Scippy

SCIP

Solving Constraint Integer Programs

nlpioracle.c
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
5 /* */
6 /* Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB) */
7 /* */
8 /* Licensed under the Apache License, Version 2.0 (the "License"); */
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22 /* */
23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24 
25 /**@file nlpioracle.c
26  * @ingroup OTHER_CFILES
27  * @brief implementation of NLPI oracle
28  * @author Stefan Vigerske
29  *
30  * @todo jacobi evaluation should be sparse
31  */
32 
33 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
34 
35 #include "scip/scip.h"
36 #include "scip/nlpioracle.h"
37 #include "scip/exprinterpret.h"
38 #include "scip/expr_pow.h"
39 #include "scip/expr_varidx.h"
40 
41 #include <string.h> /* for strlen */
42 
43 /**@name NLPI Oracle data structures */
44 /**@{ */
45 
46 struct SCIP_NlpiOracleCons
47 {
48  SCIP_Real lhs; /**< left hand side (for constraint) or constant (for objective) */
49  SCIP_Real rhs; /**< right hand side (for constraint) or constant (for objective) */
50 
51  int linsize; /**< length of linidxs and lincoefs arrays */
52  int nlinidxs; /**< number of linear variable indices and coefficients */
53  int* linidxs; /**< variable indices in linear part, or NULL if none */
54  SCIP_Real* lincoefs; /**< variable coefficients in linear part, of NULL if none */
55 
56  SCIP_EXPR* expr; /**< expression for nonlinear part, or NULL if none */
57  SCIP_EXPRINTDATA* exprintdata; /**< expression interpret data for expression, or NULL if no expr or not compiled yet */
58 
59  char* name; /**< name of constraint */
60 };
61 typedef struct SCIP_NlpiOracleCons SCIP_NLPIORACLECONS;
62 
63 struct SCIP_NlpiOracle
64 {
65  char* name; /**< name of problem */
66 
67  int varssize; /**< length of variables related arrays */
68  int nvars; /**< number of variables */
69  SCIP_Real* varlbs; /**< array with variable lower bounds */
70  SCIP_Real* varubs; /**< array with variable upper bounds */
71  char** varnames; /**< array with variable names */
72  int* varlincount; /**< array with number of appearances of variable in linear part of objective or constraints */
73  int* varnlcount; /**< array with number of appearances of variable in nonlinear part of objective or constraints */
74 
75  int consssize; /**< length of constraints related arrays */
76  int nconss; /**< number of constraints */
77  SCIP_NLPIORACLECONS** conss; /**< constraints, or NULL if none */
78 
79  SCIP_NLPIORACLECONS* objective; /**< objective */
80 
81  int* jacoffsets; /**< rowwise jacobi sparsity pattern: constraint offsets in jaccols */
82  int* jaccols; /**< rowwise jacobi sparsity pattern: indices of variables appearing in constraints */
83 
84  int* heslagoffsets; /**< rowwise sparsity pattern of hessian matrix of Lagrangian: row offsets in heslagcol */
85  int* heslagcols; /**< rowwise sparsity pattern of hessian matrix of Lagrangian: column indices; sorted for each row */
86 
87  SCIP_EXPRINT* exprinterpreter; /**< interpreter for expressions: evaluation and derivatives */
88  SCIP_CLOCK* evalclock; /**< clock measuring evaluation time */
89 };
90 
91 /**@} */
92 
93 /*lint -e440*/
94 /*lint -e441*/
95 /*lint -e866*/
96 
97 /**@name Local functions */
98 /**@{ */
99 
100 /** ensures that those arrays in oracle that store information on variables have at least a given length */
101 static
102 SCIP_RETCODE ensureVarsSize(
103  SCIP* scip, /**< SCIP data structure */
104  SCIP_NLPIORACLE* oracle, /**< NLPIORACLE data structure */
105  int minsize /**< minimal required size */
106  )
107 {
108  assert(oracle != NULL);
109 
110  if( minsize > oracle->varssize )
111  {
112  int newsize;
113 
114  newsize = SCIPcalcMemGrowSize(scip, minsize);
115  assert(newsize >= minsize);
116 
117  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &oracle->varlbs, oracle->varssize, newsize) );
118  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &oracle->varubs, oracle->varssize, newsize) );
119  if( oracle->varnames != NULL )
120  {
121  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &oracle->varnames, oracle->varssize, newsize) );
122  }
123  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &oracle->varlincount, oracle->varssize, newsize) );
124  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &oracle->varnlcount, oracle->varssize, newsize) );
125 
126  oracle->varssize = newsize;
127  }
128  assert(oracle->varssize >= minsize);
129 
130  return SCIP_OKAY;
131 }
132 
133 /** ensures that constraints array in oracle has at least a given length */
134 static
135 SCIP_RETCODE ensureConssSize(
136  SCIP* scip, /**< SCIP data structure */
137  SCIP_NLPIORACLE* oracle, /**< NLPIORACLE data structure */
138  int minsize /**< minimal required size */
139  )
140 {
141  assert(oracle != NULL);
142 
143  SCIP_CALL( SCIPensureBlockMemoryArray(scip, &oracle->conss, &oracle->consssize, minsize) );
144  assert(oracle->consssize >= minsize);
145 
146  return SCIP_OKAY;
147 }
148 
149 /** ensures that arrays for linear part in a oracle constraints have at least a given length */
150 static
151 SCIP_RETCODE ensureConsLinSize(
152  SCIP* scip, /**< SCIP data structure */
153  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
154  int minsize /**< minimal required size */
155  )
156 {
157  assert(cons != NULL);
158 
159  if( minsize > cons->linsize )
160  {
161  int newsize;
162 
163  newsize = SCIPcalcMemGrowSize(scip, minsize);
164  assert(newsize >= minsize);
165 
166  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &cons->linidxs, cons->linsize, newsize) );
167  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &cons->lincoefs, cons->linsize, newsize) );
168  cons->linsize = newsize;
169  }
170  assert(cons->linsize >= minsize);
171 
172  return SCIP_OKAY;
173 }
174 
175 /** ensures that a given array of integers has at least a given length */
176 static
177 SCIP_RETCODE ensureIntArraySize(
178  SCIP* scip, /**< SCIP data structure */
179  int** intarray, /**< array of integers */
180  int* len, /**< length of array (modified if reallocated) */
181  int minsize /**< minimal required array length */
182  )
183 {
184  assert(intarray != NULL);
185  assert(len != NULL);
186 
187  SCIP_CALL( SCIPensureBlockMemoryArray(scip, intarray, len, minsize) );
188  assert(*len >= minsize);
189 
190  return SCIP_OKAY;
191 }
192 
193 /** Invalidates the sparsity pattern of the Jacobian.
194  * Should be called when constraints are added or deleted.
195  */
196 static
197 void invalidateJacobiSparsity(
198  SCIP* scip, /**< SCIP data structure */
199  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
200  )
201 {
202  assert(oracle != NULL);
203 
204  SCIPdebugMessage("%p invalidate jacobian sparsity\n", (void*)oracle);
205 
206  if( oracle->jacoffsets == NULL )
207  { /* nothing to do */
208  assert(oracle->jaccols == NULL);
209  return;
210  }
211 
212  assert(oracle->jaccols != NULL);
213  SCIPfreeBlockMemoryArray(scip, &oracle->jaccols, oracle->jacoffsets[oracle->nconss]);
214  SCIPfreeBlockMemoryArray(scip, &oracle->jacoffsets, oracle->nconss + 1);
215 }
216 
217 /** Invalidates the sparsity pattern of the Hessian of the Lagragian.
218  * Should be called when the objective is set or constraints are added or deleted.
219  */
220 static
221 void invalidateHessianLagSparsity(
222  SCIP* scip, /**< SCIP data structure */
223  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
224  )
225 {
226  assert(oracle != NULL);
227 
228  SCIPdebugMessage("%p invalidate hessian lag sparsity\n", (void*)oracle);
229 
230  if( oracle->heslagoffsets == NULL )
231  { /* nothing to do */
232  assert(oracle->heslagcols == NULL);
233  return;
234  }
235 
236  assert(oracle->heslagcols != NULL);
237  SCIPfreeBlockMemoryArray(scip, &oracle->heslagcols, oracle->heslagoffsets[oracle->nvars]);
238  SCIPfreeBlockMemoryArray(scip, &oracle->heslagoffsets, oracle->nvars + 1);
239 }
240 
241 /** increases or decreases variable counts in oracle w.r.t. linear and nonlinear appearance */
242 static
243 SCIP_RETCODE updateVariableCounts(
244  SCIP* scip, /**< SCIP data structure */
245  SCIP_NLPIORACLE* oracle, /**< oracle data structure */
246  int factor, /**< whether to add (factor=1) or remove (factor=-1) variable counts */
247  int nlinidxs, /**< number of linear indices */
248  const int* linidxs, /**< indices of variables in linear part */
249  SCIP_EXPR* expr /**< expression */
250  )
251 {
252  int j;
253 
254  assert(oracle != NULL);
255  assert(oracle->varlincount != NULL || (nlinidxs == 0 && expr == NULL));
256  assert(oracle->varnlcount != NULL || (nlinidxs == 0 && expr == NULL));
257  assert(factor == 1 || factor == -1);
258  assert(nlinidxs == 0 || linidxs != NULL);
259 
260  for( j = 0; j < nlinidxs; ++j )
261  {
262  oracle->varlincount[linidxs[j]] += factor;
263  assert(oracle->varlincount[linidxs[j]] >= 0);
264  }
265 
266  if( expr != NULL )
267  {
268  SCIP_EXPRITER* it;
269 
270  SCIP_CALL( SCIPcreateExpriter(scip, &it) );
271  SCIP_CALL( SCIPexpriterInit(it, expr, SCIP_EXPRITER_DFS, FALSE) );
272 
273  for( ; !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) )
274  if( SCIPisExprVaridx(scip, expr) )
275  {
276  oracle->varnlcount[SCIPgetIndexExprVaridx(expr)] += factor;
277  assert(oracle->varnlcount[SCIPgetIndexExprVaridx(expr)] >= 0);
278  }
279 
280  SCIPfreeExpriter(&it);
281  }
282 
283  return SCIP_OKAY;
284 }
285 
286 /** sorts a linear term, merges duplicate entries and removes entries with coefficient 0.0 */
287 static
288 void sortLinearCoefficients(
289  int* nidxs, /**< number of variables */
290  int* idxs, /**< indices of variables */
291  SCIP_Real* coefs /**< coefficients of variables */
292  )
293 {
294  int offset;
295  int j;
296 
297  assert(nidxs != NULL);
298  assert(idxs != NULL || *nidxs == 0);
299  assert(coefs != NULL || *nidxs == 0);
300 
301  if( *nidxs == 0 )
302  return;
303 
304  SCIPsortIntReal(idxs, coefs, *nidxs);
305 
306  offset = 0;
307  j = 0;
308  while( j+offset < *nidxs )
309  {
310  assert(idxs[j] >= 0); /*lint !e613*/
311 
312  /* move j+offset to j, if different */
313  if( offset > 0 )
314  {
315  idxs[j] = idxs[j+offset]; /*lint !e613*/
316  coefs[j] = coefs[j+offset]; /*lint !e613*/
317  }
318 
319  /* add up coefs for j+offset+1... as long as they have the same index */
320  while( j+offset+1 < *nidxs && idxs[j] == idxs[j+offset+1] ) /*lint !e613*/
321  {
322  coefs[j] += coefs[j+offset+1]; /*lint !e613*/
323  ++offset;
324  }
325 
326  /* if j'th element is 0, increase offset, otherwise increase j */
327  if( coefs[j] == 0.0 ) /*lint !e613*/
328  ++offset;
329  else
330  ++j;
331  }
332  *nidxs -= offset;
333 }
334 
335 /** creates a NLPI constraint from given constraint data */
336 static
337 SCIP_RETCODE createConstraint(
338  SCIP* scip, /**< SCIP data structure */
339  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
340  SCIP_NLPIORACLECONS** cons, /**< buffer where to store pointer to constraint */
341  int nlinidxs, /**< length of linear part */
342  const int* linidxs, /**< indices of linear part, or NULL if nlinidxs == 0 */
343  const SCIP_Real* lincoefs, /**< coefficients of linear part, or NULL if nlinidxs == 0 */
344  SCIP_EXPR* expr, /**< expression, or NULL */
345  SCIP_Real lhs, /**< left-hand-side of constraint */
346  SCIP_Real rhs, /**< right-hand-side of constraint */
347  const char* name /**< name of constraint, or NULL */
348  )
349 {
350  assert(cons != NULL);
351  assert(nlinidxs >= 0);
352  assert(linidxs != NULL || nlinidxs == 0);
353  assert(lincoefs != NULL || nlinidxs == 0);
354  assert(EPSLE(lhs, rhs, SCIP_DEFAULT_EPSILON));
355 
356  SCIP_CALL( SCIPallocClearBlockMemory(scip, cons) );
357  assert(*cons != NULL);
358 
359  if( nlinidxs > 0 )
360  {
361  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*cons)->linidxs, linidxs, nlinidxs) );
362  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*cons)->lincoefs, lincoefs, nlinidxs) );
363  (*cons)->linsize = nlinidxs;
364  (*cons)->nlinidxs = nlinidxs;
365 
366  /* sort, merge duplicates, remove zero's */
367  sortLinearCoefficients(&(*cons)->nlinidxs, (*cons)->linidxs, (*cons)->lincoefs);
368  assert((*cons)->linidxs[0] >= 0);
369  }
370 
371  if( expr != NULL )
372  {
373  (*cons)->expr = expr;
374  SCIPcaptureExpr(expr);
375 
376  SCIP_CALL( SCIPexprintCompile(scip, oracle->exprinterpreter, (*cons)->expr, &(*cons)->exprintdata) );
377  }
378 
379  if( lhs > rhs )
380  {
381  assert(EPSEQ(lhs, rhs, SCIP_DEFAULT_EPSILON));
382  lhs = rhs;
383  }
384  (*cons)->lhs = lhs;
385  (*cons)->rhs = rhs;
386 
387  if( name != NULL )
388  {
389  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*cons)->name, name, strlen(name)+1) );
390  }
391 
392  /* add variable counts */
393  SCIP_CALL( updateVariableCounts(scip, oracle, 1, (*cons)->nlinidxs, (*cons)->linidxs, (*cons)->expr) );
394 
395  return SCIP_OKAY;
396 }
397 
398 /** frees a constraint */
399 static
400 SCIP_RETCODE freeConstraint(
401  SCIP* scip, /**< SCIP data structure */
402  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
403  SCIP_NLPIORACLECONS** cons, /**< pointer to constraint that should be freed */
404  SCIP_Bool updatevarcount /**< whether the update variable counts (typically TRUE) */
405  )
406 {
407  assert(oracle != NULL);
408  assert(cons != NULL);
409  assert(*cons != NULL);
410 
411  SCIPdebugMessage("free constraint %p\n", (void*)*cons);
412 
413  /* remove variable counts */
414  if( updatevarcount )
415  {
416  SCIP_CALL( updateVariableCounts(scip, oracle, -1, (*cons)->nlinidxs, (*cons)->linidxs, (*cons)->expr) );
417  }
418 
419  SCIPfreeBlockMemoryArrayNull(scip, &(*cons)->linidxs, (*cons)->linsize);
420  SCIPfreeBlockMemoryArrayNull(scip, &(*cons)->lincoefs, (*cons)->linsize);
421 
422  if( (*cons)->expr != NULL )
423  {
424  SCIP_CALL( SCIPexprintFreeData(scip, oracle->exprinterpreter, (*cons)->expr, &(*cons)->exprintdata) );
425  SCIP_CALL( SCIPreleaseExpr(scip, &(*cons)->expr) );
426  }
427 
428  if( (*cons)->name != NULL )
429  {
430  SCIPfreeBlockMemoryArrayNull(scip, &(*cons)->name, strlen((*cons)->name)+1);
431  }
432 
433  SCIPfreeBlockMemory(scip, cons);
434  assert(*cons == NULL);
435 
436  return SCIP_OKAY;
437 }
438 
439 /** frees all constraints
440  *
441  * \attention This omits updating the variable counts in the oracle.
