Detailed Description

LP interface for Clp.

Author: Stefan Heinz; Marc Pfetsch; John Forrest

Notes on this interface:

Currently, Clp (Version 1.16) supports two ways of adding rows/columns from arrays: One uses a length array that for each row/column specifies the number of nonzeros to be added. The second uses the beg array that gives the starting index for each row/column. We use the latter variant. Since for LPI there should be no gaps in the corresponding arrays, i.e., every entry in val and ind gives a nonzero entry, one can switch between the two formats. With the current Clp implementation both formats involve an overhead:
- For the beg variant, Clp gets the end of the array from the last position in beg (i.e., the entry one after the last row/column) and we have to copy and extend beg for this purpose. In the matrix implementation a length information is then again computed.
- For the length variant, Clp computes the number of elements from this length variant and there exists no matrix implementation that uses the length information, i.e., it is recomputed again.
Concluding: the implementation of Clp/CoinPackeMatrix could be improved. The functions affected by this are SCIPlpiLoadColLP(), SCIPlpiAddCols(), SCIPlpiAddRows()
In former versions Clp used an "auxiliary model" that allows to save time when the model is scaled. This is discarded from version higher than 1.8.2.
Clp needs the setting of several special flags to make sure that necessary data (e.g., rays etc.) are available. If the FASTMIP option in SCIP is true, some settings that are supposed to be faster are used. We tried to use the best settings, while still working correctly. These settings probably have to be adapted to future Clp versions. Maybe more possibilities will appear.
At several places this interface corrects the return value of some Clp functions, e.g., isProvenPrimalInfeasible(). Currently (Version 1.16) no change in the Clp functions will be made, but this might change in the future.

Definition in file lpi_clp.cpp.

#include <ClpSimplex.hpp>
#include <ClpPrimalColumnSteepest.hpp>
#include <ClpDualRowSteepest.hpp>
#include <CoinIndexedVector.hpp>
#include <ClpConfig.h>
#include <config_clp.h>
#include <cassert>
#include <cstdlib>
#include <iostream>
#include <vector>
#include <string>
#include "lpi/lpi.h"
#include "scip/bitencode.h"
#include "scip/pub_message.h"

Go to the source code of this file.

Data Structures
struct	SCIP_LPi

struct	SCIP_LPiState

Macros
#define	CLP_VERSION VERSION

#define	SUMINFEASBOUND 1.0e-3

#define	COLS_PER_PACKET SCIP_DUALPACKETSIZE

#define	ROWS_PER_PACKET SCIP_DUALPACKETSIZE

Typedefs
typedef SCIP_DUALPACKET	COLPACKET

typedef SCIP_DUALPACKET	ROWPACKET

Functions
static SCIP_RETCODE	ensureCstatMem (SCIP_LPI *lpi, int num)

static SCIP_RETCODE	ensureRstatMem (SCIP_LPI *lpi, int num)

static int	colpacketNum (int ncols)

static int	rowpacketNum (int nrows)

static void	lpistatePack (SCIP_LPISTATE lpistate, const int cstat, const int *rstat)

static void	lpistateUnpack (const SCIP_LPISTATE lpistate, int cstat, int *rstat)

static SCIP_RETCODE	lpistateCreate (SCIP_LPISTATE *lpistate, BMS_BLKMEM blkmem, int ncols, int nrows)

static void	lpistateFree (SCIP_LPISTATE *lpistate, BMS_BLKMEM blkmem)

static void	invalidateSolution (SCIP_LPI *lpi)

static void	setFactorizationFrequency (SCIP_LPI *lpi)

static void	setFastmipClpParameters (SCIP_LPI *lpi)

static void	unsetFastmipClpParameters (SCIP_LPI *lpi)

Miscellaneous Methods
const char *	SCIPlpiGetSolverName (void)

const char *	SCIPlpiGetSolverDesc (void)

void *	SCIPlpiGetSolverPointer (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiSetIntegralityInformation (SCIP_LPI lpi, int ncols, int intInfo)

SCIP_Bool	SCIPlpiHasPrimalSolve (void)

SCIP_Bool	SCIPlpiHasDualSolve (void)

SCIP_Bool	SCIPlpiHasBarrierSolve (void)

LPI Creation and Destruction Methods
SCIP_RETCODE	SCIPlpiCreate (SCIP_LPI *lpi, SCIP_MESSAGEHDLR messagehdlr, const char *name, SCIP_OBJSEN objsen)

SCIP_RETCODE	SCIPlpiFree (SCIP_LPI **lpi)

Modification Methods
SCIP_RETCODE	SCIPlpiLoadColLP (SCIP_LPI lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real obj, const SCIP_Real lb, const SCIP_Real ub, char *colnames, int nrows, const SCIP_Real lhs, const SCIP_Real rhs, char rownames, int nnonz, const int beg, const int ind, const SCIP_Real val)

