Scippy

SCIP

Solving Constraint Integer Programs

heur_subnlp.h
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1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2/* */
3/* This file is part of the program and library */
4/* SCIP --- Solving Constraint Integer Programs */
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24
25/**@file heur_subnlp.h
26 * @ingroup PRIMALHEURISTICS
27 * @brief NLP local search primal heuristic using sub-SCIPs
28 * @author Stefan Vigerske
29 *
30 * This heuristic applies a NLP local search to a nonlinear CIP after fixing all discrete variables.
31 * That is, the CIP is copied, all discrete variables are fixed, presolving is applied,
32 * and if the resulting CIP has a nonlinear relaxation, then it is tried to solve this relaxation
33 * by an NLP solver.
34 * The heuristic only runs if continuous nonlinearities are present (@ref SCIPhasNLPContinuousNonlinearity()).
35 *
36 * Fixing values for discrete values are either taken from a solution of the LP relaxation which
37 * satisfies all integrality constraints, or are provided by SCIPupdateStartpointHeurSubNlp().
38 *
39 * This heuristic is orthogonal to the undercover heuristic (@ref heur_undercover.h), which fixes
40 * variables in a nonlinear CIP in a way that a (possibly mixed-integer) linear subproblem is obtained.
41 */
42
43/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
44
45#ifndef HEUR_SUBNLP_H_
46#define HEUR_SUBNLP_H_
47
48#include "scip/def.h"
49#include "scip/type_heur.h"
50#include "scip/type_result.h"
51#include "scip/type_retcode.h"
52#include "scip/type_scip.h"
53#include "scip/type_sol.h"
54#include "scip/type_var.h"
55
56#ifdef __cplusplus
57extern "C" {
58#endif
59
60/** creates the NLP local search primal heuristic and includes it in SCIP
61 *
62 * @ingroup PrimalHeuristicIncludes
63 */
64SCIP_EXPORT
66 SCIP* scip /**< SCIP data structure */
67 );
68
69/**@addtogroup PRIMALHEURISTICS
70 *
71 * @{
72 */
73
74/** main procedure of the subNLP heuristic */
75SCIP_EXPORT
77 SCIP* scip, /**< original SCIP data structure */
78 SCIP_HEUR* heur, /**< heuristic data structure */
79 SCIP_RESULT* result, /**< pointer to store result of: solution found, no solution found, or fixing is infeasible (cutoff) */
80 SCIP_SOL* refpoint, /**< point to take fixation of discrete variables from, and startpoint for NLP solver; if NULL, then LP solution is used */
81 SCIP_SOL* resultsol /**< a solution where to store found solution values, if any, or NULL if to try adding to SCIP */
82 );
83
84/** updates the starting point for the NLP heuristic
85 *
86 * Is called, for example, by a constraint handler that handles nonlinear constraints when a check on feasibility of a solution fails.
87 */
88SCIP_EXPORT
90 SCIP* scip, /**< SCIP data structure */
91 SCIP_HEUR* heur, /**< subNLP heuristic */
92 SCIP_SOL* solcand, /**< solution candidate */
93 SCIP_Real violation /**< constraint violation of solution candidate */
94 );
95
96/** gets startpoint candidate to be used in next call to NLP heuristic, or NULL if none */
97SCIP_EXPORT
99 SCIP* scip, /**< original SCIP data structure */
100 SCIP_HEUR* heur /**< heuristic data structure */
101 );
102
103/** @} */
104
105#ifdef __cplusplus
106}
107#endif
108
109#endif /*HEUR_SUBNLP_H_*/
common defines and data types used in all packages of SCIP
#define SCIP_Real
Definition: def.h:173
SCIP_SOL * SCIPgetStartCandidateHeurSubNlp(SCIP *scip, SCIP_HEUR *heur)
Definition: heur_subnlp.c:2007
SCIP_RETCODE SCIPapplyHeurSubNlp(SCIP *scip, SCIP_HEUR *heur, SCIP_RESULT *result, SCIP_SOL *refpoint, SCIP_SOL *resultsol)
Definition: heur_subnlp.c:1768
SCIP_RETCODE SCIPupdateStartpointHeurSubNlp(SCIP *scip, SCIP_HEUR *heur, SCIP_SOL *solcand, SCIP_Real violation)
Definition: heur_subnlp.c:1943
SCIP_RETCODE SCIPincludeHeurSubNlp(SCIP *scip)
Definition: heur_subnlp.c:1672
type definitions for primal heuristics
result codes for SCIP callback methods
enum SCIP_Result SCIP_RESULT
Definition: type_result.h:61
type definitions for return codes for SCIP methods
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
type definitions for SCIP's main datastructure
type definitions for storing primal CIP solutions
type definitions for problem variables