lpi_grb.c
Go to the documentation of this file.
30 /*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
44 #if ( GRB_VERSION_MAJOR < 6 || ( GRB_VERSION_MAJOR == 7 && GRB_VERSION_MINOR == 0 && GRB_VERSION_TECHNICAL < 2 ) )
54 SCIPmessagePrintWarning((messagehdlr), "Gurobi error %d: %s\n", _restat_, GRBgeterrormsg(grbenv)); \
64 #define SCIP_DUALPACKETSIZE (sizeof(SCIP_DUALPACKET)*4) /**< each entry needs two bits of information */
66 typedef SCIP_DUALPACKET COLPACKET; /**< each column needs two bits of information (basic/on_lower/on_upper) */
68 typedef SCIP_DUALPACKET ROWPACKET; /**< each row needs two bit of information (basic/on_lower/on_upper) */
72 /* At several places we need to guarantee to have a factorization of an optimal basis and call the simplex to produce
73 * it. In a numerical perfect world, this should need no iterations. However, due to numerical inaccuracies after
75 #define GRB_REFACTORMAXITERS 50 /**< maximal number of iterations allowed for producing a refactorization of the basis */
151 SCIP_Real conditionlimit; /**< maximum condition number of LP basis counted as stable (-1.0: no limit) */
409 CHECK_ZERO( lpi->messagehdlr, GRBsetintattrarray(lpi->grbmodel, GRB_INT_ATTR_VBASIS, 0, ncols, lpi->cstat) );
410 CHECK_ZERO( lpi->messagehdlr, GRBsetintattrarray(lpi->grbmodel, GRB_INT_ATTR_CBASIS, 0, nrows, lpi->rstat) );
443 /* The basis information for Gurobi is negative. So we cannot use the functions in bitencode.h/c. The functions below are a modified copy. */
453 static const SCIP_DUALPACKET mask[SCIP_DUALPACKETSIZE][4] = { /* if the packet size changes, the mask has to be updated */
483 for( i = 0; i < nfull; i += (int)SCIP_DUALPACKETSIZE, inp += (int)SCIP_DUALPACKETSIZE ) /*lint !e679*/
640 SCIP_ALLOC( BMSallocBlockMemoryArray(blkmem, &(*lpistate)->packcstat, colpacketNum(ncols + nrngrows)) );
657 BMSfreeBlockMemoryArrayNull(blkmem, &(*lpistate)->packcstat, colpacketNum((*lpistate)->ncols + (*lpistate)->nrngrows));
685 CHECK_ZERO( lpi->messagehdlr, GRBgetintparam(lpi->grbenv, intparam[i], &(grbparam->intparval[i])) );
689 CHECK_ZERO( lpi->messagehdlr, GRBgetdblparam(lpi->grbenv, dblparam[i], &(grbparam->dblparval[i])) );
737 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, intparam[i], lpi->curparam.intparval[i]) );
747 CHECK_ZERO( lpi->messagehdlr, GRBsetdblparam(lpi->grbenv, dblparam[i], lpi->curparam.dblparval[i]) );
1002 /** after restoring old LP data, need to resolve the LP to be able to retrieve correct information */
1011 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL) );
1018 /* modifying the LP, restoring the old LP, and loading the old basis is not enough for Gurobi to be able to return
1021 * In a numerical perfect world, GRB_REFACTORMAXITERS below should be zero. However, due to numerical inaccuracies
1026 SCIPmessagePrintWarning(lpi->messagehdlr, "Gurobi needed %d iterations to restore optimal basis.\n", (int) cnt);
1096 CHECK_ZERO( lpi->messagehdlr, GRBaddvar(lpi->grbmodel, 1, &row, &coeff, 0.0, 0.0, lpi->rngvals[i], GRB_CONTINUOUS, NULL) );
1259 int* intInfo /**< integrality array (0: continuous, 1: integer). May be NULL iff ncols is 0. */
1314 assert(sizeof(SCIP_Real) == sizeof(double)); /*lint !e506*/ /* Gurobi only works with doubles as floating points */
1315 assert(sizeof(SCIP_Bool) == sizeof(int)); /*lint !e506*/ /* Gurobi only works with ints as bools */
1341 CHECK_ZERO( messagehdlr, GRBnewmodel(grbenv, &(*lpi)->grbmodel, name, 0, NULL, NULL, NULL, NULL, NULL) );
