benders.c File Reference

Detailed Description

run Benders algorithm

Author

Marc Pfetsch

Run Benders algorithm using an oracle for solving the subproblems and solving the master problem to optimality.

Definition in file benders.c.

#include "benders.h"

Go to the source code of this file.

Macros
#define	MAXITERATIONS   10000

Functions
static SCIP_RETCODE	printStatus (SCIP *masterscip, SCIP_STATUS status)
static SCIP_RETCODE	printShortStatistics (SCIP *masterscip, SCIP_STATUS status, SCIP_CLOCK *totaltimeclock, SCIP_Real primalbound, SCIP_Real dualbound, SCIP_Longint ntotalnodes, int niter)
static SCIP_RETCODE	printLongStatistics (SCIP *masterscip, SCIP_STATUS status, SCIP_CLOCK *totaltimeclock, SCIP_CLOCK *oracletimeclock, SCIP_CLOCK *mastertimeclock, SCIP_Real primalbound, SCIP_Real dualbound, SCIP_Longint ntotalnodes, SCIP_Longint ntotalcuts, int niter)
SCIP_RETCODE	runBenders (SCIP *masterscip, BENDERS_CUTORACLE((*Oracle)), BENDERS_DATA *data, SCIP_Real timelimit, SCIP_Real memlimit, int dispfreq, SCIP_Bool usereopt, SCIP_Bool solvemasterapprox, SCIP_Longint masterstallnodes, SCIP_Real mastergaplimit, SCIP_VERBLEVEL verblevel, SCIP_STATUS *status)

Macro Definition Documentation

MAXITERATIONS

#define MAXITERATIONS   10000

maximal number of iterations of main loop

Definition at line 35 of file benders.c.

Referenced by runBenders().

Function Documentation

printStatus()

static SCIP_RETCODE printStatus ( SCIP *  masterscip, SCIP_STATUS  status  )

static

output status

Parameters

masterscip	master problem SCIP instance
status	solution status

Definition at line 40 of file benders.c.

References NULL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_GAPLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_INFORUNBD, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_NODELIMIT, SCIP_STATUS_OPTIMAL, SCIP_STATUS_RESTARTLIMIT, SCIP_STATUS_SOLLIMIT, SCIP_STATUS_STALLNODELIMIT, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_TOTALNODELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_UNKNOWN, SCIP_STATUS_USERINTERRUPT, SCIPerrorMessage, and SCIPinfoMessage().

Referenced by printLongStatistics(), and printShortStatistics().

printShortStatistics()

static SCIP_RETCODE printShortStatistics ( SCIP *  masterscip, SCIP_STATUS  status, SCIP_CLOCK *  totaltimeclock, SCIP_Real  primalbound, SCIP_Real  dualbound, SCIP_Longint  ntotalnodes, int  niter  )

static

output short statistics

Parameters

masterscip	master problem SCIP instance
status	solution status
totaltimeclock	clock for total time
primalbound	primal bound
dualbound	dual bound
ntotalnodes	total number of nodes
niter	number of iterations

Definition at line 97 of file benders.c.

References NULL, printStatus(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetClockTime(), SCIPinfoMessage(), and SCIPisInfinity().

Referenced by runBenders().

printLongStatistics()

static SCIP_RETCODE printLongStatistics ( SCIP *  masterscip, SCIP_STATUS  status, SCIP_CLOCK *  totaltimeclock, SCIP_CLOCK *  oracletimeclock, SCIP_CLOCK *  mastertimeclock, SCIP_Real  primalbound, SCIP_Real  dualbound, SCIP_Longint  ntotalnodes, SCIP_Longint  ntotalcuts, int  niter  )

static

output long statistics

Parameters

masterscip	master problem SCIP instance
status	solution status
totaltimeclock	clock for total time
oracletimeclock	clock for oracle
mastertimeclock	clock for master problem
primalbound	primal bound
dualbound	dual bound
ntotalnodes	total number of nodes
ntotalcuts	total number of cuts
niter	number of iterations

Definition at line 133 of file benders.c.

References NULL, printStatus(), SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetClockTime(), SCIPgetNBinVars(), SCIPgetNConss(), SCIPgetNContVars(), SCIPgetNImplVars(), SCIPgetNIntVars(), SCIPgetNOrigConss(), SCIPgetNOrigVars(), SCIPgetNVars(), SCIPgetProbName(), SCIPinfoMessage(), and SCIPisInfinity().

Referenced by runBenders().

runBenders()

SCIP_RETCODE runBenders	(	SCIP *	masterscip,
		BENDERS_CUTORACLE((*Oracle))	,
		BENDERS_DATA *	data,
		SCIP_Real	timelimit,
		SCIP_Real	memlimit,
		int	dispfreq,
		SCIP_Bool	usereopt,
		SCIP_Bool	solvemasterapprox,
		SCIP_Longint	masterstallnodes,
		SCIP_Real	mastergaplimit,
		SCIP_VERBLEVEL	verblevel,
		SCIP_STATUS *	status
	)

run Benders algorithm using an oracle for the subproblems

Parameters

masterscip	master SCIP instance
data	user data for oracle
timelimit	time limit read from arguments
memlimit	memory limit read from arguments
dispfreq	display frequency
usereopt	Use reoptimization?
solvemasterapprox	Solve master problem approximately?
masterstallnodes	stall nodes for master problem if solvemasterapprox is true
mastergaplimit	gap limit for master problem if solvemasterapprox is true
verblevel	verbosity level for output
status	status of optimization

Definition at line 207 of file benders.c.

References BENDERS_STATUS_ADDEDCUT, BENDERS_STATUS_SUCCESS, BENDERS_STATUS_TIMELIMIT, BENDERS_STATUS_UNKNOWN, BENDERS_STATUS_USERINTERRUPT, FALSE, MAX, MAXITERATIONS, NULL, printLongStatistics(), printShortStatistics(), SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIP_STATUS_GAPLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_OPTIMAL, SCIP_STATUS_STALLNODELIMIT, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_TOTALNODELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_UNKNOWN, SCIP_STATUS_USERINTERRUPT, SCIP_VERBLEVEL_NORMAL, SCIPallocClearBlockMemoryArray, SCIPcreateClock(), SCIPdebugMessage, SCIPdispInt(), SCIPdispLongint(), SCIPdispTime(), SCIPenableReoptimization(), SCIPerrorMessage, SCIPfreeBlockMemoryArray, SCIPfreeClock(), SCIPfreeReoptSolve(), SCIPfreeTransform(), SCIPgetBestSol(), SCIPgetClockTime(), SCIPgetDualbound(), SCIPgetGap(), SCIPgetMessagehdlr(), SCIPgetNIntVars(), SCIPgetNOrigConss(), SCIPgetNOrigVars(), SCIPgetNTotalNodes(), SCIPgetOrigVarsData(), SCIPgetSolOrigObj(), SCIPgetSolVal(), SCIPgetStatus(), SCIPinfinity(), SCIPinfoMessage(), SCIPisInfinity(), SCIPisIntegral(), SCIPmessageFPrintInfo(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetRealParam(), SCIPsolve(), SCIPstartClock(), SCIPstopClock(), and TRUE.

Referenced by solveClassification(), and solveMinIISC().