Detailed Description

methods to include specific Benders' decomposition cut methods into SCIP

This module contains methods to include specific Benders' decomposition cut methods into SCIP.

Note: The Benders' decomposition cut methods are linked to each Benders' decomposition implementation. Thus, the default Benders' decomposition implementations automatically include the necessary Benders' decomposition cut methods. For custom Benders' decomposition implementations, you can call SCIPincludeDefaultBendersCuts() in the SCIPincludeBendersMybenders() include function.

creates the optimality Benders' decomposition cut and includes it in SCIP

Functions
SCIP_EXPORT SCIP_RETCODE	SCIPincludeBenderscutFeas (SCIP scip, SCIP_BENDERS benders)

SCIP_EXPORT SCIP_RETCODE	SCIPincludeBenderscutFeasalt (SCIP scip, SCIP_BENDERS benders)

SCIP_EXPORT SCIP_RETCODE	SCIPincludeBenderscutInt (SCIP scip, SCIP_BENDERS benders)

SCIP_EXPORT SCIP_RETCODE	SCIPincludeBenderscutNogood (SCIP scip, SCIP_BENDERS benders)

SCIP_EXPORT SCIP_RETCODE	SCIPincludeBenderscutOpt (SCIP scip, SCIP_BENDERS benders)

SCIP_EXPORT SCIP_RETCODE	SCIPgenerateAndApplyBendersOptCut (SCIP masterprob, SCIP subproblem, SCIP_BENDERS benders, SCIP_BENDERSCUT benderscut, SCIP_SOL sol, int probnumber, char cutname, SCIP_Real objective, SCIP_Real primalvals, SCIP_Real consdualvals, SCIP_Real varlbdualvals, SCIP_Real varubdualvals, SCIP_HASHMAP row2idx, SCIP_HASHMAP var2idx, SCIP_BENDERSENFOTYPE type, SCIP_Bool addcut, SCIP_Bool feasibilitycut, SCIP_RESULT *result)

SCIP_EXPORT SCIP_RETCODE	SCIPaddNlRowGradientBenderscutOpt (SCIP masterprob, SCIP subproblem, SCIP_BENDERS benders, SCIP_NLROW nlrow, SCIP_EXPRINT exprint, SCIP_Real mult, SCIP_Real primalvals, SCIP_HASHMAP var2idx, SCIP_Real dirderiv, SCIP_VAR *vars, SCIP_Real vals, int nvars, int varssize)

Function Documentation

◆ SCIPincludeBenderscutFeas()

SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscutFeas	(	SCIP *	scip,
		SCIP_BENDERS *	benders
	)

creates the Standard Feasibility Benders' decomposition cuts and includes it in SCIP

Parameters

scip	SCIP data structure
benders	Benders' decomposition

Definition at line 494 of file benderscut_feas.c.

References BENDERSCUT_DESC, BENDERSCUT_LPCUT, BENDERSCUT_NAME, BENDERSCUT_PRIORITY, NULL, SCIP_CALL, SCIP_OKAY, and SCIPincludeBenderscutBasic().

Referenced by SCIPincludeBendersDefaultCuts().

◆ SCIPincludeBenderscutFeasalt()

SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscutFeasalt	(	SCIP *	scip,
		SCIP_BENDERS *	benders
	)

creates the Alternative Feasibility Benders' decomposition cuts and includes it in SCIP

Parameters

scip	SCIP data structure
benders	Benders' decomposition

Definition at line 461 of file benderscut_feasalt.c.

References BENDERSCUT_DESC, BENDERSCUT_LPCUT, BENDERSCUT_NAME, BENDERSCUT_PRIORITY, BMSclearMemory, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemory, SCIPincludeBenderscutBasic(), SCIPsetBenderscutExit(), and SCIPsetBenderscutFree().

Referenced by SCIPincludeBendersDefaultCuts().

◆ SCIPincludeBenderscutInt()

SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscutInt	(	SCIP *	scip,
		SCIP_BENDERS *	benders
	)

creates the integer optimality cut for Benders' decomposition cut and includes it in SCIP

creates the int Benders' decomposition cuts and includes it in SCIP

Parameters

scip	SCIP data structure
benders	Benders' decomposition

Definition at line 608 of file benderscut_int.c.

