Detailed Description
gauge separator
Definition in file sepa_gauge.c.
#include <assert.h>
#include <string.h>
#include "blockmemshell/memory.h"
#include "scip/scip_nlpi.h"
#include "scip/nlpi_ipopt.h"
#include "scip/nlpioracle.h"
#include "scip/scip_expr.h"
#include "scip/pub_expr.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_nlp.h"
#include "scip/pub_sepa.h"
#include "scip/pub_var.h"
#include "scip/scip_cut.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_sepa.h"
#include "scip/scip_sol.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_timing.h"
#include "scip/sepa_gauge.h"
Go to the source code of this file.
Macros | |
#define | SEPA_NAME "gauge" |
#define | SEPA_DESC "gauge separator" |
#define | SEPA_PRIORITY 0 |
#define | SEPA_FREQ -1 |
#define | SEPA_MAXBOUNDDIST 1.0 |
#define | SEPA_USESSUBSCIP FALSE |
#define | SEPA_DELAY FALSE |
#define | VIOLATIONFAC 100 |
#define | MAX_ITER 75 |
#define | DEFAULT_NLPITERLIM 1000 |
#define | NLPFEASFAC 1e-1 |
#define | INTERIOROBJVARLB -100 |
Typedefs | |
typedef enum ConvexSide | CONVEXSIDE |
typedef enum Position | POSITION |
Enumerations | |
enum | ConvexSide { LHS = 0, RHS = 1, LHS = 0, RHS = 1 } |
enum | Position { INTERIOR = 0, BOUNDARY = 1, EXTERIOR = 2 } |
Functions | |
static SCIP_RETCODE | storeNonlinearConvexNlrows (SCIP *scip, SCIP_SEPADATA *sepadata, SCIP_NLROW **nlrows, int nnlrows) |
static SCIP_RETCODE | computeInteriorPoint (SCIP *scip, SCIP_SEPADATA *sepadata) |
static SCIP_RETCODE | findPointPosition (SCIP *scip, SCIP_NLROW **nlrows, int *nlrowsidx, int nnlrowsidx, CONVEXSIDE *convexsides, SCIP_SOL *point, POSITION *position) |
static SCIP_RETCODE | buildConvexCombination (SCIP *scip, SCIP_Real lambda, SCIP_SOL *startpoint, SCIP_SOL *endpoint, SCIP_SOL *convexcomb) |
static SCIP_RETCODE | findBoundaryPoint (SCIP *scip, SCIP_NLROW **nlrows, int *nlrowsidx, int nnlrowsidx, CONVEXSIDE *convexsides, SCIP_SOL *intsol, SCIP_SOL *tosepasol, SCIP_SOL *sol, POSITION *position) |
static SCIP_RETCODE | generateCut (SCIP *scip, SCIP_SOL *sol, SCIP_NLROW *nlrow, CONVEXSIDE convexside, SCIP_EXPRITER *exprit, SCIP_ROW *row, SCIP_Bool *success) |
static SCIP_RETCODE | separateCuts (SCIP *scip, SCIP_SEPA *sepa, SCIP_SOL *tosepasol, SCIP_RESULT *result) |
static | SCIP_DECL_SEPAFREE (sepaFreeGauge) |
static | SCIP_DECL_SEPAEXITSOL (sepaExitsolGauge) |
static | SCIP_DECL_SEPAEXECLP (sepaExeclpGauge) |
SCIP_RETCODE | SCIPincludeSepaGauge (SCIP *scip) |
Macro Definition Documentation
◆ SEPA_NAME
#define SEPA_NAME "gauge" |
Definition at line 68 of file sepa_gauge.c.
Referenced by SCIP_DECL_SEPAFREE(), and SCIPincludeSepaGauge().
