Scippy

SCIP

Solving Constraint Integer Programs

type_benders.h
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4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file type_benders.h
26  * @ingroup TYPEDEFINITIONS
27  * @brief type definitions for Benders' decomposition methods
28  * @author Stephen J. Maher
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #ifndef __SCIP_TYPE_BENDERS_H__
34 #define __SCIP_TYPE_BENDERS_H__
35 
36 #include "scip/def.h"
37 #include "scip/type_retcode.h"
38 #include "scip/type_scip.h"
39 
40 #ifdef __cplusplus
41 extern "C" {
42 #endif
43 
45 {
46  SCIP_BENDERSENFOTYPE_LP = 1, /**< the Benders' subproblems are solved during the enforcement of an LP solution */
47  SCIP_BENDERSENFOTYPE_RELAX = 2, /**< the Benders' subproblems are solved during the enforcement of a relaxation solution */
48  SCIP_BENDERSENFOTYPE_PSEUDO = 3, /**< the Benders' subproblems are solved during the enforcement of a pseudo solution */
49  SCIP_BENDERSENFOTYPE_CHECK = 4 /**< the Benders' subproblems are solved during the checking of a solution for feasibility */
50 };
51 typedef enum SCIP_BendersEnfoType SCIP_BENDERSENFOTYPE; /**< indicates the callback in cons_benders and cons_benderslp that triggered the subproblem solve */
52 
54 {
55  SCIP_BENDERSSOLVELOOP_CONVEX = 0, /**< the relaxation is solved in this iteration of the loop */
56  SCIP_BENDERSSOLVELOOP_CIP = 1, /**< the CIP is solved in this iteration of the loop */
57  SCIP_BENDERSSOLVELOOP_USERCONVEX = 2, /**< the user defined solve function is called */
58  SCIP_BENDERSSOLVELOOP_USERCIP = 3 /**< the user defined solve function is called */
59 };
60 typedef enum SCIP_BendersSolveLoop SCIP_BENDERSSOLVELOOP; /**< identifies the type of problem solved in each solve loop */
61 
63 {
64  SCIP_BENDERSSUBSTATUS_UNKNOWN = 0, /**< the subsystem status is unknown */
65  SCIP_BENDERSSUBSTATUS_OPTIMAL = 1, /**< the subsystem is solved to be optimal */
66  SCIP_BENDERSSUBSTATUS_AUXVIOL = 2, /**< the subproblem is optimal, but the auxiliary variable is violated */
67  SCIP_BENDERSSUBSTATUS_INFEAS = 3 /**< the subproblem is solved to be infeasible */
68 };
70 
72 {
73  SCIP_BENDERSSUBTYPE_CONVEXCONT = 0, /**< the subproblem has convex constraints and continuous variables */
74  SCIP_BENDERSSUBTYPE_CONVEXDIS = 1, /**< the subproblem has convex constraints and discrete variables */
75  SCIP_BENDERSSUBTYPE_NONCONVEXCONT = 2, /**< the subproblem has non-convex constraints and continuous variables */
76  SCIP_BENDERSSUBTYPE_NONCONVEXDIS = 3, /**< the subproblem has non-convex constraints and discrete variables */
77  SCIP_BENDERSSUBTYPE_UNKNOWN = 4, /**< the default type before the type is known */
78 };
80 
81 typedef struct SCIP_Benders SCIP_BENDERS; /**< Benders' decomposition data */
82 typedef struct SCIP_BendersData SCIP_BENDERSDATA; /**< locally defined Benders' decomposition data */
83 typedef struct SCIP_SubproblemSolveStat SCIP_SUBPROBLEMSOLVESTAT; /**< the solving statistics of the subproblems */
84 
85 
86 /** copy method for Benders' decomposition plugins (called when SCIP copies plugins). If there is an active Benders'
87  * decomposition, all copies are not valid. As such, there is no valid parameter that is passed to the callback
88  * function
89  *
90  * input:
91  * - scip : SCIP main data structure
92  * - benders : the Benders' decomposition itself
93  * - threadsafe : must the Benders' decomposition copy be thread safe
94  */
95 #define SCIP_DECL_BENDERSCOPY(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_Bool threadsafe)
96 
97 /** destructor of Benders' decomposition to free user data (called when SCIP is exiting)
98  *
99  * input:
100  * - scip : SCIP main data structure
101  * - benders : the Benders' decomposition itself
102  */
103 #define SCIP_DECL_BENDERSFREE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
104 
105 /** initialization method of Benders' decomposition (called after problem was transformed and the Benders' decomposition
106  * is active)
107  *
108  * input:
109  * - scip : SCIP main data structure
110  * - benders : the Benders' decomposition itself
111  */
112 #define SCIP_DECL_BENDERSINIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
113 
