lpi_cpx.c
Go to the documentation of this file.
31 /*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
53 /* this macro is only called in functions returning SCIP_Bool; thus, we return FALSE if there is an error in optimized mode */
65 /* At several places we need to guarantee to have a factorization of an optimal basis and call the simplex to produce
66 * it. In a numerical perfect world, this should need no iterations. However, due to numerical inaccuracies after
68 #define CPX_REFACTORMAXITERS 50 /* maximal number of iterations allowed for producing a refactorization of the basis */
70 /* CPLEX seems to ignore bounds with absolute value less than 1e-10. There is no interface define for this constant yet,
74 typedef SCIP_DUALPACKET COLPACKET; /* each column needs two bits of information (basic/on_lower/on_upper) */
76 typedef SCIP_DUALPACKET ROWPACKET; /* each row needs two bit of information (basic/on_lower/on_upper) */
164 SCIP_Real conditionlimit; /**< maximum condition number of LP basis counted as stable (-1.0: no limit) */
170 #if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
171 int pseudonthreads; /**< number of threads that SCIP set for the LP solver, but due to CPLEX bug,
362 /* because the basis status values are equally defined in SCIP and CPLEX, they don't need to be transformed */
487 CHECK_ZERO( lpi->messagehdlr, CPXgetintparam(lpi->cpxenv, intparam[i], &(cpxparam->intparval[i])) );
491 CHECK_ZERO( lpi->messagehdlr, CPXgetdblparam(lpi->cpxenv, dblparam[i], &(cpxparam->dblparval[i])) );
514 /* due to a bug in CPLEX 12.7.0 and CPLEX 12.7.1, we need to disable scaling for these versions */
554 CHECK_ZERO( lpi->messagehdlr, CPXsetintparam(lpi->cpxenv, intparam[i], lpi->curparam.intparval[i]) );
565 CHECK_ZERO( lpi->messagehdlr, CPXsetdblparam(lpi->cpxenv, dblparam[i], lpi->curparam.dblparval[i]) );
770 * -> To keep SCIP's meaning of the rhs value, we would like to use negative range values: rng := lhs - rhs,
778 * -> Because of this bug, we have to use an additional rhsarray[] for the converted right hand sides and
779 * use rhsarray[i] = lhs[i] and rngarray[i] = rhs[i] - lhs[i] for ranged rows to keep the range values
848 /** converts CPLEX's sen/rhs/rng triplets into SCIP's lhs/rhs pairs, only storing the left hand side */
896 /** converts CPLEX's sen/rhs/rng triplets into SCIP's lhs/rhs pairs, only storing the right hand side */
962 /** after restoring the old lp data in CPLEX we need to resolve the lp to be able to retrieve correct information */
970 /* modifying the LP, restoring the old LP, and loading the old basis is not enough for CPLEX to be able to return the
973 * this may happen after manual strong branching on an integral variable, or after conflict analysis on a strong
974 * branching conflict created a constraint that is not able to modify the LP but trigger the additional call of the
977 * In a numerical perfect world, CPX_REFACTORMAXITERS below should be zero. However, due to numerical inaccuracies
983 SCIPmessagePrintWarning(lpi->messagehdlr, "CPLEX needed %d phase 1 iterations to restore optimal basis.\n", CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp));
985 SCIPmessagePrintWarning(lpi->messagehdlr, "CPLEX needed %d iterations to restore optimal basis.\n", CPXgetitcnt(lpi->cpxenv, lpi->cpxlp));
1012 (void) snprintf(cpxname, 100, "CPLEX %d.%d.%d.%d", CPX_VERSION_VERSION, CPX_VERSION_RELEASE, CPX_VERSION_MODIFICATION, CPX_VERSION_FIX);
1014 (void) sprintf(cpxname, 100, "CPLEX %d.%d.%d.%d", CPX_VERSION/100, (CPX_VERSION%100)/10, CPX_VERSION%10, CPX_SUBVERSION);
1042 int* intInfo /**< integrality array (0: continuous, 1: integer). May be NULL iff ncols is 0. */
1099 assert(sizeof(SCIP_Real) == sizeof(double)); /* CPLEX only works with doubles as floating points */ /*lint !e506*/
1111 #if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
1112 /* manually set number of threads to 1 to avoid huge system load due to CPLEX bug (version 1100) or segmentation fault (version 1220) */