1508 CHECK_ZERO( lpi->messagehdlr, GRBloadmodel(lpi->grbenv, &(lpi->grbmodel), NULL, ncols, nrows, grbobjsen, 0.0, (SCIP_Real*)obj,
1509 lpi->senarray, lpi->rhsarray, (int*)beg, cnt, (int*)ind, (SCIP_Real*)val, (SCIP_Real*)lb, (SCIP_Real*)ub, NULL, colnames, rownames) );
1551 const int* beg, /**< start index of each column in ind- and val-array, or NULL if nnonz == 0 */
1591 /**@todo Save and restore basis - currently, the basis is destroyed if we discard (and later re-add) range variables */
1596 CHECK_ZERO( lpi->messagehdlr, GRBaddvars(lpi->grbmodel, ncols, nnonz, (int*)beg, (int*)ind, (SCIP_Real*)val,
1648 /** deletes columns from LP; the new position of a column must not be greater that its old position */
1757 CHECK_ZERO( lpi->messagehdlr, GRBaddconstrs(lpi->grbmodel, nrows, nnonz, (int*)beg, (int*)ind, (SCIP_Real*)val, lpi->senarray, lpi->rhsarray, rownames) );
1855 /* For simplicity, just delete all range variables from Gurobi LP - it would suffice to only delete those
1881 /** deletes rows from SCIP_LP; the new position of a row must not be greater that its old position */
2014 CHECK_ZERO( lpi->messagehdlr, GRBnewmodel(lpi->grbenv, &(lpi->grbmodel), "", 0, NULL, NULL, NULL, NULL, NULL) );
2063 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrlist(lpi->grbmodel, GRB_DBL_ATTR_LB, ncols, (int*)ind, (SCIP_Real*)lb) );
2064 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrlist(lpi->grbmodel, GRB_DBL_ATTR_UB, ncols, (int*)ind, (SCIP_Real*)ub) );
2099 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrlist(lpi->grbmodel, GRB_DBL_ATTR_RHS, nrows, (int*)ind, lpi->rhsarray) );
2100 CHECK_ZERO( lpi->messagehdlr, GRBsetcharattrlist(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, nrows, (int*)ind, lpi->senarray) );
2137 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_UB, ncols+rngrowidx, lpi->rngvals[rngrowidx]) );
2172 /**@todo Save and restore basis - currently, the basis is destroyed if we discard (and later re-add) range variables */
2220 SCIPdebugMessage("changing coefficient row %d, column %d in Gurobi to %g\n", row, col, newval);
2250 CHECK_ZERO( lpi->messagehdlr, GRBsetintattr(lpi->grbmodel, GRB_INT_ATTR_MODELSENSE, grbobjsen) );
2273 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrlist(lpi->grbmodel, GRB_DBL_ATTR_OBJ, ncols, (int*)ind, (SCIP_Real*)obj) );
2279 /** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
2305 SCIP_CALL( SCIPlpiGetRows(lpi, row, row, &lhs, &rhs, &nnonz, &beg, lpi->indarray, lpi->valarray) );
2336 /** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
2365 SCIP_CALL( SCIPlpiGetCols(lpi, col, col, &lb, &ub, &nnonz, &beg, lpi->indarray, lpi->valarray) );
2474 /** gets columns from LP problem object; the arrays have to be large enough to store all values;
2493 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
2506 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_LB, firstcol, lastcol-firstcol+1, lb) );
2507 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_UB, firstcol, lastcol-firstcol+1, ub) );
2513 CHECK_ZERO( lpi->messagehdlr, GRBgetvars(lpi->grbmodel, nnonz, beg, ind, val, firstcol, lastcol-firstcol+1) );
2538 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
2554 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_RHS, firstrow, lastrow-firstrow+1, lpi->rhsarray) );
2555 CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, firstrow, lastrow-firstrow+1, lpi->senarray) );
