam ( SCIP *  scip, SCIP_PARAM *  param, const char *  name, SCIP_Bool  newvalue, SCIP_Bool *  value  )

static

check whether we transfer a changed parameter to the given value

See also

paramChangedIndicator()

Parameters

scip	SCIP data structure
param	parameter
name	parameter name to check
newvalue	new value
value	old and possibly changed value of parameter

Definition at line 785 of file cons_indicator.c.

References SCIP_CALL, SCIP_DECL_PARAMCHGD(), SCIP_OKAY, SCIP_PARAMTYPE_BOOL, SCIP_STAGE_PROBLEM, SCIPchgBoolParam(), SCIPgetStage(), SCIPparamGetName(), SCIPparamGetType(), and SCIPwarningMessage().

Referenced by SCIP_DECL_CONFLICTEXEC(), and SCIP_DECL_PARAMCHGD().

SCIP_DECL_PARAMCHGD()

static SCIP_DECL_PARAMCHGD ( paramChangedIndicator  )

static

called after a parameter has been changed

Definition at line 832 of file cons_indicator.c.

References checkTransferBoolParam(), SCIP_CALL, SCIP_ERROR, SCIP_MAXSTRLEN, SCIP_OBJSEN_MINIMIZE, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_AGGREGATED, SCIP_VARSTATUS_MULTAGGR, SCIPABORT, SCIPallocBufferArray, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetConss(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconshdlrGetNConss(), SCIPconsIsActive(), SCIPconsIsEnabled(), SCIPconsIsLocal(), SCIPdebugMsg, SCIPerrorMessage, SCIPfindConshdlr(), SCIPfreeBufferArray, SCIPgetConss(), SCIPgetLhsLinear(), SCIPgetMessagehdlr(), SCIPgetNConss(), SCIPgetNVars(), SCIPgetNVarsLinear(), SCIPgetProbvarSum(), SCIPgetRhsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImage(), SCIPhashmapInsert(), SCIPinfinity(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisZero(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiCreate(), SCIPlpiFree(), SCIPlpiInfinity(), SCIPlpiIsPrimalInfeasible(), SCIPlpiSolvePrimal(), SCIPlpiWriteLP(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarGetUbLocal(), sign(), and varGetObjDelta().

Referenced by checkTransferBoolParam().

varGetObjDelta()

static SCIP_Real varGetObjDelta ( SCIP_VAR *  var )

static

return objective contribution of variable

Special treatment of negated variables: return negative of objective of original variable. SCIPvarGetObj() would return 0 in these cases.

Parameters

var

variable

Definition at line 1247 of file cons_indicator.c.

References consdataEnsureAddLinConsSize(), SCIP_VARSTATUS_AGGREGATED, SCIPvarGetAggrScalar(), SCIPvarGetAggrVar(), SCIPvarGetNegatedVar(), SCIPvarGetObj(), SCIPvarGetStatus(), SCIPvarIsBinary(), and SCIPvarIsNegated().

Referenced by enforceCuts(), extendToCover(), presolRoundIndicator(), propIndicator(), SCIP_DECL_CONSINITSOL(), SCIP_DECL_PARAMCHGD(), SCIPmakeIndicatorFeasible(), and separateIISRounding().

consdataEnsureAddLinConsSize()

static SCIP_RETCODE consdataEnsureAddLinConsSize ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, int  num  )

static

ensures that the addlincons array can store at least num entries

Parameters

scip	SCIP data structure
conshdlr	constraint handler
num	minimum number of entries to store

Definition at line 1268 of file cons_indicator.c.

References CONSHDLR_NAME, initAlternativeLP(), SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPreallocBlockMemoryArray.

Referenced by SCIPaddLinearConsIndicator(), and varGetObjDelta().

initAlternativeLP()

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

static

initialize alternative LP

The alternative system is organized as follows:

• The first row corresponds to the right hand side of the original system.
• The next nconss constraints correspond to the slack variables.
• The rows after that correspond to the original variables.

Parameters

scip	SCIP pointer
conshdlr	constraint handler

Definition at line 1308 of file cons_indicator.c.

References checkLPBoundsClean(), CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_CALL_PARAM, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_SCALING, SCIP_OBJSEN_MINIMIZE, SCIP_OKAY, SCIP_Real, SCIPblkmem(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMsg, SCIPgetMessagehdlr(), SCIPgetNVars(), SCIPhashmapCreate(), SCIPlpiAddRows(), SCIPlpiCreate(), SCIPlpiSetIntpar(), and TRUE.

Referenced by addAltLPColumn(), and consdataEnsureAddLinConsSize().

checkLPBoundsClean()

static SCIP_RETCODE checkLPBoundsClean ( SCIP *  scip, SCIP_LPI *  lp, int  nconss, SCIP_CONS **  conss  )

static

check whether the bounds in given (alternative) LP are set correctly (for debugging)

Parameters

scip	SCIP pointer
lp	LP for which bounds should be checked
nconss	number of constraints
conss	constraints

Definition at line 1358 of file cons_indicator.c.

References FALSE, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPisFeasZero(), SCIPlpiGetBounds(), SCIPlpiGetNCols(), SCIPlpiIsInfinity(), setAltLPObj(), and TRUE.

Referenced by enforceCuts(), initAlternativeLP(), SCIP_DECL_CONSCHECK(), and separateIISRounding().

setAltLPObj()

static SCIP_RETCODE setAltLPObj ( SCIP *  scip, SCIP_LPI *  lp, SCIP_SOL *  sol, int  nconss, SCIP_CONS **  conss  )

static

set the alternative system objective function

We assume that the objective function coefficients of the variables other than the binary indicators are always 0 and hence do not have to be changed.

We already use the tranformation \(y' = 1 - y\).

Parameters

scip	SCIP pointer
lp	alternative LP
sol	solution to be dealt with
nconss	number of constraints
conss	indicator constraints

Definition at line 1436 of file cons_indicator.c.

References OBJEPSILON, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisFeasEQ(), SCIPlpiChgObj(), and setAltLPObjZero().

Referenced by checkLPBoundsClean(), and separateIISRounding().

setAltLPObjZero()

static SCIP_RETCODE setAltLPObjZero ( SCIP *  scip, SCIP_LPI *  lp, int  nconss, SCIP_CONS **  conss  )

static

set the alternative system objective function to some small value

Parameters

scip	SCIP pointer
lp	alternative LP
nconss	number of constraints
conss	indicator constraints

Definition at line 1489 of file cons_indicator.c.

References fixAltLPVariables(), OBJEPSILON, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, and SCIPlpiChgObj().

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), and setAltLPObj().

fixAltLPVariables()

static SCIP_RETCODE fixAltLPVariables ( SCIP *  scip, SCIP_LPI *  lp, int  nconss, SCIP_CONS **  conss, SCIP_Bool *  S  )

static

fix variable given by S to 0

Parameters

scip	SCIP pointer
lp	alternative LP
nconss	number of constraints
conss	indicator constraints
S	bitset of variables

Definition at line 1537 of file cons_indicator.c.

