presol_dualagg.h File Reference

Detailed Description

aggregate variables by dual arguments

Author

Dieter Weninger

This presolver looks for variables which could not be handled by duality fixing because of one up-/downlock. If the constraint which delivers the up-/downlock has a specific structure, we can aggregate the corresponding variable.

In more detail (for a minimization problem and the case of only one uplock):

Given a variable $x_i$ with $c_i \leq 0$ and only one up lock (originating from a constraint c), we are looking for a binary variable $x_j$ such that:

1. if $x_j = 0$, constraint c can only be fulfilled for $x_i = lb_i$, and
2. if $x_j = 1$, constraint c becomes redundant and $x_i$ can be dual-fixed to its upper bound $ub_i$ (or vice versa). Then we can perform the following aggregation: $x_i = lb_i + x_j (ub_i - lb_i)$.

Similar arguments apply for the case of only one down lock and $c_i \geq 0$.

Definition in file presol_dualagg.h.

#include "scip/scip.h"

Go to the source code of this file.

Functions
SCIP_RETCODE	SCIPincludePresolDualagg (SCIP *scip)