2566 CHECK_ZERO( lpi->messagehdlr, GRBgetconstrs(lpi->grbmodel, nnonz, beg, ind, val, firstrow, lastrow-firstrow+1) );
2601 memmove(&ind[newnz], &ind[thebeg], ((size_t) (theend - thebeg)) * sizeof(*ind)); /*lint !e776 !e571*/
2602 memmove(&val[newnz], &val[thebeg], ((size_t) (theend - thebeg)) * sizeof(*val)); /*lint !e776 !e571*/
2620 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
2622 int namestoragesize, /**< size of namestorage (if 0, storageleft returns the storage needed) */
2623 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2642 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
2644 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
2645 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2673 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_MODELSENSE, &grbobjsen) );
2696 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_OBJ, firstcol, lastcol-firstcol+1, vals) );
2724 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_LB, firstcol, lastcol-firstcol+1, lbs) );
2729 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_UB, firstcol, lastcol-firstcol+1, ubs) );
2753 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_RHS, firstrow, lastrow-firstrow+1, lpi->rhsarray) );
2754 CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, firstrow, lastrow-firstrow+1, lpi->senarray) );
2828 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_METHOD, GRB_METHOD_PRIMAL) );
2851 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_STATUS, &lpi->solstat) );
2853 SCIPdebugMessage("Gurobi primal simplex needed %d iterations to gain LP status %d\n", (int) cnt, lpi->solstat);
2855 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2865 SCIPdebugMessage("presolver may have solved the problem -> calling Gurobi primal simplex again without presolve\n");
2868 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_PRESOLVE, GRB_PRESOLVE_OFF) );
2883 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_STATUS, &lpi->solstat) );
2884 SCIPdebugMessage(" -> Gurobi returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2893 SCIPerrorMessage("Gurobi primal simplex returned GRB_INF_OR_UNBD after presolving was turned off\n");
2899 /* Unbounded means that there exists an unbounded primal ray. However, this does not state whether the problem is
2913 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_OBJ, 0, ncols, objcoefs) );
2916 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_OBJ, 0, ncols, zeroobjcoefs) );
2919 CHECK_ZERO( lpi->messagehdlr, GRBgetdblparam(lpi->grbenv, GRB_DBL_PAR_CUTOFF, &oldobjcutoff) );
2921 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_MODELSENSE, &grbobjsen) );
2928 CHECK_ZERO( lpi->messagehdlr, GRBsetdblparam(lpi->grbenv, GRB_DBL_PAR_CUTOFF, -GRB_INFINITY) );
2942 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_OBJ, 0, ncols, objcoefs) );
2971 /* GRB_LOADED, GRB_NODE_LIMIT, GRB_CUTOFF, GRB_SOLUTION_LIMIT, GRB_INTERRUPTED, GRB_NUMERIC, GRB_SUBOPTIMAL, GRB_INPROGRESS, GRB_USER_OBJ_LIMIT */
3022 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_METHOD, GRB_METHOD_DUAL) );
3034 CHECK_ZERO( lpi->messagehdlr, GRBgetintparam(lpi->grbenv, "GURO_PAR_PRIMDUALSWITCH", &oldprimdual) );
3042 CHECK_ZERO( lpi->messagehdlr, GRBgetintparam(lpi->grbenv, GRB_INT_PAR_PRESOLVE, &oldpresolve) );
3045 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_PRESOLVE, GRB_PRESOLVE_OFF) );
3064 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_STATUS, &lpi->solstat) );
