sepa_minor.c
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33 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
43 #define SEPA_DESC "separator to ensure that 2x2 principal minors of X - xx' are positive semi-definite"
48 #define SEPA_DELAY FALSE /**< should separation method be delayed, if other separators found cuts? */
50 #define DEFAULT_MAXMINORSCONST 3000 /**< default constant for the maximum number of minors, i.e., max(const, fac * # quadratic terms) */
51 #define DEFAULT_MAXMINORSFAC 10.0 /**< default factor for the maximum number of minors, i.e., max(const, fac * # quadratic terms) */
54 #define DEFAULT_MAXROUNDS 10 /**< maximal number of separation rounds per node (-1: unlimited) */
55 #define DEFAULT_MAXROUNDSROOT -1 /**< maximal number of separation rounds in the root node (-1: unlimited) */
56 #define DEFAULT_IGNOREPACKINGCONSS TRUE /**< default for ignoring circle packing constraints during minor detection */
65 SCIP_VAR** minors; /**< variables of 2x2 minors; each minor is stored like (auxvar_x^2,auxvar_y^2,auxvar_xy) */
68 int maxminorsconst; /**< constant for the maximum number of minors, i.e., max(const, fac * # quadratic terms) */
69 SCIP_Real maxminorsfac; /**< factor for the maximum number of minors, i.e., max(const, fac * # quadratic terms) */
75 SCIP_Bool ignorepackingconss; /**< whether to ignore circle packing constraints during minor detection */
105 SCIPdebugMsg(scip, "store 2x2 minor: %s %s %s for x=%s y=%s\n", SCIPvarGetName(auxvarxx), SCIPvarGetName(auxvaryy),
114 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &(sepadata->minors), sepadata->minorssize, newsize) );
326 /* we assume that the auxiliary variables in the nonlinear constraint handler have been already generated */
358 /* ignore circle packing constraints; the motivation for this is that in circle packing instance not only the SDP
359 * relaxation is weak (see "Packing circles in a square: a theoretical comparison of various convexification
360 * techniques", http://www.optimization-online.org/DB_HTML/2017/03/5911.html), but it also hurts performance
368 for( expr = SCIPexpriterRestartDFS(it, root); !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) ) /*lint !e441*/ /*lint !e440*/
373 SCIPdebugMsg(scip, "visit expression %p in constraint %s\n", (void*)expr, SCIPconsGetName(cons));
405 && SCIPgetExprAuxVarNonlinear(children[0]) != NULL && SCIPgetExprAuxVarNonlinear(children[1]) != NULL )
422 SCIPdebugMsg(scip, "found %s = %s * %s\n", SCIPvarGetName(auxvar), SCIPvarGetName(xs[nbilinterms]), SCIPvarGetName(ys[nbilinterms]));
431 /* use max(maxminorsconst, maxminorsfac * # quadratic terms) as a limit for the maximum number of minors */
435 /* permute bilinear terms if there are too many of them; the motivation for this is that we don't want to
436 * prioritize variables because of the order in the bilinear terms where they appear; however, variables that
437 * appear more often in bilinear terms might be more important than others so the corresponding bilinear terms
502 SCIPstatisticMessage("MINOR DETECT %s %f %d %d\n", SCIPgetProbName(scip), totaltime, sepadata->nminors, maxminors);
542 SCIPdebugMsg(scip, "Failed to compute eigenvalues and eigenvectors of augmented quadratic form matrix.\n");
605 SCIPdebugMsg(scip, "cut violation %g mincutviol = %g\n", SCIPgetRowprepViolation(scip, rowprep, sol, NULL), mincutviol);
607 /* cleanup coefficient and side, esp treat epsilon to integral values; don't consider scaling up here */
617 (void) SCIPsnprintf(SCIProwprepGetName(rowprep), SCIP_MAXSTRLEN, "minor_%s_%s_%s_%lld", SCIPvarGetName(xx), SCIPvarGetName(yy),
692 SCIPdebugMsg(scip, "solution values (x,y,xx,yy,xy)=(%g,%g,%g,%g,%g)\n", solx, soly, solxx, solyy, solxy);
695 SCIP_CALL( getEigenValues(scip, solx, soly, solxx, solyy, solxy, eigenvals, eigenvecs, &success) );
702 SCIPdebugMsg(scip, "eigenvalue = %g eigenvector = (%g,%g,%g)\n", eigenvals[k], eigenvecs[3*k], eigenvecs[3*k + 1], eigenvecs[3*k + 2]);
703 SCIP_CALL( addCut(scip, sepa, sol, x, y, xx, yy, xy, &eigenvecs[3*k], eigenvals[k], sepadata->mincutviol, result) );
786 /** solving process initialization method of separator (called when branch and bound process is about to begin) */
