Scippy

SCIP

Solving Constraint Integer Programs

type_nlpi.h
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3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
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24 
25 /**@file type_nlpi.h
26  * @ingroup TYPEDEFINITIONS
27  * @brief type definitions for NLP solver interfaces
28  * @author Stefan Vigerske
29  * @author Thorsten Gellermann
30  */
31 
32 /** @defgroup DEFPLUGINS_NLPI Default NLP solver interfaces
33  * @ingroup DEFPLUGINS
34  * @brief implementation files (.c/.cpp files) of the default NLP solver interfaces of SCIP
35  */
36 
37 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
38 
39 #ifndef __SCIP_TYPE_NLPI_H__
40 #define __SCIP_TYPE_NLPI_H__
41 
42 #include "scip/def.h"
43 #include "scip/type_scip.h"
44 #include "scip/type_expr.h"
45 #include "scip/type_nlp.h"
46 
47 #ifdef __cplusplus
48 extern "C" {
49 #endif
50 
51 typedef struct SCIP_Nlpi SCIP_NLPI; /**< NLP solver interface */
52 typedef struct SCIP_NlpiData SCIP_NLPIDATA; /**< locally defined NLP solver interface data */
53 typedef struct SCIP_NlpiProblem SCIP_NLPIPROBLEM; /**< locally defined NLP solver interface data for a specific problem instance */
54 
55 /** NLP solver fast-fail levels */
56 enum SCIP_NlpParam_FastFail
57 {
58  SCIP_NLPPARAM_FASTFAIL_OFF = 0, /**< never stop if progress is still possible */
59  SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE = 1, /**< stop if it seems unlikely that an improving point can be found */
60  SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE = 2 /**< stop if convergence rate is low */
61 };
62 /** NLP solver fast-fail levels */
63 typedef enum SCIP_NlpParam_FastFail SCIP_NLPPARAM_FASTFAIL;
64 
65 /** parameters for NLP solve */
66 struct SCIP_NlpParam
67 {
68  SCIP_Real lobjlimit; /**< lower objective limit (cutoff) */
69  SCIP_Real feastol; /**< feasibility tolerance (maximal allowed absolute violation of constraints and variable bounds) */
70  SCIP_Real opttol; /**< optimality tolerance (maximal allowed absolute violation of optimality conditions) */
71  SCIP_Real solvertol; /**< solver-specific tolerance on accuracy, e.g., maximal violation of feasibility and optimality in scaled problem (0.0: use solver default) */
72  SCIP_Real timelimit; /**< time limit in seconds: use SCIP_REAL_MAX to use remaining time available for SCIP solve (limits/time - currenttime) */
73  int iterlimit; /**< iteration limit */
74  unsigned short verblevel; /**< verbosity level of output of NLP solver to the screen: 0 off, 1 normal, 2 debug, > 2 more debug */
75  SCIP_NLPPARAM_FASTFAIL fastfail; /**< whether the NLP solver should stop early if convergence is slow */
76  SCIP_Bool expectinfeas; /**< whether to expect an infeasible problem */
77  SCIP_Bool warmstart; /**< whether to try to use solution of previous solve as starting point (if available) */
78  const char* caller; /**< name of file from which NLP is solved (it's fine to set this to NULL) */
79 };
80 /** parameters for NLP solve */
81 typedef struct SCIP_NlpParam SCIP_NLPPARAM;
82 
83 /** default verbosity level in NLP parameters */
84 #if defined(SCIP_DEBUG) || defined(SCIP_MOREDEBUG) || defined(SCIP_EVENMOREDEBUG)
85 #define SCIP_NLPPARAM_DEFAULT_VERBLEVEL 1
86 #else
87 #define SCIP_NLPPARAM_DEFAULT_VERBLEVEL 0
88 #endif
89 
90 #if !defined(_MSC_VER) || _MSC_VER >= 1800
