benders.c File Reference

Detailed Description

methods for Benders' decomposition

Author

Stephen J. Maher

Definition in file benders.c.

#include <assert.h>
#include <string.h>
#include "scip/def.h"
#include "scip/set.h"
#include "scip/clock.h"
#include "scip/paramset.h"
#include "scip/lp.h"
#include "scip/prob.h"
#include "scip/pricestore.h"
#include "scip/scip.h"
#include "scip/benders.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/cons_linear.h"
#include "scip/struct_benders.h"
#include "scip/struct_benderscut.h"
#include "scip/benderscut.h"

Go to the source code of this file.

Macros
#define	SCIP_DEFAULT_TRANSFERCUTS   TRUE /** should Benders' cuts generated in LNS heuristics be transferred to the main SCIP instance? */
#define	SCIP_DEFAULT_CUTSASCONSS   TRUE /** should the transferred cuts be added as constraints? */
#define	SCIP_DEFAULT_LNSCHECK   TRUE /** should the Benders' decomposition be used in LNS heuristics */
#define	SCIP_DEFAULT_LNSMAXDEPTH   -1 /** maximum depth at which the LNS check is performed */
#define	SCIP_DEFAULT_SUBPROBFRAC   1.0 /** fraction of subproblems that are solved in each iteration */
#define	SCIP_DEFAULT_UPDATEAUXVARBOUND   TRUE /** should the auxiliary variable lower bound be updated by solving the subproblem */
#define	BENDERS_MAXPSEUDOSOLS
#define	AUXILIARYVAR_NAME   "##bendersauxiliaryvar" /** the name for the Benders' auxiliary variables in the master problem */
#define	NODEFOCUS_EVENTHDLR_NAME   "bendersnodefocus"
#define	NODEFOCUS_EVENTHDLR_DESC   "node focus event handler for Benders' decomposition"
#define	MIPNODEFOCUS_EVENTHDLR_NAME   "bendersmipsolvenodefocus"
#define	MIPNODEFOCUS_EVENTHDLR_DESC   "node focus event handler for the MIP solve method for Benders' decomposition"
#define	UPPERBOUND_EVENTHDLR_NAME   "bendersupperbound"
#define	UPPERBOUND_EVENTHDLR_DESC   "found solution event handler to terminate subproblem solve for a given upper bound"
#define	NODESOLVED_EVENTHDLR_NAME   "bendersnodesolved"
#define	NODESOLVED_EVENTHDLR_DESC   "node solved event handler for the Benders' integer cuts"

Functions
static SCIP_RETCODE	initEventhandlerData (SCIP *scip, SCIP_EVENTHDLRDATA *eventhdlrdata)
static SCIP_RETCODE	initsolEventhandler (SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
static SCIP_RETCODE	exitsolEventhandler (SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
static SCIP_RETCODE	exitEventhandler (SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
static SCIP_RETCODE	freeEventhandler (SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
static	SCIP_DECL_EVENTEXEC (eventExecBendersNodefocus)
static	SCIP_DECL_EVENTINITSOL (eventInitsolBendersNodefocus)
static	SCIP_DECL_EVENTEXITSOL (eventExitsolBendersNodefocus)
static	SCIP_DECL_EVENTEXIT (eventExitBendersNodefocus)
static	SCIP_DECL_EVENTFREE (eventFreeBendersNodefocus)
static	SCIP_DECL_EVENTEXEC (eventExecBendersMipnodefocus)
static	SCIP_DECL_EVENTINITSOL (eventInitsolBendersMipnodefocus)
static	SCIP_DECL_EVENTEXITSOL (eventExitsolBendersMipnodefocus)
static	SCIP_DECL_EVENTEXIT (eventExitBendersMipnodefocus)
static	SCIP_DECL_EVENTFREE (eventFreeBendersMipnodefocus)
static	SCIP_DECL_EVENTEXEC (eventExecBendersUpperbound)
static	SCIP_DECL_EVENTINITSOL (eventInitsolBendersUpperbound)
static	SCIP_DECL_EVENTEXITSOL (eventExitsolBendersUpperbound)
static	SCIP_DECL_EVENTEXIT (eventExitBendersUpperbound)
static	SCIP_DECL_EVENTFREE (eventFreeBendersUpperbound)
static SCIP_RETCODE	updateEventhdlrUpperbound (SCIP_BENDERS *benders, int probnumber, SCIP_Real upperbound)
static SCIP_RETCODE	updateSubproblemLowerbound (SCIP *masterprob, SCIP_BENDERS *benders)
static	SCIP_DECL_EVENTEXEC (eventExecBendersNodesolved)
static	SCIP_DECL_EVENTINITSOL (eventInitsolBendersNodesolved)
static SCIP_RETCODE	addAuxiliaryVariablesToMaster (SCIP *scip, SCIP_BENDERS *benders)
static SCIP_RETCODE	assignAuxiliaryVariables (SCIP *scip, SCIP_BENDERS *benders)
static void	resetSubproblemObjectiveValue (SCIP_BENDERS *benders)
	SCIP_DECL_SORTPTRCOMP (SCIPbendersComp)
	SCIP_DECL_SORTPTRCOMP (SCIPbendersCompName)
static	SCIP_DECL_PARAMCHGD (paramChgdBendersPriority)
static SCIP_RETCODE	createMasterVarMapping (SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_HASHMAP *varmap)
SCIP_RETCODE	SCIPbendersCopyInclude (SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_SET *targetset, SCIP_HASHMAP *varmap, SCIP_Bool *valid)
static SCIP_RETCODE	doBendersCreate (SCIP_BENDERS **benders, SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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)
SCIP_RETCODE	SCIPbendersCreate (SCIP_BENDERS **benders, SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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)
static SCIP_RETCODE	releaseVarMappingHashmapVars (SCIP *scip, SCIP_BENDERS *benders)
SCIP_RETCODE	SCIPbendersFree (SCIP_BENDERS **benders, SCIP_SET *set)
static SCIP_RETCODE	initialiseSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Bool *success)
static SCIP_RETCODE	initialiseLPSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
static SCIP_RETCODE	createSubproblems (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersInit (SCIP_BENDERS *benders, SCIP_SET *set)
static SCIP_RETCODE	createAndAddTransferredCut (SCIP *sourcescip, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
static SCIP_RETCODE	transferBendersCuts (SCIP *sourcescip, SCIP *subscip, SCIP_BENDERS *benders)
SCIP_RETCODE	SCIPbendersExit (SCIP_BENDERS *benders, SCIP_SET *set)
static SCIP_RETCODE	checkSubproblemIndependence (SCIP *scip, SCIP_BENDERS *benders)
SCIP_RETCODE	SCIPbendersInitpre (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
SCIP_RETCODE	SCIPbendersExitpre (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
SCIP_RETCODE	SCIPbendersInitsol (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersExitsol (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersActivate (SCIP_BENDERS *benders, SCIP_SET *set, int nsubproblems)
void	SCIPbendersDeactivate (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_Bool	SCIPbendersIsActive (SCIP_BENDERS *benders)
static SCIP_RETCODE	updateAuxiliaryVarLowerbound (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_RESULT *result)
SCIP_Bool	SCIPbendersOnlyCheckConvexRelax (SCIP_BENDERS *benders)
static int	numSubproblemsToCheck (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type)
static SCIP_Bool	subproblemIsActive (SCIP_BENDERS *benders, int probnumber)
static SCIP_RETCODE	solveBendersSubproblems (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, int *nchecked, int *nverified, SCIP_Bool **subprobsolved, SCIP_BENDERSSUBSTATUS **substatus, SCIP_Bool *infeasible, SCIP_Bool *optimal, SCIP_Bool *stopped)
static SCIP_RETCODE	generateBendersCuts (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, int nchecked, SCIP_Bool *subprobsolved, SCIP_BENDERSSUBSTATUS *substatus, int **mergecands, int *npriomergecands, int *nmergecands, int *nsolveloops)
SCIP_RETCODE	SCIPbendersExec (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_Bool *infeasible, SCIP_Bool *auxviol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)
static SCIP_RETCODE	executeUserDefinedSolvesub (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool *infeasible, SCIP_Real *objective, SCIP_RESULT *result)
SCIP_RETCODE	SCIPbendersExecSubproblemSolve (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool enhancement, SCIP_Bool *solved, SCIP_Bool *infeasible, SCIP_BENDERSENFOTYPE type)
SCIP_RETCODE	SCIPbendersSetupSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
SCIP_RETCODE	SCIPbendersSolveSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_BENDERSENFOTYPE type, SCIP_Bool solvecip, SCIP_Real *objective)
static SCIP_RETCODE	copyMemoryAndTimeLimits (SCIP *scip, SCIP *subproblem)
static SCIP_RETCODE	storeOrigSubproblemParams (SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
static SCIP_RETCODE	setSubproblemParams (SCIP *scip, SCIP *subproblem)
static SCIP_RETCODE	resetOrigSubproblemParams (SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
SCIP_RETCODE	SCIPbendersSolveSubproblemLP (SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_Bool *infeasible)
SCIP_RETCODE	SCIPbendersSolveSubproblemCIP (SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_Bool *infeasible, SCIP_BENDERSENFOTYPE type, SCIP_Bool solvecip)
SCIP_RETCODE	SCIPbendersFreeSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
SCIP_RETCODE	SCIPbendersCheckSubproblemOptimality (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_Bool *optimal)
SCIP_Real	SCIPbendersGetAuxiliaryVarVal (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
SCIP_RETCODE	SCIPbendersComputeSubproblemLowerbound (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
SCIP_RETCODE	SCIPbendersMergeSubproblemIntoMaster (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
SCIP_RETCODE	SCIPbendersGetVar (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
SCIP_BENDERSDATA *	SCIPbendersGetData (SCIP_BENDERS *benders)
void	SCIPbendersSetData (SCIP_BENDERS *benders, SCIP_BENDERSDATA *bendersdata)
void	SCIPbendersSetCopy (SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
void	SCIPbendersSetFree (SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
void	SCIPbendersSetInit (SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
void	SCIPbendersSetExit (SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
void	SCIPbendersSetInitpre (SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
void	SCIPbendersSetExitpre (SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
void	SCIPbendersSetInitsol (SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
void	SCIPbendersSetExitsol (SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
void	SCIPbendersSetPresubsolve (SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
void	SCIPbendersSetSolvesubconvex (SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)))
void	SCIPbendersSetSolvesub (SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)))
void	SCIPbendersSetPostsolve (SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
void	SCIPbendersSetFreesub (SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
const char *	SCIPbendersGetName (SCIP_BENDERS *benders)
const char *	SCIPbendersGetDesc (SCIP_BENDERS *benders)
int	SCIPbendersGetPriority (SCIP_BENDERS *benders)
void	SCIPbendersSetPriority (SCIP_BENDERS *benders, SCIP_SET *set, int priority)
int	SCIPbendersGetNSubproblems (SCIP_BENDERS *benders)
SCIP *	SCIPbendersSubproblem (SCIP_BENDERS *benders, int probnumber)
int	SCIPbendersGetNCalls (SCIP_BENDERS *benders)
int	SCIPbendersGetNCutsFound (SCIP_BENDERS *benders)
SCIP_Real	SCIPbendersGetSetupTime (SCIP_BENDERS *benders)
SCIP_Real	SCIPbendersGetTime (SCIP_BENDERS *benders)
void	SCIPbendersEnableOrDisableClocks (SCIP_BENDERS *benders, SCIP_Bool enable)
SCIP_Bool	SCIPbendersIsInitialized (SCIP_BENDERS *benders)
SCIP_Bool	SCIPbendersCutLP (SCIP_BENDERS *benders)
SCIP_Bool	SCIPbendersCutPseudo (SCIP_BENDERS *benders)
SCIP_Bool	SCIPbendersCutRelaxation (SCIP_BENDERS *benders)
SCIP_Bool	SCIPbendersShareAuxVars (SCIP_BENDERS *benders)
SCIP_RETCODE	SCIPbendersAddSubproblem (SCIP_BENDERS *benders, SCIP *subproblem)
void	SCIPbendersRemoveSubproblems (SCIP_BENDERS *benders)
SCIP_VAR *	SCIPbendersGetAuxiliaryVar (SCIP_BENDERS *benders, int probnumber)
SCIP_VAR **	SCIPbendersGetAuxiliaryVars (SCIP_BENDERS *benders)
void	SCIPbendersSetSubproblemObjval (SCIP_BENDERS *benders, int probnumber, SCIP_Real objval)
SCIP_Real	SCIPbendersGetSubproblemObjval (SCIP_BENDERS *benders, int probnumber)
void	SCIPbendersSetSubproblemIsConvex (SCIP_BENDERS *benders, int probnumber, SCIP_Bool isconvex)
SCIP_Bool	SCIPbendersSubproblemIsConvex (SCIP_BENDERS *benders, int probnumber)
int	SCIPbendersGetNConvexSubproblems (SCIP_BENDERS *benders)
SCIP_RETCODE	SCIPbendersChgMastervarsToCont (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
void	SCIPbendersSetSubproblemIsSetup (SCIP_BENDERS *benders, int probnumber, SCIP_Bool issetup)
SCIP_Bool	SCIPbendersSubproblemIsSetup (SCIP_BENDERS *benders, int probnumber)
void	SCIPbendersSetSubproblemIsIndependent (SCIP_BENDERS *benders, int probnumber, SCIP_Bool isindep)
SCIP_Bool	SCIPbendersSubproblemIsIndependent (SCIP_BENDERS *benders, int probnumber)
void	SCIPbendersSetSubproblemEnabled (SCIP_BENDERS *benders, int probnumber, SCIP_Bool enabled)
SCIP_Bool	SCIPbendersSubproblemIsEnabled (SCIP_BENDERS *benders, int probnumber)
SCIP_RETCODE	SCIPbendersSetMastervarsCont (SCIP_BENDERS *benders, int probnumber, SCIP_Bool arecont)
SCIP_Bool	SCIPbendersGetMastervarsCont (SCIP_BENDERS *benders, int probnumber)
int	SCIPbendersGetNTransferredCuts (SCIP_BENDERS *benders)
void	SCIPbendersUpdateSubproblemLowerbound (SCIP_BENDERS *benders, int probnumber, SCIP_Real lowerbound)
SCIP_Real	SCIPbendersGetSubproblemLowerbound (SCIP_BENDERS *benders, int probnumber)
void	SCIPbendersSetBenderscutsSorted (SCIP_BENDERS *benders, SCIP_Bool sorted)
SCIP_RETCODE	SCIPbendersIncludeBenderscut (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSCUT *benderscut)
SCIP_BENDERSCUT *	SCIPfindBenderscut (SCIP_BENDERS *benders, const char *name)
SCIP_BENDERSCUT **	SCIPbendersGetBenderscuts (SCIP_BENDERS *benders)
int	SCIPbendersGetNBenderscuts (SCIP_BENDERS *benders)
SCIP_RETCODE	SCIPbendersSetBenderscutPriority (SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, int priority)
void	SCIPbendersSortBenderscuts (SCIP_BENDERS *benders)
void	SCIPbendersSortBenderscutsName (SCIP_BENDERS *benders)

