scip_benders.h
Go to the documentation of this file.
29 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
77 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
80 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
87 * @note method has all Benders' decomposition callbacks as arguments and is thus changed every time a new callback is
101 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
105 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
106 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
107 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
108 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
109 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
110 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
111 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< the execution method of the Benders' decomposition algorithm */
112 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
113 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
114 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)),/**< called after the subproblems are solved. */
115 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
119 /** creates a Benders' decomposition and includes it in SCIP with all non-fundamental callbacks set to NULL
121 * If needed, the non-fundamental callbacks can be added afterwards via setter functions SCIPsetBendersCopy(),
122 * SCIPsetBendersFree(), SCIPsetBendersInity(), SCIPsetBendersExit(), SCIPsetBendersInitsol(), SCIPsetBendersExitsol(),
125 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
128 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
135 * @note if you want to set all callbacks with a single method call, consider using SCIPincludeBenders() instead
148 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
149 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
155 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
166 SCIP_DECL_BENDERSCOPY((*benderscopy)) /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
171 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
187 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
203 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
219 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
230 SCIP_DECL_BENDERSINITPRE((*bendersinitpre))/**< presolving initialization method of Benders' decomposition */
235 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
246 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))/**< presolving deinitialization method of Benders' decomposition */
251 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
262 SCIP_DECL_BENDERSINITSOL((*bendersinitsol))/**< solving process initialization method of Benders' decomposition */
267 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
278 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))/**< solving process deinitialization method of Benders' decomposition */
283 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
294 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))/**< method called prior to solving the subproblems */
299 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
310 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
311 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< solving method for a Benders' decomposition subproblem */
312 SCIP_DECL_BENDERSFREESUB((*bendersfreesub))/**< the subproblem freeing method for Benders' decomposition */
317 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
328 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))/**< solving process deinitialization method of Benders' decomposition */
338 /** returns the array of currently available Benders' decomposition; active Benders' decomposition are in the first
359 * This method should be called during the problem creation stage for all pricers that are necessary to solve
364 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
378 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
400 * The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint ==
401 * FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e.
402 * checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check
405 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
423 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
424 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
433 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
457 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
490 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
506 * This is called if the user requires to solve the Benders' decomposition subproblem separately from the main Benders'
509 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
531 * The method either calls the users solve subproblem method or calls the generic method. In the case of the generic
534 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
561 * subproblem callback for Benders' decomposition or the default freeing methods. In the default case, if the
562 * subproblem is an LP, then SCIPendProbing is called. If the subproblem is a MIP, then SCIPfreeTransform is called.
564 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
585 /** checks the optimality of a Benders' decomposition subproblem by comparing the objective function value against the
588 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
606 SCIP_Bool* optimal /**< flag to indicate whether the current subproblem is optimal for the master */
618 /** solves an independent subproblem to identify its lower bound and updates the lower bound of the corresponding
629 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
642 * This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the
643 * subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is
646 * Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that
649 * The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem
660 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
683 * This should be called from the SCIPincludeBendersXyz for the associated Benders' decomposition. It is only possible
687 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
694 * @note method has all Benders' decomposition callbacks as arguments and is thus changed every time a new callback is
706 SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)),/**< copy method of Benders' decomposition cuts or NULL if you don't want to copy your plugin into sub-SCIPs */
710 SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)),/**< solving process initialization method of Benders' decomposition cuts */
711 SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)),/**< solving process deinitialization method of Benders' decomposition cuts */
712 SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)),/**< execution method of Benders' decomposition cuts */
716 /** creates a Benders' cut and includes it an associated Benders' decomposition with all non-fundamental callbacks set to NULL
718 * If needed, the non-fundamental callbacks can be added afterwards via setter functions SCIPsetBenderscutCopy(),
719 * SCIPsetBenderscutFree(), SCIPsetBenderscutInit(), SCIPsetBenderscutExit(), SCIPsetBenderscutInitsol(),
724 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
731 * @note if you want to set all callbacks with a single method call, consider using SCIPincludeBenders() instead
742 SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)),/**< the execution method of the Benders' cut algorithm */
748 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
759 SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy))/**< copy method of benderscut or NULL if you don't want to copy your plugin into sub-SCIPs */
764 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
780 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
796 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
812 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
823 SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol))/**< solving process initialization method of benderscut */
828 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