References BENDERSCUT_DESC, BENDERSCUT_LPCUT, BENDERSCUT_NAME, BENDERSCUT_PRIORITY, FALSE, NULL, paramname, SCIP_CALL, SCIP_DEFAULT_ADDCUTS, SCIP_DEFAULT_CUTCONSTANT, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddBoolParam(), SCIPaddRealParam(), SCIPallocBlockMemory, SCIPbendersGetName(), SCIPincludeBenderscutBasic(), SCIPinfinity(), SCIPsetBenderscutExit(), SCIPsetBenderscutFree(), SCIPsetBenderscutInit(), and SCIPsnprintf().

Referenced by SCIPincludeBendersDefaultCuts().

◆ SCIPincludeBenderscutNogood()

SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscutNogood	(	SCIP *	scip,
		SCIP_BENDERS *	benders
	)

creates the no good Benders' decomposition cut and includes it in SCIP

creates the nogood Benders' decomposition cuts and includes it in SCIP

Parameters

scip	SCIP data structure
benders	Benders' decomposition

Definition at line 357 of file benderscut_nogood.c.

References BENDERSCUT_DESC, BENDERSCUT_LPCUT, BENDERSCUT_NAME, BENDERSCUT_PRIORITY, FALSE, NULL, paramname, SCIP_CALL, SCIP_DEFAULT_ADDCUTS, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddBoolParam(), SCIPallocBlockMemory, SCIPbendersGetName(), SCIPincludeBenderscutBasic(), SCIPsetBenderscutFree(), and SCIPsnprintf().

Referenced by SCIPincludeBendersDefaultCuts().

◆ SCIPincludeBenderscutOpt()

SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscutOpt	(	SCIP *	scip,
		SCIP_BENDERS *	benders
	)

creates the opt Benders' decomposition cuts and includes it in SCIP

Parameters

scip	SCIP data structure
benders	Benders' decomposition

Definition at line 745 of file benderscut_opt.c.

References BENDERSCUT_DESC, BENDERSCUT_LPCUT, BENDERSCUT_NAME, BENDERSCUT_PRIORITY, FALSE, NULL, paramname, SCIP_CALL, SCIP_DEFAULT_ADDCUTS, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddBoolParam(), SCIPallocBlockMemory, SCIPbendersGetName(), SCIPincludeBenderscutBasic(), SCIPsetBenderscutFree(), and SCIPsnprintf().

Referenced by SCIPincludeBendersDefaultCuts().

◆ SCIPgenerateAndApplyBendersOptCut()

SCIP_EXPORT SCIP_RETCODE SCIPgenerateAndApplyBendersOptCut	(	SCIP *	masterprob,
		SCIP *	subproblem,
		SCIP_BENDERS *	benders,
		SCIP_BENDERSCUT *	benderscut,
		SCIP_SOL *	sol,
		int	probnumber,
		char *	cutname,
		SCIP_Real	objective,
		SCIP_Real *	primalvals,
		SCIP_Real *	consdualvals,
		SCIP_Real *	varlbdualvals,
		SCIP_Real *	varubdualvals,
		SCIP_HASHMAP *	row2idx,
		SCIP_HASHMAP *	var2idx,
		SCIP_BENDERSENFOTYPE	type,
		SCIP_Bool	addcut,
		SCIP_Bool	feasibilitycut,
		SCIP_RESULT *	result
	)

Generates a classical Benders' optimality cut using the dual solutions from the subproblem or the input arrays. If the dual solutions are input as arrays, then a mapping between the array indices and the rows/variables is required. This method can also be used to generate a feasiblity, is a problem to minimise the infeasibilities has been solved to generate the dual solutions

Generates a classical Benders' optimality cut using the dual solutions from the subproblem or the input arrays. If the dual solutions are input as arrays, then a mapping between the array indices and the rows/variables is required. This method can also be used to generate a feasibility cut, if a problem to minimise the infeasibilities has been solved to generate the dual solutions

Parameters

masterprob	the SCIP instance of the master problem
subproblem	the SCIP instance of the pricing problem
benders	the benders' decomposition
benderscut	the benders' decomposition cut method
sol	primal CIP solution
probnumber	the number of the pricing problem
cutname	the name for the cut to be generated
objective	the objective function of the subproblem
primalvals	the primal solutions for the NLP, can be NULL
consdualvals	dual variables for the constraints, can be NULL
varlbdualvals	the dual variables for the variable lower bounds, can be NULL
varubdualvals	the dual variables for the variable upper bounds, can be NULL
row2idx	mapping between the row in the subproblem to the index in the dual array, can be NULL
var2idx	mapping from variable of the subproblem to the index in the dual arrays, can be NULL
type	the enforcement type calling this function
addcut	should the Benders' cut be added as a cut or constraint
feasibilitycut	is this called for the generation of a feasibility cut
result	the result from solving the subproblems

Definition at line 785 of file benderscut_opt.c.