442  */
443 static
444 SCIP_RETCODE freeConstraints(
445  SCIP* scip, /**< SCIP data structure */
446  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
447  )
448 {
449  int i;
450 
451  assert(oracle != NULL);
452 
453  SCIPdebugMessage("%p free constraints\n", (void*)oracle);
454 
455  for( i = 0; i < oracle->nconss; ++i )
456  {
457  SCIP_CALL( freeConstraint(scip, oracle, &oracle->conss[i], FALSE) );
458  assert(oracle->conss[i] == NULL);
459  }
460  oracle->nconss = 0;
461 
462  SCIPfreeBlockMemoryArrayNull(scip, &oracle->conss, oracle->consssize);
463  oracle->consssize = 0;
464 
465  return SCIP_OKAY;
466 }
467 
468 /** moves one variable
469  * The place where it moves to need to be empty (all NULL) but allocated.
470  * Note that this function does not update the variable indices in the constraints!
471  */
472 static
473 SCIP_RETCODE moveVariable(
474  SCIP* scip, /**< SCIP data structure */
475  SCIP_NLPIORACLE* oracle, /**< pointer to store NLPIORACLE data structure */
476  int fromidx, /**< index of variable to move */
477  int toidx /**< index of place where to move variable to */
478  )
479 {
480  assert(oracle != NULL);
481 
482  SCIPdebugMessage("%p move variable\n", (void*)oracle);
483 
484  assert(0 <= fromidx);
485  assert(0 <= toidx);
486  assert(fromidx < oracle->nvars);
487  assert(toidx < oracle->nvars);
488 
489  assert(oracle->varnames == NULL || oracle->varnames[toidx] == NULL);
490 
491  oracle->varlbs[toidx] = oracle->varlbs[fromidx];
492  oracle->varubs[toidx] = oracle->varubs[fromidx];
493  oracle->varlbs[fromidx] = -SCIPinfinity(scip);
494  oracle->varubs[fromidx] = SCIPinfinity(scip);
495 
496  oracle->varlincount[toidx] = oracle->varlincount[fromidx];
497  oracle->varnlcount[toidx] = oracle->varnlcount[fromidx];
498  oracle->varlincount[fromidx] = 0;
499  oracle->varnlcount[fromidx] = 0;
500 
501  if( oracle->varnames != NULL )
502  {
503  oracle->varnames[toidx] = oracle->varnames[fromidx];
504  oracle->varnames[fromidx] = NULL;
505  }
506 
507  return SCIP_OKAY;
508 }
509 
510 /** frees all variables */
511 static
512 void freeVariables(
513  SCIP* scip, /**< SCIP data structure */
514  SCIP_NLPIORACLE* oracle /**< pointer to store NLPIORACLE data structure */
515  )
516 {
517  int i;
518 
519  assert(oracle != NULL);
520 
521  SCIPdebugMessage("%p free variables\n", (void*)oracle);
522 
523  if( oracle->varnames != NULL )
524  {
525  for( i = 0; i < oracle->nvars; ++i )
526  {
527  if( oracle->varnames[i] != NULL )
528  {
529  SCIPfreeBlockMemoryArray(scip, &oracle->varnames[i], strlen(oracle->varnames[i])+1); /*lint !e866*/
530  }
531  }
532  SCIPfreeBlockMemoryArrayNull(scip, &oracle->varnames, oracle->varssize);
533  }
534  oracle->nvars = 0;
535 
536  SCIPfreeBlockMemoryArrayNull(scip, &oracle->varlbs, oracle->varssize);
537  SCIPfreeBlockMemoryArrayNull(scip, &oracle->varubs, oracle->varssize);
538  SCIPfreeBlockMemoryArrayNull(scip, &oracle->varlincount, oracle->varssize);
539  SCIPfreeBlockMemoryArrayNull(scip, &oracle->varnlcount, oracle->varssize);
540 
541  oracle->varssize = 0;
542 }
543 
544 /** applies a mapping of indices to one array of indices */
545 static
546 void mapIndices(
547  int* indexmap, /**< mapping from old variable indices to new indices */
548  int nindices, /**< number of indices in indices1 and indices2 */
549  int* indices /**< array of indices to adjust */
550  )
551 {
552  assert(indexmap != NULL);
553  assert(nindices == 0 || indices != NULL);
554 
555  for( ; nindices ; --nindices, ++indices )
556  {
557  assert(indexmap[*indices] >= 0);
558  *indices = indexmap[*indices];
559  }
560 }
561 
562 /** removes entries with index -1 (marked as deleted) from array of linear elements
563  * assumes that array is sorted by index, i.e., all -1 are at the beginning
564  */
565 static
566 void clearDeletedLinearElements(
567  int** linidxs, /**< variable indices */
568  SCIP_Real** coefs, /**< variable coefficients */
569  int* nidxs /**< number of indices */
570  )
571 {
572  int i;
573  int offset;
574 
575  SCIPdebugMessage("clear deleted linear elements\n");
576 
577  assert(linidxs != NULL);
578  assert(*linidxs != NULL);
579  assert(coefs != NULL);
580  assert(*coefs != NULL);
581  assert(nidxs != NULL);
582  assert(*nidxs > 0);
583 
584  /* search for beginning of non-delete entries @todo binary search? */
585  for( offset = 0; offset < *nidxs; ++offset )
586  if( (*linidxs)[offset] >= 0 )
587  break;
588 
589  /* nothing was deleted */
590  if( offset == 0 )
591  return;
592 
593  /* some or all elements were deleted -> move remaining ones front */
594  for( i = 0; i < *nidxs - offset; ++i )
595  {
596  (*linidxs)[i] = (*linidxs)[i+offset];
597  (*coefs)[i] = (*coefs) [i+offset];
598  }
599  *nidxs -= offset;
600 }
601 
602 /** computes the value of a function */
603 static
604 SCIP_RETCODE evalFunctionValue(
605  SCIP* scip, /**< SCIP data structure */
606  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
607  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
608  const SCIP_Real* x, /**< the point where to evaluate */
609  SCIP_Real* val /**< pointer to store function value */
610  )
611 { /*lint --e{715}*/
612  assert(oracle != NULL);
613  assert(cons != NULL);
614  assert(x != NULL || oracle->nvars == 0);
615  assert(val != NULL);
616 
617  SCIPdebugMessage("%p eval function value\n", (void*)oracle);
618 
619  *val = 0.0;
620 
621  if( cons->nlinidxs > 0 )
622  {
623  int* linidxs;
624  SCIP_Real* lincoefs;
625  int nlin;
626 
627  nlin = cons->nlinidxs;
628  linidxs = cons->linidxs;
629  lincoefs = cons->lincoefs;
630  assert(linidxs != NULL);
631  assert(lincoefs != NULL);
632  assert(x != NULL);
633 
634  for( ; nlin > 0; --nlin, ++linidxs, ++lincoefs )
635  *val += *lincoefs * x[*linidxs];
636  }
637 
638  if( cons->expr != NULL )
639  {
640  SCIP_Real nlval;
641 
642  SCIP_CALL( SCIPexprintEval(scip, oracle->exprinterpreter, cons->expr, cons->exprintdata, (SCIP_Real*)x, &nlval) );
643  if( !SCIPisFinite(nlval) || SCIPisInfinity(scip, ABS(nlval)) )
644  *val = nlval;
645  else
646  *val += nlval;
647  }
648 
649  return SCIP_OKAY;
650 }
651 
652 /** computes the value and gradient of a function
653  *
654  * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)
655  */
656 static
657 SCIP_RETCODE evalFunctionGradient(
658  SCIP* scip, /**< SCIP data structure */
659  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
660  SCIP_NLPIORACLECONS* cons, /**< oracle constraint */
661  const SCIP_Real* x, /**< the point where to evaluate */
662  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
663  SCIP_Real* RESTRICT val, /**< pointer to store function value */
664  SCIP_Real* RESTRICT grad /**< pointer to store function gradient */
665  )
666 { /*lint --e{715}*/
667  assert(oracle != NULL);
668  assert(x != NULL || oracle->nvars == 0);
669  assert(val != NULL);
670  assert(grad != NULL);
671 
672  SCIPdebugMessage("%p eval function gradient\n", (void*)oracle);
673 
674  *val = 0.0;
675  BMSclearMemoryArray(grad, oracle->nvars);
676 
677  if( cons->expr != NULL )
678  {
679  SCIP_Real nlval;
680  int i;
681 
682  SCIPdebugMsg(scip, "eval gradient of ");
683  SCIPdebug( if( isnewx ) {printf("\nx ="); for( i = 0; i < oracle->nvars; ++i) printf(" %g", x[i]); printf("\n");} )
684 
685  SCIP_CALL( SCIPexprintGrad(scip, oracle->exprinterpreter, cons->expr, cons->exprintdata, (SCIP_Real*)x, isnewx, &nlval, grad) );
686 
687  SCIPdebug( printf("g ="); for( i = 0; i < oracle->nvars; ++i) printf(" %g", grad[i]); printf("\n"); )
688 
689  /* check for eval error */
690  if( !SCIPisFinite(nlval) || SCIPisInfinity(scip, ABS(nlval)) )
691  {
692  SCIPdebugMessage("gradient evaluation yield invalid function value %g\n", nlval);
693  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
694  }
695  for( i = 0; i < oracle->nvars; ++i )
696  if( !SCIPisFinite(grad[i]) )
697  {
698  SCIPdebugMessage("gradient evaluation yield invalid gradient value %g\n", grad[i]);
699  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
700  }
701 
702  *val += nlval;
703  }
704 
705  if( cons->nlinidxs > 0 )
706  {
707  int* linidxs;
708  SCIP_Real* lincoefs;
709  int nlin;
710 
711  nlin = cons->nlinidxs;
712  linidxs = cons->linidxs;
713  lincoefs = cons->lincoefs;
714  assert(linidxs != NULL);
715  assert(lincoefs != NULL);
716  assert(x != NULL);
717 
718  for( ; nlin > 0; --nlin, ++linidxs, ++lincoefs )
719  {
720  *val += *lincoefs * x[*linidxs];
721  grad[*linidxs] += *lincoefs;
722  }
723  }
724 
725  return SCIP_OKAY;
726 }
727 
728 /** collects indices of nonzero entries in the lower-left part of the hessian matrix of an expression
729  * adds the indices to a given set of indices, avoiding duplicates */
730 static
731 SCIP_RETCODE hessLagSparsitySetNzFlagForExpr(
732  SCIP* scip, /**< SCIP data structure */
733  SCIP_NLPIORACLE* oracle, /**< NLPI oracle */
734  int** colnz, /**< indices of nonzero entries for each column */
735  int* collen, /**< space allocated to store indices of nonzeros for each column */
736  int* colnnz, /**< number of nonzero entries for each column */
737  int* nzcount, /**< counter for total number of nonzeros; should be increased when nzflag is set to 1 the first time */
738  SCIP_EXPR* expr, /**< expression */
739  SCIP_EXPRINTDATA* exprintdata, /**< expression interpreter data for expression */
740  int dim /**< dimension of matrix */
741  )
742 {
743  SCIP_Real* x;
744  int* rowidxs;
745  int* colidxs;
746  int nnz;
747  int row;
748  int col;
749  int pos;
750  int i;
751 
752  assert(oracle != NULL);
753  assert(colnz != NULL);
754  assert(collen != NULL);
755  assert(colnnz != NULL);
756  assert(nzcount != NULL);
757  assert(expr != NULL);
758  assert(dim >= 0);
759 
760  SCIPdebugMessage("%p hess lag sparsity set nzflag for expr\n", (void*)oracle);
761 
762  SCIP_CALL( SCIPallocBufferArray(scip, &x, oracle->nvars) );
763  for( i = 0; i < oracle->nvars; ++i )
764  x[i] = 2.0; /* hope that this value does not make much trouble for the evaluation routines */
765 
766  SCIP_CALL( SCIPexprintHessianSparsity(scip, oracle->exprinterpreter, expr, exprintdata, x, &rowidxs, &colidxs, &nnz) );
767 
768  for( i = 0; i < nnz; ++i )
769  {
770  row = rowidxs[i];
771  col = colidxs[i];
772 
773  assert(row < oracle->nvars);
774  assert(col <= row);
775 
776  if( colnz[row] == NULL || !SCIPsortedvecFindInt(colnz[row], col, colnnz[row], &pos) )
777  {
778  SCIP_CALL( ensureIntArraySize(scip, &colnz[row], &collen[row], colnnz[row]+1) );
779  SCIPsortedvecInsertInt(colnz[row], col, &colnnz[row], NULL);
780  ++*nzcount;
781  }
782  }
783 
784  SCIPfreeBufferArray(scip, &x);
785 
786  return SCIP_OKAY;
787 }
788 
789 /** adds hessian of an expression into hessian structure */
790 static
791 SCIP_RETCODE hessLagAddExpr(
792  SCIP* scip, /**< SCIP data structure */
793  SCIP_NLPIORACLE* oracle, /**< oracle */
794  SCIP_Real weight, /**< weight of quadratic part */
795  const SCIP_Real* x, /**< point for which hessian should be returned */
796  SCIP_Bool new_x, /**< whether point has been evaluated before */
797  SCIP_EXPR* expr, /**< expression */
798  SCIP_EXPRINTDATA* exprintdata, /**< expression interpreter data for expression */
799  int* hesoffset, /**< row offsets in sparse matrix that is to be filled */
800  int* hescol, /**< column indices in sparse matrix that is to be filled */
801  SCIP_Real* values /**< buffer for values of sparse matrix that is to be filled */
802  )
803 {
804  SCIP_Real val;
805  SCIP_Real* h;
806  int* rowidxs;
807  int* colidxs;
808  int nnz;
809  int row;
810  int col;
811  int pos;
812  int i;
813 
814  SCIPdebugMessage("%p hess lag add expr\n", (void*)oracle);
815 
816  assert(oracle != NULL);
817  assert(x != NULL || new_x == FALSE);
818  assert(expr != NULL);
819  assert(hesoffset != NULL);
820  assert(hescol != NULL);
821  assert(values != NULL);
822 
823  SCIP_CALL( SCIPexprintHessian(scip, oracle->exprinterpreter, expr, exprintdata, (SCIP_Real*)x, new_x, &val, &rowidxs, &colidxs, &h, &nnz) );
824  if( !SCIPisFinite(val) )
825  {
826  SCIPdebugMessage("hessian evaluation yield invalid function value %g\n", val);
827  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
828  }
829 
830  for( i = 0; i < nnz; ++i )
831  {
832  if( !SCIPisFinite(h[i]) )
833  {
834  SCIPdebugMessage("hessian evaluation yield invalid hessian value %g\n", *h);
835  return SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
836  }
837 
838  if( h[i] == 0.0 )
839  continue;
840 
841  row = rowidxs[i];
842  col = colidxs[i];
