nlhdlr_bilinear.c
Go to the documentation of this file.
31/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
43#define NLHDLR_DETECTPRIORITY -10 /**< it is important that the nlhdlr runs after the default nldhlr */
46#define MIN_INTERIORITY 0.01 /**< minimum interiority for a reference point for applying separation */
53#define TABLE_EARLIEST_STAGE_BILINEAR SCIP_STAGE_INITSOLVE /**< output of the statistics table is only printed from this stage onwards */
77 SCIP_HASHMAP* exprmap; /**< hashmap to store the position of each expression in the exprs array */
91/** helper function to compute the violation of an inequality of the form xcoef * x <= ycoef * y + constant for two
115 *viol1 = MAX(0, (xcoef * SCIPvarGetLbLocal(x) - ycoef * SCIPvarGetUbLocal(y) - constant) / norm); /*lint !e666*/ /*lint !e661*/
116 *viol2 = MAX(0, (xcoef * SCIPvarGetUbLocal(x) - ycoef * SCIPvarGetLbLocal(y) - constant) / norm); /*lint !e666*/ /*lint !e661*/
121 *viol1 = MAX(0, (xcoef * SCIPvarGetUbLocal(x) - ycoef * SCIPvarGetUbLocal(y) - constant) / norm); /*lint !e666*/ /*lint !e661*/
122 *viol2 = MAX(0, (xcoef * SCIPvarGetLbLocal(x) - ycoef * SCIPvarGetLbLocal(y) - constant) / norm); /*lint !e666*/ /*lint !e661*/
126/** auxiliary function to decide whether to use inequalities for a strong relaxation of bilinear terms or not */
159 return ubx - lbx >= MIN_ABSBOUNDSIZE && uby - lby >= MIN_ABSBOUNDSIZE && interiority >= MIN_INTERIORITY;
162/** helper function to update the best relaxation for a bilinear term when using valid linear inequalities */
172 SCIP_Real* RESTRICT ineqs, /**< coefficients of each linear inequality; stored as triple (xcoef,ycoef,constant) */
218 /* due to the feasibility tolerances of the LP and NLP solver, it might possible that the reference point is
219 * violating the linear inequalities; to ensure that we compute a valid underestimate, we relax the linear
231 SCIPcomputeBilinEnvelope2(scip, bilincoef, lbx, ubx, refx, lby, uby, refy, overestimate, ineqs[0], ineqs[1],
232 ineqs[2] + constshift[0], ineqs[3], ineqs[4], ineqs[5] + constshift[1], &xcoef, &ycoef, &constant, &update);
237 SCIP_Real relimpr = 1.0 - (REALABS(val - bilincoef * refx * refy) + 1e-4) / (REALABS(*bestval - bilincoef * refx * refy) + 1e-4);
256 SCIPcomputeBilinEnvelope1(scip, bilincoef, lbx, ubx, refx, lby, uby, refy, overestimate, ineqs[3*i], ineqs[3*i+1],
319/** helper function for computing all vertices of the polytope described by the linear inequalities and the local
322 * @note there are at most 22 points where the min/max can be achieved (given that there are at most 4 inequalities)
370 SCIPdebugMsg(scip, "over-inequality %d: %g*x <= %g*y + %g\n", i, overineqs[3*i], overineqs[3*i+1], overineqs[3*i+2]);
378 SCIPdebugMsg(scip, "under-inequality %d: %g*x <= %g*y + %g 0\n", i, underineqs[3*i], underineqs[3*i+1], underineqs[3*i+2]);
422 SCIPdebugMsg(scip, "corner point (%g,%g) feasible? %u\n", cx, cy, isPointFeasible(scip, cx, cy, lbx, ubx, lby, uby, ineqs, nineqs));
432 /* intersection point of inequalities with [lbx,ubx] x [lby,uby] and extremum of xy on each inequality */