114 /** deinitialization method of Benders' decomposition (called before transformed problem is freed and the Benders'
115  * decomposition is active)
116  *
117  * input:
118  * - scip : SCIP main data structure
119  * - benders : the Benders' decomposition itself
120  */
121 #define SCIP_DECL_BENDERSEXIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
122 
123 /** presolving initialization method of the Benders' decomposition (called when presolving is about to begin)
124  *
125  * This function is called immediately after the auxiliary variables are created in the master problem. The callback
126  * provides the user an opportunity to add variable data to the auxiliary variables.
127  *
128  * input:
129  * - scip : SCIP main data structure
130  * - benders : the Benders' decomposition itself
131  */
132 #define SCIP_DECL_BENDERSINITPRE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
133 
134 /** presolving deinitialization method of the Benders' decomposition (called after presolving has been finished)
135  *
136  * input:
137  * - scip : SCIP main data structure
138  * - benders : the Benders' decomposition itself
139  */
140 #define SCIP_DECL_BENDERSEXITPRE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
141 
142 /** solving process initialization method of Benders' decomposition (called when branch and bound process is about to begin)
143  *
144  * This method is called when the presolving was finished and the branch and bound process is about to begin.
145  * The Benders' decomposition may use this call to initialize its branch and bound specific data.
146  *
147  * input:
148  * - scip : SCIP main data structure
149  * - benders : the Benders' decomposition itself
150  */
151 #define SCIP_DECL_BENDERSINITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
152 
153 /** solving process deinitialization method of Benders' decomposition (called before branch and bound process data is freed)
154  *
155  * This method is called before the branch and bound process is freed.
156  * The Benders' decomposition should use this call to clean up its branch and bound data.
157  *
158  * input:
159  * - scip : SCIP main data structure
160  * - benders : the Benders' decomposition itself
161  */
162 #define SCIP_DECL_BENDERSEXITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders)
163 
164 /** the method for creating the Benders' decomposition subproblem. This method is called during the initialisation stage
165  * (after the master problem was transformed).
166  *
167  * @note When the create subproblem callback is invoked, the mapping between the master problem and subproblem
168  * variables must be available. The create subproblem callback is invoked immediately after BENDERSINIT. So, it is
169  * possible to construct the variable mapping within the BENDERSINIT callback.
170  *
171  * This method must register the SCIP instance for the subproblem with the Benders' decomposition core by calling
172  * SCIPaddBendersSubproblem. Typically, the user must create the SCIP instances for the subproblems. These can be
173  * created within a reader or probdata and then registered with the Benders' decomposition core during the call of this
174  * callback. If there are any settings required for solving the subproblems, then they should be set here. However,
175  * some settings will be overridden by the standard solving method included in the Benders' decomposition framework.
176  * If a special solving method is desired, the user can implement the bendersSolvesubXyz callback. In this latter case,
177  * it is possible to provide a NULL pointer to SCIPaddBendersSubproblem. This will ensure that no internal solving
178  * methods available within the Benders' decomposition core are invoked during the solving process.
179  *
180  * If the user defines a subproblem solving method, then in BENDERSCREATESUB, the user must explicitly specify the
181  * subproblem type. This is necessary because the dual solutions from convex problems can be used to generate cuts.
182  * The classical Benders' optimality and feasibility cuts require that the subproblems are convex. The subproblem type
183  * is specified by calling SCIPbendersSetSubproblemType. The available subproblem types are defined in
184  * SCIP_BENDERSSUBTYPE.