843 
844  if( !SCIPsortedvecFindInt(&hescol[hesoffset[row]], col, hesoffset[row+1] - hesoffset[row], &pos) )
845  {
846  SCIPerrorMessage("Could not find entry (%d, %d) in hessian sparsity\n", row, col);
847  return SCIP_ERROR;
848  }
849 
850  values[hesoffset[row] + pos] += weight * h[i];
851  }
852 
853  return SCIP_OKAY;
854 }
855 
856 /** prints a name, if available, makes sure it has not more than 64 characters, and adds a unique prefix if the longnames flag is set */
857 static
858 void printName(
859  char* buffer, /**< buffer to print to, has to be not NULL and should be at least 65 bytes */
860  char* name, /**< name, or NULL */
861  int idx, /**< index of var or cons which the name corresponds to */
862  char prefix, /**< a letter (typically 'x' or 'e') to distinguish variable and equation names, if names[idx] is not available */
863  const char* suffix, /**< a suffer to add to the name, or NULL */
864  SCIP_Bool longnames /**< whether prefixes for long names should be added */
865  )
866 {
867  assert(idx >= 0 && idx < 100000); /* to ensure that we do not exceed the size of the buffer */
868 
869  if( longnames )
870  {
871  if( name != NULL )
872  (void) SCIPsnprintf(buffer, 64, "%c%05d%.*s%s", prefix, idx, suffix != NULL ? (int)(57-strlen(suffix)) : 57, name, suffix ? suffix : "");
873  else
874  (void) SCIPsnprintf(buffer, 64, "%c%05d", prefix, idx);
875  }
876  else
877  {
878  if( name != NULL )
879  {
880  assert(strlen(name) + (suffix != NULL ? strlen(suffix) : 0) <= 64);
881  (void) SCIPsnprintf(buffer, 64, "%s%s", name, suffix != NULL ? suffix : "");
882  }
883  else
884  {
885  assert(1 + 5 + (suffix != NULL ? strlen(suffix) : 0) <= 64);
886  (void) SCIPsnprintf(buffer, 64, "%c%d%s", prefix, idx, suffix != NULL ? suffix : "");
887  }
888  }
889 }
890 
891 /** prints a function */
892 static
893 SCIP_RETCODE printFunction(
894  SCIP* scip, /**< SCIP data structure */
895  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
896  FILE* file, /**< file to print to, has to be not NULL */
897  SCIP_NLPIORACLECONS* cons, /**< constraint which function to print */
898  SCIP_Bool longvarnames /**< whether variable names need to be shorten to 64 characters */
899  )
900 { /*lint --e{715}*/
901  int i;
902  char namebuf[70];
903 
904  SCIPdebugMessage("%p print function\n", (void*)oracle);
905 
906  assert(oracle != NULL);
907  assert(file != NULL);
908  assert(cons != NULL);
909 
910  for( i = 0; i < cons->nlinidxs; ++i )
911  {
912  printName(namebuf, oracle->varnames != NULL ? oracle->varnames[cons->linidxs[i]] : NULL, cons->linidxs[i], 'x', NULL, longvarnames);
913  SCIPinfoMessage(scip, file, "%+.15g*%s", cons->lincoefs[i], namebuf);
914  if( i % 10 == 9 )
915  SCIPinfoMessage(scip, file, "\n");
916  }
917 
918  if( cons->expr != NULL )
919  {
920  /* TODO SCIPprintExpr does not use the variable names in oracle->varnames, probably that should be changed */
921  SCIPinfoMessage(scip, file, " +");
922  SCIP_CALL( SCIPprintExpr(scip, cons->expr, file) );
923  }
924 
925  return SCIP_OKAY;
926 }
927 
928 /** returns whether an expression contains nonsmooth operands (min, max, abs, ...) */
929 static
930 SCIP_RETCODE exprIsNonSmooth(
931  SCIP* scip, /**< SCIP data structure */
932  SCIP_EXPR* expr, /**< expression */
933  SCIP_Bool* nonsmooth /**< buffer to store whether expression seems nonsmooth */
934  )
935 {
936  SCIP_EXPRITER* it;
937 
938  assert(expr != NULL);
939  assert(nonsmooth != NULL);
940 
941  *nonsmooth = FALSE;
942 
943  SCIP_CALL( SCIPcreateExpriter(scip, &it) );
944  SCIP_CALL( SCIPexpriterInit(it, expr, SCIP_EXPRITER_DFS, FALSE) );
945 
946  for( ; !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) )
947  {
948  const char* hdlrname;
949  if( SCIPisExprSignpower(scip, expr) )
950  {
951  *nonsmooth = TRUE;
952  break;
953  }
954  hdlrname = SCIPexprhdlrGetName(SCIPexprGetHdlr(expr));
955  if( strcmp(hdlrname, "abs") == 0 )
956  {
957  *nonsmooth = TRUE;
958  break;
959  }
960  if( strcmp(hdlrname, "min") == 0 )
961  {
962  *nonsmooth = TRUE;
963  break;
964  }
965  if( strcmp(hdlrname, "max") == 0 )
966  {
967  *nonsmooth = TRUE;
968  break;
969  }
970  }
971 
972  SCIPfreeExpriter(&it);
973 
974  return SCIP_OKAY;
975 }
976 
977 /**@} */
978 
979 /**@name public function */
980 /**@{ */
981 
982 /** creates an NLPIORACLE data structure */
983 SCIP_RETCODE SCIPnlpiOracleCreate(
984  SCIP* scip, /**< SCIP data structure */
985  SCIP_NLPIORACLE** oracle /**< pointer to store NLPIORACLE data structure */
986  )
987 {
988  SCIP_Bool nlpieval;
989 
990  assert(oracle != NULL);
991 
992  SCIPdebugMessage("%p oracle create\n", (void*)oracle);
993 
994  SCIP_CALL( SCIPallocMemory(scip, oracle) );
995  BMSclearMemory(*oracle);
996 
997  SCIPdebugMessage("Oracle initializes expression interpreter %s\n", SCIPexprintGetName());
998  SCIP_CALL( SCIPexprintCreate(scip, &(*oracle)->exprinterpreter) );
999 
1000  SCIP_CALL( SCIPcreateClock(scip, &(*oracle)->evalclock) );
1001 
1002  SCIP_CALL( SCIPgetBoolParam(scip, "timing/nlpieval", &nlpieval) );
1003  if( !nlpieval )
1004  SCIPsetClockEnabled((*oracle)->evalclock, FALSE);
1005 
1006  /* create zero objective function */
1007  SCIP_CALL( createConstraint(scip, *oracle, &(*oracle)->objective, 0, NULL, NULL, NULL, 0.0, 0.0, NULL) );
1008 
1009  return SCIP_OKAY;
1010 }
1011 
1012 /** frees an NLPIORACLE data structure */
1013 SCIP_RETCODE SCIPnlpiOracleFree(
1014  SCIP* scip, /**< SCIP data structure */
1015  SCIP_NLPIORACLE** oracle /**< pointer to NLPIORACLE data structure */
1016  )
1017 {
1018  assert(oracle != NULL);
1019  assert(*oracle != NULL);
1020 
1021  SCIPdebugMessage("%p oracle free\n", (void*)oracle);
1022 
1023  invalidateJacobiSparsity(scip, *oracle);
1024  invalidateHessianLagSparsity(scip, *oracle);
1025 
1026  SCIP_CALL( freeConstraint(scip, *oracle, &(*oracle)->objective, FALSE) );
1027  SCIP_CALL( freeConstraints(scip, *oracle) );
1028  freeVariables(scip, *oracle);
1029 
1030  SCIP_CALL( SCIPfreeClock(scip, &(*oracle)->evalclock) );
1031 
1032  SCIP_CALL( SCIPexprintFree(scip, &(*oracle)->exprinterpreter) );
1033 
1034  if( (*oracle)->name != NULL )
1035  {
1036  SCIP_CALL( SCIPnlpiOracleSetProblemName(scip, *oracle, NULL) );
1037  }
1038 
1039  BMSfreeMemory(oracle);
1040 
1041  return SCIP_OKAY;
1042 }
1043 
1044 /** sets the problem name (used for printing) */
1045 SCIP_RETCODE SCIPnlpiOracleSetProblemName(
1046  SCIP* scip, /**< SCIP data structure */
1047  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1048  const char* name /**< name of problem */
1049  )
1050 {
1051  assert(oracle != NULL);
1052 
1053  SCIPdebugMessage("%p set problem name\n", (void*)oracle);
1054 
1055  if( oracle->name != NULL )
1056  {
1057  SCIPfreeBlockMemoryArray(scip, &oracle->name, strlen(oracle->name)+1);
1058  }
1059 
1060  if( name != NULL )
1061  {
1062  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &oracle->name, name, strlen(name)+1) );
1063  }
1064 
1065  return SCIP_OKAY;
1066 }
1067 
1068 /** gets the problem name, or NULL if none set */
1069 const char* SCIPnlpiOracleGetProblemName(
1070  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1071  )
1072 {
1073  assert(oracle != NULL);
1074 
1075  SCIPdebugMessage("%p get problem name\n", (void*)oracle);
1076 
1077  return oracle->name;
1078 }
1079 
1080 /** adds variables */
1081 SCIP_RETCODE SCIPnlpiOracleAddVars(
1082  SCIP* scip, /**< SCIP data structure */
1083  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1084  int nvars, /**< number of variables to add */
1085  const SCIP_Real* lbs, /**< array with lower bounds of new variables, or NULL if all -infinity */
1086  const SCIP_Real* ubs, /**< array with upper bounds of new variables, or NULL if all +infinity */
1087  const char** varnames /**< array with names of new variables, or NULL if no names should be stored */
1088  )
1089 {
1090  int i;
1091 
1092  assert(oracle != NULL);
1093 
1094  SCIPdebugMessage("%p add vars\n", (void*)oracle);
1095 
1096  if( nvars == 0 )
1097  return SCIP_OKAY;
1098 
1099  assert(nvars > 0);
1100 
1101  SCIP_CALL( ensureVarsSize(scip, oracle, oracle->nvars + nvars) );
1102 
1103  if( lbs != NULL )
1104  {
1105  BMScopyMemoryArray(&oracle->varlbs[oracle->nvars], lbs, nvars);
1106  }
1107  else
1108  for( i = 0; i < nvars; ++i )
1109  oracle->varlbs[oracle->nvars+i] = -SCIPinfinity(scip);
1110 
1111  if( ubs != NULL )
1112  {
1113  BMScopyMemoryArray(&oracle->varubs[oracle->nvars], ubs, nvars);
1114 
1115  /* ensure variable bounds are consistent */
1116  for( i = oracle->nvars; i < oracle->nvars + nvars; ++i )
1117  {
1118  if( oracle->varlbs[i] > oracle->varubs[i] )
1119  {
1120  assert(EPSEQ(oracle->varlbs[i], oracle->varubs[i], SCIP_DEFAULT_EPSILON));
1121  oracle->varlbs[i] = oracle->varubs[i];
1122  }
1123  }
1124  }
1125  else
1126  for( i = 0; i < nvars; ++i )
1127  oracle->varubs[oracle->nvars+i] = SCIPinfinity(scip);
1128 
1129  if( varnames != NULL )
1130  {
1131  if( oracle->varnames == NULL )
1132  {
1133  SCIP_CALL( SCIPallocClearBlockMemoryArray(scip, &oracle->varnames, oracle->varssize) );
1134  }
1135 
1136  for( i = 0; i < nvars; ++i )
1137  {
1138  if( varnames[i] != NULL )
1139  {
1140  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &oracle->varnames[oracle->nvars+i], varnames[i], strlen(varnames[i])+1) );
1141  }
1142  else
1143  oracle->varnames[oracle->nvars+i] = NULL;
1144  }
1145  }
1146  else if( oracle->varnames != NULL )
1147  {
1148  BMSclearMemoryArray(&oracle->varnames[oracle->nvars], nvars);
1149  }
1150 
1151  BMSclearMemoryArray(&oracle->varlincount[oracle->nvars], nvars);
1152  BMSclearMemoryArray(&oracle->varnlcount[oracle->nvars], nvars);
1153 
1154  /* @TODO update sparsity pattern by extending heslagoffsets */
1155  invalidateHessianLagSparsity(scip, oracle);
1156 
1157  oracle->nvars += nvars;
1158 
1159  return SCIP_OKAY;
1160 }
1161 
1162 /** adds constraints
1163  *
1164  * linear coefficients: row(=constraint) oriented matrix;
1165  * quadratic coefficients: row oriented matrix for each constraint
1166  */
1167 SCIP_RETCODE SCIPnlpiOracleAddConstraints(
1168  SCIP* scip, /**< SCIP data structure */
1169  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1170  int nconss, /**< number of constraints to add */
1171  const SCIP_Real* lhss, /**< array with left-hand sides of constraints, or NULL if all -infinity */
1172  const SCIP_Real* rhss, /**< array with right-hand sides of constraints, or NULL if all +infinity */
1173  const int* nlininds, /**< number of linear coefficients for each constraint, may be NULL in case of no linear part */
1174  int* const* lininds, /**< indices of variables for linear coefficients for each constraint, may be NULL in case of no linear part */
1175  SCIP_Real* const* linvals, /**< values of linear coefficient for each constraint, may be NULL in case of no linear part */
1176  SCIP_EXPR** exprs, /**< NULL if no nonlinear parts, otherwise exprs[.] gives nonlinear part,
1177  * or NULL if no nonlinear part in this constraint */
1178  const char** consnames /**< names of new constraints, or NULL if no names should be stored */
1179  )
1180 { /*lint --e{715}*/
1181  SCIP_NLPIORACLECONS* cons;
1182  SCIP_Bool addednlcon; /* whether a nonlinear constraint was added */
1183  int c;
1184 
1185  assert(oracle != NULL);
1186 
1187  SCIPdebugMessage("%p add constraints\n", (void*)oracle);
1188 
1189  if( nconss == 0 )
1190  return SCIP_OKAY;
1191 
1192  assert(nconss > 0);
1193 
1194  addednlcon = FALSE;
1195 
1196  invalidateJacobiSparsity(scip, oracle); /* @TODO we could also update (extend) the sparsity pattern */
1197 
1198  SCIP_CALL( ensureConssSize(scip, oracle, oracle->nconss + nconss) );
1199  for( c = 0; c < nconss; ++c )
1200  {
1201  SCIP_CALL( createConstraint(scip, oracle, &cons,
1202  nlininds != NULL ? nlininds[c] : 0,
1203  lininds != NULL ? lininds[c] : NULL,
1204  linvals != NULL ? linvals[c] : NULL,
1205  exprs != NULL ? exprs[c] : NULL,
1206  lhss != NULL ? lhss[c] : -SCIPinfinity(scip),
1207  rhss != NULL ? rhss[c] : SCIPinfinity(scip),
1208  consnames != NULL ? consnames[c] : NULL
1209  ) );
1210 
1211  if( cons->expr != NULL )
1212  addednlcon = TRUE;
1213 
1214  oracle->conss[oracle->nconss+c] = cons;
1215  }
1216  oracle->nconss += nconss;
1217 
1218  if( addednlcon == TRUE )
1219  invalidateHessianLagSparsity(scip, oracle);
1220 
1221  return SCIP_OKAY;
1222 }
1223 
1224 /** sets or overwrites objective, a minimization problem is expected
1225  *
1226  * May change sparsity pattern.