3066 SCIPdebugMessage("Gurobi dual simplex needed %d iterations to gain LP status %d\n", (int) cnt, lpi->solstat);
3075 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
3076 SCIPdebugMessage("presolver may have solved the problem -> calling Gurobi dual simplex again without presolve\n");
3079 CHECK_ZERO( lpi->messagehdlr, GRBsetintattr(lpi->grbmodel, GRB_INT_PAR_PRESOLVE, GRB_PRESOLVE_OFF) );
3095 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_STATUS, &lpi->solstat) );
3096 SCIPdebugMessage(" -> Gurobi returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
3099 CHECK_ZERO( lpi->messagehdlr, GRBsetintattr(lpi->grbmodel, GRB_INT_PAR_PRESOLVE, GRB_PRESOLVE_AUTO) );
3105 SCIPerrorMessage("Gurobi dual simplex returned GRB_INF_OR_UNBD after presolving was turned off.\n");
3115 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, "GURO_PAR_PRIMDUALSWITCH", oldprimdual) );
3119 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_PRESOLVE, oldpresolve) );
3125 /** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
3170 CHECK_ZERO( lpi->messagehdlr, GRBsetintparam(lpi->grbenv, GRB_INT_PAR_METHOD, GRB_METHOD_BARRIER) );
3193 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_STATUS, &lpi->solstat) );
3195 SCIPdebugMessage("Gurobi barrier needed %d iterations to gain LP status %d\n", (int) cnt, lpi->solstat);
3204 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
3205 SCIPdebugMessage("presolver may have solved the problem -> calling Gurobi barrier again without presolve\n");
3208 CHECK_ZERO( lpi->messagehdlr, GRBsetintattr(lpi->grbmodel, GRB_INT_PAR_PRESOLVE, GRB_PRESOLVE_OFF) );
3224 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_STATUS, &lpi->solstat) );
3225 SCIPdebugMessage(" -> Gurobi returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
3228 CHECK_ZERO( lpi->messagehdlr, GRBsetintattr(lpi->grbmodel, GRB_INT_PAR_PRESOLVE, GRB_PRESOLVE_AUTO) );
3314 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_LB, col, &oldlb) );
3315 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_UB, col, &oldub) );
3339 SCIPdebugMessage("strong branching down (%g) on x%d (%g) with %d iterations\n", newub, col, psol, itlim);
3341 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_UB, col, newub) );
3364 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_UB, col, oldub) );
3391 SCIPdebugMessage("strong branching up (%g) on x%d (%g) with %d iterations\n", newlb, col, psol, itlim);
3393 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_LB, col, newlb) );
3416 CHECK_ZERO( lpi->messagehdlr, GRBsetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_LB, col, oldlb) );
3506 SCIP_CALL( lpiStrongbranch(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3569 SCIP_CALL( lpiStrongbranch(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3600 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
3603 * Note that @a primalfeasible and @a dualfeasible should only return true if the solver has proved the respective LP to
3604 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
3605 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
3629 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
3643 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
3688 /* GRB_UNBOUNDED means that there exists a primal ray. SCIPlpiSolvePrimal() will determine whether the problem is
3689 * actually infeasible or (feasible and) unbounded. In the latter case, the status will be GRB_UNBOUNDED.
