sepa_disjunctive.c File Reference

Detailed Description

disjunctive cut separator

Author

Tobias Fischer

Marc Pfetsch

We separate disjunctive cuts for two term disjunctions of the form \(x_1 = 0 \vee x_2 = 0\). They can be generated directly from the simplex tableau. For further information, we refer to
"A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints"
Júdice, J.J., Sherali, H.D., Ribeiro, I.M., Faustino, A.M., Journal of Global Optimization 36(1), 89–114 (2006)

Cut coefficients belonging to integer variables can be strengthened by the 'monoidal cut strengthening' procedure, see
"Strengthening cuts for mixed integer programs"
Egon Balas, Robert G. Jeroslow, European Journal of Operational Research, Volume 4, Issue 4, 1980, Pages 224-234

Definition in file sepa_disjunctive.c.

#include <assert.h>
#include <string.h>
#include <ctype.h>
#include "scip/sepa_disjunctive.h"
#include "scip/cons_sos1.h"

Go to the source code of this file.

Macros
#define	SEPA_NAME   "disjunctive"
#define	SEPA_DESC   "disjunctive cut separator"
#define	SEPA_PRIORITY   10
#define	SEPA_FREQ   0
#define	SEPA_MAXBOUNDDIST   0.0
#define	SEPA_USESSUBSCIP   FALSE
#define	SEPA_DELAY   TRUE
#define	DEFAULT_MAXRANK   20
#define	DEFAULT_MAXRANKINTEGRAL   -1
#define	DEFAULT_MAXWEIGHTRANGE   1e+03
#define	DEFAULT_STRENGTHEN   TRUE
#define	DEFAULT_MAXDEPTH   -1
#define	DEFAULT_MAXROUNDS   25
#define	DEFAULT_MAXROUNDSROOT   100
#define	DEFAULT_MAXINVCUTS   50
#define	DEFAULT_MAXINVCUTSROOT   250
#define	DEFAULT_MAXCONFSDELAY   100000
#define	MAKECONTINTEGRAL   FALSE

Functions
static int	getVarRank (SCIP *scip, SCIP_Real *binvrow, SCIP_Real *rowsmaxval, SCIP_Real maxweightrange, SCIP_ROW **rows, int nrows)
static SCIP_RETCODE	getSimplexCoefficients (SCIP *scip, SCIP_ROW **rows, int nrows, SCIP_COL **cols, int ncols, SCIP_Real *coef, SCIP_Real *binvrow, SCIP_Real *simplexcoefs, int *nonbasicnumber)
static SCIP_RETCODE	generateDisjCutSOS1 (SCIP *scip, SCIP_SEPA *sepa, SCIP_ROW **rows, int nrows, SCIP_COL **cols, int ncols, int ndisjcuts, SCIP_Bool scale, SCIP_Bool strengthen, SCIP_Real cutlhs1, SCIP_Real cutlhs2, SCIP_Real bound1, SCIP_Real bound2, SCIP_Real *simplexcoefs1, SCIP_Real *simplexcoefs2, SCIP_Real *cutcoefs, SCIP_ROW **row, SCIP_Bool *madeintegral)
static	SCIP_DECL_SEPACOPY (sepaCopyDisjunctive)
static	SCIP_DECL_SEPAFREE (sepaFreeDisjunctive)
static	SCIP_DECL_SEPAEXITSOL (sepaInitsolDisjunctive)
static	SCIP_DECL_SEPAEXECLP (sepaExeclpDisjunctive)
SCIP_RETCODE	SCIPincludeSepaDisjunctive (SCIP *scip)

Macro Definition Documentation

SEPA_NAME

#define SEPA_NAME   "disjunctive"

Definition at line 41 of file sepa_disjunctive.c.

Referenced by SCIP_DECL_SEPACOPY(), SCIP_DECL_SEPAEXECLP(), SCIP_DECL_SEPAFREE(), and SCIPincludeSepaDisjunctive().

SEPA_DESC

#define SEPA_DESC   "disjunctive cut separator"

Definition at line 42 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

SEPA_PRIORITY

#define SEPA_PRIORITY   10

priority for separation

Definition at line 43 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

SEPA_FREQ

#define SEPA_FREQ   0

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

Definition at line 44 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

SEPA_MAXBOUNDDIST

#define SEPA_MAXBOUNDDIST   0.0

maximal relative distance from the current node's dual bound to primal bound compared to best node's dual bound for applying separation.

Definition at line 45 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

SEPA_USESSUBSCIP

#define SEPA_USESSUBSCIP   FALSE

does the separator use a secondary SCIP instance?