91 /** default values for parameters
92  *
93  * Typical use for this define is the initialization of a SCIP_NLPPARAM struct, e.g.,
94  *
95  * SCIP_NLPPARAM nlpparam = { SCIP_NLPPARAM_DEFAULT(scip); } //lint !e446
96  *
97  * or
98  *
99  * SCIP_NLPPARAM nlpparam;
100  * nlpparam = (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT(scip); } //lint !e446
101  */
102 #define SCIP_NLPPARAM_DEFAULT_INITS(scip) \
103  .lobjlimit = SCIP_REAL_MIN, \
104  .feastol = SCIPfeastol(scip), \
105  .opttol = SCIPdualfeastol(scip), \
106  .solvertol = 0.0, \
107  .timelimit = SCIP_REAL_MAX, \
108  .iterlimit = INT_MAX, \
109  .verblevel = SCIP_NLPPARAM_DEFAULT_VERBLEVEL, \
110  .fastfail = SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE, \
111  .expectinfeas= FALSE, \
112  .warmstart = FALSE, \
113  .caller = __FILE__
114 
115 /** default values for parameters
116  *
117  * Typical use for this define is the initialization of a SCIP_NLPPARAM struct, e.g.,
118  *
119  * SCIP_NLPPARAM nlpparam = SCIP_NLPPARAM_DEFAULT(scip); //lint !e446
120  *
121  * or
122  *
123  * SCIP_NLPPARAM nlpparam;
124  * nlpparam = SCIP_NLPPARAM_DEFAULT(scip); //lint !e446
125  */
126 #define SCIP_NLPPARAM_DEFAULT(scip) (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT_INITS(scip) }
127 
128 #else
129 /** default NLP parameters with static initialization; required for SCIPsolveNlpi macro with ancient MSVC */
130 static const SCIP_NLPPARAM SCIP_NLPPARAM_DEFAULT_STATIC = {
131  SCIP_REAL_MIN, SCIP_DEFAULT_FEASTOL, SCIP_DEFAULT_DUALFEASTOL, 0.0, SCIP_REAL_MAX, INT_MAX, SCIP_NLPPARAM_DEFAULT_VERBLEVEL, SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE, FALSE, FALSE, __FILE__
132 };
133 #define SCIP_NLPPARAM_DEFAULT(scip) SCIP_NLPPARAM_DEFAULT_STATIC
134 #endif
135 
136 /** macro to help printing values of SCIP_NLPPARAM struct
137  *
138  * Typical use for this define is something like
139  *
140  * SCIPdebugMsg(scip, "calling NLP solver with parameters " SCIP_NLPPARAM_PRINT(param));
141  */
142 #define SCIP_NLPPARAM_PRINT(param) \
143  "lobjlimit = %g, " \
144  "feastol = %g, " \
145  "opttol = %g, " \
146  "solvertol = %g, " \
147  "timelimit = %g, " \
148  "iterlimit = %d, " \
149  "verblevel = %hd, " \
150  "fastfail = %d, " \
151  "expectinfeas = %d, " \
152  "warmstart = %d, " \
153  "called by %s\n", \
154  (param).lobjlimit, (param).feastol, (param).opttol, (param).solvertol, (param).timelimit, (param).iterlimit, \
155  (param).verblevel, (param).fastfail, (param).expectinfeas, (param).warmstart, (param).caller != NULL ? (param).caller : "unknown"
156 
157 /** NLP solution status */
158 enum SCIP_NlpSolStat
159 {
160  SCIP_NLPSOLSTAT_GLOBOPT = 0, /**< solved to global optimality */
161  SCIP_NLPSOLSTAT_LOCOPT = 1, /**< solved to local optimality */
162  SCIP_NLPSOLSTAT_FEASIBLE = 2, /**< feasible solution found */
163  SCIP_NLPSOLSTAT_LOCINFEASIBLE = 3, /**< solution found is local infeasible */
164  SCIP_NLPSOLSTAT_GLOBINFEASIBLE = 4, /**< problem is proven infeasible */
165  SCIP_NLPSOLSTAT_UNBOUNDED = 5, /**< problem is unbounded */
166  SCIP_NLPSOLSTAT_UNKNOWN = 6 /**< unknown solution status (e.g., problem not solved yet) */
167 };
168 typedef enum SCIP_NlpSolStat SCIP_NLPSOLSTAT; /**< NLP solution status */
169 
170 /** NLP solver termination status */
171 enum SCIP_NlpTermStat
172 {
173  SCIP_NLPTERMSTAT_OKAY = 0, /**< terminated successfully */
