lpi_cpx.c
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40/*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
62/* this macro is only called in functions returning SCIP_Bool; thus, we return FALSE if there is an error in optimized mode */
74/* At several places we need to guarantee to have a factorization of an optimal basis and call the simplex to produce
75 * it. In a numerical perfect world, this should need no iterations. However, due to numerical inaccuracies after
77#define CPX_REFACTORMAXITERS 50 /* maximal number of iterations allowed for producing a refactorization of the basis */
79/* CPLEX seems to ignore bounds with absolute value less than 1e-10. There is no interface define for this constant yet,
83typedef SCIP_DUALPACKET COLPACKET; /* each column needs two bits of information (basic/on_lower/on_upper) */
85typedef SCIP_DUALPACKET ROWPACKET; /* each row needs two bit of information (basic/on_lower/on_upper) */
174 SCIP_Real conditionlimit; /**< maximum condition number of LP basis counted as stable (-1.0: no limit) */
180#if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
181 int pseudonthreads; /**< number of threads that SCIP set for the LP solver, but due to CPLEX bug,
372 /* because the basis status values are equally defined in SCIP and CPLEX, they don't need to be transformed */
497 CHECK_ZERO( lpi->messagehdlr, CPXgetintparam(lpi->cpxenv, intparam[i], &(cpxparam->intparval[i])) );
501 CHECK_ZERO( lpi->messagehdlr, CPXgetdblparam(lpi->cpxenv, dblparam[i], &(cpxparam->dblparval[i])) );
524 /* due to a bug in CPLEX 12.7.0 and CPLEX 12.7.1, we need to disable scaling for these versions */
564 CHECK_ZERO( lpi->messagehdlr, CPXsetintparam(lpi->cpxenv, intparam[i], lpi->curparam.intparval[i]) );
575 CHECK_ZERO( lpi->messagehdlr, CPXsetdblparam(lpi->cpxenv, dblparam[i], lpi->curparam.dblparval[i]) );
781 * -> To keep SCIP's meaning of the rhs value, we would like to use negative range values: rng := lhs - rhs,
789 * -> Because of this bug, we have to use an additional rhsarray[] for the converted right hand sides and
790 * use rhsarray[i] = lhs[i] and rngarray[i] = rhs[i] - lhs[i] for ranged rows to keep the range values
859/** converts CPLEX's sen/rhs/rng triplets into SCIP's lhs/rhs pairs, only storing the left hand side */
907/** converts CPLEX's sen/rhs/rng triplets into SCIP's lhs/rhs pairs, only storing the right hand side */
973/** after restoring the old lp data in CPLEX we need to resolve the lp to be able to retrieve correct information */
981 /* modifying the LP, restoring the old LP, and loading the old basis is not enough for CPLEX to be able to return the
984 * this may happen after manual strong branching on an integral variable, or after conflict analysis on a strong
985 * branching conflict created a constraint that is not able to modify the LP but trigger the additional call of the
988 * In a numerical perfect world, CPX_REFACTORMAXITERS below should be zero. However, due to numerical inaccuracies
994 SCIPmessagePrintWarning(lpi->messagehdlr, "CPLEX needed %d phase 1 iterations to restore optimal basis.\n", CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp));
996 SCIPmessagePrintWarning(lpi->messagehdlr, "CPLEX needed %d iterations to restore optimal basis.\n", CPXgetitcnt(lpi->cpxenv, lpi->cpxlp));
