Detailed Description
constraint handler for quadratic constraints \(\textrm{lhs} \leq \sum_{i,j=1}^n a_{i,j} x_i x_j + \sum_{i=1}^n b_i x_i \leq \textrm{rhs}\)
Definition in file cons_quadratic.c.
#include "blockmemshell/memory.h"
#include <ctype.h>
#include "nlpi/nlpi.h"
#include "nlpi/nlpi_ipopt.h"
#include "nlpi/pub_expr.h"
#include "nlpi/type_expr.h"
#include "scip/cons_and.h"
#include "scip/cons_bounddisjunction.h"
#include "scip/cons_linear.h"
#include "scip/cons_nonlinear.h"
#include "scip/cons_quadratic.h"
#include "scip/cons_varbound.h"
#include "scip/debug.h"
#include "scip/heur_subnlp.h"
#include "scip/heur_trysol.h"
#include "scip/intervalarith.h"
#include "scip/pub_cons.h"
#include "scip/pub_event.h"
#include "scip/pub_heur.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/pub_nlp.h"
#include "scip/pub_sol.h"
#include "scip/pub_tree.h"
#include "scip/pub_var.h"
#include "scip/scip_branch.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.h"
#include "scip/scip_cut.h"
#include "scip/scip_event.h"
#include "scip/scip_general.h"
#include "scip/scip_heur.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nonlinear.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_probing.h"
#include "scip/scip_sepa.h"
#include "scip/scip_sol.h"
#include "scip/scip_solve.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_tree.h"
#include "scip/scip_var.h"
#include <string.h>
Go to the source code of this file.
Data Structures | |
struct | SCIP_QuadConsUpgrade |
struct | BilinearEstimator |
Typedefs | |
typedef struct SCIP_QuadConsUpgrade | SCIP_QUADCONSUPGRADE |
typedef struct BilinearEstimator | BILINESTIMATOR |
Macro Definition Documentation
◆ SCIP_PRIVATE_ROWPREP
#define SCIP_PRIVATE_ROWPREP |
Definition at line 35 of file cons_quadratic.c.
◆ CONSHDLR_NAME
#define CONSHDLR_NAME "quadratic" |
Definition at line 99 of file cons_quadratic.c.
Referenced by SCIP_DECL_CONSEXITSOL(), SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_CONSINITSOL(), SCIPaddBilinearIneqQuadratic(), SCIPchgBilinCoefQuadratic(), SCIPchgLhsQuadratic(), SCIPchgLinearCoefQuadratic(), SCIPchgRhsQuadratic(), SCIPchgSquareCoefQuadratic(), SCIPcreateConsQuadratic(), SCIPcreateConsQuadratic2(), SCIPgetActivityQuadratic(), SCIPgetAllBilinearTermsQuadratic(), SCIPgetFeasibilityQuadratic(), SCIPgetNAllBilinearTermsQuadratic(), SCIPincludeConshdlrQuadratic(), and SCIPincludeQuadconsUpgrade().
◆ CONSHDLR_DESC
Definition at line 100 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_SEPAPRIORITY
#define CONSHDLR_SEPAPRIORITY 10 |
priority of the constraint handler for separation
Definition at line 101 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_ENFOPRIORITY
#define CONSHDLR_ENFOPRIORITY -50 |
priority of the constraint handler for constraint enforcing
Definition at line 102 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_CHECKPRIORITY
#define CONSHDLR_CHECKPRIORITY -4000000 |
priority of the constraint handler for checking feasibility
Definition at line 103 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_SEPAFREQ
#define CONSHDLR_SEPAFREQ 1 |
frequency for separating cuts; zero means to separate only in the root node
Definition at line 104 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_PROPFREQ
#define CONSHDLR_PROPFREQ 1 |
frequency for propagating domains; zero means only preprocessing propagation
Definition at line 105 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_EAGERFREQ
#define CONSHDLR_EAGERFREQ 100 |
frequency for using all instead of only the useful constraints in separation, propagation and enforcement, -1 for no eager evaluations, 0 for first only
Definition at line 106 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_MAXPREROUNDS
#define CONSHDLR_MAXPREROUNDS -1 |
maximal number of presolving rounds the constraint handler participates in (-1: no limit)
Definition at line 109 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_DELAYSEPA
#define CONSHDLR_DELAYSEPA FALSE |
should separation method be delayed, if other separators found cuts?
Definition at line 110 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_DELAYPROP
#define CONSHDLR_DELAYPROP FALSE |
should propagation method be delayed, if other propagators found reductions?
Definition at line 111 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_NEEDSCONS
#define CONSHDLR_NEEDSCONS TRUE |
should the constraint handler be skipped, if no constraints are available?
Definition at line 112 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_PROP_TIMING
#define CONSHDLR_PROP_TIMING SCIP_PROPTIMING_BEFORELP |
propagation timing mask of the constraint handler
Definition at line 114 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ CONSHDLR_PRESOLTIMING
#define CONSHDLR_PRESOLTIMING SCIP_PRESOLTIMING_ALWAYS |
presolving timing of the constraint handler (fast, medium, or exhaustive)
Definition at line 115 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ MAXDNOM
#define MAXDNOM 10000LL |
maximal denominator for simple rational fixed values
Definition at line 117 of file cons_quadratic.c.
Referenced by presolveTryAddLinearReform().
◆ NONLINCONSUPGD_PRIORITY
#define NONLINCONSUPGD_PRIORITY 40000 |
priority of upgrading nonlinear constraints
Definition at line 118 of file cons_quadratic.c.
Referenced by SCIPincludeConshdlrQuadratic().
◆ INITLPMAXVARVAL
#define INITLPMAXVARVAL 1000.0 |
maximal absolute value of variable for still generating a linearization cut at that point in initlp
Definition at line 119 of file cons_quadratic.c.
Referenced by SCIP_DECL_CONSINITLP().
◆ PROPBILINNEW
#define PROPBILINNEW |
Definition at line 129 of file cons_quadratic.c.
◆ INTERIOR_EPS
#define INTERIOR_EPS 1e-1 |
Definition at line 132 of file cons_quadratic.c.
Referenced by computeInteriorPoint().
◆ GAUGESCALE
#define GAUGESCALE 0.99999 |
Definition at line 135 of file cons_quadratic.c.
Referenced by computeReferencePointGauge().
◆ ROWPREP_SCALEUP_VIOLNONZERO
#define ROWPREP_SCALEUP_VIOLNONZERO (10.0*SCIPepsilon(scip)) |
minimal violation for considering up-scaling of rowprep (we want to avoid upscaling very small violations)
Definition at line 137 of file cons_quadratic.c.
Referenced by rowprepCleanupScaleup().
◆ ROWPREP_SCALEUP_MINVIOLFACTOR
#define ROWPREP_SCALEUP_MINVIOLFACTOR 2.0 |
scale up will target a violation of ~MINVIOLFACTOR*minviol, where minviol is given by caller
Definition at line 138 of file cons_quadratic.c.
Referenced by rowprepCleanupScaledown(), and rowprepCleanupScaleup().
◆ ROWPREP_SCALEUP_MAXMINCOEF
#define ROWPREP_SCALEUP_MAXMINCOEF (1.0 / SCIPfeastol(scip)) |
scale up only if min. coef is below this number (before scaling)
Definition at line 139 of file cons_quadratic.c.
Referenced by rowprepCleanupScaleup().
◆ ROWPREP_SCALEUP_MAXMAXCOEF
#define ROWPREP_SCALEUP_MAXMAXCOEF SCIPgetHugeValue(scip) |
scale up only if max. coef will not exceed this number by scaling
Definition at line 140 of file cons_quadratic.c.
Referenced by rowprepCleanupScaleup().
◆ ROWPREP_SCALEUP_MAXSIDE
#define ROWPREP_SCALEUP_MAXSIDE SCIPgetHugeValue(scip) |
scale up only if side will not exceed this number by scaling
Definition at line 141 of file cons_quadratic.c.
Referenced by rowprepCleanupScaleup().
◆ ROWPREP_SCALEDOWN_MINMAXCOEF
#define ROWPREP_SCALEDOWN_MINMAXCOEF (1.0 / SCIPfeastol(scip)) |
scale down if max. coef is at least this number (before scaling)
Definition at line 142 of file cons_quadratic.c.
Referenced by rowprepCleanupScaledown().
◆ ROWPREP_SCALEDOWN_MINCOEF
#define ROWPREP_SCALEDOWN_MINCOEF SCIPfeastol(scip) |
scale down only if min. coef does not drop below this number by scaling
Definition at line 143 of file cons_quadratic.c.
Referenced by rowprepCleanupScaledown().
◆ infty2infty
#define infty2infty | ( | infty1, | |
infty2, | |||
val | |||
) | ((val) >= (infty1) ? (infty2) : (val)) |
translate from one value of infinity to another
if val is >= infty1, then give infty2, else give val
Definition at line 353 of file cons_quadratic.c.
Referenced by propagateBoundsBilinearTerm(), propagateBoundsCons(), propagateBoundsGetQuadActivity(), and propagateBoundsQuadVar().
Typedef Documentation
◆ SCIP_QUADCONSUPGRADE
typedef struct SCIP_QuadConsUpgrade SCIP_QUADCONSUPGRADE |
quadratic constraint update method
Definition at line 241 of file cons_quadratic.c.
◆ BILINESTIMATOR
typedef struct BilinearEstimator BILINESTIMATOR |
Definition at line 258 of file cons_quadratic.c.
Function Documentation
◆ conshdlrdataHasUpgrade()
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static |
checks whether a quadratic constraint upgrade method has already be registered
- Parameters
-
scip SCIP data structure conshdlrdata constraint handler data conshdlrname name of the constraint handler
Definition at line 319 of file cons_quadratic.c.
References FALSE, NULL, SCIPwarningMessage(), and TRUE.
Referenced by SCIPincludeQuadconsUpgrade().
◆ catchLinearVarEvents()
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static |
catches variable bound change events on a linear variable in a quadratic constraint
- Parameters
-
scip SCIP data structure eventhdlr event handler cons constraint for which to catch bound change events linvarpos position of variable in linear variables array
Definition at line 357 of file cons_quadratic.c.
References dropLinearVarEvents(), NULL, SCIP_CALL, SCIP_EVENTTYPE_GBDCHANGED, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_UBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_INVALID, SCIP_OKAY, SCIPallocBlockMemory, SCIPcatchVarEvent(), SCIPconsGetData(), and SCIPisInfinity().
Referenced by addLinearCoef(), catchVarEvents(), chgLinearCoefPos(), and chgSideQuadratic().
◆ dropLinearVarEvents()
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static |
drops variable bound change events on a linear variable in a quadratic constraint
- Parameters
-
scip SCIP data structure eventhdlr event handler cons constraint for which to catch bound change events linvarpos position of variable in linear variables array
Definition at line 422 of file cons_quadratic.c.
References catchQuadVarEvents(), NULL, SCIP_CALL, SCIP_EVENTTYPE_GBDCHANGED, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_UBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPconsGetData(), SCIPdropVarEvent(), SCIPfreeBlockMemory, and SCIPisInfinity().
Referenced by catchLinearVarEvents(), chgLinearCoefPos(), chgSideQuadratic(), delLinearCoefPos(), and dropVarEvents().
◆ catchQuadVarEvents()
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static |
catches variable bound change events on a quadratic variable in a quadratic constraint
- Parameters
-
scip SCIP data structure eventhdlr event handler cons constraint for which to catch bound change events quadvarpos position of variable in quadratic variables array
Definition at line 476 of file cons_quadratic.c.
References dropQuadVarEvents(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_EVENTTYPE_IMPLADDED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPallocBlockMemory, SCIPcatchVarEvent(), SCIPconsGetData(), and SCIPintervalSetEmpty().
Referenced by addQuadVarTerm(), catchVarEvents(), dropLinearVarEvents(), and replaceQuadVarTermPos().
◆ dropQuadVarEvents()
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static |
catches variable bound change events on a quadratic variable in a quadratic constraint
- Parameters
-
scip SCIP data structure eventhdlr event handler cons constraint for which to catch bound change events quadvarpos position of variable in quadratic variables array
Definition at line 521 of file cons_quadratic.c.
References catchVarEvents(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_EVENTTYPE_IMPLADDED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIPconsGetData(), SCIPdropVarEvent(), and SCIPfreeBlockMemory.
Referenced by catchQuadVarEvents(), delQuadVarTermPos(), dropVarEvents(), and replaceQuadVarTermPos().
◆ catchVarEvents()
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static |
catch variable events
- Parameters
-
scip SCIP data structure eventhdlr event handler cons constraint for which to catch bound change events
Definition at line 559 of file cons_quadratic.c.
References catchLinearVarEvents(), catchQuadVarEvents(), dropVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPconsGetData(), SCIPisEQ(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), and TRUE.
Referenced by dropQuadVarEvents(), and SCIP_DECL_CONSENABLE().
◆ dropVarEvents()
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static |
drop variable events
- Parameters
-
scip SCIP data structure eventhdlr event handler cons constraint for which to drop bound change events
Definition at line 608 of file cons_quadratic.c.
References dropLinearVarEvents(), dropQuadVarEvents(), lockLinearVariable(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), and SCIPfreeBlockMemoryArray.
Referenced by catchVarEvents(), and SCIP_DECL_CONSDISABLE().
◆ lockLinearVariable()
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static |
locks a linear variable in a constraint
- Parameters
-
scip SCIP data structure cons constraint where to lock a variable var variable to lock coef coefficient of variable in constraint
Definition at line 649 of file cons_quadratic.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPisInfinity(), SCIPlockVarCons(), and unlockLinearVariable().
Referenced by addLinearCoef(), chgLinearCoefPos(), chgSideQuadratic(), and dropVarEvents().
◆ unlockLinearVariable()
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static |
unlocks a linear variable in a constraint
- Parameters
-
scip SCIP data structure cons constraint where to unlock a variable var variable to unlock coef coefficient of variable in constraint
Definition at line 680 of file cons_quadratic.c.
References lockQuadraticVariable(), NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPisInfinity(), and SCIPunlockVarCons().
Referenced by chgLinearCoefPos(), chgSideQuadratic(), delLinearCoefPos(), and lockLinearVariable().
◆ lockQuadraticVariable()
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static |
locks a quadratic variable in a constraint
- Parameters
-
scip SCIP data structure cons constraint where to lock a variable var variable to lock
Definition at line 711 of file cons_quadratic.c.
References SCIP_CALL, SCIP_OKAY, SCIPlockVarCons(), TRUE, and unlockQuadraticVariable().
Referenced by addQuadVarTerm(), replaceQuadVarTermPos(), and unlockLinearVariable().
◆ unlockQuadraticVariable()
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static |
unlocks a quadratic variable in a constraint
- Parameters
-
scip SCIP data structure cons constraint where to unlock a variable var variable to unlock
Definition at line 724 of file cons_quadratic.c.
References consdataUpdateLinearActivity(), SCIP_CALL, SCIP_OKAY, SCIPunlockVarCons(), and TRUE.
Referenced by delQuadVarTermPos(), lockQuadraticVariable(), and replaceQuadVarTermPos().
◆ consdataUpdateLinearActivity()
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static |
computes the minimal and maximal activity for the linear part in a constraint data
Only sums up terms that contribute finite values. Gives the number of terms that contribute infinite values. Only computes those activities where the corresponding side of the constraint is finite.
- Parameters
-
scip SCIP data structure consdata constraint data intervalinfty infinity value used in interval operations
Definition at line 742 of file cons_quadratic.c.
References consdataUpdateLinearActivityLbChange(), MAX, NULL, SCIP_INVALID, SCIP_Real, SCIPintervalGetRoundingMode(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPisInfinity(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().
Referenced by propagateBoundsCons(), and unlockQuadraticVariable().
◆ consdataUpdateLinearActivityLbChange()
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static |
update the linear activities after a change in the lower bound of a variable
- Parameters
-
scip SCIP data structure consdata constraint data coef coefficient of variable in constraint oldbnd previous lower bound of variable newbnd new lower bound of variable
Definition at line 856 of file cons_quadratic.c.
References consdataUpdateLinearActivityUbChange(), NULL, SCIP_INVALID, SCIP_Real, SCIPintervalGetRoundingMode(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), and SCIPisInfinity().
Referenced by consdataUpdateLinearActivity(), and SCIP_DECL_EVENTEXEC().
◆ consdataUpdateLinearActivityUbChange()
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static |
update the linear activities after a change in the upper bound of a variable
- Parameters
-
scip SCIP data structure consdata constraint data coef coefficient of variable in constraint oldbnd previous lower bound of variable newbnd new lower bound of variable
Definition at line 955 of file cons_quadratic.c.
References hasQuadvarHpProperty(), NULL, SCIP_Bool, SCIP_INVALID, SCIP_Real, SCIPintervalGetRoundingMode(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), and SCIPisInfinity().