Macro Definition Documentation

SCIP_DEFAULT_TRANSFERCUTS

#define SCIP_DEFAULT_TRANSFERCUTS   TRUE /** should Benders' cuts generated in LNS heuristics be transferred to the main SCIP instance? */

Definition at line 45 of file benders.c.

Referenced by doBendersCreate().

SCIP_DEFAULT_CUTSASCONSS

#define SCIP_DEFAULT_CUTSASCONSS   TRUE /** should the transferred cuts be added as constraints? */

Definition at line 46 of file benders.c.

Referenced by doBendersCreate().

SCIP_DEFAULT_LNSCHECK

#define SCIP_DEFAULT_LNSCHECK   TRUE /** should the Benders' decomposition be used in LNS heuristics */

Definition at line 47 of file benders.c.

Referenced by doBendersCreate().

SCIP_DEFAULT_LNSMAXDEPTH

#define SCIP_DEFAULT_LNSMAXDEPTH   -1 /** maximum depth at which the LNS check is performed */

Definition at line 48 of file benders.c.

Referenced by doBendersCreate().

SCIP_DEFAULT_SUBPROBFRAC

#define SCIP_DEFAULT_SUBPROBFRAC   1.0 /** fraction of subproblems that are solved in each iteration */

Definition at line 49 of file benders.c.

Referenced by doBendersCreate().

SCIP_DEFAULT_UPDATEAUXVARBOUND

#define SCIP_DEFAULT_UPDATEAUXVARBOUND   TRUE /** should the auxiliary variable lower bound be updated by solving the subproblem */

Definition at line 50 of file benders.c.

Referenced by doBendersCreate().

BENDERS_MAXPSEUDOSOLS

#define BENDERS_MAXPSEUDOSOLS

Value:

5  /** the maximum number of pseudo solutions checked before suggesting
                                                     merge candidates */

Definition at line 52 of file benders.c.

Referenced by SCIPbendersExec().

AUXILIARYVAR_NAME

#define AUXILIARYVAR_NAME   "##bendersauxiliaryvar" /** the name for the Benders' auxiliary variables in the master problem */

Definition at line 55 of file benders.c.

Referenced by addAuxiliaryVariablesToMaster(), assignAuxiliaryVariables(), and SCIPbendersGetVar().

NODEFOCUS_EVENTHDLR_NAME

#define NODEFOCUS_EVENTHDLR_NAME   "bendersnodefocus"

Definition at line 58 of file benders.c.

Referenced by initialiseLPSubproblem(), SCIP_DECL_EVENTEXEC(), SCIP_DECL_EVENTEXIT(), SCIP_DECL_EVENTEXITSOL(), SCIP_DECL_EVENTFREE(), and SCIP_DECL_EVENTINITSOL().

NODEFOCUS_EVENTHDLR_DESC

#define NODEFOCUS_EVENTHDLR_DESC   "node focus event handler for Benders' decomposition"

Definition at line 59 of file benders.c.

Referenced by initialiseLPSubproblem().

MIPNODEFOCUS_EVENTHDLR_NAME

#define MIPNODEFOCUS_EVENTHDLR_NAME   "bendersmipsolvenodefocus"

Definition at line 61 of file benders.c.

Referenced by createSubproblems(), SCIP_DECL_EVENTEXEC(), SCIP_DECL_EVENTEXIT(), SCIP_DECL_EVENTEXITSOL(), SCIP_DECL_EVENTFREE(), SCIP_DECL_EVENTINITSOL(), SCIPbendersComputeSubproblemLowerbound(), and SCIPbendersSolveSubproblemCIP().

MIPNODEFOCUS_EVENTHDLR_DESC

#define MIPNODEFOCUS_EVENTHDLR_DESC   "node focus event handler for the MIP solve method for Benders' decomposition"

Definition at line 62 of file benders.c.

Referenced by createSubproblems().

UPPERBOUND_EVENTHDLR_NAME

#define UPPERBOUND_EVENTHDLR_NAME   "bendersupperbound"

Definition at line 64 of file benders.c.

Referenced by createSubproblems(), SCIP_DECL_EVENTEXEC(), SCIP_DECL_EVENTEXIT(), SCIP_DECL_EVENTEXITSOL(), SCIP_DECL_EVENTFREE(), SCIP_DECL_EVENTINITSOL(), and updateEventhdlrUpperbound().

UPPERBOUND_EVENTHDLR_DESC

#define UPPERBOUND_EVENTHDLR_DESC   "found solution event handler to terminate subproblem solve for a given upper bound"

Definition at line 65 of file benders.c.

Referenced by createSubproblems().

NODESOLVED_EVENTHDLR_NAME

#define NODESOLVED_EVENTHDLR_NAME   "bendersnodesolved"

Definition at line 67 of file benders.c.

Referenced by SCIP_DECL_EVENTEXEC(), SCIP_DECL_EVENTINITSOL(), and SCIPbendersActivate().

NODESOLVED_EVENTHDLR_DESC

#define NODESOLVED_EVENTHDLR_DESC   "node solved event handler for the Benders' integer cuts"

Definition at line 68 of file benders.c.

