benderscut_feasalt.c
Go to the documentation of this file.
30/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
68#define SLACKVAR_NAME "##bendersslackvar" /** the name for the Benders' slack variables added to each
152 SCIP_CALL( SCIPsolveNlpi(scip, benderscutdata->nlpi, benderscutdata->nlpiprob, .iterlimit = 3000) ); /*lint !e666*/
153 SCIPdebugMsg(scip, "NLP solstat = %d\n", SCIPgetNlpiSolstat(scip, benderscutdata->nlpi, benderscutdata->nlpiprob));
157 /* if the feasibility NLP is not feasible, then it is not possible to generate a Benders' cut. This is also an error,
194 SCIP_CALL( SCIPhashmapCreate(&benderscutdata->var2idx, SCIPblkmem(masterprob), benderscutdata->nlpinvars) );
195 SCIP_CALL( SCIPhashmapCreate(&benderscutdata->row2idx, SCIPblkmem(masterprob), benderscutdata->nlpinrows) );
197 SCIP_CALL( SCIPduplicateBlockMemoryArray(masterprob, &benderscutdata->nlpivars, SCIPgetVars(subproblem),
199 SCIP_CALL( SCIPduplicateBlockMemoryArray(masterprob, &benderscutdata->nlpirows, SCIPgetNLPNlRows(subproblem),
202 SCIP_CALL( SCIPcreateNlpiProblemFromNlRows(subproblem, benderscutdata->nlpi, &benderscutdata->nlpiprob, "benders-feascutalt-nlp",
203 SCIPgetNLPNlRows(subproblem), benderscutdata->nlpinrows, benderscutdata->var2idx, benderscutdata->row2idx, NULL, SCIPinfinity(subproblem), FALSE,
209 SCIP_CALL( SCIPallocBlockMemoryArray(masterprob, &benderscutdata->slackvarlbs, benderscutdata->nlpinvars) );
210 SCIP_CALL( SCIPallocBlockMemoryArray(masterprob, &benderscutdata->slackvarubs, benderscutdata->nlpinvars) );
211 SCIP_CALL( SCIPallocBlockMemoryArray(masterprob, &benderscutdata->slackvarinds, benderscutdata->nlpinvars) );
219 benderscutdata->slackvarinds[benderscutdata->nlpinslackvars] = SCIPhashmapGetImageInt(benderscutdata->var2idx,
229 SCIP_CALL( SCIPsetNlpiObjective(subproblem, benderscutdata->nlpi, benderscutdata->nlpiprob, benderscutdata->nlpinslackvars,
233 SCIP_CALL( SCIPchgNlpiVarBounds(subproblem, benderscutdata->nlpi, benderscutdata->nlpiprob, benderscutdata->nlpinslackvars,
241/** updates the non-linear problem that is resolved to generate a cut for the infeasible subproblem */
261 SCIP_CALL( SCIPupdateNlpiProblem(subproblem, benderscutdata->nlpi, benderscutdata->nlpiprob, benderscutdata->var2idx,
265 SCIP_CALL( SCIPchgNlpiVarBounds(subproblem, benderscutdata->nlpi, benderscutdata->nlpiprob, benderscutdata->nlpinslackvars,
327 SCIP_CALL( SCIPgetNlpiSolution(subproblem, benderscutdata->nlpi, benderscutdata->nlpiprob, &primalvals, &consdualvals,
352 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "altfeasibilitycut_%d_%" SCIP_LONGINT_FORMAT, probnumber,
357 sol, probnumber, cutname, obj, primalvals, consdualvals, varlbdualvals, varubdualvals, benderscutdata->row2idx,
369 "Benders' Decomposition: Master problem LP is infeasible. Added %" SCIP_LONGINT_FORMAT " feasibility cuts.\n",
383/** deinitialization method of Benders' decomposition cuts (called before transformed problem is freed) */
393/** destructor of the Benders' decomposition cut to free user data (called when SCIP is exiting) */
430 * since we use the farkas proof from the LP or the dual solution of the NLP to construct the feasibility cut
433 (nlprelaxation && (SCIPgetNLPSolstat(subproblem) == SCIP_NLPSOLSTAT_LOCINFEASIBLE || SCIPgetNLPSolstat(subproblem) == SCIP_NLPSOLSTAT_GLOBINFEASIBLE)) )
436 SCIP_CALL( generateAndApplyBendersCuts(scip, subproblem, benders, benderscut, sol, probnumber, type, result) );
438 /* TODO this was in benderscutExitFeasalt, but freeNonlinearProblem now needs subproblem, which didn't seem to be easily available there */
469 SCIP_CALL( SCIPincludeBenderscutBasic(scip, benders, &benderscut, BENDERSCUT_NAME, BENDERSCUT_DESC,
static SCIP_DECL_BENDERSCUTEXIT(benderscutExitFeasalt)
Definition: benderscut_feasalt.c:384
static SCIP_RETCODE createAuxiliaryNonlinearSubproblem(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERSCUT *benderscut)
Definition: benderscut_feasalt.c:167
static SCIP_DECL_BENDERSCUTFREE(benderscutFreeFeasalt)
Definition: benderscut_feasalt.c:394
static SCIP_RETCODE solveFeasibilityNonlinearSubproblem(SCIP *scip, SCIP_BENDERSCUTDATA *benderscutdata, SCIP_Bool *success)
Definition: benderscut_feasalt.c:138
static SCIP_RETCODE updateAuxiliaryNonlinearSubproblem(SCIP *subproblem, SCIP_BENDERSCUT *benderscut)
Definition: benderscut_feasalt.c:242
static SCIP_DECL_BENDERSCUTEXEC(benderscutExecFeasalt)
Definition: benderscut_feasalt.c:411
static SCIP_RETCODE freeNonlinearProblem(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERSCUT *benderscut)
Definition: benderscut_feasalt.c:94
static SCIP_RETCODE generateAndApplyBendersCuts(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type, SCIP_RESULT *result)
Definition: benderscut_feasalt.c:272
Alternative feasibility cuts for Benders' decomposition.
