nlpi_filtersqp.c File Reference

Detailed Description

filterSQP NLP interface

Author

Stefan Vigerske

Definition in file nlpi_filtersqp.c.

#include <string.h>
#include <sys/time.h>
#include "scip/nlpi_filtersqp.h"
#include "scip/nlpioracle.h"
#include "scip/scip_general.h"
#include "scip/scip_message.h"
#include "scip/scip_mem.h"
#include "scip/scip_numerics.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_randnumgen.h"
#include "scip/scip_solve.h"
#include "scip/pub_misc.h"
#include "scip/pub_message.h"

Go to the source code of this file.

Data Structures
struct	SCIP_Time
struct	SCIP_NlpiProblem

Macros
#define	NLPI_NAME   "filtersqp"
#define	NLPI_DESC   "Sequential Quadratic Programming trust region solver by R. Fletcher and S. Leyffer"
#define	NLPI_PRIORITY   -1000
#define	RANDSEED   26051979
#define	MAXPERTURB   0.01
#define	MAXNRUNS   3
#define	WORKSPACEGROWTHFACTOR   2
#define	MINEPS   1e-14
#define	OPTTOLFACTOR   0.5

Typedefs
typedef int	fint
typedef double	real
typedef long	ftnlen
typedef struct SCIP_Time	SCIP_TIME

Functions
void	F77_FUNC (filtersqp, FILTERSQP)
	F77_FUNC (cpname, CPNAME)
struct {
fint   phl
fint   phr
fint   phc
}	F77_FUNC (hessc, HESSC)
struct {
real   ubd
real   tt
}	F77_FUNC (ubdc, UBDC)
struct {
real   infty
real   eps
}	F77_FUNC (nlp_eps_inf, NLP_EPS_INF)
struct {
fint   n_bqpd_calls
fint   n_bqpd_prfint
}	F77_FUNC (bqpd_count, BQPD_COUNT)
struct {
fint   scale_mode
fint   phe
}	F77_FUNC (scalec, SCALEC)
static SCIP_TIME	gettime (void)
static SCIP_Real	timeelapsed (SCIP_NLPIDATA *nlpidata)
static SCIP_Bool	timelimitreached (SCIP_NLPIDATA *nlpidata, SCIP_NLPIPROBLEM *nlpiproblem)
void	F77_FUNC (objfun, OBJFUN)
void	F77_FUNC (confun, CONFUN)
void	F77_FUNC (gradient, GRADIENT)
void	F77_FUNC (objgrad, OBJGRAD)
void	F77_FUNC (hessian, HESSIAN)
static SCIP_RETCODE	setupGradients (SCIP *scip, SCIP_NLPIORACLE *oracle, fint **la, int *lasize, real **a)
static SCIP_RETCODE	setupHessian (SCIP *scip, SCIP_NLPIORACLE *oracle, fint **la, int *lasize)
static SCIP_RETCODE	setupStart (SCIP_NLPIDATA *data, SCIP_NLPIPROBLEM *problem, real *x, SCIP_Bool *success)
static void	invalidateSolution (SCIP_NLPIPROBLEM *problem)
static SCIP_RETCODE	handleNlpParam (SCIP *scip, SCIP_NLPIPROBLEM *nlpiproblem, const SCIP_NLPPARAM param)
static SCIP_RETCODE	processSolveOutcome (SCIP_NLPIDATA *nlpidata, SCIP_NLPIPROBLEM *problem, fint ifail, SCIP_Real feastol, SCIP_Real opttol, real *x, real *lam)
static	SCIP_DECL_NLPICOPY (nlpiCopyFilterSQP)
static	SCIP_DECL_NLPIFREE (nlpiFreeFilterSQP)
static	SCIP_DECL_NLPICREATEPROBLEM (nlpiCreateProblemFilterSQP)
static	SCIP_DECL_NLPIFREEPROBLEM (nlpiFreeProblemFilterSQP)
static	SCIP_DECL_NLPIADDVARS (nlpiAddVarsFilterSQP)
static	SCIP_DECL_NLPIADDCONSTRAINTS (nlpiAddConstraintsFilterSQP)
static	SCIP_DECL_NLPISETOBJECTIVE (nlpiSetObjectiveFilterSQP)
static	SCIP_DECL_NLPICHGVARBOUNDS (nlpiChgVarBoundsFilterSQP)
static	SCIP_DECL_NLPICHGCONSSIDES (nlpiChgConsSidesFilterSQP)
static	SCIP_DECL_NLPIDELVARSET (nlpiDelVarSetFilterSQP)
static	SCIP_DECL_NLPIDELCONSSET (nlpiDelConstraintSetFilterSQP)
static	SCIP_DECL_NLPICHGLINEARCOEFS (nlpiChgLinearCoefsFilterSQP)
static	SCIP_DECL_NLPICHGEXPR (nlpiChgExprFilterSQP)
static	SCIP_DECL_NLPICHGOBJCONSTANT (nlpiChgObjConstantFilterSQP)
static	SCIP_DECL_NLPISETINITIALGUESS (nlpiSetInitialGuessFilterSQP)
static	SCIP_DECL_NLPISOLVE (nlpiSolveFilterSQP)
static	SCIP_DECL_NLPIGETSOLSTAT (nlpiGetSolstatFilterSQP)
static	SCIP_DECL_NLPIGETTERMSTAT (nlpiGetTermstatFilterSQP)
static	SCIP_DECL_NLPIGETSOLUTION (nlpiGetSolutionFilterSQP)
static	SCIP_DECL_NLPIGETSTATISTICS (nlpiGetStatisticsFilterSQP)
SCIP_RETCODE	SCIPincludeNlpSolverFilterSQP (SCIP *scip)
const char *	SCIPgetSolverNameFilterSQP (void)
const char *	SCIPgetSolverDescFilterSQP (void)
SCIP_Bool	SCIPisFilterSQPAvailableFilterSQP (void)