794 /** solving process deinitialization method of separator (called before branch and bound process data is freed) */
892 SCIP_CALL( SCIPincludeSepaBasic(scip, &sepa, SEPA_NAME, SEPA_DESC, SEPA_PRIORITY, SEPA_FREQ, SEPA_MAXBOUNDDIST,
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
Definition: scip_randnumgen.c:79
#define SCIPreallocBlockMemoryArray(scip, ptr, oldnum, newnum)
Definition: scip_mem.h:99
Definition: type_result.h:42
SCIP_RETCODE SCIPexpriterInit(SCIP_EXPRITER *iterator, SCIP_EXPR *expr, SCIP_EXPRITER_TYPE type, SCIP_Bool allowrevisit)
Definition: expriter.c:500
SCIP_Bool SCIPisFeasLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:795
Definition: struct_scip.h:68
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:886
static SCIP_RETCODE separatePoint(SCIP *scip, SCIP_SEPA *sepa, SCIP_SOL *sol, SCIP_RESULT *result)
Definition: sepa_minor.c:637
static SCIP_RETCODE detectMinors(SCIP *scip, SCIP_SEPADATA *sepadata)
Definition: sepa_minor.c:295
void SCIPprintRowprep(SCIP *scip, SCIP_ROWPREP *rowprep, FILE *file)
Definition: misc_rowprep.c:778
Definition: struct_var.h:207
SCIP_CONS ** SCIPconshdlrGetConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4556
SCIP_RETCODE SCIPcallLapackDsyevIpopt(SCIP_Bool computeeigenvectors, int N, SCIP_Real *a, SCIP_Real *w)
Definition: nlpi_ipopt.cpp:2675
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3023
SCIP_RETCODE SCIPgetRowprepRowSepa(SCIP *scip, SCIP_ROW **row, SCIP_ROWPREP *rowprep, SCIP_SEPA *sepa)
Definition: misc_rowprep.c:1678
Definition: struct_misc.h:268
Definition: type_lp.h:64
Definition: type_result.h:49
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3210
Definition: struct_sepa.h:46
SCIP_RETCODE SCIPsetSepaCopy(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPACOPY((*sepacopy)))
Definition: scip_sepa.c:151
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:83
SCIP_Bool SCIPisExprProduct(SCIP *scip, SCIP_EXPR *expr)
Definition: scip_expr.c:1463
Definition: struct_sol.h:73
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3372
Definition: struct_misc.h:137
Definition: type_result.h:44
principal minor separator
Definition: struct_cons.h:46
Definition: struct_cons.h:126
SCIP_RETCODE SCIPsetSepaExit(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAEXIT((*sepaexit)))
Definition: scip_sepa.c:199
Definition: type_expr.h:700
SCIP_EXPR * SCIPgetExprNonlinear(SCIP_CONS *cons)
Definition: cons_nonlinear.c:12262
Definition: type_retcode.h:42
SCIP_RETCODE SCIPsetSepaInitsol(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAINITSOL((*sepainitsol)))
Definition: scip_sepa.c:215
void SCIPfreeRowprep(SCIP *scip, SCIP_ROWPREP **rowprep)
Definition: misc_rowprep.c:567
static SCIP_RETCODE addCut(SCIP *scip, SCIP_SEPA *sepa, SCIP_SOL *sol, SCIP_VAR *x, SCIP_VAR *y, SCIP_VAR *xx, SCIP_VAR *yy, SCIP_VAR *xy, SCIP_Real *eigenvec, SCIP_Real eigenval, SCIP_Real mincutviol, SCIP_RESULT *result)
Definition: sepa_minor.c:551
static SCIP_RETCODE sepadataAddMinor(SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_VAR *x, SCIP_VAR *y, SCIP_VAR *auxvarxx, SCIP_VAR *auxvaryy, SCIP_VAR *auxvarxy)
Definition: sepa_minor.c:84
Definition: struct_expr.h:202
SCIP_Real SCIPgetRowprepViolation(SCIP *scip, SCIP_ROWPREP *rowprep, SCIP_SOL *sol, SCIP_Bool *reliable)
Definition: misc_rowprep.c:949
SCIP_RETCODE SCIPaddRow(SCIP *scip, SCIP_ROW *row, SCIP_Bool forcecut, SCIP_Bool *infeasible)
Definition: scip_cut.c:250
SCIP_RETCODE SCIPcreateExpriter(SCIP *scip, SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2311
static SCIP_Bool isPackingCons(SCIP *scip, SCIP_CONS *cons)
Definition: sepa_minor.c:168
SCIP_RETCODE SCIPincludeSepaBasic(SCIP *scip, SCIP_SEPA **sepa, const char *name, const char *desc, int priority, int freq, SCIP_Real maxbounddist, SCIP_Bool usessubscip, SCIP_Bool delay, SCIP_DECL_SEPAEXECLP((*sepaexeclp)), SCIP_DECL_SEPAEXECSOL((*sepaexecsol)), SCIP_SEPADATA *sepadata)
Definition: scip_sepa.c:109
SCIP_RETCODE SCIPcreateRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen, unsigned int initialseed, SCIP_Bool useglobalseed)
Definition: scip_randnumgen.c:56
Definition: struct_expr.h:104
Ipopt NLP interface.
