cuts.c
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22 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
47 /* =========================================== general static functions =========================================== */
80 SCIPquadprecProdQD(coef, coef, (sol == NULL ? SCIPvarGetLPSol(vars[cutinds[i]]) : SCIPgetSolVal(scip, sol, vars[cutinds[i]])));
86 SCIPquadprecProdQD(coef, coef, (islocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]])));
90 SCIPquadprecProdQD(coef, coef, (islocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]])));
114 int*RESTRICT inds, /**< pointer to array with variable problem indices of non-zeros in variable vector */
157 int*RESTRICT inds, /**< pointer to array with variable problem indices of non-zeros in variable vector */
202 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
225 /** calculates the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter */
229 SCIP_Real* vals, /**< array of the non-zero coefficients in the vector; this is a quad precision array! */
230 int* inds, /**< array of the problem indices of variables with a non-zero coefficient in the vector */
287 /** calculates the cuts efficacy for the given solution; the cut coefs are stored densely and in quad precision */
292 SCIP_Real* cutcoefs, /**< array of the non-zero coefficients in the cut; this is a quad precision array! */
294 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
322 /** safely remove all coefficients below the given value; returns TRUE if the cut became redundant */
330 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
393 /** safely remove all coefficients below the given value; returns TRUE if the cut became redundant */
401 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
410 /* loop over non-zeros and remove values below minval; values above QUAD_EPSILON are cancelled with their bound
505 /** change given coefficient to new given value, adjust right hand side using the variables bound;
547 /** change given (quad) coefficient to new given value, adjust right hand side using the variables bound;
590 /** scales the cut and then tightens the coefficients of the given cut based on the maximal activity;
591 * see cons_linear.c consdataTightenCoefs() for details; the cut is given in a semi-sparse quad precision array;
599 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
623 /* compute the maximum activity and maximum absolute coefficient values for all and for integral variables in the cut */
635 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
654 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
705 (SCIP_Longint)scip->set->sepa_maxcoefratio, scip->set->sepa_maxcoefratio, &intscalar, &success) );
726 if( chgQuadCoeffWithBound(scip, vars[cutinds[i]], QUAD(val), intval, cutislocal, QUAD(cutrhs)) )
766 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
776 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
849 /* no coefficient tightening can be performed since the precondition doesn't hold for any of the variables */
855 /* loop over the integral variables and try to tighten the coefficients; see cons_linear for more details */
873 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
896 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
920 else if( QUAD_TO_DBL(val) > 0.0 && SCIPisLE(scip, maxact - QUAD_TO_DBL(val), QUAD_TO_DBL(*cutrhs)) )
923 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
946 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
969 else /* due to sorting we can stop completely if the precondition was not fulfilled for this variable */
978 /** scales the cut and then tightens the coefficients of the given cut based on the maximal activity;
979 * see cons_linear.c consdataTightenCoefs() for details; the cut is given in a semi-sparse array;
987 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
1021 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1038 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1088 SCIP_CALL( SCIPcalcIntegralScalar(intcoeffs, *cutnnz, -SCIPsumepsilon(scip), SCIPepsilon(scip),
1089 (SCIP_Longint)scip->set->sepa_maxcoefratio, scip->set->sepa_maxcoefratio, &intscalar, &success) );
1148 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1158 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1219 /* no coefficient tightening can be performed since the precondition doesn't hold for any of the variables */
1225 /* loop over the integral variables and try to tighten the coefficients; see cons_linear for more details */
1243 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1265 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1291 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1313 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1336 else /* due to sorting we can stop completely if the precondition was not fulfilled for this variable */
1345 /** perform activity based coefficient tightening on the given cut; returns TRUE if the cut was detected
1353 int* cutinds, /**< array of the problem indices of variables with a non-zero coefficient in the cut */
1386 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1405 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1433 /* no coefficient tightening can be performed since the precondition doesn't hold for any of the variables */
1440 /* loop over the integral variables and try to tighten the coefficients; see cons_linear for more details */
1454 SCIP_Real lb = cutislocal ? SCIPvarGetLbLocal(vars[cutinds[i]]) : SCIPvarGetLbGlobal(vars[cutinds[i]]);
1467 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1495 SCIP_Real ub = cutislocal ? SCIPvarGetUbLocal(vars[cutinds[i]]) : SCIPvarGetUbGlobal(vars[cutinds[i]]);
1508 SCIPdebugPrintf("tightened coefficient from %g to %g; rhs changed from %g to %g; the bounds are [%g,%g]\n",
1533 else /* due to sorting we can stop completely if the precondition was not fulfilled for this variable */
1545 /* =========================================== aggregation row =========================================== */
1630 SCIPmessageFPrintInfo(messagehdlr, file, "%+.15g<%s> ", QUAD_TO_DBL(val), SCIPvarGetName(vars[aggrrow->inds[i]]));
1653 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->vals, source->vals, QUAD_ARRAY_SIZE(nvars)) );
1664 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->rowsinds, source->rowsinds, source->nrows) );
1665 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->slacksign, source->slacksign, source->nrows) );
1666 SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*aggrrow)->rowweights, source->rowweights, source->nrows) );
1711 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowsinds, aggrrow->rowssize, newsize) );
1712 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->slacksign, aggrrow->rowssize, newsize) );
1713 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowweights, aggrrow->rowssize, newsize) );
1731 /* Automatically decide, whether we want to use the left or the right hand side of the row in the summation.
1759 SCIP_CALL( varVecAddScaledRowCoefsQuad(aggrrow->inds, aggrrow->vals, &aggrrow->nnz, row, weight) );
1764 /** Removes a given variable @p var from position @p pos the aggregation row and updates the right-hand side according
1765 * to sign of the coefficient, i.e., rhs -= coef * bound, where bound = lb if coef >= 0 and bound = ub, otherwise.
1767 * @note: The choice of global or local bounds depend on the validity (global or local) of the aggregation row.
1769 * @note: The list of non-zero indices will be updated by swapping the last non-zero index to @p pos.
1827 /** add the objective function with right-hand side @p rhs and scaled by @p scale to the aggregation row */
1970 /** calculates the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter
1972 * @return the efficacy norm of the given aggregation row, which depends on the "separating/efficacynorm" parameter
1982 /** Adds one row to the aggregation row. Differs from SCIPaggrRowAddRow() by providing some additional
1993 int negslack, /**< should negative slack variables allowed to be used? (0: no, 1: only for integral rows, 2: yes) */
2005 if( SCIPisFeasZero(scip, weight) || SCIProwIsModifiable(row) || (SCIProwIsLocal(row) && !allowlocal) )
2024 else if( SCIPisInfinity(scip, SCIProwGetRhs(row)) || (weight < 0.0 && ! SCIPisInfinity(scip, -SCIProwGetLhs(row))) )
2029 else if( (weight < 0.0 && !SCIPisInfinity(scip, -row->lhs)) || SCIPisInfinity(scip, row->rhs) )
2069 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowsinds, aggrrow->rowssize, newsize) );
2070 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->slacksign, aggrrow->rowssize, newsize) );
2071 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &aggrrow->rowweights, aggrrow->rowssize, newsize) );
2081 SCIP_CALL( varVecAddScaledRowCoefsQuad(aggrrow->inds, aggrrow->vals, &aggrrow->nnz, row, weight) );
2101 int negslack, /**< should negative slack variables allowed to be used? (0: no, 1: only for integral rows, 2: yes) */
2127 SCIP_CALL( addOneRow(scip, aggrrow, rows[rowinds[k]], weights[rowinds[k]], sidetypebasis, allowlocal, negslack, maxaggrlen, &rowtoolong) );
2137 SCIP_CALL( addOneRow(scip, aggrrow, rows[k], weights[k], sidetypebasis, allowlocal, negslack, maxaggrlen, &rowtoolong) );
2161 SCIP_Bool* success /**< pointer to return whether post-processing was succesful or cut is redundant */
2189 SCIP_CALL( cutTightenCoefs(scip, cutislocal, cutcoefs, QUAD(&rhs), cutinds, nnz, &redundant) );
2208 *success = ! removeZeros(scip, minallowedcoef, cutislocal, cutcoefs, QUAD(&rhs), cutinds, nnz);
2230 SCIP_Bool* success /**< pointer to return whether the cleanup was successful or if it is useless */