1227  */
1228 SCIP_RETCODE SCIPnlpiOracleSetObjective(
1229  SCIP* scip, /**< SCIP data structure */
1230  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1231  const SCIP_Real constant, /**< constant part of objective */
1232  int nlin, /**< number of linear variable coefficients */
1233  const int* lininds, /**< indices of linear variables, or NULL if no linear part */
1234  const SCIP_Real* linvals, /**< coefficients of linear variables, or NULL if no linear part */
1235  SCIP_EXPR* expr /**< expression of nonlinear part, or NULL if no nonlinear part */
1236  )
1237 { /*lint --e{715}*/
1238  assert(oracle != NULL);
1239  assert(!SCIPisInfinity(scip, REALABS(constant)));
1240 
1241  SCIPdebugMessage("%p set objective\n", (void*)oracle);
1242 
1243  if( expr != NULL || oracle->objective->expr != NULL )
1244  invalidateHessianLagSparsity(scip, oracle);
1245 
1246  /* clear previous objective */
1247  SCIP_CALL( freeConstraint(scip, oracle, &oracle->objective, TRUE) );
1248 
1249  /* create new objective */
1250  SCIP_CALL( createConstraint(scip, oracle, &oracle->objective,
1251  nlin, lininds, linvals, expr, constant, constant, NULL) );
1252 
1253  return SCIP_OKAY;
1254 }
1255 
1256 /** change variable bounds */
1257 SCIP_RETCODE SCIPnlpiOracleChgVarBounds(
1258  SCIP* scip, /**< SCIP data structure */
1259  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1260  int nvars, /**< number of variables to change bounds */
1261  const int* indices, /**< indices of variables to change bounds */
1262  const SCIP_Real* lbs, /**< new lower bounds, or NULL if all should be -infty */
1263  const SCIP_Real* ubs /**< new upper bounds, or NULL if all should be +infty */
1264  )
1265 {
1266  int i;
1267 
1268  assert(oracle != NULL);
1269  assert(indices != NULL || nvars == 0);
1270 
1271  SCIPdebugMessage("%p chg var bounds\n", (void*)oracle);
1272 
1273  for( i = 0; i < nvars; ++i )
1274  {
1275  assert(indices != NULL);
1276  assert(indices[i] >= 0);
1277  assert(indices[i] < oracle->nvars);
1278 
1279  oracle->varlbs[indices[i]] = (lbs != NULL ? lbs[i] : -SCIPinfinity(scip));
1280  oracle->varubs[indices[i]] = (ubs != NULL ? ubs[i] : SCIPinfinity(scip));
1281 
1282  if( oracle->varlbs[indices[i]] > oracle->varubs[indices[i]] )
1283  {
1284  /* inconsistent bounds; let's assume it's due to rounding and make them equal */
1285  assert(EPSEQ(oracle->varlbs[indices[i]], oracle->varubs[indices[i]], SCIP_DEFAULT_EPSILON));
1286  oracle->varlbs[indices[i]] = oracle->varubs[indices[i]];
1287  }
1288  }
1289 
1290  return SCIP_OKAY;
1291 }
1292 
1293 /** change constraint sides */
1294 SCIP_RETCODE SCIPnlpiOracleChgConsSides(
1295  SCIP* scip, /**< SCIP data structure */
1296  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1297  int nconss, /**< number of constraints to change bounds */
1298  const int* indices, /**< indices of constraints to change bounds */
1299  const SCIP_Real* lhss, /**< new left-hand sides, or NULL if all should be -infty */
1300  const SCIP_Real* rhss /**< new right-hand sides, or NULL if all should be +infty */
1301  )
1302 {
1303  int i;
1304 
1305  assert(oracle != NULL);
1306  assert(indices != NULL || nconss == 0);
1307 
1308  SCIPdebugMessage("%p chg cons sides\n", (void*)oracle);
1309 
1310  for( i = 0; i < nconss; ++i )
1311  {
1312  assert(indices != NULL);
1313  assert(indices[i] >= 0);
1314  assert(indices[i] < oracle->nconss);
1315 
1316  oracle->conss[indices[i]]->lhs = (lhss != NULL ? lhss[i] : -SCIPinfinity(scip));
1317  oracle->conss[indices[i]]->rhs = (rhss != NULL ? rhss[i] : SCIPinfinity(scip));
1318  if( oracle->conss[indices[i]]->lhs > oracle->conss[indices[i]]->rhs )
1319  {
1320  assert(EPSEQ(oracle->conss[indices[i]]->lhs, oracle->conss[indices[i]]->rhs, SCIP_DEFAULT_EPSILON));
1321  oracle->conss[indices[i]]->lhs = oracle->conss[indices[i]]->rhs;
1322  }
1323  }
1324 
1325  return SCIP_OKAY;
1326 }
1327 
1328 /** deletes a set of variables */
1329 SCIP_RETCODE SCIPnlpiOracleDelVarSet(
1330  SCIP* scip, /**< SCIP data structure */
1331  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1332  int* delstats /**< deletion status of vars in input (1 if var should be deleted, 0 if not);
1333  * new position of var in output (-1 if var was deleted) */
1334  )
1335 { /*lint --e{715}*/
1336  int c;
1337  int lastgood; /* index of the last variable that should be kept */
1338  SCIP_NLPIORACLECONS* cons;
1339  SCIP_EXPRITER* it;
1340 
1341  assert(oracle != NULL);
1342 
1343  SCIPdebugMessage("%p del var set\n", (void*)oracle);
1344 
1345  invalidateJacobiSparsity(scip, oracle);
1346  invalidateHessianLagSparsity(scip, oracle);
1347 
1348  lastgood = oracle->nvars - 1;
1349  while( lastgood >= 0 && delstats[lastgood] == 1 )
1350  --lastgood;
1351  if( lastgood < 0 )
1352  {
1353  /* all variables should be deleted */
1354  assert(oracle->nconss == 0); /* we could relax this by checking that all constraints are constant */
1355  oracle->objective->nlinidxs = 0;
1356  for( c = 0; c < oracle->nvars; ++c )
1357  delstats[c] = -1;
1358  freeVariables(scip, oracle);
1359  return SCIP_OKAY;
1360  }
1361 
1362  /* delete variables at the end */
1363  for( c = oracle->nvars - 1; c > lastgood; --c )
1364  {
1365  if( oracle->varnames && oracle->varnames[c] != NULL )
1366  {
1367  SCIPfreeBlockMemoryArray(scip, &oracle->varnames[c], strlen(oracle->varnames[c])+1);
1368  }
1369  delstats[c] = -1;
1370  }
1371 
1372  /* go through variables from the beginning on
1373  * if variable should be deleted, free it and move lastgood variable to this position
1374  * then update lastgood */
1375  for( c = 0; c <= lastgood; ++c )
1376  {
1377  if( delstats[c] == 0 )
1378  { /* variable should not be deleted and is kept on position c */
1379  delstats[c] = c;
1380  continue;
1381  }
1382  assert(delstats[c] == 1); /* variable should be deleted */
1383 
1384  if( oracle->varnames != NULL && oracle->varnames[c] != NULL )
1385  {
1386  SCIPfreeBlockMemoryArray(scip, &oracle->varnames[c], strlen(oracle->varnames[c])+1);
1387  }
1388  delstats[c] = -1;
1389 
1390  /* move variable at position lastgood to position c */
1391  SCIP_CALL( moveVariable(scip, oracle, lastgood, c) );
1392  delstats[lastgood] = c; /* mark that lastgood variable is now at position c */
1393 
1394  /* move lastgood forward, delete variables on the way */
1395  --lastgood;
1396  while( lastgood > c && delstats[lastgood] == 1)
1397  {
1398  if( oracle->varnames && oracle->varnames[lastgood] != NULL )
1399  {
1400  SCIPfreeBlockMemoryArray(scip, &oracle->varnames[lastgood], strlen(oracle->varnames[lastgood])+1);
1401  }
1402  delstats[lastgood] = -1;
1403  --lastgood;
1404  }
1405  }
1406  assert(c == lastgood);
1407 
1408  SCIP_CALL( SCIPcreateExpriter(scip, &it) );
1409 
1410  for( c = -1; c < oracle->nconss; ++c )
1411  {
1412  cons = c < 0 ? oracle->objective : oracle->conss[c];
1413  assert(cons != NULL);
1414 
1415  /* update indices in linear part, sort indices, and then clear elements that are marked as deleted */
1416  mapIndices(delstats, cons->nlinidxs, cons->linidxs);
1417  SCIPsortIntReal(cons->linidxs, cons->lincoefs, cons->nlinidxs);
1418  clearDeletedLinearElements(&cons->linidxs, &cons->lincoefs, &cons->nlinidxs);
1419 
1420  if( cons->expr != NULL )
1421  {
1422  /* update variable indices in varidx expressions */
1423  SCIP_EXPR* expr;
1424  SCIP_Bool keptvar = FALSE; /* whether any of the variables in expr was not deleted */
1425 #ifndef NDEBUG
1426  SCIP_Bool delvar = FALSE; /* whether any of the variables in expr was deleted */
1427 #endif
1428 
1429  SCIP_CALL( SCIPexpriterInit(it, cons->expr, SCIP_EXPRITER_DFS, FALSE) );
1430  for( expr = cons->expr; !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) )
1431  {
1432  if( !SCIPisExprVaridx(scip, expr) )
1433  continue;
1434 
1435  if( delstats[SCIPgetIndexExprVaridx(expr)] >= 0 )
1436  {
1437  /* if variable is not deleted, then set its new index */
1438  keptvar = TRUE;
1439  SCIPsetIndexExprVaridx(expr, delstats[SCIPgetIndexExprVaridx(expr)]);
1440 
1441  /* if variable is kept, then there must not have been any variable that was deleted */
1442  assert(!delvar);
1443  }
1444  else
1445  {
1446 #ifndef NDEBUG
1447  delvar = TRUE;
1448 #endif
1449  /* if variable is deleted, then there must not have been any variable that was kept
1450  * (either all variables are deleted, which removes the expr, or none)
1451  */
1452  assert(!keptvar);
1453  }
1454  }
1455  if( !keptvar )
1456  {
1457  SCIP_CALL( SCIPexprintFreeData(scip, oracle->exprinterpreter, cons->expr, &cons->exprintdata) );
1458  SCIP_CALL( SCIPreleaseExpr(scip, &cons->expr) );
1459  }
1460  }
1461  }
1462 
1463  SCIPfreeExpriter(&it);
1464 
1465  oracle->nvars = lastgood+1;
1466 
1467  return SCIP_OKAY;
1468 }
1469 
1470 /** deletes a set of constraints */
1471 SCIP_RETCODE SCIPnlpiOracleDelConsSet(
1472  SCIP* scip, /**< SCIP data structure */
1473  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1474  int* delstats /**< array with deletion status of rows in input (1 if row should be deleted, 0 if not);
1475  * new position of row in output (-1 if row was deleted) */
1476  )
1477 { /*lint --e{715}*/
1478  int c;
1479  int lastgood; /* index of the last constraint that should be kept */
1480 
1481  assert(oracle != NULL);
1482 
1483  SCIPdebugMessage("%p del cons set\n", (void*)oracle);
1484 
1485  invalidateJacobiSparsity(scip, oracle);
1486  invalidateHessianLagSparsity(scip, oracle);
1487 
1488  lastgood = oracle->nconss - 1;
1489  while( lastgood >= 0 && delstats[lastgood] == 1)
1490  --lastgood;
1491  if( lastgood < 0 )
1492  {
1493  /* all constraints should be deleted */
1494  for( c = 0; c < oracle->nconss; ++c )
1495  delstats[c] = -1;
1496  SCIP_CALL( freeConstraints(scip, oracle) );
1497 
1498  /* the previous call did not keep variable counts uptodate
1499  * since we only have an objective function left, we reset the counts to the ones of the objective
1500  */
1501  BMSclearMemoryArray(oracle->varlincount, oracle->nvars);
1502  BMSclearMemoryArray(oracle->varnlcount, oracle->nvars);
1503  SCIP_CALL( updateVariableCounts(scip, oracle, 1, oracle->objective->nlinidxs, oracle->objective->linidxs, oracle->objective->expr) );
1504 
1505  return SCIP_OKAY;
1506  }
1507 
1508  /* delete constraints at the end */
1509  for( c = oracle->nconss - 1; c > lastgood; --c )
1510  {
1511  SCIP_CALL( freeConstraint(scip, oracle, &oracle->conss[c], TRUE) );
1512  assert(oracle->conss[c] == NULL);
1513  delstats[c] = -1;
1514  }
1515 
1516  /* go through constraint from the beginning on
1517  * if constraint should be deleted, free it and move lastgood constraint to this position
1518  * then update lastgood */
1519  for( c = 0; c <= lastgood; ++c )
1520  {
1521  if( delstats[c] == 0 )
1522  {
1523  /* constraint should not be deleted and is kept on position c */
1524  delstats[c] = c;
1525  continue;
1526  }
1527  assert(delstats[c] == 1); /* constraint should be deleted */
1528 
1529  SCIP_CALL( freeConstraint(scip, oracle, &oracle->conss[c], TRUE) );
1530  assert(oracle->conss[c] == NULL);
1531  delstats[c] = -1;
1532 
1533  /* move constraint at position lastgood to position c */
1534  oracle->conss[c] = oracle->conss[lastgood];
1535  assert(oracle->conss[c] != NULL);
1536  delstats[lastgood] = c; /* mark that lastgood constraint is now at position c */
1537  oracle->conss[lastgood] = NULL;
1538  --lastgood;
1539 
1540  /* move lastgood forward, delete constraints on the way */
1541  while( lastgood > c && delstats[lastgood] == 1)
1542  {
1543  SCIP_CALL( freeConstraint(scip, oracle, &oracle->conss[lastgood], TRUE) );
1544  assert(oracle->conss[lastgood] == NULL);
1545  delstats[lastgood] = -1;
1546  --lastgood;
1547  }
1548  }
1549  assert(c == lastgood+1);
1550 
1551  oracle->nconss = lastgood+1;
1552 
1553  return SCIP_OKAY;
1554 }
1555 
1556 /** changes (or adds) linear coefficients in one constraint or objective */
1557 SCIP_RETCODE SCIPnlpiOracleChgLinearCoefs(
1558  SCIP* scip, /**< SCIP data structure */
1559  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1560  int considx, /**< index of constraint where linear coefficients should be changed, or -1 for objective */
1561  int nentries, /**< number of coefficients to change */
1562  const int* varidxs, /**< array with indices of variables which coefficients should be changed */
1563  const SCIP_Real* newcoefs /**< array with new coefficients of variables */
1564  )
1565 { /*lint --e{715}*/
1566  SCIP_NLPIORACLECONS* cons;
1567  SCIP_Bool needsort;
1568  int i;
1569 
1570  SCIPdebugMessage("%p chg linear coefs\n", (void*)oracle);
1571 
1572  assert(oracle != NULL);
1573  assert(varidxs != NULL || nentries == 0);
1574  assert(newcoefs != NULL || nentries == 0);
1575  assert(considx >= -1);
1576  assert(considx < oracle->nconss);
1577 
1578  if( nentries == 0 )
1579  return SCIP_OKAY;
1580 
1581  SCIPdebugMessage("change %d linear coefficients in cons %d\n", nentries, considx);
1582 
1583  needsort = FALSE;
1584 
1585  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
1586 
1587  if( cons->linsize == 0 )
1588  {
1589  /* first time we have linear coefficients in this constraint (or objective) */
1590  assert(cons->linidxs == NULL);
1591  assert(cons->lincoefs == NULL);
1592 
1593  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &cons->linidxs, varidxs, nentries) );