◆ SEPA_DESC
#define SEPA_DESC "gauge separator" |
Definition at line 69 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ SEPA_PRIORITY
#define SEPA_PRIORITY 0 |
Definition at line 70 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ SEPA_FREQ
#define SEPA_FREQ -1 |
Definition at line 71 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ SEPA_MAXBOUNDDIST
#define SEPA_MAXBOUNDDIST 1.0 |
Definition at line 72 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ SEPA_USESSUBSCIP
#define SEPA_USESSUBSCIP FALSE |
does the separator use a secondary SCIP instance?
Definition at line 73 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ SEPA_DELAY
#define SEPA_DELAY FALSE |
should separation method be delayed, if other separators found cuts?
Definition at line 74 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ VIOLATIONFAC
#define VIOLATIONFAC 100 |
constraints regarded as violated when violation > VIOLATIONFAC*SCIPfeastol
Definition at line 76 of file sepa_gauge.c.
Referenced by SCIP_DECL_SEPAEXECLP(), and separateCuts().
◆ MAX_ITER
#define MAX_ITER 75 |
maximum number of iterations for the line search
Definition at line 77 of file sepa_gauge.c.
Referenced by findBoundaryPoint().
◆ DEFAULT_NLPITERLIM
#define DEFAULT_NLPITERLIM 1000 |
default NLP iteration limit
Definition at line 79 of file sepa_gauge.c.
Referenced by SCIPincludeSepaGauge().
◆ NLPFEASFAC
#define NLPFEASFAC 1e-1 |
NLP feasibility tolerance = NLPFEASFAC * SCIP's feasibility tolerance
Definition at line 81 of file sepa_gauge.c.
Referenced by computeInteriorPoint().
◆ INTERIOROBJVARLB
#define INTERIOROBJVARLB -100 |
lower bound of the objective variable when computing interior point
Definition at line 83 of file sepa_gauge.c.
Referenced by computeInteriorPoint().
Typedef Documentation
◆ CONVEXSIDE
typedef enum ConvexSide CONVEXSIDE |
Definition at line 95 of file sepa_gauge.c.
◆ POSITION
Definition at line 104 of file sepa_gauge.c.
Enumeration Type Documentation
◆ ConvexSide
enum ConvexSide |
side that makes a nlrow convex
Enumerator | |
---|---|
LHS | left hand side |
RHS | right hand side |
LHS | left hand side |
RHS | right hand side |
Definition at line 90 of file sepa_gauge.c.
◆ Position
enum Position |
position of a point
Enumerator | |
---|---|
INTERIOR | point is in the interior of the region |
BOUNDARY | point is in the boundary of the region |
EXTERIOR | point is in the exterior of the region |
Definition at line 98 of file sepa_gauge.c.
Function Documentation
◆ storeNonlinearConvexNlrows()
|
static |
stores, from the constraints represented by nlrows, the nonlinear convex ones in sepadata
- Parameters
-
scip SCIP data structure sepadata separator data nlrows nlrows from which to store convex ones nnlrows number of nlrows
Definition at line 132 of file sepa_gauge.c.
References LHS, NULL, RHS, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_EXPRCURV_LINEAR, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPdebugMsg, SCIPisInfinity(), SCIPnlrowGetCurvature(), SCIPnlrowGetExpr(), SCIPnlrowGetLhs(), and SCIPnlrowGetRhs().
Referenced by SCIP_DECL_SEPAEXECLP().
◆ computeInteriorPoint()
|
static |
computes an interior point of a convex NLP relaxation
builds the convex relaxation, modifies it to find an interior point, solves it and frees it; more details in sepa_gauge.h
- Note
- the method also counts the number of nonlinear convex constraints and if there are < 2, then the convex relaxation is not interesting and the separator will not run again
- Parameters
-
scip SCIP data structure sepadata separator data
Definition at line 192 of file sepa_gauge.c.