2246 if( removeZerosQuad(scip, SCIPfeastol(scip), cutislocal, cutcoefs, QUAD(cutrhs), cutinds, nnz) )
2255 SCIP_CALL( cutTightenCoefsQuad(scip, cutislocal, cutcoefs, QUAD(cutrhs), cutinds, nnz, &redundant) );
2276 *success = ! removeZerosQuad(scip, minallowedcoef, cutislocal, cutcoefs, QUAD(cutrhs), cutinds, nnz);
2291 *valid = ! removeZerosQuad(scip, SCIPsumepsilon(scip), aggrrow->local, aggrrow->vals, QUAD(&aggrrow->rhs), aggrrow->inds, &aggrrow->nnz);
2349 /** gets the array of corresponding variable problem indices for each non-zero in the aggregation row */
2400 * for the given cut; moves filtered cuts to the end of the array and returns number of selected cuts */
2437 /** move the cut with the highest score to the first position in the array; there must be at least one cut */
2483 SCIP_Real efficacyweight, /**< weight of efficacy (shortest cutoff distance) in score calculation */
2517 /* if there is an incumbent and the factor is not 0.0, compute directed cutoff distances for the incumbent */
2527 intsupportweight * SCIProwGetNumIntCols(cuts[i], scip->set) / (SCIP_Real) SCIProwGetNNonz(cuts[i]) :
2530 objparallelism = objparalweight != 0.0 ? objparalweight * SCIProwGetObjParallelism(cuts[i], scip->set, scip->lp) : 0.0;
2568 intsupportweight * SCIProwGetNumIntCols(cuts[i], scip->set) / (SCIP_Real) SCIProwGetNNonz(cuts[i]) :
2571 objparallelism = objparalweight > 0.0 ? objparalweight * SCIProwGetObjParallelism(cuts[i], scip->set, scip->lp) : 0.0;
2610 nnonforcedcuts = filterWithParallelism(cuts[i], nonforcedcuts, nonforcedscores, nnonforcedcuts, goodscore, goodmaxparall, maxparall);
2613 /* if the maximal number of cuts was exceeded after selecting the forced cuts, we can stop here */
2625 /* if the best cut of the remaining cuts is considered bad, we discard it and all remaining cuts */
2635 /* move the pointers to the next position and filter the remaining cuts to enforce the maximum parallelism constraint */
2640 nnonforcedcuts = filterWithParallelism(selectedcut, nonforcedcuts, nonforcedscores, nnonforcedcuts, goodscore, goodmaxparall, maxparall);
2650 /* =========================================== c-MIR =========================================== */
2661 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2695 /* we have to avoid cyclic variable bound usage, so we enforce to use only variable bounds variables of smaller index */
2696 /**@todo this check is not needed for continuous variables; but allowing all but binary variables
2719 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2753 /* we have to avoid cyclic variable bound usage, so we enforce to use only variable bounds variables of smaller index */
2754 /**@todo this check is not needed for continuous variables; but allowing all but binary variables
2770 /** determine the best bounds with respect to the given solution for complementing the given variable */
2776 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
2778 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2779 SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */
2781 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
2784 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
2790 SCIP_BOUNDTYPE* selectedbound, /**< pointer to store whether the lower bound or the upper bound should be preferred */
2801 assert(SCIPvarGetType(var) == SCIP_VARTYPE_CONTINUOUS || ( boundsfortrans[v] == -2 || boundsfortrans[v] == -1 ));
2831 *bestlb = vlbcoefs[k] * (sol == NULL ? SCIPvarGetLPSol(vlbvars[k]) : SCIPgetSolVal(scip, sol, vlbvars[k])) + vlbconsts[k];
2837 /* find closest upper bound in standard upper bound (and variable upper bounds for continuous variables) */
2838 SCIP_CALL( findBestUb(scip, var, sol, usevbds && fixintegralrhs, allowlocal && fixintegralrhs, bestub, bestubtype) );
2869 /* we have to avoid cyclic variable bound usage, so we enforce to use only variable bounds variables of smaller index */
2870 *bestub = vubcoefs[k] * (sol == NULL ? SCIPvarGetLPSol(vubvars[k]) : SCIPgetSolVal(scip, sol, vubvars[k])) + vubconsts[k];
2876 /* find closest lower bound in standard lower bound (and variable lower bounds for continuous variables) */
2877 SCIP_CALL( findBestLb(scip, var, sol, usevbds && fixintegralrhs, allowlocal && fixintegralrhs, bestlb, bestlbtype) );
2886 /* find closest lower bound in standard lower bound (and variable lower bounds for continuous variables) */
2889 /* find closest upper bound in standard upper bound (and variable upper bounds for continuous variables) */
2965 * x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \mbox{if lb is used in transformation}\\
2966 * x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if ub is used in transformation}
2974 * x^\prime_j := x_j - (bl_j\, zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \mbox{if vlb is used in transf.} \\
2975 * x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if vub is used in transf.}
2978 * move the constant terms \f$ a_j\, dl_j \f$ or \f$ a_j\, du_j \f$ to the rhs, and update the coefficient of the VLB variable:
2990 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
2992 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
2993 SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */
2995 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
2998 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
3009 SCIP_Bool* freevariable, /**< stores whether a free variable was found in MIR row -> invalid summation */
3010 SCIP_Bool* localbdsused /**< pointer to store whether local bounds were used in transformation */
3040 /* start with continuous variables, because using variable bounds can affect the untransformed integral
3041 * variables, and these changes have to be incorporated in the transformation of the integral variables
3053 SCIP_CALL( determineBestBounds(scip, vars[cutinds[i]], sol, boundswitch, usevbds, allowlocal, fixintegralrhs,
3055 bestlbs + i, bestubs + i, bestlbtypes + i, bestubtypes + i, selectedbounds + i, freevariable) );
3175 /* remove integral variables that now have a zero coefficient due to variable bound usage of continuous variables
3197 /* determine the best bounds for the integral variable, usevbd can be set to FALSE here as vbds are only used for continous variables */
3198 SCIP_CALL( determineBestBounds(scip, vars[v], sol, boundswitch, FALSE, allowlocal, fixintegralrhs,
3200 bestlbs + i, bestubs + i, bestlbtypes + i, bestubtypes + i, selectedbounds + i, freevariable) );
3209 /* now perform the bound substitution on the remaining integral variables which only uses standard bounds */
3325 /* prefer larger violations; for equal violations, prefer smaller f0 values since then the possibility that
3357 assert(bestubtypes[besti] < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
3364 assert(bestlbtypes[besti] < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
3385 /** Calculate fractionalities \f$ f_0 := b - down(b), f_j := a^\prime_j - down(a^\prime_j) \f$, and derive MIR cut \f$ \tilde{a} \cdot x' \leq down(b) \f$
3400 * x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{if lb was used in transformation} \\
3401 * x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{if ub was used in transformation}
3416 * x^\prime_j := x_j - (bl_j \cdot zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{(vlb)} \\
3417 * x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{(vub)}
3430 * \hat{a}_{zl_j} := \hat{a}_{zl_j} - \tilde{a}_j\, bl_j = \hat{a}_{zl_j} - \hat{a}_j\, bl_j,& \mbox{or} \\
3440 int*RESTRICT cutinds, /**< array of variables problem indices for non-zero coefficients in cut */
3443 int*RESTRICT boundtype, /**< stores the bound used for transformed variable (vlb/vub_idx or -1 for lb/ub) */
3465 /* Loop backwards to process integral variables first and be able to delete coefficients of integral variables
3473 /*in debug mode check that all continuous variables of the aggrrow come before the integral variables */
3541 /* move the constant term -a~_j * lb_j == -a^_j * lb_j , or a~_j * ub_j == -a^_j * ub_j to the rhs */
3576 /* now process the continuous variables; postpone deletetion of zeros till all continuous variables have been processed */
3602 SCIPquadprecProdQQ(cutaj, onedivoneminusf0, aj); /* cutaj = varsign[i] * aj * onedivoneminusf0; // a^_j */
3627 /* move the constant term -a~_j * lb_j == -a^_j * lb_j , or a~_j * ub_j == -a^_j * ub_j to the rhs */
3734 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
3737 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
3741 * & \hat{a}_r = \tilde{a}_r = down(a^\prime_r) + (f_r - f0)/(1 - f0),& \mbox{if}\qquad f_r > f0 \\
3747 * Substitute \f$ \hat{a}_r \cdot s_r \f$ by adding \f$ \hat{a}_r \f$ times the slack's definition to the cut.
3811 || (slacksign[i] == -1 && SCIPisFeasIntegral(scip, row->lhs - row->constant))) ) /*lint !e613*/
3893 /** calculates an MIR cut out of the weighted sum of LP rows; The weights of modifiable rows are set to 0.0, because
3896 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
3908 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
3910 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
3911 SCIP_Bool fixintegralrhs, /**< should complementation tried to be adjusted such that rhs gets fractional? */
3912 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
3915 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
3923 int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */
3927 SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */
3928 SCIP_Bool* success /**< pointer to store whether the returned coefficients are a valid MIR cut */
3990 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, if vlb is used in transf.
3991 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, if vub is used in transf.