Referenced by consdataUpdateLinearActivityLbChange(), and SCIP_DECL_EVENTEXEC().
◆ hasQuadvarHpProperty()
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static |
returns whether a quadratic variable domain can be reduced to its lower or upper bound; this is the case if the quadratic variable is in just one single quadratic constraint and (sqrcoef > 0 and LHS = -infinity), or (sqrcoef < 0 and RHS = +infinity) hold
- Parameters
-
scip SCIP data structure consdata constraint data idx index of quadratic variable
Definition at line 1057 of file cons_quadratic.c.
References NULL, SCIP_Bool, SCIP_DECL_EVENTEXEC(), SCIP_LOCKTYPE_MODEL, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPisInfinity(), SCIPisZero(), SCIPvarGetNLocksDownType(), SCIPvarGetNLocksUpType(), SCIPvarGetObj(), and SCIPvarGetType().
Referenced by consdataUpdateLinearActivityUbChange(), and SCIP_DECL_CONSPRESOL().
◆ SCIP_DECL_EVENTEXEC() [1/2]
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static |
processes variable fixing or bound change event
Definition at line 1086 of file cons_quadratic.c.
References consdataEnsureLinearVarsSize(), consdataUpdateLinearActivityLbChange(), consdataUpdateLinearActivityUbChange(), FALSE, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_EVENTTYPE_BOUNDCHANGED, SCIP_EVENTTYPE_BOUNDTIGHTENED, SCIP_EVENTTYPE_GBDCHANGED, SCIP_EVENTTYPE_IMPLADDED, SCIP_EVENTTYPE_LBCHANGED, SCIP_EVENTTYPE_VARFIXED, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIP_VARTYPE_INTEGER, SCIPconsGetData(), SCIPeventGetNewbound(), SCIPeventGetOldbound(), SCIPeventGetType(), SCIPeventGetVar(), SCIPgetStage(), SCIPintervalSetEmpty(), SCIPisEQ(), SCIPmarkConsPropagate(), SCIPvarGetLbGlobal(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarIsBinary(), SCIP_QuadVarTerm::sqrcoef, and TRUE.
Referenced by addLinearizationCuts(), and hasQuadvarHpProperty().
◆ consdataEnsureLinearVarsSize()
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static |
ensures, that linear vars and coefs arrays can store at least num entries
- Parameters
-
scip SCIP data structure consdata quadratic constraint data num minimum number of entries to store
Definition at line 1183 of file cons_quadratic.c.
References consdataEnsureQuadVarTermsSize(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.
Referenced by addLinearCoef(), presolveDisaggregate(), removeFixedVariables(), SCIP_DECL_EVENTEXEC(), and SCIPcreateConsQuadratic().
◆ consdataEnsureQuadVarTermsSize()
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ensures, that quadratic variable terms array can store at least num entries
- Parameters
-
scip SCIP data structure consdata quadratic constraint data num minimum number of entries to store
Definition at line 1213 of file cons_quadratic.c.
References consdataEnsureAdjBilinSize(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.
Referenced by addQuadVarTerm(), consdataEnsureLinearVarsSize(), and removeFixedVariables().
◆ consdataEnsureAdjBilinSize()
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ensures, that adjacency array can store at least num entries
- Parameters
-
scip SCIP data structure quadvarterm quadratic variable term num minimum number of entries to store
Definition at line 1238 of file cons_quadratic.c.
References SCIP_QuadVarTerm::adjbilin, SCIP_QuadVarTerm::adjbilinsize, consdataEnsureBilinSize(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.
Referenced by addBilinearTerm(), consdataEnsureQuadVarTermsSize(), and mergeAndCleanQuadVarTerms().
◆ consdataEnsureBilinSize()
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ensures, that bilinear term arrays can store at least num entries
- Parameters
-
scip SCIP data structure consdata quadratic constraint data num minimum number of entries to store
Definition at line 1263 of file cons_quadratic.c.
References consdataCreateEmpty(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), and SCIPreallocBlockMemoryArray.
Referenced by addBilinearTerm(), consdataEnsureAdjBilinSize(), removeFixedVariables(), and SCIPcreateConsQuadratic().
◆ consdataCreateEmpty()
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creates empty constraint data structure
- Parameters
-
scip SCIP data structure consdata a buffer to store pointer to new constraint data
Definition at line 1288 of file cons_quadratic.c.
References BMSclearMemory, consdataCreate(), FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPallocBlockMemory, SCIPinfinity(), and TRUE.
Referenced by consdataEnsureBilinSize(), and SCIPcreateConsQuadratic().
◆ consdataCreate()
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creates constraint data structure
- Parameters
-
scip SCIP data structure consdata a buffer to store pointer to new constraint data lhs left hand side of constraint rhs right hand side of constraint nlinvars number of linear variables linvars array of linear variables lincoefs array of coefficients of linear variables nquadvars number of quadratic variables quadvarterms array of quadratic variable terms nbilinterms number of bilinear terms bilinterms array of bilinear terms capturevars whether we should capture variables
Definition at line 1329 of file cons_quadratic.c.
References SCIP_QuadVarTerm::adjbilin, BMSclearMemory, consdataFree(), FALSE, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPallocBlockMemory, SCIPcaptureVar(), SCIPduplicateBlockMemoryArray, SCIPintervalSet(), SCIPintervalSetEmpty(), SCIPisInfinity(), and TRUE.
Referenced by consdataCreateEmpty(), SCIP_DECL_CONSTRANS(), and SCIPcreateConsQuadratic2().
◆ consdataFree()
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frees constraint data structure
- Parameters
-
scip SCIP data structure consdata pointer to constraint data to free
Definition at line 1449 of file cons_quadratic.c.
References consdataSortLinearVars(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArray, SCIPfreeBlockMemoryArrayNull, SCIPreleaseNlRow(), and SCIPreleaseVar().
Referenced by consdataCreate(), and SCIP_DECL_CONSDELETE().
◆ consdataSortLinearVars()
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sorts linear part of constraint data
- Parameters
-
consdata quadratic constraint data
Definition at line 1519 of file cons_quadratic.c.
References NULL, SCIP_DECL_SORTINDCOMP(), SCIPsortedvecFindPtr(), SCIPsortPtrPtrReal(), SCIPsortPtrReal(), and TRUE.
Referenced by consdataFree(), and mergeAndCleanLinearVars().
◆ SCIP_DECL_SORTINDCOMP() [1/4]
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index comparison method for quadratic variable terms: compares two indices of the quadratic variable set in the quadratic constraint
Definition at line 1580 of file cons_quadratic.c.
References consdataSortQuadVarTerms(), NULL, and SCIPvarCompare().
Referenced by computeViolations(), consdataFindQuadVarTerm(), consdataSortLinearVars(), and SCIP_DECL_SORTINDCOMP().
◆ consdataSortQuadVarTerms()
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static |
sorting of quadratic variable terms
- Parameters
-
scip SCIP data structure consdata quadratic constraint data
Definition at line 1593 of file cons_quadratic.c.
References consdataFindQuadVarTerm(), SCIP_QuadVarTerm::eventdata, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPsort(), and TRUE.
Referenced by checkFactorable(), consdataFindQuadVarTerm(), mergeAndCleanQuadVarTerms(), presolveDisaggregate(), propagateBoundsCons(), SCIP_DECL_CONSINITSOL(), SCIP_DECL_SORTINDCOMP(), SCIPaddBilinTermQuadratic(), and SCIPsortQuadVarTermsQuadratic().
◆ consdataFindQuadVarTerm()
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returns the position of variable in the quadratic variable terms array of a constraint, or -1 if not found
- Parameters
-
scip SCIP data structure consdata quadratic constraint data var variable to search for pos buffer where to store position of var in quadvarterms array, or -1 if not found
Definition at line 1662 of file cons_quadratic.c.
References consdataSortQuadVarTerms(), NULL, SCIP_CALL, SCIP_DECL_SORTINDCOMP(), SCIP_OKAY, and SCIPvarCompare().
Referenced by checkFactorable(), consdataSortQuadVarTerms(), createNlRow(), mergeAndCleanLinearVars(), presolveDisaggregateMarkComponent(), propagateBoundsCons(), SCIP_DECL_CONSINITSOL(), SCIPaddBilinTermQuadratic(), SCIPaddQuadVarLinearCoefQuadratic(), SCIPaddSquareCoefQuadratic(), and SCIPfindQuadVarTermQuadratic().
◆ SCIP_DECL_SORTINDCOMP() [2/4]
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index comparison method for bilinear terms: compares two index pairs of the bilinear term set in the quadratic constraint
Definition at line 1715 of file cons_quadratic.c.
References consdataCheckBilinTermsSort(), NULL, SCIP_Bool, and SCIPvarCompare().
◆ consdataCheckBilinTermsSort()
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checks if all bilinear terms are sorted correctly
Definition at line 1734 of file cons_quadratic.c.
References consdataSortBilinTerms(), FALSE, NULL, and TRUE.
Referenced by addBilinearTerm(), consdataSortBilinTerms(), mergeAndCleanBilinearTerms(), and SCIP_DECL_SORTINDCOMP().
◆ consdataSortBilinTerms()
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sorting of bilinear terms
- Parameters
-
scip SCIP data structure consdata quadratic constraint data
Definition at line 1757 of file cons_quadratic.c.
References consdataCheckBilinTermsSort(), consdataMoveLinearVar(), NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPsort(), and TRUE.
Referenced by consdataCheckBilinTermsSort(), and mergeAndCleanBilinearTerms().
◆ consdataMoveLinearVar()
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moves a linear variable from one position to another
- Parameters
-
consdata constraint data oldpos position of variable that shall be moved newpos new position of variable
Definition at line 1835 of file cons_quadratic.c.
References consdataMoveQuadVarTerm(), FALSE, and NULL.
Referenced by consdataSortBilinTerms(), and delLinearCoefPos().
◆ consdataMoveQuadVarTerm()
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moves a quadratic variable from one position to another
- Parameters
-
consdata constraint data oldpos position of variable that shall be moved newpos new position of variable
Definition at line 1868 of file cons_quadratic.c.
References addLinearCoef(), FALSE, and NULL.
Referenced by consdataMoveLinearVar(), and delQuadVarTermPos().
◆ addLinearCoef()
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adds linear coefficient in quadratic constraint
- Parameters
-
scip SCIP data structure cons quadratic constraint var variable of constraint entry coef coefficient of constraint entry
Definition at line 1898 of file cons_quadratic.c.
References catchLinearVarEvents(), consdataEnsureLinearVarsSize(), delLinearCoefPos(), FALSE, lockLinearVariable(), NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsTransformed(), SCIPgetTransformedVar(), SCIPisEQ(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarCompare(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), SCIPvarIsTransformed(), and TRUE.
Referenced by consdataMoveQuadVarTerm(), mergeAndCleanQuadVarTerms(), presolveDisaggregate(), presolveTryAddAND(), presolveTryAddLinearReform(), removeFixedVariables(), SCIPaddLinearVarQuadratic(), SCIPchgLinearCoefQuadratic(), and SCIPcreateConsQuadratic().
◆ delLinearCoefPos()
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deletes linear coefficient at given position from quadratic constraint data
- Parameters
-
scip SCIP data structure cons quadratic constraint pos position of coefficient to delete
Definition at line 1990 of file cons_quadratic.c.
References chgLinearCoefPos(), consdataMoveLinearVar(), dropLinearVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPreleaseNlRow(), SCIPreleaseVar(), and unlockLinearVariable().
Referenced by addLinearCoef(), mergeAndCleanLinearVars(), removeFixedVariables(), and SCIPchgLinearCoefQuadratic().
◆ chgLinearCoefPos()
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changes linear coefficient value at given position of quadratic constraint
- Parameters
-
scip SCIP data structure cons quadratic constraint pos position of linear coefficient to change newcoef new value of linear coefficient
Definition at line 2059 of file cons_quadratic.c.
References addQuadVarTerm(), catchLinearVarEvents(), dropLinearVarEvents(), FALSE, lockLinearVariable(), NULL, SCIP_CALL, SCIP_INVALID, SCIP_LOCKTYPE_CONFLICT, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsLocked(), SCIPconsIsLockedType(), SCIPconsIsTransformed(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarIsTransformed(), and unlockLinearVariable().
Referenced by delLinearCoefPos(), mergeAndCleanLinearVars(), presolveDisaggregate(), and SCIPchgLinearCoefQuadratic().
◆ addQuadVarTerm()
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adds quadratic variable term to quadratic constraint
- Parameters
-
scip SCIP data structure cons quadratic constraint var variable to add lincoef linear coefficient of variable sqrcoef square coefficient of variable
Definition at line 2156 of file cons_quadratic.c.
References SCIP_QuadVarTerm::adjbilin, SCIP_QuadVarTerm::adjbilinsize, catchQuadVarEvents(), consdataEnsureQuadVarTermsSize(), delQuadVarTermPos(), SCIP_QuadVarTerm::eventdata, FALSE, SCIP_QuadVarTerm::lincoef, lockQuadraticVariable(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsTransformed(), SCIPgetTransformedVar(), SCIPintervalSetEmpty(), SCIPisEQ(), SCIPreleaseNlRow(), SCIPvarCompare(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), SCIPvarIsTransformed(), SCIP_QuadVarTerm::sqrcoef, TRUE, and SCIP_QuadVarTerm::var.
Referenced by chgLinearCoefPos(), removeFixedVariables(), SCIPaddBilinTermQuadratic(), SCIPaddQuadVarLinearCoefQuadratic(), SCIPaddQuadVarQuadratic(), SCIPaddSquareCoefQuadratic(), SCIPchgSquareCoefQuadratic(), and SCIPcreateConsQuadratic().
◆ delQuadVarTermPos()
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deletes quadratic variable term at given position from quadratic constraint data
- Parameters
-
scip SCIP data structure cons quadratic constraint pos position of term to delete
Definition at line 2250 of file cons_quadratic.c.
References consdataMoveQuadVarTerm(), dropQuadVarEvents(), FALSE, NULL, replaceQuadVarTermPos(), SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPfreeBlockMemoryArrayNull, SCIPintervalSetEmpty(), SCIPreleaseNlRow(), SCIPreleaseVar(), and unlockQuadraticVariable().
Referenced by addQuadVarTerm(), mergeAndCleanQuadVarTerms(), presolveDisaggregate(), and removeFixedVariables().
◆ replaceQuadVarTermPos()
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replace variable in quadratic variable term at given position of quadratic constraint data
Allows to replace x by coef*y+offset, thereby maintaining linear and square coefficients and bilinear terms.
- Parameters
-
scip SCIP data structure cons quadratic constraint pos position of term to replace var new variable coef linear coefficient of new variable offset offset of new variable
Definition at line 2322 of file cons_quadratic.c.
References addBilinearTerm(), SCIP_QuadVarTerm::adjbilin, catchQuadVarEvents(), SCIP_BilinTerm::coef, dropQuadVarEvents(), SCIP_QuadVarTerm::eventdata, FALSE, SCIP_QuadVarTerm::lincoef, lockQuadraticVariable(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetHdlr(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPintervalSetEmpty(), SCIPisEQ(), SCIPisInfinity(), SCIPreleaseNlRow(), SCIPreleaseVar(), SCIPvarCompare(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), SCIP_QuadVarTerm::sqrcoef, unlockQuadraticVariable(), SCIP_QuadVarTerm::var, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by delQuadVarTermPos(), and removeFixedVariables().
◆ addBilinearTerm()
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adds a bilinear term to quadratic constraint
- Parameters
-
scip SCIP data structure cons quadratic constraint var1pos position of first variable in quadratic variables array var2pos position of second variable in quadratic variables array coef coefficient of bilinear term
Definition at line 2491 of file cons_quadratic.c.
References SCIP_BilinTerm::coef, consdataCheckBilinTermsSort(), consdataEnsureAdjBilinSize(), consdataEnsureBilinSize(), FALSE, NULL, removeBilinearTermsPos(), SCIP_CALL, SCIP_INVALID, SCIP_INVALIDDATA, SCIP_OKAY, SCIPconsGetData(), SCIPerrorMessage, SCIPintervalSetEmpty(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarCompare(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by removeFixedVariables(), replaceQuadVarTermPos(), SCIPaddBilinTermQuadratic(), and SCIPcreateConsQuadratic().
◆ removeBilinearTermsPos()
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removes a set of bilinear terms and updates adjacency information in quad var terms
Note: this function sorts the given array termposs.
- Parameters
-
scip SCIP data structure cons quadratic constraint nterms number of terms to delete termposs indices of terms to delete
Definition at line 2593 of file cons_quadratic.c.
References chgSideQuadratic(), FALSE, nterms, NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPintervalSetEmpty(), SCIPreleaseNlRow(), and SCIPsortInt().