Referenced by SCIPbendersActivate().

Function Documentation

initEventhandlerData()

static SCIP_RETCODE initEventhandlerData ( SCIP *  scip, SCIP_EVENTHDLRDATA *  eventhdlrdata  )

static

initialises the members of the eventhandler data

Parameters

scip	the SCIP data structure
eventhdlrdata	the event handler data

Definition at line 85 of file benders.c.

References FALSE, NULL, SCIP_OKAY, and SCIPinfinity().

Referenced by createSubproblems(), exitEventhandler(), and initialiseLPSubproblem().

initsolEventhandler()

static SCIP_RETCODE initsolEventhandler ( SCIP *  scip, SCIP_EVENTHDLR *  eventhdlr, SCIP_EVENTTYPE  eventtype  )

static

initsol method for the event handlers

Parameters

scip	the SCIP data structure
eventhdlr	the event handlers data structure
eventtype	event type mask to select events to catch

Definition at line 103 of file benders.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPcatchEvent(), and SCIPeventhdlrGetData().

Referenced by SCIP_DECL_EVENTINITSOL().

exitsolEventhandler()

static SCIP_RETCODE exitsolEventhandler ( SCIP *  scip, SCIP_EVENTHDLR *  eventhdlr, SCIP_EVENTTYPE  eventtype  )

static

the exit sol method for the event handlers

Parameters

scip	the SCIP data structure
eventhdlr	the event handlers data structure
eventtype	event type mask to select events to catch

Definition at line 123 of file benders.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPdropEvent(), and SCIPeventhdlrGetData().

Referenced by SCIP_DECL_EVENTEXITSOL().

exitEventhandler()

static SCIP_RETCODE exitEventhandler ( SCIP *  scip, SCIP_EVENTHDLR *  eventhdlr  )

static

the exit method for the event handlers

Parameters

scip	the SCIP data structure
eventhdlr	the event handlers data structure

Definition at line 147 of file benders.c.

References initEventhandlerData(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetData().

Referenced by SCIP_DECL_EVENTEXIT().

freeEventhandler()

static SCIP_RETCODE freeEventhandler ( SCIP *  scip, SCIP_EVENTHDLR *  eventhdlr  )

static

free method for the event handler

Parameters

scip	the SCIP data structure
eventhdlr	the event handlers data structure

Definition at line 167 of file benders.c.

References NULL, SCIP_OKAY, SCIPeventhdlrGetData(), SCIPeventhdlrSetData(), and SCIPfreeBlockMemory.

Referenced by SCIP_DECL_EVENTFREE().

SCIP_DECL_EVENTEXEC() [1/4]

static SCIP_DECL_EVENTEXEC ( eventExecBendersNodefocus  )

static

exec the event handler

Definition at line 193 of file benders.c.

References NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, SCIPdropEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), and SCIPinterruptSolve().

SCIP_DECL_EVENTINITSOL() [1/4]

static SCIP_DECL_EVENTINITSOL ( eventInitsolBendersNodefocus  )

static

solving process initialization method of event handler (called when branch and bound process is about to begin)

Definition at line 215 of file benders.c.

References initsolEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTEXITSOL() [1/3]

static SCIP_DECL_EVENTEXITSOL ( eventExitsolBendersNodefocus  )

static

solving process deinitialization method of event handler (called before branch and bound process data is freed)

Definition at line 228 of file benders.c.

References exitsolEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTEXIT() [1/3]

static SCIP_DECL_EVENTEXIT ( eventExitBendersNodefocus  )

static

deinitialization method of event handler (called before transformed problem is freed)

Definition at line 241 of file benders.c.

References exitEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTFREE() [1/3]

static SCIP_DECL_EVENTFREE ( eventFreeBendersNodefocus  )

static

deinitialization method of event handler (called before transformed problem is freed)

Definition at line 254 of file benders.c.

References freeEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTEXEC() [2/4]

static SCIP_DECL_EVENTEXEC ( eventExecBendersMipnodefocus  )

static

exec the event handler

Definition at line 270 of file benders.c.

References MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, SCIPdropEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), and SCIPinterruptSolve().

SCIP_DECL_EVENTINITSOL() [2/4]

static SCIP_DECL_EVENTINITSOL ( eventInitsolBendersMipnodefocus  )

static

solving process initialization method of event handler (called when branch and bound process is about to begin)

Definition at line 296 of file benders.c.

References initsolEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTEXITSOL() [2/3]

static SCIP_DECL_EVENTEXITSOL ( eventExitsolBendersMipnodefocus  )

static

solving process deinitialization method of event handler (called before branch and bound process data is freed)

Definition at line 309 of file benders.c.

References exitsolEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTEXIT() [2/3]

static SCIP_DECL_EVENTEXIT ( eventExitBendersMipnodefocus  )

static

deinitialization method of event handler (called before transformed problem is freed)

Definition at line 322 of file benders.c.

References exitEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTFREE() [2/3]

static SCIP_DECL_EVENTFREE ( eventFreeBendersMipnodefocus  )

static

deinitialization method of event handler (called before transformed problem is freed)

Definition at line 335 of file benders.c.

References freeEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().

SCIP_DECL_EVENTEXEC() [3/4]

static SCIP_DECL_EVENTEXEC ( eventExecBendersUpperbound  )

static

exec the event handler

Definition at line 350 of file benders.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPinterruptSolve(), SCIPisLT(), and UPPERBOUND_EVENTHDLR_NAME.

SCIP_DECL_EVENTINITSOL() [3/4]

static SCIP_DECL_EVENTINITSOL ( eventInitsolBendersUpperbound  )

static

solving process initialization method of event handler (called when branch and bound process is about to begin)

Definition at line 374 of file benders.c.

References initsolEventhandler(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.

SCIP_DECL_EVENTEXITSOL() [3/3]

static SCIP_DECL_EVENTEXITSOL ( eventExitsolBendersUpperbound  )

static

solving process deinitialization method of event handler (called before branch and bound process data is freed)

Definition at line 387 of file benders.c.

References exitsolEventhandler(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.

SCIP_DECL_EVENTEXIT() [3/3]

static SCIP_DECL_EVENTEXIT ( eventExitBendersUpperbound  )

static

deinitialization method of event handler (called before transformed problem is freed)

Definition at line 400 of file benders.c.

References exitEventhandler(), NULL, SCIP_CALL, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.

SCIP_DECL_EVENTFREE() [3/3]

static SCIP_DECL_EVENTFREE ( eventFreeBendersUpperbound  )

static

deinitialization method of event handler (called before transformed problem is freed)

Definition at line 413 of file benders.c.

References freeEventhandler(), NULL, SCIP_CALL, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.

updateEventhdlrUpperbound()

static SCIP_RETCODE updateEventhdlrUpperbound ( SCIP_BENDERS *  benders, int  probnumber, SCIP_Real  upperbound  )

static

updates the upper bound in the event handler data

Parameters

benders	Benders' decomposition
probnumber	the subproblem number
upperbound	the upper bound value

Definition at line 426 of file benders.c.

References NULL, SCIP_OKAY, SCIPbendersSubproblem(), SCIPeventhdlrGetData(), SCIPfindEventhdlr(), and UPPERBOUND_EVENTHDLR_NAME.

Referenced by SCIPbendersExecSubproblemSolve().

updateSubproblemLowerbound()

static SCIP_RETCODE updateSubproblemLowerbound ( SCIP *  masterprob, SCIP_BENDERS *  benders  )

static

Updates the cut constant of the Benders' cuts data. This function solves the master problem with only the auxiliary variables in the objective function.

Parameters

masterprob	the SCIP instance of the master problem
benders	Benders' decomposition

Definition at line 455 of file benders.c.

References NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_VARSTATUS_COLUMN, SCIPbendersGetAuxiliaryVar(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemLowerbound(), SCIPbendersUpdateSubproblemLowerbound(), SCIPchgVarObjProbing(), SCIPdebugMsg, SCIPendProbing(), SCIPgetNVars(), SCIPgetSolTransObj(), SCIPgetVars(), SCIPinDive(), SCIPinProbing(), SCIPinRepropagation(), SCIPisInfinity(), SCIPsolveProbingLP(), SCIPstartProbing(), and SCIPvarGetStatus().

Referenced by SCIP_DECL_EVENTEXEC().

SCIP_DECL_EVENTEXEC() [4/4]

static SCIP_DECL_EVENTEXEC ( eventExecBendersNodesolved  )

static

exec the event handler

Definition at line 522 of file benders.c.

References NODESOLVED_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODESOLVED, SCIP_OKAY, SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPdropEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), and updateSubproblemLowerbound().

SCIP_DECL_EVENTINITSOL() [4/4]

static SCIP_DECL_EVENTINITSOL ( eventInitsolBendersNodesolved  )

static

solving process initialization method of event handler (called when branch and bound process is about to begin)

Definition at line 545 of file benders.c.

References NODESOLVED_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODESOLVED, SCIP_OKAY, SCIPbendersIsActive(), SCIPbendersOnlyCheckConvexRelax(), SCIPcatchEvent(), SCIPeventhdlrGetData(), and SCIPeventhdlrGetName().

addAuxiliaryVariablesToMaster()

static SCIP_RETCODE addAuxiliaryVariablesToMaster ( SCIP *  scip, SCIP_BENDERS *  benders  )

static

adds the auxiliary variables to the Benders' decomposition master problem

Parameters

scip	SCIP data structure
benders	Benders' decomposition structure

Definition at line 579 of file benders.c.

References AUXILIARYVAR_NAME, SCIP_Benders::auxiliaryvars, FALSE, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIPaddVar(), SCIPallocBlockMemory, SCIPbendersGetAuxiliaryVar(), SCIPbendersGetName(), SCIPbendersGetNSubproblems(), SCIPbendersShareAuxVars(), SCIPcaptureVar(), SCIPcreateVarBasic(), SCIPfreeBlockMemory, SCIPgetBenders(), SCIPinfinity(), SCIPsnprintf(), SCIPvarSetData(), and TRUE.