Macro Definition Documentation

NLPI_NAME

#define NLPI_NAME   "filtersqp"

short concise name of solver

Definition at line 63 of file nlpi_filtersqp.c.

NLPI_DESC

#define NLPI_DESC   "Sequential Quadratic Programming trust region solver by R. Fletcher and S. Leyffer"

description of solver

Definition at line 64 of file nlpi_filtersqp.c.

NLPI_PRIORITY

#define NLPI_PRIORITY   -1000

priority of NLP solver

Definition at line 65 of file nlpi_filtersqp.c.

RANDSEED

#define RANDSEED   26051979

initial random seed

Definition at line 67 of file nlpi_filtersqp.c.

MAXPERTURB

#define MAXPERTURB   0.01

maximal perturbation of bounds in starting point heuristic

Definition at line 68 of file nlpi_filtersqp.c.

MAXNRUNS

#define MAXNRUNS   3

maximal number of FilterSQP calls per NLP solve (several calls if increasing workspace or decreasing eps)

Definition at line 69 of file nlpi_filtersqp.c.

WORKSPACEGROWTHFACTOR

#define WORKSPACEGROWTHFACTOR   2

factor by which to increase workspace

Definition at line 70 of file nlpi_filtersqp.c.

MINEPS

#define MINEPS   1e-14

minimal FilterSQP epsilon

Definition at line 71 of file nlpi_filtersqp.c.

OPTTOLFACTOR

#define OPTTOLFACTOR   0.5

factor to apply to optimality tolerance, because FilterSQP do scaling

Definition at line 72 of file nlpi_filtersqp.c.

Typedef Documentation

fint

typedef int fint

Definition at line 78 of file nlpi_filtersqp.c.

real

typedef double real

Definition at line 79 of file nlpi_filtersqp.c.

ftnlen

typedef long ftnlen

Definition at line 80 of file nlpi_filtersqp.c.

SCIP_TIME

typedef struct SCIP_Time SCIP_TIME

Definition at line 87 of file nlpi_filtersqp.c.

Function Documentation

F77_FUNC() [1/12]

void F77_FUNC	(	filtersqp	,
		FILTERSQP
	)

FilterSQP main routine.

Array a has length nnza, which is the number of nonzeros in the gradient of the objective and the Jacobian. The first entries of a is the objective gradient, next are the gradients of the constraints.