1015 (CPX_VERSION_VERSION/10) + '0', (CPX_VERSION_VERSION%10) + '0', '.', (CPX_VERSION_RELEASE/10) + '0', (CPX_VERSION_RELEASE%10) + '0', '.', CPX_VERSION_MODIFICATION + '0', '.', CPX_VERSION_FIX + '0'
1017 CPX_VERSION_VERSION + '0', '.',CPX_VERSION_RELEASE + '0', '.', CPX_VERSION_MODIFICATION + '0', '.', CPX_VERSION_FIX + '0'
1018#elif (defined CPX_VERSION_VERSION) && (CPX_VERSION_VERSION >= 10) && (CPX_VERSION_RELEASE <= 9)
1019 (CPX_VERSION_VERSION/10) + '0', (CPX_VERSION_VERSION%10) + '0', '.', CPX_VERSION_RELEASE + '0', '.', CPX_VERSION_MODIFICATION + '0', '.', CPX_VERSION_FIX + '0'
1020#elif (defined CPX_VERSION_VERSION) && (CPX_VERSION_VERSION <= 9) && (CPX_VERSION_RELEASE >= 10)
1021 CPX_VERSION_VERSION + '0', '.', (CPX_VERSION_RELEASE/10) + '0', (CPX_VERSION_RELEASE%10) + '0', '.', CPX_VERSION_MODIFICATION + '0', '.', CPX_VERSION_FIX + '0'
1023 (CPX_VERSION / 100) + '0', '.', ((CPX_VERSION % 100) / 10) + '0', '.', (CPX_VERSION % 10) + '0', '.', CPX_SUBVERSION + '0'
1063 int* intInfo /**< integrality array (0: continuous, 1: integer). May be NULL iff ncols is 0. */
1120 assert(sizeof(SCIP_Real) == sizeof(double)); /* CPLEX only works with doubles as floating points */ /*lint !e506*/
1132#if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
1133 /* manually set number of threads to 1 to avoid huge system load due to CPLEX bug (version 1100) or segmentation fault (version 1220) */
1137#ifdef SCIP_DISABLED_CODE /* turning presolve off seems to be faster than turning it off on demand (if presolve detects infeasibility) */
1302 CHECK_ZERO( lpi->messagehdlr, CPXcopylpwnames(lpi->cpxenv, lpi->cpxlp, ncols, nrows, cpxObjsen(objsen), obj,
1303 lpi->rhsarray, lpi->senarray, beg, cnt, ind, val, lb, ub, lpi->rngarray, colnames, rownames) );
1324 const int* beg, /**< start index of each column in ind- and val-array, or NULL if nnonz == 0 */
1348 /* perform check that no new rows are added - this is forbidden, see the CPLEX documentation */
1360 CHECK_ZERO( lpi->messagehdlr, CPXaddcols(lpi->cpxenv, lpi->cpxlp, ncols, nnonz, obj, beg, ind, val, lb, ub, colnames) );
1364 CHECK_ZERO( lpi->messagehdlr, CPXnewcols(lpi->cpxenv, lpi->cpxlp, ncols, obj, lb, ub, NULL, colnames) );
1380 assert(0 <= firstcol && firstcol <= lastcol && lastcol < CPXgetnumcols(lpi->cpxenv, lpi->cpxlp));
1391/** deletes columns from SCIP_LP; the new position of a column must not be greater that its old position */
1460 CHECK_ZERO( lpi->messagehdlr, CPXaddrows(lpi->cpxenv, lpi->cpxlp, 0, nrows, nnonz, lpi->rhsarray, lpi->senarray, beg, ind, val, NULL,
1465 CHECK_ZERO( lpi->messagehdlr, CPXnewrows(lpi->cpxenv, lpi->cpxlp, nrows, lpi->rhsarray, lpi->senarray, NULL, rownames) );
1476 CHECK_ZERO( lpi->messagehdlr, CPXchgrngval(lpi->cpxenv, lpi->cpxlp, rngcount, lpi->rngindarray, lpi->rngarray) );
1492 assert(0 <= firstrow && firstrow <= lastrow && lastrow < CPXgetnumrows(lpi->cpxenv, lpi->cpxlp));
1503/** deletes rows from SCIP_LP; the new position of a row must not be greater that its old position */
1594 CHECK_ZERO( lpi->messagehdlr, CPXchgbds(lpi->cpxenv, lpi->cpxlp, ncols, ind, lpi->larray, (SCIP_Real*)lb) );
1595 CHECK_ZERO( lpi->messagehdlr, CPXchgbds(lpi->cpxenv, lpi->cpxlp, ncols, ind, lpi->uarray, (SCIP_Real*)ub) );
1646 CHECK_ZERO( lpi->messagehdlr, CPXchgsense(lpi->cpxenv, lpi->cpxlp, nrows, ind, lpi->senarray) );