1594  SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &cons->lincoefs, newcoefs, nentries) );
1595  cons->linsize = nentries;
1596  cons->nlinidxs = nentries;
1597 
1598  SCIP_CALL( updateVariableCounts(scip, oracle, 1, nentries, varidxs, NULL) );
1599 
1600  needsort = TRUE;
1601  }
1602  else
1603  {
1604  int pos;
1605 
1606  for( i = 0; i < nentries; ++i )
1607  {
1608  assert(varidxs[i] >= 0); /*lint !e613*/
1609  assert(varidxs[i] < oracle->nvars); /*lint !e613*/
1610 
1611  if( SCIPsortedvecFindInt(cons->linidxs, varidxs[i], cons->nlinidxs, &pos) ) /*lint !e613*/
1612  {
1613  SCIPdebugMessage("replace coefficient of var %d at pos %d by %g\n", varidxs[i], pos, newcoefs[i]); /*lint !e613*/
1614 
1615  cons->lincoefs[pos] = newcoefs[i]; /*lint !e613*/
1616 
1617  /* remember that we need to sort/merge/squeeze array if coefficient became zero here */
1618  needsort |= (newcoefs[i] == 0.0); /*lint !e613 !e514*/
1619 
1620  if( newcoefs[i] == 0.0 )
1621  {
1622  --oracle->varlincount[varidxs[i]];
1623  assert(oracle->varlincount[varidxs[i]] >= 0);
1624  }
1625  }
1626  else if( newcoefs[i] != 0.0 ) /*lint !e613*/
1627  {
1628  /* append new entry */
1629  SCIPdebugMessage("add coefficient of var %d at pos %d, value %g\n", varidxs[i], cons->nlinidxs, newcoefs[i]); /*lint !e613*/
1630 
1631  SCIP_CALL( ensureConsLinSize(scip, cons, cons->nlinidxs + (nentries-i)) );
1632  cons->linidxs[cons->nlinidxs] = varidxs[i]; /*lint !e613*/
1633  cons->lincoefs[cons->nlinidxs] = newcoefs[i]; /*lint !e613*/
1634  ++cons->nlinidxs;
1635 
1636  ++oracle->varlincount[varidxs[i]];
1637 
1638  needsort = TRUE;
1639  }
1640  }
1641  }
1642 
1643  if( needsort )
1644  {
1645  invalidateJacobiSparsity(scip, oracle);
1646  sortLinearCoefficients(&cons->nlinidxs, cons->linidxs, cons->lincoefs);
1647  }
1648 
1649  return SCIP_OKAY;
1650 }
1651 
1652 /** replaces expression of one constraint or objective */
1653 SCIP_RETCODE SCIPnlpiOracleChgExpr(
1654  SCIP* scip, /**< SCIP data structure */
1655  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1656  int considx, /**< index of constraint where expression should be changed, or -1 for objective */
1657  SCIP_EXPR* expr /**< new expression, or NULL */
1658  )
1659 {
1660  SCIP_NLPIORACLECONS* cons;
1661 
1662  SCIPdebugMessage("%p chg expr\n", (void*)oracle);
1663 
1664  assert(oracle != NULL);
1665  assert(considx >= -1);
1666  assert(considx < oracle->nconss);
1667 
1668  invalidateHessianLagSparsity(scip, oracle);
1669  invalidateJacobiSparsity(scip, oracle);
1670 
1671  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
1672 
1673  /* free previous expression */
1674  if( cons->expr != NULL )
1675  {
1676  SCIP_CALL( updateVariableCounts(scip, oracle, -1, 0, NULL, cons->expr) );
1677  SCIP_CALL( SCIPexprintFreeData(scip, oracle->exprinterpreter, cons->expr, &cons->exprintdata) );
1678  SCIP_CALL( SCIPreleaseExpr(scip, &cons->expr) );
1679  }
1680 
1681  /* if user did not want to set new expr, then we are done */
1682  if( expr == NULL )
1683  return SCIP_OKAY;
1684 
1685  assert(oracle->exprinterpreter != NULL);
1686 
1687  /* install new expression */
1688  cons->expr = expr;
1689  SCIPcaptureExpr(cons->expr);
1690  SCIP_CALL( SCIPexprintCompile(scip, oracle->exprinterpreter, cons->expr, &cons->exprintdata) );
1691 
1692  /* keep variable counts up to date */
1693  SCIP_CALL( updateVariableCounts(scip, oracle, 1, 0, NULL, cons->expr) );
1694 
1695  return SCIP_OKAY;
1696 }
1697 
1698 /** changes the constant value in the objective function */ /*lint -e{715}*/
1699 SCIP_RETCODE SCIPnlpiOracleChgObjConstant(
1700  SCIP* scip, /**< SCIP data structure */
1701  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1702  SCIP_Real objconstant /**< new value for objective constant */
1703  )
1704 { /*lint --e{715}*/
1705  assert(oracle != NULL);
1706 
1707  SCIPdebugMessage("%p chg obj constant\n", (void*)oracle);
1708 
1709  oracle->objective->lhs = objconstant;
1710  oracle->objective->rhs = objconstant;
1711 
1712  return SCIP_OKAY;
1713 }
1714 
1715 /** gives the current number of variables */
1716 int SCIPnlpiOracleGetNVars(
1717  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1718  )
1719 {
1720  assert(oracle != NULL);
1721 
1722  return oracle->nvars;
1723 }
1724 
1725 /** gives the current number of constraints */
1726 int SCIPnlpiOracleGetNConstraints(
1727  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1728  )
1729 {
1730  assert(oracle != NULL);
1731 
1732  return oracle->nconss;
1733 }
1734 
1735 /** gives the variables lower bounds */
1736 const SCIP_Real* SCIPnlpiOracleGetVarLbs(
1737  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1738  )
1739 {
1740  assert(oracle != NULL);
1741 
1742  return oracle->varlbs;
1743 }
1744 
1745 /** gives the variables upper bounds */
1746 const SCIP_Real* SCIPnlpiOracleGetVarUbs(
1747  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1748  )
1749 {
1750  assert(oracle != NULL);
1751 
1752  return oracle->varubs;
1753 }
1754 
1755 /** gives the variables names, or NULL if not set */
1756 char** SCIPnlpiOracleGetVarNames(
1757  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1758  )
1759 {
1760  assert(oracle != NULL);
1761 
1762  return oracle->varnames;
1763 }
1764 
1765 /** indicates whether variable appears nonlinear in any objective or constraint */ /*lint --e{715}*/
1766 SCIP_Bool SCIPnlpiOracleIsVarNonlinear(
1767  SCIP* scip, /**< SCIP data structure */
1768  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1769  int varidx /**< the variable to check */
1770  )
1771 {
1772  assert(oracle != NULL);
1773  assert(varidx >= 0);
1774  assert(varidx < oracle->nvars);
1775  assert(oracle->varnlcount != NULL);
1776 
1777  return oracle->varnlcount[varidx] > 0;
1778 }
1779 
1780 /** returns number of linear and nonlinear appearances of variables in objective and constraints */ /*lint --e{715}*/
1781 void SCIPnlpiOracleGetVarCounts(
1782  SCIP* scip, /**< SCIP data structure */
1783  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1784  const int** lincounts, /**< buffer to return pointer to array of counts of linear appearances */
1785  const int** nlcounts /**< buffer to return pointer to array of counts of nonlinear appearances */
1786  )
1787 {
1788  assert(oracle != NULL);
1789  assert(lincounts != NULL);
1790  assert(nlcounts != NULL);
1791 
1792  *lincounts = oracle->varlincount;
1793  *nlcounts = oracle->varnlcount;
1794 }
1795 
1796 /** gives constant term of objective */
1797 SCIP_Real SCIPnlpiOracleGetObjectiveConstant(
1798  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1799  )
1800 {
1801  assert(oracle != NULL);
1802  assert(oracle->objective->lhs == oracle->objective->rhs); /*lint !e777*/
1803 
1804  return oracle->objective->lhs;
1805 }
1806 
1807 /** gives left-hand side of a constraint */
1808 SCIP_Real SCIPnlpiOracleGetConstraintLhs(
1809  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1810  int considx /**< constraint index */
1811  )
1812 {
1813  assert(oracle != NULL);
1814  assert(considx >= 0);
1815  assert(considx < oracle->nconss);
1816 
1817  return oracle->conss[considx]->lhs;
1818 }
1819 
1820 /** gives right-hand side of a constraint */
1821 SCIP_Real SCIPnlpiOracleGetConstraintRhs(
1822  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1823  int considx /**< constraint index */
1824  )
1825 {
1826  assert(oracle != NULL);
1827  assert(considx >= 0);
1828  assert(considx < oracle->nconss);
1829 
1830  return oracle->conss[considx]->rhs;
1831 }
1832 
1833 /** gives name of a constraint, may be NULL */
1834 char* SCIPnlpiOracleGetConstraintName(
1835  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1836  int considx /**< constraint index */
1837  )
1838 {
1839  assert(oracle != NULL);
1840  assert(considx >= 0);
1841  assert(considx < oracle->nconss);
1842 
1843  return oracle->conss[considx]->name;
1844 }
1845 
1846 /** indicates whether constraint is nonlinear */
1847 SCIP_Bool SCIPnlpiOracleIsConstraintNonlinear(
1848  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1849  int considx /**< index of constraint for which nonlinearity status is returned, or -1 for objective */
1850  )
1851 {
1852  SCIP_NLPIORACLECONS* cons;
1853 
1854  assert(oracle != NULL);
1855  assert(considx >= -1);
1856  assert(considx < oracle->nconss);
1857 
1858  cons = considx < 0 ? oracle->objective : oracle->conss[considx];
1859 
1860  return cons->expr != NULL;
1861 }
1862 
1863 /** gives the evaluation capabilities that are shared among all expressions in the problem */
1864 SCIP_EXPRINTCAPABILITY SCIPnlpiOracleGetEvalCapability(
1865  SCIP* scip, /**< SCIP data structure */
1866  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
1867  )
1868 {
1869  int c;
1870  SCIP_EXPRINTCAPABILITY evalcapability;
1871 
1872  assert(oracle != NULL);
1873 
1874  if( oracle->objective->expr != NULL )
1875  evalcapability = SCIPexprintGetExprCapability(scip, oracle->exprinterpreter, oracle->objective->expr, oracle->objective->exprintdata);
1876  else
1877  evalcapability = SCIP_EXPRINTCAPABILITY_ALL;
1878 
1879  for( c = 0; c < oracle->nconss; ++c )
1880  if( oracle->conss[c]->expr != NULL )
1881  evalcapability &= SCIPexprintGetExprCapability(scip, oracle->exprinterpreter, oracle->conss[c]->expr, oracle->conss[c]->exprintdata);
1882 
1883  return evalcapability;
1884 }
1885 
1886 /** evaluates the objective function in a given point */
1887 SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue(
1888  SCIP* scip, /**< SCIP data structure */
1889  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1890  const SCIP_Real* x, /**< point where to evaluate */
1891  SCIP_Real* objval /**< pointer to store objective value */
1892  )
1893 {
1894  SCIP_RETCODE retcode;
1895 
1896  assert(oracle != NULL);
1897 
1898  SCIPdebugMessage("%p eval obj value\n", (void*)oracle);
1899 
1900  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
1901  retcode = evalFunctionValue(scip, oracle, oracle->objective, x, objval);
1902  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
1903 
1904  assert(oracle->objective->lhs == oracle->objective->rhs); /*lint !e777*/
1905  if( retcode == SCIP_OKAY )
1906  *objval += oracle->objective->lhs;
1907 
1908  return retcode;
1909 }
1910 
1911 /** evaluates one constraint function in a given point */
1912 SCIP_RETCODE SCIPnlpiOracleEvalConstraintValue(
1913  SCIP* scip, /**< SCIP data structure */
1914  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1915  int considx, /**< index of constraint to evaluate */
1916  const SCIP_Real* x, /**< point where to evaluate */
1917  SCIP_Real* conval /**< pointer to store constraint value */
1918  )
1919 {
1920  SCIP_RETCODE retcode;
1921 
1922  assert(oracle != NULL);
1923  assert(x != NULL || oracle->nvars == 0);
1924  assert(conval != NULL);
1925 
1926  SCIPdebugMessage("%p eval cons value\n", (void*)oracle);
1927 
1928  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
1929  retcode = evalFunctionValue(scip, oracle, oracle->conss[considx], x, conval);
1930  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
1931 
1932  return retcode;
1933 }
1934 
1935 /** evaluates all constraint functions in a given point */
1936 SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues(
1937  SCIP* scip, /**< SCIP data structure */
1938  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1939  const SCIP_Real* x, /**< point where to evaluate */
1940  SCIP_Real* convals /**< buffer to store constraint values */
1941  )
1942 {
1943  SCIP_RETCODE retcode = SCIP_OKAY;
1944  int i;
1945 
1946  SCIPdebugMessage("%p eval cons values\n", (void*)oracle);
1947 
1948  assert(oracle != NULL);
1949  assert(x != NULL || oracle->nvars == 0);
1950  assert(convals != NULL);
1951 
1952  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
1953  for( i = 0; i < oracle->nconss; ++i )
1954  {
1955  retcode = evalFunctionValue(scip, oracle, oracle->conss[i], x, &convals[i]);
1956  if( retcode != SCIP_OKAY )
1957  break;
1958  }
1959  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
1960 
1961  return retcode;
1962 }
1963 
1964 /** computes the objective gradient in a given point
1965  *
1966  * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)
1967  */
1968 SCIP_RETCODE SCIPnlpiOracleEvalObjectiveGradient(
1969  SCIP* scip, /**< SCIP data structure */
1970  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
1971  const SCIP_Real* x, /**< point where to evaluate */
1972  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
1973  SCIP_Real* objval, /**< pointer to store objective value */
1974  SCIP_Real* objgrad /**< pointer to store (dense) objective gradient */
1975  )
1976 {
1977  SCIP_RETCODE retcode;
1978  assert(oracle != NULL);
1979 
1980  SCIPdebugMessage("%p eval obj grad\n", (void*)oracle);
1981 
1982  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
1983  retcode = evalFunctionGradient(scip, oracle, oracle->objective, x, isnewx, objval, objgrad);
1984  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
1985 
1986  assert(oracle->objective->lhs == oracle->objective->rhs); /*lint !e777*/
1987  if( retcode == SCIP_OKAY )
1988  *objval += oracle->objective->lhs;
1989 
1990  return retcode;
1991 }
1992 
1993 /** computes a constraints gradient in a given point
1994  *
1995  * @return SCIP_INVALIDDATA, if the function or its gradient could not be evaluated (domain error, etc.)
