lpi_msk.c
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32 * @todo Check whether MSK_IPAR_{SIM_DUAL|PRIMAL}_RESTRICT_SELECTION should be used if problem is solved from scratch or
34 * @todo Revise handling of the MSK_RES_TRM_MAX_NUM_SETBACKS return value: Remove it form the check of MOSEK_CALL and
36 * @todo Check whether SCIPlpiGetSolFeasibility() should also return primal/dual feasible if the status is
38 * @todo Check why it can happen that the termination code is MSK_RES_OK, but the solution status is MSK_SOL_STA_UNKNOWN.
65#define SENSE2MOSEK(objsen) (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE))
81/* this macro is only called in functions returning SCIP_Bool; thus, we return FALSE if there is an error in optimized mode */
106 /* Global Mosek environment in order to not create a new environment for each new LP. This is not thread safe. */
113#define NEAR_REL_TOLERANCE 1.0 /* MOSEK will multiply all tolerances with this factor after stalling */
125#define FORCE_MOSEK_LOG 0 /* note that changing this AND setting lpinfo will lead to asserts in lpCheckIntpar */
134#if WRITE_DUAL > 0 || WRITE_PRIMAL > 0 || WRITE_INTPNT > 0 || FORCE_MOSEK_LOG > 0 || FORCE_MOSEK_SUMMARY > 0
187 MSKsoltypee lastsolvetype; /**< Which solver was called last and which solution should be returned? */
190 SCIP_Bool clearstate; /**< Shall next solve be performed with MSK_IPAR_SIM_HOTSTART turned off? */
196typedef SCIP_DUALPACKET COLPACKET; /* each column needs two bits of information (basic/on_lower/on_upper) */
198typedef SCIP_DUALPACKET ROWPACKET; /* each row needs two bit of information (basic/on_lower/on_upper) */
219 * With Mosek 7.0, the routine MSK_getsolutionstatus was replaced by MSK_getprosta and MSK_getsolsta.
345 ( tskc[i] == MSK_SK_LOW && !(tbkc[i] == MSK_BK_FX || tbkc[i] == MSK_BK_LO || tbkc[i] == MSK_BK_RA ) ) ||
346 ( tskc[i] == MSK_SK_UPR && !(tbkc[i] == MSK_BK_FX || tbkc[i] == MSK_BK_UP || tbkc[i] == MSK_BK_RA ) ) )
348 SCIPerrorMessage("STATUS KEY ERROR i %d bkc %d skc %d %s\n", i, tbkc[i], tskc[i], functionname);
470/** compute boundkeys to inform MOSEK about fixed/free/ranged/lower bounded/upper bounded variables or constraints */
506 else if (lb[i] == ub[i])/*lint !e777*/ /* No epsilon-test since MOSEK will also test for exact equality */
753 #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION)
755 #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_REVISION)
858 MOSEK_CALL( MSK_linkfunctoenvstream(reusemosekenv, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr, printstr) );
866 /* remember address of numlp and reusemosekenv, in case they are thread-local and SCIPlpiFree is called from different thread */
873 MOSEK_CALL( MSK_linkfunctoenvstream((*lpi)->mosekenv, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr, printstr) );
881 MOSEK_CALL( MSK_linkfunctotaskstream((*lpi)->task, MSK_STREAM_LOG, (MSKuserhandle_t) messagehdlr, printstr) );
891 MOSEK_CALL( MSK_putdouparam((*lpi)->task, MSK_DPAR_DATA_TOL_AIJ_HUGE, MSK_INFINITY * 2)); /* not clear why the *2 is needed */
952 /* if numlp reached zero, then also free the Mosek environment (that belongs to the thread where SCIPlpiCreate was called) */
1035 MOSEK_CALL( MSK_inputdata(lpi->task, nrows, ncols, nrows, ncols, obj, 0.0, beg, lpi->aptre, ind, val,
1076 const int* beg, /**< start index of each column in ind- and val-array, or NULL if nnonz == 0 */
1190/** deletes columns from SCIP_LP; the new position of a column must not be greater that its old position */
1364/** deletes rows from SCIP_LP; the new position of a row must not be greater that its old position */
1474 /* @todo This test could be integrated into generateMskBoundkeys, but then this function needs to be able to return an