Referenced by addBilinearTerm(), mergeAndCleanBilinearTerms(), presolveTryAddAND(), presolveTryAddLinearReform(), and removeFixedVariables().
◆ chgSideQuadratic()
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changes side of constraint and allow to change between finite and infinite
takes care of updating events and locks of linear variables
- Parameters
-
scip SCIP data structure cons constraint eventhdlr event handler side which side to change sideval new value for side
Definition at line 2691 of file cons_quadratic.c.
References catchLinearVarEvents(), dropLinearVarEvents(), lockLinearVariable(), mergeAndCleanQuadVarTerms(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIPconsGetData(), SCIPconsIsEnabled(), SCIPconsIsLocked(), SCIPconsIsTransformed(), SCIPisInfinity(), and unlockLinearVariable().
Referenced by removeBilinearTermsPos(), and removeFixedVariables().
◆ mergeAndCleanQuadVarTerms()
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merges quad var terms that correspond to the same variable and does additional cleanup
If a quadratic variable terms is actually linear, makes a linear term out of it also replaces squares of binary variables by the binary variables, i.e., adds sqrcoef to lincoef.
- Parameters
-
scip SCIP data structure cons quadratic constraint
Definition at line 2775 of file cons_quadratic.c.
References addLinearCoef(), SCIP_QuadVarTerm::adjbilin, BMScopyMemoryArray, consdataEnsureAdjBilinSize(), consdataSortQuadVarTerms(), delQuadVarTermPos(), SCIP_QuadVarTerm::lincoef, mergeAndCleanLinearVars(), SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), SCIPdebugMsg, SCIPintervalSetEmpty(), SCIPisZero(), SCIPreleaseNlRow(), SCIPvarGetName(), SCIPvarIsBinary(), SCIP_QuadVarTerm::sqrcoef, TRUE, and SCIP_QuadVarTerm::var.
Referenced by chgSideQuadratic(), presolveDisaggregate(), removeFixedVariables(), SCIP_DECL_CONSENABLE(), SCIP_DECL_CONSEXITPRE(), and SCIP_DECL_CONSPRESOL().
◆ mergeAndCleanLinearVars()
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merges entries with same linear variable into one entry and cleans up entries with coefficient 0.0
- Parameters
-
scip SCIP data structure cons quadratic constraint
Definition at line 2872 of file cons_quadratic.c.
References chgLinearCoefPos(), consdataFindQuadVarTerm(), consdataSortLinearVars(), delLinearCoefPos(), mergeAndCleanBilinearTerms(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPintervalSetEmpty(), SCIPisZero(), and TRUE.
Referenced by mergeAndCleanQuadVarTerms(), removeFixedVariables(), SCIP_DECL_CONSENABLE(), SCIP_DECL_CONSEXITPRE(), and SCIP_DECL_CONSPRESOL().
◆ mergeAndCleanBilinearTerms()
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merges bilinear terms with same variables into a single term, removes bilinear terms with coefficient 0.0
- Parameters
-
scip SCIP data structure cons quadratic constraint
Definition at line 2944 of file cons_quadratic.c.
References SCIP_BilinTerm::coef, consdataCheckBilinTermsSort(), consdataSortBilinTerms(), NULL, removeBilinearTermsPos(), removeFixedVariables(), SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPisZero(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by mergeAndCleanLinearVars(), presolveDisaggregate(), removeFixedVariables(), SCIP_DECL_CONSENABLE(), SCIP_DECL_CONSEXITPRE(), and SCIP_DECL_CONSPRESOL().
◆ removeFixedVariables()
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removes fixes (or aggregated) variables from a quadratic constraint
- Parameters
-
scip SCIP data structure eventhdlr event handler for variable bound changes cons quadratic constraint
Definition at line 3017 of file cons_quadratic.c.
References addBilinearTerm(), addLinearCoef(), addQuadVarTerm(), chgSideQuadratic(), SCIP_BilinTerm::coef, consdataEnsureBilinSize(), consdataEnsureLinearVarsSize(), consdataEnsureQuadVarTermsSize(), createNlRow(), delLinearCoefPos(), delQuadVarTermPos(), FALSE, mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, removeBilinearTermsPos(), replaceQuadVarTermPos(), SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIP_VARSTATUS_MULTAGGR, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPdebugPrintCons, SCIPgetProbvarSum(), SCIPisEQ(), SCIPisInfinity(), SCIPvarCompare(), SCIPvarGetLbGlobal(), SCIPvarGetMultaggrConstant(), SCIPvarGetMultaggrNVars(), SCIPvarGetMultaggrScalars(), SCIPvarGetMultaggrVars(), SCIPvarGetName(), SCIPvarGetStatus(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by mergeAndCleanBilinearTerms(), SCIP_DECL_CONSEXITPRE(), and SCIP_DECL_CONSPRESOL().
◆ createNlRow()
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create a nonlinear row representation of the constraint and stores them in consdata
- Parameters
-
scip SCIP data structure cons quadratic constraint
Definition at line 3352 of file cons_quadratic.c.
References SCIP_QuadElement::coef, consdataFindQuadVarTerm(), SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, MAX, NULL, presolveSolve(), SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_EXPRCURV_LINEAR, SCIP_EXPRCURV_UNKNOWN, SCIP_OKAY, SCIP_Real, SCIPaddLinearCoefsToNlRow(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPcreateNlRow(), SCIPfreeBufferArray, SCIPisZero(), and SCIPreleaseNlRow().
Referenced by computeInteriorPoint(), removeFixedVariables(), SCIP_DECL_CONSINITSOL(), and SCIPgetNlRowQuadratic().
◆ presolveSolve()
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solve constraint as presolving
- Parameters
-
scip SCIP data structure cons constraint result to store result of solve: cutoff, success, or do-not-find redundant to store whether constraint is redundant now (should be deleted) naggrvars counter on number of variable aggregations
Definition at line 3485 of file cons_quadratic.c.
References a, b, FALSE, NULL, presolveTryAddAND(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_Real, SCIP_SUCCESS, SCIPaggregateVars(), SCIPconsGetData(), SCIPdebugMsg, SCIPisEQ(), SCIPisZero(), SCIPvarGetName(), SCIPvarIsBinary(), TRUE, x, and y.
Referenced by createNlRow(), and SCIP_DECL_CONSPRESOL().
◆ presolveTryAddAND()
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reformulates products of binary variables as AND constraint
For a product x*y, with x and y binary variables, the product is replaced by a new auxiliary variable z and the constraint z = {x and y} is added.
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint naddconss buffer where to add the number of AND constraints added
Definition at line 3572 of file cons_quadratic.c.
References addLinearCoef(), getImpliedBounds(), NULL, removeBilinearTermsPos(), SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIPaddCons(), SCIPaddVar(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsDynamic(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsAnd(), SCIPcreateVar(), SCIPdebugAddSolVal, SCIPdebugGetSolVal, SCIPdebugMsg, SCIPdebugPrintCons, SCIPfreeBufferArray, SCIPgetNBinVars(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPsnprintf(), SCIPvarGetName(), SCIPvarIsBinary(), SCIPvarIsInitial(), SCIPvarIsRemovable(), and TRUE.
Referenced by presolveSolve(), and SCIP_DECL_CONSPRESOL().
◆ getImpliedBounds()
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gets bounds of variable y if x takes a certain value; checks whether x = xval has implications on y
- Parameters
-
scip SCIP data structure x variable which implications to check xval value of x to check for (TRUE for 1, FALSE for 0) y variable to check if bounds can be reduced resultant buffer to store bounds on y
Definition at line 3674 of file cons_quadratic.c.
References FALSE, SCIP_Interval::inf, MAX, NULL, presolveTryAddLinearReform(), SCIP_BOUNDTYPE_LOWER, SCIP_OKAY, SCIP_Real, SCIPhaveVarsCommonClique(), SCIPintervalSetBounds(), SCIPsortedvecFindPtr(), SCIPvarGetImplBounds(), SCIPvarGetImplTypes(), SCIPvarGetImplVars(), SCIPvarGetLbGlobal(), SCIPvarGetNImpls(), SCIPvarGetUbGlobal(), SCIPvarIsActive(), SCIPvarIsBinary(), SCIP_Interval::sup, and TRUE.
Referenced by presolveDisaggregate(), presolveTryAddAND(), and presolveTryAddLinearReform().
◆ presolveTryAddLinearReform()
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Reformulates products of binary times bounded continuous variables as system of linear inequalities (plus auxiliary variable).
For a product x*y, with y a binary variable and x a continous variable with finite bounds, an auxiliary variable z and the inequalities \( x^L y \leq z \leq x^U y \) and \( x - (1-y) x^U \leq z \leq x - (1-y) x^L \) are added.
If x is a linear term consisting of more than one variable, it is split up in groups of linear terms of length at most maxnrvar. For each product of linear term of length at most maxnrvar with y, an auxiliary z and linear inequalities are added.
If y is a binary variable, the AND constraint \( z = x \wedge y \) may be added instead of linear constraints.
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint naddconss buffer where to add the number of auxiliary constraints added
Definition at line 3765 of file cons_quadratic.c.
References addLinearCoef(), FALSE, getImpliedBounds(), SCIP_Interval::inf, MAX, MAXDNOM, NULL, presolveUpgrade(), REALABS, removeBilinearTermsPos(), SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddCons(), SCIPaddVar(), SCIPcalcGreComDiv(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsDynamic(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsAnd(), SCIPcreateConsLinear(), SCIPcreateConsVarbound(), SCIPcreateVar(), SCIPdebugAddSolVal, SCIPdebugGetSolVal, SCIPdebugMsg, SCIPdebugPrintCons, SCIPfeastol(), SCIPfreeBufferArrayNull, SCIPgetNBinVars(), SCIPinfinity(), SCIPintervalAdd(), SCIPintervalDivScalar(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalMulScalar(), SCIPintervalSet(), SCIPisEQ(), SCIPisInfinity(), SCIPisIntegral(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIPreallocBufferArray, SCIPreleaseCons(), SCIPreleaseVar(), SCIPround(), SCIPselectSimpleValue(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarIsBinary(), SCIPvarIsInitial(), SCIPvarIsRemovable(), SCIP_Interval::sup, TRUE, and y.
Referenced by getImpliedBounds(), and SCIP_DECL_CONSPRESOL().
◆ presolveUpgrade()
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tries to automatically convert a quadratic constraint (or a part of it) into a more specific and more specialized constraint
- Parameters
-
scip SCIP data structure conshdlr constraint handler data structure cons source constraint to try to convert upgraded buffer to store whether constraint was upgraded nupgdconss buffer to increase if constraint was upgraded naddconss buffer to increase with number of additional constraints created during upgrade presoltiming current presolving timing
Definition at line 4211 of file cons_quadratic.c.
References FALSE, NULL, presolveDisaggregateMarkComponent(), SCIP_Bool, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_BINARY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIP_VARTYPE_INTEGER, SCIPaddCons(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsModifiable(), SCIPdebugMsg, SCIPdebugMsgPrint, SCIPdebugPrintCons, SCIPdelCons(), SCIPerrorMessage, SCIPfreeBufferArray, SCIPisIntegral(), SCIPisRelEQ(), SCIPisZero(), SCIPreallocBufferArray, SCIPreleaseCons(), SCIPvarGetLbLocal(), SCIPvarGetType(), SCIPvarGetUbLocal(), and TRUE.
Referenced by presolveTryAddLinearReform(), and SCIP_DECL_CONSPRESOL().
◆ presolveDisaggregateMarkComponent()
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helper function for presolveDisaggregate
- Parameters
-
scip SCIP data structure consdata constraint data quadvaridx index of quadratic variable to mark var2component variables to components mapping componentnr the component number to mark to componentsize buffer to store size of component (incremented by 1)
Definition at line 4427 of file cons_quadratic.c.
References SCIP_QuadVarTerm::adjbilin, consdataFindQuadVarTerm(), SCIP_QuadVarTerm::nadjbilin, NULL, presolveDisaggregateMergeComponents(), SCIP_CALL, SCIP_OKAY, SCIPhashmapExists(), SCIPhashmapGetImageInt(), SCIPhashmapInsertInt(), and SCIP_QuadVarTerm::var.
Referenced by presolveDisaggregate(), and presolveUpgrade().
◆ presolveDisaggregateMergeComponents()
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merges components in variables connectivity graph
- Parameters
-
scip SCIP data structure conshdlr constraint handler data structure var2component variables to component mapping nvars number of variables ncomponents number of components componentssize size of components
Definition at line 4475 of file cons_quadratic.c.
References nextPowerOf2(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_PARAMETERWRONGVAL, SCIP_Real, SCIPallocBufferArray, SCIPconshdlrGetData(), SCIPdebugMsg, SCIPerrorMessage, SCIPfreeBufferArray, SCIPgetProbName(), SCIPhashmapEntryGetImage(), SCIPhashmapEntrySetImage(), SCIPhashmapGetEntry(), SCIPhashmapGetNEntries(), SCIPsortDownIntInt(), and SCIPsortIntInt().
Referenced by presolveDisaggregate(), and presolveDisaggregateMarkComponent().
◆ nextPowerOf2()
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compute the next highest power of 2 for a 32-bit argument
Source: https://graphics.stanford.edu/~seander/bithacks.html#RoundUpPowerOf2
- Note
- Returns 0 for v=0.
- Parameters
-
v input
Definition at line 4623 of file cons_quadratic.c.
References presolveDisaggregate().
Referenced by presolveDisaggregate(), and presolveDisaggregateMergeComponents().
◆ presolveDisaggregate()
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for quadratic constraints that consists of a sum of quadratic terms, disaggregates the sum into a set of constraints by introducing auxiliary variables
Assume the quadratic constraint can be written in the form lhs <= b'x + sum_{k=1..p} q_k(x_k) <= rhs where x_k denotes a subset of the variables in x and these subsets are pairwise disjunct and q_k(.) is a quadratic form. p is selected as large as possible, but to be <= conshdlrdata->maxdisaggrsize.
Without additional scaling, the constraint is disaggregated into lhs <= b'x + sum_k c_k z_k <= rhs c_k z_k ~ q_k(x) where "~" is either "<=", "==", or ">=", depending on whether lhs or rhs are infinite. Further, c_k is chosen to be the maximal absolute value of the coefficients of the quadratic terms in q_k(x). This is done to ensure that z_k takes values with a similar magnitute as the variables in x_k (better for separation).
However, a solution of this disaggregated system can violate the original constraint by (p+1)*epsilon (assuming unscaled violations are used, which is the default). Therefore, all constraints are scaled by p+1: (p+1)*lhs <= (p+1)*b'x + (p+1) * sum_k c_k z_k <= (p+1) * rhs (p+1)*c_k z_k ~ (p+1)*q_k(x)
- Parameters
-
scip SCIP data structure conshdlr constraint handler data structure cons source constraint to try to convert naddconss pointer to counter of added constraints
Definition at line 4661 of file cons_quadratic.c.
References addLinearCoef(), checkCurvatureEasy(), chgLinearCoefPos(), consdataEnsureLinearVarsSize(), consdataSortQuadVarTerms(), delQuadVarTermPos(), FALSE, getImpliedBounds(), SCIP_Interval::inf, mergeAndCleanBilinearTerms(), mergeAndCleanQuadVarTerms(), nextPowerOf2(), NULL, presolveDisaggregateMarkComponent(), presolveDisaggregateMergeComponents(), REALABS, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPaddBilinTermQuadratic(), SCIPaddCons(), SCIPaddLinearVarQuadratic(), SCIPaddQuadVarLinearCoefQuadratic(), SCIPaddQuadVarQuadratic(), SCIPaddVar(), SCIPallocBufferArray, SCIPallocClearBufferArray, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsDynamic(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPcreateConsQuadratic2(), SCIPcreateVar(), SCIPdebugAddSolVal, SCIPdebugGetSolVal, SCIPdebugMsg, SCIPdebugPrintCons, SCIPfreeBlockMemoryArray, SCIPfreeBufferArray, SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImageInt(), SCIPinfinity(), SCIPisInfinity(), SCIPisZero(), SCIPreleaseCons(), SCIPreleaseNlRow(), SCIPreleaseVar(), SCIPsnprintf(), SCIPvarGetName(), SCIPvarGetNImpls(), SCIPvarIsActive(), SCIPvarIsBinary(), SCIP_Interval::sup, TRUE, x, and y.
Referenced by nextPowerOf2(), and SCIP_DECL_CONSPRESOL().
◆ checkCurvatureEasy()
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checks a quadratic constraint for convexity and/or concavity without checking multivariate functions
- Parameters
-
scip SCIP data structure cons quadratic constraint assumevarfixed variables to be assumed to be fixed, or NULL determined pointer to store whether the curvature could be determined checkmultivariate whether curvature will be checked later on for multivariate functions isconvex buffer to store whether found convex isconcave buffer to store whether found concave maxnonconvexity buffer to store "maximal nonconvexity"
Definition at line 5025 of file cons_quadratic.c.