References fixAltLPVariable(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, and SCIPlpiChgBounds().

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), separateIISRounding(), and setAltLPObjZero().

fixAltLPVariable()

static SCIP_RETCODE fixAltLPVariable ( SCIP_LPI *  lp, int  ind  )

static

fix variable ind to 0

Parameters

lp	alternative LP
ind	variable that should be fixed to 0

Definition at line 1596 of file cons_indicator.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPlpiChgBounds(), and unfixAltLPVariable().

Referenced by deleteAltLPConstraint(), extendToCover(), fixAltLPVariables(), and SCIP_DECL_CONSDISABLE().

unfixAltLPVariable()

static SCIP_RETCODE unfixAltLPVariable ( SCIP_LPI *  lp, int  ind  )

static

unfix variable ind to 0

Parameters

lp	alternative LP
ind	variable that should be fixed to 0

Definition at line 1613 of file cons_indicator.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPlpiChgBounds(), SCIPlpiInfinity(), and unfixAltLPVariables().

Referenced by fixAltLPVariable(), and SCIP_DECL_CONSENABLE().

unfixAltLPVariables()

static SCIP_RETCODE unfixAltLPVariables ( SCIP *  scip, SCIP_LPI *  lp, int  nconss, SCIP_CONS **  conss, SCIP_Bool *  S  )

static

unfix variable given by S to 0

Parameters

scip	SCIP pointer
lp	alternative LP
nconss	number of constraints
conss	indicator constraints
S	bitset of variables

Definition at line 1629 of file cons_indicator.c.

References SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPlpiChgBounds(), SCIPlpiInfinity(), and updateFirstRow().

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), separateIISRounding(), and unfixAltLPVariable().

updateFirstRow()

static SCIP_RETCODE updateFirstRow ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata  )

static

update bounds in first row to the current ones

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler

Definition at line 1688 of file cons_indicator.c.

References FALSE, SCIP_CALL, SCIP_OKAY, SCIPdebugMsg, SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPisEQ(), SCIPlpiChgCoef(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and updateFirstRowGlobal().

Referenced by separateIISRounding(), and unfixAltLPVariables().

updateFirstRowGlobal()

static SCIP_RETCODE updateFirstRowGlobal ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata  )

static

update bounds in first row to the global bounds

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler

Definition at line 1752 of file cons_indicator.c.

References checkIISlocal(), SCIP_CALL, SCIP_OKAY, SCIPdebugMsg, SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPlpiChgCoef(), SCIPvarGetLbGlobal(), and SCIPvarGetUbGlobal().

Referenced by enforceCuts(), SCIP_DECL_CONSCHECK(), and updateFirstRow().

checkIISlocal()

static SCIP_RETCODE checkIISlocal ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata, SCIP_Real *  vector, SCIP_Bool *  isLocal  )

static

check whether IIS defined by vector corresponds to a local cut

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler
vector	solution to alternative LP defining IIS
isLocal	whether the IIS uses local bounds different from the global ones

Definition at line 1813 of file cons_indicator.c.

References FALSE, scaleFirstRow(), SCIP_CALL, SCIP_OKAY, SCIPgetNVars(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPisEQ(), SCIPisFeasZero(), SCIPlpiGetNCols(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by extendToCover(), and updateFirstRowGlobal().

scaleFirstRow()

static SCIP_RETCODE scaleFirstRow ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata  )

static

compute scaling for first row

If the coefficients in the first row are large, a right hand side of -1 might not be adequate. Here, we replace the right hand side by the sum of the coefficients divided by the number of nonzeros.

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler

Definition at line 1902 of file cons_indicator.c.

References addAltLPColumn(), REALABS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPlpiChgSides(), SCIPlpiGetNCols(), SCIPlpiGetRows(), and TRUE.

Referenced by checkIISlocal(), enforceCuts(), SCIP_DECL_CONSCHECK(), and separateIISRounding().

addAltLPColumn()

static SCIP_RETCODE addAltLPColumn ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_CONSHDLRDATA *  conshdlrdata, SCIP_VAR *  slackvar, int  nvars, SCIP_VAR **  vars, SCIP_Real *  vals, SCIP_Real  rhscoef, SCIP_Real  objcoef, SCIP_Real  sign, SCIP_Bool  colfree, int *  colindex  )

static

add column to alternative LP

See the description at the top of the file for more information.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
conshdlrdata	data of constraint handler
slackvar	slack variable or NULL
nvars	number of variables in column
vars	variables for column
vals	values for column
rhscoef	coefficient for first row
objcoef	objective in alternative LP
sign	sign (+1,-1) for column
colfree	whether column should be free, e.g., for equations
colindex	index of new column (return value)

Definition at line 1956 of file cons_indicator.c.

References addAltLPConstraint(), FALSE, initAlternativeLP(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPfreeBufferArray, SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPhashmapInsert(), SCIPhashmapSetImage(), SCIPisEQ(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisZero(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiGetNCols(), SCIPlpiGetNRows(), SCIPlpiInfinity(), SCIPlpiWriteLP(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), sign(), and TRUE.

Referenced by addAltLPConstraint(), addAltLPRow(), addObjcut(), and scaleFirstRow().

addAltLPConstraint()

static SCIP_RETCODE addAltLPConstraint ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_CONS *  lincons, SCIP_VAR *  slackvar, SCIP_Real  objcoef, int *  colindex  )

static

add column corresponding to constraint to alternative LP

See the description at the top of the file for more information.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
lincons	linear constraint
slackvar	slack variable or NULL
objcoef	objective coefficient
colindex	index of new column

Definition at line 2227 of file cons_indicator.c.

References addAltLPColumn(), addAltLPRow(), CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_AGGREGATED, SCIP_VARSTATUS_MULTAGGR, SCIPallocBufferArray, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsActive(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetLhsLinear(), SCIPgetNVarsLinear(), SCIPgetProbvarSum(), SCIPgetRhsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPinfinity(), SCIPisEQ(), SCIPisInfinity(), SCIPisZero(), SCIPvarGetStatus(), and TRUE.

Referenced by addAltLPColumn(), consdataCreate(), and SCIP_DECL_CONSINITSOL().

addAltLPRow()

static SCIP_RETCODE addAltLPRow ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_ROW *  row, SCIP_Real  objcoef, int *  colindex  )

static

add column corresponding to row to alternative LP

See the description at the top of the file for more information.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
row	row to add
objcoef	objective coefficient
colindex	index of new column

Definition at line 2328 of file cons_indicator.c.