174  SCIP_NLPTERMSTAT_TIMELIMIT = 1, /**< time limit exceeded */
175  SCIP_NLPTERMSTAT_ITERLIMIT = 2, /**< iteration limit exceeded */
176  SCIP_NLPTERMSTAT_LOBJLIMIT = 3, /**< lower objective limit reached */
177  SCIP_NLPTERMSTAT_INTERRUPT = 4, /**< SCIP has been asked to stop (SCIPinterruptSolve() called) */
178  SCIP_NLPTERMSTAT_NUMERICERROR = 5, /**< stopped on numerical error */
179  SCIP_NLPTERMSTAT_EVALERROR = 6, /**< stopped on function evaluation error */
180  SCIP_NLPTERMSTAT_OUTOFMEMORY = 7, /**< memory exceeded */
181  SCIP_NLPTERMSTAT_LICENSEERROR = 8, /**< problems with license of NLP solver */
182  SCIP_NLPTERMSTAT_OTHER = 9 /**< other error (= this should never happen) */
183 #if defined(GCC_VERSION) && GCC_VERSION >= 600 && !defined(__INTEL_COMPILER) /* _attribute__ ((deprecated)) within enums not allowed for older GCCs; ICC ignores attributes */
184  ,/* for some backward compatibility */
185  SCIP_NLPTERMSTAT_TILIM SCIP_DEPRECATED = SCIP_NLPTERMSTAT_TIMELIMIT,
186  SCIP_NLPTERMSTAT_ITLIM SCIP_DEPRECATED = SCIP_NLPTERMSTAT_ITERLIMIT,
187  SCIP_NLPTERMSTAT_LOBJLIM SCIP_DEPRECATED = SCIP_NLPTERMSTAT_LOBJLIMIT,
188  SCIP_NLPTERMSTAT_NUMERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_NUMERICERROR,
189  SCIP_NLPTERMSTAT_EVALERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_EVALERROR,
190  SCIP_NLPTERMSTAT_MEMERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_OUTOFMEMORY,
191  SCIP_NLPTERMSTAT_LICERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_LICENSEERROR
192 #endif
193 };
194 typedef enum SCIP_NlpTermStat SCIP_NLPTERMSTAT; /**< NLP solver termination status */
195 
196 /** Statistics from an NLP solve */
197 struct SCIP_NlpStatistics
198 {
199  int niterations; /**< number of iterations the NLP solver spend in the last solve command */
200  SCIP_Real totaltime; /**< total time in CPU sections the NLP solver spend in the last solve command */
201  SCIP_Real evaltime; /**< time spend in evaluation of functions and their derivatives (only measured if timing/nlpieval = TRUE) */
202 
203  SCIP_Real consviol; /**< maximal absolute constraint violation in current solution, or SCIP_INVALID if not available */
204  SCIP_Real boundviol; /**< maximal absolute variable bound violation in current solution, or SCIP_INVALID if not available */
205 };
206 typedef struct SCIP_NlpStatistics SCIP_NLPSTATISTICS; /**< NLP solve statistics */
207 
208 /** copy method of NLP interface (called when SCIP copies plugins)
209  *
210  * Implementation of this callback is optional.
211  *
212  * \param[in] scip target SCIP where to include copy of NLPI
213  * \param[in] sourcenlpi the NLP interface to copy
214  */
215 #define SCIP_DECL_NLPICOPY(x) SCIP_RETCODE x (\
216  SCIP* scip, \
217  SCIP_NLPI* sourcenlpi)
218 
219 /** frees the data of the NLP interface
220  *
221  * \param[in] scip SCIP data structure
222  * \param[in] nlpi datastructure for solver interface
223  * \param[in] nlpidata NLPI data to free
224  */
225 #define SCIP_DECL_NLPIFREE(x) SCIP_RETCODE x (\
226  SCIP* scip, \
227  SCIP_NLPI* nlpi, \
228  SCIP_NLPIDATA** nlpidata)
229 
230 /** gets pointer to solver-internal NLP solver
231  *
232  * Implementation of this callback is optional.
233  *
234  * Depending on the solver interface, a solver pointer may exist for every NLP problem instance.
235  * For this case, a nlpiproblem can be passed in as well.