Array la has length lamax, which is at least nnza+m+2. la contains the index information of a row-oriented sparse matrix storage. It stores the number of nonzeros, the column indices, and the row starts: la[0] must be set to nnza+1. la[1]..la[nnza] are indices of the variables corresponding to the entries in a (colidx). la[nnza+1]..la[nnza+1+m] contain the index where each row starts in a and la (rowstart). common block for problemname

Definition at line 170 of file nlpi_filtersqp.c.

Referenced by SCIP_DECL_NLPISOLVE(), SCIPlapackSolveLinearEquations(), SCIPlapackVersion(), and setupHessian().

F77_FUNC() [2/12]

F77_FUNC	(	cpname	,
		CPNAME
	)

F77_FUNC() [3/12]

struct @7 F77_FUNC	(	hessc	,
		HESSC
	)

common block for Hessian storage set to 0, i.e. NO Hessian

F77_FUNC() [4/12]

struct @8 F77_FUNC	(	ubdc	,
		UBDC
	)

common block for upper bound on filter

F77_FUNC() [5/12]

struct @9 F77_FUNC	(	nlp_eps_inf	,
		NLP_EPS_INF
	)

common block for infinity & epsilon

F77_FUNC() [6/12]

struct @10 F77_FUNC	(	bqpd_count	,
		BQPD_COUNT
	)

common block for printing from QP solver

F77_FUNC() [7/12]

struct @11 F77_FUNC	(	scalec	,
		SCALEC
	)

common for scaling: scale_mode = 0 (none), 1 (variables), 2 (vars+cons)

gettime()

static SCIP_TIME gettime ( void  )

static

Definition at line 275 of file nlpi_filtersqp.c.

References NULL, SCIP_Time::sec, and SCIP_Time::usec.

Referenced by SCIP_DECL_NLPISOLVE(), and timeelapsed().

timeelapsed()

static SCIP_Real timeelapsed ( SCIP_NLPIDATA *  nlpidata )

static

Parameters

nlpidata

NLPI data

Definition at line 297 of file nlpi_filtersqp.c.

References gettime(), NULL, SCIP_Real, SCIP_Time::sec, and SCIP_Time::usec.

Referenced by processSolveOutcome(), and timelimitreached().

timelimitreached()

static SCIP_Bool timelimitreached ( SCIP_NLPIDATA *  nlpidata, SCIP_NLPIPROBLEM *  nlpiproblem  )

static

Parameters

nlpidata	NLPI data
nlpiproblem	NLPI problem

Definition at line 315 of file nlpi_filtersqp.c.

References FALSE, SCIP_NlpiProblem::maxtime, SCIP_REAL_MAX, and timeelapsed().

Referenced by F77_FUNC(), and SCIP_DECL_NLPISOLVE().

F77_FUNC() [8/12]

void F77_FUNC	(	objfun	,
		OBJFUN
	)

Objective function evaluation set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 327 of file nlpi_filtersqp.c.

References NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIPdebugMsg, SCIPisFinite, SCIPisSolveInterrupted(), SCIPnlpiOracleEvalObjectiveValue(), timelimitreached(), and x.

F77_FUNC() [9/12]

void F77_FUNC	(	confun	,
		CONFUN
	)

Constraint functions evaluation set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 362 of file nlpi_filtersqp.c.

References NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIPdebugMsg, SCIPisFinite, SCIPnlpiOracleEvalConstraintValue(), and x.

F77_FUNC() [10/12]

void F77_FUNC	(	gradient	,
		GRADIENT
	)

Objective gradient and Jacobian evaluation

Note

If an arithmetic exception occurred, then the gradients must not be modified. set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 399 of file nlpi_filtersqp.c.

References a, BMScopyMemoryArray, SCIP_NlpiProblem::evalbuffer, SCIP_NlpiProblem::evalbufsize, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPnlpiOracleEvalJacobian(), SCIPnlpiOracleEvalObjectiveGradient(), TRUE, and x.

F77_FUNC() [11/12]

void F77_FUNC	(	objgrad	,
		OBJGRAD
	)

Definition at line 455 of file nlpi_filtersqp.c.