185  *
186  * If the user does NOT implement a subproblem solving method, then the convexity of the problem is determined
187  * internally.
188  *
189  * input:
190  * - scip : SCIP main data structure
191  * - benders : the Benders' decomposition data structure
192  * - probnumber : the subproblem problem number
193  */
194 #define SCIP_DECL_BENDERSCREATESUB(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, int probnumber)
195 
196 /** called before the subproblem solving loop for Benders' decomposition. The pre subproblem solve function gives the
197  * user an oppportunity to perform any global set up for the Benders' decomposition.
198  *
199  * input:
200  * - scip : SCIP main data structure
201  * - benders : the Benders' decomposition data structure
202  * - sol : the solution that will be checked in the subproblem. Can be NULL.
203  * - type : the enforcement type that called the Benders' decomposition solve.
204  * - checkint : should the integer subproblems be checked.
205  * - infeasible : flag to return whether the master problem in infeasible with respect to the added cuts
206  * - auxviol : set to TRUE only if the solution is feasible but the aux vars are violated
207  * - skipsolve : flag to return whether the current subproblem solving loop should be skipped
208  * - result : a result to be returned to the Benders' constraint handler if the solve is skipped. If the
209  * solve is not skipped, then the returned result is ignored.
210  *
211  * possible return values for *result (if more than one applies, the first in the list should be used):
212  * - SCIP_DIDNOTRUN : the subproblem was not solved in this iteration. Other decompositions will be checked.
213  * - SCIP_CONSADDED : a constraint has been added to the master problem. No other decompositions will be checked.
214  * - SCIP_SEPARATED : a cut has been added to the master problem. No other decompositions will be checked.
215  * - SCIP_FEASIBLE : feasibility of the solution is reported to SCIP. Other decompositions will be checked.
216  * - SCIP_INFEASIBLE : infeasibility of the solution is reported to SCIP. No other decompositions will be checked.
217  */
218 #define SCIP_DECL_BENDERSPRESUBSOLVE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol,\
219  SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint, SCIP_Bool* infeasible, SCIP_Bool* auxviol, SCIP_Bool* skipsolve,\
220  SCIP_RESULT* result)
221 
222 /** the solving method for a convex Benders' decomposition subproblem. This call back is provided to solve problems
223  * for which the dual soluitons are used to generate Benders' decomposition cuts. In the classical Benders'
224  * decomposition implementation, this would be an LP. However, it can be any convex problem where the dual solutions
225  * are given by a single vector of reals.
226  *
227  * In the Benders' decomposition subproblem solving process, there are two solving loops. The first is where the convex
228  * subproblems, and the convex relaxations of subproblems, are solved. If no cuts are generated after this solving
229  * loop, then the second loop solves subproblems defined as CIPs. This callback is executed during the FIRST solving
230  * loop only.
231  *
232  * In the classical Benders' decomposition implementation, if the subproblems are all LPs the only the
233  * BENDERSSOLVESUBCONVEX need to be implemented. If the subproblems are MIPs, then it is useful to only implement a
234  * single SCIP instance for the subproblem and then change the variable types of the appropriate variables to
235  * CONTINUOUS for the CONVEX subproblem solve and to INTEGER for the CIP subproblem solve.
236  *
237  * The solving methods are separated so that they can be called in parallel.
238  *
239  * NOTE: The solving methods must be thread safe.
240  *
241  * This method is called from within the execution method.
242  *
243  * input:
244  * - scip : SCIP main data structure
245  * - benders : the Benders' decomposition data structure
246  * - sol : the solution that will be checked in the subproblem. Can be NULL.