236  *
237  * \param[in] scip SCIP data structure
238  * \param[in] nlpi datastructure for solver interface
239  * \param[in] problem datastructure for problem instance, or NULL
240  *
241  * \return void pointer to solver
242  */
243 #define SCIP_DECL_NLPIGETSOLVERPOINTER(x) void* x (\
244  SCIP* scip, \
245  SCIP_NLPI* nlpi, \
246  SCIP_NLPIPROBLEM* problem)
247 
248 /** creates a problem instance
249  *
250  * \param[in] scip SCIP data structure
251  * \param[in] nlpi datastructure for solver interface
252  * \param[out] problem pointer to store the problem data
253  * \param[in] name name of problem, can be NULL
254  */
255 #define SCIP_DECL_NLPICREATEPROBLEM(x) SCIP_RETCODE x (\
256  SCIP* scip, \
257  SCIP_NLPI* nlpi, \
258  SCIP_NLPIPROBLEM** problem, \
259  const char* name)
260 
261 /** free a problem instance
262  *
263  * \param[in] scip SCIP data structure
264  * \param[in] nlpi datastructure for solver interface
265  * \param[in] problem pointer where problem data is stored
266  */
267 #define SCIP_DECL_NLPIFREEPROBLEM(x) SCIP_RETCODE x (\
268  SCIP* scip, \
269  SCIP_NLPI* nlpi, \
270  SCIP_NLPIPROBLEM** problem)
271 
272 /** gets pointer to solver-internal problem instance
273  *
274  * Implementation of this callback is optional.
275  *
276  * \param[in] scip SCIP data structure
277  * \param[in] nlpi datastructure for solver interface
278  * \param[in] problem datastructure for problem instance
279  *
280  * \return void pointer to problem instance
281  */
282 #define SCIP_DECL_NLPIGETPROBLEMPOINTER(x) void* x (\
283  SCIP* scip, \
284  SCIP_NLPI* nlpi, \
285  SCIP_NLPIPROBLEM* problem)
286 
287 /** adds variables
288  *
289  * \param[in] scip SCIP data structure
290  * \param[in] nlpi datastructure for solver interface
291  * \param[in] problem datastructure for problem instance
292  * \param[in] nvars number of variables
293  * \param[in] lbs lower bounds of variables, can be NULL if -infinity
294  * \param[in] ubs upper bounds of variables, can be NULL if +infinity
295  * \param[in] varnames names of variables, can be NULL
296  */
297 #define SCIP_DECL_NLPIADDVARS(x) SCIP_RETCODE x (\
298  SCIP* scip, \
299  SCIP_NLPI* nlpi, \
300  SCIP_NLPIPROBLEM* problem, \
301  int nvars, \
302  const SCIP_Real* lbs, \
303  const SCIP_Real* ubs, \
304  const char** varnames)
305 
306 /** add constraints
307  *
308  * \param[in] scip SCIP data structure
309  * \param[in] nlpi datastructure for solver interface
310  * \param[in] problem datastructure for problem instance
311  * \param[in] ncons number of added constraints
312  * \param[in] lhss left hand sides of constraints, can be NULL if -infinity
313  * \param[in] rhss right hand sides of constraints, can be NULL if +infinity
314  * \param[in] nlininds number of linear coefficients for each constraint; may be NULL in case of no linear part
315  * \param[in] lininds indices of variables for linear coefficients for each constraint; may be NULL in case of no linear part
316  * \param[in] linvals values of linear coefficient for each constraint; may be NULL in case of no linear part
317  * \param[in] exprs expressions for nonlinear part of constraints; may be NULL or entries may be NULL when no nonlinear parts
318  * \param[in] names names of constraints; may be NULL or entries may be NULL
319  */
320 #define SCIP_DECL_NLPIADDCONSTRAINTS(x) SCIP_RETCODE x (\
321  SCIP* scip, \
322  SCIP_NLPI* nlpi, \
323  SCIP_NLPIPROBLEM* problem, \
324  int nconss, \
325  const SCIP_Real* lhss, \
326  const SCIP_Real* rhss, \
327  const int* nlininds, \
328  int* const* lininds, \
329  SCIP_Real* const* linvals, \
330  SCIP_EXPR** exprs, \
331  const char** names)
332 
333 /** sets or overwrites objective, a minimization problem is expected
334  *
335  * \param[in] scip SCIP data structure
336  * \param[in] nlpi datastructure for solver interface