References checkCurvatureExpensive(), FALSE, NULL, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPhashmapExists(), SCIPinfinity(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), and TRUE.
Referenced by checkCurvature(), presolveDisaggregate(), SCIPisConcaveQuadratic(), SCIPisConvexConsQuadratic(), and SCIPisConvexQuadratic().
◆ checkCurvatureExpensive()
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checks a quadratic constraint for convexity and/or concavity while checking multivariate functions
- Parameters
-
scip SCIP data structure cons quadratic constraint assumevarfixed variables to be assumed to be fixed, or NULL isconvex buffer to store whether found convex isconcave buffer to store whether found concave maxnonconvexity buffer to store "maximal nonconvexity"
Definition at line 5118 of file cons_quadratic.c.
References BMSclearMemoryArray, checkCurvature(), FALSE, LapackDsyev(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VERBLEVEL_FULL, SCIPallocBufferArray, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImageInt(), SCIPhashmapInsertInt(), SCIPinfinity(), SCIPisInfinity(), SCIPisIpoptAvailableIpopt(), SCIPisNegative(), SCIPisPositive(), SCIPvarIsBinary(), SCIPverbMessage(), SCIPwarningMessage(), and TRUE.
Referenced by checkCurvature(), checkCurvatureEasy(), and SCIPisConvexConsQuadratic().
◆ checkCurvature()
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checks a quadratic constraint for convexity and/or concavity
- Parameters
-
scip SCIP data structure cons quadratic constraint checkmultivariate whether curvature should also be checked for multivariate functions
Definition at line 5335 of file cons_quadratic.c.
References checkCurvatureEasy(), checkCurvatureExpensive(), checkFactorable(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPconsGetData(), and TRUE.
Referenced by addLinearizationCuts(), checkCurvatureExpensive(), generateCut(), generateCutUnboundedLP(), SCIP_DECL_CONSINITLP(), SCIP_DECL_CONSINITSOL(), SCIP_DECL_CONSSEPALP(), and SCIPcheckCurvatureQuadratic().
◆ checkFactorable()
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check whether indefinite constraint function is factorable and store corresponding coefficients
- Parameters
-
scip SCIP data structure cons constraint
Definition at line 5369 of file cons_quadratic.c.
References a, BMSclearMemoryArray, SCIP_BilinTerm::coef, computeViolation(), consdataFindQuadVarTerm(), consdataSortQuadVarTerms(), FALSE, LapackDsyev(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemoryArray, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPdebugMsgPrint, SCIPfreeBlockMemoryArray, SCIPfreeBufferArray, SCIPisIpoptAvailableIpopt(), SCIPisNegative(), SCIPisPositive(), SCIPisRelEQ(), SCIPisZero(), SCIPvarGetName(), sqrt(), TRUE, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by checkCurvature(), and SCIP_DECL_CONSINITSOL().
◆ computeViolation()
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computes activity and violation of a constraint
If solution violates bounds by more than feastol, the violation is still computed, but *solviolbounds is set to TRUE
- Parameters
-
scip SCIP data structure cons constraint sol solution or NULL if LP solution should be used solviolbounds buffer to store whether quadratic variables in solution are outside their bounds by more than feastol
Definition at line 5578 of file cons_quadratic.c.
References computeViolations(), FALSE, MAX, NULL, REALABS, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisInfinity(), SCIPrelDiff(), SCIPupdateSolConsViolation(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.
Referenced by checkFactorable(), computeViolations(), proposeFeasibleSolution(), SCIP_DECL_CONSCHECK(), SCIPgetActivityQuadratic(), SCIPgetFeasibilityQuadratic(), and SCIPgetViolationQuadratic().
◆ computeViolations()
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static |
computes violation of a set of constraints
- Parameters
-
scip SCIP data structure conss constraints nconss number of constraints sol solution or NULL if LP solution should be used solviolbounds buffer to store whether quadratic variables in solution are outside their bounds by more than feastol in some constraint maxviolcon buffer to store constraint with largest violation, or NULL if solution is feasible
Definition at line 5764 of file cons_quadratic.c.
References computeViolation(), FALSE, MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_SORTINDCOMP(), SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPfeastol(), and SCIPisGT().
Referenced by computeViolation(), enforceConstraint(), SCIP_DECL_CONSENFOPS(), SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().
◆ SCIP_DECL_SORTINDCOMP() [3/4]
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index comparison method for bilinear terms
Definition at line 5814 of file cons_quadratic.c.
References NULL, SCIP_DECL_SORTINDCOMP(), and SCIPvarCompare().
◆ SCIP_DECL_SORTINDCOMP() [4/4]
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volume comparison method for bilinear terms; prioritizes bilinear products with a larger volume
Definition at line 5830 of file cons_quadratic.c.
References NULL, SCIP_Real, SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and sortAllBilinTerms().
◆ sortAllBilinTerms()
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helper function to sort all bilinear terms in the constraint handler data
- Parameters
-
scip SCIP data structure bilinterms array containing all bilinear terms nbilinterms total number of bilinear terms bilinconss array for mapping each term to its constraint bilinposs array for mapping each term to its position in the corresponding bilinconss constraint
Definition at line 5852 of file cons_quadratic.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPsort(), and storeAllBilinearTerms().
Referenced by SCIP_DECL_SORTINDCOMP(), and storeAllBilinearTerms().
◆ storeAllBilinearTerms()
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stores all bilinear terms in the quadratic constraint handler data; in addition, for each bilinear term we store the number of nonconvex constraints that require to over- or underestimate this term, which only depends on the lhs, rhs, and the bilinear coefficient
- Parameters
-
scip SCIP data structure conshdlrdata constraint handler data conss constraints to process nconss number of constraints
Definition at line 5923 of file cons_quadratic.c.
References freeAllBilinearTerms(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPallocBufferArray, SCIPallocClearBlockMemoryArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPgetDepth(), SCIPgetSubscipDepth(), SCIPinDive(), SCIPinProbing(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), sortAllBilinTerms(), TRUE, and x.
Referenced by SCIP_DECL_CONSINITLP(), and sortAllBilinTerms().
◆ freeAllBilinearTerms()
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static |
frees memory allocated in storeAllBilinearTerms()
- Parameters
-
scip SCIP data structure conshdlrdata constraint handler data conss constraints to process nconss number of constraints
Definition at line 6110 of file cons_quadratic.c.
References FALSE, generateCutFactorableDo(), NULL, SCIP_OKAY, SCIPconsGetData(), and SCIPfreeBlockMemoryArrayNull.
Referenced by SCIP_DECL_CONSEXITSOL(), and storeAllBilinearTerms().
◆ generateCutFactorableDo()
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static |
tries to compute cut for multleft * <coefleft, x'> * multright <= rhs / (multright * <coefright, x'>) where x'=(x,1)
- Parameters
-
scip SCIP data structure cons constraint ref reference solution where to generate the cut multleft multiplicator on lhs coefleft coefficient for factor on lhs multright multiplicator on both sides coefright coefficient for factor that goes to rhs rightminactivity minimal activity of <coefright, x> rightmaxactivity maximal activity of <coefright, x> rhs denominator on rhs rowprep rowprep to store cut coefs and constant success buffer to indicate whether a cut was successfully computed
Definition at line 6140 of file cons_quadratic.c.
References FALSE, generateCutFactorable(), SCIP_RowPrep::local, SCIP_RowPrep::name, NULL, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_RIGHT, SCIPaddRowprepConstant(), SCIPaddRowprepTerm(), SCIPconsGetData(), SCIPconsGetName(), SCIPgetNLPs(), SCIPisFeasLE(), SCIPisInfinity(), SCIPisZero(), SCIPsnprintf(), SCIP_RowPrep::sidetype, and TRUE.
Referenced by freeAllBilinearTerms(), and generateCutFactorable().
◆ generateCutFactorable()
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static |
tries to generate a cut if constraint quadratic function is factorable and there are no linear variables (ax+b)(cx+d) <= rhs and cx+d >= 0 -> (ax+b) <= rhs / (cx+d), where the right hand side is concave and can be linearized
- Parameters
-
scip SCIP data structure cons constraint violside for which side a cut should be generated ref reference solution where to generate the cut rowprep data structure to store cut coefficients success buffer to indicate whether a cut was successfully computed
Definition at line 6254 of file cons_quadratic.c.
References FALSE, generateCutFactorableDo(), generateCutLTIfindIntersection(), SCIP_RowPrep::local, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_RIGHT, SCIPconsGetData(), SCIPgetDepth(), SCIPinfinity(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPisZero(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and TRUE.
Referenced by generateCut(), and generateCutFactorableDo().
◆ generateCutLTIfindIntersection()
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static |
Definition at line 6554 of file cons_quadratic.c.
References a, b, FALSE, generateCutLTIgenMulCoeff(), NULL, SCIP_Bool, SCIP_INVALID, SCIP_Real, SCIPdebugMsg, SCIPisInfinity(), SCIPisRelEQ(), SCIPisZero(), sqrt(), and TRUE.
Referenced by generateCutFactorable(), and generateCutLTIcomputeCoefs().
◆ generateCutLTIgenMulCoeff()
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generate coefficients for a plane through points (x1, y1_, x1*y1) and (x2, y2, x2*y2) such that intersecting it with one of them (the first if whichuse is FALSE, the second otherwise) gives a tangent to the curve x*y = k
Returns TRUE on error and FALSE on success.
Definition at line 6697 of file cons_quadratic.c.
References FALSE, generateCutLTIcomputeCoefs(), NULL, SCIP_Real, SCIPisZero(), and TRUE.
Referenced by generateCutLTIcomputeCoefs(), and generateCutLTIfindIntersection().
◆ generateCutLTIcomputeCoefs()
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static |
computes coefficients of a lifted-tangent inequality for x*y = w
The code is an adaptation of the methods in exprMul-upperHull.cpp in Couenne/stable/0.4 rev773, written by P. Belotti and licensed under Eclipse Public License.
- Parameters
-
scip SCIP data structure xl lower bound on x xu upper bound on x x0 reference point for x yl lower bound on y yu upper bound on y y0_ reference point for y wl lower bound on w wu upper bound on w w0 reference point for w cx buffer where to store cut coefficient for x cy buffer where to store cut coefficient for y cw buffer where to store cut coefficient for w c0 buffer where to store cut left-hand-side success buffer where to indicate whether cut coefficients were computed
Definition at line 6755 of file cons_quadratic.c.
References FALSE, generateCutLTI(), generateCutLTIfindIntersection(), generateCutLTIgenMulCoeff(), MAX, NULL, SCIP_Bool, SCIP_INVALID, SCIP_Real, SCIPdebugMsg, SCIPisFeasGE(), SCIPisFeasLE(), SCIPisGE(), SCIPisGT(), SCIPisInfinity(), SCIPisLE(), SCIPisLT(), SCIPisZero(), and TRUE.
Referenced by generateCutLTI(), and generateCutLTIgenMulCoeff().
◆ generateCutLTI()
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tries to generate a cut if constraint quadratic function is factorable and there are linear variables
Computes what is called a lifted tangent inequality described in
Belotti, Miller, Namazifar, Lifted inequalities for bounded products of variables, SIAG/OPT Views-and-News 22:1, 2011
- Parameters
-
scip SCIP data structure cons constraint violside for which side a cut should be generated ref reference solution where to generate the cut sol solution that shall be cutoff, NULL for LP solution rowprep rowprep to store cut data success buffer to indicate whether a cut was successfully computed
Definition at line 7114 of file cons_quadratic.c.
References FALSE, generateCutConvex(), generateCutLTIcomputeCoefs(), SCIP_RowPrep::local, SCIP_RowPrep::name, NULL, REALABS, SCIP_CALL, SCIP_LPSOLSTAT_OPTIMAL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIPaddRowprepConstant(), SCIPaddRowprepSide(), SCIPaddRowprepTerm(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPgetLPSolstat(), SCIPgetNLPs(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPisRelEQ(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIP_RowPrep::sidetype, and TRUE.
Referenced by generateCut(), and generateCutLTIcomputeCoefs().
◆ generateCutConvex()
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static |
computes cut coefficients by linearizing a quadratic function
- Parameters
-
scip SCIP data structure cons constraint violside side for which to generate cut ref reference solution where to generate the cut rowprep rowprep to store cut data success buffer to indicate whether a cut was successfully computed
Definition at line 7378 of file cons_quadratic.c.
References SCIP_BilinTerm::coef, SCIP_RowPrep::name, NULL, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_VARTYPE_CONTINUOUS, SCIPaddBilinLinearization(), SCIPaddRowprepConstant(), SCIPaddRowprepSide(), SCIPaddRowprepTerm(), SCIPaddSquareLinearization(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPgetNLPs(), SCIPsnprintf(), SCIPvarGetType(), SCIP_RowPrep::sidetype, TRUE, updateBilinearRelaxation(), SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by generateCut(), and generateCutLTI().
◆ updateBilinearRelaxation()
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static |
helper function to update the best relaxation for a bilinear term when using valid linear inequalities
- Parameters
-
scip SCIP data structure x first variable y second variable bilincoef coefficient of the bilinear term violside side of quadratic constraint that is violated refx reference point for the x variable refy reference point for the y variable ineqs coefficients of each linear inequality; stored as triple (xcoef,ycoef,constant) nineqs total number of inequalities mccormickval value of the McCormick relaxation at the reference point bestcoefx pointer to update the x coefficient bestcoefy pointer to update the y coefficient bestconst pointer to update the constant bestval value of the best relaxation that have been found so far success buffer to store whether we found a better relaxation
Definition at line 7463 of file cons_quadratic.c.
References getInteriority(), MAX, NULL, REALABS, SCIP_Bool, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIPcomputeBilinEnvelope1(), SCIPcomputeBilinEnvelope2(), SCIPdebugMsg, SCIPisFeasGE(), SCIPisFeasLE(), SCIPisRelGT(), SCIPisRelLT(), SCIPisZero(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.
Referenced by generateCutConvex(), and generateCutNonConvex().
◆ getInteriority()
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static |
- Parameters
-
scip SCIP data structure lbx lower bound of the first variable ubx upper bound of the first variable refx reference point of the first variable lby lower bound of the second variable uby upper bound of the second variable refy reference point of the second variable
Definition at line 7578 of file cons_quadratic.c.
References generateCutNonConvex(), MAX, SCIP_Real, and SCIPepsilon().
Referenced by generateCutNonConvex(), and updateBilinearRelaxation().
◆ generateCutNonConvex()
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static |
computes cut coefficients for a nonconvex quadratic function
- Parameters
-
scip SCIP data structure conshdlrdata constraint handler data cons constraint violside side for which to generate cut ref reference solution where to generate the cut rowprep rowprep to store cut data success buffer to indicate whether a cut was successfully computed
Definition at line 7599 of file cons_quadratic.c.
References SCIP_BilinTerm::coef, FALSE, generateCut(), getInteriority(), BilinearEstimator::ineqoverest, BilinearEstimator::inequnderest, BilinearEstimator::lastimprfac, SCIP_RowPrep::local, SCIP_RowPrep::name, BilinearEstimator::nineqoverest, BilinearEstimator::ninequnderest, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIP_VARTYPE_CONTINUOUS, SCIPaddBilinMcCormick(), SCIPaddRowprepConstant(), SCIPaddRowprepSide(), SCIPaddRowprepTerm(), SCIPaddSquareLinearization(), SCIPaddSquareSecant(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPgetDepth(), SCIPgetNLPs(), SCIPgetNSepaRounds(), SCIPisEQ(), SCIPisGE(), SCIPisRelGE(), SCIPisRelLE(), SCIPsnprintf(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarGetUbLocal(), SCIP_RowPrep::sidetype, TRUE, updateBilinearRelaxation(), SCIP_BilinTerm::var1, SCIP_BilinTerm::var2, x, BilinearEstimator::x, y, and BilinearEstimator::y.
Referenced by generateCut(), and getInteriority().
◆ generateCut()
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static |
generates a cut based on linearization (if convex) or McCormick (if nonconvex) in a given reference point
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint ref reference solution where to generate the cut sol point that we aim to separate, or NULL for LP solution violside for which side a cut should be generated row storage for cut efficacy buffer to store efficacy of row in reference solution, or NULL if not of interest checkcurvmultivar are we allowed to check the curvature of a multivariate quadratic function, if not done yet minefficacy minimal required efficacy
Definition at line 7796 of file cons_quadratic.c.