1659 CHECK_ZERO( lpi->messagehdlr, CPXchgrngval(lpi->cpxenv, lpi->cpxlp, rngcount, lpi->rngindarray, lpi->rngarray) );
1732/** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
1757 SCIP_CALL( SCIPlpiGetRows(lpi, row, row, &lhs, &rhs, &nnonz, &beg, lpi->indarray, lpi->valarray) );
1786/** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
1814 SCIP_CALL( SCIPlpiGetCols(lpi, col, col, &lb, &ub, &nnonz, &beg, lpi->indarray, lpi->valarray) );
1932 assert(0 <= firstcol && firstcol <= lastcol && lastcol < CPXgetnumcols(lpi->cpxenv, lpi->cpxlp));
1934 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1980 assert(0 <= firstrow && firstrow <= lastrow && lastrow < CPXgetnumrows(lpi->cpxenv, lpi->cpxlp));
1982 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1990 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, firstrow, lastrow) );
1991 CHECK_ZERO( lpi->messagehdlr, CPXgetrhs(lpi->cpxenv, lpi->cpxlp, lpi->rhsarray, firstrow, lastrow) );
2001 CHECK_ZERO( lpi->messagehdlr, CPXgetrngval(lpi->cpxenv, lpi->cpxlp, lpi->rngarray, firstrow, lastrow) );
2026 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
2028 int namestoragesize, /**< size of namestorage (if 0, storageleft returns the storage needed) */
2029 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2041 assert(0 <= firstcol && firstcol <= lastcol && lastcol < CPXgetnumcols(lpi->cpxenv, lpi->cpxlp));
2045 retcode = CPXgetcolname(lpi->cpxenv, lpi->cpxlp, colnames, namestorage, namestoragesize, storageleft, firstcol, lastcol);
2060 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
2062 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
2063 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2075 assert(0 <= firstrow && firstrow <= lastrow && lastrow < CPXgetnumrows(lpi->cpxenv, lpi->cpxlp));
2079 retcode = CPXgetrowname(lpi->cpxenv, lpi->cpxlp, rownames, namestorage, namestoragesize, storageleft, firstrow, lastrow);
2099 assert(CPXgetobjsen(lpi->cpxenv, lpi->cpxlp) == CPX_MIN || CPXgetobjsen(lpi->cpxenv, lpi->cpxlp) == CPX_MAX);
2103 *objsen = (CPXgetobjsen(lpi->cpxenv, lpi->cpxlp) == CPX_MIN) ? SCIP_OBJSEN_MINIMIZE : SCIP_OBJSEN_MAXIMIZE;
2180 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, firstrow, lastrow) );
2181 CHECK_ZERO( lpi->messagehdlr, CPXgetrhs(lpi->cpxenv, lpi->cpxlp, lpi->rhsarray, firstrow, lastrow) );
2191 CHECK_ZERO( lpi->messagehdlr, CPXgetrngval(lpi->cpxenv, lpi->cpxlp, lpi->rngarray, firstrow, lastrow) );
2269 /* due to a bug in CPLEX 12.7.1.0, we need to enable presolving on trivial problems (see comment below) */
2284 CHECK_ZERO( lpi->messagehdlr, CPXsetintparam(lpi->cpxenv, CPX_PARAM_PREIND, presolving) ); /*lint !e644*/
2302 /* CPLEX outputs an error if the status is CPX_STAT_INForUNBD and the iterations are determined */
2303 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, &primalfeasible, &dualfeasible) );
2305 lpi->iterations = CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2313 /* CPLEX 12.7.1.0 primal simplex without presolve (called next in certain situations) does not return on a problem like
2315 * With this workaround, we claim that LPs without rows, which are returned as infeasible-or-unbounded by CPLEX with presolve,
2316 * are in fact unbounded. This assumes that CPLEX with presolve checked that no variable has an empty domain before.