References addAuxiliaryVariableToCut(), checkSetupTolerances(), computeStandardLPOptimalityCut(), computeStandardNLPOptimalityCut(), FALSE, NULL, SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSENFOTYPE_LP, SCIP_BENDERSENFOTYPE_PSEUDO, SCIP_BENDERSENFOTYPE_RELAX, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIPABORT, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddPoolCut(), SCIPaddRow(), SCIPaddVarsToRow(), SCIPaddVarToRow(), SCIPallocClearBufferArray, SCIPbendersInStrengthenRound(), SCIPcheckBendersSubproblemOptimality(), SCIPcreateConsBasicLinear(), SCIPcreateEmptyRowConshdlr(), SCIPdebugMsg, SCIPdebugPrintCons, SCIPfindConshdlr(), SCIPfreeBufferArray, SCIPgetActivityLinear(), SCIPgetLhsLinear(), SCIPgetNFixedVars(), SCIPgetNNlpis(), SCIPgetNVars(), SCIPgetRowSolActivity(), SCIPgetSolVal(), SCIPinfinity(), SCIPisFeasEQ(), SCIPisNLPConstructed(), SCIPreleaseCons(), SCIPreleaseRow(), SCIProwGetLhs(), SCIPsetConsDynamic(), SCIPsetConsRemovable(), SCIPstoreBendersCut(), SCIPvarGetName(), and TRUE.

Referenced by generateAndApplyBendersCuts(), and SCIP_DECL_BENDERSCUTEXEC().

◆ SCIPaddNlRowGradientBenderscutOpt()

SCIP_EXPORT SCIP_RETCODE SCIPaddNlRowGradientBenderscutOpt	(	SCIP *	masterprob,
		SCIP *	subproblem,
		SCIP_BENDERS *	benders,
		SCIP_NLROW *	nlrow,
		SCIP_EXPRINT *	exprint,
		SCIP_Real	mult,
		SCIP_Real *	primalvals,
		SCIP_HASHMAP *	var2idx,
		SCIP_Real *	dirderiv,
		SCIP_VAR ***	vars,
		SCIP_Real **	vals,
		int *	nvars,
		int *	varssize
	)

adds the gradient of a nonlinear row in the current NLP solution of a subproblem to a linear row or constraint in the master problem

Only computes gradient w.r.t. master problem variables. Computes also the directional derivative, that is, mult times gradient times solution.

Parameters

masterprob	the SCIP instance of the master problem
subproblem	the SCIP instance of the subproblem
benders	the benders' decomposition structure
nlrow	nonlinear row
exprint	expressions interpreter
mult	multiplier
primalvals	the primal solutions for the NLP, can be NULL
var2idx	mapping from variable of the subproblem to the index in the dual arrays, can be NULL
dirderiv	storage to add directional derivative
vars	pointer to array of variables in the generated cut with non-zero coefficient
vals	pointer to array of coefficients of the variables in the generated cut
nvars	the number of variables in the cut
varssize	the number of variables in the array

Definition at line 1029 of file benderscut_opt.c.

References addVariableToArray(), SCIP_QuadElement::coef, getNlpVarSol(), SCIP_QuadElement::idx1, SCIP_QuadElement::idx2, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPexprintCompile(), SCIPexprintGrad(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetVars(), SCIPfreeBufferArray, SCIPgetBendersMasterVar(), SCIPnlrowGetExprtree(), SCIPnlrowGetLinearCoefs(), SCIPnlrowGetLinearVars(), SCIPnlrowGetNLinearVars(), SCIPnlrowGetNQuadElems(), SCIPnlrowGetNQuadVars(), SCIPnlrowGetQuadElems(), SCIPnlrowGetQuadVars(), TRUE, and x.

Referenced by computeStandardNLPFeasibilityCut(), and computeStandardNLPOptimalityCut().

SCIP

Detailed Description

Functions

Function Documentation

◆ SCIPincludeBenderscutFeas()

◆ SCIPincludeBenderscutFeasalt()

◆ SCIPincludeBenderscutInt()

◆ SCIPincludeBenderscutNogood()

◆ SCIPincludeBenderscutOpt()

◆ SCIPgenerateAndApplyBendersOptCut()

◆ SCIPaddNlRowGradientBenderscutOpt()