3752 /* If Gurobi cannot return the constraint violation, there is no feasible solution available. */
3769 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
3783 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
3888 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
3889 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
3890 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
3910 /* If the condition number of the basis should be checked, everything above the specified threshold is counted as
3924 /* if the kappa could not be computed (e.g., because we do not have a basis), we cannot check the condition */
4019 /** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
4036 * @note if the solution status is iteration limit reached (GRB_ITERATION_LIMIT), the objective value was not computed
4067 /* return minus infinity if value not available and we reached an iteration limit (see lpi_cpx) */
4070 /**@todo The following is some kind of hack which works with the current SCIP implementation and should be fixed. In
4071 * the case that the LP status is GRB_CUTOFF it might be that certain attributes cannot be queries (e.g., objval,
4072 * primal and dual solution), in this case we just return the installed cutoff value minus some epsilon. This is some
4073 * kind of hack for the code in conflict.c:7595 were some extra code handles CPLEX' FASTMIP case that is similar to
4100 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
4132 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_X, 0, ncols, primsol) );
4137 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_PI, 0, nrows, dualsol) );
4145 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_SLACK, 0, nrows, activity) );
4149 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_RHS, 0, nrows, lpi->rhsarray) );
4150 CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, 0, nrows, lpi->senarray) );
4162 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrelement(lpi->grbmodel, GRB_DBL_ATTR_X, ncols + lpi->rngrowmap[i], &solval) );
4186 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_RC, 0, ncols, redcost) );
4210 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_UNBDRAY, 0, ncols, ray) );
4234 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_FARKASDUAL, 0, nrows, dualfarkas) );
4260 * Such information is usually only available, if also a (maybe not optimal) solution is available.
4261 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
4312 /** gets current basis status for columns and rows; arrays must be large enough to store the basis status */
4336 CHECK_ZERO( lpi->messagehdlr, GRBgetintattrarray(lpi->grbmodel, GRB_INT_ATTR_CBASIS, 0, nrows, rstat) );
4337 CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, 0, nrows, lpi->senarray) );
4348 CHECK_ZERO( lpi->messagehdlr, GRBgetintattrelement(lpi->grbmodel, GRB_INT_ATTR_VBASIS, idx, &rstat[i]) );
4407 CHECK_ZERO( lpi->messagehdlr, GRBgetintattrarray(lpi->grbmodel, GRB_INT_ATTR_VBASIS, 0, ncols, cstat) );
4496 CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, i, 1, &sense) );
4508 CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, i, 1, &sense) );
4555 CHECK_ZERO( lpi->messagehdlr, GRBsetintattrarray(lpi->grbmodel, GRB_INT_ATTR_CBASIS, 0, nrows, lpi->rstat) );
4556 CHECK_ZERO( lpi->messagehdlr, GRBsetintattrarray(lpi->grbmodel, GRB_INT_ATTR_VBASIS, 0, ncols+lpi->nrngrows, lpi->cstat) );
4561 /** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
4626 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4627 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4724 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4725 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4784 /* get basis indices: entries that correspond to slack variables with coefficient -1 must be negated */
4833 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4834 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4842 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
4879 /* get basis indices, temporarily using memory of x.ind: if r corresponds to a slack variable with coefficient -1 we
4898 /* Copy sparse solution: Column indices ngrbcols and larger correspond to slack variables artificially introduced
4899 * by Gurobi; column indices ncols, ncols+1, ..., ngrbcols-1 correspond to slack variables introduced by the LPI
4946 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4947 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4990 /* get basis indices: entries that correspond to slack variables with coefficient -1 must be negated */
5096 /* In this case no basis information is available. Since SCIP expects the information to work in any case, we
5097 * allocate the lpistate, but do not use the packed information. This might happen if the model is infeasible,