1116 #ifdef SCIP_DISABLED_CODE /* turning presolve off seems to be faster than turning it off on demand (if presolve detects infeasibility) */
1281 CHECK_ZERO( lpi->messagehdlr, CPXcopylpwnames(lpi->cpxenv, lpi->cpxlp, ncols, nrows, cpxObjsen(objsen), obj,
1282 lpi->rhsarray, lpi->senarray, beg, cnt, ind, val, lb, ub, lpi->rngarray, colnames, rownames) );
1303 const int* beg, /**< start index of each column in ind- and val-array, or NULL if nnonz == 0 */
1327 /* perform check that no new rows are added - this is forbidden, see the CPLEX documentation */
1339 CHECK_ZERO( lpi->messagehdlr, CPXaddcols(lpi->cpxenv, lpi->cpxlp, ncols, nnonz, obj, beg, ind, val, lb, ub, colnames) );
1343 CHECK_ZERO( lpi->messagehdlr, CPXnewcols(lpi->cpxenv, lpi->cpxlp, ncols, obj, lb, ub, NULL, colnames) );
1359 assert(0 <= firstcol && firstcol <= lastcol && lastcol < CPXgetnumcols(lpi->cpxenv, lpi->cpxlp));
1370 /** deletes columns from SCIP_LP; the new position of a column must not be greater that its old position */
1439 CHECK_ZERO( lpi->messagehdlr, CPXaddrows(lpi->cpxenv, lpi->cpxlp, 0, nrows, nnonz, lpi->rhsarray, lpi->senarray, beg, ind, val, NULL,
1444 CHECK_ZERO( lpi->messagehdlr, CPXnewrows(lpi->cpxenv, lpi->cpxlp, nrows, lpi->rhsarray, lpi->senarray, NULL, rownames) );
1455 CHECK_ZERO( lpi->messagehdlr, CPXchgrngval(lpi->cpxenv, lpi->cpxlp, rngcount, lpi->rngindarray, lpi->rngarray) );
1471 assert(0 <= firstrow && firstrow <= lastrow && lastrow < CPXgetnumrows(lpi->cpxenv, lpi->cpxlp));
1482 /** deletes rows from SCIP_LP; the new position of a row must not be greater that its old position */
1573 CHECK_ZERO( lpi->messagehdlr, CPXchgbds(lpi->cpxenv, lpi->cpxlp, ncols, ind, lpi->larray, (SCIP_Real*)lb) );
1574 CHECK_ZERO( lpi->messagehdlr, CPXchgbds(lpi->cpxenv, lpi->cpxlp, ncols, ind, lpi->uarray, (SCIP_Real*)ub) );
1625 CHECK_ZERO( lpi->messagehdlr, CPXchgsense(lpi->cpxenv, lpi->cpxlp, nrows, ind, lpi->senarray) );
1638 CHECK_ZERO( lpi->messagehdlr, CPXchgrngval(lpi->cpxenv, lpi->cpxlp, rngcount, lpi->rngindarray, lpi->rngarray) );
1711 /** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
1736 SCIP_CALL( SCIPlpiGetRows(lpi, row, row, &lhs, &rhs, &nnonz, &beg, lpi->indarray, lpi->valarray) );
1765 /** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
1793 SCIP_CALL( SCIPlpiGetCols(lpi, col, col, &lb, &ub, &nnonz, &beg, lpi->indarray, lpi->valarray) );
1892 /** gets columns from LP problem object; the arrays have to be large enough to store all values
1911 assert(0 <= firstcol && firstcol <= lastcol && lastcol < CPXgetnumcols(lpi->cpxenv, lpi->cpxlp));
1913 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1959 assert(0 <= firstrow && firstrow <= lastrow && lastrow < CPXgetnumrows(lpi->cpxenv, lpi->cpxlp));
1961 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1969 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, firstrow, lastrow) );
1970 CHECK_ZERO( lpi->messagehdlr, CPXgetrhs(lpi->cpxenv, lpi->cpxlp, lpi->rhsarray, firstrow, lastrow) );
1980 CHECK_ZERO( lpi->messagehdlr, CPXgetrngval(lpi->cpxenv, lpi->cpxlp, lpi->rngarray, firstrow, lastrow) );
2005 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
2007 int namestoragesize, /**< size of namestorage (if 0, storageleft returns the storage needed) */
2008 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2020 assert(0 <= firstcol && firstcol <= lastcol && lastcol < CPXgetnumcols(lpi->cpxenv, lpi->cpxlp));
2024 retcode = CPXgetcolname(lpi->cpxenv, lpi->cpxlp, colnames, namestorage, namestoragesize, storageleft, firstcol, lastcol);
2039 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
2041 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
2042 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2054 assert(0 <= firstrow && firstrow <= lastrow && lastrow < CPXgetnumrows(lpi->cpxenv, lpi->cpxlp));
2058 retcode = CPXgetrowname(lpi->cpxenv, lpi->cpxlp, rownames, namestorage, namestoragesize, storageleft, firstrow, lastrow);
