Detailed Description

methods and files provided by the default expression interpreters of SCIP

A detailed description what a expression interpreter does and how to add a expression interpreter to SCIP can be found here.

Modules
	Inclusion methods
	methods to include specific expression interpreters into SCIP

Functions
SCIP_EXPORT const char *	SCIPexprintGetName (void)

SCIP_EXPORT const char *	SCIPexprintGetDesc (void)

SCIP_EXPORT SCIP_EXPRINTCAPABILITY	SCIPexprintGetCapability (void)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintCreate (BMS_BLKMEM blkmem, SCIP_EXPRINT *exprint)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintFree (SCIP_EXPRINT **exprint)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintCompile (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree)

SCIP_EXPORT SCIP_EXPRINTCAPABILITY	SCIPexprintGetExprtreeCapability (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintFreeData (SCIP_EXPRINTDATA **interpreterdata)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintNewParametrization (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintEval (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree, SCIP_Real varvals, SCIP_Real val)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintEvalInt (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree, SCIP_Real infinity, SCIP_INTERVAL varvals, SCIP_INTERVAL val)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintGrad (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree, SCIP_Real varvals, SCIP_Bool new_varvals, SCIP_Real val, SCIP_Real *gradient)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintGradInt (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree, SCIP_Real infinity, SCIP_INTERVAL varvals, SCIP_Bool new_varvals, SCIP_INTERVAL val, SCIP_INTERVAL *gradient)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintHessianSparsityDense (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree, SCIP_Real varvals, SCIP_Bool sparsity)

SCIP_EXPORT SCIP_RETCODE	SCIPexprintHessianDense (SCIP_EXPRINT exprint, SCIP_EXPRTREE tree, SCIP_Real varvals, SCIP_Bool new_varvals, SCIP_Real val, SCIP_Real *hessian)

Files
file	exprinterpret_cppad.cpp
	methods to interpret (evaluate) an expression tree "fast" using CppAD

file	exprinterpret_none.c
	function definitions for nonexisting expression interpreter to resolve linking references

Function Documentation

◆ SCIPexprintGetName()

SCIP_EXPORT const char* SCIPexprintGetName ( void )

gets name and version of expression interpreter

Definition at line 2138 of file exprinterpret_cppad.cpp.

Referenced by doScipCreate(), SCIP_DECL_CONSINIT(), and SCIPnlpiOracleCreate().

◆ SCIPexprintGetDesc()

SCIP_EXPORT const char* SCIPexprintGetDesc ( void )

gets descriptive text of expression interpreter

Definition at line 2144 of file exprinterpret_cppad.cpp.

Referenced by doScipCreate().

◆ SCIPexprintGetCapability()

SCIP_EXPORT SCIP_EXPRINTCAPABILITY SCIPexprintGetCapability ( void )

gets capabilities of expression interpreter (using bitflags)

Definition at line 2150 of file exprinterpret_cppad.cpp.

References SCIP_EXPRINTCAPABILITY_FUNCVALUE, SCIP_EXPRINTCAPABILITY_GRADIENT, SCIP_EXPRINTCAPABILITY_HESSIAN, SCIP_EXPRINTCAPABILITY_INTFUNCVALUE, SCIP_EXPRINTCAPABILITY_INTGRADIENT, and SCIP_EXPRINTCAPABILITY_NONE.

Referenced by addIntervalGradientEstimator(), processNlRow(), and SCIP_DECL_NLPISOLVE().

◆ SCIPexprintCreate()

SCIP_EXPORT SCIP_RETCODE SCIPexprintCreate	(	BMS_BLKMEM *	blkmem,
		SCIP_EXPRINT **	exprint
	)

creates an expression interpreter object

Parameters

blkmem	block memory data structure
exprint	buffer to store pointer to expression interpreter

Definition at line 2160 of file exprinterpret_cppad.cpp.

References BMSallocBlockMemory, NULL, SCIP_NOMEMORY, SCIP_OKAY, and SCIPdebugMessage.

Referenced by applyHeur(), computeStandardNLPFeasibilityCut(), computeStandardNLPOptimalityCut(), createCoveringProblem(), SCIP_DECL_SEPAEXECLP(), SCIPincludeConshdlrBivariate(), SCIPincludeConshdlrNonlinear(), and SCIPnlpiOracleCreate().