References addAltLPColumn(), addObjcut(), CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPcolGetVar(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPfreeBufferArray, SCIPisEQ(), SCIPisInfinity(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIProwIsLocal(), and TRUE.

Referenced by addAltLPConstraint(), and SCIPaddRowIndicator().

addObjcut()

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

static

try to add objective cut as column to alternative LP

Parameters

scip	SCIP pointer
conshdlr	constraint handler

Definition at line 2401 of file cons_indicator.c.

References addAltLPColumn(), CONSHDLR_NAME, deleteAltLPConstraint(), FALSE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetVarsData(), SCIPisInfinity(), SCIPisZero(), and SCIPvarGetObj().

Referenced by addAltLPRow(), and updateObjUpperbound().

deleteAltLPConstraint()

static SCIP_RETCODE deleteAltLPConstraint ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_CONS *  cons  )

static

delete column corresponding to constraint in alternative LP

We currently just fix the corresponding variable to 0.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
cons	indicator constraint

Definition at line 2471 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, fixAltLPVariable(), SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMsg, and updateObjUpperbound().

Referenced by addObjcut(), and SCIP_DECL_CONSDELETE().

updateObjUpperbound()

static SCIP_RETCODE updateObjUpperbound ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_CONSHDLRDATA *  conshdlrdata  )

static

update upper bound in alternative LP

Parameters

scip	SCIP pointer
conshdlr	constraint handler
conshdlrdata	constraint handler data

Definition at line 2510 of file cons_indicator.c.

References addObjcut(), checkAltLPInfeasible(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcutoffbounddelta(), SCIPdebugMsg, SCIPfeasCeil(), SCIPgetUpperbound(), SCIPisEQ(), SCIPisInfinity(), SCIPisLT(), SCIPisObjIntegral(), SCIPlpiChgCoef(), SCIPlpiGetCoef(), and SCIPlpiWriteLP().

Referenced by deleteAltLPConstraint(), enforceCuts(), and separateIISRounding().

checkAltLPInfeasible()

static SCIP_RETCODE checkAltLPInfeasible ( SCIP *  scip, SCIP_LPI *  lp, SCIP_Real  maxcondition, SCIP_Bool  primal, SCIP_Bool *  infeasible, SCIP_Bool *  error  )

static

check whether the given LP is infeasible

If primal is false we assume that the problem is dual feasible, e.g., the problem was only changed by fixing bounds!

This is the workhorse for all methods that have to solve the alternative LP. We try in several ways to recover from possible stability problems.

Precondition

It is assumed that all parameters for the alternative LP are set.

Parameters

scip	SCIP pointer
lp	LP
maxcondition	maximal allowed condition of LP solution basis matrix
primal	whether we are using the primal or dual simplex
infeasible	output: whether the LP is infeasible
error	output: whether an error occurred

Definition at line 2586 of file cons_indicator.c.

References extendToCover(), FALSE, SCIP_CALL, SCIP_CALL_PARAM, SCIP_INVALID, SCIP_LPERROR, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_SCALING, SCIP_LPSOLQUALITY_ESTIMCONDITION, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPlpiExistsPrimalRay(), SCIPlpiGetInternalStatus(), SCIPlpiGetRealSolQuality(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalInfeasible(), SCIPlpiIsPrimalUnbounded(), SCIPlpiIsStable(), SCIPlpiSetIntpar(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPwarningMessage(), and TRUE.

Referenced by extendToCover(), SCIP_DECL_CONSCHECK(), and updateObjUpperbound().

extendToCover()

static SCIP_RETCODE extendToCover ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_CONSHDLRDATA *  conshdlrdata, SCIP_LPI *  lp, SCIP_SOL *  sol, SCIP_Bool  removable, SCIP_Bool  genlogicor, int  nconss, SCIP_CONS **  conss, SCIP_Bool *  S, int *  size, SCIP_Real *  value, SCIP_Bool *  error, SCIP_Bool *  cutoff, int *  nGen  )

static

tries to extend a given set of variables to a cover

At each step we include a variable which covers a new IIS. The corresponding IIS inequalities are added to the LP, if this not already happened.

Precondition

It is assumed that all parameters for the alternative LP are set and that the variables corresponding to S are fixed. Furthermore xVal_ should contain the current LP solution.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
conshdlrdata	constraint handler data
lp	LP
sol	solution to be separated
removable	whether cuts should be removable
genlogicor	should logicor constraints be generated?
nconss	number of constraints
conss	indicator constraints
S	bitset of variables
size	size of S
value	objective value of S
error	output: whether an error occurred
cutoff	whether we detected a cutoff by an infeasible inequality
nGen	number of generated cuts

Definition at line 2733 of file cons_indicator.c.

References checkAltLPInfeasible(), checkIISlocal(), consdataCreate(), FALSE, fixAltLPVariable(), SCIP_Bool, SCIP_CALL, SCIP_CALL_PARAM, SCIP_LPPAR_FROMSCRATCH, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPABORT, SCIPaddCons(), SCIPaddPoolCut(), SCIPaddRow(), SCIPaddVarToRow(), SCIPallocBufferArray, SCIPcacheRowExtensions(), SCIPconsGetData(), SCIPcreateConsLogicor(), SCIPcreateEmptyRowCons(), SCIPdebugMsg, SCIPerrorMessage, SCIPfindHeur(), SCIPflushRowExtensions(), SCIPfreeBufferArray, SCIPgetNBinVars(), SCIPgetNegatedVar(), SCIPgetNIntVars(), SCIPgetRowSolFeasibility(), SCIPgetSolVal(), SCIPheurPassIndicator(), SCIPinfinity(), SCIPinfoMessage(), SCIPisEfficacious(), SCIPisFeasNegative(), SCIPisFeasZero(), SCIPlpiGetNCols(), SCIPlpiGetSol(), SCIPlpiSetIntpar(), SCIPprintCons(), SCIPprintRow(), SCIPreleaseCons(), SCIPreleaseRow(), SCIPsnprintf(), sqrt(), TRUE, and varGetObjDelta().

Referenced by checkAltLPInfeasible(), enforceCuts(), and separateIISRounding().

consdataCreate()

static SCIP_RETCODE consdataCreate ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_CONSHDLRDATA *  conshdlrdata, const char *  consname, SCIP_CONSDATA **  consdata, SCIP_EVENTHDLR *  eventhdlrbound, SCIP_EVENTHDLR *  eventhdlrrestart, SCIP_VAR *  binvar, SCIP_VAR *  slackvar, SCIP_CONS *  lincons, SCIP_Bool  linconsactive  )

static

creates and initializes consdata

Parameters

scip	SCIP data structure
conshdlr	constraint handler
conshdlrdata	constraint handler data
consname	name of constraint (or NULL)
consdata	pointer to linear constraint data
eventhdlrbound	event handler for bound change events
eventhdlrrestart	event handler for handling restarts
binvar	binary variable (or NULL)
slackvar	slack variable
lincons	linear constraint (or NULL)
linconsactive	whether the linear constraint is active

Definition at line 3060 of file cons_indicator.c.