SCIP_RETCODE	SCIPlpiAddCols (SCIP_LPI lpi, int ncols, const SCIP_Real obj, const SCIP_Real lb, const SCIP_Real ub, char *colnames, int nnonz, const int beg, const int ind, const SCIP_Real val)

SCIP_RETCODE	SCIPlpiDelCols (SCIP_LPI *lpi, int firstcol, int lastcol)

SCIP_RETCODE	SCIPlpiDelColset (SCIP_LPI lpi, int dstat)

SCIP_RETCODE	SCIPlpiAddRows (SCIP_LPI lpi, int nrows, const SCIP_Real lhs, const SCIP_Real rhs, char rownames, int nnonz, const int beg, const int ind, const SCIP_Real val)

SCIP_RETCODE	SCIPlpiDelRows (SCIP_LPI *lpi, int firstrow, int lastrow)

SCIP_RETCODE	SCIPlpiDelRowset (SCIP_LPI lpi, int dstat)

SCIP_RETCODE	SCIPlpiClear (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiChgBounds (SCIP_LPI lpi, int ncols, const int ind, const SCIP_Real lb, const SCIP_Real ub)

SCIP_RETCODE	SCIPlpiChgSides (SCIP_LPI lpi, int nrows, const int ind, const SCIP_Real lhs, const SCIP_Real rhs)

SCIP_RETCODE	SCIPlpiChgCoef (SCIP_LPI *lpi, int row, int col, SCIP_Real newval)

SCIP_RETCODE	SCIPlpiChgObjsen (SCIP_LPI *lpi, SCIP_OBJSEN objsen)

SCIP_RETCODE	SCIPlpiChgObj (SCIP_LPI lpi, int ncols, const int ind, const SCIP_Real *obj)

SCIP_RETCODE	SCIPlpiScaleRow (SCIP_LPI *lpi, int row, SCIP_Real scaleval)

SCIP_RETCODE	SCIPlpiScaleCol (SCIP_LPI *lpi, int col, SCIP_Real scaleval)

Data Accessing Methods
SCIP_RETCODE	SCIPlpiGetNRows (SCIP_LPI lpi, int nrows)

SCIP_RETCODE	SCIPlpiGetNCols (SCIP_LPI lpi, int ncols)

SCIP_RETCODE	SCIPlpiGetNNonz (SCIP_LPI lpi, int nnonz)

SCIP_RETCODE	SCIPlpiGetCols (SCIP_LPI lpi, int firstcol, int lastcol, SCIP_Real lb, SCIP_Real ub, int nnonz, int beg, int ind, SCIP_Real *val)

SCIP_RETCODE	SCIPlpiGetRows (SCIP_LPI lpi, int firstrow, int lastrow, SCIP_Real lhs, SCIP_Real rhs, int nnonz, int beg, int ind, SCIP_Real *val)

SCIP_RETCODE	SCIPlpiGetColNames (SCIP_LPI lpi, int firstcol, int lastcol, char colnames, char namestorage, int namestoragesize, int *storageleft)

SCIP_RETCODE	SCIPlpiGetRowNames (SCIP_LPI lpi, int firstrow, int lastrow, char rownames, char namestorage, int namestoragesize, int *storageleft)

SCIP_RETCODE	SCIPlpiIgnoreInstability (SCIP_LPI lpi, SCIP_Bool success)

SCIP_RETCODE	SCIPlpiGetObjsen (SCIP_LPI lpi, SCIP_OBJSEN objsen)

SCIP_RETCODE	SCIPlpiGetObj (SCIP_LPI lpi, int firstcol, int lastcol, SCIP_Real vals)

SCIP_RETCODE	SCIPlpiGetBounds (SCIP_LPI lpi, int firstcol, int lastcol, SCIP_Real lbs, SCIP_Real *ubs)

SCIP_RETCODE	SCIPlpiGetSides (SCIP_LPI lpi, int firstrow, int lastrow, SCIP_Real lhss, SCIP_Real *rhss)

SCIP_RETCODE	SCIPlpiGetCoef (SCIP_LPI lpi, int row, int col, SCIP_Real val)

Solving Methods
SCIP_RETCODE	SCIPlpiSolvePrimal (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiSolveDual (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiSolveBarrier (SCIP_LPI *lpi, SCIP_Bool crossover)

SCIP_RETCODE	SCIPlpiStartStrongbranch (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiEndStrongbranch (SCIP_LPI *lpi)

static SCIP_RETCODE	lpiStrongbranch (SCIP_LPI lpi, int col, SCIP_Real psol, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)

static SCIP_RETCODE	lpiStrongbranches (SCIP_LPI lpi, int cols, int ncols, SCIP_Real psols, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)