3992 * move the constant terms "a_j * dl_j" or "a_j * du_j" to the rhs, and update the coefficient of the VLB variable:
3996 SCIP_CALL( cutsTransformMIR(scip, sol, boundswitch, usevbds, allowlocal, fixintegralrhs, FALSE,
3997 boundsfortrans, boundtypesfortrans, minfrac, maxfrac, tmpcoefs, QUAD(&rhs), cutinds, cutnnz, varsign, boundtype, &freevariable, &localbdsused) );
4016 * x'_j := x_j - lb_j, x_j == x'_j + lb_j, a'_j == a_j, a^_j := a~_j, if lb was used in transformation
4017 * x'_j := ub_j - x_j, x_j == ub_j - x'_j, a'_j == -a_j, a^_j := -a~_j, if ub was used in transformation
4024 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, a^_j := a~_j, (vlb)
4025 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, a^_j := -a~_j, (vub)
4053 SCIP_CALL( cutsRoundMIR(scip, tmpcoefs, QUAD(&rhs), cutinds, cutnnz, varsign, boundtype, QUAD(f0)) );
4059 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
4063 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
4077 /* remove all nearly-zero coefficients from MIR row and relax the right hand side correspondingly in order to
4080 SCIP_CALL( postprocessCutQuad(scip, *cutislocal, cutinds, tmpcoefs, cutnnz, QUAD(&rhs), success) );
4084 *success = ! removeZerosQuad(scip, SCIPsumepsilon(scip), *cutislocal, tmpcoefs, QUAD(&rhs), cutnnz, cutinds);
4208 * Given the aggregation, it is transformed to a mixed knapsack set via complementation (using bounds or variable bounds)
4211 * so one would prefer to have integer coefficients for integer variables which are far away from their bounds in the
4214 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
4226 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
4228 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
4230 int* boundsfortrans, /**< bounds that should be used for transformed variables: vlb_idx/vub_idx,
4233 SCIP_BOUNDTYPE* boundtypesfortrans, /**< type of bounds that should be used for transformed variables;
4240 int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */
4242 SCIP_Real* cutefficacy, /**< pointer to store efficacy of best cut; only cuts that are strictly better than the value of
4245 SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */
4294 /* we only compute bound distance for integer variables; we allocate an array of length aggrrow->nnz to store this, since
4295 * this is the largest number of integer variables. (in contrast to the number of total variables which can be 2 *
4296 * aggrrow->nnz variables: if all are continuous and we use variable bounds to completement, we introduce aggrrow->nnz
4328 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, if vlb is used in transf.
4329 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, if vub is used in transf.
4330 * move the constant terms "a_j * dl_j" or "a_j * du_j" to the rhs, and update the coefficient of the VLB variable:
4335 boundsfortrans, boundtypesfortrans, minfrac, maxfrac, mksetcoefs, QUAD(&mksetrhs), mksetinds, &mksetnnz, varsign, boundtype, &freevariable, &localbdsused) );
4343 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4381 SCIP_CALL( SCIPcalcIntegralScalar(deltacands, nbounddist, -QUAD_EPSILON, SCIPsumepsilon(scip), (SCIP_Longint)10000, 10000.0, &intscale, &intscalesuccess) );
4457 * x'_j := x_j - lb_j, x_j == x'_j + lb_j, a'_j == a_j, a^_j := a~_j, if lb was used in transformation
4458 * x'_j := ub_j - x_j, x_j == ub_j - x'_j, a'_j == -a_j, a^_j := -a~_j, if ub was used in transformation
4465 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, a^_j := a~_j, (vlb)
4466 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, a^_j := -a~_j, (vub)
4658 efficacy = computeMIREfficacy(scip, tmpcoefs, tmpvalues, QUAD_TO_DBL(mksetrhs), contactivity, contsqrnorm, deltacands[i], ntmpcoefs, minfrac, maxfrac);
4681 efficacy = computeMIREfficacy(scip, tmpcoefs, tmpvalues, QUAD_TO_DBL(mksetrhs), contactivity, contsqrnorm, delta, ntmpcoefs, minfrac, maxfrac);
4691 /* try to improve efficacy by switching complementation of integral variables that are not at their bounds
4707 SCIP_CALL( findBestLb(scip, vars[mksetinds[k]], sol, FALSE, allowlocal, &bestlb, &bestlbtype) );
4712 SCIP_CALL( findBestUb(scip, vars[mksetinds[k]], sol, FALSE, allowlocal, &bestub, &bestubtype) );
4731 tmpvalues[k - intstart] = varsign[k] == +1 ? bestub - SCIPgetSolVal(scip, sol, vars[mksetinds[k]]) : SCIPgetSolVal(scip, sol, vars[mksetinds[k]]) - bestlb;
4734 newefficacy = computeMIREfficacy(scip, tmpcoefs, tmpvalues, QUAD_TO_DBL(newrhs), contactivity, contsqrnorm, bestdelta, ntmpcoefs, minfrac, maxfrac);
4746 assert(bestubtype < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
4753 assert(bestlbtype < 0); /* cannot switch to a variable bound (would lead to further coef updates) */
4793 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4797 SCIP_CALL( cutsRoundMIR(scip, mksetcoefs, QUAD(&mksetrhs), mksetinds, &mksetnnz, varsign, boundtype, QUAD(f0)) );
4800 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4804 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
4808 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
4820 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4834 SCIPdebugMessage("efficacy of cmir cut is different than expected efficacy: %f != %f\n", efficacy, bestefficacy);
4841 /* remove all nearly-zero coefficients from MIR row and relax the right hand side correspondingly in order to
4846 SCIP_CALL( postprocessCutQuad(scip, *cutislocal, mksetinds, mksetcoefs, &mksetnnz, QUAD(&mksetrhs), success) );
4850 *success = ! removeZerosQuad(scip, SCIPsumepsilon(scip), *cutislocal, mksetcoefs, QUAD(&mksetrhs), mksetinds, &mksetnnz);
4854 SCIPdebug(printCutQuad(scip, sol, mksetcoefs, QUAD(mksetrhs), mksetinds, mksetnnz, FALSE, FALSE));
4858 mirefficacy = calcEfficacyDenseStorageQuad(scip, sol, mksetcoefs, QUAD_TO_DBL(mksetrhs), mksetinds, mksetnnz);
4915 /* =========================================== flow cover =========================================== */
4927 #define MAXABSVBCOEF 1e+5 /**< maximal absolute coefficient in variable bounds used for snf relaxation */
4944 SCIP_Real d1; /**< right hand side of single-node-flow set plus the sum of all \f$ u_j \f$ for \f$ j \in C^- \f$ */
4945 SCIP_Real d2; /**< right hand side of single-node-flow set plus the sum of all \f$ u_j \f$ for \f$ j \in N^- \f$ */
4947 SCIP_Real mp; /**< smallest variable bound coefficient of variable in \f$ C^{++} (min_{j \in C++} u_j) \f$ */
4951 /** structure that contains all the data that defines the single-node-flow relaxation of an aggregation row */
4963 SCIP_Real* aggrcoefsbin; /**< aggregation coefficient of the original binary var used to define the
4965 SCIP_Real* aggrcoefscont; /**< aggregation coefficient of the original continous var used to define the
4967 SCIP_Real* aggrconstants; /**< aggregation constant used to define the continuous variable in the relaxed set */
4970 /** get solution value and index of variable lower bound (with binary variable) which is closest to the current LP
4971 * solution value of a given variable; candidates have to meet certain criteria in order to ensure the nonnegativity
4972 * of the variable upper bound imposed on the real variable in the 0-1 single node flow relaxation associated with the
4986 SCIP_Real* closestvlb, /**< pointer to store the LP sol value of the closest variable lower bound */
4987 int* closestvlbidx /**< pointer to store the index of the closest vlb; -1 if no vlb was found */
4995 assert(bestsub == SCIPvarGetUbGlobal(var) || bestsub == SCIPvarGetUbLocal(var)); /*lint !e777*/