Referenced by SCIPbendersInitpre().

assignAuxiliaryVariables()

static SCIP_RETCODE assignAuxiliaryVariables ( SCIP *  scip, SCIP_BENDERS *  benders  )

static

assigns the copied auxiliary variables in the target SCIP to the target Benders' decomposition data

Parameters

scip	SCIP data structure, the target scip
benders	Benders' decomposition

Definition at line 636 of file benders.c.

References AUXILIARYVAR_NAME, SCIP_Benders::auxiliaryvars, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPallocBlockMemory, SCIPbendersGetName(), SCIPbendersGetNSubproblems(), SCIPbendersShareAuxVars(), SCIPcaptureVar(), SCIPfindVar(), SCIPfreeBlockMemory, SCIPgetBenders(), SCIPsnprintf(), SCIPvarGetTransVar(), SCIPvarSetData(), and TRUE.

Referenced by SCIPbendersInitpre().

resetSubproblemObjectiveValue()

static void resetSubproblemObjectiveValue ( SCIP_BENDERS *  benders )

static

sets the subproblem objective value array to -infinity

Parameters

benders

the Benders' decomposition structure

Definition at line 689 of file benders.c.

References NULL, SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemObjval(), SCIPbendersSubproblem(), and SCIPinfinity().

Referenced by SCIPbendersExec().

SCIP_DECL_PARAMCHGD()

static SCIP_DECL_PARAMCHGD ( paramChgdBendersPriority  )

static

method to call, when the priority of a Benders' decomposition was changed

Definition at line 722 of file benders.c.

References NULL, SCIP_OKAY, SCIPparamGetData(), SCIPparamGetInt(), and SCIPsetBendersPriority().

createMasterVarMapping()

static SCIP_RETCODE createMasterVarMapping ( SCIP_BENDERS *  benders, SCIP_SET *  sourceset, SCIP_HASHMAP *  varmap  )

static

creates a variable mapping between the master problem variables of the source scip and the sub scip

Parameters

benders	Benders' decomposition of the target SCIP instance
sourceset	global SCIP settings from the source SCIP
varmap	a hashmap to store the mapping of source variables corresponding target variables; must not be NULL

Definition at line 737 of file benders.c.

References SCIP_Benders::iscopy, SCIP_Benders::mastervarsmap, NULL, SCIP_Set::scip, SCIP_CALL, SCIP_OKAY, SCIPblkmem(), SCIPcaptureVar(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapGetImage(), and SCIPhashmapInsert().

Referenced by SCIPbendersCopyInclude().

SCIPbendersCopyInclude()

SCIP_RETCODE SCIPbendersCopyInclude	(	SCIP_BENDERS *	benders,
		SCIP_SET *	sourceset,
		SCIP_SET *	targetset,
		SCIP_HASHMAP *	varmap,
		SCIP_Bool *	valid
	)

copies the given Benders' decomposition to a new SCIP

Parameters

benders	Benders' decomposition
sourceset	SCIP_SET of SCIP to copy from
targetset	SCIP_SET of SCIP to copy to
varmap	a hashmap to store the mapping of source variables corresponding target variables; must not be NULL
valid	was the copying process valid?

Definition at line 777 of file benders.c.

References SCIP_Set::benders_copybenders, SCIP_Benders::benderscuts, createMasterVarMapping(), FALSE, SCIP_Benders::lnscheck, SCIP_Benders::nbenderscuts, NULL, SCIP_Set::scip, SCIP_CALL, SCIP_OKAY, SCIPbenderscutCopyInclude(), SCIPbendersGetName(), SCIPbendersIsActive(), SCIPbendersSortBenderscuts(), SCIPsetDebugMsg, SCIPsetFindBenders(), and TRUE.

Referenced by SCIPcopyBenders().

doBendersCreate()

static SCIP_RETCODE doBendersCreate ( SCIP_BENDERS **  benders, SCIP_SET *  set, SCIP_MESSAGEHDLR *  messagehdlr, BMS_BLKMEM *  blkmem, 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  )

static

internal method for creating a Benders' decomposition structure

Parameters

benders	pointer to Benders' decomposition data structure
set	global SCIP settings
messagehdlr	message handler
blkmem	block memory for parameter settings
name	name of Benders' decomposition
desc	description of Benders' decomposition
priority	priority of the Benders' decomposition
cutlp	should Benders' cuts be generated for LP solutions
cutpseudo	should Benders' cuts be generated for pseudo solutions
cutrelax	should Benders' cuts be generated for relaxation solutions
shareauxvars	should this Benders' use the highest priority Benders aux vars
bendersdata	Benders' decomposition data

Definition at line 836 of file benders.c.

References BMSallocMemory, BMSclearMemory, BMSduplicateMemoryArray, FALSE, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_CLOCKTYPE_DEFAULT, SCIP_DEFAULT_CUTSASCONSS, SCIP_DEFAULT_LNSCHECK, SCIP_DEFAULT_LNSMAXDEPTH, SCIP_DEFAULT_SUBPROBFRAC, SCIP_DEFAULT_TRANSFERCUTS, SCIP_DEFAULT_UPDATEAUXVARBOUND, SCIP_INVALIDCALL, SCIP_MAXSTRLEN, SCIP_MAXTREEDEPTH, SCIP_OKAY, SCIPclockCreate(), SCIPerrorMessage, SCIPsetAddBoolParam(), SCIPsetAddIntParam(), SCIPsetAddRealParam(), SCIPsnprintf(), and TRUE.

Referenced by SCIPbendersCreate().

SCIPbendersCreate()

SCIP_RETCODE SCIPbendersCreate	(	SCIP_BENDERS **	benders,
		SCIP_SET *	set,
		SCIP_MESSAGEHDLR *	messagehdlr,
		BMS_BLKMEM *	blkmem,
		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
	)

creates a Benders' decomposition structure

To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().

Parameters

benders	pointer to Benders' decomposition data structure
set	global SCIP settings
messagehdlr	message handler
blkmem	block memory for parameter settings
name	name of Benders' decomposition
desc	description of Benders' decomposition
priority	priority of the Benders' decomposition
cutlp	should Benders' cuts be generated for LP solutions
cutpseudo	should Benders' cuts be generated for pseudo solutions
cutrelax	should Benders' cuts be generated for relaxation solutions
shareauxvars	should this Benders' use the highest priority Benders aux vars
bendersdata	Benders' decomposition data

Definition at line 969 of file benders.c.

References doBendersCreate(), NULL, SCIP_CALL_FINALLY, SCIP_OKAY, and SCIPbendersFree().

Referenced by SCIPincludeBenders(), and SCIPincludeBendersBasic().

releaseVarMappingHashmapVars()

static SCIP_RETCODE releaseVarMappingHashmapVars ( SCIP *  scip, SCIP_BENDERS *  benders  )

static

releases the variables that have been captured in the hashmap

Parameters

scip	the SCIP data structure
benders	Benders' decomposition

Definition at line 1014 of file benders.c.

References SCIP_Benders::mastervarsmap, NULL, SCIP_CALL, SCIP_OKAY, SCIPhashmapEntryGetImage(), SCIPhashmapGetEntry(), SCIPhashmapGetNEntries(), and SCIPreleaseVar().

Referenced by SCIPbendersFree().

SCIPbendersFree()

SCIP_RETCODE SCIPbendersFree	(	SCIP_BENDERS **	benders,
		SCIP_SET *	set
	)

calls destructor and frees memory of Benders' decomposition

Parameters

benders	pointer to Benders' decomposition data structure
set	global SCIP settings

Definition at line 1048 of file benders.c.

References BMSfreeMemory, BMSfreeMemoryArray, BMSfreeMemoryArrayNull, NULL, releaseVarMappingHashmapVars(), SCIP_CALL, SCIP_OKAY, SCIPbenderscutFree(), SCIPclockFree(), and SCIPhashmapFree().

Referenced by SCIPbendersCreate().

initialiseSubproblem()

static SCIP_RETCODE initialiseSubproblem ( SCIP_BENDERS *  benders, SCIP_SET *  set, int  probnumber, SCIP_Bool *  success  )

static

initialises a MIP subproblem by putting the problem into SCIP_STAGE_SOLVING. This is achieved by calling SCIPsolve and then interrupting the solve in a node focus event handler. The LP subproblem is also initialised using this method; however, a different event handler is added. This event handler will put the LP subproblem into probing mode. The MIP solving function is called to initialise the subproblem because this function calls SCIPsolve with the appropriate parameter settings for Benders' decomposition.

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem number
success	was the initialisation process successful

Definition at line 1099 of file benders.c.

References FALSE, NULL, SCIP_BENDERSENFOTYPE_LP, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_TIMELIMIT, SCIPbendersGetNSubproblems(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSubproblem(), SCIPconstructLP(), SCIPgetStage(), SCIPgetStatus(), and TRUE.

Referenced by initialiseLPSubproblem(), SCIPbendersSetupSubproblem(), and SCIPbendersSolveSubproblem().

initialiseLPSubproblem()

static SCIP_RETCODE initialiseLPSubproblem ( SCIP_BENDERS *  benders, SCIP_SET *  set, int  probnumber  )

static

initialises an LP subproblem by putting the problem into probing mode. The probing mode is invoked in a node focus event handler. This event handler is added just prior to calling the initialise subproblem function.

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem number

Definition at line 1141 of file benders.c.

References initEventhandlerData(), initialiseSubproblem(), NODEFOCUS_EVENTHDLR_DESC, NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemory, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPincludeEventhdlrBasic(), SCIPsetEventhdlrExit(), SCIPsetEventhdlrExitsol(), SCIPsetEventhdlrFree(), and SCIPsetEventhdlrInitsol().

Referenced by createSubproblems(), and SCIPbendersChgMastervarsToCont().

createSubproblems()

static SCIP_RETCODE createSubproblems ( SCIP_BENDERS *  benders, SCIP_SET *  set  )

static

creates the subproblems and registers it with the Benders' decomposition struct

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 1179 of file benders.c.