448 SCIPdebugMsg(scip, "intersection point (%g,%g) feasible? %u\n", px[j], py[j], isPointFeasible(scip, px[j], py[j], lbx, ubx, lby, uby, ineqs, nineqs));
498 * this adds at most for 4 (level set curves) * 4 (inequalities) * 2 (intersection points) for all linear
511 /* fix auxiliary variable to its lower or upper bound and consider the coefficient of the product */
555 /* solve system of coefx x = coefy y + constant and X = xy which is the same as computing the solutions of
574 SCIPintervalSolveUnivariateQuadExpression(SCIP_INTERVAL_INFINITY, &result, sqrcoef, lincoef, rhs, ybnds);
642 if( SCIPintervalIsEmpty(SCIP_INTERVAL_INFINITY, SCIPexprGetActivity(SCIPexprGetChildren(expr)[0])) ||
643 SCIPintervalIsEmpty(SCIP_INTERVAL_INFINITY, SCIPexprGetActivity(SCIPexprGetChildren(expr)[1])) )
649 /* compute all feasible points (since we use levelset == FALSE, the value of interval doesn't matter) */
679 SCIPintervalMulScalar(SCIP_INTERVAL_INFINITY, &interval, interval, SCIPgetCoefExprProduct(expr));
744 assert(nunderineqs == 0 || isPointFeasible(scip, xs[i], ys[i], lbx, ubx, lby, uby, underineqs, nunderineqs));
745 assert(noverineqs == 0 || isPointFeasible(scip, xs[i], ys[i], lbx, ubx, lby, uby, overineqs, noverineqs));
751 * NOTE: in order to consider all relevant points, we are a bit conservative here and relax the interval of
754 if( SCIPisRelGE(scip, val, exprinf - SCIPfeastol(scip)) && SCIPisRelLE(scip, val, exprsup + SCIPfeastol(scip)) )
775/** helper function to compute the convex envelope of a bilinear term when two linear inequalities are given; we
849 assert(EPSEQ(2.0*mi*QUAD_TO_DBL(xiq) - mi * QUAD_TO_DBL(ycoefq) + qi, QUAD_TO_DBL(xcoefq), 1e-3));
856 /* assert(EPSEQ(-mj*SQR(QUAD_TO_DBL(xjq)) - QUAD_TO_DBL(ycoefq) * qj, QUAD_TO_DBL(constantq), 1e-3)); */
912 assert(EPSEQ((2.0*mj*QUAD_TO_DBL(xjq) + qj - 2.0*mi*QUAD_TO_DBL(xiq) - qi) / (mj - mi), QUAD_TO_DBL(ycoefq), 1e-3));
919 assert(EPSEQ(2.0*mj*QUAD_TO_DBL(xjq) + qj - mj*QUAD_TO_DBL(ycoefq), QUAD_TO_DBL(xcoefq), 1e-3));
926 /* assert(EPSEQ(-mj*SQR(QUAD_TO_DBL(xjq)) - QUAD_TO_DBL(ycoefq) * qj, QUAD_TO_DBL(constantq), 1e-3)); */
989 for( expr = SCIPexpriterGetCurrent(it); !SCIPexpriterIsEnd(it); expr = SCIPexpriterGetNext(it) ) /*lint !e441*//*lint !e440*/
1176 SCIP_CALL( SCIPreallocBlockMemoryArray(scip, &nlhdlrdata->exprs, nlhdlrdata->exprsize, newsize) );
1201 /* tell children that we will use their auxvar and use its activity for both estimate and domain propagation */
1303 if( (SCIPgetDepth(scip) == 0 && nlhdlrexprdata->nseparoundslastnode > nlhdlrdata->maxseparoundsroot)
1317 refpointx = MIN(MAX(SCIPgetSolVal(scip, sol, x), SCIPvarGetLbLocal(x)),SCIPvarGetUbLocal(x)); /*lint !e666*/
1318 refpointy = MIN(MAX(SCIPgetSolVal(scip, sol, y), SCIPvarGetLbLocal(y)),SCIPvarGetUbLocal(y)); /*lint !e666*/
1319 assert(SCIPisLE(scip, refpointx, SCIPvarGetUbLocal(x)) && SCIPisGE(scip, refpointx, SCIPvarGetLbLocal(x)));
1320 assert(SCIPisLE(scip, refpointy, SCIPvarGetUbLocal(y)) && SCIPisGE(scip, refpointy, SCIPvarGetLbLocal(y)));
1323 SCIPaddBilinMcCormick(scip, SCIPgetCoefExprProduct(expr), SCIPvarGetLbLocal(x), SCIPvarGetUbLocal(x), refpointx,