2078 assert(CPXgetobjsen(lpi->cpxenv, lpi->cpxlp) == CPX_MIN || CPXgetobjsen(lpi->cpxenv, lpi->cpxlp) == CPX_MAX);
2082 *objsen = (CPXgetobjsen(lpi->cpxenv, lpi->cpxlp) == CPX_MIN) ? SCIP_OBJSEN_MINIMIZE : SCIP_OBJSEN_MAXIMIZE;
2159 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, firstrow, lastrow) );
2160 CHECK_ZERO( lpi->messagehdlr, CPXgetrhs(lpi->cpxenv, lpi->cpxlp, lpi->rhsarray, firstrow, lastrow) );
2170 CHECK_ZERO( lpi->messagehdlr, CPXgetrngval(lpi->cpxenv, lpi->cpxlp, lpi->rngarray, firstrow, lastrow) );
2248 /* due to a bug in CPLEX 12.7.1.0, we need to enable presolving on trivial problems (see comment below) */
2263 CHECK_ZERO( lpi->messagehdlr, CPXsetintparam(lpi->cpxenv, CPX_PARAM_PREIND, presolving) ); /*lint !e644*/
2280 /* CPLEX outputs an error if the status is CPX_STAT_INForUNBD and the iterations are determined */
2282 lpi->iterations = CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2286 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, NULL, &primalfeasible, &dualfeasible) );
2292 /* CPLEX 12.7.1.0 primal simplex without presolve (called next in certain situations) does not return on a problem like
2294 * With this workaround, we claim that LPs without rows, which are returned as infeasible-or-unbounded by CPLEX with presolve,
2295 * are in fact unbounded. This assumes that CPLEX with presolve checked that no variable has an empty domain before.
2311 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2312 SCIPdebugMessage("presolver may have solved the problem -> calling CPLEX primal simplex again without presolve\n");
2333 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2335 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2344 SCIPerrorMessage("CPLEX primal simplex returned CPX_STAT_INForUNBD after presolving was turned off.\n");
2348 /* check whether the solution is basic: if Cplex, e.g., hits a time limit in data setup, this might not be the case,
2350 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2405 /* CPLEX outputs an error if the status is CPX_STAT_INForUNBD and the iterations are determined */
2407 lpi->iterations = CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2411 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, NULL, &primalfeasible, &dualfeasible) );
2422 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2423 SCIPdebugMessage("presolver may have solved the problem -> calling CPLEX dual simplex again without presolve\n");
2444 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2445 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, NULL, &primalfeasible, &dualfeasible) );
2447 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2456 SCIPerrorMessage("CPLEX dual simplex returned CPX_STAT_INForUNBD after presolving was turned off\n");
2460 /* check whether the solution is basic: if Cplex, e.g., hits a time limit in data setup, this might not be the case,
2463 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2468 /* this fixes the strange behavior of CPLEX, that in case of the objective limit exceedance, it returns the
2470 * (using this "wrong" dual solution can cause column generation algorithms to fail to find an improving column)
2492 SCIPdebugMessage("dual solution %g does not exceed objective limit [%g,%g] (%d iterations) -> calling CPLEX dual simplex again for one iteration\n",
2514 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2536 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2539 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2547 /** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
2582 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2593 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2597 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2598 SCIPdebugMessage("CPLEX returned INForUNBD -> calling CPLEX barrier again without presolve\n");
2615 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2685 *down = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJULIM) : getDblParam(lpi, CPX_PARAM_OBJLLIM);
