Scippy

SCIP

Solving Constraint Integer Programs

type_pricer.h
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
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21 /* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
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23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24 
25 /**@file type_pricer.h
26  * @ingroup TYPEDEFINITIONS
27  * @brief type definitions for variable pricers
28  * @author Tobias Achterberg
29  */
30 
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32 
33 #ifndef __SCIP_TYPE_PRICER_H__
34 #define __SCIP_TYPE_PRICER_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 
44 typedef struct SCIP_Pricer SCIP_PRICER; /**< variable pricer data */
45 typedef struct SCIP_PricerData SCIP_PRICERDATA; /**< locally defined variable pricer data */
46 
47 
48 /** copy method for pricer plugins (called when SCIP copies plugins)
49  *
50  * input:
51  * - scip : SCIP main data structure
52  * - pricer : the variable pricer itself
53  * - valid : was the copying process valid?
54  */
55 #define SCIP_DECL_PRICERCOPY(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer, SCIP_Bool* valid)
56 
57 /** destructor of variable pricer to free user data (called when SCIP is exiting)
58  *
59  * input:
60  * - scip : SCIP main data structure
61  * - pricer : the variable pricer itself
62  */
63 #define SCIP_DECL_PRICERFREE(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer)
64 
65 /** initialization method of variable pricer (called after problem was transformed and pricer is active)
66  *
67  * input:
68  * - scip : SCIP main data structure
69  * - pricer : the variable pricer itself
70  */
71 #define SCIP_DECL_PRICERINIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer)
72 
73 /** deinitialization method of variable pricer (called before transformed problem is freed and pricer is active)
74  *
75  * input:
76  * - scip : SCIP main data structure
77  * - pricer : the variable pricer itself
78  */
79 #define SCIP_DECL_PRICEREXIT(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer)
80 
81 /** solving process initialization method of variable pricer (called when branch and bound process is about to begin)
82  *
83  * This method is called when the presolving was finished and the branch and bound process is about to begin.
84  * The variable pricer may use this call to initialize its branch and bound specific data.
85  *
86  * input:
87  * - scip : SCIP main data structure
88  * - pricer : the variable pricer itself
89  */
90 #define SCIP_DECL_PRICERINITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer)
91 
92 /** solving process deinitialization method of variable pricer (called before branch and bound process data is freed)
93  *
94  * This method is called before the branch and bound process is freed.
95  * The variable pricer should use this call to clean up its branch and bound data.
96  *
97  * input:
98  * - scip : SCIP main data structure
99  * - pricer : the variable pricer itself
100  */
101 #define SCIP_DECL_PRICEREXITSOL(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer)
102 
103 /** reduced cost pricing method of variable pricer for feasible LPs
104  *
105  * Searches for variables that can contribute to improve the current LP's solution value.
106  * In standard branch-and-price, these are variables with negative dual feasibility, that is negative
107  * reduced costs for non-negative variables, positive reduced costs for non-positive variables,
108  * and non-zero reduced costs for variables that can be negative and positive.
109  *
110  * The method is called in the LP solving loop after an LP was proven to be feasible.
111  *
112  * Whenever the pricer finds a variable with negative dual feasibility, it should call SCIPcreateVar()
113  * and SCIPaddPricedVar() to add the variable to the problem. Furthermore, it should call the appropriate
114  * methods of the constraint handlers to add the necessary variable entries to the constraints.
115  *
116  * In the usual case that the pricer either adds a new variable or ensures that there are no further variables with
117  * negative dual feasibility, the result pointer should be set to SCIP_SUCCESS. Only if the pricer aborts pricing
118  * without creating a new variable, but there might exist additional variables with negative dual feasibility, the
119  * result pointer should be set to SCIP_DIDNOTRUN. In this case, which sometimes is referred to as "early branching",
120  * the lp solution will not be used as a lower bound. The pricer can, however, store a valid lower bound in the
121  * lowerbound pointer. If you use your own branching rule (e.g., to branch on constraints), make sure that it is able
122  * to branch on pseudo solutions. Otherwise, SCIP will use its default branching rules (which all branch on
123  * variables). This could disturb the pricing problem or branching might not even be possible, e.g., if all yet created
124  * variables have already been fixed.
125  *
126  * input:
127  * - scip : SCIP main data structure
128  * - pricer : the variable pricer itself
129  * - lowerbound : pointer to store a lower bound found by the pricer
130  * - stopearly : should pricing be stopped, although new variables were added? (doing early branching)
131  * - result : pointer to store the result of the pricer call
132  *
133  * possible return values for *result:
134  * - SCIP_SUCCESS : at least one improving variable was found, or it is ensured that no such variable exists
135  * - SCIP_DIDNOTRUN : the pricing process was aborted by the pricer, there is no guarantee that the current LP solution is
136  * optimal
137  *
138  */
139 #define SCIP_DECL_PRICERREDCOST(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer, SCIP_Real* lowerbound, SCIP_Bool* stopearly, SCIP_RESULT* result)
140 
141 /** Farkas pricing method of variable pricer for infeasible LPs
142  *
143  * Searches for variables that can contribute to the feasibility of the current LP.
144  * In standard branch-and-price, these are variables with positive Farkas values:
145  *
146  * The LP was proven infeasible, so we have an infeasibility proof by the dual Farkas multipliers y.
147  * With the values of y, an implicit inequality y^T A x >= y^T b is associated, with b given
148  * by the sides of the LP rows and the sign of y:
149  * - if y_i is positive, b_i is the left hand side of the row,
150  * - if y_i is negative, b_i is the right hand side of the row.
151  *
152  * y is chosen in a way, such that the valid inequality y^T A x >= y^T b is violated by all x,
153  * especially by the (for this inequality least infeasible solution) x' defined by
154  * x'_i := ub_i, if y^T A_i >= 0
155  * x'_i := lb_i, if y^T A_i < 0.
156  * Pricing in this case means to add variables i with positive Farkas value, i.e. y^T A_i x'_i > 0.
157  *
158  * The method is called in the LP solving loop after an LP was proven to be infeasible.
159  *
160  * Whenever the pricer finds a variable with positive Farkas value, it should call SCIPcreateVar()
161  * and SCIPaddPricedVar() to add the variable to the problem. Furthermore, it should call the appropriate
162  * methods of the constraint handlers to add the necessary variable entries to the constraints.
163  *
164  * input:
165  * - scip : SCIP main data structure
166  * - pricer : the variable pricer itself
167  * - result : pointer to store the result of the pricer call
168  *
169  * possible return values for *result:
170  * - SCIP_SUCCESS : at least one variable was found, which can contribute to the feasibility of the current LP,
171  * or it is ensured that no such variable exists
172  * - SCIP_DIDNOTRUN : the pricing process was aborted by the pricer, there is no guarantee that the current LP is indeed infeasible
173  */
174 #define SCIP_DECL_PRICERFARKAS(x) SCIP_RETCODE x (SCIP* scip, SCIP_PRICER* pricer, SCIP_RESULT* result)
175 
176 #ifdef __cplusplus
177 }
178 #endif
179 
180 #endif
type_retcode.h
type definitions for return codes for SCIP methods
SCIP_Pricer
Definition: struct_pricer.h:46
type_scip.h
type definitions for SCIP&#39;s main datastructure
SCIP_PRICERDATA
struct SCIP_PricerData SCIP_PRICERDATA
Definition: type_pricer.h:45
def.h
common defines and data types used in all packages of SCIP