References checkCurvature(), SCIP_RowPrep::coefs, computeED(), FALSE, generateCutConvex(), generateCutFactorable(), generateCutLTI(), generateCutNonConvex(), NULL, SCIP_RowPrep::nvars, REALABS, SCIP_Bool, SCIP_CALL, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddRowprepTerms(), SCIPcleanupRowprep(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsLocal(), SCIPcreateRowprep(), SCIPdebugMsg, SCIPfreeRowprep(), SCIPgetLPSolstat(), SCIPgetRowprepRowCons(), SCIPgetRowprepViolation(), SCIPisInfinity(), SCIPmergeRowprepTerms(), SCIProwGetLhs(), SCIProwGetName(), SCIProwGetNNonz(), SCIProwGetRhs(), and SCIP_RowPrep::side.
Referenced by generateCutNonConvex(), generateCutSol(), generateCutUnboundedLP(), and SCIP_DECL_CONSINITLP().
◆ computeED()
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static |
computes eigen decomposition of A, where \( f(x) = x^T A x + b^T x \).
The eigen decomposition is given by A = P D P^T, where D is diagonal formed by the eigenvalues and P is orthonormal whose columns are the eigenvectors; we also compute b^T * P, in case one needs the change of variables P^T x = y <=> x = P y We store P^T in an array, specifically, in consdata->eigenvectors we store P^T row-wise, i.e., the first row of P^T is stored in eigenvector[0..n-1], the second row is stored in eigenvectors[n..2n-1], etc; equivalently, the first eigenvector is eigenvector[0..n-1], the second one is eigenvectors[n..2n-1], etc.
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint
Definition at line 7939 of file cons_quadratic.c.
References BMSclearMemoryArray, computeInteriorPoint(), FALSE, LapackDsyev(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemoryArray, SCIPallocClearBlockMemoryArray, SCIPblkmem(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImageInt(), SCIPhashmapInsertInt(), SCIPisInfinity(), SCIPisIpoptAvailableIpopt(), and TRUE.
Referenced by generateCut(), and SCIP_DECL_CONSINITSOL().
◆ computeInteriorPoint()
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static |
computes an interior point for the quadratic part of the convex constraint
There are different methods for computing the interior point
- 'a'ny: solves min 0, f(x) <= rhs, x in bounds
- 'm'ost interior: solves min f(x), x in bounds
- Parameters
-
scip SCIP data structure cons constraint method method for computing interior point ('a' any point, 'm'ost interior) success buffer to store if an interior point was found
Definition at line 8091 of file cons_quadratic.c.
References SCIP_QuadElement::coef, computeGauge(), createNlRow(), FALSE, SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, INTERIOR_EPS, MAX, NULL, SCIP_CALL, SCIP_INVALIDDATA, SCIP_MAXSTRLEN, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_VERBLEVEL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPSOLSTAT_UNBOUNDED, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_OKAY, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPallocBlockMemoryArray, SCIPallocBufferArray, SCIPallocClearBlockMemoryArray, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPdualfeastol(), SCIPerrorMessage, SCIPfeastol(), SCIPfreeBufferArrayNull, SCIPgetNlpis(), SCIPgetNNlpis(), SCIPgetProbName(), SCIPinfinity(), SCIPinfoMessage(), SCIPisFeasZero(), SCIPisGE(), SCIPisInfinity(), SCIPisLE(), SCIPnlpiAddConstraints(), SCIPnlpiAddVars(), SCIPnlpiCreateProblem(), SCIPnlpiFreeProblem(), SCIPnlpiGetSolstat(), SCIPnlpiGetSolution(), SCIPnlpiGetTermstat(), SCIPnlpiSetIntPar(), SCIPnlpiSetObjective(), SCIPnlpiSetRealPar(), SCIPnlpiSolve(), SCIPnlrowGetNQuadElems(), SCIPnlrowGetQuadElems(), SCIPnlrowGetQuadVars(), SCIPprintCons(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), and TRUE.
Referenced by computeED(), and computeGauge().
◆ computeGauge()
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static |
compute gauge function of the set \(S - s_0\) where \( S = \{ x : f(x) \le c \}\) and \( s_0 \in \mathring S\).
Here, \( f(x) \) is a purely quadratic (i.e, all \(x\) variables appear in a bilinear or quadratic term). Explicitly, \( f(x) = \pm x^T A x \pm b^T x \) depending whether \(A\) is positive semidefinite (+) or negative semidefinite (-). The constant \(c\) is rhs - maximum activity of the purely linear part of the constraint if \(A \succeq 0\) and minimum activity - lhs if \(A \preceq 0\). This is computed only at INITSOL.
The method does:
- compute interior point
- compute gauge function
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint
Definition at line 8464 of file cons_quadratic.c.
References SCIP_QuadVarTerm::adjbilin, SCIP_BilinTerm::coef, computeInteriorPoint(), evaluateGauge(), FALSE, SCIP_QuadVarTerm::lincoef, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocClearBlockMemoryArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebugMsg, SCIPisInfinity(), SCIPvarGetName(), SCIP_QuadVarTerm::sqrcoef, TRUE, SCIP_QuadVarTerm::var, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by computeInteriorPoint(), and SCIP_DECL_CONSINITSOL().
◆ evaluateGauge()
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static |
evaluates gauge function of the set \(S - s_0\) where \( S = \{ x : f(x) \le c \}\) and \( s_0 \in \mathring S\).
\( S = \{ x : f(x) \le c \}\) at \(sol - s_0\); see computeGauge() for more details
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint refsol reference point where to generate cut, or NULL if sol should be used gaugeval buffer to store the value of the gauge function success buffer to store if evaluation was successful
Definition at line 8601 of file cons_quadratic.c.
References computeReferencePointProjection(), FALSE, NULL, SCIP_Bool, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPgetSolVal(), SCIPisGE(), SCIPisInfinity(), SCIPisLE(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), sqrt(), and TRUE.
Referenced by computeGauge(), and computeReferencePointGauge().
◆ computeReferencePointProjection()
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static |
compute projection of refsol onto feasible region of cons; stores the projection in ref
This method solves
\[ \min \{ ||x - \bar x||^2 : x^T A x + 2 b^T x \le c \} \]
where \( \bar x \) is refsol. Note that \( \bar x \) is not feasible, so the optimal solution actually satisfies
\[ \min \{ ||x - \bar x||^2 : x^T A x + 2 b^T x = c \} \]
Using the eigendecomposition \( A = P D P^T \), the change of variables \( y = P^T x \) and the optimality conditions, this reduces to finding \( \rho \) such that
\[ y(\rho) = (I + \rho D)^{-1} (\bar y - \rho \bar b) \]
makes the constraint active. In the previous formula, \( \bar y = P^T \bar x\) and \( \bar b = P^T b \). If \( D \neq 0 \), the function
\[ \varphi(\rho) := y(\rho)^T D y(\rho) + 2 \bar b^T y(\rho) - c \]
is strictly convex. So this method actually computes the unique 0 of this function using Newton's method.
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint refsol the given point to project, or NULL if LP solution should be used ref array to store reference point
Definition at line 8793 of file cons_quadratic.c.
References computeReferencePointGauge(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPallocClearBufferArray, SCIPconsGetData(), SCIPdebugMessage, SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().
Referenced by evaluateGauge(), and generateCutSol().
◆ computeReferencePointGauge()
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static |
compute reference point suggested by gauge function
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint refsol reference point where to compute gauge, or NULL if LP solution should be used ref array to store reference point success buffer to store whether we succeeded computing reference point
Definition at line 8985 of file cons_quadratic.c.
References evaluateGauge(), FALSE, GAUGESCALE, generateCutSol(), MAX, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPgetSolVal(), SCIPisFeasLE(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().
Referenced by computeReferencePointProjection(), and generateCutSol().
◆ generateCutSol()
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static |
generates a cut based on linearization (if convex) or McCormick (if nonconvex) in a solution
- Note
- mode indicates whether we should modify the point we want to cutoff (sol) via gauge or projection, or if just normal linearization should be use, or the default way (whatever is specified via settings)
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint sol solution where to generate cut, or NULL if LP solution should be used refsol reference point where to generate cut, or NULL if sol should be used violside for which side a cut should be generated row storage for cut efficacy buffer to store efficacy of row in reference solution, or NULL if not of interest checkcurvmultivar are we allowed to check the curvature of a multivariate quadratic function, if not done yet minefficacy minimal required efficacy mode mode of execution 'g'auge, 'p'rojection, 'l'inearization gradient, 'd'efault
Definition at line 9091 of file cons_quadratic.c.
References computeReferencePointGauge(), computeReferencePointProjection(), FALSE, generateCut(), generateCutUnboundedLP(), MAX, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPallocBufferArray, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetSolVal(), SCIPisCutApplicable(), SCIPisGT(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and TRUE.
Referenced by addLinearizationCuts(), computeReferencePointGauge(), generateCutUnboundedLP(), and separatePoint().
◆ generateCutUnboundedLP()
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static |
tries to find a cut that intersects with an unbounded ray of the LP
For convex functions, we do this by linearizing in the feasible solution of the LPI. For nonconvex functions, we just call generateCutSol with the unbounded solution as reference point.
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint violside for which side a cut should be generated row storage for cut rowrayprod buffer to store product of ray with row coefficients, or NULL if not of interest checkcurvmultivar are we allowed to check the curvature of a multivariate quadratic function, if not done yet
Definition at line 9232 of file cons_quadratic.c.
References checkCurvature(), SCIP_BilinTerm::coef, FALSE, generateCut(), generateCutSol(), NULL, processCut(), REALABS, SCIP_CALL, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPallocBufferArray, SCIPcolGetVar(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetLPSolstat(), SCIPgetPrimalRayVal(), SCIPhasPrimalRay(), SCIPinfinity(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIProwGetCols(), SCIProwGetNNonz(), SCIProwGetVals(), SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by generateCutSol(), and separatePoint().
◆ processCut()
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static |
processes a cut for constraint cons, i.e., checks numerics and possibly adds cut to sepastore
- Parameters
-
scip SCIP data structure row cut to process conshdlr quadratic constraints handler cons constraint efficacy efficacy of row in reference solution minefficacy minimal efficacy inenforcement whether we are in constraint enforcement bestefficacy buffer to store best efficacy of a cut that was added to the LP, if found; or NULL if not of interest result result of separation
Definition at line 9376 of file cons_quadratic.c.
References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_OKAY, SCIP_SEPARATED, SCIPaddRow(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebugMessage, SCIPisCutApplicable(), SCIPisGT(), SCIPmarkRowNotRemovableLocal(), SCIPreleaseRow(), SCIPresetConsAge(), and separatePoint().
Referenced by generateCutUnboundedLP(), and separatePoint().
◆ separatePoint()
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static |
tries to separate solution or LP solution by a linear cut
assumes that constraint violations have been computed
- Parameters
-
scip SCIP data structure conshdlr quadratic constraints handler conss constraints nconss number of constraints nusefulconss number of constraints that seem to be useful sol solution to separate, or NULL if LP solution should be used minefficacy minimal efficacy of a cut if it should be added to the LP inenforcement whether we are in constraint enforcement result result of separation bestefficacy buffer to store best efficacy of a cut that was added to the LP, if found; or NULL if not of interest
Definition at line 9442 of file cons_quadratic.c.
References addLinearizationCuts(), generateCutSol(), generateCutUnboundedLP(), NULL, processCut(), SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPfeastol(), SCIPgetLPSolstat(), SCIPisGT(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIProwGetLhs(), and SCIProwGetRhs().
Referenced by enforceConstraint(), processCut(), SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().
◆ addLinearizationCuts()
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static |
adds linearizations cuts for convex constraints w.r.t. a given reference point to cutpool and sepastore
- If separatedlpsol is not NULL, then a cut that separates the LP solution is added to the sepastore and is forced to enter the LP.
- If separatedlpsol is not NULL, but cut does not separate the LP solution, then it is added to the cutpool only.
- If separatedlpsol is NULL, then cut is added to cutpool only.
- Parameters
-
scip SCIP data structure conshdlr quadratic constraints handler conss constraints nconss number of constraints ref reference point where to linearize, or NULL for LP solution separatedlpsol buffer to store whether a cut that separates the current LP solution was found and added to LP, or NULL if adding to cutpool only minefficacy minimal efficacy of a cut when checking for separation of LP solution
Definition at line 9547 of file cons_quadratic.c.
References checkCurvature(), FALSE, generateCutSol(), NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_EVENTEXEC(), SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddPoolCut(), SCIPaddRow(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsLocal(), SCIPdebugMsg, SCIPgetRowLPFeasibility(), SCIPinfinity(), SCIPisInfinity(), SCIPreleaseRow(), SCIProwGetName(), SCIProwIsLocal(), and TRUE.
Referenced by SCIP_DECL_CONSSEPALP(), SCIP_DECL_EVENTEXEC(), and separatePoint().
◆ SCIP_DECL_EVENTEXEC() [2/2]
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static |
processes the event that a new primal solution has been found
Definition at line 9636 of file cons_quadratic.c.
References addLinearizationCuts(), NULL, registerBranchingCandidatesGap(), SCIP_CALL, SCIP_EVENTTYPE_FORMAT, SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIPconshdlrGetConss(), SCIPconshdlrGetData(), SCIPconshdlrGetNConss(), SCIPdebugMsg, SCIPeventGetSol(), SCIPeventGetType(), SCIPheurGetName(), and SCIPsolGetHeur().
◆ registerBranchingCandidatesGap()
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static |
registers branching candidates according to convexification gap rule
That is, computes for every nonconvex term the gap between the terms value in the LP solution and the value of the underestimator as it would be (and maybe has been) constructed by the separation routines of this constraint handler. Then it registers all variables occurring in each term with the computed gap. If variables appear in more than one term, they are registered several times.
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to check nconss number of constraints to check sol solution to enforce (NULL for the LP solution) nnotify counter for number of notifications performed
Definition at line 9688 of file cons_quadratic.c.
References BilinearEstimator::lastimprfac, MAX, NULL, REALABS, registerBranchingCandidatesViolation(), SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPdebugMsg, SCIPfeastol(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasNegative(), SCIPisGE(), SCIPisGT(), SCIPisInfinity(), SCIPisLE(), SCIPisLT(), SCIPisNegative(), SCIPisRelEQ(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), SCIPvarIsBinary(), SCIPvarIsIntegral(), sqrt(), x, BilinearEstimator::x, y, and BilinearEstimator::y.
Referenced by registerBranchingCandidates(), and SCIP_DECL_EVENTEXEC().
◆ registerBranchingCandidatesViolation()
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static |
registers branching candidates according to constraint violation rule
That is, registers all variables appearing in nonconvex terms^1 with a score that is the violation of the constraint. This is the same rule as is applied in cons_nonlinear and other nonlinear constraint handlers.
1) We mean all quadratic variables that appear either in a nonconvex square term or in a bilinear term, if the constraint itself is nonconvex. (and this under the assumption that the rhs is violated; for violated lhs, swap terms)
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to check nconss number of constraints to check sol solution to enforce (NULL for the LP solution) nnotify counter for number of notifications performed
Definition at line 9927 of file cons_quadratic.c.
References MAX, SCIP_QuadVarTerm::nadjbilin, NULL, registerBranchingCandidatesCentrality(), SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPfeastol(), SCIPgetSolVal(), SCIPisGE(), SCIPisGT(), SCIPisLE(), SCIPisRelEQ(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), SCIP_QuadVarTerm::sqrcoef, SCIP_QuadVarTerm::var, and x.
Referenced by registerBranchingCandidates(), and registerBranchingCandidatesGap().
◆ registerBranchingCandidatesCentrality()
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static |
registers branching candidates according to centrality rule
That is, registers all variables appearing in nonconvex terms^1 with a score that is given by the distance of the variable value from its bounds. This rule should not make sense, as the distance to the bounds is also (often) considered by the branching rule later on.
1) We mean all quadratic variables that appear either in a nonconvex square term or in a bilinear term, if the constraint itself is nonconvex. (and this under the assumption that the rhs is violated; for violated lhs, swap terms)
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to check nconss number of constraints to check sol solution to enforce (NULL for the LP solution) nnotify counter for number of notifications performed
Definition at line 10012 of file cons_quadratic.c.
References MAX, SCIP_QuadVarTerm::nadjbilin, NULL, registerBranchingCandidates(), SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPfeastol(), SCIPgetSolVal(), SCIPisEQ(), SCIPisGT(), SCIPisInfinity(), SCIPisRelEQ(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), SCIP_QuadVarTerm::sqrcoef, SCIP_QuadVarTerm::var, and x.
Referenced by registerBranchingCandidates(), and registerBranchingCandidatesViolation().
◆ registerBranchingCandidates()
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static |
registers branching candidates
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to check nconss number of constraints to check sol solution to enforce (NULL for the LP solution) nnotify counter for number of notifications performed
Definition at line 10100 of file cons_quadratic.c.