1626/** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
1686/** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
1844 MOSEK_CALL( MSK_getaslicenumnz(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, first, last+1, nnonz) );
1846 MOSEK_CALL( MSK_getaslice(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, first, last+1, *nnonz, &surplus, beg, lpi->aptre, ind, val) );
1853 MOSEK_CALL( MSK_getarowslice(lpi->task, first, last+1, *nnonz, &surplus, beg, lpi->aptre, ind, val) );
1864 MOSEK_CALL( MSK_getacolslice(lpi->task, first, last+1, *nnonz, &surplus, beg, lpi->aptre, ind, val) );
1882/** gets columns from LP problem object; the arrays have to be large enough to store all values;
1902 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1940 assert((nnonz != NULL && beg != NULL && ind != NULL && val != NULL) || (nnonz == NULL && beg == NULL && ind == NULL && val == NULL));
1971 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
1973 int namestoragesize, /**< size of namestorage (if 0, storageleft returns the storage needed) */
1974 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
1996 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
1998 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
1999 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
2032 *objsen = (mskobjsen == MSK_OBJECTIVE_SENSE_MINIMIZE ? SCIP_OBJSEN_MINIMIZE : SCIP_OBJSEN_MAXIMIZE);
2108 MOSEK_CALL( MSK_getboundslice(lpi->task, MSK_ACC_CON, firstrow, lastrow+1, NULL, lhss, rhss) );
2281 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION, lpi->restrictselectdef) );
2282 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION, lpi->restrictselectdef) );
2348 SCIPdebugMessage("maxiter = %d, termcode = %d, prosta = %d, solsta = %d, objval = %g : %g, iter = %d+%d\n",
2365 assert( lpi->termcode == MSK_RES_TRM_MAX_ITERATIONS || lpi->termcode == MSK_RES_TRM_MAX_TIME ||
2372 SCIPmessagePrintWarning(lpi->messagehdlr, "Numerical problem: simplex[%d] returned solsta = %d.\n", lpi->optimizecount, solsta);
2390 SCIPmessagePrintWarning(lpi->messagehdlr, "Simplex[%d] returned solsta = %d (numerical problem).\n", lpi->optimizecount, solsta);
2435 SCIPmessagePrintWarning(lpi->messagehdlr, "Simplex[%d] returned prosta = %d\n", lpi->optimizecount, prosta);
2457 if ( solsta == MSK_SOL_STA_OPTIMAL && fabs(pobj) + fabs(dobj) > 1.0e-6 && fabs(pobj-dobj) > 0.0001*(fabs(pobj) + fabs(dobj)))
2459 SCIPerrorMessage("Simplex[%d] returned optimal solution with different objvals %g != %g reldiff %.2g%%\n",
2460 lpi->optimizecount, pobj, dobj, 100.0 * fabs(pobj-dobj)/ MAX(fabs(pobj), fabs(dobj))); /*lint !e666*/
2467 if (solsta != MSK_SOL_STA_DUAL_FEAS && solsta != MSK_SOL_STA_OPTIMAL && solsta != MSK_SOL_STA_PRIM_AND_DUAL_FEAS)
2469 SCIPerrorMessage("[%d] Terminated on objective range without dual feasible solsta.\n", lpi->optimizecount);
2483 SCIPmessagePrintWarning(lpi->messagehdlr, "Simplex[%d] failed to terminate in 10000 iterations, switching to interior point\n",
2512 lpi->optimizecount, numstrongbranchmaxiterup, numstrongbranchmaxiterdo, numprimalmaxiter, numdualmaxiter);
2513 SCIPdebugMessage("Objcut iter stat : Count %d branchup = %d branchlo = %d primal %d dual %d\n",
2539 /* Set warmstarting information in MOSEK. We only have status keys (recalculate dual solution without dual superbasics) */
2540 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_HOTSTART, lpi->fromscratch || lpi->clearstate ?
2615 /* Set warmstarting information in MOSEK. We only have status keys (recalculate dual solution without dual superbasics) */
2616 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_SIM_HOTSTART, (lpi->fromscratch || lpi->clearstate) ?