247  * - probnumber : the subproblem problem number
248  * - onlyconvexcheck : flag to indicate that only the convex relaxations will be checked in this solving loop. This is
249  * a feature of the Large Neighbourhood Benders' Search
250  * - objective : variable to return the objective function value of the subproblem
251  * - result : the result from solving the subproblem
252  *
253  * possible return values for *result (if more than one applies, the first in the list should be used):
254  * - SCIP_DIDNOTRUN : the subproblem was not solved in this iteration
255  * - SCIP_FEASIBLE : the subproblem is solved and is feasible
256  * - SCIP_INFEASIBLE : the subproblem is solved and is infeasible
257  * - SCIP_UNBOUNDED : the subproblem is solved and is unbounded
258  */
259 #define SCIP_DECL_BENDERSSOLVESUBCONVEX(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol,\
260  int probnumber, SCIP_Bool onlyconvexcheck, SCIP_Real* objective, SCIP_RESULT* result)
261 
262 /** the solving method for a Benders' decomposition subproblem as a CIP. This call back is provided to solve problems
263  * for which the dual solutions are not well defined. In this case, the cuts are typically generated from the primal
264  * solution to the CIP. In the classical Benders' decomposition implementation, this would be a MIP. However, it can
265  * be any CIP.
266  *
267  * In the Benders' decomposition subproblem solving process, there are two solving loops. The first is where the convex
268  * subproblems, and the convex relaxations of subproblems, are solved. If no cuts are generated after this solving
269  * loop, then the second loop solves subproblems defined as CIPs. This callback is executed during the SECOND solving
270  * loop only.
271  *
272  * The solving methods are separated so that they can be called in parallel.
273  *
274  * NOTE: The solving methods must be thread safe.
275  *
276  * This method is called from within the execution method.
277  *
278  * input:
279  * - scip : SCIP main data structure
280  * - benders : the Benders' decomposition data structure
281  * - sol : the solution that will be checked in the subproblem. Can be NULL.
282  * - probnumber : the subproblem problem number
283  * - objective : variable to return the objective function value of the subproblem
284  * - result : the result from solving the subproblem
285  *
286  * possible return values for *result (if more than one applies, the first in the list should be used):
287  * - SCIP_DIDNOTRUN : the subproblem was not solved in this iteration
288  * - SCIP_FEASIBLE : the subproblem is solved and is feasible
289  * - SCIP_INFEASIBLE : the subproblem is solved and is infeasible
290  * - SCIP_UNBOUNDED : the subproblem is solved and is unbounded
291  */
292 #define SCIP_DECL_BENDERSSOLVESUB(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol, int probnumber,\
293  SCIP_Real* objective, SCIP_RESULT* result)
294 
295 /** the post-solve method for Benders' decomposition. The post-solve method is called after the subproblems have
296  * been solved but before they have been freed. After the solving of the Benders' decomposition subproblems, the
297  * subproblem solving data is freed in the SCIP_DECL_BENDERSFREESUB callback. However, it is not necessary to implement
298  * SCIP_DECL_BENDERSFREESUB.
299  *
300  * If SCIP_DECL_BENDERSFREESUB is not implemented, then the Benders' decomposition framework will perform a default
301  * freeing of the subproblems. If a subproblem is an LP, then they will be in probing mode for the subproblem
302  * solve. So the freeing process involves ending the probing mode. If the subproblem is a MIP, then the subproblem is
303  * solved by calling SCIPsolve. As such, the transformed problem must be freed after each subproblem solve.
304  *
305  * This callback provides the opportunity for the user to clean up any data structures that should not exist beyond the current
306  * iteration.
307  * The user has full access to the master and subproblems in this callback. So it is possible to construct solution for
308  * the master problem in the method.
309  * Additionally, if there are any subproblems that are infeasibility and this can not be resolved, then the it is
310  * possible to merge these subproblems into the master problem. The subproblem indices are given in the mergecands
311  * array. The merging can be perform by a user defined function or by calling SCIPmergeBendersSubproblemIntoMaster. If a
312  * subproblem was merged into the master problem, then the merged flag must be set to TRUE.
313  *
314  * input:
315  * - scip : SCIP main data structure
316  * - benders : the Benders' decomposition data structure
317  * - sol : the solution that was checked by solving the subproblems. Can be NULL.
318  * - type : the enforcement type that called the Benders' decomposition solve.