1324 SCIPvarGetLbLocal(y), SCIPvarGetUbLocal(y), refpointy, overestimate, &lincoefx, &lincoefy, &linconstant,
1332 violation = lincoefx * refpointx + lincoefy * refpointy + linconstant - SCIPgetSolVal(scip, sol, auxvar);
1379 SCIP_CALL( SCIPcreateRowprep(scip, &rowprep, overestimate ? SCIP_SIDETYPE_LEFT : SCIP_SIDETYPE_RIGHT, TRUE) );
1402 SCIP_INTERVAL tmp = intevalBilinear(scip, expr, nlhdlrexprdata->underineqs, nlhdlrexprdata->nunderineqs,
1424 if( nlhdlrdata->usereverseprop && nlhdlrexprdata->nunderineqs + nlhdlrexprdata->noverineqs > 0 )
1440 reversePropBilinear(scip, conshdlr, expr, bounds, nlhdlrexprdata->underineqs, nlhdlrexprdata->nunderineqs,
1448 SCIP_CALL( SCIPtightenExprIntervalNonlinear(scip, SCIPexprGetChildren(expr)[0], intervalx, infeasible,
1484 SCIP_CALL( SCIPincludeNlhdlrNonlinear(scip, &nlhdlr, NLHDLR_NAME, NLHDLR_DESC, NLHDLR_DETECTPRIORITY,
1492 SCIPnlhdlrSetSepa(nlhdlr, nlhdlrInitSepaBilinear, nlhdlrEnfoBilinear, nlhdlrEstimateBilinear, nlhdlrExitSepaBilinear);
1526/** returns an array of expressions that have been detected by the bilinear nonlinear handler */
1542/** returns the total number of expressions that have been detected by the bilinear nonlinear handler */
1558/** adds a globally valid inequality of the form \f$\text{xcoef}\cdot x \leq \text{ycoef} \cdot y + \text{constant}\f$ to a product expression of the form \f$x\cdot y\f$ */
1620 /* coefficients of the inequality determine whether the inequality can be used for under- or overestimation */
1623 SCIPdebugMsg(scip, "add inequality for a bilinear term: %g %s <= %g %s + %g (underestimate=%u)\n", xcoef,
1649 if( SCIPisFeasEQ(scip, xcoef, ineqs[3*i]) && SCIPisFeasEQ(scip, ycoef, ineqs[3*i+1]) /*lint !e661*/
1664 getIneqViol(x, y, ineqs[3*i], ineqs[3*i+1], ineqs[3*i+2], &viols1[i], &viols2[i]); /*lint !e661*/
1684 /* inequality is not dominated by other inequalities -> add if we have less than 2 inequalities */
1703 /* With the added inequalities, we can potentially compute tighter activities for the expression,
1705 * We don't have a direct expression to constraint mapping, though. This call marks all expr-constraints
1723 SCIP_Bool* success /**< buffer to set to FALSE if linearization has failed due to large numbers */
1743 /* bilincoef * x * y -> bilincoef * (refpointx * refpointy + refpointy * (x - refpointx) + refpointx * (y - refpointy))
1749 if( SCIPisInfinity(scip, REALABS(bilincoef * refpointx)) || SCIPisInfinity(scip, REALABS(bilincoef * refpointy))
1771 SCIP_Bool overestimate, /**< whether to compute an overestimator instead of an underestimator */
1775 SCIP_Bool* success /**< buffer to set to FALSE if linearization has failed due to large numbers */
1836 /* x*y = lbx * y + (x-lbx) * y >= lbx * y + (x-lbx) * lby >= lbx * y + min{(ubx-lbx) * lby, 0 * lby} */
1843 /* x*y = lby * x + (y-lby) * x >= lby * x + (y-lby) * lbx >= lby * x + min{(uby-lby) * lbx, 0 * lbx} */
1859 /* x*y = ubx * y + (x-ubx) * y >= ubx * y + (x-ubx) * uby >= ubx * y + min{(lbx-ubx) * uby, 0 * uby} */
1866 /* x*y = uby * x + (y-uby) * x >= uby * x + (y-uby) * ubx >= uby * x + min{(lby-uby) * ubx, 0 * ubx} */