Definition at line 48 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

SEPA_DELAY

#define SEPA_DELAY   TRUE

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

Definition at line 49 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXRANK

#define DEFAULT_MAXRANK   20

maximal rank of a cut that could not be scaled to integral coefficients (-1: unlimited)

Definition at line 51 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXRANKINTEGRAL

#define DEFAULT_MAXRANKINTEGRAL   -1

maximal rank of a cut that could be scaled to integral coefficients (-1: unlimited)

Definition at line 52 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXWEIGHTRANGE

#define DEFAULT_MAXWEIGHTRANGE   1e+03

maximal valid range max(|weights|)/min(|weights|) of row weights

Definition at line 53 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_STRENGTHEN

#define DEFAULT_STRENGTHEN   TRUE

strengthen cut if integer variables are present

Definition at line 54 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXDEPTH

#define DEFAULT_MAXDEPTH   -1

node depth of separating cuts (-1: no limit)

Definition at line 56 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXROUNDS

#define DEFAULT_MAXROUNDS   25

maximal number of separation rounds in a branching node (-1: no limit)

Definition at line 57 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXROUNDSROOT

#define DEFAULT_MAXROUNDSROOT   100

maximal number of separation rounds in the root node (-1: no limit)

Definition at line 58 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXINVCUTS

#define DEFAULT_MAXINVCUTS   50

maximal number of cuts investigated per iteration in a branching node

Definition at line 59 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXINVCUTSROOT

#define DEFAULT_MAXINVCUTSROOT   250

maximal number of cuts investigated per iteration in the root node

Definition at line 60 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

DEFAULT_MAXCONFSDELAY

#define DEFAULT_MAXCONFSDELAY   100000

delay separation if number of conflict graph edges is larger than predefined value (-1: no limit)

Definition at line 61 of file sepa_disjunctive.c.

Referenced by SCIPincludeSepaDisjunctive().

MAKECONTINTEGRAL

#define MAKECONTINTEGRAL   FALSE

convert continuous variable to integral variables in SCIPmakeRowIntegral()

Definition at line 63 of file sepa_disjunctive.c.

Referenced by SCIP_DECL_SEPAEXECLP().

Function Documentation

getVarRank()

static int getVarRank ( SCIP *  scip, SCIP_Real *  binvrow, SCIP_Real *  rowsmaxval, SCIP_Real  maxweightrange, SCIP_ROW **  rows, int  nrows  )

static

gets rank of variable corresponding to row of \(B^{-1}\)

Parameters

scip	SCIP pointer
binvrow	row of \(B^{-1}\)
rowsmaxval	maximal row multiplicator from nonbasic matrix A_N
maxweightrange	maximal valid range max(|weights|)/min(|weights|) of row weights
rows	rows of LP relaxation of scip
nrows	number of rows

Definition at line 86 of file sepa_disjunctive.c.

References getSimplexCoefficients(), REALABS, SCIP_Real, SCIPisGT(), and SCIProwGetRank().

Referenced by SCIP_DECL_SEPAEXECLP().

getSimplexCoefficients()

static SCIP_RETCODE getSimplexCoefficients ( SCIP *  scip, SCIP_ROW **  rows, int  nrows, SCIP_COL **  cols, int  ncols, SCIP_Real *  coef, SCIP_Real *  binvrow, SCIP_Real *  simplexcoefs, int *  nonbasicnumber  )

static

gets the nonbasic coefficients of a simplex row

Parameters

scip	SCIP pointer
rows	LP rows
nrows	number LP rows
cols	LP columns
ncols	number of LP columns
coef	row of \(B^{-1} \cdot A\)
binvrow	row of \(B^{-1}\)
simplexcoefs	pointer to store the nonbasic simplex-coefficients
nonbasicnumber	pointer to store the number of nonbasic simplex-coefficients

Definition at line 132 of file sepa_disjunctive.c.

References generateDisjCutSOS1(), SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_OKAY, SCIPcolGetBasisStatus(), SCIPgetRowLPActivity(), SCIPisFeasZero(), SCIProwGetBasisStatus(), SCIProwGetLhs(), and SCIProwGetRhs().

Referenced by getVarRank(), and SCIP_DECL_SEPAEXECLP().

generateDisjCutSOS1()

static SCIP_RETCODE generateDisjCutSOS1 ( SCIP *  scip, SCIP_SEPA *  sepa, SCIP_ROW **  rows, int  nrows, SCIP_COL **  cols, int  ncols, int  ndisjcuts, SCIP_Bool  scale, SCIP_Bool  strengthen, SCIP_Real  cutlhs1, SCIP_Real  cutlhs2, SCIP_Real  bound1, SCIP_Real  bound2, SCIP_Real *  simplexcoefs1, SCIP_Real *  simplexcoefs2, SCIP_Real *  cutcoefs, SCIP_ROW **  row, SCIP_Bool *  madeintegral  )

static

computes a disjunctive cut inequality based on two simplex taubleau rows

Parameters

scip	SCIP pointer
sepa	separator
rows	LP rows
nrows	number of LP rows
cols	LP columns
ncols	number of LP columns
ndisjcuts	number of disjunctive cuts found so far
scale	should cut be scaled
strengthen	should cut be strengthened if integer variables are present
cutlhs1	left hand side of the first simplex row
cutlhs2	left hand side of the second simplex row
bound1	bound of first simplex row
bound2	bound of second simplex row
simplexcoefs1	simplex coefficients of first row
simplexcoefs2	simplex coefficients of second row
cutcoefs	pointer to store cut coefficients (length: nscipvars)
row	pointer to store disjunctive cut inequality
madeintegral	pointer to store whether cut has been scaled to integral values

Definition at line 189 of file sepa_disjunctive.c.