1996  */
1997 SCIP_RETCODE SCIPnlpiOracleEvalConstraintGradient(
1998  SCIP* scip, /**< SCIP data structure */
1999  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2000  const int considx, /**< index of constraint to compute gradient for */
2001  const SCIP_Real* x, /**< point where to evaluate */
2002  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
2003  SCIP_Real* conval, /**< pointer to store constraint value */
2004  SCIP_Real* congrad /**< pointer to store (dense) constraint gradient */
2005  )
2006 {
2007  SCIP_RETCODE retcode;
2008 
2009  assert(oracle != NULL);
2010  assert(x != NULL || oracle->nvars == 0);
2011  assert(conval != NULL);
2012 
2013  SCIPdebugMessage("%p eval cons grad\n", (void*)oracle);
2014 
2015  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
2016  retcode = evalFunctionGradient(scip, oracle, oracle->conss[considx], x, isnewx, conval, congrad);
2017  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
2018 
2019  return retcode;
2020 }
2021 
2022 /** gets sparsity pattern (rowwise) of Jacobian matrix
2023  *
2024  * Note that internal data is returned in *offset and *col, thus the user does not need to allocate memory there.
2025  * Adding or deleting constraints destroys the sparsity structure and make another call to this function necessary.
2026  */
2027 SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity(
2028  SCIP* scip, /**< SCIP data structure */
2029  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2030  const int** offset, /**< pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL */
2031  const int** col /**< pointer to store pointer that stores the indices of variables that appear in each row, offset[nconss] gives length of col, can be NULL */
2032  )
2033 {
2034  SCIP_NLPIORACLECONS* cons;
2035  SCIP_EXPRITER* it;
2036  SCIP_EXPR* expr;
2037  SCIP_Bool* nzflag;
2038  int nnz;
2039  int maxnnz;
2040  int i;
2041  int j;
2042 
2043  assert(oracle != NULL);
2044 
2045  SCIPdebugMessage("%p get jacobian sparsity\n", (void*)oracle);
2046 
2047  if( oracle->jacoffsets != NULL )
2048  {
2049  assert(oracle->jaccols != NULL);
2050  if( offset != NULL )
2051  *offset = oracle->jacoffsets;
2052  if( col != NULL )
2053  *col = oracle->jaccols;
2054  return SCIP_OKAY;
2055  }
2056 
2057  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
2058 
2059  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &oracle->jacoffsets, oracle->nconss + 1) );
2060 
2061  maxnnz = MIN(oracle->nvars, 10) * oracle->nconss; /* initial guess */
2062  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &oracle->jaccols, maxnnz) );
2063 
2064  if( maxnnz == 0 )
2065  {
2066  /* no variables */
2067  BMSclearMemoryArray(oracle->jacoffsets, oracle->nconss + 1);
2068  if( offset != NULL )
2069  *offset = oracle->jacoffsets;
2070  if( col != NULL )
2071  *col = oracle->jaccols;
2072 
2073  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
2074 
2075  return SCIP_OKAY;
2076  }
2077  nnz = 0;
2078 
2079  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &nzflag, oracle->nvars) );
2080 
2081  SCIP_CALL( SCIPcreateExpriter(scip, &it) );
2082  SCIP_CALL( SCIPexpriterInit(it, NULL, SCIP_EXPRITER_DFS, FALSE) );
2083 
2084  for( i = 0; i < oracle->nconss; ++i )
2085  {
2086  oracle->jacoffsets[i] = nnz;
2087 
2088  cons = oracle->conss[i];
2089  assert(cons != NULL);
2090 
2091  if( cons->expr == NULL )
2092  {
2093  /* for a linear constraint, we can just copy the linear indices from the constraint into the sparsity pattern */
2094  if( cons->nlinidxs > 0 )
2095  {
2096  SCIP_CALL( ensureIntArraySize(scip, &oracle->jaccols, &maxnnz, nnz + cons->nlinidxs) );
2097  BMScopyMemoryArray(&oracle->jaccols[nnz], cons->linidxs, cons->nlinidxs);
2098  nnz += cons->nlinidxs;
2099  }
2100  continue;
2101  }
2102 
2103  /* check which variables appear in constraint i
2104  * @todo this could be done faster for very sparse constraint by assembling all appearing variables, sorting, and removing duplicates
2105  */
2106  BMSclearMemoryArray(nzflag, oracle->nvars);
2107 
2108  for( j = 0; j < cons->nlinidxs; ++j )
2109  nzflag[cons->linidxs[j]] = TRUE;
2110 
2111  for( expr = SCIPexpriterRestartDFS(it, cons->expr); !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) )
2112  if( SCIPisExprVaridx(scip, expr) )
2113  {
2114  assert(SCIPgetIndexExprVaridx(expr) < oracle->nvars);
2115  nzflag[SCIPgetIndexExprVaridx(expr)] = TRUE;
2116  }
2117 
2118  /* store variables indices in jaccols */
2119  for( j = 0; j < oracle->nvars; ++j )
2120  {
2121  if( nzflag[j] == FALSE )
2122  continue;
2123 
2124  SCIP_CALL( ensureIntArraySize(scip, &oracle->jaccols, &maxnnz, nnz + 1) );
2125  oracle->jaccols[nnz] = j;
2126  ++nnz;
2127  }
2128  }
2129 
2130  SCIPfreeExpriter(&it);
2131 
2132  oracle->jacoffsets[oracle->nconss] = nnz;
2133 
2134  /* shrink jaccols array to nnz */
2135  if( nnz < maxnnz )
2136  {
2137  SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &oracle->jaccols, maxnnz, nnz) );
2138  }
2139 
2140  SCIPfreeBlockMemoryArray(scip, &nzflag, oracle->nvars);
2141 
2142  if( offset != NULL )
2143  *offset = oracle->jacoffsets;
2144  if( col != NULL )
2145  *col = oracle->jaccols;
2146 
2147  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
2148 
2149  return SCIP_OKAY;
2150 }
2151 
2152 /** evaluates the Jacobian matrix in a given point
2153  *
2154  * The values in the Jacobian matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetJacobianSparsity().
2155  * The user need to call SCIPnlpiOracleGetJacobianSparsity() at least ones before using this function.
2156  *
2157  * @return SCIP_INVALIDDATA, if the Jacobian could not be evaluated (domain error, etc.)
2158  */
2159 SCIP_RETCODE SCIPnlpiOracleEvalJacobian(
2160  SCIP* scip, /**< SCIP data structure */
2161  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2162  const SCIP_Real* x, /**< point where to evaluate */
2163  SCIP_Bool isnewx, /**< has the point x changed since the last call to some evaluation function? */
2164  SCIP_Real* convals, /**< pointer to store constraint values, can be NULL */
2165  SCIP_Real* jacobi /**< pointer to store sparse jacobian values */
2166  )
2167 {
2168  SCIP_NLPIORACLECONS* cons;
2169  SCIP_RETCODE retcode;
2170  SCIP_Real* grad;
2171  SCIP_Real nlval;
2172  int i;
2173  int j;
2174  int k;
2175  int l;
2176 
2177  SCIPdebugMessage("%p eval jacobian\n", (void*)oracle);
2178 
2179  assert(oracle != NULL);
2180  assert(jacobi != NULL);
2181 
2182  assert(oracle->jacoffsets != NULL);
2183  assert(oracle->jaccols != NULL);
2184 
2185  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
2186 
2187  SCIP_CALL( SCIPallocCleanBufferArray(scip, &grad, oracle->nvars) );
2188 
2189  retcode = SCIP_OKAY;
2190 
2191  j = oracle->jacoffsets[0]; /* TODO isn't oracle->jacoffsets[0] == 0 and thus always j == k ? */
2192  k = 0;
2193  for( i = 0; i < oracle->nconss; ++i )
2194  {
2195  cons = oracle->conss[i];
2196  assert(cons != NULL);
2197 
2198  if( cons->expr == NULL )
2199  {
2200  if( convals != NULL )
2201  convals[i] = 0.0;
2202 
2203  /* for a linear constraint, we can just copy the linear coefs from the constraint into the jacobian */
2204  if( cons->nlinidxs > 0 )
2205  {
2206  BMScopyMemoryArray(&jacobi[k], cons->lincoefs, cons->nlinidxs);
2207  j += cons->nlinidxs;
2208  k += cons->nlinidxs;
2209  if( convals != NULL )
2210  for( l = 0; l < cons->nlinidxs; ++l )
2211  convals[i] += cons->lincoefs[l] * x[cons->linidxs[l]];
2212  }
2213  assert(j == oracle->jacoffsets[i+1]);
2214  continue;
2215  }
2216 
2217  /* eval grad for nonlinear and add to jacobi */
2218  SCIPdebugMsg(scip, "eval gradient of ");
2219  SCIPdebug( if( isnewx ) {printf("\nx ="); for( l = 0; l < oracle->nvars; ++l) printf(" %g", x[l]); printf("\n");} )
2220 
2221  SCIP_CALL( SCIPexprintGrad(scip, oracle->exprinterpreter, cons->expr, cons->exprintdata, (SCIP_Real*)x, isnewx, &nlval, grad) );
2222 
2223  SCIPdebug( printf("g ="); for( l = oracle->jacoffsets[i]; l < oracle->jacoffsets[i+1]; ++l) printf(" %g", grad[oracle->jaccols[l]]); printf("\n"); )
2224 
2225  if( !SCIPisFinite(nlval) || SCIPisInfinity(scip, ABS(nlval)) )
2226  {
2227  SCIPdebugMessage("gradient evaluation yield invalid function value %g\n", nlval);
2228  retcode = SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
2229  goto TERMINATE;
2230  }
2231  if( convals != NULL )
2232  convals[i] = nlval;
2233 
2234  /* add linear part to grad */
2235  for( l = 0; l < cons->nlinidxs; ++l )
2236  {
2237  if( convals != NULL )
2238  convals[i] += cons->lincoefs[l] * x[cons->linidxs[l]];
2239  /* if grad[cons->linidxs[l]] is not finite, then adding a finite value doesn't change that, so don't check that here */
2240  grad[cons->linidxs[l]] += cons->lincoefs[l];
2241  }
2242 
2243  /* store complete gradient (linear + nonlinear) in jacobi
2244  * use the already evaluated sparsity pattern to pick only elements from grad that could have been set
2245  */
2246  assert(j == oracle->jacoffsets[i]);
2247  for( ; j < oracle->jacoffsets[i+1]; ++j )
2248  {
2249  if( !SCIPisFinite(grad[oracle->jaccols[j]]) )
2250  {
2251  SCIPdebugMessage("gradient evaluation yield invalid gradient value %g\n", grad[l]);
2252  retcode = SCIP_INVALIDDATA; /* indicate that the function could not be evaluated at given point */
2253  goto TERMINATE;
2254  }
2255  jacobi[k++] = grad[oracle->jaccols[j]];
2256  /* reset to 0 for next constraint */
2257  grad[oracle->jaccols[j]] = 0.0;
2258  }
2259 
2260 #ifndef NDEBUG
2261  /* check that exprint really wrote only into expected elements of grad
2262  * TODO remove after some testing for better performance of debug runs */
2263  for( l = 0; l < oracle->nvars; ++l )
2264  assert(grad[l] == 0.0);
2265 #endif
2266  }
2267 
2268 TERMINATE:
2269  /* if there was an eval error, then we may have interrupted before cleaning up the grad buffer */
2270  if( retcode == SCIP_INVALIDDATA )
2271  BMSclearMemoryArray(grad, oracle->nvars);
2272 
2273  SCIPfreeCleanBufferArray(scip, &grad);
2274 
2275  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
2276 
2277  return retcode;
2278 }
2279 
2280 /** gets sparsity pattern of the Hessian matrix of the Lagrangian
2281  *
2282  * Note that internal data is returned in *offset and *col, thus the user must not to allocate memory there.
2283  * Adding or deleting variables, objective, or constraints may destroy the sparsity structure and make another call to this function necessary.
2284  * Only elements of the lower left triangle and the diagonal are counted.
2285  */
2286 SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity(
2287  SCIP* scip, /**< SCIP data structure */
2288  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2289  const int** offset, /**< pointer to store pointer that stores the offsets to each rows sparsity pattern in col, can be NULL */
2290  const int** col /**< pointer to store pointer that stores the indices of variables that appear in each row, offset[nconss] gives length of col, can be NULL */
2291  )
2292 {
2293  int** colnz; /* nonzeros in Hessian corresponding to one column */
2294  int* collen; /* collen[i] is length of array colnz[i] */
2295  int* colnnz; /* colnnz[i] is number of entries in colnz[i] (<= collen[i]) */
2296  int nnz;
2297  int i;
2298  int j;
2299  int cnt;
2300 
2301  assert(oracle != NULL);
2302 
2303  SCIPdebugMessage("%p get hessian lag sparsity\n", (void*)oracle);
2304 
2305  if( oracle->heslagoffsets != NULL )
2306  {
2307  assert(oracle->heslagcols != NULL);
2308  if( offset != NULL )
2309  *offset = oracle->heslagoffsets;
2310  if( col != NULL )
2311  *col = oracle->heslagcols;
2312  return SCIP_OKAY;
2313  }
2314 
2315  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
2316 
2317  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &oracle->heslagoffsets, oracle->nvars + 1) );
2318 
2319  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &colnz, oracle->nvars) );
2320  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &collen, oracle->nvars) );
2321  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &colnnz, oracle->nvars) );
2322  BMSclearMemoryArray(colnz, oracle->nvars);
2323  BMSclearMemoryArray(collen, oracle->nvars);
2324  BMSclearMemoryArray(colnnz, oracle->nvars);
2325  nnz = 0;
2326 
2327  if( oracle->objective->expr != NULL )
2328  {
2329  SCIP_CALL( hessLagSparsitySetNzFlagForExpr(scip, oracle, colnz, collen, colnnz, &nnz, oracle->objective->expr, oracle->objective->exprintdata, oracle->nvars) );
2330  }
2331 
2332  for( i = 0; i < oracle->nconss; ++i )
2333  {
2334  if( oracle->conss[i]->expr != NULL )
2335  {
2336  SCIP_CALL( hessLagSparsitySetNzFlagForExpr(scip, oracle, colnz, collen, colnnz, &nnz, oracle->conss[i]->expr, oracle->conss[i]->exprintdata, oracle->nvars) );
2337  }
2338  }
2339 
2340  SCIP_CALL( SCIPallocBlockMemoryArray(scip, &oracle->heslagcols, nnz) );
2341 
2342  /* set hessian sparsity from colnz, colnnz */
2343  cnt = 0;
2344  for( i = 0; i < oracle->nvars; ++i )
2345  {
2346  oracle->heslagoffsets[i] = cnt;
2347  for( j = 0; j < colnnz[i]; ++j )
2348  {
2349  assert(cnt < nnz);
2350  oracle->heslagcols[cnt++] = colnz[i][j];
2351  }
2352  SCIPfreeBlockMemoryArrayNull(scip, &colnz[i], collen[i]);
2353  collen[i] = 0;
2354  }
2355  oracle->heslagoffsets[oracle->nvars] = cnt;
2356  assert(cnt == nnz);
2357 
2358  SCIPfreeBlockMemoryArray(scip, &colnz, oracle->nvars);
2359  SCIPfreeBlockMemoryArray(scip, &colnnz, oracle->nvars);
2360  SCIPfreeBlockMemoryArray(scip, &collen, oracle->nvars);
2361 
2362  if( offset != NULL )
2363  *offset = oracle->heslagoffsets;
2364  if( col != NULL )
2365  *col = oracle->heslagcols;
2366 
2367  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
2368 
2369  return SCIP_OKAY;
2370 }
2371 
2372 /** evaluates the Hessian matrix of the Lagrangian in a given point
2373  *
2374  * The values in the Hessian matrix are returned in the same order as specified by the offset and col arrays obtained by SCIPnlpiOracleGetHessianLagSparsity().