Generates a standard Benders' decomposition optimality cut.
Constraint handler for linear constraints in their most general form, .
SCIP_RETCODE SCIPgenerateAndApplyBendersOptCut(SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SOL *sol, int probnumber, char *cutname, SCIP_Real objective, SCIP_Real *primalvals, SCIP_Real *consdualvals, SCIP_Real *varlbdualvals, SCIP_Real *varubdualvals, SCIP_HASHMAP *row2idx, SCIP_HASHMAP *var2idx, SCIP_BENDERSENFOTYPE type, SCIP_Bool addcut, SCIP_Bool feasibilitycut, SCIP_RESULT *result)
Definition: benderscut_opt.c:837
SCIP_RETCODE SCIPincludeBenderscutFeasalt(SCIP *scip, SCIP_BENDERS *benders)
Definition: benderscut_feasalt.c:451
int SCIPhashmapGetImageInt(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3281
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3074
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3423
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
Definition: scip_message.c:225
SCIP_BENDERSSUBTYPE SCIPbendersGetSubproblemType(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6321
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:5968
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:5978
SCIP_RETCODE SCIPincludeBenderscutBasic(SCIP *scip, SCIP_BENDERS *benders, SCIP_BENDERSCUT **benderscutptr, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1138
SCIP_RETCODE SCIPsetBenderscutExit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)))
Definition: scip_benders.c:1252
SCIP_RETCODE SCIPsetBenderscutFree(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTFREE((*benderscutfree)))
Definition: scip_benders.c:1204
const char * SCIPbenderscutGetName(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:492
SCIP_BENDERSCUTDATA * SCIPbenderscutGetData(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:403
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:543
#define SCIPduplicateBlockMemoryArray(scip, ptr, source, num)
Definition: scip_mem.h:105
SCIP_RETCODE SCIPupdateNlpiProblem(SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *nlpiprob, SCIP_HASHMAP *var2nlpiidx, SCIP_VAR **nlpivars, int nlpinvars, SCIP_Real cutoffbound)
Definition: scip_nlpi.c:730
SCIP_RETCODE SCIPcreateNlpiProblemFromNlRows(SCIP *scip, SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM **nlpiprob, const char *name, SCIP_NLROW **nlrows, int nnlrows, SCIP_HASHMAP *var2idx, SCIP_HASHMAP *nlrow2idx, SCIP_Real *nlscore, SCIP_Real cutoffbound, SCIP_Bool setobj, SCIP_Bool onlyconvex)
Definition: scip_nlpi.c:444
SCIP_RETCODE SCIPprintDisplayLine(SCIP *scip, FILE *file, SCIP_VERBLEVEL verblevel, SCIP_Bool endline)
Definition: scip_solvingstats.c:4435
Definition: objbenders.h:44
public methods for Benders' decomposition
public methods for Benders' decomposition cuts
public functions to work with algebraic expressions
public methods for LP management
public methods for message output
public data structures and miscellaneous methods
internal miscellaneous methods for linear constraints
public methods for NLP management
public methods for problem variables
public methods for Benders decomposition
public methods for constraint handler plugins and constraints
general public methods
public methods for the LP relaxation, rows and columns
public methods for memory management
public methods for message handling
public methods for nonlinear relaxation
public methods for NLPI solver interfaces
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for global and local (sub)problems
public methods for querying solving statistics
public methods for timing
public methods for SCIP variables
Definition: struct_benders.h:58
Definition: struct_benderscut.h:47
Definition: struct_misc.h:138
Definition: struct_nlp.h:65
Definition: nlpi_all.c:56
Definition: struct_nlpi.h:47
Definition: struct_sol.h:74
Definition: struct_var.h:208
Definition: struct_scip.h:70