5040 /* if the variable is not active the problem index is -1, so we cast to unsigned int before the comparison which
5048 /* check if current variable lower bound l~_i * x_i + d_i imposed on y_j meets the following criteria:
5052 * 0. no other non-binary variable y_k has used a variable bound with x_i to get transformed variable y'_k yet
5100 /** get LP solution value and index of variable upper bound (with binary variable) which is closest to the current LP
5101 * solution value of a given variable; candidates have to meet certain criteria in order to ensure the nonnegativity
5102 * of the variable upper bound imposed on the real variable in the 0-1 single node flow relaxation associated with the
5116 SCIP_Real* closestvub, /**< pointer to store the LP sol value of the closest variable upper bound */
5117 int* closestvubidx /**< pointer to store the index of the closest vub; -1 if no vub was found */
5125 assert(bestslb == SCIPvarGetLbGlobal(var) || bestslb == SCIPvarGetLbLocal(var)); /*lint !e777*/
5170 /* if the variable is not active the problem index is -1, so we cast to unsigned int before the comparison which
5182 * 0. no other non-binary variable y_k has used a variable bound with x_i to get transformed variable y'_k
5230 /** determines the bounds to use for constructing the single-node-flow relaxation of a variable in
5240 int varposinrow, /**< position of variable in the rowinds array for which the bounds should be determined */
5244 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
5245 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
5254 SCIP_BOUNDTYPE* selectedbounds, /**< pointer to store the preferred bound for the transformation */
5281 SCIP_CALL( findBestLb(scip, var, sol, FALSE, allowlocal, &bestslb[varposinrow], &bestslbtype[varposinrow]) );
5282 SCIP_CALL( findBestUb(scip, var, sol, FALSE, allowlocal, &bestsub[varposinrow], &bestsubtype[varposinrow]) );
5293 SCIPdebugMsg(scip, " %d: %g <%s, idx=%d, lp=%g, [%g(%d),%g(%d)]>:\n", varposinrow, rowcoef, SCIPvarGetName(var), probidx,
5294 solval, bestslb[varposinrow], bestslbtype[varposinrow], bestsub[varposinrow], bestsubtype[varposinrow]);
5296 /* mixed integer set cannot be relaxed to 0-1 single node flow set because both simple bounds are -infinity
5299 if( SCIPisInfinity(scip, -bestslb[varposinrow]) && SCIPisInfinity(scip, bestsub[varposinrow]) )
5305 /* get closest lower bound that can be used to define the real variable y'_j in the 0-1 single node flow
5318 SCIP_CALL( getClosestVlb(scip, var, sol, rowcoefs, binvarused, bestsub[varposinrow], rowcoef, &bestvlb, &bestvlbidx) );
5327 /* get closest upper bound that can be used to define the real variable y'_j in the 0-1 single node flow
5340 SCIP_CALL( getClosestVub(scip, var, sol, rowcoefs, binvarused, bestslb[varposinrow], rowcoef, &bestvub, &bestvubidx) );
5348 SCIPdebugMsg(scip, " bestlb=%g(%d), bestub=%g(%d)\n", bestlb[varposinrow], bestlbtype[varposinrow], bestub[varposinrow], bestubtype[varposinrow]);
5350 /* mixed integer set cannot be relaxed to 0-1 single node flow set because there are no suitable bounds
5361 /* select best upper bound if it is closer to the LP value of y_j and best lower bound otherwise and use this bound
5362 * to define the real variable y'_j with 0 <= y'_j <= u'_j x_j in the 0-1 single node flow relaxation;
5365 if( SCIPisEQ(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow]) && bestlbtype[varposinrow] >= 0 )
5369 else if( SCIPisEQ(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow])
5374 else if( SCIPisLE(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow]) )
5380 assert(SCIPisGT(scip, solval, (1.0 - boundswitch) * bestlb[varposinrow] + boundswitch * bestub[varposinrow]));
5395 else if ( selectedbounds[varposinrow] == SCIP_BOUNDTYPE_UPPER && bestubtype[varposinrow] >= 0 )
5410 /** construct a 0-1 single node flow relaxation (with some additional simple constraints) of a mixed integer set
5417 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
5418 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
5425 SCIP_Bool* localbdsused /**< pointer to store whether local bounds were used in transformation */
5448 SCIPdebugMsg(scip, "--------------------- construction of SNF relaxation ------------------------------------\n");
5466 /* array to store whether a binary variable is in the row (-1) or has been used (1) due to variable bound usage */
5483 SCIP_CALL( determineBoundForSNF(scip, sol, vars, rowcoefs, rowinds, i, binvarused, allowlocal, boundswitch,
5484 bestlb, bestub, bestslb, bestsub, bestlbtype, bestubtype, bestslbtype, bestsubtype, selectedbounds, &freevariable) );
5542 /* store for y_j that bestlb is the bound used to define y'_j and that y'_j is the associated real variable
5572 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5601 SCIPdebugMsg(scip, " --> bestlb used for trans: ... %s y'_%d + ..., y'_%d <= %g x_%d (=1), rhs=%g-(%g*%g)=%g\n",
5602 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5603 snf->ntransvars, QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesbestsub), QUAD_TO_DBL(rowcoef), bestsub, QUAD_TO_DBL(transrhs));
5619 * y'_j = - ( a_j ( y_j - d_j ) + c_j x_j ) with 0 <= y'_j <= - ( a_j l~_j + c_j ) x_j if a_j > 0
5651 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5681 SCIPdebugMsg(scip, " --> bestlb used for trans: ... %s y'_%d + ..., y'_%d <= %g x_%d (=%s), rhs=%g-(%g*%g)=%g\n",
5682 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5683 snf->ntransvars, SCIPvarGetName(vlbvars[bestlbtype[i]]), QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesvlbconst), QUAD_TO_DBL(rowcoef),
5726 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5755 SCIPdebugMsg(scip, " --> bestub used for trans: ... %s y'_%d + ..., Y'_%d <= %g x_%d (=1), rhs=%g-(%g*%g)=%g\n",
5756 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5757 snf->ntransvars, QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesbestslb), QUAD_TO_DBL(rowcoef), bestslb[i], QUAD_TO_DBL(transrhs));
5774 * y'_j = - ( a_j ( y_j - d_j ) + c_j x_j ) with 0 <= y'_j <= - ( a_j u~_j + c_j ) x_j if a_j < 0,
5803 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5833 /* store for x_j that y'_j is the associated real variable in the 0-1 single node flow relaxation */
5835 SCIPdebugMsg(scip, " --> bestub used for trans: ... %s y'_%d + ..., y'_%d <= %g x_%d (=%s), rhs=%g-(%g*%g)=%g\n",
5836 snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars, snf->transvarvubcoefs[snf->ntransvars],
5837 snf->ntransvars, SCIPvarGetName(vubvars[bestubtype[i]]), QUAD_TO_DBL(transrhs) + QUAD_TO_DBL(rowcoeftimesvubconst), QUAD_TO_DBL(rowcoef),
5881 SCIPdebugMsg(scip, " %d: %g <%s, idx=%d, lp=%g, [%g, %g]>:\n", i, QUAD_TO_DBL(rowcoef), SCIPvarGetName(var), probidx, varsolval,
5894 /* store aggregation information for y'_j for transforming cuts for the SNF relaxation back to the problem variables later */
5922 assert(snf->transvarcoefs[snf->ntransvars] == 1 || snf->transvarcoefs[snf->ntransvars] == - 1 );
5928 SCIPdebugMsg(scip, " --> ... %s y'_%d + ..., y'_%d <= %g x_%d (=%s))\n", snf->transvarcoefs[snf->ntransvars] == 1 ? "+" : "-", snf->ntransvars, snf->ntransvars,
6002 /** solve knapsack problem in maximization form with "<" constraint approximately by greedy; if needed, one can provide
6042 /* allocate memory for temporary array used for sorting; array should contain profits divided by corresponding weights (p_1 / w_1 ... p_n / w_n )*/
6053 SCIPselectWeightedDownRealRealInt(tempsort, profits, items, weights, mediancapacity, nitems, &criticalitem);