839 SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol))/**< solving process deinitialization method of benderscut */
844 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
860 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
880 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
SCIP_RETCODE SCIPstoreBenderscutCut(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_ROW *cut)
Definition: scip_benders.c:1380
SCIP_RETCODE SCIPsetBendersPresubsolve(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
Definition: scip_benders.c:456
SCIP_RETCODE SCIPsetBendersSolveAndFreesub(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)), SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)), SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
Definition: scip_benders.c:480
SCIP_RETCODE SCIPincludeBenderscutBasic(SCIP *scip, SCIP_BENDERS *benders, SCIP_BENDERSCUT **benderscutptr, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1119
SCIP_RETCODE SCIPmergeBendersSubproblemIntoMaster(SCIP *scip, SCIP_BENDERS *benders, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
Definition: scip_benders.c:1028
SCIP_RETCODE SCIPfreeBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, int probnumber)
Definition: scip_benders.c:900
void SCIPsetBendersPriority(SCIP *scip, SCIP_BENDERS *benders, int priority)
Definition: scip_benders.c:633
internal methods for branch and bound tree
type definitions for miscellaneous datastructures
Definition: struct_scip.h:58
Definition: struct_benderscut.h:37
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:703
SCIP_RETCODE SCIPsetBendersExitsol(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
Definition: scip_benders.c:432
Definition: struct_var.h:198
SCIP_RETCODE SCIPsetBendersInit(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
Definition: scip_benders.c:312
SCIP_RETCODE SCIPincludeBenderscut(SCIP *scip, SCIP_BENDERS *benders, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)), SCIP_DECL_BENDERSCUTFREE((*benderscutfree)), SCIP_DECL_BENDERSCUTINIT((*benderscutinit)), SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)), SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)), SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)), SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1066
SCIP_Real SCIPgetBendersAuxiliaryVarVal(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber)
Definition: scip_benders.c:960
type definitions for return codes for SCIP methods
SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: scip_benders.c:739
Definition: struct_benders.h:38
type definitions for LP management
Definition: struct_sol.h:63
SCIP_RETCODE SCIPsetBendersExit(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
Definition: scip_benders.c:336
SCIP_RETCODE SCIPcomputeBendersSubproblemLowerbound(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
Definition: scip_benders.c:988
Definition: struct_misc.h:121
SCIP_RETCODE SCIPincludeBenders(SCIP *scip, const char *name, const char *desc, int priority, SCIP_Bool cutlp, SCIP_Bool cutpseudo, SCIP_Bool cutrelax, SCIP_Bool shareauxvars, SCIP_DECL_BENDERSCOPY((*benderscopy)), SCIP_DECL_BENDERSFREE((*bendersfree)), SCIP_DECL_BENDERSINIT((*bendersinit)), SCIP_DECL_BENDERSEXIT((*bendersexit)), SCIP_DECL_BENDERSINITPRE((*bendersinitpre)), SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)), SCIP_DECL_BENDERSINITSOL((*bendersinitsol)), SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)), SCIP_DECL_BENDERSGETVAR((*bendersgetvar)), SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)), SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)), SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)), SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)), SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)), SCIP_DECL_BENDERSFREESUB((*bendersfreesub)), SCIP_BENDERSDATA *bendersdata)
Definition: scip_benders.c:143
Definition: struct_cons.h:37
SCIP_RETCODE SCIPsetupBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber)
Definition: scip_benders.c:819
type definitions for SCIP's main datastructure
SCIP_RETCODE SCIPincludeBendersBasic(SCIP *scip, SCIP_BENDERS **bendersptr, const char *name, const char *desc, int priority, SCIP_Bool cutlp, SCIP_Bool cutpseudo, SCIP_Bool cutrelax, SCIP_Bool shareauxvars, SCIP_DECL_BENDERSGETVAR((*bendersgetvar)), SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)), SCIP_BENDERSDATA *bendersdata)
Definition: scip_benders.c:218
internal miscellaneous methods
internal methods for global SCIP settings
SCIP main data structure.
SCIP_RETCODE SCIPsetBenderscutExit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)))
Definition: scip_benders.c:1233
#define SCIP_DECL_BENDERSSOLVESUBCONVEX(x)
Definition: type_benders.h:232
type definitions for problem variables
SCIP_RETCODE SCIPsetBenderscutPriority(SCIP *scip, SCIP_BENDERSCUT *benderscut, int priority)
Definition: scip_benders.c:1305
internal methods for problem variables
SCIP_BENDERS * SCIPfindBenders(SCIP *scip, const char *name)
Definition: scip_benders.c:536
Definition: struct_lp.h:192
methods for debugging
SCIP_RETCODE SCIPstoreBenderscutCons(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_CONS *cons)
Definition: scip_benders.c:1347
SCIP_RETCODE SCIPsetBendersCopy(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
Definition: scip_benders.c:264
SCIP_RETCODE SCIPdeactivateBenders(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:620
SCIP_RETCODE SCIPaddBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP *subproblem)
Definition: scip_benders.c:784
datastructures for problem statistics
type definitions for Benders' decomposition methods
SCIP_RETCODE SCIPcheckBendersSubproblemOptimality(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *optimal)
Definition: scip_benders.c:934
type definitions for storing primal CIP solutions
type definitions for Benders' decomposition cut
SCIP_RETCODE SCIPsetBendersPostsolve(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
Definition: scip_benders.c:520
SCIP_RETCODE SCIPsetBenderscutInit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINIT((*benderscutinit)))
Definition: scip_benders.c:1209
SCIP_RETCODE SCIPsolveBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_BENDERSENFOTYPE type, SCIP_Bool solvecip, SCIP_Real *objective)
Definition: scip_benders.c:856
SCIP_RETCODE SCIPsetBendersInitsol(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
Definition: scip_benders.c:408
SCIP_RETCODE SCIPsetBenderscutInitsol(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)))
Definition: scip_benders.c:1257
SCIP_RETCODE SCIPsetBenderscutCopy(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)))
Definition: scip_benders.c:1161
internal methods for main solving loop and node processing
SCIP_RETCODE SCIPsetBenderscutExitsol(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)))
Definition: scip_benders.c:1281
SCIP_RETCODE SCIPsetBendersFree(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
Definition: scip_benders.c:288
result codes for SCIP callback methods
internal methods for constraints and constraint handlers
SCIP_RETCODE SCIPsetBenderscutFree(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTFREE((*benderscutfree)))
Definition: scip_benders.c:1185
int SCIPgetBendersNSubproblems(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:765
common defines and data types used in all packages of SCIP
SCIP_RETCODE SCIPactivateBenders(SCIP *scip, SCIP_BENDERS *benders, int nsubproblems)
Definition: scip_benders.c:598
Definition: objbenders.h:33
SCIP_RETCODE SCIPsetBendersExitpre(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
Definition: scip_benders.c:384
SCIP_RETCODE SCIPsolveBendersSubproblems(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_Bool *infeasible, SCIP_Bool *auxviol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)
Definition: scip_benders.c:665
SCIP_RETCODE SCIPsetBendersInitpre(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
Definition: scip_benders.c:360
type definitions for constraints and constraint handlers