2691 *down = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJLLIM) : getDblParam(lpi, CPX_PARAM_OBJULIM);
2703 *down = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJULIM) : getDblParam(lpi, CPX_PARAM_OBJLLIM);
2712 *up = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJULIM) : getDblParam(lpi, CPX_PARAM_OBJLLIM);
2718 *up = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJLLIM) : getDblParam(lpi, CPX_PARAM_OBJULIM);
2730 *up = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJLLIM) : getDblParam(lpi, CPX_PARAM_OBJULIM);
2789 SCIPdebugMessage("calling CPLEX strongbranching on fractional variable %d (%d iterations)\n", col, itlim);
2857 SCIPdebugMessage("calling CPLEX strongbranching on %d fractional variables (%d iterations)\n", ncols, itlim);
2916 SCIPdebugMessage("calling CPLEX strongbranching on variable %d with integral value (%d iterations)\n", col, itlim);
2923 SCIP_CALL( lpiStrongbranchIntegral(lpi, col, psol, itlim, down, up, downvalid, upvalid, iter) );
2955 SCIPdebugMessage("calling CPLEX strongbranching on %d variables with integer values (%d iterations)\n", ncols, itlim);
2964 SCIP_CALL( lpiStrongbranchIntegral(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
2995 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
2998 * Note that @a primalfeasible and @a dualfeasible should only return true if the solver has proved the respective LP to
2999 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
3000 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
3020 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, NULL, &pfeas, &dfeas) );
3027 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
3038 return (lpi->solstat == CPX_STAT_UNBOUNDED || lpi->solstat == CPX_STAT_OPTIMAL_FACE_UNBOUNDED);
3041 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
3053 return (lpi->solstat == CPX_STAT_UNBOUNDED && CPXgetmethod(lpi->cpxenv, lpi->cpxlp) == CPX_ALG_PRIMAL);
3072 /* If the solution status of CPLEX is CPX_STAT_UNBOUNDED, it only means, there is an unbounded ray,
3073 * but not necessarily a feasible primal solution. If primalfeasible == FALSE, we cannot conclude,
3076 return ((primalfeasible && (lpi->solstat == CPX_STAT_UNBOUNDED || lpi->solstat == CPX_STAT_INForUNBD))
3096 return (lpi->solstat == CPX_STAT_INFEASIBLE || (lpi->solstat == CPX_STAT_INForUNBD && dualfeasible));
3118 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
3131 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
3143 return (lpi->solstat == CPX_STAT_INFEASIBLE && CPXgetmethod(lpi->cpxenv, lpi->cpxlp) == CPX_ALG_DUAL);
3162 return (dualfeasible && (lpi->solstat == CPX_STAT_INFEASIBLE || lpi->solstat == CPX_STAT_INForUNBD));
3218 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
3219 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
3220 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
3235 /* The following workaround is not needed anymore for SCIP, since it tries to heuristically construct a feasible
3236 * solution or automatically resolves the problem if the status is "unbounded"; see SCIPlpGetUnboundedSol().
3239 /* If the solution status of CPLEX is CPX_STAT_UNBOUNDED, it only means, there is an unbounded ray,
3240 * but not necessarily a feasible primal solution. If primalfeasible == FALSE, we interpret this
3254 /* If the condition number of the basis should be checked, everything above the specified threshold is counted
3269 /* if the kappa could not be computed (e.g., because we do not have a basis), we cannot check the condition */
3323 /** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
3378 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
3399 CHECK_ZERO( lpi->messagehdlr, CPXsolution(lpi->cpxenv, lpi->cpxlp, &dummy, objval, primsol, dualsol, NULL, redcost) );
3404 CHECK_ZERO( lpi->messagehdlr, CPXgetax(lpi->cpxenv, lpi->cpxlp, activity, 0, CPXgetnumrows(lpi->cpxenv, lpi->cpxlp)-1) );
3466 * Such information is usually only available, if also a (maybe not optimal) solution is available.