References addAltLPConstraint(), createVarUbs(), FALSE, SCIP_CALL, SCIP_ERROR, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_OKAY, SCIP_STAGE_INITSOLVE, SCIP_VARTYPE_BINARY, SCIPallocBlockMemory, SCIPcaptureCons(), SCIPcaptureVar(), SCIPcatchVarEvent(), SCIPdebugMsg, SCIPerrorMessage, SCIPgetStage(), SCIPgetTransformedVar(), SCIPinfoMessage(), SCIPisFeasPositive(), SCIPisTransformed(), SCIPprintCons(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetType().

Referenced by extendToCover(), SCIP_DECL_CONSTRANS(), SCIPcreateConsIndicator(), and SCIPcreateConsIndicatorLinCons().

createVarUbs()

static SCIP_RETCODE createVarUbs ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata, SCIP_CONS **  conss, int  nconss, int *  ngen  )

static

create variable upper bounds for constraints

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler data
conss	constraints
nconss	number of constraints
ngen	number of successful operations

Definition at line 3178 of file cons_indicator.c.

References FALSE, presolRoundIndicator(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPconsAddUpgradeLocks(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsGetNUpgradeLocks(), SCIPconsIsActive(), SCIPconsIsModifiable(), SCIPcreateConsVarbound(), SCIPdebugMsg, SCIPdelCons(), SCIPinfinity(), SCIPisNegative(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetUbGlobal(), and TRUE.

Referenced by consdataCreate(), and SCIP_DECL_CONSPRESOL().

presolRoundIndicator()

static SCIP_RETCODE presolRoundIndicator ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata, SCIP_CONS *  cons, SCIP_CONSDATA *  consdata, SCIP_Bool  dualreductions, SCIP_Bool *  cutoff, SCIP_Bool *  success, int *  ndelconss, int *  nfixedvars  )

static

perform one presolving round

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler data
cons	constraint
consdata	constraint data
dualreductions	should dual reductions be performed?
cutoff	whether a cutoff happened
success	whether we performed a successful reduction
ndelconss	number of deleted constraints
nfixedvars	number of fixed variables

Definition at line 3258 of file cons_indicator.c.

References bound, FALSE, propIndicator(), SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_AGGREGATED, SCIP_VARSTATUS_NEGATED, SCIPaddVarLocks(), SCIPcaptureVar(), SCIPcatchVarEvent(), SCIPconsAddUpgradeLocks(), SCIPconsGetName(), SCIPconsGetNUpgradeLocks(), SCIPconsIsActive(), SCIPconsIsModifiable(), SCIPdebugMsg, SCIPdelCons(), SCIPdropVarEvent(), SCIPfixVar(), SCIPisEQ(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisGE(), SCIPreleaseVar(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetNegatedVar(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetProbvarBinary(), SCIPvarGetProbvarBound(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIPvarIsActive(), SCIPvarIsNegated(), TRUE, and varGetObjDelta().

Referenced by createVarUbs(), and SCIP_DECL_CONSPRESOL().

propIndicator()

static SCIP_RETCODE propIndicator ( SCIP *  scip, SCIP_CONS *  cons, SCIP_CONSDATA *  consdata, SCIP_Bool  dualreductions, SCIP_Bool  addopposite, SCIP_Bool *  cutoff, int *  nGen  )

static

propagate indicator constraint

Parameters

scip	SCIP pointer
cons	constraint
consdata	constraint data
dualreductions	should dual reductions be performed?
addopposite	add opposite inequalities if binary var = 0?
cutoff	whether a cutoff happened
nGen	number of domain changes

Definition at line 3579 of file cons_indicator.c.

References enforceCuts(), FALSE, REALABS, SCIP_Bool, SCIP_CALL, SCIP_CONFTYPE_PROPAGATION, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_STAGE_SOLVING, SCIP_VARSTATUS_MULTAGGR, SCIPaddConflictBinvar(), SCIPaddConflictLb(), SCIPaddCons(), SCIPallocBufferArray, SCIPanalyzeConflictCons(), SCIPconsAddUpgradeLocks(), SCIPconsGetName(), SCIPconsGetNUpgradeLocks(), SCIPconsIsActive(), SCIPconsIsModifiable(), SCIPcreateConsLinear(), SCIPdebugMsg, SCIPdebugPrintCons, SCIPdelConsLocal(), SCIPfreeBufferArray, SCIPgetDepth(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetStage(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPincConsAge(), SCIPinferVarLbCons(), SCIPinferVarUbCons(), SCIPinfinity(), SCIPinitConflictAnalysis(), SCIPinProbing(), SCIPinRepropagation(), SCIPisConflictAnalysisApplicable(), SCIPisEQ(), SCIPisFeasGE(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisIntegral(), SCIPisPositive(), SCIPisZero(), SCIPreleaseCons(), SCIPresetConsAge(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetNLocksDown(), SCIPvarGetNLocksUp(), SCIPvarGetStatus(), SCIPvarGetUbLocal(), SCIPvarIsIntegral(), TRUE, and varGetObjDelta().

Referenced by enforceIndicators(), presolRoundIndicator(), and SCIP_DECL_CONSPROP().

enforceCuts()

static SCIP_RETCODE enforceCuts ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, int  nconss, SCIP_CONS **  conss, SCIP_SOL *  sol, SCIP_Bool  genlogicor, SCIP_Bool *  cutoff, int *  nGen  )

static

enforcement method that produces cuts if possible

This is a variant of the enforcement method that generates cuts/constraints via the alternative LP, if possible.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
nconss	number of constraints
conss	indicator constraints
sol	solution to be enforced
genlogicor	whether logicor constraint should be generated
cutoff	whether we detected a cutoff by an infeasible inequality
nGen	number of cuts generated

Definition at line 3871 of file cons_indicator.c.

References checkLPBoundsClean(), enforceIndicators(), extendToCover(), FALSE, fixAltLPVariables(), scaleFirstRow(), SCIP_Bool, SCIP_CALL, SCIP_LPERROR, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisFeasIntegral(), SCIPisFeasZero(), setAltLPObjZero(), TRUE, unfixAltLPVariables(), updateFirstRowGlobal(), updateObjUpperbound(), and varGetObjDelta().

Referenced by enforceIndicators(), and propIndicator().

enforceIndicators()

static SCIP_RETCODE enforceIndicators ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, int  nconss, SCIP_CONS **  conss, SCIP_SOL *  sol, SCIP_Bool  genlogicor, SCIP_RESULT *  result  )

static

enforcement method

We check whether the current solution is feasible, i.e., if binvar = 1 implies that slackvar = 0. If not, we branch as follows:

In one branch we fix binvar = 1 and slackvar = 0. In the other branch we fix binvar = 0 and leave slackvar unchanged.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
nconss	number of constraints
conss	indicator constraints
sol	solution to be enforced (NULL for LP solution)
genlogicor	whether logicor constraint should be generated
result	result

Definition at line 3981 of file cons_indicator.c.