337  * \param[in] problem datastructure for problem instance
338  * \param[in] nlins number of linear variables
339  * \param[in] lininds variable indices; may be NULL in case of no linear part
340  * \param[in] linvals coefficient values; may be NULL in case of no linear part
341  * \param[in] expr expression for nonlinear part of objective function; may be NULL in case of no nonlinear part
342  * \param[in] constant objective value offset
343  */
344 #define SCIP_DECL_NLPISETOBJECTIVE(x) SCIP_RETCODE x (\
345  SCIP* scip, \
346  SCIP_NLPI* nlpi, \
347  SCIP_NLPIPROBLEM* problem, \
348  int nlins, \
349  const int* lininds, \
350  const SCIP_Real* linvals, \
351  SCIP_EXPR* expr, \
352  const SCIP_Real constant)
353 
354 /** change variable bounds
355  *
356  * \param[in] scip SCIP data structure
357  * \param[in] nlpi datastructure for solver interface
358  * \param[in] problem datastructure for problem instance
359  * \param[in] nvars number of variables to change bounds
360  * \param[in] indices indices of variables to change bounds
361  * \param[in] lbs new lower bounds
362  * \param[in] ubs new upper bounds
363  */
364 #define SCIP_DECL_NLPICHGVARBOUNDS(x) SCIP_RETCODE x (\
365  SCIP* scip, \
366  SCIP_NLPI* nlpi, \
367  SCIP_NLPIPROBLEM* problem, \
368  const int nvars, \
369  const int* indices, \
370  const SCIP_Real* lbs, \
371  const SCIP_Real* ubs)
372 
373 /** change constraint sides
374  *
375  * \param[in] scip SCIP data structure
376  * \param[in] nlpi datastructure for solver interface
377  * \param[in] problem datastructure for problem instance
378  * \param[in] nconss number of constraints to change sides
379  * \param[in] indices indices of constraints to change sides
380  * \param[in] lhss new left hand sides
381  * \param[in] rhss new right hand sides
382  */
383 #define SCIP_DECL_NLPICHGCONSSIDES(x) SCIP_RETCODE x (\
384  SCIP* scip, \
385  SCIP_NLPI* nlpi, \
386  SCIP_NLPIPROBLEM* problem, \
387  int nconss, \
388  const int* indices, \
389  const SCIP_Real* lhss, \
390  const SCIP_Real* rhss)
391 
392 /** delete a set of variables
393  *
394  * \param[in] scip SCIP data structure
395  * \param[in] nlpi datastructure for solver interface
396  * \param[in] problem datastructure for problem instance
397  * \param[in,out] dstats deletion status of vars on input (1 if var should be deleted, 0 if not); new position of var on output, -1 if var was deleted
398  * \param[in] dstatssize size of the dstats array
399  */
400 #define SCIP_DECL_NLPIDELVARSET(x) SCIP_RETCODE x (\
401  SCIP* scip, \
402  SCIP_NLPI* nlpi, \
403  SCIP_NLPIPROBLEM* problem, \
404  int* dstats, \
405  int dstatssize)
406 
407 /** delete a set of constraints
408  *
409  * \param[in] scip SCIP data structure
410  * \param[in] nlpi datastructure for solver interface
411  * \param[in] problem datastructure for problem instance
412  * \param[in,out] dstats deletion status of constraints on input (1 if constraint should be deleted, 0 if not); new position of constraint on output, -1 if constraint was deleted
413  * \param[in] dstatssize size of the dstats array
414  */
415 #define SCIP_DECL_NLPIDELCONSSET(x) SCIP_RETCODE x (\
416  SCIP* scip, \
417  SCIP_NLPI* nlpi, \
418  SCIP_NLPIPROBLEM* problem, \
419  int* dstats, \
420  int dstatssize)
421 
422 /** changes (or adds) linear coefficients in a constraint or objective
423  *
424  * \param[in] scip SCIP data structure
425  * \param[in] nlpi datastructure for solver interface
426  * \param[in] problem datastructure for problem instance
427  * \param[in] idx index of constraint or -1 for objective
428  * \param[in] nvals number of values in linear constraint to change
429  * \param[in] varidxs indices of variables which coefficient to change
430  * \param[in] vals new values for coefficients
431  */