References FALSE, initEventhandlerData(), initialiseLPSubproblem(), SCIP_Benders::iscopy, MIPNODEFOCUS_EVENTHDLR_DESC, MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIPallocBlockMemory, SCIPbendersGetNSubproblems(), SCIPbendersGetVar(), SCIPbendersSetSubproblemIsConvex(), SCIPbendersSubproblem(), SCIPchgVarObj(), SCIPgetStage(), SCIPgetVarsData(), SCIPincludeEventhdlrBasic(), SCIPisZero(), SCIPsetEventhdlrExit(), SCIPsetEventhdlrExitsol(), SCIPsetEventhdlrFree(), SCIPsetEventhdlrInitsol(), SCIPsetIntParam(), SCIPvarGetName(), SCIPvarGetObj(), SCIPverbMessage(), SCIP_Benders::subprobscreated, TRUE, UPPERBOUND_EVENTHDLR_DESC, and UPPERBOUND_EVENTHDLR_NAME.

Referenced by SCIPbendersInit().

SCIPbendersInit()

SCIP_RETCODE SCIPbendersInit	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

initializes Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 1323 of file benders.c.

References SCIP_Benders::bendersclock, SCIP_Benders::benderscuts, createSubproblems(), SCIP_Benders::initialized, SCIP_Benders::name, SCIP_Benders::nbenderscuts, SCIP_Benders::ncalls, SCIP_Benders::ncutsfound, SCIP_Benders::ntransferred, NULL, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIPbenderscutInit(), SCIPbendersSortBenderscuts(), SCIPclockReset(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIP_Benders::setuptime, and TRUE.

createAndAddTransferredCut()

static SCIP_RETCODE createAndAddTransferredCut ( SCIP *  sourcescip, SCIP_BENDERS *  benders, SCIP_VAR **  vars, SCIP_Real *  vals, SCIP_Real  lhs, SCIP_Real  rhs, int  nvars  )

static

Transfers Benders' cuts that were generated while solving a sub-SCIP to the original SCIP instance. This involves creating a constraint/cut that is equivalent to the generated cut in the sub-SCIP. This new constraint/cut is then added to the original SCIP instance.

Parameters

sourcescip	the source SCIP from when the Benders' decomposition was copied
benders	the Benders' decomposition structure of the sub SCIP
vars	the variables from the source constraint
vals	the coefficients of the variables in the source constriant
lhs	the LHS of the source constraint
rhs	the RHS of the source constraint
nvars	the number of variables in the source constraint

Definition at line 1382 of file benders.c.

References SCIP_Benders::cutsasconss, FALSE, SCIP_Benders::mastervarsmap, SCIP_Benders::ntransferred, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddPoolCut(), SCIPaddVarToRow(), SCIPbendersGetName(), SCIPbendersGetNTransferredCuts(), SCIPcreateConsBasicLinear(), SCIPcreateEmptyRowCons(), SCIPfindBenders(), SCIPfindConshdlr(), SCIPhashmapGetImage(), SCIPreleaseCons(), SCIPreleaseRow(), SCIPsetConsRemovable(), SCIPsnprintf(), SCIPvarGetOrigvarSum(), and TRUE.

Referenced by transferBendersCuts().

transferBendersCuts()

static SCIP_RETCODE transferBendersCuts ( SCIP *  sourcescip, SCIP *  subscip, SCIP_BENDERS *  benders  )

static

transfers the cuts generated in a subscip to the source scip

Parameters

sourcescip	the source SCIP from when the Benders' decomposition was copied
subscip	the sub SCIP where the Benders' cuts were generated
benders	the Benders' decomposition structure of the sub SCIP

Definition at line 1498 of file benders.c.

References SCIP_Benders::benderscuts, createAndAddTransferredCut(), SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbenderscutGetAddedCutData(), SCIPbenderscutGetNAddedCuts(), SCIPbendersGetName(), SCIPfindBenders(), and SCIP_Benders::transfercuts.

Referenced by SCIPbendersExit().

SCIPbendersExit()

SCIP_RETCODE SCIPbendersExit	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

calls exit method of Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 1551 of file benders.c.

References SCIP_Benders::auxiliaryvars, SCIP_Benders::benderscuts, FALSE, SCIP_Benders::initialized, SCIP_Benders::iscopy, SCIP_Benders::name, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIPbenderscutExit(), SCIPbendersGetNSubproblems(), SCIPbendersSortBenderscuts(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPreleaseVar(), SCIP_Benders::setuptime, SCIP_Benders::sourcescip, and transferBendersCuts().

Referenced by SCIPsetInitPlugins().

checkSubproblemIndependence()

static SCIP_RETCODE checkSubproblemIndependence ( SCIP *  scip, SCIP_BENDERS *  benders  )

static

Checks whether a subproblem is independent.

Parameters

scip	the SCIP data structure
benders	Benders' decomposition

Definition at line 1612 of file benders.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemIsIndependent(), SCIPgetBendersSubproblemVar(), SCIPgetVarsData(), and TRUE.

Referenced by SCIPbendersInitpre().

SCIPbendersInitpre()

SCIP_RETCODE SCIPbendersInitpre	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_STAT *	stat
	)

informs the Benders' decomposition that the presolving process is being started

Parameters

benders	Benders' decomposition
set	global SCIP settings
stat	dynamic problem statistics

Definition at line 1668 of file benders.c.

References addAuxiliaryVariablesToMaster(), assignAuxiliaryVariables(), checkSubproblemIndependence(), SCIP_Benders::iscopy, NULL, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

Referenced by SCIPsetExitPlugins().

SCIPbendersExitpre()

SCIP_RETCODE SCIPbendersExitpre	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_STAT *	stat
	)

informs the Benders' decomposition that the presolving process has completed

Parameters

benders	Benders' decomposition
set	global SCIP settings
stat	dynamic problem statistics

Definition at line 1712 of file benders.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

Referenced by SCIPsetExitPlugins().

SCIPbendersInitsol()

SCIP_RETCODE SCIPbendersInitsol	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

informs Benders' decomposition that the branch and bound process is being started

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 1738 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIPbenderscutInitsol(), SCIPbendersSortBenderscuts(), SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

Referenced by SCIPsetInitprePlugins().

SCIPbendersExitsol()

SCIP_RETCODE SCIPbendersExitsol	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

informs Benders' decomposition that the branch and bound process data is being freed

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 1771 of file benders.c.

References SCIP_Benders::benderscuts, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIPbenderscutExitsol(), SCIPbendersFreeSubproblem(), SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemIsIndependent(), SCIPbendersSortBenderscuts(), SCIPbendersSubproblemIsIndependent(), SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

Referenced by SCIPsetInitsolPlugins().

SCIPbendersActivate()

SCIP_RETCODE SCIPbendersActivate	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	nsubproblems
	)

activates Benders' decomposition such that it is called in LP solving loop

Parameters

benders	the Benders' decomposition structure
set	global SCIP settings
nsubproblems	the number subproblems used in this decomposition

Definition at line 1827 of file benders.c.

References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_Benders::bestsubprobobjval, BMSallocMemoryArray, FALSE, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, SCIP_Benders::nactivesubprobs, NODESOLVED_EVENTHDLR_DESC, NODESOLVED_EVENTHDLR_NAME, SCIP_Benders::nsubproblems, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPincludeEventhdlrBasic(), SCIPsetEventhdlrInitsol(), SCIPsetInfinity(), SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, SCIP_Benders::subprobsetup, and TRUE.

Referenced by SCIPactivateBenders().

SCIPbendersDeactivate()

void SCIPbendersDeactivate	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

deactivates Benders' decomposition such that it is no longer called in LP solving loop

Parameters

benders	the Benders' decomposition structure
set	global SCIP settings

Definition at line 1890 of file benders.c.

References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_Benders::bestsubprobobjval, BMSfreeMemoryArray, FALSE, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, NULL, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPbendersGetNSubproblems(), SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, and SCIP_Benders::subprobsetup.

Referenced by SCIPdeactivateBenders(), and SCIPfreeProb().

updateAuxiliaryVarLowerbound()

static SCIP_RETCODE updateAuxiliaryVarLowerbound ( SCIP_BENDERS *  benders, SCIP_SET *  set, SCIP_RESULT *  result  )

static

updates the lower bound for all auxiliary variables. This is called if the first LP enforced is unbounded.

Parameters

benders	Benders' decomposition
set	global SCIP settings
result	the result from updating the auxiliary variable lower bound

Definition at line 1942 of file benders.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIPbendersComputeSubproblemLowerbound(), SCIPbendersGetAuxiliaryVar(), SCIPbendersGetNSubproblems(), SCIPbendersUpdateSubproblemLowerbound(), SCIPchgVarLb(), SCIPsetDebugMsg, SCIPsetIsGT(), SCIPvarGetLbGlobal(), and SCIPvarGetName().

Referenced by SCIPbendersExec().

numSubproblemsToCheck()

static int numSubproblemsToCheck ( SCIP_BENDERS *  benders, SCIP_SET *  set, SCIP_BENDERSENFOTYPE  type  )

static

returns the number of subproblems that will be checked in this iteration

Parameters

benders	Benders' decomposition
set	global SCIP settings
type	the type of solution being enforced

Definition at line 2009 of file benders.c.

References SCIP_Benders::ncalls, SCIP_BENDERSENFOTYPE_CHECK, SCIP_Real, SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPsetCeil(), and SCIP_Benders::subprobfrac.

Referenced by solveBendersSubproblems().

subproblemIsActive()

static SCIP_Bool subproblemIsActive ( SCIP_BENDERS *  benders, int  probnumber  )

static

returns whether the solving of the given subproblem needs to be executed

Parameters

benders	Benders' decomposition
probnumber	the subproblem index

Definition at line 2023 of file benders.c.

References SCIPbendersSubproblemIsEnabled(), and SCIPbendersSubproblemIsIndependent().