1893 /* x*y = ubx * y + (x-ubx) * y <= ubx * y + (x-ubx) * lby <= ubx * y + max{(lbx-ubx) * lby, 0 * lby} */
1900 /* x*y = lby * x + (y-lby) * x <= lby * x + (y-lby) * ubx <= lby * x + max{(uby-lby) * ubx, 0 * ubx} */
1916 /* x*y = lbx * y + (x-lbx) * y <= lbx * y + (x-lbx) * uby <= lbx * y + max{(ubx-lbx) * uby, 0 * uby} */
1923 /* x*y = uby * x + (y-uby) * x <= uby * x + (y-uby) * lbx <= uby * x + max{(lby-uby) * lbx, 0 * lbx} */
1956 SCIPdebugMsg(scip, "%.15g * x[%.15g,%.15g] * y[%.15g,%.15g] %c= %.15g * x %+.15g * y %+.15g\n", bilincoef, lbx, ubx,
1964/** computes coefficients of linearization of a bilinear term in a reference point when given a linear inequality
1967 * @note the formulas are extracted from "Convex envelopes of bivariate functions through the solution of KKT systems"
1979 SCIP_Bool overestimate, /**< whether to compute an overestimator instead of an underestimator */
1983 SCIP_Real* RESTRICT lincoefx, /**< buffer to store coefficient of first variable in linearization */
1984 SCIP_Real* RESTRICT lincoefy, /**< buffer to store coefficient of second variable in linearization */
2052 /* we use same notation as in "Convex envelopes of bivariate functions through the solution of KKT systems", 2016 */
2110 SCIPquadprecDivQQ(xjq, xjq, denomq); /* (refpointx * (vy - qj) - vx * (refpointy - qj)) / denom */
2118 /* check whether the projection is in [minx,maxx] x [miny,maxy]; this avoids numerical difficulties when the
2136 SCIPquadprecSumQQ(lincoefyq, lincoefyq, tmpq); /* mj * xj^2 -2 * vx * mj * xj -qj * vx + vx * vy */
2141 SCIPquadprecDivQQ(lincoefyq, lincoefyq, tmpq); /* (mj * xj^2 -2 * vx * mj * xj -qj * vx + vx * vy) / (vy - mj * vx - qj) */
2167 /* cut needs to be tight at (vx,vy) and (xj,yj); otherwise we consider the cut to be numerically bad */
2168 *success = SCIPisFeasEQ(scip, (*lincoefx)*vx + (*lincoefy)*vy + (*linconstant), bilincoef*vx*vy)
2169 && SCIPisFeasEQ(scip, (*lincoefx)*QUAD_TO_DBL(xjq) + (*lincoefy)*QUAD_TO_DBL(yjq) + (*linconstant),
2188/** computes coefficients of linearization of a bilinear term in a reference point when given two linear inequalities
2191 * @note the formulas are extracted from "Convex envelopes of bivariate functions through the solution of KKT systems"
2203 SCIP_Bool overestimate, /**< whether to compute an overestimator instead of an underestimator */
2210 SCIP_Real* RESTRICT lincoefx, /**< buffer to store coefficient of first variable in linearization */
2211 SCIP_Real* RESTRICT lincoefy, /**< buffer to store coefficient of second variable in linearization */
2263 /* the sign of the x-coefficients of the two inequalities must be different; otherwise the convex or concave
2273 /* we use same notation as in "Convex envelopes of bivariate functions through the solution of KKT systems", 2016 */
2284 computeBilinEnvelope2(scip, refpointx, refpointy, mi, qi, mj, qj, &xi, &yi, &xj, &yj, &xcoef, &ycoef, &constant);
2293 if( SCIPisLE(scip, xi, minx) || SCIPisGE(scip, xi, maxx) || SCIPisLE(scip, yi, miny) || SCIPisGE(scip, yi, maxy) )