References NULL, registerBranchingCandidatesCentrality(), registerBranchingCandidatesGap(), registerBranchingCandidatesViolation(), registerLargeRelaxValueVariableForBranching(), SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIPABORT, SCIPconshdlrGetData(), and SCIPerrorMessage.
Referenced by enforceConstraint(), and registerBranchingCandidatesCentrality().
◆ registerLargeRelaxValueVariableForBranching()
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static |
registers a quadratic variable from a violated constraint as branching candidate that has a large absolute value in the (LP) relaxation
- Parameters
-
scip SCIP data structure conss constraints nconss number of constraints sol solution to enforce (NULL for the LP solution) brvar buffer to store branching variable
Definition at line 10140 of file cons_quadratic.c.
References NULL, replaceByLinearConstraints(), SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPfeastol(), SCIPgetSolVal(), SCIPisGT(), SCIPisRelEQ(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().
Referenced by enforceConstraint(), and registerBranchingCandidates().
◆ replaceByLinearConstraints()
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static |
replaces violated quadratic constraints where all quadratic variables are fixed by linear constraints
- Parameters
-
scip SCIP data structure conss constraints nconss number of constraints addedcons buffer to store whether a linear constraint was added reduceddom whether a domain has been reduced infeasible whether we detected infeasibility
Definition at line 10193 of file cons_quadratic.c.
References FALSE, h, NULL, propagateBoundsTightenVarLb(), REALABS, SCIP_Bool, SCIP_CALL, SCIP_INFEASIBLE, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPaddConsLocal(), SCIPcheckCons(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsLinear(), SCIPdebugMessage, SCIPdebugMsg, SCIPdebugPrintCons, SCIPdelConsLocal(), SCIPfeastol(), SCIPgetLPSolstat(), SCIPinfinity(), SCIPisEQ(), SCIPisGT(), SCIPisInfinity(), SCIPisRelEQ(), SCIPisZero(), SCIPreleaseCons(), SCIPtightenVarLb(), SCIPtightenVarUb(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.
Referenced by enforceConstraint(), registerLargeRelaxValueVariableForBranching(), and SCIP_DECL_CONSENFOPS().
◆ propagateBoundsTightenVarLb()
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static |
tightens a lower bound on a variable and checks the result
- Parameters
-
scip SCIP data structure cons constraint where we currently propagate intervalinfty infinity value used in interval operations var variable which domain we might reduce bnd new lower bound for variable result result to update if there was a tightening or cutoff nchgbds counter to increase if a bound was tightened
Definition at line 10401 of file cons_quadratic.c.
References FALSE, NULL, propagateBoundsTightenVarUb(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPadjustedVarLb(), SCIPconsGetName(), SCIPdebugMsg, SCIPinProbing(), SCIPisHugeValue(), SCIPisInfinity(), SCIPisLE(), SCIPresetConsAge(), SCIPtightenVarLb(), SCIPvarGetLbLocal(), and SCIPvarGetName().
Referenced by propagateBoundsBilinearTerm(), propagateBoundsCons(), propagateBoundsQuadVar(), and replaceByLinearConstraints().
◆ propagateBoundsTightenVarUb()
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static |
tightens an upper bound on a variable and checks the result
- Parameters
-
scip SCIP data structure cons constraint where we currently propagate intervalinfty infinity value used in interval operations var variable which domain we might reduce bnd new upper bound for variable result result to update if there was a tightening or cutoff nchgbds counter to increase if a bound was tightened
Definition at line 10462 of file cons_quadratic.c.
References FALSE, NULL, propagateBoundsQuadVar(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPadjustedVarUb(), SCIPconsGetName(), SCIPdebugMsg, SCIPinProbing(), SCIPisGE(), SCIPisHugeValue(), SCIPisInfinity(), SCIPresetConsAge(), SCIPtightenVarUb(), SCIPvarGetName(), and SCIPvarGetUbLocal().
Referenced by propagateBoundsBilinearTerm(), propagateBoundsCons(), propagateBoundsQuadVar(), and propagateBoundsTightenVarLb().
◆ propagateBoundsQuadVar()
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static |
solves a quadratic equation \( a x^2 + b x \in rhs \) (with b an interval) and reduces bounds on x or deduces infeasibility if possible
- Parameters
-
scip SCIP data structure cons constraint where we currently propagate intervalinfty infinity value used in interval operations var variable which bounds with might tighten a coefficient in square term b coefficient in linear term rhs right hand side of quadratic equation result result of propagation nchgbds buffer where to add number of tightened bounds
Definition at line 10523 of file cons_quadratic.c.
References a, infty2infty, MAX, NULL, propagateBoundsBilinearTerm(), propagateBoundsTightenVarLb(), propagateBoundsTightenVarUb(), SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIPconsGetName(), SCIPdebugMsg, SCIPinfinity(), SCIPintervalAddScalar(), SCIPintervalGetInf(), SCIPintervalGetRoundingMode(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsEntire(), SCIPintervalMulScalar(), SCIPintervalQuad(), SCIPintervalQuadUpperBound(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPintervalSolveUnivariateQuadExpression(), SCIPintervalSub(), SCIPisInfinity(), SCIPresetConsAge(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().
Referenced by propagateBoundsCons(), and propagateBoundsTightenVarUb().
◆ propagateBoundsBilinearTerm()
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static |
tries to deduce domain reductions for x in xsqrcoef x^2 + xlincoef x + ysqrcoef y^2 + ylincoef y + bilincoef x y \in rhs
- Note
- Domain reductions for y are not deduced.
- Parameters
-
scip SCIP data structure cons the constraint, where the bilinear term belongs to intervalinfty infinity value used in interval operations x first variable xsqrcoef square coefficient of x xlincoef linear coefficient of x y second variable ysqrcoef square coefficient of y ylincoef linear coefficient of y bilincoef bilinear coefficient of x*y rhs right hand side of quadratic equation result pointer to store result of domain propagation nchgbds counter to increment if domain reductions are found
Definition at line 10699 of file cons_quadratic.c.
References infty2infty, MAX, NULL, propagateBoundsGetQuadActivity(), propagateBoundsTightenVarLb(), propagateBoundsTightenVarUb(), SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPconsGetName(), SCIPdebugMsg, SCIPinfinity(), SCIPintervalGetInf(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsEntire(), SCIPintervalSetBounds(), SCIPintervalSolveBivariateQuadExpressionAllScalar(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().
Referenced by propagateBoundsCons(), and propagateBoundsQuadVar().
◆ propagateBoundsGetQuadActivity()
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static |
computes the minimal and maximal activity for the quadratic part in a constraint data
Only sums up terms that contribute finite values. Gives the number of terms that contribute infinite values. Only computes those activities where the corresponding side of the constraint is finite.
- Parameters
-
scip SCIP data structure consdata constraint data intervalinfty infinity value used in interval operations minquadactivity minimal activity of quadratic variable terms where only terms with finite minimal activity contribute maxquadactivity maximal activity of quadratic variable terms where only terms with finite maximal activity contribute minactivityinf number of quadratic variables that contribute -infinity to minimal activity maxactivityinf number of quadratic variables that contribute +infinity to maximal activity quadactcontr contribution of each quadratic variables to quadactivity
Definition at line 10773 of file cons_quadratic.c.
References SCIP_Interval::inf, infty2infty, MAX, NULL, propagateBoundsCons(), SCIP_Real, SCIPinfinity(), SCIPintervalAdd(), SCIPintervalGetInf(), SCIPintervalGetRoundingMode(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalMulScalar(), SCIPintervalQuadUpperBound(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), sqrt(), and SCIP_Interval::sup.
Referenced by propagateBoundsBilinearTerm(), and propagateBoundsCons().
◆ propagateBoundsCons()
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static |
propagates bounds on a quadratic constraint
- Parameters
-
scip SCIP data structure conshdlr constraint handler cons constraint to process result pointer to store the result of the propagation call nchgbds buffer where to add the the number of changed bounds redundant buffer where to store whether constraint has been found to be redundant
Definition at line 10907 of file cons_quadratic.c.
References consdataFindQuadVarTerm(), consdataSortQuadVarTerms(), consdataUpdateLinearActivity(), FALSE, SCIP_Interval::inf, infty2infty, MAX, NULL, propagateBounds(), propagateBoundsBilinearTerm(), propagateBoundsGetQuadActivity(), propagateBoundsQuadVar(), propagateBoundsTightenVarLb(), propagateBoundsTightenVarUb(), SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPepsilon(), SCIPfeastol(), SCIPfreeBufferArrayNull, SCIPinfinity(), SCIPintervalAdd(), SCIPintervalGetInf(), SCIPintervalGetRoundingMode(), SCIPintervalGetSup(), SCIPintervalIsEmpty(), SCIPintervalIsEntire(), SCIPintervalIsSubsetEQ(), SCIPintervalMulInf(), SCIPintervalMulScalar(), SCIPintervalMulSup(), SCIPintervalNegateReal(), SCIPintervalSet(), SCIPintervalSetBounds(), SCIPintervalSetRoundingMode(), SCIPintervalSetRoundingModeDownwards(), SCIPintervalSetRoundingModeUpwards(), SCIPintervalSub(), SCIPisEQ(), SCIPisGT(), SCIPisInfinity(), SCIPisLT(), SCIPrelDiff(), SCIPswapReals(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIP_Interval::sup, and TRUE.
Referenced by propagateBounds(), propagateBoundsGetQuadActivity(), and SCIP_DECL_CONSPRESOL().
◆ propagateBounds()
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static |
calls domain propagation for a set of constraints
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to process nconss number of constraints result pointer to store the result of the propagation calls nchgbds buffer where to add the the number of changed bounds
Definition at line 11456 of file cons_quadratic.c.
References consdataFindUnlockedLinearVar(), FALSE, NULL, propagateBoundsCons(), SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_STAGE_PRESOLVING, SCIP_STAGE_SOLVING, SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsMarkedPropagate(), SCIPdebugMsg, SCIPdelConsLocal(), SCIPgetStage(), SCIPunmarkConsPropagate(), and TRUE.
Referenced by enforceConstraint(), propagateBoundsCons(), SCIP_DECL_CONSENFOPS(), and SCIP_DECL_CONSPROP().
◆ consdataFindUnlockedLinearVar()
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static |
checks for a linear variable that can be increase or decreased without harming feasibility
- Parameters
-
scip SCIP data structure consdata constraint data
Definition at line 11530 of file cons_quadratic.c.
References proposeFeasibleSolution(), SCIP_LOCKTYPE_MODEL, SCIPdebugMsg, SCIPisInfinity(), SCIPvarGetName(), SCIPvarGetNLocksDownType(), SCIPvarGetNLocksUpType(), and SCIPvarGetObj().
Referenced by propagateBounds(), SCIP_DECL_CONSCHECK(), SCIP_DECL_CONSINITSOL(), SCIPgetLinvarMayDecreaseQuadratic(), and SCIPgetLinvarMayIncreaseQuadratic().
◆ proposeFeasibleSolution()
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static |
Given a solution where every quadratic constraint is either feasible or can be made feasible by moving a linear variable, construct the corresponding feasible solution and pass it to the trysol heuristic.
The method assumes that this is always possible and that not all constraints are feasible already.
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to process nconss number of constraints sol solution to process success buffer to store whether we succeeded to construct a solution that satisfies all provided constraints
Definition at line 11595 of file cons_quadratic.c.
References computeViolation(), enforceConstraint(), FALSE, MAX, NULL, REALABS, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_STAGE_INITPRESOLVE, SCIP_STAGE_SOLVED, SCIPceil(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPcreateLPSol(), SCIPcreateSolCopy(), SCIPdebugMsg, SCIPfeastol(), SCIPfloor(), SCIPfreeSol(), SCIPgetSolTransObj(), SCIPgetSolVal(), SCIPgetStage(), SCIPgetUpperbound(), SCIPheurGetName(), SCIPheurPassSolTrySol(), SCIPincSolVal(), SCIPisGT(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIPisSumLT(), SCIPisZero(), SCIPsolGetHeur(), SCIPunlinkSol(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarIsIntegral(), and TRUE.
Referenced by consdataFindUnlockedLinearVar(), and SCIP_DECL_CONSCHECK().
◆ enforceConstraint()
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static |
helper function to enforce constraints
- Parameters
-
scip SCIP data structure conshdlr constraint handler conss constraints to process nconss number of constraints nusefulconss number of useful (non-obsolete) constraints to process sol solution to enforce (NULL for the LP solution) solinfeasible was the solution already declared infeasible by a constraint handler? result pointer to store the result of the enforcing call
Definition at line 11754 of file cons_quadratic.c.
References computeViolations(), NULL, propagateBounds(), registerBranchingCandidates(), registerLargeRelaxValueVariableForBranching(), replaceByLinearConstraints(), SCIP_Bool, SCIP_BRANCHED, SCIP_CALL, SCIP_CONSADDED, SCIP_CUTOFF, SCIP_DECL_NONLINCONSUPGD(), SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIP_SEPARATED, SCIP_VERBLEVEL_HIGH, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPcreateChild(), SCIPdebugMsg, SCIPfeastol(), SCIPgetCurrentNode(), SCIPgetLPFeastol(), SCIPgetSolVal(), SCIPisGT(), SCIPisInfinity(), SCIPisStopped(), SCIPnodeGetEstimate(), SCIPvarGetName(), SCIPverbMessage(), SCIPwarningMessage(), separatePoint(), and TRUE.
Referenced by proposeFeasibleSolution(), SCIP_DECL_CONSENFOLP(), and SCIP_DECL_CONSENFORELAX().
◆ SCIP_DECL_NONLINCONSUPGD()
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static |
tries to upgrade a nonlinear constraint into a quadratic constraint
Definition at line 11963 of file cons_quadratic.c.
References NULL, SCIP_CALL, SCIP_DECL_CONSHDLRCOPY(), SCIP_ERROR, SCIP_EXPR_ABS, SCIP_EXPR_CONST, SCIP_EXPR_COS, SCIP_EXPR_DIV, SCIP_EXPR_EXP, SCIP_EXPR_INTPOWER, SCIP_EXPR_LAST, SCIP_EXPR_LINEAR, SCIP_EXPR_LOG, SCIP_EXPR_MAX, SCIP_EXPR_MIN, SCIP_EXPR_MINUS, SCIP_EXPR_MUL, SCIP_EXPR_PARAM, SCIP_EXPR_PLUS, SCIP_EXPR_POLYNOMIAL, SCIP_EXPR_PRODUCT, SCIP_EXPR_QUADRATIC, SCIP_EXPR_REALPOWER, SCIP_EXPR_SIGN, SCIP_EXPR_SIGNPOWER, SCIP_EXPR_SIN, SCIP_EXPR_SQRT, SCIP_EXPR_SQUARE, SCIP_EXPR_SUM, SCIP_EXPR_TAN, SCIP_EXPR_USER, SCIP_EXPR_VARIDX, SCIP_OKAY, SCIP_Real, SCIPaddBilinTermQuadratic(), SCIPaddConstantQuadratic(), SCIPaddQuadVarLinearCoefQuadratic(), SCIPaddQuadVarQuadratic(), SCIPaddSquareCoefQuadratic(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateConsQuadratic(), SCIPerrorMessage, SCIPexprgraphAreAllNodeChildrenVars(), SCIPexprgraphGetNodeChildren(), SCIPexprgraphGetNodeNChildren(), SCIPexprgraphGetNodeOperator(), SCIPexprgraphGetNodeQuadraticConstant(), SCIPexprgraphGetNodeQuadraticLinearCoefs(), SCIPexprgraphGetNodeQuadraticNQuadElements(), SCIPexprgraphGetNodeQuadraticQuadElements(), SCIPexprgraphGetNodeVar(), SCIPgetExprgraphNodeNonlinear(), SCIPgetExprgraphNonlinear(), SCIPgetLhsNonlinear(), SCIPgetLinearCoefsNonlinear(), SCIPgetLinearVarsNonlinear(), SCIPgetNLinearVarsNonlinear(), SCIPgetRhsNonlinear(), and SCIPwarningMessage().
Referenced by enforceConstraint().
◆ SCIP_DECL_CONSHDLRCOPY()
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static |
copy method for constraint handler plugins (called when SCIP copies plugins)
Definition at line 12143 of file cons_quadratic.c.
References CONSHDLR_NAME, NULL, SCIP_CALL, SCIP_DECL_CONSFREE(), SCIP_OKAY, SCIPconshdlrGetName(), SCIPincludeConshdlrQuadratic(), and TRUE.
Referenced by SCIP_DECL_NONLINCONSUPGD().
◆ SCIP_DECL_CONSFREE()
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static |
destructor of constraint handler to free constraint handler data (called when SCIP is exiting)
Definition at line 12159 of file cons_quadratic.c.