References FALSE, INTERIOROBJVARLB, MAX, SCIP_NlpStatistics::niterations, NLPFEASFAC, NULL, SCIP_CALL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_OKAY, SCIP_Real, SCIPaddNlpiProblemRows(), SCIPblkmem(), SCIPcreateNlpiProblemFromNlRows(), SCIPcreateSol(), SCIPdebug, SCIPdebugMsg, SCIPdualfeastol(), SCIPfeastol(), SCIPgetCutoffbound(), SCIPgetLPRows(), SCIPgetNlpiOracleIpopt(), SCIPgetNlpis(), SCIPgetNLPNlRows(), SCIPgetNLPRows(), SCIPgetNNlpis(), SCIPgetNNLPNlRows(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapExists(), SCIPhashmapFree(), SCIPhashmapGetImageInt(), SCIPisFeasNegative(), SCIPnlpiGetName(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleIsConstraintNonlinear(), SCIPnlpiOraclePrintProblem(), SCIPsetSolVal(), SCIPsolveNlpi, SCIP_NlpStatistics::totaltime, and TRUE.
Referenced by SCIP_DECL_SEPAEXECLP().
◆ findPointPosition()
|
static |
find whether point is in the interior, at the boundary, or in the exterior of the region described by the intersection of nlrows[i]
≤ rhs if convexsides[i]
= RHS or lhs ≤ nlrows[i]
if convexsides[i]
= LHS
- Note
- point corresponds to a convex combination between the LP solution and the interior point
- Parameters
-
scip SCIP data structure nlrows nlrows defining the region nlrowsidx indices of nlrows defining the region nnlrowsidx number of nlrows indices convexsides sides of the nlrows involved in the region point point for which we want to know its position position buffer to store position of sol
Definition at line 343 of file sepa_gauge.c.
References BOUNDARY, EXTERIOR, INTERIOR, LHS, NULL, RHS, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebug, SCIPdebugMsg, SCIPgetNlRowSolActivity(), SCIPisFeasEQ(), SCIPisFeasGT(), SCIPisFeasLT(), SCIPisInfinity(), SCIPnlrowGetLhs(), SCIPnlrowGetName(), SCIPnlrowGetRhs(), and SCIPprintNlRow().
Referenced by findBoundaryPoint(), and separateCuts().
◆ buildConvexCombination()
|
static |
returns, in convexcomb, the convex combination \( \lambda\, \text{endpoint} + (1 - \lambda) \text{startpoint} = \text{startpoint} + \lambda (\text{endpoint} - \text{startpoint})\)
- Parameters
-
scip SCIP data structure lambda convex combination multiplier startpoint point corresponding to \( \lambda = 0 \) endpoint point corresponding to \( \lambda = 1 \) convexcomb solution to store convex combination of intsol and tosepasol
Definition at line 420 of file sepa_gauge.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPisZero(), and SCIPsetSolVal().
Referenced by findBoundaryPoint(), and separateCuts().
◆ findBoundaryPoint()
|
static |
performs binary search to find the point belonging to the segment [intsol
, tosepasol
] that intersects the boundary of the region described by the intersection of nlrows[i]
≤ rhs if convexsides[i] = RHS
or lhs ≤ nlrows[i]
if not, for i in nlrowsidx
- Parameters
-
scip SCIP data structure nlrows nlrows defining the region nlrowsidx indices of nlrows defining the region nnlrowsidx number of nlrows indices convexsides sides of the nlrows involved in the region intsol point acting as 'interior point' tosepasol solution that should be separated sol convex combination of intsol and lpsol position buffer to store position of sol
Definition at line 467 of file sepa_gauge.c.
References BOUNDARY, buildConvexCombination(), EXTERIOR, findPointPosition(), INTERIOR, MAX_ITER, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, and SCIPdebugMsg.
Referenced by separateCuts().
◆ generateCut()
|
static |
computes gradient cut (linearization) of nlrow at sol
- Parameters
-
scip SCIP data structure sol point used to construct gradient cut (x_0) nlrow constraint convexside whether we use rhs or lhs of nlrow exprit expression iterator that can be used row storage for cut success buffer to store whether the gradient was finite
Definition at line 528 of file sepa_gauge.c.