SCIP_RETCODE	SCIPlpiStrongbranchFrac (SCIP_LPI lpi, int col, SCIP_Real psol, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)

SCIP_RETCODE	SCIPlpiStrongbranchesFrac (SCIP_LPI lpi, int cols, int ncols, SCIP_Real psols, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)

SCIP_RETCODE	SCIPlpiStrongbranchInt (SCIP_LPI lpi, int col, SCIP_Real psol, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)

SCIP_RETCODE	SCIPlpiStrongbranchesInt (SCIP_LPI lpi, int cols, int ncols, SCIP_Real psols, int itlim, SCIP_Real down, SCIP_Real up, SCIP_Bool downvalid, SCIP_Bool upvalid, int iter)

Solution Information Methods
SCIP_Bool	SCIPlpiWasSolved (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiGetSolFeasibility (SCIP_LPI lpi, SCIP_Bool primalfeasible, SCIP_Bool *dualfeasible)

SCIP_Bool	SCIPlpiExistsPrimalRay (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiHasPrimalRay (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsPrimalUnbounded (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsPrimalInfeasible (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsPrimalFeasible (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiExistsDualRay (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiHasDualRay (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsDualUnbounded (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsDualInfeasible (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsDualFeasible (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsOptimal (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsStable (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsObjlimExc (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsIterlimExc (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsTimelimExc (SCIP_LPI *lpi)

int	SCIPlpiGetInternalStatus (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiGetObjval (SCIP_LPI lpi, SCIP_Real objval)

SCIP_RETCODE	SCIPlpiGetSol (SCIP_LPI lpi, SCIP_Real objval, SCIP_Real primsol, SCIP_Real dualsol, SCIP_Real activity, SCIP_Real redcost)

SCIP_RETCODE	SCIPlpiGetPrimalRay (SCIP_LPI lpi, SCIP_Real ray)

SCIP_RETCODE	SCIPlpiGetDualfarkas (SCIP_LPI lpi, SCIP_Real dualfarkas)

SCIP_RETCODE	SCIPlpiGetIterations (SCIP_LPI lpi, int iterations)

SCIP_RETCODE	SCIPlpiGetRealSolQuality (SCIP_LPI lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real quality)

LP Basis Methods
SCIP_RETCODE	SCIPlpiGetBase (SCIP_LPI lpi, int cstat, int *rstat)

SCIP_RETCODE	SCIPlpiSetBase (SCIP_LPI lpi, const int cstat, const int *rstat)

SCIP_RETCODE	SCIPlpiGetBasisInd (SCIP_LPI lpi, int bind)

SCIP_RETCODE	SCIPlpiGetBInvRow (SCIP_LPI lpi, int r, SCIP_Real coef, int inds, int ninds)

SCIP_RETCODE	SCIPlpiGetBInvCol (SCIP_LPI lpi, int c, SCIP_Real coef, int inds, int ninds)

SCIP_RETCODE	SCIPlpiGetBInvARow (SCIP_LPI lpi, int r, const SCIP_Real binvrow, SCIP_Real coef, int inds, int *ninds)

SCIP_RETCODE	SCIPlpiGetBInvACol (SCIP_LPI lpi, int c, SCIP_Real coef, int inds, int ninds)

LP State Methods
SCIP_RETCODE	SCIPlpiGetState (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPISTATE **lpistate)

SCIP_RETCODE	SCIPlpiSetState (SCIP_LPI lpi, BMS_BLKMEM blkmem, const SCIP_LPISTATE *lpistate)

SCIP_RETCODE	SCIPlpiClearState (SCIP_LPI *lpi)

SCIP_RETCODE	SCIPlpiFreeState (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPISTATE **lpistate)

SCIP_Bool	SCIPlpiHasStateBasis (SCIP_LPI lpi, SCIP_LPISTATE lpistate)

SCIP_RETCODE	SCIPlpiReadState (SCIP_LPI lpi, const char fname)

SCIP_RETCODE	SCIPlpiWriteState (SCIP_LPI lpi, const char fname)

LP Pricing Norms Methods
SCIP_RETCODE	SCIPlpiGetNorms (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPINORMS **lpinorms)

SCIP_RETCODE	SCIPlpiSetNorms (SCIP_LPI lpi, BMS_BLKMEM blkmem, const SCIP_LPINORMS *lpinorms)

SCIP_RETCODE	SCIPlpiFreeNorms (SCIP_LPI lpi, BMS_BLKMEM blkmem, SCIP_LPINORMS **lpinorms)

Parameter Methods
SCIP_RETCODE	SCIPlpiGetIntpar (SCIP_LPI lpi, SCIP_LPPARAM type, int ival)

SCIP_RETCODE	SCIPlpiSetIntpar (SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)