2295 if( SCIPisLE(scip, xj, minx) || SCIPisGE(scip, xj, maxx) || SCIPisLE(scip, yj, miny) || SCIPisGE(scip, yj, maxy) )
2303 *success = SCIPisFeasEQ(scip, (*lincoefx)*xi + (*lincoefy)*yi + (*linconstant), bilincoef*xi*yi)
constraint handler for nonlinear constraints specified by algebraic expressions
product expression handler
variable expression handler
SCIP_RETCODE SCIPmarkExprPropagateNonlinear(SCIP *scip, SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14873
unsigned int SCIPgetExprNAuxvarUsesNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14455
SCIP_VAR * SCIPgetExprAuxVarNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14336
SCIP_EXPR * SCIPgetExprNonlinear(SCIP_CONS *cons)
Definition: cons_nonlinear.c:13781
SCIP_RETCODE SCIPtightenExprIntervalNonlinear(SCIP *scip, SCIP_EXPR *expr, SCIP_INTERVAL newbounds, SCIP_Bool *cutoff, int *ntightenings)
Definition: cons_nonlinear.c:14727
SCIP_RETCODE SCIPregisterExprUsageNonlinear(SCIP *scip, SCIP_EXPR *expr, SCIP_Bool useauxvar, SCIP_Bool useactivityforprop, SCIP_Bool useactivityforsepabelow, SCIP_Bool useactivityforsepaabove)
Definition: cons_nonlinear.c:14478
SCIP_INTERVAL SCIPgetExprBoundsNonlinear(SCIP *scip, SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14671
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
SCIP_RETCODE SCIPhashmapInsertInt(SCIP_HASHMAP *hashmap, void *origin, int image)
Definition: misc.c:3192
SCIP_RETCODE SCIPhashmapRemove(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3439
SCIP_RETCODE SCIPhashmapSetImageInt(SCIP_HASHMAP *hashmap, void *origin, int image)
Definition: misc.c:3357
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:208
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
int SCIPgetNExprsBilinear(SCIP_NLHDLR *nlhdlr)
Definition: nlhdlr_bilinear.c:1543
void SCIPaddBilinMcCormick(SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real *lincoefx, SCIP_Real *lincoefy, SCIP_Real *linconstant, SCIP_Bool *success)
Definition: nlhdlr_bilinear.c:1762
void SCIPcomputeBilinEnvelope1(SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real xcoef, SCIP_Real ycoef, SCIP_Real constant, SCIP_Real *RESTRICT lincoefx, SCIP_Real *RESTRICT lincoefy, SCIP_Real *RESTRICT linconstant, SCIP_Bool *RESTRICT success)
Definition: nlhdlr_bilinear.c:1970
SCIP_RETCODE SCIPaddIneqBilinear(SCIP *scip, SCIP_NLHDLR *nlhdlr, SCIP_EXPR *expr, SCIP_Real xcoef, SCIP_Real ycoef, SCIP_Real constant, SCIP_Bool *success)
Definition: nlhdlr_bilinear.c:1559
void SCIPcomputeBilinEnvelope2(SCIP *scip, SCIP_Real bilincoef, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real refpointx, SCIP_Real lby, SCIP_Real uby, SCIP_Real refpointy, SCIP_Bool overestimate, SCIP_Real xcoef1, SCIP_Real ycoef1, SCIP_Real constant1, SCIP_Real xcoef2, SCIP_Real ycoef2, SCIP_Real constant2, SCIP_Real *RESTRICT lincoefx, SCIP_Real *RESTRICT lincoefy, SCIP_Real *RESTRICT linconstant, SCIP_Bool *RESTRICT success)
Definition: nlhdlr_bilinear.c:2194
void SCIPaddBilinLinearization(SCIP *scip, SCIP_Real bilincoef, SCIP_Real refpointx, SCIP_Real refpointy, SCIP_Real *lincoefx, SCIP_Real *lincoefy, SCIP_Real *linconstant, SCIP_Bool *success)