3467 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
3502 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
3524 /** gets current basis status for columns and rows; arrays must be large enough to store the basis status */
3543 /* correct rstat values for "<=" constraints: Here CPX_AT_LOWER bound means that the slack is 0, i.e., the upper bound is tight */
3555 /* because the basis status values are equally defined in SCIP and CPLEX, they don't need to be transformed */
3590 /* because the basis status values are equally defined in SCIP and CPLEX, they don't need to be transformed */
3596 /* Copy rstat to internal structure and correct rstat values for ">=" constraints: Here CPX_AT_LOWER bound means that
3616 /** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
3631 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3636 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3648 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3649 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3675 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3680 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3687 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3703 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, &rowsense, basicrow, basicrow) );
3720 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3721 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3752 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3757 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3764 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3771 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, 0, nrows - 1) );
3784 if( basicrow >= 0 && basicrow < nrows && (lpi->senarray[basicrow] == 'G' || lpi->senarray[basicrow] == 'R') )
3794 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3795 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3801 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
3822 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3827 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3834 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3850 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, &rowsense, basicrow, basicrow) );
3869 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3870 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3897 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3902 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3909 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3916 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, 0, nrows - 1) );
3929 if( basicrow >= 0 && basicrow < nrows && (lpi->senarray[basicrow] == 'G' || lpi->senarray[basicrow] == 'R') )
3965 /* if there is no basis information available (e.g. after barrier without crossover), or no state can be saved; if
3982 SCIPdebugMessage("storing CPLEX LPI state in %p (%d cols, %d rows)\n", (void *) *lpistate, ncols, nrows);
3995 /** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
4022 SCIPdebugMessage("loading LPI state %p (%d cols, %d rows) into CPLEX LP with %d cols and %d rows\n",
4171 /* if there is no basis information available (e.g. after barrier without crossover), norms cannot be saved; if
4189 SCIPdebugMessage("storing CPLEX LPI pricing norms in %p (%d rows)\n", (void *) *lpinorms, nrows);
4192 retval = CPXgetdnorms(lpi->cpxenv, lpi->cpxlp, (*lpinorms)->norm, (*lpinorms)->head, &((*lpinorms)->normlen));
4194 /* if CPLEX used the primal simplex in the last optimization call, we do not have dual norms (error 1264) */
4212 /** loads LPi pricing norms into solver; note that the LP might have been extended with additional
4242 CHECK_ZERO( lpi->messagehdlr, CPXcopydnorms(lpi->cpxenv, lpi->cpxlp, lpinorms->norm, lpinorms->head, lpinorms->normlen) );
4278 * CPLEX supported FASTMIP in versions up to 12.6.1. FASTMIP fastens the lp solving process but therefor it might happen
4279 * that there will be a loss in precision (because e.g. the optimal basis will not be factorized again).
4327 #if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
4328 /* Due to CPLEX bug, we always set the thread count to 1. In order to fulfill an assert in lp.c, we have to
4430 #if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
4431 /* Due to CPLEX bug, we always set the thread count to 1. In order to fulfill an assert in lp.c, we have to
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_cpx.c:1090
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
Definition: lpi_cpx.c:4344
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)
Definition: lpi_cpx.c:2829
Definition: type_lpi.h:58
Definition: type_lpi.h:60
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
Definition: lpi_cpx.c:4281
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
Definition: lpi_cpx.c:4215
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
Definition: lpi_cpx.c:3431
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
Definition: lpi_cpx.c:1645
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
Definition: lpi_cpx.c:3525
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
Definition: lpi_cpx.c:2088
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_cpx.c:4094
Definition: type_lpi.h:41
void SCIPdecodeDualBit(const SCIP_DUALPACKET *inp, int *out, int count)
Definition: bitencode.c:299
interface methods for specific LP solvers
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
Definition: lpi_cpx.c:2548
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)
Definition: lpi_cpx.c:1393
Definition: type_lpi.h:51
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
Definition: lpi_cpx.c:4596
Definition: type_lpi.h:75
static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
Definition: lpi_cpx.c:430
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: lpi_cpx.c:3081
Definition: struct_message.h:36
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3873
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
Definition: lpi_cpx.c:2739
Definition: type_lpi.h:92
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_cpx.c:4155
static SCIP_RETCODE ensureSidechgMem(SCIP_LPI *lpi, int num)
Definition: lpi_cpx.c:231
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