SCIP_RETCODE	SCIPlpiGetRealpar (SCIP_LPI lpi, SCIP_LPPARAM type, SCIP_Real dval)

SCIP_RETCODE	SCIPlpiSetRealpar (SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)

Numerical Methods
SCIP_Real	SCIPlpiInfinity (SCIP_LPI *lpi)

SCIP_Bool	SCIPlpiIsInfinity (SCIP_LPI *lpi, SCIP_Real val)

File Interface Methods
static SCIP_Bool	fileExists (const char *filename)

SCIP_RETCODE	SCIPlpiReadLP (SCIP_LPI lpi, const char fname)

SCIP_RETCODE	SCIPlpiWriteLP (SCIP_LPI lpi, const char fname)

Macro Definition Documentation

◆ CLP_VERSION

#define CLP_VERSION VERSION

Definition at line 68 of file lpi_clp.cpp.

Referenced by SCIPlpiGetSolverName().

◆ SUMINFEASBOUND

#define SUMINFEASBOUND 1.0e-3

Definition at line 92 of file lpi_clp.cpp.

Referenced by SCIPlpiGetSolFeasibility().

◆ COLS_PER_PACKET

#define COLS_PER_PACKET SCIP_DUALPACKETSIZE

Definition at line 118 of file lpi_clp.cpp.

Referenced by colpacketNum().

◆ ROWS_PER_PACKET

#define ROWS_PER_PACKET SCIP_DUALPACKETSIZE

Definition at line 120 of file lpi_clp.cpp.

Referenced by rowpacketNum().

Typedef Documentation

◆ COLPACKET

typedef SCIP_DUALPACKET COLPACKET

Definitions for storing basis status (copied from lpi_spx.cpp)

Definition at line 117 of file lpi_clp.cpp.

◆ ROWPACKET

typedef SCIP_DUALPACKET ROWPACKET

Definition at line 119 of file lpi_clp.cpp.

Function Documentation

◆ ensureCstatMem()

static SCIP_RETCODE ensureCstatMem	(	SCIP_LPI *	lpi,
		int	num
	)

static

resizes cstat array to have at least num entries

Parameters

lpi	LP interface structure
num	minimal number of entries in array

Definition at line 140 of file lpi_clp.cpp.

References BMSreallocMemoryArray, SCIP_LPi::cstat, SCIP_LPi::cstatsize, MAX, NULL, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiGetState(), and SCIPlpiSetState().

◆ ensureRstatMem()

static SCIP_RETCODE ensureRstatMem	(	SCIP_LPI *	lpi,
		int	num
	)

static

resizes rstat array to have at least num entries

Parameters

lpi	LP interface structure
num	minimal number of entries in array

Definition at line 162 of file lpi_clp.cpp.

References BMSreallocMemoryArray, MAX, NULL, SCIP_LPi::rstat, SCIP_LPi::rstatsize, SCIP_ALLOC, and SCIP_OKAY.

Referenced by SCIPlpiGetState(), and SCIPlpiSetState().

◆ colpacketNum()

static int colpacketNum ( int ncols )

static

returns the number of packets needed to store column packet information

Parameters

ncols number of columns to store

Definition at line 191 of file lpi_clp.cpp.

References COLS_PER_PACKET.

Referenced by lpistateCreate(), and lpistateFree().

◆ rowpacketNum()

static int rowpacketNum ( int nrows )

static

returns the number of packets needed to store row packet information

Parameters

nrows number of rows to store

Definition at line 200 of file lpi_clp.cpp.

References ROWS_PER_PACKET.

Referenced by lpistateCreate(), and lpistateFree().

◆ lpistatePack()

static void lpistatePack	(	SCIP_LPISTATE *	lpistate,
		const int *	cstat,
		const int *	rstat
	)

static

store row and column basis status in a packed LPi state object

Parameters

lpistate	pointer to LPi state data
cstat	basis status of columns in unpacked format
rstat	basis status of rows in unpacked format

Definition at line 209 of file lpi_clp.cpp.

References SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_LPiState::packcstat, SCIP_LPiState::packrstat, and SCIPencodeDualBit().

Referenced by SCIPlpiGetState().

◆ lpistateUnpack()

static void lpistateUnpack	(	const SCIP_LPISTATE *	lpistate,
		int *	cstat,
		int *	rstat
	)

static

unpacks row and column basis status from a packed LPi state object

Parameters

lpistate	pointer to LPi state data
cstat	buffer for storing basis status of columns in unpacked format
rstat	buffer for storing basis status of rows in unpacked format

Definition at line 225 of file lpi_clp.cpp.

References SCIP_LPiState::ncols, SCIP_LPiState::nrows, SCIP_LPiState::packcstat, SCIP_LPiState::packrstat, and SCIPdecodeDualBit().

Referenced by SCIPlpiSetState().