Definition: nlhdlr_bilinear.c:1715
SCIP_EXPR ** SCIPgetExprsBilinear(SCIP_NLHDLR *nlhdlr)
Definition: nlhdlr_bilinear.c:1527
SCIP_RETCODE SCIPincludeNlhdlrBilinear(SCIP *scip)
Definition: nlhdlr_bilinear.c:1470
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:83
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:57
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:941
SCIP_CONS ** SCIPconshdlrGetConss(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4593
SCIP_RETCODE SCIPsetPtrarrayVal(SCIP *scip, SCIP_PTRARRAY *ptrarray, int idx, void *val)
Definition: scip_datastructures.c:574
SCIP_Bool SCIPisExprProduct(SCIP *scip, SCIP_EXPR *expr)
Definition: scip_expr.c:1464
SCIP_Real SCIPgetCoefExprProduct(SCIP_EXPR *expr)
Definition: expr_product.c:2300
SCIP_RETCODE SCIPreleaseExpr(SCIP *scip, SCIP_EXPR **expr)
Definition: scip_expr.c:1417
SCIP_EXPR * SCIPexpriterGetCurrent(SCIP_EXPRITER *iterator)
Definition: expriter.c:683
SCIP_RETCODE SCIPcreateExpriter(SCIP *scip, SCIP_EXPRITER **iterator)
Definition: scip_expr.c:2337
SCIP_RETCODE SCIPprintExpr(SCIP *scip, SCIP_EXPR *expr, FILE *file)
Definition: scip_expr.c:1486
SCIP_EXPR * SCIPexpriterGetNext(SCIP_EXPRITER *iterator)
Definition: expriter.c:858
SCIP_RETCODE SCIPexpriterInit(SCIP_EXPRITER *iterator, SCIP_EXPR *expr, SCIP_EXPRITER_TYPE type, SCIP_Bool allowrevisit)
Definition: expriter.c:501
SCIP_Real SCIPintervalGetInf(SCIP_INTERVAL interval)
Definition: intervalarith.c:405
void SCIPintervalSetEntire(SCIP_Real infinity, SCIP_INTERVAL *resultant)
Definition: intervalarith.c:470
void SCIPintervalSolveUnivariateQuadExpression(SCIP_Real infinity, SCIP_INTERVAL *resultant, SCIP_INTERVAL sqrcoeff, SCIP_INTERVAL lincoeff, SCIP_INTERVAL rhs, SCIP_INTERVAL xbnds)
Definition: intervalarith.c:3412
void SCIPintervalIntersect(SCIP_INTERVAL *resultant, SCIP_INTERVAL operand1, SCIP_INTERVAL operand2)
Definition: intervalarith.c:557
void SCIPintervalSet(SCIP_INTERVAL *resultant, SCIP_Real value)
Definition: intervalarith.c:421
SCIP_Bool SCIPintervalIsEmpty(SCIP_Real infinity, SCIP_INTERVAL operand)
Definition: intervalarith.c:458
void SCIPintervalSetBounds(SCIP_INTERVAL *resultant, SCIP_Real inf, SCIP_Real sup)
Definition: intervalarith.c:433
void SCIPintervalMulScalar(SCIP_Real infinity, SCIP_INTERVAL *resultant, SCIP_INTERVAL operand1, SCIP_Real operand2)
Definition: intervalarith.c:1115
SCIP_Real SCIPintervalGetSup(SCIP_INTERVAL interval)
Definition: intervalarith.c:413
void SCIPintervalSetEmpty(SCIP_INTERVAL *resultant)
Definition: intervalarith.c:447
#define SCIPreallocBlockMemoryArray(scip, ptr, oldnum, newnum)
Definition: scip_mem.h:99
#define SCIPfreeBlockMemoryArrayNull(scip, ptr, num)
Definition: scip_mem.h:111
void SCIPnlhdlrSetCopyHdlr(SCIP_NLHDLR *nlhdlr, SCIP_DECL_NLHDLRCOPYHDLR((*copy)))
Definition: nlhdlr.c:76
void SCIPnlhdlrSetFreeExprData(SCIP_NLHDLR *nlhdlr, SCIP_DECL_NLHDLRFREEEXPRDATA((*freeexprdata)))
Definition: nlhdlr.c:98
void SCIPnlhdlrSetProp(SCIP_NLHDLR *nlhdlr, SCIP_DECL_NLHDLRINTEVAL((*inteval)), SCIP_DECL_NLHDLRREVERSEPROP((*reverseprop)))
Definition: nlhdlr.c:123
