lpi.h
Go to the documentation of this file.
24 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
41 * This file specifies a generic LP solver interface used by SCIP to create, modify, and solve linear programs of the
48 * and query information about the solution. Although it includes a few SCIP header files, e.g., because it uses SCIP's
64 * In the methods accessing information about the (inverse of the) basis matrix, the interface assumes the following
65 * column-oriented format: slack variables of rows have coefficient +1 and the basis matrix is a regular m times m
66 * submatrix of (A,I), where m is the number of rows and I is the identity matrix. This means that if, internally, the
67 * LP solver uses coefficients -1 for some of the slack variables, then every row associated with a slack variable whose
68 * coefficient is -1 should be negated in order to return the result in terms of the LP interface definition.
70 * The creation of a new LP should always be done in the following ways: Either one can use SCIPlpiLoadColLP() or one
71 * first adds empty columns or rows. Then the matrix entries can be added by adding columns and rows, respectively.
72 * Adding matrix entries for a row or column that have not been added before will result in an error.
74 * The handling of the objective limit is as follows, if supported by the LP-solver: If the objective is larger than the
75 * objective limit for minimization problems or smaller than the objective limit for maximization problems, the solution
76 * process can be stopped. This naturally occurs in a branch-and-bound process, where the objective limit is set to the
77 * value of the best solution found so far. If the problem is a minimization problem and we use the dual simplex, the
78 * dual feasible solutions are maximized. If their value are larger than the objective limit, the process can be
81 * Some LP-solvers also support the opposite setting, but this can easily be checked after the solution process (i.e.,
82 * for a minimization problem a check whether the optimal value is smaller than the limit). Note that this check can
205 * @note ind array is not checked for duplicates, problems may appear if indices are added more than once
229 /** deletes columns from SCIP_LPI; the new position of a column must not be greater that its old position */
240 * @note ind array is not checked for duplicates, problems may appear if indices are added more than once
263 /** deletes rows from SCIP_LPI; the new position of a row must not be greater that its old position */
323 /** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
331 /** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
381 /** gets columns from LP problem object; the arrays have to be large enough to store all values;
421 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
423 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
424 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
433 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
435 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
436 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
501 /** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
605 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
608 * Note that @p primalfeasible and @p dualfeasible should only return true if the solver has proved the respective LP to
609 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
610 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
620 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
628 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
654 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
662 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
696 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
697 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
698 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
730 /** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
746 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
782 * Such information is usually only available, if also a (maybe not optimal) solution is available.
783 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
804 /** gets current basis status for columns and rows; arrays must be large enough to store the basis status */
820 /** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
829 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
830 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
845 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
846 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
865 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
866 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
873 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
882 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
883 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
916 /** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
978 /** loads LPi pricing norms into solver; note that the LP might have been extended with additional
SCIP_EXPORT SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
SCIP_EXPORT SCIP_RETCODE SCIPlpiStrongbranchesFrac(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_EXPORT SCIP_Real SCIPlpiInfinity(SCIP_LPI *lpi)
SCIP_EXPORT const char * SCIPlpiGetSolverName(void)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
SCIP_EXPORT void * SCIPlpiGetSolverPointer(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
SCIP_EXPORT SCIP_Bool SCIPlpiHasPrimalRay(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
SCIP_EXPORT SCIP_RETCODE SCIPlpiAddRows(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
SCIP_EXPORT SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
SCIP_EXPORT SCIP_Bool SCIPlpiHasPrimalSolve(void)
SCIP_EXPORT SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: struct_message.h:36
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
SCIP_EXPORT SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
SCIP_EXPORT SCIP_Bool SCIPlpiIsObjlimExc(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
type definitions for return codes for SCIP methods
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
SCIP_EXPORT SCIP_Bool SCIPlpiIsIterlimExc(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiLoadColLP(SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
SCIP_EXPORT SCIP_Bool SCIPlpiIsDualUnbounded(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
SCIP_EXPORT SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
SCIP_EXPORT SCIP_RETCODE SCIPlpiStrongbranchFrac(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetNRows(SCIP_LPI *lpi, int *nrows)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
SCIP_EXPORT SCIP_RETCODE SCIPlpiEndStrongbranch(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_Bool SCIPlpiIsTimelimExc(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
SCIP_EXPORT SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
SCIP_EXPORT SCIP_RETCODE SCIPlpiDelColset(SCIP_LPI *lpi, int *dstat)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
SCIP_EXPORT SCIP_Bool SCIPlpiExistsDualRay(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
SCIP_EXPORT SCIP_Bool SCIPlpiHasDualSolve(void)
SCIP_EXPORT SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
type definitions for specific LP solvers interface
SCIP_EXPORT SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
SCIP_EXPORT SCIP_RETCODE SCIPlpiClearState(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
SCIP_EXPORT SCIP_RETCODE SCIPlpiStrongbranchesInt(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_EXPORT SCIP_RETCODE SCIPlpiAddCols(SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
SCIP_EXPORT SCIP_Bool SCIPlpiIsDualFeasible(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
SCIP_EXPORT SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSolvePrimal(SCIP_LPI *lpi)
SCIP_EXPORT const char * SCIPlpiGetSolverDesc(void)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetNCols(SCIP_LPI *lpi, int *ncols)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetCols(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetRows(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
SCIP_EXPORT SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
SCIP_EXPORT SCIP_Bool SCIPlpiIsStable(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
SCIP_EXPORT int SCIPlpiGetInternalStatus(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_Bool SCIPlpiHasDualRay(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_Bool SCIPlpiIsPrimalUnbounded(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
SCIP_EXPORT SCIP_Bool SCIPlpiIsPrimalFeasible(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_Bool SCIPlpiIsOptimal(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiFree(SCIP_LPI **lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetNNonz(SCIP_LPI *lpi, int *nnonz)
SCIP_EXPORT SCIP_Bool SCIPlpiWasSolved(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiClear(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiStrongbranchInt(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
SCIP_EXPORT SCIP_Bool SCIPlpiExistsPrimalRay(SCIP_LPI *lpi)
type definitions for message output methods
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
SCIP_EXPORT SCIP_RETCODE SCIPlpiSolveDual(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
SCIP_EXPORT SCIP_Bool SCIPlpiIsDualInfeasible(SCIP_LPI *lpi)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
common defines and data types used in all packages of SCIP
SCIP_EXPORT SCIP_RETCODE SCIPlpiDelRowset(SCIP_LPI *lpi, int *dstat)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
SCIP_EXPORT SCIP_RETCODE SCIPlpiReadLP(SCIP_LPI *lpi, const char *fname)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
SCIP_EXPORT SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
SCIP_EXPORT SCIP_Bool SCIPlpiHasBarrierSolve(void)
SCIP_EXPORT SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
memory allocation routines