2375  * The user must call SCIPnlpiOracleGetHessianLagSparsity() at least ones before using this function.
2376  * Only elements of the lower left triangle and the diagonal are computed.
2377  *
2378  * @return SCIP_INVALIDDATA, if the Hessian could not be evaluated (domain error, etc.)
2379  */
2380 SCIP_RETCODE SCIPnlpiOracleEvalHessianLag(
2381  SCIP* scip, /**< SCIP data structure */
2382  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2383  const SCIP_Real* x, /**< point where to evaluate */
2384  SCIP_Bool isnewx_obj, /**< has the point x changed since the last call to an objective evaluation function? */
2385  SCIP_Bool isnewx_cons, /**< has the point x changed since the last call to the constraint evaluation function? */
2386  SCIP_Real objfactor, /**< weight for objective function */
2387  const SCIP_Real* lambda, /**< weights (Lagrangian multipliers) for the constraints */
2388  SCIP_Real* hessian /**< pointer to store sparse hessian values */
2389  )
2390 { /*lint --e{715}*/
2391  SCIP_RETCODE retcode = SCIP_OKAY;
2392  int i;
2393 
2394  assert(oracle != NULL);
2395  assert(x != NULL);
2396  assert(lambda != NULL || oracle->nconss == 0);
2397  assert(hessian != NULL);
2398 
2399  assert(oracle->heslagoffsets != NULL);
2400  assert(oracle->heslagcols != NULL);
2401 
2402  SCIPdebugMessage("%p eval hessian lag\n", (void*)oracle);
2403 
2404  SCIP_CALL( SCIPstartClock(scip, oracle->evalclock) );
2405 
2406  BMSclearMemoryArray(hessian, oracle->heslagoffsets[oracle->nvars]);
2407 
2408  if( objfactor != 0.0 && oracle->objective->expr != NULL )
2409  {
2410  retcode = hessLagAddExpr(scip, oracle, objfactor, x, isnewx_obj, oracle->objective->expr, oracle->objective->exprintdata, oracle->heslagoffsets, oracle->heslagcols, hessian);
2411  }
2412 
2413  for( i = 0; i < oracle->nconss && retcode == SCIP_OKAY; ++i )
2414  {
2415  assert( lambda != NULL ); /* for lint */
2416  if( lambda[i] == 0.0 || oracle->conss[i]->expr == NULL )
2417  continue;
2418  retcode = hessLagAddExpr(scip, oracle, lambda[i], x, isnewx_cons, oracle->conss[i]->expr, oracle->conss[i]->exprintdata, oracle->heslagoffsets, oracle->heslagcols, hessian);
2419  }
2420 
2421  SCIP_CALL( SCIPstopClock(scip, oracle->evalclock) );
2422 
2423  return retcode;
2424 }
2425 
2426 /** resets clock that measures evaluation time */
2427 SCIP_RETCODE SCIPnlpiOracleResetEvalTime(
2428  SCIP* scip, /**< SCIP data structure */
2429  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2430  )
2431 {
2432  assert(oracle != NULL);
2433 
2434  SCIP_CALL( SCIPresetClock(scip, oracle->evalclock) );
2435 
2436  return SCIP_OKAY;
2437 }
2438 
2439 /** gives time spend in evaluation since last reset of clock
2440  *
2441  * Gives 0 if the eval clock is disabled.
2442  */
2443 SCIP_Real SCIPnlpiOracleGetEvalTime(
2444  SCIP* scip, /**< SCIP data structure */
2445  SCIP_NLPIORACLE* oracle /**< pointer to NLPIORACLE data structure */
2446  )
2447 {
2448  assert(oracle != NULL);
2449 
2450  return SCIPgetClockTime(scip, oracle->evalclock);
2451 }
2452 
2453 /** prints the problem to a file. */
2454 SCIP_RETCODE SCIPnlpiOraclePrintProblem(
2455  SCIP* scip, /**< SCIP data structure */
2456  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2457  FILE* file /**< file to print to, or NULL for standard output */
2458  )
2459 { /*lint --e{777} */
2460  int i;
2461  SCIP_Real lhs;
2462  SCIP_Real rhs;
2463 
2464  assert(oracle != NULL);
2465 
2466  SCIPdebugMessage("%p print problem\n", (void*)oracle);
2467 
2468  if( file == NULL )
2469  file = stdout;
2470 
2471  SCIPinfoMessage(scip, file, "NLPI Oracle %s: %d variables and %d constraints\n", oracle->name ? oracle->name : "", oracle->nvars, oracle->nconss);
2472  for( i = 0; i < oracle->nvars; ++i )
2473  {
2474  if( oracle->varnames != NULL && oracle->varnames[i] != NULL )
2475  SCIPinfoMessage(scip, file, "%10s (x%d)", oracle->varnames[i], i); /* give also name x%d as it will be by expression-print (printFunction) */
2476  else
2477  SCIPinfoMessage(scip, file, "x%09d", i);
2478  SCIPinfoMessage(scip, file, ": [%8g, %8g]", oracle->varlbs[i], oracle->varubs[i]);
2479  SCIPinfoMessage(scip, file, "\t #linear: %d #nonlinear: %d\n", oracle->varlincount[i], oracle->varnlcount[i]);
2480  }
2481 
2482  SCIPinfoMessage(scip, file, "objective: ");
2483  SCIP_CALL( printFunction(scip, oracle, file, oracle->objective, FALSE) );
2484  if( oracle->objective->lhs != 0.0 )
2485  SCIPinfoMessage(scip, file, "%+.15g", oracle->objective->lhs);
2486  SCIPinfoMessage(scip, file, "\n");
2487 
2488  for( i = 0; i < oracle->nconss; ++i )
2489  {
2490  if( oracle->conss[i]->name != NULL )
2491  SCIPinfoMessage(scip, file, "%10s", oracle->conss[i]->name);
2492  else
2493  SCIPinfoMessage(scip, file, "con%07d", i);
2494 
2495  lhs = oracle->conss[i]->lhs;
2496  rhs = oracle->conss[i]->rhs;
2497  SCIPinfoMessage(scip, file, ": ");
2498  if( !SCIPisInfinity(scip, -lhs) && !SCIPisInfinity(scip, rhs) && lhs != rhs )
2499  SCIPinfoMessage(scip, file, "%.15g <= ", lhs);
2500 
2501  SCIP_CALL( printFunction(scip, oracle, file, oracle->conss[i], FALSE) );
2502 
2503  if( lhs == rhs )
2504  SCIPinfoMessage(scip, file, " = %.15g", rhs);
2505  else if( !SCIPisInfinity(scip, rhs) )
2506  SCIPinfoMessage(scip, file, " <= %.15g", rhs);
2507  else if( !SCIPisInfinity(scip, -lhs) )
2508  SCIPinfoMessage(scip, file, " >= %.15g", lhs);
2509 
2510  SCIPinfoMessage(scip, file, "\n");
2511  }
2512 
2513  return SCIP_OKAY;
2514 }
2515 
2516 /** prints the problem to a file in GAMS format
2517  *
2518  * If there are variable (equation, resp.) names with more than 9 characters, then variable (equation, resp.) names are prefixed with an unique identifier.
2519  * This is to make it easier to identify variables solution output in the listing file.
2520  * Names with more than 64 characters are shorten to 64 letters due to GAMS limits.
2521  */
2522 SCIP_RETCODE SCIPnlpiOraclePrintProblemGams(
2523  SCIP* scip, /**< SCIP data structure */
2524  SCIP_NLPIORACLE* oracle, /**< pointer to NLPIORACLE data structure */
2525  SCIP_Real* initval, /**< starting point values for variables or NULL */
2526  FILE* file /**< file to print to, or NULL for standard output */
2527  )
2528 { /*lint --e{777} */
2529  int i;
2530  int nllevel; /* level of nonlinearity of problem: linear = 0, quadratic, smooth nonlinear, nonsmooth */
2531  static const char* nllevelname[4] = { "LP", "QCP", "NLP", "DNLP" };
2532  char problemname[SCIP_MAXSTRLEN];
2533  char namebuf[70];
2534  SCIP_Bool havelongvarnames;
2535  SCIP_Bool havelongequnames;
2536 
2537  SCIPdebugMessage("%p print problem gams\n", (void*)oracle);
2538 
2539  assert(oracle != NULL);
2540 
2541  if( file == NULL )
2542  file = stdout;
2543 
2544  nllevel = 0;
2545 
2546  havelongvarnames = FALSE;
2547  for( i = 0; i < oracle->nvars; ++i )
2548  if( oracle->varnames != NULL && oracle->varnames[i] != NULL && strlen(oracle->varnames[i]) > 9 )
2549  {
2550  havelongvarnames = TRUE;
2551  break;
2552  }
2553 
2554  havelongequnames = FALSE;
2555  for( i = 0; i < oracle->nconss; ++i )
2556  if( oracle->conss[i]->name && strlen(oracle->conss[i]->name) > 9 )
2557  {
2558  havelongequnames = TRUE;
2559  break;
2560  }
2561 
2562  SCIPinfoMessage(scip, file, "$offlisting\n");
2563  SCIPinfoMessage(scip, file, "$offdigit\n");
2564  SCIPinfoMessage(scip, file, "* NLPI Oracle Problem %s\n", oracle->name ? oracle->name : "");
2565  SCIPinfoMessage(scip, file, "Variables ");
2566  for( i = 0; i < oracle->nvars; ++i )
2567  {
2568  printName(namebuf, oracle->varnames != NULL ? oracle->varnames[i] : NULL, i, 'x', NULL, havelongvarnames);
2569  SCIPinfoMessage(scip, file, "%s, ", namebuf);
2570  if( i % 10 == 9 )
2571  SCIPinfoMessage(scip, file, "\n");
2572  }
2573  SCIPinfoMessage(scip, file, "NLPIORACLEOBJVAR;\n\n");
2574  for( i = 0; i < oracle->nvars; ++i )
2575  {
2576  char* name;
2577  name = oracle->varnames != NULL ? oracle->varnames[i] : NULL;
2578  if( oracle->varlbs[i] == oracle->varubs[i] )
2579  {
2580  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
2581  SCIPinfoMessage(scip, file, "%s.fx = %.15g;\t", namebuf, oracle->varlbs[i]);
2582  }
2583  else
2584  {
2585  if( !SCIPisInfinity(scip, -oracle->varlbs[i]) )
2586  {
2587  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
2588  SCIPinfoMessage(scip, file, "%s.lo = %.15g;\t", namebuf, oracle->varlbs[i]);
2589  }
2590  if( !SCIPisInfinity(scip, oracle->varubs[i]) )
2591  {
2592  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
2593  SCIPinfoMessage(scip, file, "%s.up = %.15g;\t", namebuf, oracle->varubs[i]);
2594  }
2595  }
2596  if( initval != NULL )
2597  {
2598  printName(namebuf, name, i, 'x', NULL, havelongvarnames);
2599  SCIPinfoMessage(scip, file, "%s.l = %.15g;\t", namebuf, initval[i]);
2600  }
2601  SCIPinfoMessage(scip, file, "\n");
2602  }
2603  SCIPinfoMessage(scip, file, "\n");
2604 
2605  SCIPinfoMessage(scip, file, "Equations ");
2606  for( i = 0; i < oracle->nconss; ++i )
2607  {
2608  printName(namebuf, oracle->conss[i]->name, i, 'e', NULL, havelongequnames);
2609  SCIPinfoMessage(scip, file, "%s, ", namebuf);
2610 
2611  if( !SCIPisInfinity(scip, -oracle->conss[i]->lhs) && !SCIPisInfinity(scip, oracle->conss[i]->rhs) && oracle->conss[i]->lhs != oracle->conss[i]->rhs )
2612  {
2613  /* ranged row: add second constraint */
2614  printName(namebuf, oracle->conss[i]->name, i, 'e', "_RNG", havelongequnames);
2615  SCIPinfoMessage(scip, file, "%s, ", namebuf);
2616  }
2617  if( i % 10 == 9 )
2618  SCIPinfoMessage(scip, file, "\n");
2619  }
2620  SCIPinfoMessage(scip, file, "NLPIORACLEOBJ;\n\n");
2621 
2622  SCIPinfoMessage(scip, file, "NLPIORACLEOBJ.. NLPIORACLEOBJVAR =E= ");
2623  SCIP_CALL( printFunction(scip, oracle, file, oracle->objective, havelongvarnames) );
2624  if( oracle->objective->lhs != 0.0 )
2625  SCIPinfoMessage(scip, file, "%+.15g", oracle->objective->lhs);
2626  SCIPinfoMessage(scip, file, ";\n");
2627 
2628  for( i = 0; i < oracle->nconss; ++i )
2629  {
2630  SCIP_Real lhs;
2631  SCIP_Real rhs;
2632 
2633  printName(namebuf, oracle->conss[i]->name, i, 'e', NULL, havelongequnames);
2634  SCIPinfoMessage(scip, file, "%s.. ", namebuf);
2635 
2636  SCIP_CALL( printFunction(scip, oracle, file, oracle->conss[i], havelongvarnames) );
2637 
2638  lhs = oracle->conss[i]->lhs;
2639  rhs = oracle->conss[i]->rhs;
2640 
2641  if( lhs == rhs )
2642  SCIPinfoMessage(scip, file, " =E= %.15g", rhs);
2643  else if( !SCIPisInfinity(scip, rhs) )
2644  SCIPinfoMessage(scip, file, " =L= %.15g", rhs);
2645  else if( !SCIPisInfinity(scip, -lhs) )
2646  SCIPinfoMessage(scip, file, " =G= %.15g", lhs);
2647  else
2648  SCIPinfoMessage(scip, file, " =N= 0");
2649  SCIPinfoMessage(scip, file, ";\n");
2650 
2651  if( !SCIPisInfinity(scip, lhs) && !SCIPisInfinity(scip, rhs) && lhs != rhs )
2652  {
2653  printName(namebuf, oracle->conss[i]->name, i, 'e', "_RNG", havelongequnames);
2654  SCIPinfoMessage(scip, file, "%s.. ", namebuf);
2655 
2656  SCIP_CALL( printFunction(scip, oracle, file, oracle->conss[i], havelongvarnames) );
2657 
2658  SCIPinfoMessage(scip, file, " =G= %.15g;\n", lhs);
2659  }
2660 
2661  if( nllevel <= 1 && oracle->conss[i]->expr != NULL )
2662  nllevel = 2;
2663  if( nllevel <= 2 && oracle->conss[i]->expr != NULL )
2664  {
2665  SCIP_Bool nonsmooth;
2666  SCIP_CALL( exprIsNonSmooth(scip, oracle->conss[i]->expr, &nonsmooth) );
2667  if( nonsmooth )
2668  nllevel = 3;
2669  }
2670  }
2671 
2672  (void) SCIPsnprintf(problemname, SCIP_MAXSTRLEN, "%s", oracle->name ? oracle->name : "m");
2673 
2674  SCIPinfoMessage(scip, file, "Model %s / all /;\n", problemname);
2675  SCIPinfoMessage(scip, file, "option limrow = 0;\n");
2676  SCIPinfoMessage(scip, file, "option limcol = 0;\n");
2677  SCIPinfoMessage(scip, file, "Solve %s minimizing NLPIORACLEOBJVAR using %s;\n", problemname, nllevelname[nllevel]);
2678 
2679  return SCIP_OKAY;
2680 }
2681 
2682 /**@} */
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Definition: scip_mem.h:110
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static SCIP_RETCODE hessLagAddExpr(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_Real weight, const SCIP_Real *x, SCIP_Bool new_x, SCIP_EXPR *expr, SCIP_EXPRINTDATA *exprintdata, int *hesoffset, int *hescol, SCIP_Real *values)
Definition: nlpioracle.c:791
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SCIP_Real SCIPnlpiOracleGetObjectiveConstant(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1797
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SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
Definition: scip_param.c:250
expr_pow.h
power and signed power expression handlers
REALABS
#define REALABS(x)
Definition: def.h:197
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Definition: type_retcode.h:42
SCIPnlpiOracleGetJacobianSparsity
SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity(SCIP *scip, SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2027
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SCIP_RETCODE SCIPexprintCreate(SCIP *scip, SCIP_EXPRINT **exprint)
Definition: exprinterpret_cppad.cpp:1498
