  # SCIP

Solving Constraint Integer Programs

prop_genvbounds.h
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
7 /* fuer Informationstechnik Berlin */
8 /* */
10 /* */
12 /* along with SCIP; see the file COPYING. If not visit scip.zib.de. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15
16 /**@file prop_genvbounds.h
17  * @ingroup PROPAGATORS
18  * @brief generalized variable bounds propagator
19  * @author Stefan Weltge
20  * @author Ambros Gleixner
21  *
22  * A generalized variable bound is a linear inequality of the form
23  * \f[
24  * c \, x_i \geq \sum (a_j \, x_j) + d \cdot \mbox{primal\_bound} + \mbox{const},
25  * \f]
26  * where \f$c\f$ is either 1 or -1 and \f$primal\_bound\f$ is an upper bound on the optimal objective
27  * value, which may improve during the solving process. In SCIP, generalized variable bounds are
28  * used for providing bounds on the LHS's variable \f$x_i\f$. If the above inequality is valid, the
29  * following bounds, depending on \f$x_i\f$'s coefficient, are also valid:
30  * \f[
31  * c = 1 \qquad\Rightarrow\qquad x_i \geq \mbox{minactivity}(\sum a_j \, x_j)
32  * + d \cdot \mbox{primal\_bound} + \mbox{const}
33  * \f]
34  * \f[
35  * c = -1 \qquad\Rightarrow\qquad x_i \leq - \mbox{minactivity}(\sum a_j \, x_j)
36  * - d \cdot \mbox{primal\_bound} - \mbox{const}.
37  * \f]
38  *
39  * Note that for feasible problems, \f$d \leq 0\f$ must hold. If \f$d < 0\f$ a decrease of the
40  * primal bound causes an improvement of the provided bound. Similarly, if \f$a_j > 0\f$ (\f$< 0\f$), a
41  * tightened lower (upper) bound of a variable \f$x_j\f$ also yields a better bound for \f$x_i\f$.
42  *
43  * The genvbounds propagator sorts its stored generalized variable bounds topologically in the
44  * following order: A generalized variable bound A (\f$c\, x_i \geq \ldots\f$) preceeds a
45  * generalized variable bound B if the left-hand side variable of A appears in the right-hand side
46  * of B with sign of its coefficient equal to c; i.e., if A is propagated and tightens the
47  * corresponding bound of x_i, then the minactivity on the right-hand side of B increases. We
48  * assume that this order is acyclic for the generalized variable bounds added. Under this
49  * condition, propagating the generalized variable bounds in a topological order ensures that all
50  * propagations are found in one round.
51  *
52  * Both global and local propagation is applied: If the primal bound improves, generalized variable bounds with a
53  * nonzero coefficient d are enforced in order to tighten global bounds using the global variable bounds for computing
54  * the minactivity. Independently, the genvbounds propagator catches events SCIP_EVENTTYPE_LBTIGHTENED and
55  * SCIP_EVENTTYPE_UBTIGHTENED, i.e., locally tightened bounds of variables that occur in the right-hand sides of
56  * generalized variable bounds, in order to perform an efficient local propagation when called.
57  */
58
59 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
60
61 #ifndef __SCIP_PROP_GENVBOUNDS_H__
62 #define __SCIP_PROP_GENVBOUNDS_H__
63
64 #include "scip/def.h"
65 #include "scip/type_lp.h"
66 #include "scip/type_prop.h"
67 #include "scip/type_retcode.h"
68 #include "scip/type_scip.h"
69 #include "scip/type_var.h"
70
71 #ifdef __cplusplus
72 extern "C" {
73 #endif
74
76  *
77  * @{
78  */
79
80 /** adds a generalized variable bound to the genvbounds propagator; if there is already a genvbound for the bound
81  * "boundtype" of variable "var", it will be replaced
82  */
85  SCIP* scip, /**< SCIP data structure */
86  SCIP_PROP* genvboundprop, /**< genvbound propagator */
87  SCIP_VAR** vars, /**< array of RHSs variables */
88  SCIP_VAR* var, /**< LHSs variable */
89  SCIP_Real* coefs, /**< array of coefficients for the RHSs variables */
90  int ncoefs, /**< size of coefs array */
91  SCIP_Real coefprimalbound, /**< nonpositive value of the primal bounds multiplier */
92  SCIP_Real constant, /**< constant term */
93  SCIP_BOUNDTYPE boundtype /**< type of bound provided by the genvbound */
94  );
95
96 /* @} */
97
98
99 /** creates the genvbounds propagator and includes it in SCIP
100  *
101  * @ingroup PropagatorIncludes
102  */
105  SCIP* scip /**< SCIP data structure */
106  );
107
108 #ifdef __cplusplus
109 }
110 #endif
111
112 #endif
enum SCIP_BoundType SCIP_BOUNDTYPE
Definition: type_lp.h:50
#define SCIP_EXPORT
Definition: def.h:98
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:53
type definitions for return codes for SCIP methods
SCIP_EXPORT SCIP_RETCODE SCIPincludePropGenvbounds(SCIP *scip)
type definitions for LP management
type definitions for SCIP&#39;s main datastructure
type definitions for problem variables
type definitions for propagators
#define SCIP_Real
Definition: def.h:164
SCIP_EXPORT SCIP_RETCODE SCIPgenVBoundAdd(SCIP *scip, SCIP_PROP *genvboundprop, SCIP_VAR **vars, SCIP_VAR *var, SCIP_Real *coefs, int ncoefs, SCIP_Real coefprimalbound, SCIP_Real constant, SCIP_BOUNDTYPE boundtype)
common defines and data types used in all packages of SCIP