2663/** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
2699 /* The parameter exists in MOSEK, but as of version 8, it is not in use and the interior-point solver is never warmstarted */
2700 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_INTPNT_HOTSTART, (lpi->fromscratch || lpi->clearstate) ?
2705 MOSEK_CALL( MSK_putintparam(lpi->task, MSK_IPAR_INTPNT_BASIS, crossover ? MSK_BI_ALWAYS : MSK_BI_NEVER) );
2757 SCIPmessagePrintWarning(lpi->messagehdlr, "Barrier[%d] returned solsta = %d\n", lpi->optimizecount, solsta);
2799 SCIPmessagePrintWarning(lpi->messagehdlr, "Barrier[%d] returned prosta = %d\n", lpi->optimizecount, prosta);
2857 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
2900 SCIPmessagePrintWarning(lpi->messagehdlr, "SB Warning: Previous termcode is %d\n", lpi->termcode);
2971 SCIPmessagePrintWarning(lpi->messagehdlr, "SB ERROR: Lp [%d] is dual infeasible\n", lpi->optimizecount);
2989 SCIPmessagePrintWarning(lpi->messagehdlr, "SB ERROR: Lp [%d] is not dual feasible\n", lpi->optimizecount);
3069 SCIPmessagePrintWarning(lpi->messagehdlr, "SB ERROR: Lp [%d] is not dual feasible\n", lpi->optimizecount);
3116 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3140 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3173 SCIP_CALL( SCIPlpiStrongbranch(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3180 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3204 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3237 SCIP_CALL( SCIPlpiStrongbranch(lpi, cols[j], psols[j], itlim, &(down[j]), &(up[j]), &(downvalid[j]), &(upvalid[j]), iter) );
3260 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
3263 * Note that @a primalfeasible and @a dualfeasible should only return true if the solver has proved the respective LP to
3264 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
3265 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
3325/** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
3348/** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
3381 /* assume primal solution and ray is available if we used the primal simplex and the dual is proven to be infeasible */
3382 return (solsta == MSK_SOL_STA_DUAL_INFEAS_CER && lpi->lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX);
3412 return (prosta == MSK_PRO_STA_PRIM_FEAS || prosta == MSK_PRO_STA_PRIM_AND_DUAL_FEAS || (prosta == MSK_PRO_STA_DUAL_INFEAS && lpi->lastalgo == MSK_OPTIMIZER_PRIMAL_SIMPLEX));
3415/** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
3438/** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
3520 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
3521 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
3522 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
3533 /* if an objective limit is set and Mosek claims that it is exceeded, we should check that this is indeed the case;
3575 if ( ! SCIPlpiIsInfinity(lpi, objlimit) && MOSEK_relDiff(objvalue, objlimit) < -1e-9 ) /*lint !e666*/
3642/** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
3691 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
3736 /* If the status shows that the dual is infeasible this is due to the primal being unbounded. In this case, we need
3758 /* At this point we assume that the problem is feasible, since we previously ran the primal simplex and it
3763 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, activity,
3776 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, activity,
3782 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, activity,
3786 /* the reduced costs are given by the difference of the slx and sux variables (third and second to last parameters) */
3813 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, NULL, ray,
3832 MOSEK_CALL( MSK_getsolution(lpi->task, lpi->lastsolvetype, NULL, NULL, NULL, NULL, NULL, NULL, NULL, dualfarkas,
3858 * Such information is usually only available, if also a (maybe not optimal) solution is available.