319  * - mergecands : the subproblems that are candidates for merging into the master problem, the first
320  * npriomergecands are the priority candidates (they should be merged). The remaining
321  * (nmergecands - npriomergecands) are subproblems that could be merged if desired.
322  * - npriomergecands : the number of priority merge candidates.
323  * - nmergecands : the total number of subproblems that are candidates for merging into the master problem
324  * - checkint : should the integer subproblems be checked.
325  * - infeasible : indicates whether at least one subproblem is infeasible
326  * - merged : flag to indicate whether a subproblem was merged into the master problem.
327  */
328 #define SCIP_DECL_BENDERSPOSTSOLVE(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_SOL* sol,\
329  SCIP_BENDERSENFOTYPE type, int* mergecands, int npriomergecands, int nmergecands, SCIP_Bool checkint,\
330  SCIP_Bool infeasible, SCIP_Bool* merged)
331 
332 /** frees the subproblem so that it can be resolved in the next iteration. As stated above, it is not necessary to
333  * implement this callback. If the callback is implemented, the subproblems should be freed by calling
334  * SCIPfreeTransform(). However, if the subproblems are LPs, then it could be more efficient to put the subproblem
335  * into probing mode prior to solving and then exiting the probing mode during the callback. To put the subproblem into
336  * probing mode, the subproblem must be in SCIP_STAGE_SOLVING. This can be achieved by using eventhandlers.
337  *
338  * If SCIP_DECL_BENDERSFREESUB is not implemented, then the Benders' decomposition framework will perform a default
339  * freeing of the subproblems. If a subproblem is an LP, then they will be in probing mode for the subproblem
340  * solve. So the freeing process involves ending the probing mode. If the subproblem is a MIP, then the subproblem is
341  * solved by calling SCIPsolve. As such, the transformed problem must be freed after each subproblem solve.
342  *
343  * NOTE: The freeing methods must be thread safe.
344  *
345  * input:
346  * - scip : SCIP main data structure
347  * - benders : the Benders' decomposition data structure
348  * - probnumber : the subproblem problem number
349  */
350 #define SCIP_DECL_BENDERSFREESUB(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, int probnumber)
351 
352 /** the variable mapping from the subproblem to the master problem. It is neccessary to have a mapping between every
353  * master problem variable and its counterpart in the subproblem. This mapping must go both ways: from master to sub
354  * and sub to master.
355  *
356  * This method is called when generating the cuts. The cuts are generated by using the solution to the subproblem to
357  * eliminate a solution to the master problem.
358  *
359  * input:
360  * - scip : SCIP main data structure
361  * - benders : the Benders' decomposition structure
362  * - var : the variable for which the corresponding variable in the master or subproblem is required
363  * - mappedvar : pointer to store the variable that is mapped to var
364  * - probnumber : the number of the subproblem that the desired variable belongs to, -1 for the master problem
365  */
366 #define SCIP_DECL_BENDERSGETVAR(x) SCIP_RETCODE x (SCIP* scip, SCIP_BENDERS* benders, SCIP_VAR* var,\
367  SCIP_VAR** mappedvar, int probnumber)
368 
369 #ifdef __cplusplus
370 }
371 #endif
372 
373 #endif
SCIP_BendersEnfoType
Definition: type_benders.h:44
enum SCIP_BendersEnfoType SCIP_BENDERSENFOTYPE
Definition: type_benders.h:51
type definitions for return codes for SCIP methods
SCIP_BendersSubType
Definition: type_benders.h:71
enum SCIP_BendersSubType SCIP_BENDERSSUBTYPE
Definition: type_benders.h:79
SCIP_BendersSolveLoop
Definition: type_benders.h:53
type definitions for SCIP&#39;s main datastructure
struct SCIP_BendersData SCIP_BENDERSDATA
Definition: type_benders.h:82
enum SCIP_BendersSolveLoop SCIP_BENDERSSOLVELOOP
Definition: type_benders.h:60
SCIP_BendersSubStatus
Definition: type_benders.h:62
common defines and data types used in all packages of SCIP
enum SCIP_BendersSubStatus SCIP_BENDERSSUBSTATUS
Definition: type_benders.h:69