◆ SCIPexprintFree()

SCIP_EXPORT SCIP_RETCODE SCIPexprintFree ( SCIP_EXPRINT ** exprint )

frees an expression interpreter object

Parameters

exprint expression interpreter that should be freed

Definition at line 2177 of file exprinterpret_cppad.cpp.

References BMSfreeBlockMemory, NULL, and SCIP_OKAY.

Referenced by computeStandardNLPFeasibilityCut(), computeStandardNLPOptimalityCut(), createCoveringProblem(), SCIP_DECL_CONSFREE(), SCIP_DECL_SEPAEXITSOL(), SCIPnlpiOracleFree(), and sepadataClear().

◆ SCIPexprintCompile()

SCIP_EXPORT SCIP_RETCODE SCIPexprintCompile	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree
	)

compiles an expression tree and stores compiled data in expression tree

Parameters

exprint	interpreter data structure
tree	expression tree

Definition at line 2190 of file exprinterpret_cppad.cpp.

References analyzeTree(), SCIP_ExprInt::blkmem, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprCopyDeep(), SCIPexprFreeDeep(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetRoot(), and SCIPexprtreeSetInterpreterData().

Referenced by addIntervalGradientEstimator(), addLinearization(), computeGradient(), computeViolation(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), generateLinearizationCut(), generateOrthogonal_lx_ly_Underestimator(), generateOrthogonal_lx_uy_Underestimator(), generateUnderestimatorParallelYFacets(), initSepaData(), processNlRow(), SCIP_DECL_CONSINITLP(), SCIPaddNlRowGradientBenderscutOpt(), SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleChgExprtree(), and SCIPnlpiOracleSetObjective().

◆ SCIPexprintGetExprtreeCapability()

SCIP_EXPORT SCIP_EXPRINTCAPABILITY SCIPexprintGetExprtreeCapability	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree
	)

gives the capability to evaluate an expression by the expression interpreter

In cases of user-given expressions, higher order derivatives may not be available for the user-expression, even if the expression interpreter could handle these. This method allows to recognize that, e.g., the Hessian for an expression is not available because it contains a user expression that does not provide Hessians.

Parameters

exprint	interpreter data structure
tree	expression tree

Definition at line 2245 of file exprinterpret_cppad.cpp.

References NULL, SCIP_EXPRINTCAPABILITY_NONE, and SCIPexprtreeGetInterpreterData().

Referenced by SCIPnlpiOracleGetEvalCapability().

◆ SCIPexprintFreeData()

SCIP_EXPORT SCIP_RETCODE SCIPexprintFreeData ( SCIP_EXPRINTDATA ** interpreterdata )

frees interpreter data

Parameters

interpreterdata interpreter data that should freed

Definition at line 2259 of file exprinterpret_cppad.cpp.

References NULL, SCIP_OKAY, and SCIPexprFreeDeep().

Referenced by SCIPexprtreeFreeInterpreterData().

◆ SCIPexprintNewParametrization()

SCIP_EXPORT SCIP_RETCODE SCIPexprintNewParametrization	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree
	)

notify expression interpreter that a new parameterization is used this probably causes retaping by AD algorithms

notify expression interpreter that a new parameterization is used

This probably causes retaping by AD algorithms.

Parameters

exprint	interpreter data structure
tree	expression tree

Definition at line 2279 of file exprinterpret_cppad.cpp.

References NULL, SCIP_OKAY, and SCIPexprtreeGetInterpreterData().

Referenced by generateConvexConcaveUnderestimator().

◆ SCIPexprintEval()

SCIP_EXPORT SCIP_RETCODE SCIPexprintEval	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Real *	val
	)

evaluates an expression tree

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables
val	buffer to store value

Definition at line 2298 of file exprinterpret_cppad.cpp.

References eval(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPdebugMessage, SCIPerrorMessage, SCIPexprtreeEval(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetParamVals(), and SCIPexprtreeGetRoot().

Referenced by addIntervalGradientEstimator(), computeViolation(), evalFunctionValue(), generateConvexConcaveUnderestimator(), generateEstimatingHyperplane(), SCIPexprintGrad(), SCIPexprintHessianDense(), SCIPexprintHessianSparsityDense(), and SCIPnlpiOracleEvalJacobian().

◆ SCIPexprintEvalInt()

SCIP_EXPORT SCIP_RETCODE SCIPexprintEvalInt	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real	infinity,
		SCIP_INTERVAL *	varvals,
		SCIP_INTERVAL *	val
	)

evaluates an expression tree on intervals

Parameters

exprint	interpreter data structure
tree	expression tree
infinity	value for infinity
varvals	interval values of variables
val	buffer to store interval value of expression

Definition at line 2366 of file exprinterpret_cppad.cpp.