432 #define SCIP_DECL_NLPICHGLINEARCOEFS(x) SCIP_RETCODE x (\
433  SCIP* scip, \
434  SCIP_NLPI* nlpi, \
435  SCIP_NLPIPROBLEM* problem, \
436  int idx, \
437  int nvals, \
438  const int* varidxs, \
439  const SCIP_Real* vals)
440 
441 /** replaces the expression of a constraint or objective
442  *
443  * \param[in] scip SCIP data structure
444  * \param[in] nlpi datastructure for solver interface
445  * \param[in] problem datastructure for problem instance
446  * \param[in] idxcons index of constraint or -1 for objective
447  * \param[in] expr new expression for constraint or objective, or NULL to only remove previous tree
448  */
449 #define SCIP_DECL_NLPICHGEXPR(x) SCIP_RETCODE x (\
450  SCIP* scip, \
451  SCIP_NLPI* nlpi, \
452  SCIP_NLPIPROBLEM* problem, \
453  int idxcons, \
454  SCIP_EXPR* expr)
455 
456 /** changes the constant offset in the objective
457  *
458  * \param[in] scip SCIP data structure
459  * \param[in] nlpi datastructure for solver interface
460  * \param[in] problem datastructure for problem instance
461  * \param[in] objconstant new value for objective constant
462  */
463 #define SCIP_DECL_NLPICHGOBJCONSTANT(x) SCIP_RETCODE x (\
464  SCIP* scip, \
465  SCIP_NLPI* nlpi, \
466  SCIP_NLPIPROBLEM* problem, \
467  SCIP_Real objconstant)
468 
469 /** sets initial guess
470  *
471  * Implementation of this callback is optional.
472  *
473  * \param[in] scip SCIP data structure
474  * \param[in] nlpi datastructure for solver interface
475  * \param[in] problem datastructure for problem instance
476  * \param[in] primalvalues initial primal values for variables, or NULL to clear previous values
477  * \param[in] consdualvalues initial dual values for constraints, or NULL to clear previous values
478  * \param[in] varlbdualvalues initial dual values for variable lower bounds, or NULL to clear previous values
479  * \param[in] varubdualvalues initial dual values for variable upper bounds, or NULL to clear previous values
480  */
481 #define SCIP_DECL_NLPISETINITIALGUESS(x) SCIP_RETCODE x (\
482  SCIP* scip, \
483  SCIP_NLPI* nlpi, \
484  SCIP_NLPIPROBLEM* problem, \
485  SCIP_Real* primalvalues, \
486  SCIP_Real* consdualvalues, \
487  SCIP_Real* varlbdualvalues, \
488  SCIP_Real* varubdualvalues)
489 
490 /** tries to solve NLP
491  *
492  * \param[in] scip SCIP data structure
493  * \param[in] nlpi datastructure for solver interface
494  * \param[in] problem datastructure for problem instance
495  * \param[in] param parameters (e.g., working limits) to use
496  */
497 #define SCIP_DECL_NLPISOLVE(x) SCIP_RETCODE x (\
498  SCIP* scip, \
499  SCIP_NLPI* nlpi, \
500  SCIP_NLPIPROBLEM* problem, \
501  SCIP_NLPPARAM param)
502 
503 /** gives solution status
504  *
505  * \param[in] scip SCIP data structure
506  * \param[in] nlpi datastructure for solver interface
507  * \param[in] problem datastructure for problem instance
508  *
509  * \return Solution Status
510  */
511 #define SCIP_DECL_NLPIGETSOLSTAT(x) SCIP_NLPSOLSTAT x (\
512  SCIP* scip, \
513  SCIP_NLPI* nlpi, \
514  SCIP_NLPIPROBLEM* problem)
515 
516 /** gives termination reason
517  *
518  * \param[in] scip SCIP data structure
519  * \param[in] nlpi datastructure for solver interface
520  * \param[in] problem datastructure for problem instance
521  *
522  * \return Termination Status
523  */
524 #define SCIP_DECL_NLPIGETTERMSTAT(x) SCIP_NLPTERMSTAT x (\
525  SCIP* scip, \
526  SCIP_NLPI* nlpi, \
527  SCIP_NLPIPROBLEM* problem)
528 
529 /** gives primal and dual solution values
530  *
531  * Solver can return NULL in dual values if not available,
532  * but if solver provides dual values for one side of variable bounds, then it must also provide those for the other side.
533  *
534  * For a ranged constraint, the dual variable is positive if the right hand side is active and negative if the left hand side is active.