References branchCons(), enforceCuts(), FALSE, propIndicator(), SCIP_Bool, SCIP_BRANCHED, SCIP_CALL, SCIP_CONSADDED, SCIP_CUTOFF, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIP_SEPARATED, SCIP_VARSTATUS_MULTAGGR, SCIPallowDualReds(), SCIPcalcChildEstimate(), SCIPchgVarLbNode(), SCIPchgVarUbNode(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateChild(), SCIPdebugMsg, SCIPgetSolVal(), SCIPinfoMessage(), SCIPisFeasNegative(), SCIPisFeasZero(), SCIPprintCons(), SCIPresetConsAge(), SCIPvarGetLbLocal(), SCIPvarGetStatus(), SCIPvarGetUbLocal(), SCIPwriteTransProblem(), separateIISRounding(), and TRUE.

Referenced by enforceCuts(), SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSENFOPS(), and SCIP_DECL_CONSENFORELAX().

separateIISRounding()

static SCIP_RETCODE separateIISRounding ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_SOL *  sol, int  nconss, SCIP_CONS **  conss, int  maxsepacuts, SCIP_Bool *  cutoff, int *  nGen  )

static

separate IIS-cuts via rounding

Parameters

scip	SCIP pointer
conshdlr	constraint handler
sol	solution to be separated
nconss	number of constraints
conss	indicator constraints
maxsepacuts	maximal number of cuts to be generated
cutoff	whether we detected a cutoff by an infeasible inequality
nGen	number of domain changes

Definition at line 4170 of file cons_indicator.c.

References checkLPBoundsClean(), extendToCover(), FALSE, fixAltLPVariables(), scaleFirstRow(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPdebug, SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetVarSol(), SCIPhashmapExists(), SCIPisFeasEQ(), SCIPisFeasLT(), SCIPisFeasZero(), SCIPvarGetNegatedVar(), separatePerspective(), setAltLPObj(), TRUE, unfixAltLPVariables(), updateFirstRow(), updateObjUpperbound(), and varGetObjDelta().

Referenced by enforceIndicators(), and separateIndicators().

separatePerspective()

static SCIP_RETCODE separatePerspective ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, SCIP_SOL *  sol, int  nconss, SCIP_CONS **  conss, int  maxsepacuts, int *  nGen  )

static

separate cuts based on perspective formulation

Hijazi, Bonami, and Ouorou (2014) introduced the following cuts: We consider an indicator constraint

\[ y = 1 \rightarrow \alpha^T x \leq \beta \]

and assume finite bounds \(\ell \leq x \leq u\). Then for \(I \subseteq \{1, \dots, n\}\) define

\[ \Sigma(I,x,y) = \sum_{i \notin I} \alpha_i x_i + y \Big(\sum_{i \in I, \alpha_i < 0} \alpha_i u_i + \sum_{i \in I, \alpha_i > 0} \alpha_i \ell_i + \sum_{i \notin I, \alpha_i < 0} \alpha_i \ell_i + \sum_{i \notin I, \alpha_i > 0} \alpha_i u_i - \beta\Big). \]

Then the cuts

\[ \Sigma(I,x,y) \leq \sum_{i \notin I, \alpha_i < 0} \alpha_i \ell_i + \sum_{i \notin I, \alpha_i > 0} \alpha_i u_i \]

are valid for the disjunction

\[ \{y = 0,\; \ell \leq x \leq u\} \cup \{y = 1,\; \ell \leq x \leq u,\; \alpha^T x \leq \beta\}. \]

These cuts can easily be separated for a given point \((x^*, y^*)\) by checking for each \(i \in \{1, \dots, n\}\) whether

\[ y^*(\alpha_i\, u_i\, [\alpha_i < 0] + \alpha_i\, \ell_i\, [\alpha_i > 0]) > \alpha_i x_i^* + y^* )\alpha_i \ell_i [\alpha_i < 0] + \alpha_i u_i [\alpha_i > 0]), \]

where \([C] = 1\) if condition \(C\) is satisfied, otherwise it is 0. If the above inequality holds, \(i\) is included in \(I\), otherwise not.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
sol	solution to be separated
nconss	number of constraints
conss	indicator constraints
maxsepacuts	maximal number of cuts to be generated
nGen	number of generated cuts

Definition at line 4382 of file cons_indicator.c.

References FALSE, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPaddRow(), SCIPaddVarsToRow(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsActive(), SCIPcreateEmptyRowCons(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetLhsLinear(), SCIPgetNVars(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetSolVal(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPinfinity(), SCIPisEfficacious(), SCIPisGT(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIPprintRow(), SCIPreleaseRow(), SCIPresetConsAge(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), separateIndicators(), and TRUE.

Referenced by separateIISRounding(), and separateIndicators().

separateIndicators()

static SCIP_RETCODE separateIndicators ( SCIP *  scip, SCIP_CONSHDLR *  conshdlr, int  nconss, int  nusefulconss, SCIP_CONS **  conss, SCIP_SOL *  sol, SCIP_RESULT *  result  )

static

separation method

We first check whether coupling inequalities can be separated (if required). If not enough of these could be generated, we check whether IIS inequalities can be separated.

Parameters

scip	SCIP pointer
conshdlr	constraint handler
nconss	number of constraints
nusefulconss	number of useful constraints
conss	indicator constraints
sol	solution to be separated
result	result

Definition at line 4583 of file cons_indicator.c.

References FALSE, initConshdlrData(), SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIPaddRow(), SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPcreateEmptyRowCons(), SCIPdebugMsg, SCIPflushRowExtensions(), SCIPgetDepth(), SCIPgetSolVal(), SCIPinfinity(), SCIPisEfficacious(), SCIPisFeasNegative(), SCIPprintRow(), SCIPreleaseRow(), SCIPresetConsAge(), SCIPsnprintf(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SEPAALTTHRESHOLD, separateIISRounding(), separatePerspective(), and TRUE.

Referenced by SCIP_DECL_CONSSEPALP(), SCIP_DECL_CONSSEPASOL(), and separatePerspective().

initConshdlrData()

static void initConshdlrData ( SCIP *  scip, SCIP_CONSHDLRDATA *  conshdlrdata  )

static

initializes the constraint handler data

Parameters

scip	SCIP pointer
conshdlrdata	constraint handler data

Definition at line 4752 of file cons_indicator.c.

References FALSE, MAXROUNDINGROUNDS, SCIP_DECL_LINCONSUPGD(), SCIPinfinity(), and TRUE.