2332 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2333 SCIPdebugMessage("presolver may have solved the problem -> calling CPLEX primal simplex again without presolve\n");
2354 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2355 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2357 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2366 SCIPerrorMessage("CPLEX primal simplex returned CPX_STAT_INForUNBD after presolving was turned off.\n");
2370 /* check whether the solution is basic: if Cplex, e.g., hits a time limit in data setup, this might not be the case,
2427 /* CPLEX outputs an error if the status is CPX_STAT_INForUNBD and the iterations are determined */
2428 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, &primalfeasible, &dualfeasible) );
2430 lpi->iterations = CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2443 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2444 SCIPdebugMessage("presolver may have solved the problem -> calling CPLEX dual simplex again without presolve\n");
2465 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2466 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2468 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2477 SCIPerrorMessage("CPLEX dual simplex returned CPX_STAT_INForUNBD after presolving was turned off\n");
2481 /* check whether the solution is basic: if Cplex, e.g., hits a time limit in data setup, this might not be the case,
2488 /* this fixes the strange behavior of CPLEX, that in case of the objective limit exceedance, it returns the
2490 * (using this "wrong" dual solution can cause column generation algorithms to fail to find an improving column)
2512 SCIPdebugMessage("dual solution %g does not exceed objective limit [%g,%g] (%d iterations) -> calling CPLEX dual simplex again for one iteration\n",
2534 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2556 lpi->iterations += CPXgetphase1cnt(lpi->cpxenv, lpi->cpxlp) + CPXgetitcnt(lpi->cpxenv, lpi->cpxlp);
2559 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2567/** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
2602 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2614 SCIPdebugMessage(" -> CPLEX returned solstat=%d (%d iterations)\n", lpi->solstat, lpi->iterations);
2618 /* maybe the preprocessor solved the problem; but we need a solution, so solve again without preprocessing */
2619 SCIPdebugMessage("CPLEX returned INForUNBD -> calling CPLEX barrier again without presolve\n");
2636 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
2711 *down = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJULIM) : getDblParam(lpi, CPX_PARAM_OBJLLIM);
2717 *down = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJLLIM) : getDblParam(lpi, CPX_PARAM_OBJULIM);
2729 *down = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJULIM) : getDblParam(lpi, CPX_PARAM_OBJLLIM);
2738 *up = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJULIM) : getDblParam(lpi, CPX_PARAM_OBJLLIM);
2744 *up = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJLLIM) : getDblParam(lpi, CPX_PARAM_OBJULIM);
2756 *up = objsen == CPX_MIN ? getDblParam(lpi, CPX_PARAM_OBJLLIM) : getDblParam(lpi, CPX_PARAM_OBJULIM);
2815 SCIPdebugMessage("calling CPLEX strongbranching on fractional variable %d (%d iterations)\n", col, itlim);
2883 SCIPdebugMessage("calling CPLEX strongbranching on %d fractional variables (%d iterations)\n", ncols, itlim);
2942 SCIPdebugMessage("calling CPLEX strongbranching on variable %d with integral value (%d iterations)\n", col, itlim);
2949 SCIP_CALL( lpiStrongbranchIntegral(lpi, col, psol, itlim, down, up, downvalid, upvalid, iter) );
2981 SCIPdebugMessage("calling CPLEX strongbranching on %d variables with integer values (%d iterations)\n", ncols, itlim);
2990 SCIP_CALL( lpiStrongbranchIntegral(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3021 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
3024 * Note that @a primalfeasible and @a dualfeasible should only return true if the solver has proved the respective LP to
3025 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
3026 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
3046 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, NULL, &pfeas, &dfeas) );
3053/** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
3064 return (lpi->solstat == CPX_STAT_UNBOUNDED || lpi->solstat == CPX_STAT_OPTIMAL_FACE_UNBOUNDED);
3067/** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
3098 /* If the solution status of CPLEX is CPX_STAT_UNBOUNDED, it only means, there is an unbounded ray,
3099 * but not necessarily a feasible primal solution. If primalfeasible == FALSE, we cannot conclude,
3102 return ((primalfeasible && (lpi->solstat == CPX_STAT_UNBOUNDED || lpi->solstat == CPX_STAT_INForUNBD))
3103 || lpi->solstat == CPX_STAT_OPTIMAL_FACE_UNBOUNDED || (primalfeasible && lpi->solstat == CPX_STAT_ABORT_PRIM_OBJ_LIM && lpi->method == CPX_ALG_BARRIER));
3122 return (lpi->solstat == CPX_STAT_INFEASIBLE || (lpi->solstat == CPX_STAT_INForUNBD && dualfeasible)
3145/** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
3158/** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
3189 return (dualfeasible && ((lpi->solstat == CPX_STAT_INFEASIBLE || lpi->solstat == CPX_STAT_INForUNBD)
3247 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
3248 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
3249 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
3264 /* The following workaround is not needed anymore for SCIP, since it tries to heuristically construct a feasible
3265 * solution or automatically resolves the problem if the status is "unbounded"; see SCIPlpGetUnboundedSol().