References SCIPerrorMessage.

F77_FUNC() [12/12]

void F77_FUNC	(	hessian	,
		HESSIAN
	)

Hessian of the Lagrangian evaluation

phase = 1 : Hessian of the Lagrangian without objective Hessian

phase = 2 : Hessian of the Lagrangian (including objective Hessian)

Note

If an arithmetic exception occurred, then the Hessian must not be modified. set to 1 if arithmetic exception occurs, otherwise 0

Definition at line 469 of file nlpi_filtersqp.c.

References BMSallocMemoryArray, BMScopyMemoryArray, BMSfreeMemoryArray, SCIP_NlpiProblem::evalbuffer, SCIP_NlpiProblem::evalbufsize, SCIP_NlpiProblem::hessiannz, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::scip, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPnlpiOracleEvalHessianLag(), TRUE, and x.

setupGradients()

static SCIP_RETCODE setupGradients ( SCIP *  scip, SCIP_NLPIORACLE *  oracle, fint **  la, int *  lasize, real **  a  )

static

Parameters

scip	SCIP data structure
oracle	NLPI oracle
la	buffer to store pointer to sparsity structure
lasize	buffer to store length of *la array
a	buffer to store pointer to value buffer

Definition at line 527 of file nlpi_filtersqp.c.

References a, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPnlpiOracleGetJacobianSparsity(), SCIPnlpiOracleGetNConstraints(), and SCIPnlpiOracleGetNVars().

Referenced by SCIP_DECL_NLPISOLVE().

setupHessian()

static SCIP_RETCODE setupHessian ( SCIP *  scip, SCIP_NLPIORACLE *  oracle, fint **  la, int *  lasize  )

static

Parameters

scip	SCIP data structure
oracle	NLPI oracle
la	buffer to store pointer to Hessian sparsity structure
lasize	buffer to store length of *la array

Definition at line 596 of file nlpi_filtersqp.c.

References F77_FUNC(), NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPnlpiOracleGetHessianLagSparsity(), and SCIPnlpiOracleGetNVars().

Referenced by SCIP_DECL_NLPISOLVE().

setupStart()

static SCIP_RETCODE setupStart ( SCIP_NLPIDATA *  data, SCIP_NLPIPROBLEM *  problem, real *  x, SCIP_Bool *  success  )

static

setup starting point for FilterSQP

Parameters

data	NLPI data
problem	NLPI problem
x	array to store initial values
success	whether we could setup a point in which functions could be evaluated

Definition at line 659 of file nlpi_filtersqp.c.

References SCIP_NlpiProblem::evalbuffer, FALSE, SCIP_NlpiProblem::initguess, MAX, MAXPERTURB, MIN, NULL, SCIP_NlpiProblem::oracle, RANDSEED, SCIP_NlpiProblem::scip, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcreateRandom(), SCIPdebugMsg, SCIPfreeBlockMemoryArray, SCIPisFinite, SCIPnlpiOracleEvalConstraintValue(), SCIPnlpiOracleEvalJacobian(), SCIPnlpiOracleEvalObjectiveGradient(), SCIPnlpiOracleEvalObjectiveValue(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIPrandomGetReal(), setupStart(), TRUE, SCIP_NlpiProblem::varssize, and x.

Referenced by SCIP_DECL_NLPISOLVE(), and setupStart().

invalidateSolution()

static void invalidateSolution ( SCIP_NLPIPROBLEM *  problem )

static

sets the solstat and termstat to unknown and other, resp.

Parameters

problem

data structure of problem

Definition at line 735 of file nlpi_filtersqp.c.

References NULL, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_OTHER, SCIP_NlpiProblem::solstat, and SCIP_NlpiProblem::termstat.