Referenced by generateBendersCuts(), SCIPbendersExec(), SCIPbendersFreeSubproblem(), SCIPbendersSetSubproblemEnabled(), SCIPbendersSetSubproblemIsIndependent(), and solveBendersSubproblems().

solveBendersSubproblems()

static SCIP_RETCODE solveBendersSubproblems ( SCIP_BENDERS *  benders, SCIP_SET *  set, SCIP_SOL *  sol, SCIP_BENDERSENFOTYPE  type, SCIP_BENDERSSOLVELOOP  solveloop, SCIP_Bool  checkint, int *  nchecked, int *  nverified, SCIP_Bool **  subprobsolved, SCIP_BENDERSSUBSTATUS **  substatus, SCIP_Bool *  infeasible, SCIP_Bool *  optimal, SCIP_Bool *  stopped  )

static

Solves each of the Benders' decomposition subproblems for the given solution. All, or a fraction, of subproblems are solved before the Benders' decomposition cuts are generated. Since a convex relaxation of the subproblem could be solved to generate cuts, a parameter nverified is used to identified the number of subproblems that have been solved in their "original" form. For example, if the subproblem is a MIP, then if the LP is solved to generate cuts, this does not constitute a verification. The verification is only performed when the MIP is solved.

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
type	the type of solution being enforced
solveloop	the current solve loop
checkint	are the subproblems called during a check/enforce of integer sols?
nchecked	the number of subproblems checked in this solve loop, they may not be solved
nverified	the number of subproblems verified in the current loop
subprobsolved	an array indicating the subproblems that were solved in this loop.
substatus	array to store the status of the subsystem
infeasible	is the master problem infeasible with respect to the Benders' cuts?
optimal	is the current solution optimal?
stopped	was the solving process stopped?

Definition at line 2040 of file benders.c.

References FALSE, SCIP_Benders::firstchecked, SCIP_Benders::lastchecked, NULL, numSubproblemsToCheck(), SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSENFOTYPE_LP, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBSTATUS_AUXVIOL, SCIP_BENDERSSUBSTATUS_INFEAS, SCIP_BENDERSSUBSTATUS_OPTIMAL, SCIP_BENDERSSUBSTATUS_UNKNOWN, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersCheckSubproblemOptimality(), SCIPbendersExecSubproblemSolve(), SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemLowerbound(), SCIPbendersGetSubproblemObjval(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSetSubproblemObjval(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPinfinity(), SCIPisStopped(), SCIPrelDiff(), SCIPsetDebugMsg, SCIPsetGetRealParam(), SCIPsetIsInfinity(), subproblemIsActive(), and TRUE.

Referenced by SCIPbendersExec().

generateBendersCuts()

static SCIP_RETCODE generateBendersCuts ( SCIP_BENDERS *  benders, SCIP_SET *  set, SCIP_SOL *  sol, SCIP_RESULT *  result, SCIP_BENDERSENFOTYPE  type, SCIP_BENDERSSOLVELOOP  solveloop, SCIP_Bool  checkint, int  nchecked, SCIP_Bool *  subprobsolved, SCIP_BENDERSSUBSTATUS *  substatus, int **  mergecands, int *  npriomergecands, int *  nmergecands, int *  nsolveloops  )

static

Calls the Benders' decompsition cuts for the given solve loop. There are four cases: i) solveloop == SCIP_BENDERSSOLVELOOP_CONVEX - only the LP Benders' cuts are called ii) solveloop == SCIP_BENDERSSOLVELOOP_CIP - only the CIP Benders' cuts are called iii) solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX - only the LP Benders' cuts are called iv) solveloop == SCIP_BENDERSSOLVELOOP_USERCIP - only the CIP Benders' cuts are called

The priority of the results are: SCIP_CONSADDED (SCIP_SEPARATED), SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_DIDNOTRUN. In this function, there are four levels of results that need to be assessed. These are: i) The result from the individual cut for the subproblem ii) The overall result for the subproblem from all cuts iii) the overall result for the solve loop from all cuts iv) the over all result from all solve loops. In each level, the priority of results must be adhered to.

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
result	result of the pricing process
type	the type of solution being enforced
solveloop	the current solve loop
checkint	are the subproblems called during a check/enforce of integer sols?
nchecked	the number of subproblems checked in this solve loop, they may not be solved
subprobsolved	an array indicating the subproblems that were solved in this loop.
substatus	array to store the status of the subsystem
mergecands	the subproblems that are merge candidates
npriomergecands	the number of priority merge candidates.
nmergecands	the number of merge candidates.
nsolveloops	the number of solve loops, is updated w.r.t added cuts

Definition at line 2302 of file benders.c.

References SCIP_Benders::firstchecked, SCIP_Benders::ncutsfound, NULL, SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBSTATUS_INFEAS, SCIP_BENDERSSUBSTATUS_OPTIMAL, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FEASIBLE, SCIP_Longint, SCIP_OKAY, SCIP_SEPARATED, SCIP_STAGE_SOLVED, SCIPbenderscutExec(), SCIPbenderscutGetNFound(), SCIPbenderscutIsLPCut(), SCIPbendersGetBenderscuts(), SCIPbendersGetNBenderscuts(), SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSubproblemIsConvex(), SCIPsetGetStage(), and subproblemIsActive().

Referenced by SCIPbendersExec().

SCIPbendersExec()

SCIP_RETCODE SCIPbendersExec	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		SCIP_RESULT *	result,
		SCIP_Bool *	infeasible,
		SCIP_Bool *	auxviol,
		SCIP_BENDERSENFOTYPE	type,
		SCIP_Bool	checkint
	)

Solves the subproblem using the current master problem solution.

The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint == FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e. checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check solution feasibility.

TODO: consider allowing the possibility to pass solution information back from the subproblems instead of the scip instance. This would allow the use of different solvers for the subproblems, more importantly allowing the use of an LP solver for LP subproblems.

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
result	result of the pricing process
infeasible	is the master problem infeasible with respect to the Benders' cuts?
auxviol	set to TRUE only if the solution is feasible but the aux vars are violated
type	the type of solution being enforced
checkint	should the integer solution be checked by the subproblems

Definition at line 2502 of file benders.c.

References BENDERS_MAXPSEUDOSOLS, SCIP_Benders::bendersclock, FALSE, SCIP_Benders::firstchecked, generateBendersCuts(), SCIP_Benders::iscopy, SCIP_Benders::lastchecked, SCIP_Benders::lnscheck, SCIP_Benders::lnsmaxdepth, SCIP_Benders::name, SCIP_Benders::ncalls, SCIP_Benders::npseudosols, NULL, resetSubproblemObjectiveValue(), SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSENFOTYPE_LP, SCIP_BENDERSENFOTYPE_PSEUDO, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALIDRESULT, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_SEPARATED, SCIP_SOLVELP, SCIP_STAGE_TRANSFORMED, SCIP_VERBLEVEL_HIGH, SCIPallocClearBlockMemoryArray, SCIPbendersFreeSubproblem(), SCIPbendersGetName(), SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSubproblem(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPfreeBlockMemoryArray, SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetObjsense(), SCIPgetPrimalbound(), SCIPgetSolOrigObj(), SCIPgetStage(), SCIPinProbing(), SCIPsetDebugMsg, SCIPsetIsFeasLE(), SCIPverbMessage(), solveBendersSubproblems(), SCIP_Benders::sourcescip, subproblemIsActive(), TRUE, updateAuxiliaryVarLowerbound(), and SCIP_Benders::updateauxvarbound.

Referenced by SCIPsolveBendersSubproblems().

executeUserDefinedSolvesub()

static SCIP_RETCODE executeUserDefinedSolvesub ( SCIP_BENDERS *  benders, SCIP_SET *  set, SCIP_SOL *  sol, int  probnumber, SCIP_BENDERSSOLVELOOP  solveloop, SCIP_Bool *  infeasible, SCIP_Real *  objective, SCIP_RESULT *  result  )

static

solves the user-defined subproblem solving function

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number
solveloop	the solve loop iteration. The first iter is for LP, the second for IP
infeasible	returns whether the current subproblem is infeasible
objective	the objective function value of the subproblem
result	the result from solving the subproblem

Definition at line 2873 of file benders.c.

References SCIP_Benders::name, NULL, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALIDRESULT, SCIP_OKAY, SCIP_UNBOUNDED, SCIPbendersOnlyCheckConvexRelax(), SCIPerrorMessage, SCIPsetInfinity(), SCIPsetIsInfinity(), and TRUE.

Referenced by SCIPbendersExecSubproblemSolve(), and SCIPbendersSolveSubproblem().

SCIPbendersExecSubproblemSolve()

SCIP_RETCODE SCIPbendersExecSubproblemSolve	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_BENDERSSOLVELOOP	solveloop,
		SCIP_Bool	enhancement,
		SCIP_Bool *	solved,
		SCIP_Bool *	infeasible,
		SCIP_BENDERSENFOTYPE	type
	)

executes the subproblem solving process

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number
solveloop	the solve loop iteration. The first iter is for LP, the second for IP
enhancement	is the solve performed as part of and enhancement?
solved	flag to indicate whether the subproblem was solved
infeasible	returns whether the current subproblem is infeasible
type	the enforcement type calling this function

Definition at line 2944 of file benders.c.

References executeUserDefinedSolvesub(), FALSE, NULL, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_LPSOLSTAT_ERROR, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_NOTSOLVED, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_TIMELIMIT, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_OPTIMAL, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_USERINTERRUPT, SCIP_UNBOUNDED, SCIP_VERBLEVEL_FULL, SCIPABORT, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersSetSubproblemObjval(), SCIPbendersSetupSubproblem(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetLPSolstat(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPgetStatus(), SCIPsetDebugMsg, SCIPsetInfinity(), SCIPverbMessage(), TRUE, and updateEventhdlrUpperbound().

Referenced by solveBendersSubproblems().

SCIPbendersSetupSubproblem()

SCIP_RETCODE SCIPbendersSetupSubproblem	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber
	)

sets up the subproblem using the solution to the master problem

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number

Definition at line 3119 of file benders.c.

References FALSE, initialiseSubproblem(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersChgMastervarsToCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetVar(), SCIPbendersSetSubproblemIsSetup(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPchgVarLb(), SCIPchgVarUb(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPisEQ(), SCIPisGT(), SCIPisLT(), SCIPstartProbing(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.

Referenced by SCIPbendersExecSubproblemSolve(), and SCIPsetupBendersSubproblem().