References NULL, SCIP_DECL_CONSINIT(), SCIP_OKAY, SCIPconshdlrGetData(), SCIPfreeBlockMemory, and SCIPfreeBlockMemoryArrayNull.
Referenced by SCIP_DECL_CONSHDLRCOPY().
◆ SCIP_DECL_CONSINIT()
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initialization method of constraint handler (called after problem was transformed)
Definition at line 12183 of file cons_quadratic.c.
References NULL, SCIP_DECL_CONSEXIT(), SCIP_OKAY, SCIPconshdlrGetData(), and SCIPfindHeur().
Referenced by SCIP_DECL_CONSFREE().
◆ SCIP_DECL_CONSEXIT()
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deinitialization method of constraint handler (called before transformed problem is freed)
Definition at line 12202 of file cons_quadratic.c.
References NULL, SCIP_DECL_CONSEXITPRE(), SCIP_OKAY, and SCIPconshdlrGetData().
Referenced by SCIP_DECL_CONSINIT().
◆ SCIP_DECL_CONSEXITPRE()
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presolving deinitialization method of constraint handler (called after presolving has been finished)
Definition at line 12220 of file cons_quadratic.c.
References mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, removeFixedVariables(), SCIP_CALL, SCIP_DECL_CONSINITSOL(), SCIP_OKAY, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsAdded(), SCIPenableNLP(), and SCIPvarIsActive().
Referenced by SCIP_DECL_CONSEXIT().
◆ SCIP_DECL_CONSINITSOL()
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solving process initialization method of constraint handler (called when branch and bound process is about to begin)
- Note
- Also called from consEnableQuadratic during solving stage.
Definition at line 12278 of file cons_quadratic.c.
References checkCurvature(), checkFactorable(), computeED(), computeGauge(), consdataFindQuadVarTerm(), consdataFindUnlockedLinearVar(), consdataSortQuadVarTerms(), CONSHDLR_NAME, createNlRow(), FALSE, MAX, NULL, REALABS, SCIP_CALL, SCIP_DECL_CONSEXITSOL(), SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIP_STAGE_INITSOLVE, SCIP_VERBLEVEL_HIGH, SCIPaddNlRow(), SCIPallocBlockMemoryArray, SCIPcatchEvent(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPfindEventhdlr(), SCIPgetStage(), SCIPgetSubscipDepth(), SCIPinfinity(), SCIPisInfinity(), SCIPisInRestart(), SCIPisIpoptAvailableIpopt(), SCIPisNLPConstructed(), SCIPmarkConsPropagate(), SCIPnlrowIsInNLP(), and SCIPverbMessage().
Referenced by SCIP_DECL_CONSEXITPRE().
◆ SCIP_DECL_CONSEXITSOL()
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solving process deinitialization method of constraint handler (called before branch and bound process data is freed)
- Note
- Also called from consDisableQuadratic during solving stage.
Definition at line 12416 of file cons_quadratic.c.
References CONSHDLR_NAME, freeAllBilinearTerms(), NULL, SCIP_CALL, SCIP_DECL_CONSDELETE(), SCIP_EVENTTYPE_SOLFOUND, SCIP_OKAY, SCIP_STAGE_EXITSOLVE, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPdropEvent(), SCIPfindEventhdlr(), SCIPfreeBlockMemoryArrayNull, SCIPgetStage(), and SCIPreleaseNlRow().
Referenced by SCIP_DECL_CONSINITSOL().
◆ SCIP_DECL_CONSDELETE()
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frees specific constraint data
Definition at line 12482 of file cons_quadratic.c.
References consdataFree(), NULL, SCIP_CALL, SCIP_DECL_CONSTRANS(), SCIP_OKAY, and SCIPconsGetData().
Referenced by SCIP_DECL_CONSEXITSOL().
◆ SCIP_DECL_CONSTRANS()
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transforms constraint data into data belonging to the transformed problem
Definition at line 12499 of file cons_quadratic.c.
References consdataCreate(), FALSE, NULL, SCIP_CALL, SCIP_DECL_CONSINITLP(), SCIP_OKAY, SCIPcaptureVar(), SCIPconsGetData(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateCons(), SCIPdebugMsg, SCIPdebugPrintCons, SCIPgetTransformedVar(), and SCIPvarCompare().
Referenced by SCIP_DECL_CONSDELETE().
◆ SCIP_DECL_CONSINITLP()
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LP initialization method of constraint handler (called before the initial LP relaxation at a node is solved)
Definition at line 12556 of file cons_quadratic.c.
References checkCurvature(), FALSE, generateCut(), INITLPMAXVARVAL, MAX, NULL, REALABS, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_DECL_CONSSEPALP(), SCIP_OKAY, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddRow(), SCIPaddVarsToRow(), SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsEnabled(), SCIPconsIsLocal(), SCIPcreateEmptyRowCons(), SCIPdebug, SCIPdebugMsg, SCIPfreeBufferArray, SCIPinfinity(), SCIPisInfinity(), SCIPprintRow(), SCIPreleaseRow(), SCIProwGetName(), SCIPvarGetBestBoundLocal(), SCIPvarGetBestBoundType(), SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), SCIPvarGetWorstBoundLocal(), storeAllBilinearTerms(), TRUE, and x.
Referenced by SCIP_DECL_CONSTRANS().
◆ SCIP_DECL_CONSSEPALP()
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separation method of constraint handler for LP solutions
Definition at line 12757 of file cons_quadratic.c.
References addLinearizationCuts(), checkCurvature(), computeViolations(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DECL_CONSSEPASOL(), SCIP_DIDNOTFIND, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_OKAY, SCIP_SEPARATED, SCIPaddLinearConsToNlpHeurSubNlp(), SCIPconsGetData(), SCIPconshdlrGetData(), SCIPcreateNLPSol(), SCIPdebugMsg, SCIPfeastol(), SCIPfreeSol(), SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetNBinVars(), SCIPgetNContVars(), SCIPgetNIntVars(), SCIPgetNLPFracVars(), SCIPgetNLPSolstat(), SCIPgetNNlpis(), SCIPgetNVars(), SCIPgetSepaMinEfficacy(), SCIPgetSolOrigObj(), SCIPheurPassSolTrySol(), SCIPisGT(), SCIPisNLPConstructed(), SCIPsetNLPInitialGuessSol(), SCIPsolveNLP(), separatePoint(), and TRUE.
Referenced by SCIP_DECL_CONSINITLP().
◆ SCIP_DECL_CONSSEPASOL()
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separation method of constraint handler for arbitrary primal solutions
Definition at line 12909 of file cons_quadratic.c.
References computeViolations(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSENFOLP(), SCIP_DIDNOTFIND, SCIP_OKAY, SCIPgetSepaMinEfficacy(), and separatePoint().
Referenced by SCIP_DECL_CONSSEPALP().
◆ SCIP_DECL_CONSENFOLP()
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constraint enforcing method of constraint handler for LP solutions
Definition at line 12939 of file cons_quadratic.c.
References enforceConstraint(), NULL, SCIP_CALL, SCIP_DECL_CONSENFORELAX(), and SCIP_OKAY.
Referenced by SCIP_DECL_CONSSEPASOL().
◆ SCIP_DECL_CONSENFORELAX()
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constraint enforcing method of constraint handler for relaxation solutions
Definition at line 12948 of file cons_quadratic.c.
References enforceConstraint(), SCIP_CALL, SCIP_DECL_CONSENFOPS(), and SCIP_OKAY.
Referenced by SCIP_DECL_CONSENFOLP().
◆ SCIP_DECL_CONSENFOPS()
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constraint enforcing method of constraint handler for pseudo solutions
Definition at line 12957 of file cons_quadratic.c.
References computeViolations(), MAX, NULL, propagateBounds(), replaceByLinearConstraints(), SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_CUTOFF, SCIP_DECL_CONSPROP(), SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALID, SCIP_OKAY, SCIP_REDUCEDDOM, SCIP_SOLVELP, SCIPaddExternBranchCand(), SCIPconsGetData(), SCIPconsGetName(), SCIPdebugMsg, SCIPfeastol(), SCIPisGT(), SCIPisRelEQ(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().
Referenced by SCIP_DECL_CONSENFORELAX().
◆ SCIP_DECL_CONSPROP()
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domain propagation method of constraint handler
Definition at line 13066 of file cons_quadratic.c.
References NULL, propagateBounds(), SCIP_CALL, SCIP_DECL_CONSPRESOL(), and SCIP_OKAY.
Referenced by SCIP_DECL_CONSENFOPS().
◆ SCIP_DECL_CONSPRESOL()
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presolving method of constraint handler
Definition at line 13083 of file cons_quadratic.c.
References FALSE, hasQuadvarHpProperty(), mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, presolveDisaggregate(), presolveSolve(), presolveTryAddAND(), presolveTryAddLinearReform(), presolveUpgrade(), propagateBoundsCons(), removeFixedVariables(), SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_CUTOFF, SCIP_DECL_CONSLOCK(), SCIP_DIDNOTFIND, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_PRESOLTIMING_EXHAUSTIVE, SCIP_PRESOLTIMING_FAST, SCIP_Real, SCIP_REDUCEDDOM, SCIP_SUCCESS, SCIP_VARTYPE_BINARY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddCons(), SCIPchgVarType(), SCIPconsGetData(), SCIPconsGetName(), SCIPconshdlrGetData(), SCIPcreateConsBounddisjunction(), SCIPdebugMsg, SCIPdebugPrintCons, SCIPdelCons(), SCIPisEQ(), SCIPisFeasNegative(), SCIPisFeasPositive(), SCIPisInfinity(), SCIPisIntegral(), SCIPisPresolveFinished(), SCIPreleaseCons(), SCIPsnprintf(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetType(), SCIPvarGetUbGlobal(), and TRUE.
Referenced by SCIP_DECL_CONSPROP().
◆ SCIP_DECL_CONSLOCK()
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variable rounding lock method of constraint handler
Definition at line 13444 of file cons_quadratic.c.
References NULL, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSENABLE(), SCIP_LOCKTYPE_MODEL, SCIP_OKAY, SCIPaddVarLocksType(), SCIPconsGetData(), and SCIPisInfinity().
Referenced by SCIP_DECL_CONSPRESOL().
◆ SCIP_DECL_CONSENABLE()
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constraint enabling notification method of constraint handler
Definition at line 13499 of file cons_quadratic.c.
References catchVarEvents(), mergeAndCleanBilinearTerms(), mergeAndCleanLinearVars(), mergeAndCleanQuadVarTerms(), NULL, SCIP_CALL, SCIP_DECL_CONSDISABLE(), SCIP_OKAY, SCIP_STAGE_EXITPRESOLVE, SCIP_STAGE_SOLVING, SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsActive(), SCIPconsIsTransformed(), SCIPdebugMsg, and SCIPgetStage().
Referenced by SCIP_DECL_CONSLOCK().
◆ SCIP_DECL_CONSDISABLE()
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constraint disabling notification method of constraint handler
Definition at line 13536 of file cons_quadratic.c.
References dropVarEvents(), FALSE, NULL, SCIP_CALL, SCIP_DECL_CONSPRINT(), SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPconsGetName(), SCIPconshdlrGetData(), SCIPconsIsTransformed(), SCIPdebugMsg, and SCIPgetStage().
Referenced by SCIP_DECL_CONSENABLE().
◆ SCIP_DECL_CONSPRINT()
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constraint display method of constraint handler
Definition at line 13564 of file cons_quadratic.c.
References NULL, SCIP_CALL, SCIP_DECL_CONSCHECK(), SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPconsGetData(), SCIPfreeBufferArray, SCIPfreeBufferArrayNull, SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIPwriteVarsPolynomial(), and TRUE.
Referenced by SCIP_DECL_CONSDISABLE().
◆ SCIP_DECL_CONSCHECK()
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feasibility check method of constraint handler for integral solutions
Definition at line 13697 of file cons_quadratic.c.
References computeViolation(), consdataFindUnlockedLinearVar(), FALSE, NULL, proposeFeasibleSolution(), REALABS, SCIP_Bool, SCIP_CALL, SCIP_DECL_CONSCOPY(), SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_STAGE_INITSOLVE, SCIP_STAGE_SOLVING, SCIP_STAGE_TRANSFORMED, SCIPconsGetData(), SCIPconshdlrGetData(), SCIPfeastol(), SCIPgetStage(), SCIPinfoMessage(), SCIPisGT(), SCIPisInfinity(), SCIPprintCons(), and SCIPupdateStartpointHeurSubNlp().
Referenced by SCIP_DECL_CONSPRINT().
◆ SCIP_DECL_CONSCOPY()
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constraint copying method of constraint handler
Definition at line 13800 of file cons_quadratic.c.
References SCIP_QuadVarTerm::adjbilin, SCIP_BilinTerm::coef, SCIP_QuadVarTerm::eventdata, FALSE, SCIP_QuadVarTerm::lincoef, SCIP_QuadVarTerm::nadjbilin, NULL, SCIP_CALL, SCIP_DECL_CONSPARSE(), SCIP_OKAY, SCIPallocBufferArray, SCIPconsGetData(), SCIPconsGetName(), SCIPcreateConsQuadratic2(), SCIPfreeBufferArrayNull, SCIPgetVarCopy(), SCIP_QuadVarTerm::sqrcoef, TRUE, SCIP_QuadVarTerm::var, SCIP_BilinTerm::var1, and SCIP_BilinTerm::var2.
Referenced by SCIP_DECL_CONSCHECK().
◆ SCIP_DECL_CONSPARSE()
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constraint parsing method of constraint handler
Definition at line 13913 of file cons_quadratic.c.
References FALSE, NULL, SCIP_CALL, SCIP_DECL_CONSGETVARS(), SCIP_OKAY, SCIP_Real, SCIPaddBilinTermQuadratic(), SCIPaddConstantQuadratic(), SCIPaddLinearVarQuadratic(), SCIPaddQuadVarQuadratic(), SCIPcreateConsQuadratic(), SCIPerrorMessage, SCIPfindQuadVarTermQuadratic(), SCIPfreeParseVarsPolynomialData(), SCIPinfinity(), SCIPisInfinity(), SCIPparseVarsPolynomial(), SCIPreleaseCons(), and SCIPstrToRealValue().
Referenced by SCIP_DECL_CONSCOPY().
◆ SCIP_DECL_CONSGETVARS()
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constraint method of constraint handler which returns the variables (if possible)
Definition at line 14106 of file cons_quadratic.c.
References BMScopyMemoryArray, FALSE, NULL, SCIP_DECL_CONSGETNVARS(), SCIP_OKAY, SCIPconsGetData(), and TRUE.
Referenced by SCIP_DECL_CONSPARSE().
◆ SCIP_DECL_CONSGETNVARS()
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constraint method of constraint handler which returns the number of variables (if possible)
Definition at line 14137 of file cons_quadratic.c.
References NULL, SCIP_OKAY, SCIPconsGetData(), SCIPincludeConshdlrQuadratic(), and TRUE.
Referenced by SCIP_DECL_CONSGETVARS().
◆ getIneqViol()
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static |
helper function to compute the violation of an inequality of the form xcoef * x <= ycoef * y + constant for two corner points of the domain [lbx,ubx]x[lby,uby]
- Parameters
-
x first variable y second variable xcoef x-coefficient ycoef y-coefficient constant constant viol1 buffer to store the violation of the first corner point viol2 buffer to store the violation of the second corner point
Definition at line 16027 of file cons_quadratic.c.
References MAX, NULL, SCIP_Real, SCIPaddBilinearIneqQuadratic(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().
Referenced by SCIPaddBilinearIneqQuadratic(), and SCIPgetAllBilinearTermsQuadratic().
◆ SCIPcreateRowprep()
SCIP_RETCODE SCIPcreateRowprep | ( | SCIP * | scip, |
SCIP_ROWPREP ** | rowprep, | ||
SCIP_SIDETYPE | sidetype, | ||
SCIP_Bool | local | ||
) |
creates a SCIP_ROWPREP datastructure
Initial cut represents 0 <= 0.
- Parameters
-
scip SCIP data structure rowprep buffer to store pointer to rowprep sidetype whether cut will be or lower-equal or larger-equal type local whether cut will be valid only locally
Definition at line 16208 of file cons_quadratic.c.
References BMSclearMemory, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemory, and SCIPfreeRowprep().
Referenced by generateCut(), generateCutPoint(), generateCutProjectedPoint(), generateCutSol(), generateLinearizationCut(), generateSecantCut(), generateSecantCutNoCheck(), and SCIPaddBilinearIneqQuadratic().
◆ SCIPfreeRowprep()
void SCIPfreeRowprep | ( | SCIP * | scip, |
SCIP_ROWPREP ** | rowprep | ||
) |
frees a SCIP_ROWPREP datastructure
- Parameters
-
scip SCIP data structure rowprep pointer that stores pointer to rowprep
Definition at line 16228 of file cons_quadratic.c.