535  *
536  * \param[in] scip SCIP data structure
537  * \param[in] nlpi datastructure for solver interface
538  * \param[in] problem datastructure for problem instance
539  * \param[out] primalvalues buffer to store pointer to array to primal values, or NULL if not needed
540  * \param[out] consdualvalues buffer to store pointer to array to dual values of constraints, or NULL if not needed
541  * \param[out] varlbdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
542  * \param[out] varubdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
543  * \param[out] objval pointer to store the objective value, or NULL if not needed
544  */
545 #define SCIP_DECL_NLPIGETSOLUTION(x) SCIP_RETCODE x (\
546  SCIP* scip, \
547  SCIP_NLPI* nlpi, \
548  SCIP_NLPIPROBLEM* problem, \
549  SCIP_Real** primalvalues, \
550  SCIP_Real** consdualvalues, \
551  SCIP_Real** varlbdualvalues, \
552  SCIP_Real** varubdualvalues, \
553  SCIP_Real* objval)
554 
555 /** gives solve statistics
556  *
557  * \param[in] scip SCIP data structure
558  * \param[in] nlpi datastructure for solver interface
559  * \param[in] problem datastructure for problem instance
560  * \param[out] statistics buffer where to store statistics
561  */
562 #define SCIP_DECL_NLPIGETSTATISTICS(x) SCIP_RETCODE x (\
563  SCIP* scip, \
564  SCIP_NLPI* nlpi, \
565  SCIP_NLPIPROBLEM* problem, \
566  SCIP_NLPSTATISTICS* statistics)
567 
568 #ifdef __cplusplus
569 }
570 #endif
571 
572 #endif /*__SCIP_TYPE_NLPI_H__ */
SCIP_NLPSOLSTAT_GLOBINFEASIBLE
Definition: type_nlpi.h:164
SCIP_NLPTERMSTAT
enum SCIP_NlpTermStat SCIP_NLPTERMSTAT
Definition: type_nlpi.h:194
SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE
Definition: type_nlpi.h:60
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Definition: type_nlpi.h:163
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Definition: type_nlpi.h:70
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type definitions for NLP management
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Definition: type_nlpi.h:165
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Definition: type_nlpi.h:77
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enum SCIP_NlpParam_FastFail SCIP_NLPPARAM_FASTFAIL
Definition: type_nlpi.h:63
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Definition: type_nlpi.h:69
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Definition: type_nlpi.h:199
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Definition: type_nlpi.h:182
FALSE
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Definition: def.h:94
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unsigned short verblevel
Definition: type_nlpi.h:74
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Definition: type_nlpi.h:71
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Definition: type_nlpi.h:181
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Definition: type_nlpi.h:87
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SCIP_Real timelimit
Definition: type_nlpi.h:72
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Definition: type_nlpi.h:166
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Definition: type_nlpi.h:162
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Definition: type_nlpi.h:197
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Definition: type_nlpi.h:178
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struct SCIP_NlpiData SCIP_NLPIDATA
Definition: type_nlpi.h:52
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Definition: type_nlpi.h:168
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Definition: type_nlpi.h:171
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Definition: type_nlpi.h:76
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Definition: type_nlpi.h:200
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Definition: type_nlpi.h:58
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Definition: type_nlpi.h:59
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Definition: def.h:446
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Definition: def.h:181
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Definition: type_nlpi.h:73
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Definition: type_nlpi.h:179
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Definition: type_nlpi.h:176
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Definition: type_nlpi.h:180
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Definition: def.h:91
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Definition: type_nlpi.h:204
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Definition: type_nlpi.h:177
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Definition: type_nlpi.h:78
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Definition: type_nlpi.h:68
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Definition: type_nlpi.h:173
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Definition: def.h:174
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Definition: def.h:175
SCIP_NlpStatistics::consviol
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Definition: type_nlpi.h:203
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Definition: type_nlpi.h:201
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Definition: type_nlpi.h:160
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Definition: def.h:184
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type and macro definitions related to algebraic expressions
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Definition: def.h:173
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Definition: type_nlpi.h:158
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Definition: type_nlpi.h:161
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Definition: type_nlpi.h:174
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Definition: type_nlpi.h:56
def.h
common defines and data types used in all packages of SCIP
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Definition: type_nlpi.h:175
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Definition: nlpi_all.c:55
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Definition: type_nlpi.h:75
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Definition: type_nlpi.h:66
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Definition: struct_nlpi.h:46