Referenced by SCIP_DECL_CONSINIT(), SCIPincludeConshdlrIndicator(), and separateIndicators().

SCIP_DECL_LINCONSUPGD()

static SCIP_DECL_LINCONSUPGD ( linconsUpgdIndicator  )

static

tries to upgrade a linear constraint into an indicator constraint

For some linear constraint of the form \(a^T x + \alpha\, y \geq \beta\) with \(y \in \{0,1\}\), we can upgrade it to an indicator constraint if for the residual value \(a^T x \geq \gamma\), we have \(\alpha + \gamma \geq \beta\): in this case, the constraint is always satisfied if \(y = 1\).

Similarly, for a linear constraint in the form \(a^T x + \alpha\, y \leq \beta\) with \(y \in \{0,1\}\), we can upgrade it to an indicator constraint if for the residual value \(a^T x \leq \gamma\), we have \(\alpha + \gamma \leq \beta\).

Definition at line 4803 of file cons_indicator.c.

References FALSE, REALABS, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSHDLRCOPY(), SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsIndicator(), SCIPdebugMsg, SCIPfindConshdlr(), SCIPfreeBufferArray, SCIPgetLinearConsIndicator(), SCIPgetNegatedVar(), SCIPinfinity(), SCIPinfoMessage(), SCIPisEQ(), SCIPisGE(), SCIPisInfinity(), SCIPisLE(), SCIPisZero(), SCIPprintCons(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarIsBinary(), and TRUE.

Referenced by initConshdlrData().

SCIP_DECL_CONSHDLRCOPY()

static SCIP_DECL_CONSHDLRCOPY ( conshdlrCopyIndicator  )

static

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

Definition at line 5029 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_CALL, SCIP_DECL_CONSINIT(), SCIP_OKAY, SCIPconshdlrGetName(), SCIPincludeConshdlrIndicator(), and TRUE.

Referenced by SCIP_DECL_LINCONSUPGD().

SCIP_DECL_CONSINIT()

static SCIP_DECL_CONSINIT ( consInitIndicator  )

static

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

Definition at line 5047 of file cons_indicator.c.

References CONSHDLR_NAME, initConshdlrData(), SCIP_DECL_CONSEXIT(), SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPfindHeur().

Referenced by SCIP_DECL_CONSHDLRCOPY().

SCIP_DECL_CONSEXIT()

static SCIP_DECL_CONSEXIT ( consExitIndicator  )

static

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

Definition at line 5072 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_DECL_CONSFREE(), SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPfreeBlockMemoryArrayNull, and SCIPhashmapFree().

Referenced by SCIP_DECL_CONSINIT().

SCIP_DECL_CONSFREE()

static SCIP_DECL_CONSFREE ( consFreeIndicator  )

static

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

Definition at line 5096 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_DECL_CONSINITSOL(), SCIP_OKAY, SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPfreeBlockMemory, and SCIPfreeBlockMemoryArrayNull.

Referenced by SCIP_DECL_CONSEXIT().

SCIP_DECL_CONSINITSOL()

static SCIP_DECL_CONSINITSOL ( consInitsolIndicator  )

static

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

Definition at line 5129 of file cons_indicator.c.

References addAltLPConstraint(), SCIP_QuadElement::coef, CONSHDLR_NAME, FALSE, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, REALABS, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSEXITSOL(), SCIP_ERROR, SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_EXPRCURV_UNKNOWN, SCIP_OKAY, SCIP_Real, SCIP_REAL_MAX, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_INFORUNBD, SCIP_STATUS_OPTIMAL, SCIP_STATUS_UNBOUNDED, SCIP_VERBLEVEL_MINIMAL, SCIPaddNlRow(), SCIPallocBufferArray, SCIPblkmem(), SCIPcatchEvent(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetNActiveConss(), SCIPconshdlrGetName(), SCIPconshdlrGetSepaFreq(), SCIPconsIsActive(), SCIPconsIsChecked(), SCIPconsIsTransformed(), SCIPcreateNlRow(), SCIPdebugMsg, SCIPdisableCons(), SCIPerrorMessage, SCIPfindConshdlr(), SCIPfreeBufferArray, SCIPgetCharParam(), SCIPgetConss(), SCIPgetNConss(), SCIPgetNVars(), SCIPgetStatus(), SCIPgetTransformedCons(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapInsert(), SCIPinfoMessage(), SCIPisGE(), SCIPisIntegral(), SCIPisNLPConstructed(), SCIPisZero(), SCIPprintCons(), SCIPreleaseNlRow(), SCIPsetIntParam(), SCIPvarGetNegatedVar(), SCIPvarGetObj(), SCIPvarGetProbindex(), SCIPvarIsNegated(), SCIPverbMessage(), TRUE, and varGetObjDelta().

Referenced by SCIP_DECL_CONSFREE().

SCIP_DECL_CONSEXITSOL()

static SCIP_DECL_CONSEXITSOL ( consExitsolIndicator  )

static

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

Definition at line 5445 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_CALL, SCIP_DECL_CONSDELETE(), SCIP_OKAY, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPgetMessagehdlr(), SCIPhashmapFree(), SCIPhashmapPrintStatistics(), SCIPinfoMessage(), and SCIPlpiFree().

Referenced by SCIP_DECL_CONSINITSOL().

SCIP_DECL_CONSDELETE()

static SCIP_DECL_CONSDELETE ( consDeleteIndicator  )

static

frees specific constraint data

Definition at line 5517 of file cons_indicator.c.

References CONSHDLR_NAME, deleteAltLPConstraint(), SCIP_CALL, SCIP_DECL_CONSTRANS(), SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_OKAY, SCIP_STAGE_SOLVED, SCIP_STAGE_TRANSFORMING, SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsTransformed(), SCIPdebugMsg, SCIPdropVarEvent(), SCIPfreeBlockMemory, SCIPgetStage(), SCIPreleaseCons(), and SCIPreleaseVar().

Referenced by SCIP_DECL_CONSEXITSOL().

SCIP_DECL_CONSTRANS()

static SCIP_DECL_CONSTRANS ( consTransIndicator  )

static

transforms constraint data into data belonging to the transformed problem

Definition at line 5581 of file cons_indicator.c.

References consdataCreate(), CONSHDLR_NAME, SCIP_CALL, SCIP_DECL_CONSINITPRE(), SCIP_INVALIDDATA, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateCons(), SCIPdebugMsg, SCIPerrorMessage, SCIPgetNOrigVars(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapInsert(), and SCIPsnprintf().

Referenced by SCIP_DECL_CONSDELETE().

SCIP_DECL_CONSINITPRE()

static SCIP_DECL_CONSINITPRE ( consInitpreIndicator  )

static

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

Definition at line 5661 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_DECL_CONSPRESOL(), SCIP_OKAY, SCIP_STATUS_UNKNOWN, SCIPcaptureCons(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsTransformed(), SCIPdebugMsg, SCIPgetStatus(), SCIPgetTransformedCons(), and SCIPreleaseCons().