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SCIP_RETCODE SCIPnlpiOracleAddVars(SCIP *scip, SCIP_NLPIORACLE *oracle, int nvars, const SCIP_Real *lbs, const SCIP_Real *ubs, const char **varnames)
Definition: nlpioracle.c:1081
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#define SCIP_CALL(x)
Definition: def.h:380
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#define SCIPensureBlockMemoryArray(scip, ptr, arraysizeptr, minsize)
Definition: scip_mem.h:107
h
SCIP_VAR * h
Definition: circlepacking.c:68
SCIPnlpiOracleChgExpr
SCIP_RETCODE SCIPnlpiOracleChgExpr(SCIP *scip, SCIP_NLPIORACLE *oracle, int considx, SCIP_EXPR *expr)
Definition: nlpioracle.c:1653
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Definition: struct_expr.h:203
SCIPnlpiOracleGetConstraintLhs
SCIP_Real SCIPnlpiOracleGetConstraintLhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:1808
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SCIP_Bool SCIPsortedvecFindInt(int *intarray, int val, int len, int *pos)
SCIPnlpiOracleEvalConstraintGradient
SCIP_RETCODE SCIPnlpiOracleEvalConstraintGradient(SCIP *scip, SCIP_NLPIORACLE *oracle, const int considx, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *conval, SCIP_Real *congrad)
Definition: nlpioracle.c:1997
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Definition: scip_expr.c:2337
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Definition: type_retcode.h:43
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static SCIP_RETCODE createConstraint(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_NLPIORACLECONS **cons, int nlinidxs, const int *linidxs, const SCIP_Real *lincoefs, SCIP_EXPR *expr, SCIP_Real lhs, SCIP_Real rhs, const char *name)
Definition: nlpioracle.c:337
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Definition: struct_expr.h:105
SCIPexprintEval
SCIP_RETCODE SCIPexprintEval(SCIP *scip, SCIP_EXPRINT *exprint, SCIP_EXPR *expr, SCIP_EXPRINTDATA *exprintdata, SCIP_Real *varvals, SCIP_Real *val)
Definition: exprinterpret_cppad.cpp:1680
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#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
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Definition: nlpioracle.c:56
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#define SCIP_EXPRINTCAPABILITY_ALL
Definition: type_exprinterpret.h:53
SCIPnlpiOracleEvalJacobian
SCIP_RETCODE SCIPnlpiOracleEvalJacobian(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *convals, SCIP_Real *jacobi)
Definition: nlpioracle.c:2159
SCIPexprintGetExprCapability
SCIP_EXPRINTCAPABILITY SCIPexprintGetExprCapability(SCIP *scip, SCIP_EXPRINT *exprint, SCIP_EXPR *expr, SCIP_EXPRINTDATA *exprintdata)
Definition: exprinterpret_cppad.cpp:1667
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SCIP_RETCODE SCIPnlpiOracleDelVarSet(SCIP *scip, SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1329
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char ** varnames
Definition: nlpioracle.c:71
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#define SCIP_Bool
Definition: def.h:91
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SCIP_EXPR * SCIPexpriterRestartDFS(SCIP_EXPRITER *iterator, SCIP_EXPR *expr)
Definition: expriter.c:630
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SCIP_NLPIORACLECONS * objective
Definition: nlpioracle.c:79
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const char * SCIPnlpiOracleGetProblemName(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1069
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SCIP_Real SCIPgetClockTime(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:319
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Definition: nlpioracle.c:46
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SCIP_RETCODE SCIPreleaseExpr(SCIP *scip, SCIP_EXPR **expr)
Definition: scip_expr.c:1417
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SCIP_RETCODE SCIPexprintFree(SCIP *scip, SCIP_EXPRINT **exprint)
Definition: exprinterpret_cppad.cpp:1511
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SCIP_RETCODE SCIPnlpiOracleCreate(SCIP *scip, SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:983
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#define MIN(x, y)
Definition: def.h:243
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SCIP_Real * varubs
Definition: nlpioracle.c:70
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void SCIPsetIndexExprVaridx(SCIP_EXPR *expr, int newindex)
Definition: expr_varidx.c:278
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struct SCIP_ExprInt SCIP_EXPRINT
Definition: type_exprinterpret.h:45
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SCIP_Real * varlbs
Definition: nlpioracle.c:69
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SCIP_Real lhs
Definition: nlpioracle.c:48
SCIPnlpiOracleGetVarLbs
const SCIP_Real * SCIPnlpiOracleGetVarLbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1736
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SCIP_EXPR * SCIPexpriterGetNext(SCIP_EXPRITER *iterator)
Definition: expriter.c:858
EPSLE
#define EPSLE(x, y, eps)
Definition: def.h:200
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char * name
Definition: nlpioracle.c:59
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int varssize
Definition: nlpioracle.c:67
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#define BMScopyMemoryArray(ptr, source, num)
Definition: memory.h:134
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SCIP_EXPRHDLR * SCIPexprGetHdlr(SCIP_EXPR *expr)
Definition: expr.c:3877
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SCIP_Bool SCIPnlpiOracleIsConstraintNonlinear(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:1847
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SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:521
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SCIP_RETCODE SCIPexprintHessian(SCIP *scip, SCIP_EXPRINT *exprint, SCIP_EXPR *expr, SCIP_EXPRINTDATA *exprintdata, SCIP_Real *varvals, SCIP_Bool new_varvals, SCIP_Real *val, int **rowidxs, int **colidxs, SCIP_Real **hessianvals, int *nnz)
Definition: exprinterpret_cppad.cpp:1997
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#define BMSclearMemory(ptr)
Definition: memory.h:129
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const SCIP_Real * SCIPnlpiOracleGetVarUbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1746
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SCIP_RETCODE SCIPnlpiOracleFree(SCIP *scip, SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:1013
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static SCIP_RETCODE evalFunctionGradient(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_NLPIORACLECONS *cons, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *RESTRICT val, SCIP_Real *RESTRICT grad)
Definition: nlpioracle.c:657
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void SCIPfreeExpriter(SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2351
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static SCIP_RETCODE updateVariableCounts(SCIP *scip, SCIP_NLPIORACLE *oracle, int factor, int nlinidxs, const int *linidxs, SCIP_EXPR *expr)
Definition: nlpioracle.c:243
SCIPnlpiOracleIsVarNonlinear
SCIP_Bool SCIPnlpiOracleIsVarNonlinear(SCIP *scip, SCIP_NLPIORACLE *oracle, int varidx)
Definition: nlpioracle.c:1766
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static SCIP_RETCODE ensureVarsSize(SCIP *scip, SCIP_NLPIORACLE *oracle, int minsize)
Definition: nlpioracle.c:102
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static SCIP_RETCODE hessLagSparsitySetNzFlagForExpr(SCIP *scip, SCIP_NLPIORACLE *oracle, int **colnz, int *collen, int *colnnz, int *nzcount, SCIP_EXPR *expr, SCIP_EXPRINTDATA *exprintdata, int dim)
Definition: nlpioracle.c:731
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SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *objval)
Definition: nlpioracle.c:1887
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static SCIP_RETCODE freeConstraints(SCIP *scip, SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:444
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SCIP_RETCODE SCIPresetClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:144
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SCIP_RETCODE SCIPnlpiOraclePrintProblemGams(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_Real *initval, FILE *file)
Definition: nlpioracle.c:2522
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SCIP_Bool SCIPisExprSignpower(SCIP *scip, SCIP_EXPR *expr)
Definition: expr_pow.c:3243
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SCIP_Bool SCIPisExprVaridx(SCIP *scip, SCIP_EXPR *expr)
Definition: expr_varidx.c:252
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static void invalidateJacobiSparsity(SCIP *scip, SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:197
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static SCIP_RETCODE evalFunctionValue(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_NLPIORACLECONS *cons, const SCIP_Real *x, SCIP_Real *val)
Definition: nlpioracle.c:604
SCIPnlpiOracleEvalConstraintValues
SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues(SCIP *scip, SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *convals)
Definition: nlpioracle.c:1936
SCIP_NlpiOracle
Definition: nlpioracle.c:63
SCIP_Real
#define SCIP_Real
Definition: def.h:173
SCIPnlpiOracleGetHessianLagSparsity
SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity(SCIP *scip, SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2286
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#define SCIPfreeCleanBufferArray(scip, ptr)
Definition: scip_mem.h:146
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char * name
Definition: nlpioracle.c:65
SCIPnlpiOracleGetEvalCapability
SCIP_EXPRINTCAPABILITY SCIPnlpiOracleGetEvalCapability(SCIP *scip, SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1864
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SCIP_EXPRINT * exprinterpreter
Definition: nlpioracle.c:87
SCIP_NlpiOracleCons::exprintdata
SCIP_EXPRINTDATA * exprintdata
Definition: nlpioracle.c:57
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#define SCIPisFinite(x)
Definition: pub_misc.h:1933
ensureConssSize
static SCIP_RETCODE ensureConssSize(SCIP *scip, SCIP_NLPIORACLE *oracle, int minsize)
Definition: nlpioracle.c:135
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#define SCIPallocMemory(scip, ptr)
Definition: scip_mem.h:60
SCIP_NlpiOracle::nconss
int nconss
Definition: nlpioracle.c:76
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#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:111
SCIP_NlpiOracleCons::linidxs
int * linidxs
Definition: nlpioracle.c:53
BMSclearMemoryArray
#define BMSclearMemoryArray(ptr, num)
Definition: memory.h:130
SCIP_NlpiOracle::varlincount
int * varlincount
Definition: nlpioracle.c:72
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#define SCIPallocClearBlockMemory(scip, ptr)
Definition: scip_mem.h:91
SCIPexpriterIsEnd
SCIP_Bool SCIPexpriterIsEnd(SCIP_EXPRITER *iterator)
Definition: expriter.c:969
SCIP_INVALIDDATA
Definition: type_retcode.h:52
SCIPnlpiOracleGetVarNames
char ** SCIPnlpiOracleGetVarNames(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:1756
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int SCIPgetIndexExprVaridx(SCIP_EXPR *expr)
Definition: expr_varidx.c:267
SCIP_EXPRINTDATA
struct SCIP_ExprIntData SCIP_EXPRINTDATA
Definition: type_exprinterpret.h:46
SCIPnlpiOracleChgConsSides
SCIP_RETCODE SCIPnlpiOracleChgConsSides(SCIP *scip, SCIP_NLPIORACLE *oracle, int nconss, const int *indices, const SCIP_Real *lhss, const SCIP_Real *rhss)
Definition: nlpioracle.c:1294
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Definition: struct_clock.h:64
SCIPstartClock
SCIP_RETCODE SCIPstartClock(SCIP *scip, SCIP_CLOCK *clck)
Definition: scip_timing.c:161
SCIPnlpiOracleDelConsSet
SCIP_RETCODE SCIPnlpiOracleDelConsSet(SCIP *scip, SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1471
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static SCIP_RETCODE printFunction(SCIP *scip, SCIP_NLPIORACLE *oracle, FILE *file, SCIP_NLPIORACLECONS *cons, SCIP_Bool longvarnames)
Definition: nlpioracle.c:893
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void SCIPsortedvecInsertInt(int *intarray, int keyval, int *len, int *pos)
ABS
#define ABS(x)
Definition: def.h:235
SCIP_NlpiOracle::heslagcols
int * heslagcols
Definition: nlpioracle.c:85
scip.h
SCIP callable library.
SCIPnlpiOracleGetVarCounts
void SCIPnlpiOracleGetVarCounts(SCIP *scip, SCIP_NLPIORACLE *oracle, const int **lincounts, const int **nlcounts)
Definition: nlpioracle.c:1781
SCIP_NlpiOracle::conss
SCIP_NLPIORACLECONS ** conss
Definition: nlpioracle.c:77
SCIPsortIntReal
void SCIPsortIntReal(int *intarray, SCIP_Real *realarray, int len)
SCIP_NlpiOracleCons::nlinidxs
int nlinidxs
Definition: nlpioracle.c:52
SCIPnlpiOracleChgObjConstant
SCIP_RETCODE SCIPnlpiOracleChgObjConstant(SCIP *scip, SCIP_NLPIORACLE *oracle, SCIP_Real objconstant)
Definition: nlpioracle.c:1699