5110 /** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
5137 SCIPdebugMessage("loading LPI state %p (%d cols, %d rows, %d ranged rows) into Gurobi LP with %d cols, %d rows, and %d ranged rows\n",
5138 (void*) lpistate, lpistate->ncols, lpistate->nrows, lpistate->nrngrows, ncols, nrows, lpi->nrngrows);
5153 memmove(&lpi->cstat[ncols], &lpi->cstat[lpistate->ncols], (size_t) lpistate->nrngrows * sizeof(*lpi->cstat)); /*lint !e571*/
5240 if ( l > 4 && fname[l-4] == '.' && fname[l-3] == 'b' && fname[l-2] == 'a' && fname[l-1] == 's' )
5269 if ( l > 4 && fname[l-4] == '.' && fname[l-3] == 'b' && fname[l-2] == 'a' && fname[l-1] == 's' )
5320 /* if there is no basis information available (e.g. after barrier without crossover), norms cannot be saved */
5329 CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_HASDUALNORM, &hasnorm) );
5344 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_VDUALNORM, 0, ncols, (*lpinorms)->colnorm) );
5345 CHECK_ZERO( lpi->messagehdlr, GRBgetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_CDUALNORM, 0, nrows, (*lpinorms)->rownorm) );
5350 /** loads LPi pricing norms into solver; note that the LP might have been extended with additional
5369 error = GRBsetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_VDUALNORM, 0, lpinorms->ncols, lpinorms->colnorm);
5376 SCIPmessagePrintWarning(lpi->messagehdlr, "Warning: setting dual variable norms failed with Gurobi error %d\n", error);
5381 error = GRBsetdblattrarray(lpi->grbmodel, GRB_DBL_ATTR_CDUALNORM, 0, lpinorms->nrows, lpinorms->rownorm);
5388 SCIPmessagePrintWarning(lpi->messagehdlr, "Warning: setting dual constraint norms failed with Gurobi error %d\n", error);
5462 assert( temp == GRB_PRESOLVE_AUTO || temp == GRB_PRESOLVE_OFF || temp == GRB_PRESOLVE_CONSERVATIVE || temp == GRB_PRESOLVE_AGGRESSIVE );
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_grb.c:1307
static SCIP_RETCODE setParameterValues(SCIP_LPI *lpi, GRBPARAM *grbparam)
Definition: lpi_grb.c:717
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
Definition: lpi_grb.c:5495
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_grb.c:3475
#define BMSfreeBlockMemoryArrayNull(mem, ptr, num)
Definition: memory.h:459
static SCIP_RETCODE getDblParam(SCIP_LPI *lpi, const char *param, double *p)
Definition: lpi_grb.c:823
Definition: type_lpi.h:58
Definition: type_lpi.h:60
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
Definition: lpi_grb.c:5429
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
Definition: lpi_grb.c:5353
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
Definition: lpi_grb.c:4216
static void lpistateUnpack(const SCIP_LPISTATE *lpistate, int *cstat, int *rstat)
Definition: lpi_grb.c:610
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
Definition: lpi_grb.c:2210
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
Definition: lpi_grb.c:4313
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
Definition: lpi_grb.c:2682
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_grb.c:5215
Definition: type_lpi.h:41
static SCIP_RETCODE ensureRngrowmapMem(SCIP_LPI *lpi, int num)
Definition: lpi_grb.c:287
interface methods for specific LP solvers
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
Definition: lpi_grb.c:3126
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_grb.c:1704
Definition: type_lpi.h:51
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
Definition: lpi_grb.c:5728
Definition: type_lpi.h:75
static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
Definition: lpi_grb.c:648
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: lpi_grb.c:3695
Definition: struct_message.h:36
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_grb.c:4952
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
Definition: lpi_grb.c:3245
Definition: type_lpi.h:92
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_grb.c:5303
static void lpistatePack(SCIP_LPISTATE *lpistate, const int *cstat, const int *rstat)
Definition: lpi_grb.c:594
static SCIP_RETCODE setDblParam(SCIP_LPI *lpi, const char *param, double parval)
Definition: lpi_grb.c:848
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
Definition: lpi_grb.c:1783
Definition: type_lpi.h:50
SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
Definition: lpi_grb.c:2763
SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_grb.c:4730
static SCIP_RETCODE setIntParam(SCIP_LPI *lpi, const char *param, int parval)
Definition: lpi_grb.c:798
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_grb.c:1442
Definition: type_lpi.h:52
Definition: type_lpi.h:73
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
Definition: lpi_grb.c:2339
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_grb.c:5225
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_grb.c:3452