References FALSE, MAX, REALABS, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_CALL, SCIP_DECL_SEPACOPY(), SCIP_Longint, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPceil(), SCIPcolGetBasisStatus(), SCIPcolGetLb(), SCIPcolGetLPPos(), SCIPcolGetUb(), SCIPcolGetVar(), SCIPcolIsIntegral(), SCIPcreateEmptyRowSepa(), SCIPepsilon(), SCIPfloor(), SCIPflushRowExtensions(), SCIPgetDepth(), SCIPgetNLPs(), SCIPgetRowLPActivity(), SCIPinfinity(), SCIPisFeasLE(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisNegative(), SCIPmakeRowIntegral(), SCIProwGetBasisStatus(), SCIProwGetCols(), SCIProwGetConstant(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIProwIsInLP(), SCIPsepaGetName(), SCIPsnprintf(), SCIPsumepsilon(), and TRUE.

Referenced by getSimplexCoefficients(), and SCIP_DECL_SEPAEXECLP().

SCIP_DECL_SEPACOPY()

static SCIP_DECL_SEPACOPY ( sepaCopyDisjunctive  )

static

copy method for separator plugins (called when SCIP copies plugins)

Definition at line 418 of file sepa_disjunctive.c.

References SCIP_CALL, SCIP_DECL_SEPAFREE(), SCIP_OKAY, SCIPincludeSepaDisjunctive(), SCIPsepaGetName(), and SEPA_NAME.

Referenced by generateDisjCutSOS1().

SCIP_DECL_SEPAFREE()

static SCIP_DECL_SEPAFREE ( sepaFreeDisjunctive  )

static

destructor of separator to free user data (called when SCIP is exiting)

Definition at line 433 of file sepa_disjunctive.c.

References SCIP_DECL_SEPAEXITSOL(), SCIP_OKAY, SCIPfreeBlockMemory, SCIPsepaGetData(), SCIPsepaGetName(), SCIPsepaSetData(), and SEPA_NAME.

Referenced by SCIP_DECL_SEPACOPY().

SCIP_DECL_SEPAEXITSOL()

static SCIP_DECL_SEPAEXITSOL ( sepaInitsolDisjunctive  )

static

solving process initialization method of separator

Definition at line 453 of file sepa_disjunctive.c.

References SCIP_DECL_SEPAEXECLP(), SCIP_OKAY, SCIPfindConshdlr(), and SCIPsepaGetData().

Referenced by SCIP_DECL_SEPAFREE().

SCIP_DECL_SEPAEXECLP()

static SCIP_DECL_SEPAEXECLP ( sepaExeclpDisjunctive  )

static

LP solution separation method for disjunctive cuts

Definition at line 468 of file sepa_disjunctive.c.

References FALSE, generateDisjCutSOS1(), getSimplexCoefficients(), getVarRank(), MAKECONTINTEGRAL, MAX, REALABS, SCIP_BASESTAT_BASIC, SCIP_BASESTAT_LOWER, SCIP_BASESTAT_UPPER, SCIP_BASESTAT_ZERO, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DELAYED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIPaddRow(), SCIPallocBufferArray, SCIPceil(), SCIPcolGetBasisStatus(), SCIPcolGetLb(), SCIPcolGetLPPos(), SCIPcolGetPrimsol(), SCIPcolGetUb(), SCIPconshdlrGetNConss(), SCIPdebug, SCIPdebugMsg, SCIPdigraphGetNArcs(), SCIPdigraphGetNSuccessors(), SCIPdigraphGetSuccessors(), SCIPfreeBufferArrayNull, SCIPgetConflictgraphSOS1(), SCIPgetDepth(), SCIPgetLPBasisInd(), SCIPgetLPBInvARow(), SCIPgetLPBInvRow(), SCIPgetLPColsData(), SCIPgetLPRowsData(), SCIPgetLPSolstat(), SCIPgetNCutsFound(), SCIPgetNSOS1Vars(), SCIPgetRowLPActivity(), SCIPgetSolVal(), SCIPincludeSepaDisjunctive(), SCIPisCutEfficacious(), SCIPisEQ(), SCIPisFeasGT(), SCIPisFeasPositive(), SCIPisFeasZero(), SCIPisInfinity(), SCIPisLPSolBasic(), SCIPisStopped(), SCIPnodeGetVarSOS1(), SCIPprintRow(), SCIPreleaseRow(), SCIProwChgRank(), SCIProwGetBasisStatus(), SCIProwGetCols(), SCIProwGetLhs(), SCIProwGetNNonz(), SCIProwGetRhs(), SCIProwGetVals(), SCIProwIsInLP(), SCIPsepaGetData(), SCIPsepaGetName(), SCIPsepaGetNCallsAtNode(), SCIPsepaWasLPDelayed(), SCIPsortDownRealInt(), SCIPvarGetCol(), SCIPvarIsActive(), and SEPA_NAME.

Referenced by SCIP_DECL_SEPAEXITSOL().