void SCIPnlhdlrSetFreeHdlrData(SCIP_NLHDLR *nlhdlr, SCIP_DECL_NLHDLRFREEHDLRDATA((*freehdlrdata)))
Definition: nlhdlr.c:87
void SCIPnlhdlrSetSepa(SCIP_NLHDLR *nlhdlr, SCIP_DECL_NLHDLRINITSEPA((*initsepa)), SCIP_DECL_NLHDLRENFO((*enfo)), SCIP_DECL_NLHDLRESTIMATE((*estimate)), SCIP_DECL_NLHDLREXITSEPA((*exitsepa)))
Definition: nlhdlr.c:136
SCIP_NLHDLREXPRDATA * SCIPgetNlhdlrExprDataNonlinear(SCIP_NLHDLR *nlhdlr, SCIP_EXPR *expr)
Definition: cons_nonlinear.c:15349
void SCIPnlhdlrSetInitExit(SCIP_NLHDLR *nlhdlr, SCIP_DECL_NLHDLRINIT((*init)), SCIP_DECL_NLHDLREXIT((*exit_)))
Definition: nlhdlr.c:110
SCIP_NLHDLR * SCIPfindNlhdlrNonlinear(SCIP_CONSHDLR *conshdlr, const char *name)
Definition: cons_nonlinear.c:15324
SCIP_RETCODE SCIPincludeNlhdlrNonlinear(SCIP *scip, SCIP_NLHDLR **nlhdlr, const char *name, const char *desc, int detectpriority, int enfopriority, SCIP_DECL_NLHDLRDETECT((*detect)), SCIP_DECL_NLHDLREVALAUX((*evalaux)), SCIP_NLHDLRDATA *nlhdlrdata)
Definition: cons_nonlinear.c:15245
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1217
SCIP_RETCODE SCIPincludeTable(SCIP *scip, const char *name, const char *desc, SCIP_Bool active, SCIP_DECL_TABLECOPY((*tablecopy)), SCIP_DECL_TABLEFREE((*tablefree)), SCIP_DECL_TABLEINIT((*tableinit)), SCIP_DECL_TABLEEXIT((*tableexit)), SCIP_DECL_TABLEINITSOL((*tableinitsol)), SCIP_DECL_TABLEEXITSOL((*tableexitsol)), SCIP_DECL_TABLEOUTPUT((*tableoutput)), SCIP_TABLEDATA *tabledata, int position, SCIP_STAGE earlieststage)
Definition: scip_table.c:56
SCIP_Bool SCIPisRelEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:1156
SCIP_Bool SCIPisRelLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:1182
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:832
SCIP_Bool SCIPisGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:497
SCIP_Bool SCIPisRelLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:1169
SCIP_Bool SCIPisRelGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:1208
SCIP_Bool SCIPisRelGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:1195
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:780
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:471
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:806
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:484
SCIP_Bool SCIPisFeasGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:819
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:445
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:458
SCIP_RETCODE SCIPensureRowprepSize(SCIP *scip, SCIP_ROWPREP *rowprep, int size)
Definition: misc_rowprep.c:887
void SCIProwprepAddConstant(SCIP_ROWPREP *rowprep, SCIP_Real constant)
Definition: misc_rowprep.c:760
SCIP_RETCODE SCIPaddRowprepTerm(SCIP *scip, SCIP_ROWPREP *rowprep, SCIP_VAR *var, SCIP_Real coef)
Definition: misc_rowprep.c:913
SCIP_RETCODE SCIPcreateRowprep(SCIP *scip, SCIP_ROWPREP **rowprep, SCIP_SIDETYPE sidetype, SCIP_Bool local)
Definition: misc_rowprep.c:563
Definition: objbenders.h:44
static SCIP_DECL_NLHDLRFREEEXPRDATA(nlhdlrFreeExprDataBilinear)
Definition: nlhdlr_bilinear.c:1069
static SCIP_DECL_TABLEOUTPUT(tableOutputBilinear)