3859 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
3907 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
3937 MOSEK_CALL( MSK_getsolutioni(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, i, MSK_SOL_BAS, NULL, NULL, &sl, &su, NULL) );
3983 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4012 MOSEK_CALL( MSK_getsolutioni(lpi->task, iscon ? MSK_ACC_CON : MSK_ACC_VAR, i, MSK_SOL_BAS, NULL, NULL, &sl, &su, NULL) );
4115/** gets current basis status for columns and rows; arrays must be large enough to store the basis status
4117 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4187/** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
4220 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4221 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4252 /* prepare basis in Mosek, since we do not need the basis ourselves, we set the return parameter to NULL */
4303 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4304 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4339 /* prepare basis in Mosek, since we do not need the basis ourselves, we set the return parameter to NULL */
4386 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
4387 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
4397 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
4501 /* prepare basis in Mosek, since we do not need the basis ourselves, we set the return parameter to NULL */
4609 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4645 MOSEK_CALL( MSK_getsolutioni(lpi->task, isrow ? MSK_ACC_CON : MSK_ACC_VAR, i, MSK_SOL_BAS, NULL, NULL, &sl, &su, NULL) );
4660 SCIPdebugMessage("STATE[%d]: %c[%d] = bas, sl%c = %g, su%c = %g\n", lpi->optimizecount, xc, i, xc, sl, xc, su);
4674 SCIPdebugMessage("STATE[%d]: %c[%d] = unknown status <%d>\n", lpi->optimizecount, xc, i, sk[i]);
4684 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4705 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4749 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4804/** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
4876 SCIPdebugMessage("Store from state into task iter : %d with solsta : %d\n", lpistate->num, lpistate->solsta);
4935 * @note last solve call must have been either simplex or barrier with crossover or base must have been set manually
4983 /* If any rows or columns have empty names, MOSEK will make up names like C1 and X1, but will no
4984 * longer recognize them when reading the same state file back in, therefore we return an error in
5057/** loads LPi pricing norms into solver; note that the LP might have been extended with additional
5106 "SCIP_LPPAR_OBJLIM", /* objective limit (stop if objective is known be larger/smaller than limit for min/max-imization) */
5115 "SCIP_LPPAR_RANDOMSEED", /* inital random seed, e.g. for perturbations in the simplex (0: LP default) */
5135 assert(SCIP_LPPAR_DUALFEASTOL == 7); /* feasibility tolerance for dual variables and reduced costs */
5137 assert(SCIP_LPPAR_OBJLIM == 9); /* objective limit (stop if objective is known be larger/smaller than limit for min/max-imization) */
5143 assert(SCIP_LPPAR_CONDITIONLIMIT == 15); /* maximum condition number of LP basis counted as stable */
5145 assert(SCIP_LPPAR_RANDOMSEED == 17); /* inital random seed, e.g. for perturbations in the simplex (0: LP default) */
5243 SCIPdebugMessage("Calling SCIPlpiSetIntpar (%d) Parameter=<%s> Value=<%d>\n", lpi->lpid, paramty2str(type), ival);
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_msk.c:1507
SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
Definition: lpi_msk.c:4807
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4473
static SCIP_RETCODE convertstat_mosek2scip_slack(SCIP_LPI *lpi, SCIP_Bool iscon, MSKstakeye *sk, int m, int *stat)
Definition: lpi_msk.c:3986
SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
Definition: lpi_msk.c:5338
SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
Definition: lpi_msk.c:1577
static void lpistateUnpack(const SCIP_LPISTATE *lpistate, MSKstakeye *skx, MSKstakeye *skc)
Definition: lpi_msk.c:4732
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
Definition: lpi_msk.c:5490
static SCIP_RETCODE getSolutionStatus(SCIP_LPI *lpi, MSKprostae *prosta, MSKsolstae *solsta)
Definition: lpi_msk.c:2155
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
Definition: lpi_msk.c:4119
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_msk.c:4937
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_msk.c:1250
static MSKrescodee filterTRMrescode(SCIP_MESSAGEHDLR *messagehdlr, MSKrescodee *termcode, MSKrescodee res)
Definition: lpi_msk.c:2172
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
Definition: lpi_msk.c:3801
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
Definition: lpi_msk.c:5153
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_msk.c:5538
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
Definition: lpi_msk.c:790
static SCIP_RETCODE checkState1(SCIP_LPI *lpi, int n, MSKstakeye *sk, SCIP_Bool isrow)
Definition: lpi_msk.c:4612
static SCIP_RETCODE lpistatePack(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_msk.c:4708
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
Definition: lpi_msk.c:5388
static SCIP_RETCODE checkState(SCIP_LPI *lpi, int ncols, int nrows)
Definition: lpi_msk.c:4687
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_msk.c:3118
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
Definition: lpi_msk.c:5060
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_msk.c:3182
SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
Definition: lpi_msk.c:2059
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
Definition: lpi_msk.c:3820
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
Definition: lpi_msk.c:3661
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
Definition: lpi_msk.c:1689
static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem)
Definition: lpi_msk.c:4592
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
Definition: lpi_msk.c:2830
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
Definition: lpi_msk.c:3268
static SCIP_RETCODE getASlice(SCIP_LPI *lpi, SCIP_Bool iscon, int first, int last, int *nnonz, int *beg, int *ind, double *val)
Definition: lpi_msk.c:1811
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_msk.c:5075
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_msk.c:1449
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
Definition: lpi_msk.c:3643
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_msk.c:4957
static SCIP_RETCODE handle_singular(SCIP_LPI *lpi, int *basis, MSKrescodee res)
Definition: lpi_msk.c:3880
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_msk.c:3142
SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
Definition: lpi_msk.c:2121
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
Definition: lpi_msk.c:3861
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_msk.c:5040
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_msk.c:4919
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
Definition: lpi_msk.c:5213
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
Definition: lpi_msk.c:4154
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4228
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
Definition: lpi_msk.c:1329
static SCIP_RETCODE SCIPlpiStrongbranch(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_msk.c:2860
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_msk.c:1886
SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4311
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_msk.c:1967
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int row, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_msk.c:4394
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_msk.c:1924
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
Definition: lpi_msk.c:2664
static void convertstat_scip2mosek(const int *stat, int n, MSKstakeye *resstat)
Definition: lpi_msk.c:4053
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_msk.c:1992
SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
Definition: lpi_msk.c:2088
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_msk.c:3206
SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_msk.c:3694
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
Definition: lpi_msk.c:2038
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_msk.c:4896
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: lpi_msk.c:3386
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_msk.c:1068
static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows)
Definition: lpi_msk.c:4566
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_msk.c:974
static SCIP_RETCODE convertstat_mosek2scip(SCIP_LPI *lpi, SCIP_Bool iscon, MSKstakeye *sk, int n, int *stat)
Definition: lpi_msk.c:3910
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
Definition: lpi_msk.c:3839
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
Definition: lpi_msk.c:4188
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_msk.c:839
static void convertstat_scip2mosek_slack(const int *stat, int n, MSKstakeye *resstat)
Definition: lpi_msk.c:4084
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_msk.c:1596
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
Definition: lpi_msk.c:2017
SCIP_RETCODE SCIPlpiInterrupt(SCIP_LPI *lpi, SCIP_Bool interrupt)
Definition: lpi_msk.c:5460
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
Definition: lpi_msk.c:1157
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
Definition: lpi_msk.c:1627
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_msk.c:4751
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
Definition: lpi_msk.c:1548
interface methods for specific LP solvers
static SCIP_RETCODE getIndicesRange(int first, int last, int **sub)
Definition: lpi_msk.c:557
static void MSKAPI printstr(MSKuserhandle_t handle, const char *str)
Definition: lpi_msk.c:267
static SCIP_RETCODE getEndptrs(int n, const int *beg, int nnonz, MSKint32t *aptre)
Definition: lpi_msk.c:523
static void generateMskBoundkeys(int n, const double *lb, const double *ub, MSKboundkeye *bk)
Definition: lpi_msk.c:472
static void scale_bound(MSKboundkeye *bk, double *bl, double *bu, double s)
Definition: lpi_msk.c:637
static SCIP_RETCODE getIndicesFromDense(int *dstat, int n, int *count, int **sub)
Definition: lpi_msk.c:579
static SCIP_RETCODE ensureStateMem(SCIP_LPI *lpi, int ncols, int nrows)
Definition: lpi_msk.c:680
static MSKrescodee MSK_getsolutionstatus(MSKtask_t task, MSKsoltypee whichsol, MSKprostae *prosta, MSKsolstae *solsta)
Definition: lpi_msk.c:222
void SCIPmessagePrintInfo(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:594
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:427
public methods for message output
static SCIP_RETCODE presolve(SCIP *scip, SCIP_Bool *unbounded, SCIP_Bool *infeasible, SCIP_Bool *vanished)
Definition: scip_solve.c:1110
Definition: lpi_cpx.c:199
Definition: lpi_clp.cpp:133
Definition: lpi_clp.cpp:105
Definition: struct_message.h:46