SCIP_RETCODE SCIPsetSepaExitsol(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAEXITSOL((*sepaexitsol)))
Definition: scip_sepa.c:231
SCIP_EXPR * SCIPexpriterRestartDFS(SCIP_EXPRITER *iterator, SCIP_EXPR *expr)
Definition: expriter.c:629
void SCIProwprepAddConstant(SCIP_ROWPREP *rowprep, SCIP_Real constant)
Definition: misc_rowprep.c:737
constraint handler for nonlinear constraints specified by algebraic expressions
void SCIPrandomPermuteIntArray(SCIP_RANDNUMGEN *randnumgen, int *array, int begin, int end)
Definition: misc.c:10053
Definition: struct_lp.h:201
SCIP_EXPR * SCIPexpriterGetNext(SCIP_EXPRITER *iterator)
Definition: expriter.c:857
void SCIPexpriterSetStagesDFS(SCIP_EXPRITER *iterator, SCIP_EXPRITER_STAGE stopstages)
Definition: expriter.c:663
SCIP_RETCODE SCIPsetSepaFree(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAFREE((*sepafree)))
Definition: scip_sepa.c:167
SCIP_RETCODE SCIPsetSepaInit(SCIP *scip, SCIP_SEPA *sepa, SCIP_DECL_SEPAINIT((*sepainit)))
Definition: scip_sepa.c:183
static SCIP_RETCODE getEigenValues(SCIP *scip, SCIP_Real x, SCIP_Real y, SCIP_Real xx, SCIP_Real yy, SCIP_Real xy, SCIP_Real *eigenvals, SCIP_Real *eigenvecs, SCIP_Bool *success)
Definition: sepa_minor.c:510
SCIP_RETCODE SCIPcreateRowprep(SCIP *scip, SCIP_ROWPREP **rowprep, SCIP_SIDETYPE sidetype, SCIP_Bool local)
Definition: misc_rowprep.c:547
static SCIP_RETCODE sepadataClear(SCIP *scip, SCIP_SEPADATA *sepadata)
Definition: sepa_minor.c:138
#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:111
SCIP_RETCODE SCIPcleanupRowprep(SCIP *scip, SCIP_ROWPREP *rowprep, SCIP_SOL *sol, SCIP_Real minviol, SCIP_Real *viol, SCIP_Bool *success)
Definition: misc_rowprep.c:1178
static SCIP_RETCODE getMinorVars(SCIP_SEPADATA *sepadata, int idx, SCIP_VAR **x, SCIP_VAR **y, SCIP_VAR **auxvarxx, SCIP_VAR **auxvaryy, SCIP_VAR **auxvarxy)
Definition: sepa_minor.c:268
SCIP_RETCODE SCIPhashmapInsert(SCIP_HASHMAP *hashmap, void *origin, void *image)
Definition: misc.c:3105
SCIP_VAR * SCIPgetExprAuxVarNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:12790
SCIP_RETCODE SCIPaddRowprepTerms(SCIP *scip, SCIP_ROWPREP *rowprep, int nvars, SCIP_VAR **vars, SCIP_Real *coefs)
Definition: misc_rowprep.c:915
Definition: objbenders.h:43
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1361
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:139
Definition: type_result.h:48
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:57
Definition: struct_misc.h:286