Definition: lpi_cpx.c:1462
Definition: type_lpi.h:50
static void lpistatePack(SCIP_LPISTATE *lpistate, const int *cstat, const int *rstat)
Definition: lpi_cpx.c:398
SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
Definition: lpi_cpx.c:2180
static void reconvertBothSides(SCIP_LPI *lpi, int nrows, SCIP_Real *lhs, SCIP_Real *rhs)
Definition: lpi_cpx.c:793
SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3724
static SCIP_RETCODE getParameterValues(SCIP_LPI *lpi, SCIP_CPXPARAM *cpxparam)
Definition: lpi_cpx.c:473
Definition: lpi_cpx.c:188
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)
Definition: lpi_cpx.c:1221
Definition: type_lpi.h:52
Definition: type_lpi.h:73
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
Definition: lpi_cpx.c:1768
static SCIP_RETCODE setParameterValues(SCIP_LPI *const lpi, SCIP_CPXPARAM *const cpxparam)
Definition: lpi_cpx.c:529
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_cpx.c:4104
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)
Definition: lpi_cpx.c:2765
Definition: type_lpi.h:93
packing single and dual bit values
Definition: type_retcode.h:36
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
Definition: lpi_cpx.c:3003
static void lpistateUnpack(const SCIP_LPISTATE *lpistate, int *cstat, int *rstat)
Definition: lpi_cpx.c:414
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
Definition: lpi_cpx.c:3565
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_cpx.c:4643
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_cpx.c:2035
Definition: type_lpi.h:34
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
Definition: lpi_cpx.c:1039
static SCIP_RETCODE pricing(SCIP *scip, SCIP_PRICER *pricer, SCIP_Real *lowerbound, SCIP_Bool farkas)
Definition: pricer_stp.c:176
SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
Definition: lpi_cpx.c:1666
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
Definition: lpi_cpx.c:3347
Definition: type_lpi.h:44
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
Definition: lpi_cpx.c:3324
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:418
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
Definition: lpi_cpx.c:1350
Definition: type_retcode.h:33
Definition: type_lpi.h:33
SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
Definition: lpi_cpx.c:2138
Definition: type_lpi.h:45
static void setIntParam(SCIP_LPI *lpi, int const param, int const parval)
Definition: lpi_cpx.c:644
SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
Definition: lpi_cpx.c:1597
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)
Definition: lpi_cpx.c:2929
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)
Definition: lpi_cpx.c:1295
Definition: type_retcode.h:46
Definition: type_lpi.h:53
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_cpx.c:4248
void SCIPencodeDualBit(const int *inp, SCIP_DUALPACKET *out, int count)
Definition: bitencode.c:229
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_cpx.c:1534
Definition: type_lpi.h:71
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3798
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
Definition: lpi_cpx.c:1712
static void setDblParam(SCIP_LPI *lpi, int const param, double parval)
Definition: lpi_cpx.c:669
Definition: type_lpi.h:74
Definition: type_lpi.h:70
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
Definition: lpi_cpx.c:4497
SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
Definition: lpi_cpx.c:2109
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)
Definition: lpi_cpx.c:1896
Definition: type_lpi.h:57
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)
Definition: lpi_cpx.c:1940
Definition: type_lpi.h:43
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_cpx.c:1689
Definition: type_lpi.h:42
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
Definition: lpi_cpx.c:3617
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_cpx.c:2001
Definition: type_lpi.h:47
static SCIP_RETCODE checkParameterValues(SCIP_LPI *const lpi)
Definition: lpi_cpx.c:499
SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_cpx.c:3381
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_cpx.c:3950
static void copyParameterValues(SCIP_CPXPARAM *dest, SCIP_CPXPARAM *const source)
Definition: lpi_cpx.c:576
Definition: type_retcode.h:40
Definition: lpi_clp.cpp:123
SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
Definition: lpi_cpx.c:3998
public methods for message output
Definition: type_lpi.h:82
static SCIP_RETCODE ensureBoundchgMem(SCIP_LPI *lpi, int num)
Definition: lpi_cpx.c:202
Definition: type_lpi.h:72
Definition: lpi_clp.cpp:95
Definition: type_lpi.h:49
static void convertSides(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, int indoffset, int *rngcount)
Definition: lpi_cpx.c:729
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)
Definition: lpi_cpx.c:2895
static void reconvertSides(SCIP_LPI *lpi, int nrows, SCIP_Real *lhs, SCIP_Real *rhs)
Definition: lpi_cpx.c:946
static void reconvertLhs(SCIP_LPI *lpi, int nrows, SCIP_Real *lhs)
Definition: lpi_cpx.c:850
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3652
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_cpx.c:4075
static void reconvertRhs(SCIP_LPI *lpi, int nrows, SCIP_Real *rhs)
Definition: lpi_cpx.c:898
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
Definition: lpi_cpx.c:3451
Definition: type_lpi.h:69
Definition: type_lpi.h:46
Definition: type_lpi.h:83
SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
Definition: lpi_cpx.c:4451
Definition: type_retcode.h:35
Definition: type_retcode.h:43
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
Definition: lpi_cpx.c:3411
static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
Definition: lpi_cpx.c:451
Definition: type_lpi.h:85
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
Definition: lpi_cpx.c:3469
Definition: type_lpi.h:48
Definition: type_lpi.h:84
static SCIP_RETCODE lpiStrongbranchIntegral(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_cpx.c:2633
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_cpx.c:4122
Definition: lpi_cpx.c:126
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
Definition: lpi_cpx.c:2069