References FALSE, LHS, NULL, RHS, SCIP_CALL, SCIP_EXPRITER_DFS, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPchgRowLhs(), SCIPchgRowRhs(), SCIPdebug, SCIPdebugMsg, SCIPevalExprGradient(), SCIPexprGetDerivative(), SCIPexprGetEvalValue(), SCIPexpriterGetNext(), SCIPexpriterInit(), SCIPexpriterIsEnd(), SCIPflushRowExtensions(), SCIPgetSolVal(), SCIPgetVarExprVar(), SCIPisExprVar(), SCIPisFinite, SCIPisInfinity(), SCIPnlrowGetConstant(), SCIPnlrowGetExpr(), SCIPnlrowGetLhs(), SCIPnlrowGetLinearCoefs(), SCIPnlrowGetLinearVars(), SCIPnlrowGetNLinearVars(), SCIPnlrowGetRhs(), SCIPprintNlRow(), SCIPprintRow(), and TRUE.
Referenced by separateCuts().
◆ separateCuts()
|
static |
tries to generate gradient cuts at the point on the segment [intsol
, tosepasol
] that intersecs the boundary of the convex relaxation
- checks that the relative interior of the segment actually intersects the boundary (this check is needed since
intsol
is not necessarily an interior point) - finds point on the boundary
- generates gradient cut at point on the boundary
- Parameters
-
scip SCIP data structure sepa the cut separator itself tosepasol solution that should be separated result pointer to store the result of the separation call
Definition at line 636 of file sepa_gauge.c.
References BOUNDARY, buildConvexCombination(), EXTERIOR, FALSE, findBoundaryPoint(), findPointPosition(), generateCut(), INTERIOR, LHS, NULL, RHS, SCIP_Bool, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIPaddRow(), SCIPcreateEmptyRowSepa(), SCIPcreateExpriter(), SCIPcreateSol(), SCIPdebug, SCIPdebugMsg, SCIPfeastol(), SCIPfreeExpriter(), SCIPfreeSol(), SCIPgetCutEfficacy(), SCIPgetNlRowSolActivity(), SCIPinfinity(), SCIPisCutEfficacious(), SCIPisFeasEQ(), SCIPnlrowGetLhs(), SCIPnlrowGetName(), SCIPnlrowGetRhs(), SCIPprintSol(), SCIPreleaseRow(), SCIProwGetName(), SCIPsepaGetData(), SCIPsnprintf(), TRUE, and VIOLATIONFAC.
Referenced by SCIP_DECL_SEPAEXECLP().
◆ SCIP_DECL_SEPAFREE()
|
static |
destructor of separator to free user data (called when SCIP is exiting)
Definition at line 800 of file sepa_gauge.c.
References NULL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPsepaGetData(), SCIPsepaGetName(), SCIPsepaSetData(), and SEPA_NAME.
◆ SCIP_DECL_SEPAEXITSOL()
|
static |
solving process deinitialization method of separator (called before branch and bound process data is freed)
Definition at line 820 of file sepa_gauge.c.
References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArray, SCIPfreeSol(), and SCIPsepaGetData().
◆ SCIP_DECL_SEPAEXECLP()
|
static |
LP solution separation method of separator
Definition at line 856 of file sepa_gauge.c.
References computeInteriorPoint(), LHS, NULL, RHS, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_OKAY, SCIP_Real, SCIPcreateCurrentSol(), SCIPcreateNLPSol(), SCIPcreateSolCopy(), SCIPdebugMsg, SCIPfeastol(), SCIPfreeSol(), SCIPgetBestSol(), SCIPgetNLPNlRows(), SCIPgetNlRowSolActivity(), SCIPgetNNlpis(), SCIPgetNNLPNlRows(), SCIPgetNSols(), SCIPisInfinity(), SCIPisNLPConstructed(), SCIPnlpGetSolstat(), SCIPnlrowGetLhs(), SCIPnlrowGetRhs(), SCIPsepaGetData(), separateCuts(), storeNonlinearConvexNlrows(), TRUE, and VIOLATIONFAC.