Definition: type_lpi.h:93
static SCIP_RETCODE getIntParam(SCIP_LPI *lpi, const char *param, int *p)
Definition: lpi_grb.c:773
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
Definition: lpi_grb.c:3608
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
Definition: lpi_grb.c:4441
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_grb.c:5770
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_grb.c:2638
Definition: type_lpi.h:34
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
Definition: lpi_grb.c:1256
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_grb.c:2231
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
Definition: lpi_grb.c:4038
static SCIP_RETCODE reconvertSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs)
Definition: lpi_grb.c:941
Definition: type_lpi.h:44
static SCIP_RETCODE presolve(SCIP *scip, SCIP_Bool *unbounded, SCIP_Bool *infeasible, SCIP_Bool *vanished)
Definition: scip_solve.c:1248
static SCIP_RETCODE convertSides(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, int *rngcount)
Definition: lpi_grb.c:883
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
Definition: lpi_grb.c:4020
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:418
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
Definition: lpi_grb.c:1606
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_grb.c:2736
Definition: type_lpi.h:45
SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
Definition: lpi_grb.c:2074
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_grb.c:3538
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_grb.c:1543
Definition: type_retcode.h:46
Definition: type_lpi.h:53
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_grb.c:5397
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_grb.c:2027
Definition: type_lpi.h:71
static void SCIPencodeDualBitNeg(const int *inp, SCIP_DUALPACKET *out, int count)
Definition: lpi_grb.c:447
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_grb.c:4839
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
Definition: lpi_grb.c:2280
static SCIP_RETCODE checkParameterValues(SCIP_LPI *lpi)
Definition: lpi_grb.c:697
Definition: type_lpi.h:74
Definition: type_lpi.h:70
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
Definition: lpi_grb.c:5631
static SCIP_RETCODE addRangeInfo(SCIP_LPI *lpi, int rngcount, int firstrow)
Definition: lpi_grb.c:1156
SCIP_EXPORT void SCIPsortIntReal(int *intarray, SCIP_Real *realarray, int len)
SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
Definition: lpi_grb.c:2702
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_grb.c:2478
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_grb.c:2523
Definition: type_lpi.h:43
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_grb.c:2257
Definition: type_lpi.h:42
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
Definition: lpi_grb.c:4562
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_grb.c:2616
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)
Definition: lpi_grb.c:3272
methods for sorting joint arrays of various types
Definition: type_lpi.h:47
SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_grb.c:4103
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_grb.c:5050
static SCIP_RETCODE getParameterValues(SCIP_LPI *lpi, GRBPARAM *grbparam)
Definition: lpi_grb.c:670
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_grb.c:5113
static void copyParameterValues(GRBPARAM *dest, const GRBPARAM *source)
Definition: lpi_grb.c:758
static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows, int nrngrows)
Definition: lpi_grb.c:626
public methods for message output
Definition: type_lpi.h:82
Definition: type_lpi.h:72
Definition: lpi_clp.cpp:95
Definition: type_lpi.h:49
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_grb.c:3515
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_grb.c:4632
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_grb.c:5198
static SCIP_RETCODE ensureSidechgMem(SCIP_LPI *lpi, int num)
Definition: lpi_grb.c:195
static SCIP_RETCODE ensureRngrowsMem(SCIP_LPI *lpi, int num)
Definition: lpi_grb.c:312
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
Definition: lpi_grb.c:4244
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_grb.c:5588
Definition: type_retcode.h:35
Definition: type_retcode.h:43
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
Definition: lpi_grb.c:4193
static void SCIPdecodeDualBitNeg(const SCIP_DUALPACKET *inp, int *out, int count)
Definition: lpi_grb.c:518
Definition: type_lpi.h:85
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
Definition: lpi_grb.c:4263
Definition: type_lpi.h:48
Definition: type_lpi.h:84
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_grb.c:5254
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
Definition: lpi_grb.c:2660