scip_nonlinear.c File Reference

Detailed Description

public methods for nonlinear functions

Author

Tobias Achterberg

Timo Berthold

Gerald Gamrath

Robert Lion Gottwald

Stefan Heinz

Gregor Hendel

Thorsten Koch

Alexander Martin

Marc Pfetsch

Michael Winkler

Kati Wolter

Definition in file scip_nonlinear.c.

#include "blockmemshell/memory.h"
#include "nlpi/nlpi.h"
#include "nlpi/pub_expr.h"
#include "nlpi/type_expr.h"
#include "scip/dbldblarith.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_nlp.h"
#include "scip/pub_var.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nonlinear.h"
#include "scip/scip_numerics.h"
#include "scip/scip_prob.h"

Go to the source code of this file.

Functions
void	SCIPaddSquareLinearization (SCIP *scip, SCIP_Real sqrcoef, SCIP_Real refpoint, SCIP_Bool isint, SCIP_Real *lincoef, SCIP_Real *linconstant, SCIP_Bool *success)
void	SCIPaddSquareSecant (SCIP *scip, SCIP_Real sqrcoef, SCIP_Real lb, SCIP_Real ub, SCIP_Real refpoint, SCIP_Real *lincoef, SCIP_Real *linconstant, SCIP_Bool *success)
void	SCIPaddBilinLinearization (SCIP *scip, SCIP_Real bilincoef, SCIP_Real refpointx, SCIP_Real refpointy, SCIP_Real *lincoefx, SCIP_Real *lincoefy, SCIP_Real *linconstant, SCIP_Bool *success)
void	SCIPaddBilinMcCormick (SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real *lincoefx, SCIP_Real *lincoefy, SCIP_Real *linconstant, SCIP_Bool *success)
void	SCIPcomputeBilinEnvelope1 (SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real xcoef, SCIP_Real ycoef, SCIP_Real constant, SCIP_Real *RESTRICT lincoefx, SCIP_Real *RESTRICT lincoefy, SCIP_Real *RESTRICT linconstant, SCIP_Bool *RESTRICT success)
static void	computeBilinEnvelope2 (SCIP *scip, SCIP_Real x, SCIP_Real y, SCIP_Real mi, SCIP_Real qi, SCIP_Real mj, SCIP_Real qj, SCIP_Real *RESTRICT xi, SCIP_Real *RESTRICT yi, SCIP_Real *RESTRICT xj, SCIP_Real *RESTRICT yj, SCIP_Real *RESTRICT xcoef, SCIP_Real *RESTRICT ycoef, SCIP_Real *RESTRICT constant)
void	SCIPcomputeBilinEnvelope2 (SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real xcoef1, SCIP_Real ycoef1, SCIP_Real constant1, SCIP_Real xcoef2, SCIP_Real ycoef2, SCIP_Real constant2, SCIP_Real *RESTRICT lincoefx, SCIP_Real *RESTRICT lincoefy, SCIP_Real *RESTRICT linconstant, SCIP_Bool *RESTRICT success)
SCIP_RETCODE	SCIPcreateNlpiProb (SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLROW **nlrows, int nnlrows, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2idx, SCIP_Real *nlscore, SCIP_Real cutoffbound, SCIP_Bool setobj, SCIP_Bool onlyconvex)
SCIP_RETCODE	SCIPupdateNlpiProb (SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2nlpiidx, SCIP_VAR **nlpivars, int nlpinvars, SCIP_Real cutoffbound)
SCIP_RETCODE	SCIPaddNlpiProbRows (SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2idx, SCIP_ROW **rows, int nrows)

Function Documentation

computeBilinEnvelope2()

static void computeBilinEnvelope2 ( SCIP *  scip, SCIP_Real  x, SCIP_Real  y, SCIP_Real  mi, SCIP_Real  qi, SCIP_Real  mj, SCIP_Real  qj, SCIP_Real *RESTRICT  xi, SCIP_Real *RESTRICT  yi, SCIP_Real *RESTRICT  xj, SCIP_Real *RESTRICT  yj, SCIP_Real *RESTRICT  xcoef, SCIP_Real *RESTRICT  ycoef, SCIP_Real *RESTRICT  constant  )

static

helper function to compute the convex envelope of a bilinear term when two linear inequalities are given; we use the same notation and formulas as in Locatelli 2016

Parameters

scip	SCIP data structure
x	reference point for x
y	reference point for y
mi	coefficient of x in the first linear inequality
qi	constant in the first linear inequality
mj	coefficient of x in the second linear inequality
qj	constant in the second linear inequality
xi	buffer to store x coordinate of the first point
yi	buffer to store y coordinate of the first point
xj	buffer to store x coordinate of the second point
yj	buffer to store y coordinate of the second point
xcoef	buffer to store the x coefficient of the envelope
ycoef	buffer to store the y coefficient of the envelope
constant	buffer to store the constant of the envelope

Definition at line 646 of file scip_nonlinear.c.

References EPSEQ, NULL, QUAD, QUAD_TO_DBL, REALABS, SCIP_Real, SCIPisEQ(), SCIPquadprecDivQD, SCIPquadprecDivQQ, SCIPquadprecProdDD, SCIPquadprecProdQD, SCIPquadprecSqrtQ, SCIPquadprecSquareQ, SCIPquadprecSumDD, SCIPquadprecSumQD, SCIPquadprecSumQQ, SQR, and SQRT.

Referenced by SCIPcomputeBilinEnvelope2().