Referenced by SCIP_DECL_CONSTRANS().

SCIP_DECL_CONSPRESOL()

static SCIP_DECL_CONSPRESOL ( consPresolIndicator  )

static

presolving method of constraint handler

For an indicator constraint with binary variable \(y\) and slack variable \(s\) the coupling inequality \(s \le M (1-y)\) (equivalently: \(s + M y \le M\)) is inserted, where \(M\) is an upper bound on the value of \(s\). If \(M\) is too large the inequality is not inserted. Depending on the parameter addcouplingcons we add a variable upper bound or a row (in consInitlpIndicator()).

Warning

We can never delete linear constraints, because we need them to get the right values for the slack variables!

Definition at line 5727 of file cons_indicator.c.

References CONSHDLR_NAME, createVarUbs(), FALSE, presolRoundIndicator(), SCIP_Bool, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_CUTOFF, SCIP_DECL_CONSINITLP(), SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_Real, SCIP_SUCCESS, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddVarImplication(), SCIPallowDualReds(), SCIPchgVarType(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPconsIsModifiable(), SCIPconsIsTransformed(), SCIPdebug, SCIPdebugMsg, SCIPgetNVarsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPisInfinity(), SCIPisIntegral(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarIsIntegral(), and TRUE.

Referenced by SCIP_DECL_CONSINITPRE().

SCIP_DECL_CONSINITLP()

static SCIP_DECL_CONSINITLP ( consInitlpIndicator  )

static

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

For an indicator constraint with binary variable \(y\) and slack variable \(s\) the coupling inequality \(s \le M (1-y)\) (equivalently: \(s + M y \le M\)) is inserted, where \(M\) is an upper bound on the value of \(s\). If \(M\) is too large the inequality is not inserted.

Definition at line 5909 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_DECL_CONSSEPALP(), SCIP_OKAY, SCIP_Real, SCIPaddCons(), SCIPaddRow(), SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateConsVarbound(), SCIPcreateEmptyRowCons(), SCIPdebugMsg, SCIPflushRowExtensions(), SCIPinfinity(), SCIPisNegative(), SCIPprintRow(), SCIPreleaseCons(), SCIPreleaseRow(), SCIPsnprintf(), SCIPvarGetUbGlobal(), and TRUE.

Referenced by SCIP_DECL_CONSPRESOL().

SCIP_DECL_CONSSEPALP()

static SCIP_DECL_CONSSEPALP ( consSepalpIndicator  )

static

separation method of constraint handler for LP solutions

Definition at line 6005 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_CALL, SCIP_DECL_CONSSEPASOL(), SCIP_OKAY, SCIPconshdlrGetName(), and separateIndicators().

Referenced by SCIP_DECL_CONSINITLP().

SCIP_DECL_CONSSEPASOL()

static SCIP_DECL_CONSSEPASOL ( consSepasolIndicator  )

static

separation method of constraint handler for arbitrary primal solutions

Definition at line 6022 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_CALL, SCIP_DECL_CONSENFOLP(), SCIP_OKAY, SCIPconshdlrGetName(), and separateIndicators().

Referenced by SCIP_DECL_CONSSEPALP().

SCIP_DECL_CONSENFOLP()

static SCIP_DECL_CONSENFOLP ( consEnfolpIndicator  )

static

constraint enforcing method of constraint handler for LP solutions

Definition at line 6039 of file cons_indicator.c.

References CONSHDLR_NAME, enforceIndicators(), SCIP_CALL, SCIP_DECL_CONSENFORELAX(), SCIP_FEASIBLE, SCIP_OKAY, SCIPconshdlrGetData(), and SCIPconshdlrGetName().

Referenced by SCIP_DECL_CONSSEPASOL().

SCIP_DECL_CONSENFORELAX()

static SCIP_DECL_CONSENFORELAX ( consEnforelaxIndicator  )

static

constraint enforcing method of constraint handler for relaxation solutions

Definition at line 6067 of file cons_indicator.c.

References CONSHDLR_NAME, enforceIndicators(), SCIP_CALL, SCIP_DECL_CONSENFOPS(), SCIP_FEASIBLE, SCIP_OKAY, SCIPconshdlrGetData(), and SCIPconshdlrGetName().

Referenced by SCIP_DECL_CONSENFOLP().

SCIP_DECL_CONSENFOPS()

static SCIP_DECL_CONSENFOPS ( consEnfopsIndicator  )

static

constraint enforcing method of constraint handler for pseudo solutions

Definition at line 6095 of file cons_indicator.c.

References CONSHDLR_NAME, enforceIndicators(), SCIP_CALL, SCIP_DECL_CONSCHECK(), SCIP_DIDNOTRUN, SCIP_FEASIBLE, SCIP_OKAY, SCIPconshdlrGetName(), and TRUE.

Referenced by SCIP_DECL_CONSENFORELAX().

SCIP_DECL_CONSCHECK()

static SCIP_DECL_CONSCHECK ( consCheckIndicator  )

static

feasibility check method of constraint handler for integral solutions

Definition at line 6123 of file cons_indicator.c.

References checkAltLPInfeasible(), checkLPBoundsClean(), CONSHDLR_NAME, FALSE, fixAltLPVariables(), REALABS, scaleFirstRow(), SCIP_Bool, SCIP_CALL, SCIP_CALL_PARAM, SCIP_DECL_CONSPROP(), SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_LPERROR, SCIP_LPPAR_FROMSCRATCH, SCIP_OKAY, SCIP_Real, SCIP_STAGE_PROBLEM, SCIP_STAGE_SOLVED, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPcreateSolCopy(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPfreeSol(), SCIPgetSolVal(), SCIPgetStage(), SCIPheurPassSolTrySol(), SCIPinfoMessage(), SCIPisFeasIntegral(), SCIPisFeasZero(), SCIPlpiSetIntpar(), SCIPmakeIndicatorFeasible(), SCIPprintCons(), SCIPrelDiff(), SCIPresetConsAge(), SCIPupdateSolConsViolation(), SCIPvarGetName(), setAltLPObjZero(), TRUE, unfixAltLPVariables(), and updateFirstRowGlobal().

Referenced by SCIP_DECL_CONSENFOPS().

SCIP_DECL_CONSPROP()

static SCIP_DECL_CONSPROP ( consPropIndicator  )

static

domain propagation method of constraint handler

Definition at line 6322 of file cons_indicator.c.

References CONSHDLR_NAME, propIndicator(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DECL_CONSRESPROP(), SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPallowDualReds(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMsg, and SCIPisTransformed().

Referenced by SCIP_DECL_CONSCHECK().

