Scippy

SCIP

Solving Constraint Integer Programs

nlhdlr_soc.h
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1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2/* */
3/* This file is part of the program and library */
4/* SCIP --- Solving Constraint Integer Programs */
5/* */
6/* Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB) */
7/* */
8/* Licensed under the Apache License, Version 2.0 (the "License"); */
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23/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24
25/**@file nlhdlr_soc.h
26 * @ingroup NLHDLRS
27 * @brief soc nonlinear handler
28 *
29 * @author Benjamin Mueller
30 * @author Fabian Wegscheider
31 */
32
33/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
34
35#ifndef __SCIP_NLHDLR_SOC_H__
36#define __SCIP_NLHDLR_SOC_H__
37
38#include "scip/scip.h"
39
40#ifdef __cplusplus
41extern "C" {
42#endif
43
44/** includes SOC nonlinear handler in nonlinear constraint handler
45 *
46 * @ingroup NlhdlrIncludes
47 */
48SCIP_EXPORT
50 SCIP* scip /**< SCIP data structure */
51 );
52
53/**@addtogroup NLHDLRS
54 *
55 * @{
56 *
57 * @name SOC nonlinear handler
58 *
59 * This nonlinear handler detects second-order cone constraints in the extended formulation and provides specialized separation functionality.
60 *
61 * @{
62 */
63
64/** checks whether constraint is SOC representable in original variables and returns the SOC representation
65 *
66 * The SOC representation has the form:
67 * \f$\sqrt{\sum_{i=1}^{n} (v_i^T x + \beta_i)^2} - v_{n+1}^T x - \beta_{n+1} \lessgtr 0\f$,
68 * where \f$n+1 = \text{nterms}\f$ and the inequality type is given by sidetype (`SCIP_SIDETYPE_RIGHT` if inequality
69 * is \f$\leq\f$, `SCIP_SIDETYPE_LEFT` if \f$\geq\f$).
70 *
71 * For each term (i.e. for each \f$i\f$ in the above notation as well as \f$n+1\f$), the constant \f$\beta_i\f$ is given by the
72 * corresponding element `offsets[i-1]` and `termbegins[i-1]` is the starting position of the term in arrays
73 * `transcoefs` and `transcoefsidx`. The overall number of nonzeros is `termbegins[nterms]`.
74 *
75 * Arrays `transcoefs` and `transcoefsidx` have size `termbegins[nterms]` and define the linear expressions \f$v_i^T x\f$
76 * for each term. For a term \f$i\f$ in the above notation, the nonzeroes are given by elements
77 * `termbegins[i-1]...termbegins[i]` of `transcoefs` and `transcoefsidx`. There may be no nonzeroes for some term (i.e.,
78 * constant terms are possible). `transcoefs` contains the coefficients \f$v_i\f$ and `transcoefsidx` contains positions of
79 * variables in the `vars` array.
80 *
81 * The `vars` array has size `nvars` and contains \f$x\f$ variables; each variable is included at most once.
82 *
83 * The arrays should be freed by calling SCIPfreeSOCArraysNonlinear().
84 *
85 * This function uses the methods that are used in the detection algorithm of the SOC nonlinear handler.
86 */
87SCIP_EXPORT
89 SCIP* scip, /**< SCIP data structure */
90 SCIP_CONS* cons, /**< nonlinear constraint */
91 SCIP_Bool compeigenvalues, /**< whether eigenvalues should be computed to detect complex cases */
92 SCIP_Bool* success, /**< pointer to store whether SOC structure has been detected */
93 SCIP_SIDETYPE* sidetype, /**< pointer to store which side of cons is SOC representable; only
94 valid when success is TRUE */
95 SCIP_VAR*** vars, /**< variables (x) that appear on both sides; no duplicates are allowed */
96 SCIP_Real** offsets, /**< offsets of both sides (beta_i) */
97 SCIP_Real** transcoefs, /**< non-zeros of linear transformation vectors (v_i) */
98 int** transcoefsidx, /**< mapping of transformation coefficients to variable indices in vars */
99 int** termbegins, /**< starting indices of transcoefs for each term */
100 int* nvars, /**< total number of variables appearing (i.e. size of vars) */
101 int* nterms /**< number of summands in the SQRT +1 for RHS (n+1) */
102 );
103
104/** frees arrays created by SCIPisSOCNonlinear() */
105SCIP_EXPORT
107 SCIP* scip, /**< SCIP data structure */
108 SCIP_VAR*** vars, /**< variables that appear on both sides (x) */
109 SCIP_Real** offsets, /**< offsets of both sides (beta_i) */
110 SCIP_Real** transcoefs, /**< non-zeros of linear transformation vectors (v_i) */
111 int** transcoefsidx, /**< mapping of transformation coefficients to variable indices in vars */
112 int** termbegins, /**< starting indices of transcoefs for each term */
113 int nvars, /**< total number of variables appearing */
114 int nterms /**< number of summands in the SQRT +1 for RHS (n+1) */
115 );
116
117/** @}
118 * @}
119 */
120
121#ifdef __cplusplus
122}
123#endif
124
125#endif /* __SCIP_NLHDLR_SOC_H__ */
#define SCIP_Bool
Definition: def.h:91
#define SCIP_Real
Definition: def.h:173
void SCIPfreeSOCArraysNonlinear(SCIP *scip, SCIP_VAR ***vars, SCIP_Real **offsets, SCIP_Real **transcoefs, int **transcoefsidx, int **termbegins, int nvars, int nterms)
Definition: nlhdlr_soc.c:3297
SCIP_RETCODE SCIPisSOCNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_Bool compeigenvalues, SCIP_Bool *success, SCIP_SIDETYPE *sidetype, SCIP_VAR ***vars, SCIP_Real **offsets, SCIP_Real **transcoefs, int **transcoefsidx, int **termbegins, int *nvars, int *nterms)
Definition: nlhdlr_soc.c:3207
SCIP_RETCODE SCIPincludeNlhdlrSoc(SCIP *scip)
Definition: nlhdlr_soc.c:3149
static volatile int nterms
Definition: interrupt.c:47
SCIP callable library.
enum SCIP_SideType SCIP_SIDETYPE
Definition: type_lp.h:67
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63