3268 /* If the solution status of CPLEX is CPX_STAT_UNBOUNDED, it only means, there is an unbounded ray,
3269 * but not necessarily a feasible primal solution. If primalfeasible == FALSE, we interpret this
3283 /* If the condition number of the basis should be checked, everything above the specified threshold is counted
3298 /* if the kappa could not be computed (e.g., because we do not have a basis), we cannot check the condition */
3316 else if( lpi->solstat == CPX_STAT_ABORT_DUAL_OBJ_LIM || lpi->solstat == CPX_STAT_ABORT_PRIM_OBJ_LIM )
3357/** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
3412 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
3433 CHECK_ZERO( lpi->messagehdlr, CPXsolution(lpi->cpxenv, lpi->cpxlp, &dummy, objval, primsol, dualsol, NULL, redcost) );
3438 CHECK_ZERO( lpi->messagehdlr, CPXgetax(lpi->cpxenv, lpi->cpxlp, activity, 0, CPXgetnumrows(lpi->cpxenv, lpi->cpxlp)-1) );
3500 * Such information is usually only available, if also a (maybe not optimal) solution is available.
3501 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
3520 CHECK_ZERO( lpi->messagehdlr, CPXsolninfo(lpi->cpxenv, lpi->cpxlp, NULL, &solntype, NULL, NULL) );
3559/** gets current basis status for columns and rows; arrays must be large enough to store the basis status */
3578 /* correct rstat values for "<=" constraints: Here CPX_AT_LOWER bound means that the slack is 0, i.e., the upper bound is tight */
3590 /* because the basis status values are equally defined in SCIP and CPLEX, they don't need to be transformed */
3625 /* because the basis status values are equally defined in SCIP and CPLEX, they don't need to be transformed */
3631 /* Copy rstat to internal structure and correct rstat values for ">=" constraints: Here CPX_AT_LOWER bound means that
3651/** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
3666 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3671 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3683 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3684 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3710 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3715 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3722 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3738 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, &rowsense, basicrow, basicrow) );
3755 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3756 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3787 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3792 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3799 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3806 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, 0, nrows - 1) );
3819 if( basicrow >= 0 && basicrow < nrows && (lpi->senarray[basicrow] == 'G' || lpi->senarray[basicrow] == 'R') )
3829 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3830 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3836 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
3857 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3862 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3869 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3885 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, &rowsense, basicrow, basicrow) );
3904 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
3905 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
3932 /* this might be turned off if the user as called SCIPlpiClearState() or set SCIP_LPPAR_FROMSCRATCH to TRUE */
3937 if( retval == CPXERR_NO_SOLN || retval == CPXERR_NO_LU_FACTOR || retval == CPXERR_NO_BASIC_SOLN || retval == CPXERR_NO_BASIS )
3944 /* the LPi expects slack variables with coefficient +1; CPLEX adds slack variables with a coefficient -1 for 'G'
3951 CHECK_ZERO( lpi->messagehdlr, CPXgetsense(lpi->cpxenv, lpi->cpxlp, lpi->senarray, 0, nrows - 1) );
3964 if( basicrow >= 0 && basicrow < nrows && (lpi->senarray[basicrow] == 'G' || lpi->senarray[basicrow] == 'R') )
4000 /* if there is no basis information available (e.g. after barrier without crossover), or no state can be saved; if
4017 SCIPdebugMessage("storing CPLEX LPI state in %p (%d cols, %d rows)\n", (void *) *lpistate, ncols, nrows);
4030/** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