Definition: nlhdlr_bilinear.c:953
static void updateBilinearRelaxation(SCIP *scip, SCIP_VAR *RESTRICT x, SCIP_VAR *RESTRICT y, SCIP_Real bilincoef, SCIP_SIDETYPE violside, SCIP_Real refx, SCIP_Real refy, SCIP_Real *RESTRICT ineqs, int nineqs, SCIP_Real mccormickval, SCIP_Real *RESTRICT bestcoefx, SCIP_Real *RESTRICT bestcoefy, SCIP_Real *RESTRICT bestconst, SCIP_Real *RESTRICT bestval, SCIP_Bool *success)
Definition: nlhdlr_bilinear.c:164
static SCIP_DECL_NLHDLRINTEVAL(nlhdlrIntevalBilinear)
Definition: nlhdlr_bilinear.c:1392
static void reversePropBilinear(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_EXPR *expr, SCIP_INTERVAL exprbounds, SCIP_Real *underineqs, int nunderineqs, SCIP_Real *overineqs, int noverineqs, SCIP_INTERVAL *intervalx, SCIP_INTERVAL *intervaly)
Definition: nlhdlr_bilinear.c:686
static SCIP_DECL_NLHDLRFREEHDLRDATA(nlhdlrFreehdlrdataBilinear)
Definition: nlhdlr_bilinear.c:1050
static SCIP_DECL_NLHDLREXIT(nlhdlrExitBilinear)
Definition: nlhdlr_bilinear.c:1115
static void computeBilinEnvelope2(SCIP *scip, SCIP_Real x, SCIP_Real y, SCIP_Real mi, SCIP_Real qi, SCIP_Real mj, SCIP_Real qj, SCIP_Real *RESTRICT xi, SCIP_Real *RESTRICT yi, SCIP_Real *RESTRICT xj, SCIP_Real *RESTRICT yj, SCIP_Real *RESTRICT xcoef, SCIP_Real *RESTRICT ycoef, SCIP_Real *RESTRICT constant)
Definition: nlhdlr_bilinear.c:779
static SCIP_DECL_NLHDLRCOPYHDLR(nlhdlrCopyhdlrBilinear)
Definition: nlhdlr_bilinear.c:1037
static SCIP_INTERVAL intevalBilinear(SCIP *scip, SCIP_EXPR *expr, SCIP_Real *underineqs, int nunderineqs, SCIP_Real *overineqs, int noverineqs)
Definition: nlhdlr_bilinear.c:612
static SCIP_DECL_NLHDLREVALAUX(nlhdlrEvalauxBilinear)
Definition: nlhdlr_bilinear.c:1231
static SCIP_DECL_NLHDLRDETECT(nlhdlrDetectBilinear)
Definition: nlhdlr_bilinear.c:1125
static SCIP_DECL_NLHDLRREVERSEPROP(nlhdlrReversepropBilinear)
Definition: nlhdlr_bilinear.c:1415
static SCIP_DECL_NLHDLRESTIMATE(nlhdlrEstimateBilinear)
Definition: nlhdlr_bilinear.c:1262
static SCIP_Bool isPointFeasible(SCIP *scip, SCIP_Real x, SCIP_Real y, SCIP_Real lbx, SCIP_Real ubx, SCIP_Real lby, SCIP_Real uby, SCIP_Real *ineqs, int nineqs)
Definition: nlhdlr_bilinear.c:282
static SCIP_Bool useBilinIneqs(SCIP *scip, SCIP_VAR *x, SCIP_VAR *y, SCIP_Real refx, SCIP_Real refy)
Definition: nlhdlr_bilinear.c:128
static void getFeasiblePointsBilinear(SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_EXPR *expr, SCIP_INTERVAL exprbounds, SCIP_Real *underineqs, int nunderineqs, SCIP_Real *overineqs, int noverineqs, SCIP_Bool levelset, SCIP_Real *xs, SCIP_Real *ys, int *npoints)
Definition: nlhdlr_bilinear.c:329
static void getIneqViol(SCIP_VAR *x, SCIP_VAR *y, SCIP_Real xcoef, SCIP_Real ycoef, SCIP_Real constant, SCIP_Real *viol1, SCIP_Real *viol2)
Definition: nlhdlr_bilinear.c:95
bilinear nonlinear handler
Definition: struct_cons.h:47
Definition: struct_cons.h:127
Definition: struct_expr.h:204
Definition: struct_expr.h:106
Definition: struct_misc.h:138
Definition: intervalarith.h:54
Definition: struct_nlhdlr.h:44
Definition: struct_misc.h:287
Definition: struct_var.h:208
Definition: struct_scip.h:70