6097 /** build the flow cover which corresponds to the given exact or approximate solution of KP^SNF; given unfinished
6112 int* flowcoverstatus, /**< pointer to store whether variable is in flow cover (+1) or not (-1) */
6176 /** checks, whether the given scalar scales the given value to an integral number with error in the given bounds */
6181 SCIP_Real mindelta, /**< minimal relative allowed difference of scaled coefficient s*c and integral i */
6182 SCIP_Real maxdelta /**< maximal relative allowed difference of scaled coefficient s*c and integral i */
6199 /** get integral number with error in the bounds which corresponds to given value scaled by a given scalar;
6206 SCIP_Real mindelta, /**< minimal relative allowed difference of scaled coefficient s*c and integral i */
6207 SCIP_Real maxdelta /**< maximal relative allowed difference of scaled coefficient s*c and integral i */
6230 * i.e., get sets C1 subset N1 and C2 subset N2 with sum_{j in C1} u_j - sum_{j in C2} u_j = b + lambda and lambda > 0
6238 int* flowcoverstatus, /**< pointer to store whether variable is in flow cover (+1) or not (-1) */
6282 SCIPdebugMsg(scip, "--------------------- get flow cover ----------------------------------------------------\n");
6322 assert(SCIPisFeasGE(scip, snf->transbinvarsolvals[j], 0.0) && SCIPisFeasLE(scip, snf->transbinvarsolvals[j], 1.0));
6387 * 1. to a knapsack problem in maximization form, such that all variables in the knapsack constraint have
6388 * positive weights and the constraint is a "<" constraint, by complementing all variables in N1
6396 * 2. to a knapsack problem in maximization form, such that all variables in the knapsack constraint have
6397 * positive integer weights and the constraint is a "<=" constraint, by complementing all variables in N1
6411 /* get weight and profit of variables in KP^SNF_rat and check, whether all weights are already integral */
6423 SCIPdebugMsg(scip, " <%d>: j in N1: w_%d = %g, p_%d = %g %s\n", items[j], items[j], transweightsreal[j],
6424 items[j], transprofitsreal[j], SCIPisIntegral(scip, transweightsreal[j]) ? "" : " ----> NOT integral");
6429 SCIPdebugMsg(scip, " <%d>: j in N2: w_%d = %g, p_%d = %g %s\n", items[j], items[j], transweightsreal[j],
6430 items[j], transprofitsreal[j], SCIPisIntegral(scip, transweightsreal[j]) ? "" : " ----> NOT integral");
6435 SCIPdebugMsg(scip, " transcapacity = -rhs(%g) + flowcoverweight(%g) + n1itemsweight(%g) = %g\n",
6438 /* there exists no flow cover if the capacity of knapsack constraint in KP^SNF_rat after fixing
6459 * solve KP^SNF_int exactly, if a suitable factor C is found and (nitems*capacity) <= MAXDYNPROGSPACE,
6473 SCIP_CALL( SCIPcalcIntegralScalar(transweightsreal, nitems, -MINDELTA, MAXDELTA, MAXDNOM, MAXSCALE, &scalar,
6477 /* initialize number of (non-)solution items, should be changed to a nonnegative number in all possible paths below */
6512 SCIP_CALL(SCIPsolveKnapsackExactly(scip, nitems, transweightsint, transprofitsint, transcapacityint,
6529 SCIP_CALL(SCIPsolveKnapsackApproximatelyLT(scip, nitems, transweightsreal, transprofitsreal, transcapacityreal,
6537 SCIP_CALL(SCIPsolveKnapsackApproximatelyLT(scip, nitems, transweightsreal, transprofitsreal, transcapacityreal,
6545 /* build the flow cover from the solution of KP^SNF_rat and KP^SNF_int, respectively and the fixing */
6547 buildFlowCover(scip, snf->transvarcoefs, snf->transvarvubcoefs, snf->transrhs, solitems, nonsolitems, nsolitems, nnonsolitems, nflowcovervars,
6551 /* if the found structure is not a flow cover, because of scaling, solve KP^SNF_rat approximately */
6557 SCIP_CALL(SCIPsolveKnapsackApproximatelyLT(scip, nitems, transweightsreal, transprofitsreal, transcapacityreal,
6559 #ifdef SCIP_DEBUG /* this time only for SCIP_DEBUG, because only then, the variable is used again */
6569 buildFlowCover(scip, snf->transvarcoefs, snf->transvarvubcoefs, snf->transrhs, solitems, nonsolitems, nsolitems, nnonsolitems, nflowcovervars,
6592 SCIPdebugMsg(scip, " flowcoverweight(%g) = rhs(%g) + lambda(%g)\n", QUAD_TO_DBL(flowcoverweight), snf->transrhs, *lambda);
6612 * \f${(x,y) in {0,1}^n x R^n : sum_{j in N1} y_j - sum_{j in N2} y_j <= b, 0 <= y_j <= u_j x_j}\f$,
6622 int* flowcoverstatus, /**< pointer to store whether variable is in flow cover (+1) or not (-1) */
6655 SCIPdebugMsg(scip, "--------------------- get flow cover ----------------------------------------------------\n");
6688 assert(SCIPisFeasGE(scip, snf->transbinvarsolvals[j], 0.0) && SCIPisFeasLE(scip, snf->transbinvarsolvals[j], 1.0));
6753 * 1. to a knapsack problem in maximization form, such that all variables in the knapsack constraint have
6754 * positive weights and the constraint is a "<" constraint, by complementing all variables in N1
6762 * 2. to a knapsack problem in maximization form, such that all variables in the knapsack constraint have
6763 * positive integer weights and the constraint is a "<=" constraint, by complementing all variables in N1
6777 /* get weight and profit of variables in KP^SNF_rat and check, whether all weights are already integral */
6785 SCIPdebugMsg(scip, " <%d>: j in N1: w_%d = %g, p_%d = %g %s\n", items[j], items[j], transweightsreal[j],
6786 items[j], transprofitsreal[j], SCIPisIntegral(scip, transweightsreal[j]) ? "" : " ----> NOT integral");
6791 SCIPdebugMsg(scip, " <%d>: j in N2: w_%d = %g, p_%d = %g %s\n", items[j], items[j], transweightsreal[j],
6792 items[j], transprofitsreal[j], SCIPisIntegral(scip, transweightsreal[j]) ? "" : " ----> NOT integral");
6797 SCIPdebugMsg(scip, " transcapacity = -rhs(%g) + flowcoverweight(%g) + n1itemsweight(%g) = %g\n",
6800 /* there exists no flow cover if the capacity of knapsack constraint in KP^SNF_rat after fixing
6822 /* initialize number of (non-)solution items, should be changed to a nonnegative number in all possible paths below */
6828 SCIP_CALL(SCIPsolveKnapsackApproximatelyLT(scip, nitems, transweightsreal, transprofitsreal, transcapacityreal,
6834 /* build the flow cover from the solution of KP^SNF_rat and KP^SNF_int, respectively and the fixing */
6836 buildFlowCover(scip, snf->transvarcoefs, snf->transvarvubcoefs, snf->transrhs, solitems, nonsolitems, nsolitems, nnonsolitems, nflowcovervars,
6859 SCIPdebugMsg(scip, " flowcoverweight(%g) = rhs(%g) + lambda(%g)\n", QUAD_TO_DBL(flowcoverweight), snf->transrhs, *lambda);
6877 /** evaluate the super-additive lifting function for the lifted simple generalized flowcover inequalities
7003 int* transvarflowcoverstatus, /**< pointer to store whether non-binary var is in L2 (2) or not (-1 or 1) */
7104 SCIP_UNUSED( SCIPsortedvecFindDownReal(liftingdata->m, liftingdata->mp, liftingdata->r, &liftingdata->t) );
7105 assert(liftingdata->m[liftingdata->t] == liftingdata->mp || SCIPisInfinity(scip, liftingdata->mp)); /*lint !e777*/
7111 while( liftingdata->t < liftingdata->r && liftingdata->m[liftingdata->t] == liftingdata->mp ) /*lint !e777*/
7138 int* flowcoverstatus, /**< pointer to store whether variable is in flow cover (+1) or not (-1) */
7210 SCIP_Real liftedbincoef = evaluateLiftingFunction(scip, &liftingdata, snf->transvarvubcoefs[i]);
7393 /** calculates a lifted simple generalized flow cover cut out of the weighted sum of LP rows given by an aggregation row; the
7394 * aggregation row must not contain non-zero weights for modifiable rows, because these rows cannot
7398 * Gu, Z., Nemhauser, G. L., & Savelsbergh, M. W. (1999). Lifted flow cover inequalities for mixed 0-1 integer programs.