4057 SCIPdebugMessage("loading LPI state %p (%d cols, %d rows) into CPLEX LP with %d cols and %d rows\n",
4206 /* if there is no basis information available (e.g. after barrier without crossover), norms cannot be saved; if
4224 SCIPdebugMessage("storing CPLEX LPI pricing norms in %p (%d rows)\n", (void *) *lpinorms, nrows);
4227 retval = CPXgetdnorms(lpi->cpxenv, lpi->cpxlp, (*lpinorms)->norm, (*lpinorms)->head, &((*lpinorms)->normlen));
4229 /* if CPLEX used the primal simplex in the last optimization call, we do not have dual norms (error 1264) */
4247/** loads LPi pricing norms into solver; note that the LP might have been extended with additional
4277 CHECK_ZERO( lpi->messagehdlr, CPXcopydnorms(lpi->cpxenv, lpi->cpxlp, lpinorms->norm, lpinorms->head, lpinorms->normlen) );
4313 * CPLEX supported FASTMIP in versions up to 12.6.1. FASTMIP fastens the lp solving process but therefor it might happen
4314 * that there will be a loss in precision (because e.g. the optimal basis will not be factorized again).
4362#if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
4363 /* Due to CPLEX bug, we always set the thread count to 1. In order to fulfill an assert in lp.c, we have to
4465#if (CPX_VERSION == 1100 || (CPX_VERSION == 1220 && (CPX_SUBVERSION == 0 || CPX_SUBVERSION == 2)))
4466 /* Due to CPLEX bug, we always set the thread count to 1. In order to fulfill an assert in lp.c, we have to
void SCIPdecodeDualBit(const SCIP_DUALPACKET *inp, int *out, int count)
Definition: bitencode.c:308
void SCIPencodeDualBit(const int *inp, SCIP_DUALPACKET *out, int count)
Definition: bitencode.c:238
packing single and dual bit values
SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
Definition: lpi_cpx.c:1618
SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
Definition: lpi_cpx.c:4033
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3908
SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
Definition: lpi_cpx.c:4486
SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
Definition: lpi_cpx.c:1687
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
Definition: lpi_cpx.c:4642
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
Definition: lpi_cpx.c:3560
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_cpx.c:4139
SCIP_RETCODE SCIPlpiAddRows(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_cpx.c:1414
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
Definition: lpi_cpx.c:3445
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
Definition: lpi_cpx.c:4316
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_cpx.c:4689
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
Definition: lpi_cpx.c:1060
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
Definition: lpi_cpx.c:4532
SCIP_RETCODE SCIPlpiStrongbranchFrac(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_cpx.c:2791
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
Definition: lpi_cpx.c:4250
SCIP_RETCODE SCIPlpiStrongbranchInt(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_cpx.c:2921
SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
Definition: lpi_cpx.c:2130
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
Definition: lpi_cpx.c:3465
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
Definition: lpi_cpx.c:3381
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
Definition: lpi_cpx.c:1789
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
Definition: lpi_cpx.c:2765
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
Definition: lpi_cpx.c:3029
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_cpx.c:4283
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_cpx.c:1555
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
Definition: lpi_cpx.c:3358
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_cpx.c:4157
SCIP_RETCODE SCIPlpiStrongbranchesFrac(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_cpx.c:2855
SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
Definition: lpi_cpx.c:2201
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
Definition: lpi_cpx.c:3503
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_cpx.c:4190
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_cpx.c:4129
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
Definition: lpi_cpx.c:4379
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