SCIPbendersSolveSubproblem()

SCIP_RETCODE SCIPbendersSolveSubproblem	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_Bool *	infeasible,
		SCIP_BENDERSENFOTYPE	type,
		SCIP_Bool	solvecip,
		SCIP_Real *	objective
	)

Solve a Benders' decomposition subproblems. This will either call the user defined method or the generic solving methods. If the generic method is called, then the subproblem must be set up before calling this method.

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution, can be NULL
probnumber	the subproblem number
infeasible	returns whether the current subproblem is infeasible
type	the enforcement type calling this function
solvecip	directly solve the CIP subproblem
objective	the objective function value of the subproblem, can be NULL

Definition at line 3218 of file benders.c.

References executeUserDefinedSolvesub(), initialiseSubproblem(), NULL, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIPbendersGetNSubproblems(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPbendersSubproblemIsIndependent(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPinfinity(), SCIPinProbing(), SCIPstartProbing(), and TRUE.

Referenced by SCIPsolveBendersSubproblem().

copyMemoryAndTimeLimits()

static SCIP_RETCODE copyMemoryAndTimeLimits ( SCIP *  scip, SCIP *  subproblem  )

static

copies the time and memory limit from the master problem to the subproblem

Parameters

scip	the SCIP data structure
subproblem	the Benders' decomposition subproblem

Definition at line 3313 of file benders.c.

References MAX, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetParam(), SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPparamGetRealMax(), and SCIPsetRealParam().

Referenced by SCIPbendersComputeSubproblemLowerbound(), and setSubproblemParams().

storeOrigSubproblemParams()

static SCIP_RETCODE storeOrigSubproblemParams ( SCIP *  subproblem, SCIP_SUBPROBPARAMS *  origparams  )

static

stores the original parameters from the subproblem

Parameters

subproblem	the SCIP data structure
origparams	the original subproblem parameters

Definition at line 3346 of file benders.c.

References SCIP_SubproblemParams::conflict_enable, SCIP_SubproblemParams::cons_linear_propfreq, SCIP_SubproblemParams::limits_memory, SCIP_SubproblemParams::limits_time, SCIP_SubproblemParams::lp_alwaysgetduals, SCIP_SubproblemParams::lp_disablecutoff, SCIP_SubproblemParams::lp_initalg, SCIP_SubproblemParams::lp_resolvealg, SCIP_SubproblemParams::lp_scaling, SCIP_SubproblemParams::misc_catchctrlc, SCIP_SubproblemParams::misc_scaleobj, NULL, SCIP_SubproblemParams::prop_maxrounds, SCIP_SubproblemParams::prop_maxroundsroot, SCIP_CALL, SCIP_OKAY, SCIPgetBoolParam(), SCIPgetCharParam(), SCIPgetIntParam(), and SCIPgetRealParam().

Referenced by SCIPbendersSolveSubproblemCIP(), and SCIPbendersSolveSubproblemLP().

setSubproblemParams()

static SCIP_RETCODE setSubproblemParams ( SCIP *  scip, SCIP *  subproblem  )

static

sets the parameters for the subproblem

Parameters

scip	the SCIP data structure
subproblem	the subproblem SCIP instance

Definition at line 3373 of file benders.c.

References copyMemoryAndTimeLimits(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PARAMSETTING_OFF, SCIP_VERBLEVEL_NONE, SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetHeuristics(), SCIPsetIntParam(), SCIPsetParam(), SCIPsetPresolving(), and TRUE.

Referenced by SCIPbendersSolveSubproblemCIP(), and SCIPbendersSolveSubproblemLP().

resetOrigSubproblemParams()

static SCIP_RETCODE resetOrigSubproblemParams ( SCIP *  subproblem, SCIP_SUBPROBPARAMS *  origparams  )

static

resets the original parameters from the subproblem

Parameters

subproblem	the SCIP data structure
origparams	the original subproblem parameters

Definition at line 3417 of file benders.c.

References SCIP_SubproblemParams::conflict_enable, SCIP_SubproblemParams::cons_linear_propfreq, SCIP_SubproblemParams::limits_memory, SCIP_SubproblemParams::limits_time, SCIP_SubproblemParams::lp_alwaysgetduals, SCIP_SubproblemParams::lp_disablecutoff, SCIP_SubproblemParams::lp_initalg, SCIP_SubproblemParams::lp_resolvealg, SCIP_SubproblemParams::lp_scaling, SCIP_SubproblemParams::misc_catchctrlc, SCIP_SubproblemParams::misc_scaleobj, NULL, SCIP_SubproblemParams::prop_maxrounds, SCIP_SubproblemParams::prop_maxroundsroot, SCIP_CALL, SCIP_OKAY, SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetIntParam(), and SCIPsetRealParam().

Referenced by SCIPbendersSolveSubproblemCIP(), and SCIPbendersSolveSubproblemLP().

SCIPbendersFreeSubproblem()

SCIP_RETCODE SCIPbendersFreeSubproblem	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	probnumber
	)

frees the subproblems

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem number

Definition at line 3606 of file benders.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_TRANSFORMED, SCIPbendersSetSubproblemIsSetup(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPendProbing(), SCIPfreeTransform(), SCIPgetStage(), SCIPinProbing(), and subproblemIsActive().

Referenced by SCIPbendersComputeSubproblemLowerbound(), SCIPbendersExec(), SCIPbendersExitsol(), SCIPbendersMergeSubproblemIntoMaster(), and SCIPfreeBendersSubproblem().

SCIPbendersCheckSubproblemOptimality()

SCIP_RETCODE SCIPbendersCheckSubproblemOptimality	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_Bool *	optimal
	)

compares the subproblem objective value with the auxiliary variable value for optimality

Parameters

benders	the benders' decomposition structure
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number
optimal	flag to indicate whether the current subproblem is optimal for the master

Definition at line 3656 of file benders.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemObjval(), SCIPrelDiff(), SCIPsetDebugMsg, SCIPsetGetRealParam(), and TRUE.

Referenced by SCIPcheckBendersSubproblemOptimality(), and solveBendersSubproblems().

SCIPbendersGetAuxiliaryVarVal()

SCIP_Real SCIPbendersGetAuxiliaryVarVal	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber
	)

returns the value of the auxiliary variable value in a master problem solution

Parameters

benders	the benders' decomposition structure
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number

Definition at line 3688 of file benders.c.

References NULL, SCIPbendersGetAuxiliaryVar(), and SCIPgetSolVal().

Referenced by SCIPbendersCheckSubproblemOptimality(), SCIPbendersExecSubproblemSolve(), SCIPgetBendersAuxiliaryVarVal(), and solveBendersSubproblems().

SCIPbendersComputeSubproblemLowerbound()

SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	probnumber,
		SCIP_Real *	lowerbound,
		SCIP_Bool *	infeasible
	)

Solves an independent subproblem to identify its lower bound. The lower bound is then used to update the bound on the auxiliary variable.

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem to be evaluated
lowerbound	the lowerbound for the subproblem
infeasible	was the subproblem found to be infeasible?

Definition at line 3709 of file benders.c.

References copyMemoryAndTimeLimits(), FALSE, MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIP_VERBLEVEL_NONE, SCIPbendersFreeSubproblem(), SCIPbendersGetAuxiliaryVar(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPbendersSubproblemIsIndependent(), SCIPeventhdlrGetData(), SCIPfindEventhdlr(), SCIPgetDualbound(), SCIPgetIntParam(), SCIPgetLongintParam(), SCIPgetLPSolstat(), SCIPgetRealParam(), SCIPgetStatus(), SCIPinfinity(), SCIPinfoMessage(), SCIPisLPConstructed(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetRealParam(), SCIPsolve(), SCIPsolveProbingLP(), SCIPstartProbing(), SCIPvarGetLbGlobal(), SCIPverbMessage(), and TRUE.

Referenced by SCIPcomputeBendersSubproblemLowerbound(), and updateAuxiliaryVarLowerbound().

SCIPbendersMergeSubproblemIntoMaster()

SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_HASHMAP *	varmap,
		SCIP_HASHMAP *	consmap,
		int	probnumber
	)

Merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is for when it is queried for solutions after the problem is solved.

Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that it will not be solved in the subsequent subproblem solving loops.

The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem is added as an underestimator constraint.

Parameters

benders	Benders' decomposition
set	global SCIP settings
varmap	a hashmap to store the mapping of subproblem variables corresponding to the newly created master variables, or NULL
consmap	a hashmap to store the mapping of subproblem constraints to the corresponding newly created constraints, or NULL
probnumber	the number of the subproblem that will be merged into the master problem

Definition at line 3838 of file benders.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VERBLEVEL_HIGH, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddVar(), SCIPbendersFreeSubproblem(), SCIPbendersGetAuxiliaryVar(), SCIPbendersSetSubproblemEnabled(), SCIPbendersSubproblem(), SCIPblkmem(), SCIPconsGetHdlr(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPcreateConsBasicLinear(), SCIPcreateVarBasic(), SCIPgetBendersMasterVar(), SCIPgetConsCopy(), SCIPgetConss(), SCIPgetNConss(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapInsert(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPsetConsRemovable(), SCIPsetInfinity(), SCIPsnprintf(), SCIPvarGetLbOriginal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetOrigvarSum(), SCIPvarGetType(), SCIPvarGetUbOriginal(), SCIPverbMessage(), and TRUE.

Referenced by SCIPmergeBendersSubproblemIntoMaster().

SCIPbendersGetVar()

SCIP_RETCODE SCIPbendersGetVar	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_VAR *	var,
		SCIP_VAR **	mappedvar,
		int	probnumber
	)

Returns the corresponding master or subproblem variable for the given variable. This provides a call back for the variable mapping between the master and subproblems.

Parameters

benders	Benders' decomposition
set	global SCIP settings
var	the variable for which the corresponding variable is desired
mappedvar	the variable that is mapped to var
probnumber	the problem number for the desired variable, -1 for the master problem

Definition at line 4021 of file benders.c.

References AUXILIARYVAR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPvarGetName().