Referenced by SCIP_DECL_NLPIADDCONSTRAINTS(), SCIP_DECL_NLPIADDVARS(), SCIP_DECL_NLPICHGCONSSIDES(), SCIP_DECL_NLPICHGEXPR(), SCIP_DECL_NLPICHGLINEARCOEFS(), SCIP_DECL_NLPICHGOBJCONSTANT(), SCIP_DECL_NLPICHGVARBOUNDS(), SCIP_DECL_NLPICREATEPROBLEM(), SCIP_DECL_NLPIDELCONSSET(), SCIP_DECL_NLPIDELVARSET(), and SCIP_DECL_NLPISETOBJECTIVE().

handleNlpParam()

static SCIP_RETCODE handleNlpParam ( SCIP *  scip, SCIP_NLPIPROBLEM *  nlpiproblem, const SCIP_NLPPARAM  param  )

static

store NLP solve parameters in nlpiproblem

Parameters

scip	SCIP data structure
nlpiproblem	NLP
param	solve parameters

Definition at line 747 of file nlpi_filtersqp.c.

References SCIP_NlpParam::fastfail, SCIP_NlpiProblem::fmin, SCIP_NlpParam::lobjlimit, SCIP_NlpiProblem::maxtime, NULL, SCIP_OKAY, SCIPdebugMsg, and SCIP_NlpParam::timelimit.

Referenced by SCIP_DECL_NLPISOLVE().

processSolveOutcome()

static SCIP_RETCODE processSolveOutcome ( SCIP_NLPIDATA *  nlpidata, SCIP_NLPIPROBLEM *  problem, fint  ifail, SCIP_Real  feastol, SCIP_Real  opttol, real *  x, real *  lam  )

static

processes results from FilterSQP call

Parameters

nlpidata	NLPI data
problem	NLPI problem
ifail	fail flag from FilterSQP call
feastol	feasibility tolerance
opttol	optimality tolerance
x	primal solution values from FilterSQP call, or NULL if stopped before filtersqp got called
lam	dual solution values from FilterSQP call, or NULL if stopped before filtersqp got called

Definition at line 770 of file nlpi_filtersqp.c.

References SCIP_NlpiProblem::consdualvalues, SCIP_NlpiProblem::conssize, FALSE, SCIP_NlpiProblem::fmin, MAX, SCIP_NlpiProblem::maxtime, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::primalvalues, SCIP_NlpiProblem::rstat, SCIP_NlpiProblem::scip, SCIP_CALL, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPSOLSTAT_UNBOUNDED, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERROR, SCIP_NLPTERMSTAT_INTERRUPT, SCIP_NLPTERMSTAT_ITERLIMIT, SCIP_NLPTERMSTAT_LOBJLIMIT, SCIP_NLPTERMSTAT_NUMERICERROR, SCIP_NLPTERMSTAT_OKAY, SCIP_NLPTERMSTAT_OTHER, SCIP_NLPTERMSTAT_OUTOFMEMORY, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_OKAY, SCIP_REAL_MIN, SCIPallocBlockMemoryArray, SCIPisSolveInterrupted(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIP_NlpiProblem::solstat, SCIP_NlpiProblem::solvetime, SCIP_NlpiProblem::termstat, timeelapsed(), TRUE, SCIP_NlpiProblem::varlbdualvalues, SCIP_NlpiProblem::varssize, SCIP_NlpiProblem::varubdualvalues, SCIP_NlpiProblem::warmstart, and x.

Referenced by SCIP_DECL_NLPISOLVE().

SCIP_DECL_NLPICOPY()

static SCIP_DECL_NLPICOPY ( nlpiCopyFilterSQP  )

static

copy method of NLP interface (called when SCIP copies plugins)

Definition at line 925 of file nlpi_filtersqp.c.

References SCIP_CALL, SCIP_OKAY, and SCIPincludeNlpSolverFilterSQP().

SCIP_DECL_NLPIFREE()

static SCIP_DECL_NLPIFREE ( nlpiFreeFilterSQP  )

static

destructor of NLP interface to free nlpi data

Definition at line 934 of file nlpi_filtersqp.c.

References NULL, SCIP_OKAY, SCIPfreeBlockMemory, and SCIPfreeRandom().

SCIP_DECL_NLPICREATEPROBLEM()

static SCIP_DECL_NLPICREATEPROBLEM ( nlpiCreateProblemFilterSQP  )

static

creates a problem instance

Definition at line 953 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIP_REAL_MAX, SCIP_REAL_MIN, SCIPallocClearBlockMemory, SCIPnlpiOracleCreate(), and SCIPnlpiOracleSetProblemName().