SCIP_DECL_CONSRESPROP()

static SCIP_DECL_CONSRESPROP ( consRespropIndicator  )

static

propagation conflict resolving method of constraint handler

We check which bound changes were the reason for infeasibility. We use that inferinfo is 0 if the binary variable has bounds that fix it to be nonzero (these bounds are the reason). Likewise inferinfo is 1 if the slack variable has bounds that fix it to be nonzero.

Definition at line 6389 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_DECL_CONSLOCK(), SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_SUCCESS, SCIPaddConflictLb(), SCIPaddConflictUb(), SCIPallowDualReds(), SCIPallowObjProp(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMsg, SCIPgetVarLbAtIndex(), SCIPgetVarUbAtIndex(), SCIPisFeasZero(), and SCIPisPositive().

Referenced by SCIP_DECL_CONSPROP().

SCIP_DECL_CONSLOCK()

static SCIP_DECL_CONSLOCK ( consLockIndicator  )

static

variable rounding lock method of constraint handler

The up-rounding of the binary and slack variable may violate the constraint. If the linear constraint is not active, we lock all variables in the depending constraint - otherwise they will be fixed by dual presolving methods.

Definition at line 6445 of file cons_indicator.c.

References CONSHDLR_NAME, REALABS, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSPRINT(), SCIP_OKAY, SCIP_Real, SCIPaddVarLocks(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetName(), SCIPdebugMsg, SCIPgetLhsLinear(), SCIPgetNVarsLinear(), SCIPgetRhsLinear(), SCIPgetValsLinear(), SCIPgetVarsLinear(), SCIPisInfinity(), SCIPisPositive(), and SCIPisZero().

Referenced by SCIP_DECL_CONSRESPROP().

SCIP_DECL_CONSPRINT()

static SCIP_DECL_CONSPRINT ( consPrintIndicator  )

static

constraint display method of constraint handler

Definition at line 6520 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_DECL_CONSCOPY(), SCIP_OKAY, SCIP_VARSTATUS_NEGATED, SCIPconsGetData(), SCIPconshdlrGetName(), SCIPinfoMessage(), SCIPvarGetName(), SCIPvarGetNegatedVar(), and SCIPvarGetStatus().

Referenced by SCIP_DECL_CONSLOCK().

SCIP_DECL_CONSCOPY()

static SCIP_DECL_CONSCOPY ( consCopyIndicator  )

static

constraint copying method of constraint handler

Definition at line 6554 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, SCIP_CALL, SCIP_DECL_CONSPARSE(), SCIP_OKAY, SCIP_VERBLEVEL_MINIMAL, SCIPaddCons(), SCIPcaptureCons(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconshdlrGetName(), SCIPconsIsChecked(), SCIPconsIsDeleted(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPconsIsTransformed(), SCIPcreateConsIndicatorLinCons(), SCIPcreateConsLinear(), SCIPdebugMsg, SCIPfindConshdlr(), SCIPgetConsCopy(), SCIPgetTransformedCons(), SCIPgetVarCopy(), SCIPinfinity(), SCIPisTransformed(), SCIPreleaseCons(), SCIPverbMessage(), SCIPwarningMessage(), and TRUE.

Referenced by SCIP_DECL_CONSPRINT().

SCIP_DECL_CONSPARSE()

static SCIP_DECL_CONSPARSE ( consParseIndicator  )

static

constraint parsing method of constraint handler

Definition at line 6680 of file cons_indicator.c.

References FALSE, SCIP_CALL, SCIP_DECL_CONSENABLE(), SCIP_OKAY, SCIP_VERBLEVEL_MINIMAL, SCIPcreateConsIndicatorLinCons(), SCIPfindCons(), SCIPfindVar(), SCIPgetLhsLinear(), SCIPgetNegatedVar(), SCIPgetRhsLinear(), SCIPisInfinity(), SCIPsnprintf(), SCIPverbMessage(), and TRUE.

Referenced by SCIP_DECL_CONSCOPY().

SCIP_DECL_CONSENABLE()

static SCIP_DECL_CONSENABLE ( consEnableIndicator  )

static

constraint enabling notification method of constraint handler

Definition at line 6777 of file cons_indicator.c.

References CONSHDLR_NAME, SCIP_CALL, SCIP_DECL_CONSDISABLE(), SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), SCIPdebugMsg, and unfixAltLPVariable().

Referenced by SCIP_DECL_CONSPARSE().

SCIP_DECL_CONSDISABLE()

static SCIP_DECL_CONSDISABLE ( consDisableIndicator  )

static

constraint disabling notification method of constraint handler

Definition at line 6813 of file cons_indicator.c.

References CONSHDLR_NAME, fixAltLPVariable(), SCIP_CALL, SCIP_DECL_CONSGETVARS(), SCIP_OKAY, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconshdlrGetName(), and SCIPdebugMsg.

Referenced by SCIP_DECL_CONSENABLE().

SCIP_DECL_CONSGETVARS()

static SCIP_DECL_CONSGETVARS ( consGetVarsIndicator  )

static

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

Definition at line 6849 of file cons_indicator.c.

References SCIP_CALL, SCIP_DECL_CONSGETNVARS(), SCIP_INVALIDDATA, SCIP_OKAY, SCIPconsGetData(), SCIPconsIsDeleted(), SCIPgetConsVars(), and TRUE.

Referenced by SCIP_DECL_CONSDISABLE().

SCIP_DECL_CONSGETNVARS()

static SCIP_DECL_CONSGETNVARS ( consGetNVarsIndicator  )

static

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

Definition at line 6896 of file cons_indicator.c.

References SCIP_CALL, SCIP_DECL_CONSGETDIVEBDCHGS(), SCIP_OKAY, SCIPconsGetData(), SCIPconsIsDeleted(), SCIPgetConsNVars(), and TRUE.

Referenced by SCIP_DECL_CONSGETVARS().

SCIP_DECL_CONSGETDIVEBDCHGS()

static SCIP_DECL_CONSGETDIVEBDCHGS ( consGetDiveBdChgsIndicator  )

static

constraint handler method to suggest dive bound changes during the generic diving algorithm

Definition at line 6940 of file cons_indicator.c.

References CONSHDLR_NAME, FALSE, SCIP_Bool, SCIP_BRANCHDIR_DOWNWARDS, SCIP_BRANCHDIR_UPWARDS, SCIP_CALL, SCIP_DIVETYPE_INTEGRALITY, SCIP_OKAY, SCIP_Real, SCIP_REAL_MIN, SCIPaddDiveBoundChange(), SCIPconshdlrGetConss(), SCIPconshdlrGetName(), SCIPconshdlrGetNConss(), SCIPgetBinaryVarIndicator(), SCIPgetDivesetScore(), SCIPgetSolVal(), SCIPincludeConshdlrIndicator(), SCIPisFeasIntegral(), SCIPisViolatedIndicator(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by SCIP_DECL_CONSGETNVARS().