Referenced by createSubproblems(), SCIPbendersChgMastervarsToCont(), SCIPbendersSetupSubproblem(), SCIPgetBendersMasterVar(), and SCIPgetBendersSubproblemVar().

SCIPbendersSetCopy()

void SCIPbendersSetCopy	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSCOPY((*benderscopy))
	)

sets copy callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4068 of file benders.c.

References NULL.

Referenced by SCIPsetBendersCopy().

SCIPbendersSetFree()

void SCIPbendersSetFree	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSFREE((*bendersfree))
	)

sets destructor callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4079 of file benders.c.

References NULL.

Referenced by SCIPsetBendersFree().

SCIPbendersSetInit()

void SCIPbendersSetInit	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSINIT((*bendersinit))
	)

sets initialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4090 of file benders.c.

References NULL.

Referenced by SCIPsetBendersInit().

SCIPbendersSetExit()

void SCIPbendersSetExit	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSEXIT((*bendersexit))
	)

sets deinitialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4101 of file benders.c.

References NULL.

Referenced by SCIPsetBendersExit().

SCIPbendersSetInitpre()

void SCIPbendersSetInitpre	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSINITPRE((*bendersinitpre))
	)

sets presolving initialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4112 of file benders.c.

References NULL.

Referenced by SCIPsetBendersInitpre().

SCIPbendersSetExitpre()

void SCIPbendersSetExitpre	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))
	)

sets presolving deinitialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4123 of file benders.c.

References NULL.

Referenced by SCIPsetBendersExitpre().

SCIPbendersSetInitsol()

void SCIPbendersSetInitsol	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSINITSOL((*bendersinitsol))
	)

sets solving process initialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4134 of file benders.c.

References NULL.

Referenced by SCIPsetBendersInitsol().

SCIPbendersSetExitsol()

void SCIPbendersSetExitsol	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))
	)

sets solving process deinitialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4145 of file benders.c.

References NULL.

Referenced by SCIPsetBendersExitsol().

SCIPbendersSetPresubsolve()

void SCIPbendersSetPresubsolve	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))
	)

sets the pre subproblem solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4156 of file benders.c.

References NULL.

Referenced by SCIPsetBendersPresubsolve().

SCIPbendersSetSolvesubconvex()

void SCIPbendersSetSolvesubconvex	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex))
	)

sets convex solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4167 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSolveAndFreesub().

SCIPbendersSetSolvesub()

void SCIPbendersSetSolvesub	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub))
	)

sets solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4178 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSolveAndFreesub().

SCIPbendersSetPostsolve()

void SCIPbendersSetPostsolve	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))
	)

sets post-solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4189 of file benders.c.

References NULL.

Referenced by SCIPsetBendersPostsolve().

SCIPbendersSetFreesub()

void SCIPbendersSetFreesub	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSFREESUB((*bendersfreesub))
	)

sets free subproblem callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 4200 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSolveAndFreesub().

SCIPbendersSetPriority()

void SCIPbendersSetPriority	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	priority
	)

sets priority of Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings
priority	new priority of the Benders' decomposition

Definition at line 4241 of file benders.c.

References FALSE, NULL, and SCIP_Benders::priority.

Referenced by SCIPsetBendersPriority().

SCIPbendersEnableOrDisableClocks()

void SCIPbendersEnableOrDisableClocks	(	SCIP_BENDERS *	benders,
		SCIP_Bool	enable
	)

enables or disables all clocks of the Benders' decomposition, depending on the value of the flag

Parameters

benders	the Benders' decomposition for which all clocks should be enabled or disabled
enable	should the clocks of the Benders' decomposition be enabled?

Definition at line 4317 of file benders.c.

References SCIP_Benders::bendersclock, NULL, SCIPclockEnableOrDisable(), and SCIP_Benders::setuptime.

SCIPbendersAddSubproblem()

SCIP_RETCODE SCIPbendersAddSubproblem	(	SCIP_BENDERS *	benders,
		SCIP *	subproblem
	)

adds a subproblem to the Benders' decomposition data

Parameters

benders	Benders' decomposition
subproblem	subproblem to be added to the data storage

Definition at line 4379 of file benders.c.

References SCIP_Benders::naddedsubprobs, SCIP_Benders::nsubproblems, NULL, SCIP_OKAY, and SCIP_Benders::subproblems.

Referenced by SCIPaddBendersSubproblem().

SCIPbendersRemoveSubproblems()

void SCIPbendersRemoveSubproblems

(

SCIP_BENDERS *

benders

)

removes the subproblems from the Benders' decomposition data

Parameters

benders

Benders' decomposition

Definition at line 4397 of file benders.c.

References BMSclearMemoryArray, SCIP_Benders::naddedsubprobs, NULL, and SCIP_Benders::subproblems.

SCIPbendersChgMastervarsToCont()

SCIP_RETCODE SCIPbendersChgMastervarsToCont	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	probnumber
	)

changes all of the master problem variables in the given subproblem to continuous.

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem number

Definition at line 4511 of file benders.c.

References initialiseLPSubproblem(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIPbendersGetMastervarsCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetVar(), SCIPbendersSetMastervarsCont(), SCIPbendersSetSubproblemIsConvex(), SCIPbendersSubproblem(), SCIPchgVarType(), SCIPgetVarsData(), SCIPvarGetType(), and TRUE.

Referenced by SCIPbendersSetupSubproblem().

SCIPbendersSetSubproblemIsSetup()

void SCIPbendersSetSubproblemIsSetup	(	SCIP_BENDERS *	benders,
		int	probnumber,
		SCIP_Bool	issetup
	)

sets the subproblem setup flag

Parameters

benders	Benders' decomposition
probnumber	the subproblem number
issetup	flag to indicate whether the subproblem has been setup

Definition at line 4581 of file benders.c.

References NULL, SCIPbendersGetNSubproblems(), and SCIP_Benders::subprobsetup.

Referenced by SCIPbendersFreeSubproblem(), and SCIPbendersSetupSubproblem().

SCIPbendersSubproblemIsSetup()

SCIP_Bool SCIPbendersSubproblemIsSetup	(	SCIP_BENDERS *	benders,
		int	probnumber
	)

returns the subproblem setup flag

Parameters

benders	Benders' decomposition
probnumber	the subproblem number

Definition at line 4594 of file benders.c.

References NULL, SCIPbendersGetNSubproblems(), and SCIP_Benders::subprobsetup.

Referenced by SCIPbendersExecSubproblemSolve(), SCIPbendersSolveSubproblem(), and SCIPbendersSolveSubproblemLP().

SCIPbendersSetSubproblemEnabled()

void SCIPbendersSetSubproblemEnabled	(	SCIP_BENDERS *	benders,
		int	probnumber,
		SCIP_Bool	enabled
	)

Sets whether the subproblem is enabled or disabled. A subproblem is disabled if it has been merged into the master problem.

Parameters

benders	Benders' decomposition
probnumber	the subproblem number
enabled	flag to indicate whether the subproblem is enabled

Definition at line 4660 of file benders.c.

References SCIP_Benders::nactivesubprobs, NULL, SCIP_Bool, SCIPbendersGetNSubproblems(), SCIP_Benders::subprobenabled, and subproblemIsActive().

Referenced by SCIPbendersMergeSubproblemIntoMaster().

SCIPbendersSetMastervarsCont()

SCIP_RETCODE SCIPbendersSetMastervarsCont	(	SCIP_BENDERS *	benders,
		int	probnumber,
		SCIP_Bool	arecont
	)

sets a flag to indicate whether the master variables are all set to continuous

Parameters

benders	Benders' decomposition
probnumber	the subproblem number
arecont	flag to indicate whether the master problem variables are continuous

Definition at line 4698 of file benders.c.

References FALSE, SCIP_Benders::mastervarscont, NULL, SCIP_CALL, SCIP_OKAY, SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemIsConvex(), SCIPbendersSubproblem(), SCIPendProbing(), and SCIPinProbing().

Referenced by SCIPbendersChgMastervarsToCont().

SCIPbendersGetMastervarsCont()

SCIP_Bool SCIPbendersGetMastervarsCont	(	SCIP_BENDERS *	benders,
		int	probnumber
	)

returns whether the master variables are all set to continuous

Parameters

benders	Benders' decomposition
probnumber	the subproblem number

Definition at line 4725 of file benders.c.

References SCIP_Benders::mastervarscont, NULL, and SCIPbendersGetNSubproblems().

Referenced by SCIPbendersChgMastervarsToCont().

SCIPbendersSetBenderscutsSorted()

void SCIPbendersSetBenderscutsSorted	(	SCIP_BENDERS *	benders,
		SCIP_Bool	sorted
	)

sets the sorted flags in the Benders' decomposition

Parameters

benders	Benders' decomposition structure
sorted	the value to set the sorted flag to

Definition at line 4780 of file benders.c.

References SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, and NULL.

Referenced by SCIPsetBenderscutPriority().

SCIPbendersIncludeBenderscut()

SCIP_RETCODE SCIPbendersIncludeBenderscut	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_BENDERSCUT *	benderscut
	)

inserts a Benders' cut into the Benders' cuts list

Parameters

benders	Benders' decomposition structure
set	global SCIP settings
benderscut	Benders' cut

Definition at line 4792 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::benderscutssize, SCIP_Benders::benderscutssorted, BMSreallocMemoryArray, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPsetCalcMemGrowSize().

Referenced by SCIPincludeBenderscut(), and SCIPincludeBenderscutBasic().

SCIPbendersSortBenderscuts()

void SCIPbendersSortBenderscuts

(

SCIP_BENDERS *

benders

)

sorts Benders' decomposition cuts by priorities

Parameters

benders

Benders' decomposition

Definition at line 4881 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIPsortPtr(), and TRUE.

Referenced by SCIPbendersCopyInclude(), SCIPbendersExit(), SCIPbendersExitsol(), SCIPbendersInit(), and SCIPbendersInitsol().

SCIPbendersSortBenderscutsName()

void SCIPbendersSortBenderscutsName

(

SCIP_BENDERS *

benders

)

sorts Benders' decomposition cuts by name

Parameters

benders

Benders' decomposition

Definition at line 4896 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIPsortPtr(), and TRUE.