SCIP_DECL_NLPIFREEPROBLEM()

static SCIP_DECL_NLPIFREEPROBLEM ( nlpiFreeProblemFilterSQP  )

static

free a problem instance

Definition at line 974 of file nlpi_filtersqp.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleFree().

SCIP_DECL_NLPIADDVARS()

static SCIP_DECL_NLPIADDVARS ( nlpiAddVarsFilterSQP  )

static

add variables

Definition at line 1012 of file nlpi_filtersqp.c.

References FALSE, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPfreeBlockMemoryArrayNull, SCIPnlpiOracleAddVars(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), and SCIPreallocBlockMemoryArray.

SCIP_DECL_NLPIADDCONSTRAINTS()

static SCIP_DECL_NLPIADDCONSTRAINTS ( nlpiAddConstraintsFilterSQP  )

static

add constraints

Definition at line 1111 of file nlpi_filtersqp.c.

References FALSE, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPcalcMemGrowSize(), SCIPfreeBlockMemoryArrayNull, SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleIsConstraintNonlinear(), and SCIPreallocBlockMemoryArray.

SCIP_DECL_NLPISETOBJECTIVE()

static SCIP_DECL_NLPISETOBJECTIVE ( nlpiSetObjectiveFilterSQP  )

static

sets or overwrites objective, a minimization problem is expected

Definition at line 1191 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleSetObjective().

SCIP_DECL_NLPICHGVARBOUNDS()

static SCIP_DECL_NLPICHGVARBOUNDS ( nlpiChgVarBoundsFilterSQP  )

static

change variable bounds

Definition at line 1212 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgVarBounds().

SCIP_DECL_NLPICHGCONSSIDES()

static SCIP_DECL_NLPICHGCONSSIDES ( nlpiChgConsSidesFilterSQP  )

static

change constraint bounds

Definition at line 1239 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleChgConsSides(), and SCIPnlpiOracleGetNVars().

SCIP_DECL_NLPIDELVARSET()

static SCIP_DECL_NLPIDELVARSET ( nlpiDelVarSetFilterSQP  )

static

delete a set of variables

Definition at line 1269 of file nlpi_filtersqp.c.

References FALSE, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleDelVarSet().

SCIP_DECL_NLPIDELCONSSET()

static SCIP_DECL_NLPIDELCONSSET ( nlpiDelConstraintSetFilterSQP  )

static

delete a set of constraints

Definition at line 1299 of file nlpi_filtersqp.c.

References FALSE, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleDelConsSet().

SCIP_DECL_NLPICHGLINEARCOEFS()

static SCIP_DECL_NLPICHGLINEARCOEFS ( nlpiChgLinearCoefsFilterSQP  )

static

changes (or adds) linear coefficients in a constraint or objective

Definition at line 1326 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleChgLinearCoefs().

SCIP_DECL_NLPICHGEXPR()

static SCIP_DECL_NLPICHGEXPR ( nlpiChgExprFilterSQP  )

static

replaces the expression of a constraint or objective

Definition at line 1350 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleChgExpr().

SCIP_DECL_NLPICHGOBJCONSTANT()

static SCIP_DECL_NLPICHGOBJCONSTANT ( nlpiChgObjConstantFilterSQP  )

static

change the constant offset in the objective

Definition at line 1376 of file nlpi_filtersqp.c.

References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgObjConstant().

SCIP_DECL_NLPISETINITIALGUESS()

static SCIP_DECL_NLPISETINITIALGUESS ( nlpiSetInitialGuessFilterSQP  )

static

sets initial guess for primal variables

Definition at line 1391 of file nlpi_filtersqp.c.

References BMScopyMemoryArray, NULL, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPfreeBlockMemoryArrayNull, and SCIPnlpiOracleGetNVars().

SCIP_DECL_NLPISOLVE()

static SCIP_DECL_NLPISOLVE ( nlpiSolveFilterSQP  )

static

tries to solve NLP

Definition at line 1416 of file nlpi_filtersqp.c.