References eval(), infinity, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprtreeEvalInt(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetParamVals(), and SCIPexprtreeGetRoot().

Referenced by SCIPexprintGradInt().

◆ SCIPexprintGrad()

SCIP_EXPORT SCIP_RETCODE SCIPexprintGrad	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_Real *	val,
		SCIP_Real *	gradient
	)

computes value and gradient of an expression tree

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable values changed since last call to a point evaluation routine?
val	buffer to store expression value
gradient	buffer to store expression gradient, need to have length at least SCIPexprtreeGetNVars(tree)

Definition at line 2432 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().

Referenced by addLinearization(), computeGradient(), evalFunctionGradient(), generate1ConvexIndefiniteUnderestimatorAtBoundary(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternA(), generate1ConvexIndefiniteUnderestimatorInTheInteriorPatternB(), generateConvexConcaveUnderestimator(), generateLinearizationCut(), generateOrthogonal_lx_ly_Underestimator(), generateOrthogonal_lx_uy_Underestimator(), generateUnderestimatorParallelYFacets(), lifting(), SCIPaddNlRowGradientBenderscutOpt(), SCIPnlpiOracleEvalJacobian(), and solveDerivativeEquation().

◆ SCIPexprintGradInt()

SCIP_EXPORT SCIP_RETCODE SCIPexprintGradInt	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real	infinity,
		SCIP_INTERVAL *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_INTERVAL *	val,
		SCIP_INTERVAL *	gradient
	)

computes interval value and interval gradient of an expression tree

Parameters

exprint	interpreter data structure
tree	expression tree
infinity	value for infinity
varvals	interval values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable interval values changed since last call to an interval evaluation routine?
val	buffer to store expression interval value
gradient	buffer to store expression interval gradient, need to have length at least SCIPexprtreeGetNVars(tree)

Definition at line 2479 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEvalInt(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().

Referenced by addIntervalGradientEstimator().

◆ SCIPexprintHessianSparsityDense()

SCIP_EXPORT SCIP_RETCODE SCIPexprintHessianSparsityDense	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Bool *	sparsity
	)

gives sparsity pattern of hessian

NOTE: this function might be replaced later by something nicer. Since the AD code might need to do a forward sweep, you should pass variable values in here.

gives sparsity pattern of hessian NOTE: this function might be replaced later by something nicer Since the AD code might need to do a forward sweep, you should pass variable values in here.

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables
sparsity	buffer to store sparsity pattern of Hessian, sparsity[i+n*j] indicates whether entry (i,j) is nonzero in the hessian

Definition at line 2529 of file exprinterpret_cppad.cpp.

References NULL, r, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPdebugMessage, SCIPerrorMessage, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), and TRUE.

Referenced by hessLagSparsitySetNzFlagForExprtree(), initSepaData(), and processNlRow().

◆ SCIPexprintHessianDense()

SCIP_EXPORT SCIP_RETCODE SCIPexprintHessianDense	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_Real *	val,
		SCIP_Real *	hessian
	)

computes value and dense hessian of an expression tree

The full hessian is computed (lower left and upper right triangle).

computes value and dense hessian of an expression tree the full hessian is computed (lower left and upper right triangle)

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable values changed since last call to an evaluation routine?
val	buffer to store function value
hessian	buffer to store hessian values, need to have size at least n*n

Definition at line 2602 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().

Referenced by generate1ConvexIndefiniteUnderestimator(), hessLagAddExprtree(), and solveDerivativeEquation().

SCIP

Detailed Description

Modules

Functions

Files

Function Documentation

◆ SCIPexprintGetName()

◆ SCIPexprintGetDesc()

◆ SCIPexprintGetCapability()

◆ SCIPexprintCreate()

◆ SCIPexprintFree()

◆ SCIPexprintCompile()

◆ SCIPexprintGetExprtreeCapability()

◆ SCIPexprintFreeData()

◆ SCIPexprintNewParametrization()

◆ SCIPexprintEval()

◆ SCIPexprintEvalInt()

◆ SCIPexprintGrad()

◆ SCIPexprintGradInt()

◆ SCIPexprintHessianSparsityDense()

◆ SCIPexprintHessianDense()