References NULL, SCIPcopyRowprep(), SCIPfreeBlockMemory, and SCIPfreeBlockMemoryArrayNull.
Referenced by addLinearizationCuts(), generateCut(), generateSparseCut(), SCIP_DECL_CONSINITLP(), SCIPcreateRowprep(), and separatePoint().
◆ SCIPcopyRowprep()
SCIP_RETCODE SCIPcopyRowprep | ( | SCIP * | scip, |
SCIP_ROWPREP ** | target, | ||
SCIP_ROWPREP * | source | ||
) |
creates a copy of a SCIP_ROWPREP datastructure
- Parameters
-
scip SCIP data structure target buffer to store pointer of rowprep copy source rowprep to copy
Definition at line 16243 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_CALL, SCIP_OKAY, SCIPduplicateBlockMemory, SCIPduplicateBlockMemoryArray, SCIPensureRowprepSize(), SCIP_RowPrep::vars, and SCIP_RowPrep::varssize.
Referenced by SCIPfreeRowprep().
◆ SCIPensureRowprepSize()
SCIP_RETCODE SCIPensureRowprepSize | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep, | ||
int | size | ||
) |
ensures that rowprep has space for at least given number of additional terms
Useful when knowing in advance how many terms will be added.
- Parameters
-
scip SCIP data structure rowprep rowprep size number of additional terms for which to alloc space in rowprep
Definition at line 16270 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPprintRowprep(), SCIPreallocBlockMemoryArray, SCIP_RowPrep::vars, and SCIP_RowPrep::varssize.
Referenced by generateCutPoint(), generateCutProjectedPoint(), generateCutSol(), SCIPaddRowprepTerm(), SCIPaddRowprepTerms(), and SCIPcopyRowprep().
◆ SCIPprintRowprep()
void SCIPprintRowprep | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep, | ||
FILE * | file | ||
) |
prints a rowprep
- Parameters
-
scip SCIP data structure rowprep rowprep to be printed file file to print to, or NULL for stdout
Definition at line 16296 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, SCIP_RowPrep::local, SCIP_RowPrep::name, NULL, SCIP_RowPrep::nvars, SCIP_SIDETYPE_LEFT, SCIPaddRowprepTerm(), SCIPinfoMessage(), SCIPvarGetName(), SCIP_RowPrep::side, SCIP_RowPrep::sidetype, and SCIP_RowPrep::vars.
Referenced by addConcaveEstimatorBivariate(), addConcaveEstimatorUnivariate(), addLinearization(), generateCut(), SCIPcleanupRowprep(), and SCIPensureRowprepSize().
◆ SCIPaddRowprepTerm()
SCIP_RETCODE SCIPaddRowprepTerm | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep, | ||
SCIP_VAR * | var, | ||
SCIP_Real | coef | ||
) |
adds a term coef*var to a rowprep
- Parameters
-
scip SCIP data structure rowprep rowprep var variable to add coef coefficient to add
Definition at line 16321 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, SCIP_CALL, SCIP_OKAY, SCIPaddRowprepTerms(), SCIPensureRowprepSize(), SCIP_RowPrep::vars, and SCIP_RowPrep::varssize.
Referenced by addConcaveEstimatorBivariate(), addConcaveEstimatorUnivariate(), generateCutConvex(), generateCutFactorableDo(), generateCutLTI(), generateCutNonConvex(), generateCutPoint(), generateCutProjectedPoint(), generateCutSol(), generateLinearizationCut(), generateSecantCut(), generateSecantCutNoCheck(), and SCIPprintRowprep().
◆ SCIPaddRowprepTerms()
SCIP_RETCODE SCIPaddRowprepTerms | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep, | ||
int | nvars, | ||
SCIP_VAR ** | vars, | ||
SCIP_Real * | coefs | ||
) |
adds several terms coef*var to a rowprep
- Parameters
-
scip SCIP data structure rowprep rowprep nvars number of terms to add vars variables to add coefs coefficients to add
Definition at line 16346 of file cons_quadratic.c.
References BMScopyMemoryArray, SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, SCIP_CALL, SCIP_OKAY, SCIPaddRowprepSide(), SCIPensureRowprepSize(), SCIP_RowPrep::vars, and SCIP_RowPrep::varssize.
Referenced by addIntervalGradientEstimator(), addLinearization(), addUserEstimator(), generateCut(), and SCIPaddRowprepTerm().
◆ SCIPaddRowprepSide()
void SCIPaddRowprepSide | ( | SCIP_ROWPREP * | rowprep, |
SCIP_Real | side | ||
) |
adds constant value to side of rowprep
- Parameters
-
rowprep rowprep side constant value to be added to side
Definition at line 16379 of file cons_quadratic.c.
References NULL, SCIPaddRowprepConstant(), and SCIP_RowPrep::side.
Referenced by generateCut(), generateCutConvex(), generateCutLTI(), generateCutNonConvex(), generateCutPoint(), generateCutProjectedPoint(), generateCutSol(), generateLinearizationCut(), generateSecantCut(), generateSecantCutNoCheck(), SCIPaddRowprepConstant(), and SCIPaddRowprepTerms().
◆ SCIPaddRowprepConstant()
void SCIPaddRowprepConstant | ( | SCIP_ROWPREP * | rowprep, |
SCIP_Real | constant | ||
) |
adds constant term to rowprep
Substracts constant from side.
- Parameters
-
rowprep rowprep constant constant value to be added
Definition at line 16393 of file cons_quadratic.c.
References NULL, SCIP_Real, SCIPaddRowprepSide(), and SCIPgetRowprepViolation().
Referenced by addConcaveEstimatorBivariate(), addConcaveEstimatorUnivariate(), addIntervalGradientEstimator(), addLinearization(), addUserEstimator(), generateCutConvex(), generateCutFactorableDo(), generateCutLTI(), generateCutNonConvex(), rowprepCleanupImproveCoefrange(), rowprepCleanupIntegralCoefs(), and SCIPaddRowprepSide().
◆ SCIPgetRowprepViolation()
SCIP_Real SCIPgetRowprepViolation | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep, | ||
SCIP_SOL * | sol | ||
) |
computes violation of cut in a given solution
- Parameters
-
scip SCIP data structure rowprep rowprep to be turned into a row sol solution or NULL for LP solution
Definition at line 16404 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, MAX, NULL, SCIP_RowPrep::nvars, SCIP_Real, SCIP_SIDETYPE_RIGHT, SCIP_VARSTATUS_LOOSE, SCIPgetSolVal(), SCIPmergeRowprepTerms(), SCIPvarGetStatus(), SCIP_RowPrep::side, SCIP_RowPrep::sidetype, and SCIP_RowPrep::vars.
Referenced by addLinearizationCuts(), generateCut(), generateSparseCut(), SCIPaddRowprepConstant(), and SCIPcleanupRowprep().
◆ SCIPmergeRowprepTerms()
void SCIPmergeRowprepTerms | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep | ||
) |
Merge terms that use same variable and eliminate zero coefficients.
Terms are sorted by variable (
- See also
- SCIPvarComp) after return.
- Parameters
-
scip SCIP data structure rowprep rowprep to be cleaned up
Definition at line 16437 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, rowprepCleanupSortTerms(), SCIPsortPtrReal(), and SCIP_RowPrep::vars.
Referenced by generateCut(), and SCIPgetRowprepViolation().
◆ rowprepCleanupSortTerms()
|
static |
sort cut terms by absolute value of coefficients, from largest to smallest
- Parameters
-
scip SCIP data structure rowprep rowprep to be sorted
Definition at line 16496 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, REALABS, rowprepCleanupImproveCoefrange(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPfreeBufferArray, SCIPsortDownRealRealPtr(), and SCIP_RowPrep::vars.
Referenced by SCIPcleanupRowprep(), and SCIPmergeRowprepTerms().
◆ rowprepCleanupImproveCoefrange()
|
static |
try to improve coef range by aggregating cut with variable bounds
Assumes terms have been sorted by rowprepCleanupSortTerms().
- Parameters
-
scip SCIP data structure rowprep rowprep to be improve sol solution that we try to cut off, or NULL for LP solution maxcoefrange maximal allowed coefficients range
Definition at line 16555 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, SCIP_RowPrep::local, MAX, SCIP_RowPrep::nvars, REALABS, rowprepCleanupScaleup(), SCIP_INVALID, SCIP_Real, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddRowprepConstant(), SCIPdebugMsg, SCIPgetSolVal(), SCIPisGT(), SCIPisInfinity(), SCIPisLT(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIP_RowPrep::sidetype, and SCIP_RowPrep::vars.
Referenced by rowprepCleanupSortTerms(), and SCIPcleanupRowprep().
◆ rowprepCleanupScaleup()
|
static |
scales up rowprep if it seems useful
- Parameters
-
scip SCIP data structure rowprep rowprep to be improve viol violation of cut in sol (input and output) minviol minimal violation we try to achieve
Definition at line 16718 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, REALABS, ROWPREP_SCALEUP_MAXMAXCOEF, ROWPREP_SCALEUP_MAXMINCOEF, ROWPREP_SCALEUP_MAXSIDE, ROWPREP_SCALEUP_MINVIOLFACTOR, ROWPREP_SCALEUP_VIOLNONZERO, rowprepCleanupScaledown(), SCIP_Real, SCIPscaleRowprep(), and SCIP_RowPrep::side.
Referenced by rowprepCleanupImproveCoefrange(), and SCIPcleanupRowprep().
◆ rowprepCleanupScaledown()
|
static |
scales down rowprep if it improves coefs and keeps rowprep violated
- Parameters
-
scip SCIP data structure rowprep rowprep to be improve viol violation of cut in sol (input and output) minviol minimal violation we try to keep
Definition at line 16767 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, SCIP_RowPrep::nvars, REALABS, ROWPREP_SCALEDOWN_MINCOEF, ROWPREP_SCALEDOWN_MINMAXCOEF, ROWPREP_SCALEUP_MINVIOLFACTOR, rowprepCleanupIntegralCoefs(), SCIP_Real, and SCIPscaleRowprep().
Referenced by rowprepCleanupScaleup(), and SCIPcleanupRowprep().
◆ rowprepCleanupIntegralCoefs()
|
static |
rounds almost integral coefs to integrals, thereby trying to relax the cut
- Parameters
-
scip SCIP data structure rowprep rowprep to be improve viol violation of cut in sol (input), set to SCIP_INVALID if some coef changed
Definition at line 16811 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, SCIP_RowPrep::local, NULL, SCIP_RowPrep::nvars, REALABS, rowprepCleanupSide(), SCIP_INVALID, SCIP_Real, SCIP_SIDETYPE_RIGHT, SCIPaddRowprepConstant(), SCIPdebugMsg, SCIPisEQ(), SCIPisInfinity(), SCIPround(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), SCIP_RowPrep::sidetype, and SCIP_RowPrep::vars.
Referenced by rowprepCleanupScaledown(), and SCIPcleanupRowprep().
◆ rowprepCleanupSide()
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static |
relaxes almost zero side
- Parameters
-
scip SCIP data structure rowprep rowprep to be improve viol violation of cut in sol (input), set to SCIP_INVALID if some coef changed
Definition at line 16885 of file cons_quadratic.c.
References SCIP_INVALID, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPcleanupRowprep(), SCIPepsilon(), SCIPisZero(), SCIP_RowPrep::side, and SCIP_RowPrep::sidetype.
Referenced by rowprepCleanupIntegralCoefs(), and SCIPcleanupRowprep().
◆ SCIPcleanupRowprep()
SCIP_RETCODE SCIPcleanupRowprep | ( | SCIP * | scip, |
SCIP_ROWPREP * | rowprep, | ||
SCIP_SOL * | sol, | ||
SCIP_Real | maxcoefrange, | ||
SCIP_Real | minviol, | ||
SCIP_Real * | coefrange, | ||
SCIP_Real * | viol | ||
) |
- Parameters
-
scip SCIP data structure rowprep rowprep to be cleaned sol solution that we try to cut off, or NULL for LP solution maxcoefrange maximal allowed coefficients range minviol minimal absolute violation the row should achieve (w.r.t. sol) coefrange buffer to store coefrange of cleaned up cut, or NULL if not of interest viol buffer to store absolute violation of cleaned up cut in sol, or NULL if not of interest
Definition at line 16919 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, MAX, NULL, SCIP_RowPrep::nvars, REALABS, rowprepCleanupImproveCoefrange(), rowprepCleanupIntegralCoefs(), rowprepCleanupScaledown(), rowprepCleanupScaleup(), rowprepCleanupSide(), rowprepCleanupSortTerms(), SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPgetRowprepViolation(), SCIPgetSepaMinEfficacy(), SCIPinfoMessage(), SCIPprintRowprep(), and SCIPscaleRowprep().
Referenced by generateCut(), rowprepCleanupSide(), SCIP_DECL_CONSINITLP(), and separatePoint().
◆ SCIPscaleRowprep()
int SCIPscaleRowprep | ( | SCIP_ROWPREP * | rowprep, |
SCIP_Real | factor | ||
) |
scales a rowprep
- Returns
- Exponent of actually applied scaling factor, if written as 2^x.
- Parameters
-
rowprep rowprep to be scaled factor suggested scale factor
Definition at line 17023 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, NULL, SCIP_RowPrep::nvars, SCIPgetRowprepRowConshdlr(), and SCIP_RowPrep::side.
Referenced by rowprepCleanupScaledown(), rowprepCleanupScaleup(), and SCIPcleanupRowprep().
◆ SCIPgetRowprepRowConshdlr()
SCIP_RETCODE SCIPgetRowprepRowConshdlr | ( | SCIP * | scip, |
SCIP_ROW ** | row, | ||
SCIP_ROWPREP * | rowprep, | ||
SCIP_CONSHDLR * | conshdlr | ||
) |
generates a SCIP_ROW from a rowprep
- Parameters
-
scip SCIP data structure row buffer to store pointer to new row rowprep rowprep to be turned into a row conshdlr constraint handler
Definition at line 17052 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, FALSE, SCIP_RowPrep::local, SCIP_RowPrep::name, NULL, SCIP_RowPrep::nvars, SCIP_CALL, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddVarsToRow(), SCIPcreateEmptyRowConshdlr(), SCIPgetDepth(), SCIPgetRowprepRowCons(), SCIPinfinity(), SCIP_RowPrep::side, SCIP_RowPrep::sidetype, TRUE, and SCIP_RowPrep::vars.
Referenced by addLinearizationCuts(), generateCut(), SCIP_DECL_CONSINITLP(), SCIPscaleRowprep(), and separatePoint().
◆ SCIPgetRowprepRowCons()
SCIP_RETCODE SCIPgetRowprepRowCons | ( | SCIP * | scip, |
SCIP_ROW ** | row, | ||
SCIP_ROWPREP * | rowprep, | ||
SCIP_CONS * | cons | ||
) |
generates a SCIP_ROW from a rowprep
- Parameters
-
scip SCIP data structure row buffer to store pointer to new row rowprep rowprep to be turned into a row cons constraint
Definition at line 17075 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, FALSE, SCIP_RowPrep::local, SCIP_RowPrep::name, NULL, SCIP_RowPrep::nvars, SCIP_CALL, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddVarsToRow(), SCIPcreateEmptyRowCons(), SCIPgetDepth(), SCIPgetRowprepRowSepa(), SCIPinfinity(), SCIP_RowPrep::side, SCIP_RowPrep::sidetype, TRUE, and SCIP_RowPrep::vars.
Referenced by generateCut(), and SCIPgetRowprepRowConshdlr().
◆ SCIPgetRowprepRowSepa()
SCIP_RETCODE SCIPgetRowprepRowSepa | ( | SCIP * | scip, |
SCIP_ROW ** | row, | ||
SCIP_ROWPREP * | rowprep, | ||
SCIP_SEPA * | sepa | ||
) |
generates a SCIP_ROW from a rowprep
- Parameters
-
scip SCIP data structure row buffer to store pointer to new row rowprep rowprep to be turned into a row sepa separator
Definition at line 17098 of file cons_quadratic.c.
References SCIP_RowPrep::coefs, FALSE, SCIP_RowPrep::local, SCIP_RowPrep::name, NULL, SCIP_RowPrep::nvars, SCIP_CALL, SCIP_OKAY, SCIP_SIDETYPE_LEFT, SCIP_SIDETYPE_RIGHT, SCIPaddVarsToRow(), SCIPcreateEmptyRowSepa(), SCIPgetDepth(), SCIPinfinity(), SCIP_RowPrep::side, SCIP_RowPrep::sidetype, TRUE, and SCIP_RowPrep::vars.
Referenced by SCIPgetRowprepRowCons().