References BMSclearMemoryArray, BMScopyMemoryArray, BMSreallocBlockMemoryArray, eps, F77_FUNC(), FALSE, gettime(), handleNlpParam(), MAX, MAX3, MAXNRUNS, MIN, MINEPS, NULL, OPTTOLFACTOR, processSolveOutcome(), SCIP_Bool, SCIP_CALL, SCIP_NLPPARAM_PRINT, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemoryArray, SCIPallocClearBlockMemoryArray, SCIPblkmem(), SCIPcalcMemGrowSize(), SCIPdebugMsg, SCIPensureBlockMemoryArray, SCIPinfinity(), SCIPinfoMessage(), SCIPisSolveInterrupted(), SCIPnlpiGetData(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIPnlpiOracleIsConstraintNonlinear(), SCIPnlpiOracleResetEvalTime(), setupGradients(), setupHessian(), setupStart(), timelimitreached(), and WORKSPACEGROWTHFACTOR.

SCIP_DECL_NLPIGETSOLSTAT()

static SCIP_DECL_NLPIGETSOLSTAT ( nlpiGetSolstatFilterSQP  )

static

gives solution status

Definition at line 1718 of file nlpi_filtersqp.c.

References NULL.

SCIP_DECL_NLPIGETTERMSTAT()

static SCIP_DECL_NLPIGETTERMSTAT ( nlpiGetTermstatFilterSQP  )

static

gives termination reason

Definition at line 1727 of file nlpi_filtersqp.c.

References NULL.

SCIP_DECL_NLPIGETSOLUTION()

static SCIP_DECL_NLPIGETSOLUTION ( nlpiGetSolutionFilterSQP  )

static

gives primal and dual solution values

Definition at line 1736 of file nlpi_filtersqp.c.

References NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, and SCIPnlpiOracleEvalObjectiveValue().

SCIP_DECL_NLPIGETSTATISTICS()

static SCIP_DECL_NLPIGETSTATISTICS ( nlpiGetStatisticsFilterSQP  )

static

gives solve statistics

Definition at line 1784 of file nlpi_filtersqp.c.

References NULL, SCIP_OKAY, and SCIPnlpiOracleGetEvalTime().

Variable Documentation

phl

fint phl

Definition at line 237 of file nlpi_filtersqp.c.

phr

fint phr

Definition at line 237 of file nlpi_filtersqp.c.

phc

fint phc

Definition at line 237 of file nlpi_filtersqp.c.

ubd

real ubd

Definition at line 244 of file nlpi_filtersqp.c.

tt

real tt

Definition at line 244 of file nlpi_filtersqp.c.

infty

real infty

Definition at line 250 of file nlpi_filtersqp.c.

eps

real eps

Definition at line 250 of file nlpi_filtersqp.c.

Referenced by checkRedundancySide(), createSubproblem(), ObjPricerVRP::find_shortest_tour(), SCIP_DECL_NLPISOLVE(), SCIPbanditCreateEpsgreedy(), SCIPbranchGetScore(), SCIPcalcMachineEpsilon(), SCIPcalcRootNewton(), SCIPcomputeGap(), SCIPcreateBanditEpsgreedy(), SCIPhistoryUpdatePseudocost(), SCIPintervalAreDisjointEps(), SCIPintervalIntersectEps(), SCIPlpGetNUnfixedCols(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiIsPrimalFeasible(), SCIPlpiSolveDual(), SCIProwGetLPEfficacy(), SCIProwGetNLPEfficacy(), SCIProwGetRelaxEfficacy(), SCIProwGetSolEfficacy(), SCIPsetEpsilonEpsgreedy(), strongbranch(), tightenDualproof(), and varProcessChgBranchFactor().

n_bqpd_calls

fint n_bqpd_calls

Definition at line 257 of file nlpi_filtersqp.c.

n_bqpd_prfint

fint n_bqpd_prfint

Definition at line 257 of file nlpi_filtersqp.c.

scale_mode

fint scale_mode

Definition at line 266 of file nlpi_filtersqp.c.

phe

fint phe

Definition at line 266 of file nlpi_filtersqp.c.