Scippy

SCIP

Solving Constraint Integer Programs

heur_subnlp.h
Go to the documentation of this file.
1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (c) 2002-2023 Zuse Institute Berlin (ZIB) */
7 /* */
8 /* Licensed under the Apache License, Version 2.0 (the "License"); */
9 /* you may not use this file except in compliance with the License. */
10 /* You may obtain a copy of the License at */
11 /* */
12 /* http://www.apache.org/licenses/LICENSE-2.0 */
13 /* */
14 /* Unless required by applicable law or agreed to in writing, software */
15 /* distributed under the License is distributed on an "AS IS" BASIS, */
16 /* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
17 /* See the License for the specific language governing permissions and */
18 /* limitations under the License. */
19 /* */
20 /* You should have received a copy of the Apache-2.0 license */
21 /* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
22 /* */
23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24 
25 /**@file heur_subnlp.h
26  * @ingroup PRIMALHEURISTICS
27  * @brief NLP local search primal heuristic using sub-SCIPs
28  * @author Stefan Vigerske
29  *
30  * This heuristic applies a NLP local search to a nonlinear CIP after fixing all discrete variables.
31  * That is, the CIP is copied, all discrete variables are fixed, presolving is applied,
32  * and if the resulting CIP has a nonlinear relaxation, then it is tried to solve this relaxation
33  * by an NLP solver.
34  * The heuristic only runs if continuous nonlinearities are present (@ref SCIPhasNLPContinuousNonlinearity()).
35  *
36  * Fixing values for discrete values are either taken from a solution of the LP relaxation which
37  * satisfies all integrality constraints, or are provided by SCIPupdateStartpointHeurSubNlp().
38  *
39  * This heuristic is orthogonal to the undercover heuristic (@ref heur_undercover.h), which fixes
40  * variables in a nonlinear CIP in a way that a (possibly mixed-integer) linear subproblem is obtained.
41  */
42 
43 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
44 
45 #ifndef HEUR_SUBNLP_H_
46 #define HEUR_SUBNLP_H_
47 
48 #include "scip/def.h"
49 #include "scip/type_heur.h"
50 #include "scip/type_result.h"
51 #include "scip/type_retcode.h"
52 #include "scip/type_scip.h"
53 #include "scip/type_sol.h"
54 #include "scip/type_var.h"
55 
56 #ifdef __cplusplus
57 extern "C" {
58 #endif
59 
60 /** creates the NLP local search primal heuristic and includes it in SCIP
61  *
62  * @ingroup PrimalHeuristicIncludes
63  */
64 SCIP_EXPORT
66  SCIP* scip /**< SCIP data structure */
67  );
68 
69 /**@addtogroup PRIMALHEURISTICS
70  *
71  * @{
72  */
73 
74 /** main procedure of the subNLP heuristic */
75 SCIP_EXPORT
77  SCIP* scip, /**< original SCIP data structure */
78  SCIP_HEUR* heur, /**< heuristic data structure */
79  SCIP_RESULT* result, /**< pointer to store result of: solution found, no solution found, or fixing is infeasible (cutoff) */
80  SCIP_SOL* refpoint, /**< point to take fixation of discrete variables from, and startpoint for NLP solver; if NULL, then LP solution is used */
81  SCIP_SOL* resultsol /**< a solution where to store found solution values, if any, or NULL if to try adding to SCIP */
82  );
83 
84 /** updates the starting point for the NLP heuristic
85  *
86  * Is called, for example, by a constraint handler that handles nonlinear constraints when a check on feasibility of a solution fails.
87  */
88 SCIP_EXPORT
90  SCIP* scip, /**< SCIP data structure */
91  SCIP_HEUR* heur, /**< subNLP heuristic */
92  SCIP_SOL* solcand, /**< solution candidate */
93  SCIP_Real violation /**< constraint violation of solution candidate */
94  );
95 
96 /** gets startpoint candidate to be used in next call to NLP heuristic, or NULL if none */
97 SCIP_EXPORT
99  SCIP* scip, /**< original SCIP data structure */
100  SCIP_HEUR* heur /**< heuristic data structure */
101  );
102 
103 /** @} */
104 
105 #ifdef __cplusplus
106 }
107 #endif
108 
109 #endif /*HEUR_SUBNLP_H_*/
enum SCIP_Result SCIP_RESULT
Definition: type_result.h:61
SCIP_RETCODE SCIPincludeHeurSubNlp(SCIP *scip)
Definition: heur_subnlp.c:1670
SCIP_RETCODE SCIPapplyHeurSubNlp(SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_SOL *refpoint, SCIP_SOL *resultsol)
Definition: heur_subnlp.c:1766
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
type definitions for return codes for SCIP methods
SCIP_SOL * SCIPgetStartCandidateHeurSubNlp(SCIP *scip, SCIP_HEUR *heur)
Definition: heur_subnlp.c:2005
type definitions for primal heuristics
type definitions for SCIP&#39;s main datastructure
type definitions for problem variables
type definitions for storing primal CIP solutions
#define SCIP_Real
Definition: def.h:186
result codes for SCIP callback methods
SCIP_RETCODE SCIPupdateStartpointHeurSubNlp(SCIP *scip, SCIP_HEUR *heur, SCIP_SOL *solcand, SCIP_Real violation)
Definition: heur_subnlp.c:1941
common defines and data types used in all packages of SCIP