Definition: lpi_cpx.c:3600
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3687
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
Definition: lpi_cpx.c:1483
SCIP_RETCODE SCIPlpiGetCols(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
Definition: lpi_cpx.c:1917
SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3759
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_cpx.c:2022
static SCIP_RETCODE lpiStrongbranchIntegral(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_cpx.c:2659
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_cpx.c:3833
SCIP_RETCODE SCIPlpiGetRows(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
Definition: lpi_cpx.c:1961
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
Definition: lpi_cpx.c:2568
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_cpx.c:2056
SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
Definition: lpi_cpx.c:2159
SCIP_RETCODE SCIPlpiStrongbranchesInt(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_cpx.c:2955
SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_cpx.c:3415
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
Definition: lpi_cpx.c:2109
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_cpx.c:4110
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: lpi_cpx.c:3107
SCIP_RETCODE SCIPlpiAddCols(SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_cpx.c:1316
SCIP_RETCODE SCIPlpiLoadColLP(SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_cpx.c:1242
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
Definition: lpi_cpx.c:3485
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
Definition: lpi_cpx.c:3652
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_cpx.c:1111
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_cpx.c:1710
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
Definition: lpi_cpx.c:2090
SCIP_RETCODE SCIPlpiInterrupt(SCIP_LPI *lpi, SCIP_Bool interrupt)
Definition: lpi_cpx.c:4610
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
Definition: lpi_cpx.c:1371
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
Definition: lpi_cpx.c:1733
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_cpx.c:3985
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
Definition: lpi_cpx.c:1666
interface methods for specific LP solvers
static void reconvertSides(SCIP_LPI *lpi, int nrows, SCIP_Real *lhs, SCIP_Real *rhs)
Definition: lpi_cpx.c:957
static void lpistatePack(SCIP_LPISTATE *lpistate, const int *cstat, const int *rstat)
Definition: lpi_cpx.c:408
static void lpistateUnpack(const SCIP_LPISTATE *lpistate, int *cstat, int *rstat)
Definition: lpi_cpx.c:424
static SCIP_RETCODE setParameterValues(SCIP_LPI *const lpi, SCIP_CPXPARAM *const cpxparam)
Definition: lpi_cpx.c:539
static void convertSides(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, int indoffset, int *rngcount)
Definition: lpi_cpx.c:740
static SCIP_RETCODE checkParameterValues(SCIP_LPI *const lpi)
Definition: lpi_cpx.c:509
static void setDblParam(SCIP_LPI *lpi, int const param, double parval)
Definition: lpi_cpx.c:679
static SCIP_RETCODE ensureBoundchgMem(SCIP_LPI *lpi, int num)
Definition: lpi_cpx.c:212
static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
Definition: lpi_cpx.c:461
static void setIntParam(SCIP_LPI *lpi, int const param, int const parval)
Definition: lpi_cpx.c:654
static SCIP_RETCODE getParameterValues(SCIP_LPI *lpi, SCIP_CPXPARAM *cpxparam)
Definition: lpi_cpx.c:483
static void reconvertBothSides(SCIP_LPI *lpi, int nrows, SCIP_Real *lhs, SCIP_Real *rhs)
Definition: lpi_cpx.c:804
static SCIP_RETCODE ensureSidechgMem(SCIP_LPI *lpi, int num)
Definition: lpi_cpx.c:241
static void copyParameterValues(SCIP_CPXPARAM *dest, SCIP_CPXPARAM *const source)
Definition: lpi_cpx.c:586
static void reconvertLhs(SCIP_LPI *lpi, int nrows, SCIP_Real *lhs)
Definition: lpi_cpx.c:861
static void reconvertRhs(SCIP_LPI *lpi, int nrows, SCIP_Real *rhs)
Definition: lpi_cpx.c:909
static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
Definition: lpi_cpx.c:440
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:427
public methods for message output
Definition: lpi_cpx.c:136
Definition: lpi_cpx.c:199
Definition: lpi_clp.cpp:133
Definition: lpi_clp.cpp:105
Definition: struct_message.h:46