7401 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
7413 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
7414 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
7418 int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */
7422 SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */
7444 SCIPdebug( printCutQuad(scip, sol, aggrrow->vals, QUAD(aggrrow->rhs), aggrrow->inds, aggrrow->nnz, FALSE, aggrrow->local) );
7446 SCIP_CALL( constructSNFRelaxation(scip, sol, boundswitch, allowlocal, aggrrow->vals, QUAD(aggrrow->rhs), aggrrow->inds, aggrrow->nnz, &snf, success, &localbdsused) );
7457 SCIP_CALL( getFlowCover(scip, &snf, &nflowcovervars, &nnonflowcovervars, transvarflowcoverstatus, &lambda, success) );
7466 SCIP_CALL( generateLiftedFlowCoverCut(scip, &snf, aggrrow, transvarflowcoverstatus, lambda, tmpcoefs, cutrhs, cutinds, cutnnz, success) );
7469 /* if success is FALSE generateLiftedFlowCoverCut wont have touched the tmpcoefs array so we dont need to clean it then */
7481 *success = ! removeZeros(scip, SCIPsumepsilon(scip), *cutislocal, tmpcoefs, QUAD(&rhs), cutinds, cutnnz);
7524 /* =========================================== strongcg =========================================== */
7532 * x^\prime_j := x_j - lb_j,& x_j = x^\prime_j + lb_j,& a^\prime_j = a_j,& \mbox{if lb is used in transformation}\\
7533 * x^\prime_j := ub_j - x_j,& x_j = ub_j - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if ub is used in transformation}
7541 * x^\prime_j := x_j - (bl_j\, zl_j + dl_j),& x_j = x^\prime_j + (bl_j\, zl_j + dl_j),& a^\prime_j = a_j,& \mbox{if vlb is used in transf.} \\
7542 * x^\prime_j := (bu_j\, zu_j + du_j) - x_j,& x_j = (bu_j\, zu_j + du_j) - x^\prime_j,& a^\prime_j = -a_j,& \mbox{if vub is used in transf.}
7545 * move the constant terms \f$ a_j\, dl_j \f$ or \f$ a_j\, du_j \f$ to the rhs, and update the coefficient of the VLB variable:
7557 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
7559 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
7567 SCIP_Bool* freevariable, /**< stores whether a free variable was found in MIR row -> invalid summation */
7568 SCIP_Bool* localbdsused /**< pointer to store whether local bounds were used in transformation */
7589 /* start with continuous variables, because using variable bounds can affect the untransformed integral
7590 * variables, and these changes have to be incorporated in the transformation of the integral variables
7599 /* determine best bounds for the continous variables such that they will have a positive coefficient in the transformation */
7609 /* find closest lower bound in standard lower bound or variable lower bound for continuous variable so that it will have a positive coefficient */
7623 /* find closest upper bound in standard upper bound or variable upper bound for continuous variable so that it will have a positive coefficient */
7624 SCIP_CALL( findBestUb(scip, vars[cutinds[i]], sol, usevbds, allowlocal, bestbds + i, boundtype + i) );
7710 /* remove integral variables that now have a zero coefficient due to variable bound usage of continuous variables
7711 * and perform the bound substitution for the integer variables that are left using simple bounds
7739 /* determine the best bounds for the integral variable, usevbd can be set to FALSE here as vbds are only used for continous variables */
7740 SCIP_CALL( determineBestBounds(scip, vars[v], sol, boundswitch, FALSE, allowlocal, FALSE, FALSE, NULL, NULL,
7784 /** Calculate fractionalities \f$ f_0 := b - down(b) \f$, \f$ f_j := a^\prime_j - down(a^\prime_j) \f$ and
7785 * integer \f$ k >= 1 \f$ with \f$ 1/(k + 1) <= f_0 < 1/k \f$ and \f$ (=> k = up(1/f_0) + 1) \f$
7786 * integer \f$ 1 <= p_j <= k \f$ with \f$ f_0 + ((p_j - 1) * (1 - f_0)/k) < f_j <= f_0 + (p_j * (1 - f_0)/k)\f$ \f$ (=> p_j = up( k*(f_j - f_0)/(1 - f_0) )) \f$
7802 * x^\prime_j := x_j - lb_j,& x_j == x^\prime_j + lb_j,& a^\prime_j == a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{if lb was used in transformation} \\
7803 * x^\prime_j := ub_j - x_j,& x_j == ub_j - x^\prime_j,& a^\prime_j == -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{if ub was used in transformation}
7818 * x^\prime_j := x_j - (bl_j * zl_j + dl_j),& x_j == x^\prime_j + (bl_j * zl_j + dl_j),& a^\prime_j == a_j,& \hat{a}_j := \tilde{a}_j,& \mbox{(vlb)} \\
7819 * x^\prime_j := (bu_j * zu_j + du_j) - x_j,& x_j == (bu_j * zu_j + du_j) - x^\prime_j,& a^\prime_j == -a_j,& \hat{a}_j := -\tilde{a}_j,& \mbox{(vub)}
7832 * \hat{a}_{zl_j} := \hat{a}_{zl_j} - \tilde{a}_j * bl_j == \hat{a}_{zl_j} - \hat{a}_j * bl_j,& \mbox{or} \\
7845 int* boundtype, /**< stores the bound used for transformed variable (vlb/vub_idx or -1 for lb/ub)*/
7867 /* Loop backwards to process integral variables first and be able to delete coefficients of integral variables
7875 /*in debug mode check, that all continuous variables of the aggrrow come before the integral variables */
7923 assert(pj >= 0); /* should be >= 1, but due to rounding bias can be 0 if fj almost equal to f0 */
7946 /* move the constant term -a~_j * lb_j == -a^_j * lb_j , or a~_j * ub_j == -a^_j * ub_j to the rhs */
7985 /* now process the continuous variables; postpone deletetion of zeros till all continuous variables have been processed */
7989 /* in a strong CG cut, cut coefficients of continuous variables are always zero; check this in debug mode */
8045 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
8048 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
8058 * Substitute \f$ \hat{a}_r * s_r \f$ by adding \f$ \hat{a}_r \f$ times the slack's definition to the cut.
8135 assert(pr >= 0); /* should be >= 1, but due to rounding bias can be 0 if fr almost equal to f0 */
8204 /** calculates a strong CG cut out of the weighted sum of LP rows given by an aggregation row; the
8205 * aggregation row must not contain non-zero weights for modifiable rows, because these rows cannot
8208 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
8220 SCIP_Real boundswitch, /**< fraction of domain up to which lower bound is used in transformation */
8222 SCIP_Bool allowlocal, /**< should local information allowed to be used, resulting in a local cut? */
8229 int* cutinds, /**< array to store the problem indices of variables with a non-zero coefficient in the cut */
8233 SCIP_Bool* cutislocal, /**< pointer to store whether the generated cut is only valid locally */
8301 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, if vlb is used in transf.
8302 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, if vub is used in transf.
8303 * move the constant terms "a_j * dl_j" or "a_j * du_j" to the rhs, and update the coefficient of the VLB variable:
8323 * - integer 1 <= p_j <= k with f_0 + ((p_j - 1) * (1 - f_0)/k) < f_j <= f_0 + (p_j * (1 - f_0)/k)
8335 * x'_j := x_j - lb_j, x_j == x'_j + lb_j, a'_j == a_j, a^_j := a~_j, if lb was used in transformation
8336 * x'_j := ub_j - x_j, x_j == ub_j - x'_j, a'_j == -a_j, a^_j := -a~_j, if ub was used in transformation
8343 * x'_j := x_j - (bl_j * zl_j + dl_j), x_j == x'_j + (bl_j * zl_j + dl_j), a'_j == a_j, a^_j := a~_j, (vlb)
8344 * x'_j := (bu_j * zu_j + du_j) - x_j, x_j == (bu_j * zu_j + du_j) - x'_j, a'_j == -a_j, a^_j := -a~_j, (vub)
8368 SCIP_CALL( cutsRoundStrongCG(scip, tmpcoefs, QUAD(&rhs), cutinds, cutnnz, varsign, boundtype, QUAD(f0), k) );
8374 * The coefficient of the slack variable s_r is equal to the row's weight times the slack's sign, because the slack
8378 * Depending on the slacks type (integral or continuous), its coefficient in the cut calculates as follows:
8386 SCIP_CALL( cutsSubstituteStrongCG(scip, aggrrow->rowweights, aggrrow->slacksign, aggrrow->rowsinds,
8390 /* remove all nearly-zero coefficients from strong CG row and relax the right hand side correspondingly in order to
8395 SCIP_CALL( postprocessCutQuad(scip, *cutislocal, cutinds, tmpcoefs, cutnnz, QUAD(&rhs), success) );
8399 *success = ! removeZerosQuad(scip, SCIPsumepsilon(scip), *cutislocal, tmpcoefs, QUAD(&rhs), cutinds, cutnnz);
void SCIPsortDownRealRealInt(SCIP_Real *realarray1, SCIP_Real *realarray2, int *intarray, int len)
static SCIP_RETCODE postprocessCutQuad(SCIP *scip, SCIP_Bool cutislocal, int *cutinds, SCIP_Real *cutcoefs, int *nnz, QUAD(SCIP_Real *cutrhs), SCIP_Bool *success)
Definition: cuts.c:2223
#define SCIPreallocBlockMemoryArray(scip, ptr, oldnum, newnum)
Definition: scip_mem.h:105
SCIP_RETCODE SCIPcalcStrongCG(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:8216
static SCIP_RETCODE computeLiftingData(SCIP *scip, SNF_RELAXATION *snf, int *transvarflowcoverstatus, SCIP_Real lambda, LIFTINGDATA *liftingdata, SCIP_Bool *valid)
Definition: cuts.c:7000
SCIP_RETCODE SCIPsolveKnapsackExactly(SCIP *scip, int nitems, SCIP_Longint *weights, SCIP_Real *profits, SCIP_Longint capacity, int *items, int *solitems, int *nonsolitems, int *nsolitems, int *nnonsolitems, SCIP_Real *solval, SCIP_Bool *success)
Definition: cons_knapsack.c:1028
SCIP_Bool SCIPisFeasLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:864
Definition: struct_scip.h:58
SCIP_RETCODE SCIPaggrRowAddRow(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_ROW *row, SCIP_Real weight, int sidetype)
Definition: cuts.c:1684
static SCIP_RETCODE varVecAddScaledRowCoefsQuad(int *RESTRICT inds, SCIP_Real *RESTRICT vals, int *RESTRICT nnz, SCIP_ROW *row, SCIP_Real scale)
Definition: cuts.c:156
public methods for memory management
static SCIP_RETCODE cutTightenCoefsQuad(SCIP *scip, SCIP_Bool cutislocal, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *cutnnz, SCIP_Bool *redundant)
Definition: cuts.c:594
Definition: struct_cuts.h:31
void SCIPaggrRowCancelVarWithBound(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_VAR *var, int pos, SCIP_Bool *valid)
Definition: cuts.c:1771
SCIP_Bool SCIPisGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:568
static SCIP_RETCODE SCIPsolveKnapsackApproximatelyLT(SCIP *scip, int nitems, SCIP_Real *weights, SCIP_Real *profits, SCIP_Real capacity, int *items, int *solitems, int *nonsolitems, int *nsolitems, int *nnonsolitems, SCIP_Real *solval)
Definition: cuts.c:6006
Definition: struct_var.h:198
static SCIP_Real computeMIREfficacy(SCIP *scip, SCIP_Real *RESTRICT coefs, SCIP_Real *RESTRICT solvals, SCIP_Real rhs, SCIP_Real contactivity, SCIP_Real contsqrnorm, SCIP_Real delta, int nvars, SCIP_Real minfrac, SCIP_Real maxfrac)
Definition: cuts.c:4137
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:903
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1918
static SCIP_RETCODE generateLiftedFlowCoverCut(SCIP *scip, SNF_RELAXATION *snf, SCIP_AGGRROW *aggrrow, int *flowcoverstatus, SCIP_Real lambda, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *nnz, SCIP_Bool *success)
Definition: cuts.c:7134
struct LiftingData LIFTINGDATA
methods for the aggregation rows
Definition: struct_message.h:36
static SCIP_RETCODE cutsTransformStrongCG(SCIP *scip, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *nnz, int *varsign, int *boundtype, SCIP_Bool *freevariable, SCIP_Bool *localbdsused)
Definition: cuts.c:7554
SCIP_RETCODE SCIPcutGenerationHeuristicCMIR(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, int maxtestdelta, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:4222
SCIP_Real SCIProwGetLPEfficacy(SCIP_ROW *row, SCIP_SET *set, SCIP_STAT *stat, SCIP_LP *lp)
Definition: lp.c:6715
Definition: struct_misc.h:248
static SCIP_RETCODE cutsSubstituteMIR(SCIP *scip, SCIP_Real *weights, int *slacksign, int *rowinds, int nrowinds, SCIP_Real scale, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *nnz, QUAD(SCIP_Real f0))
Definition: cuts.c:3750
SCIP_Real SCIPgetVectorEfficacyNorm(SCIP *scip, SCIP_Real *vals, int nvals)
Definition: scip_cut.c:193
static SCIP_Real evaluateLiftingFunction(SCIP *scip, LIFTINGDATA *liftingdata, SCIP_Real x)
Definition: cuts.c:6881
public methods for problem variables
SCIP_Real SCIProwGetLPSolCutoffDistance(SCIP_ROW *row, SCIP_SET *set, SCIP_STAT *stat, SCIP_SOL *sol, SCIP_LP *lp)
Definition: lp.c:6658
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:516
void SCIPaggrRowPrint(SCIP *scip, SCIP_AGGRROW *aggrrow, FILE *file)
Definition: cuts.c:1601
defines macros for basic operations in double-double arithmetic giving roughly twice the precision of...
public methods for SCIP variables
Definition: cuts.c:4952
static SCIP_RETCODE determineBestBounds(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, SCIP_Bool ignoresol, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real *bestlb, SCIP_Real *bestub, int *bestlbtype, int *bestubtype, SCIP_BOUNDTYPE *selectedbound, SCIP_Bool *freevariable)
Definition: cuts.c:2772
internal methods for LP management
SCIP_RETCODE SCIPgetVarClosestVlb(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real *closestvlb, int *closestvlbidx)
Definition: scip_var.c:6520
SCIP_Real SCIPgetRowMaxActivity(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1857
static void getAlphaAndBeta(SCIP *scip, LIFTINGDATA *liftingdata, SCIP_Real vubcoef, int *alpha, SCIP_Real *beta)
Definition: cuts.c:6963
public methods for numerical tolerances
SCIP_RETCODE SCIPselectCuts(SCIP *scip, SCIP_ROW **cuts, SCIP_RANDNUMGEN *randnumgen, SCIP_Real goodscorefac, SCIP_Real badscorefac, SCIP_Real goodmaxparall, SCIP_Real maxparall, SCIP_Real dircutoffdistweight, SCIP_Real efficacyweight, SCIP_Real objparalweight, SCIP_Real intsupportweight, int ncuts, int nforcedcuts, int maxselectedcuts, int *nselectedcuts)
Definition: cuts.c:2472
SCIP_Bool SCIPaggrRowHasRowBeenAdded(SCIP_AGGRROW *aggrrow, SCIP_ROW *row)
Definition: cuts.c:2327
static void destroyLiftingData(SCIP *scip, LIFTINGDATA *liftingdata)
Definition: cuts.c:7121
static int filterWithParallelism(SCIP_ROW *cut, SCIP_ROW **cuts, SCIP_Real *scores, int ncuts, SCIP_Real goodscore, SCIP_Real goodmaxparall, SCIP_Real maxparall)
Definition: cuts.c:2402
public methods for querying solving statistics
Definition: cuts.c:4932
Definition: struct_sol.h:63
SCIP_RETCODE SCIPaggrRowAddObjectiveFunction(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_Real rhs, SCIP_Real scale)
Definition: cuts.c:1828
static SCIP_Real calcEfficacyNormQuad(SCIP *scip, SCIP_Real *vals, int *inds, int nnz)
Definition: cuts.c:227
static SCIP_RETCODE cutTightenCoefs(SCIP *scip, SCIP_Bool cutislocal, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *cutnnz, SCIP_Bool *redundant)
Definition: cuts.c:982
#define SCIPallocCleanBufferArray(scip, ptr, num)
Definition: scip_mem.h:148
static SCIP_Bool removeZerosQuad(SCIP *scip, SCIP_Real minval, SCIP_Bool cutislocal, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *cutnnz)
Definition: cuts.c:324
#define SCIPduplicateBlockMemoryArray(scip, ptr, source, num)
Definition: scip_mem.h:111
void SCIPsortDownInd(int *indarray, SCIP_DECL_SORTINDCOMP((*indcomp)), void *dataptr, int len)
static SCIP_Longint getIntegralVal(SCIP_Real val, SCIP_Real scalar, SCIP_Real mindelta, SCIP_Real maxdelta)
Definition: pricer_coloring.c:260
static SCIP_RETCODE varVecAddScaledRowCoefs(int *RESTRICT inds, SCIP_Real *RESTRICT vals, int *RESTRICT nnz, SCIP_ROW *row, SCIP_Real scale)
Definition: cuts.c:113
SCIP_Bool SCIPsortedvecFindDownReal(SCIP_Real *realarray, SCIP_Real val, int len, int *pos)
static SCIP_Bool isIntegralScalar(SCIP_Real val, SCIP_Real scalar, SCIP_Real mindelta, SCIP_Real maxdelta, SCIP_Real *intval)
Definition: lp.c:4823
static SCIP_RETCODE findBestLb(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real *bestlb, int *bestlbtype)
Definition: cuts.c:2656
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:529
Definition: type_retcode.h:42
Definition: type_lp.h:47
SCIP_Bool SCIPisEfficacious(SCIP *scip, SCIP_Real efficacy)
Definition: scip_cut.c:179
static SCIP_Bool chgCoeffWithBound(SCIP *scip, SCIP_VAR *var, SCIP_Real oldcoeff, SCIP_Real newcoeff, SCIP_Bool cutislocal, QUAD(SCIP_Real *cutrhs))
Definition: cuts.c:509
static SCIP_RETCODE cutsTransformMIR(SCIP *scip, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, SCIP_Bool ignoresol, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *nnz, int *varsign, int *boundtype, SCIP_Bool *freevariable, SCIP_Bool *localbdsused)
Definition: cuts.c:2987
static SCIP_RETCODE findBestUb(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Real *bestub, int *bestubtype)
Definition: cuts.c:2714
Definition: type_retcode.h:33
void SCIPaggrRowRemoveZeros(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_Bool *valid)
Definition: cuts.c:2282
SCIP main data structure.
SCIP_Bool SCIPisFeasGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:890
SCIP_RETCODE SCIPgetVarClosestVub(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real *closestvub, int *closestvubidx)
Definition: scip_var.c:6543
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:877
SCIP_RETCODE SCIPaggrRowAddCustomCons(SCIP *scip, SCIP_AGGRROW *aggrrow, int *inds, SCIP_Real *vals, int len, SCIP_Real rhs, SCIP_Real weight, int rank, SCIP_Bool local)
Definition: cuts.c:1899
static SCIP_RETCODE getClosestVlb(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real *rowcoefs, int8_t *binvarused, SCIP_Real bestsub, SCIP_Real rowcoef, SCIP_Real *closestvlb, int *closestvlbidx)
Definition: cuts.c:4976
static SCIP_Bool chgQuadCoeffWithBound(SCIP *scip, SCIP_VAR *var, QUAD(SCIP_Real oldcoeff), SCIP_Real newcoeff, SCIP_Bool cutislocal, QUAD(SCIP_Real *cutrhs))
Definition: cuts.c:551
static SCIP_RETCODE allocSNFRelaxation(SCIP *scip, SNF_RELAXATION *snf, int nvars)
Definition: cuts.c:5965
SCIP_RETCODE SCIPcalcMIR(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool usevbds, SCIP_Bool allowlocal, SCIP_Bool fixintegralrhs, int *boundsfortrans, SCIP_BOUNDTYPE *boundtypesfortrans, SCIP_Real minfrac, SCIP_Real maxfrac, SCIP_Real scale, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:3904
public data structures and miscellaneous methods
static SCIP_RETCODE cutsSubstituteStrongCG(SCIP *scip, SCIP_Real *weights, int *slacksign, int *rowinds, int nrowinds, SCIP_Real scale, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *nnz, QUAD(SCIP_Real f0), SCIP_Real k)
Definition: cuts.c:8061
SCIP_Real SCIPaggrRowCalcEfficacyNorm(SCIP *scip, SCIP_AGGRROW *aggrrow)
Definition: cuts.c:1974
SCIP_Bool SCIPcutsTightenCoefficients(SCIP *scip, SCIP_Bool cutislocal, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, int *nchgcoefs)
Definition: cuts.c:1348
SCIP_Bool SCIPisSumLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:776
SCIP_RETCODE SCIPcalcFlowCover(SCIP *scip, SCIP_SOL *sol, SCIP_Bool postprocess, SCIP_Real boundswitch, SCIP_Bool allowlocal, SCIP_AGGRROW *aggrrow, SCIP_Real *cutcoefs, SCIP_Real *cutrhs, int *cutinds, int *cutnnz, SCIP_Real *cutefficacy, int *cutrank, SCIP_Bool *cutislocal, SCIP_Bool *success)
Definition: cuts.c:7409
Definition: struct_lp.h:192
static SCIP_RETCODE determineBoundForSNF(SCIP *scip, SCIP_SOL *sol, SCIP_VAR **vars, SCIP_Real *rowcoefs, int *rowinds, int varposinrow, int8_t *binvarused, SCIP_Bool allowlocal, SCIP_Real boundswitch, SCIP_Real *bestlb, SCIP_Real *bestub, SCIP_Real *bestslb, SCIP_Real *bestsub, int *bestlbtype, int *bestubtype, int *bestslbtype, int *bestsubtype, SCIP_BOUNDTYPE *selectedbounds, SCIP_Bool *freevariable)
Definition: cuts.c:5234
public methods for LP management
public methods for cuts and aggregation rows
static SCIP_RETCODE constructSNFRelaxation(SCIP *scip, SCIP_SOL *sol, SCIP_Real boundswitch, SCIP_Bool allowlocal, SCIP_Real *rowcoefs, QUAD(SCIP_Real rowrhs), int *rowinds, int nnz, SNF_RELAXATION *snf, SCIP_Bool *success, SCIP_Bool *localbdsused)
Definition: cuts.c:5414
SCIP_Real * SCIPaggrRowGetRowWeights(SCIP_AGGRROW *aggrrow)
Definition: cuts.c:2316
static SCIP_RETCODE cutsRoundStrongCG(SCIP *scip, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *nnz, int *varsign, int *boundtype, QUAD(SCIP_Real f0), SCIP_Real k)
Definition: cuts.c:7838
static SCIP_RETCODE addOneRow(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_ROW *row, SCIP_Real weight, SCIP_Bool sidetypebasis, SCIP_Bool allowlocal, int negslack, int maxaggrlen, SCIP_Bool *rowtoolong)
Definition: cuts.c:1986
static SCIP_RETCODE getClosestVub(SCIP *scip, SCIP_VAR *var, SCIP_SOL *sol, SCIP_Real *rowcoefs, int8_t *binvarused, SCIP_Real bestslb, SCIP_Real rowcoef, SCIP_Real *closestvub, int *closestvubidx)
Definition: cuts.c:5106
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2045
struct SNF_Relaxation SNF_RELAXATION
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:9394
public methods for the LP relaxation, rows and columns
SCIP_Real SCIProwGetParallelism(SCIP_ROW *row1, SCIP_ROW *row2, char orthofunc)
Definition: lp.c:7631
methods for sorting joint arrays of various types
static SCIP_RETCODE cutsRoundMIR(SCIP *scip, SCIP_Real *RESTRICT cutcoefs, QUAD(SCIP_Real *RESTRICT cutrhs), int *RESTRICT cutinds, int *RESTRICT nnz, int *RESTRICT varsign, int *RESTRICT boundtype, QUAD(SCIP_Real f0))
Definition: cuts.c:3436
SCIP_RETCODE SCIPaggrRowCopy(SCIP *scip, SCIP_AGGRROW **aggrrow, SCIP_AGGRROW *source)
Definition: cuts.c:1638
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:555
SCIP_RETCODE SCIPaggrRowSumRows(SCIP *scip, SCIP_AGGRROW *aggrrow, SCIP_Real *weights, int *rowinds, int nrowinds, SCIP_Bool sidetypebasis, SCIP_Bool allowlocal, int negslack, int maxaggrlen, SCIP_Bool *valid)
Definition: cuts.c:2093
void SCIPselectWeightedDownRealRealInt(SCIP_Real *realarray1, SCIP_Real *realarray2, int *intarray, SCIP_Real *weights, SCIP_Real capacity, int len, int *medianpos)
public methods for solutions
static SCIP_Bool removeZeros(SCIP *scip, SCIP_Real minval, SCIP_Bool cutislocal, SCIP_Real *cutcoefs, QUAD(SCIP_Real *cutrhs), int *cutinds, int *cutnnz)
Definition: cuts.c:395
Definition: type_lp.h:48
static void destroySNFRelaxation(SCIP *scip, SNF_RELAXATION *snf)
Definition: cuts.c:5986
static void buildFlowCover(SCIP *scip, int *coefs, SCIP_Real *vubcoefs, SCIP_Real rhs, int *solitems, int *nonsolitems, int nsolitems, int nnonsolitems, int *nflowcovervars, int *nnonflowcovervars, int *flowcoverstatus, QUAD(SCIP_Real *flowcoverweight), SCIP_Real *lambda)
Definition: cuts.c:6101
public methods for message output
data structures for LP management
Definition: type_lpi.h:81
void SCIPmessageFPrintInfo(SCIP_MESSAGEHDLR *messagehdlr, FILE *file, const char *formatstr,...)
Definition: message.c:608
void SCIPsortDownInt(int *intarray, int len)
static SCIP_RETCODE postprocessCut(SCIP *scip, SCIP_Bool cutislocal, int *cutinds, SCIP_Real *cutcoefs, int *nnz, SCIP_Real *cutrhs, SCIP_Bool *success)
Definition: cuts.c:2154
SCIP_Real SCIProwGetObjParallelism(SCIP_ROW *row, SCIP_SET *set, SCIP_LP *lp)
Definition: lp.c:7707
SCIP_Real SCIPgetRowMinActivity(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1840
public methods for message handling
SCIP_RETCODE SCIPaggrRowCreate(SCIP *scip, SCIP_AGGRROW **aggrrow)
Definition: cuts.c:1549
SCIP_RETCODE SCIPcalcIntegralScalar(SCIP_Real *vals, int nvals, SCIP_Real mindelta, SCIP_Real maxdelta, SCIP_Longint maxdnom, SCIP_Real maxscale, SCIP_Real *intscalar, SCIP_Bool *success)
Definition: misc.c:8887
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:542
#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:117
SCIP_Bool SCIPisFeasIntegral(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:952
static void selectBestCut(SCIP_ROW **cuts, SCIP_Real *scores, int ncuts)
Definition: cuts.c:2439
SCIP_RETCODE SCIPgetLPRowsData(SCIP *scip, SCIP_ROW ***rows, int *nrows)
Definition: scip_lp.c:573
static SCIP_RETCODE getFlowCover(SCIP *scip, SNF_RELAXATION *snf, int *nflowcovervars, int *nnonflowcovervars, int *flowcoverstatus, SCIP_Real *lambda, SCIP_Bool *found)
Definition: cuts.c:6617
Definition: objbenders.h:33
public methods for global and local (sub)problems
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1410
datastructures for global SCIP settings
static SCIP_Real calcEfficacyDenseStorageQuad(SCIP *scip, SCIP_SOL *sol, SCIP_Real *cutcoefs, SCIP_Real cutrhs, int *cutinds, int cutnnz)
Definition: cuts.c:289
void SCIPsortDownReal(SCIP_Real *realarray, int len)
Definition: type_lpi.h:83
static SCIP_Real calcEfficacy(SCIP *scip, SCIP_SOL *sol, SCIP_Real *cutcoefs, SCIP_Real cutrhs, int *cutinds, int cutnnz)
Definition: cuts.c:197
methods for selecting (weighted) k-medians
memory allocation routines
Definition: type_var.h:58