presol_qpkktref.c
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30 * This presolver tries to add the KKT conditions as additional (redundant) constraints to the (mixed-binary) quadratic
40 * We first check if the structure of the program is like (QP), see the documentation of the function
43 * If the problem is known to be bounded (all variables have finite lower and upper bounds), then we add the KKT
53 * where \f$\mu\f$ are the Lagrangian variables. Each of the complementarity constraints \f$\mu_i \cdot (Ax - b)_i = 0\f$
54 * is enforced via an SOS1 constraint for \f$\mu_i\f$ and an additional slack variable \f$s_i = (Ax - b)_i\f$.
68 * where \f$J = \{1,\dots, p\}\f$, \f$\mu\f$ and \f$\lambda\f$ are the Lagrangian variables, and \f$I_J\f$ is the
69 * submatrix of the \f$n\times n\f$ identity matrix with columns indexed by \f$J\f$. For the derivation of the KKT-like
79 * - we handle the bilinear term variables of the quadratic constraint like in the method presolveAddKKTQuadBilinearTerms()
80 * - we handle the linear term variables of the quadratic constraint like in the method presolveAddKKTQuadLinearTerms()
84 * we have a hashmap from each variable to the index of the dual constraint in the KKT conditions.
87/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
115#define PRESOL_PRIORITY -1 /**< priority of the presolver (>= 0: before, < 0: after constraint handlers);
117#define PRESOL_MAXROUNDS 0 /**< maximal number of presolving rounds the presolver participates in (-1: no
119#define PRESOL_TIMING SCIP_PRESOLTIMING_MEDIUM /* timing of the presolver (fast, medium, or exhaustive) */
130 SCIP_Bool updatequadbounded; /**< if TRUE then only apply the update to QPs with bounded variables; if
133 SCIP_Bool updatequadindef; /**< if TRUE then apply quadratic constraint update even if the quadratic
142/** for a linear constraint \f$a^T x \leq b\f$, create the complementarity constraint \f$\mu \cdot s = 0\f$, where
143 * \f$s = b - a^T x\f$ and \f$\mu\f$ is the dual variable associated to the constraint \f$a^T x \leq b\f$
189 SCIP_CALL( SCIPcreateVarBasic(scip, &slack, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
196 SCIP_CALL( SCIPcreateConsBasicLinear(scip, &KKTlincons, name, nvars, vars, vals, eqval, eqval) );
201 /* create SOS1 (complementarity) constraint involving dual variable of linear constraint and slack variable */
223 * - for an upper bound constraint \f$x_i \leq u_i\f$, create the complementarity constraint \f$\mu_i \cdot s_i = 0\f$,
224 * where \f$s_i = u_i - x_i\f$ and \f$\mu_i\f$ is the dual variable of the upper bound constraint
225 * - for a lower bound constraint \f$x_i \geq l_i\f$, create the complementarity constraint \f$\lambda_i \cdot w_i = 0\f$,
265 /* create complementarity constraint; if bound is nonzero, we additionally need to introduce a slack variable */
268 /* create SOS1 (complementarity) constraint involving dual variable of linear constraint and slack variable */
284 SCIP_CALL( SCIPcreateVarBasic(scip, &slack, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
297 /* create SOS1 (complementarity) constraint involving dual variable of linear constraint and slack variable */
319/** create the complementarity constraints of the KKT-like conditions associated to a binary variable \f$x_i\f$;
320 * these are \f$(1 - x_i) \cdot z_i = 0\f$ and \f$x_i \cdot (z_i - \lambda_i) = 0\f$, where \f$z_i\f$ and
348 SCIP_CALL( SCIPcreateVarBasic(scip, &slackbin1, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
381 SCIP_CALL( SCIPcreateVarBasic(scip, &slackbin2, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
418 * 4. create the complementarity constraint \f$\mu_i \cdot s_i = 0\f$, where \f$s_i = u_i - x_i\f$
419 * 5. create the complementarity constraint \f$\lambda_i \cdot w_i = 0\f$, where \f$w_i = x_i - l_i\f$
421 * 7. the treatment of binary variables needs special care see the documentation of createKKTComplementarityBinary()
423 * if variable exists in hasmap then the dual constraint associated to the variable has already been created and is returned
466 /* create dual variables corresponding to the bounds of the variables; binary variables have to be treated in a
470 /* create first dual variable associated to binary constraint; the domain of dualbin is [-inf,inf]; the objective
473 SCIP_CALL( SCIPcreateVarBasic(scip, &dualbin1, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
479 /* create second variable associated to binary constraint; the domain of dualbin2 is [-inf,inf]; the objective
482 SCIP_CALL( SCIPcreateVarBasic(scip, &dualbin2, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
493 SCIP_CALL( SCIPcreateVarBasic(scip, &duallb, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
503 SCIP_CALL( SCIPcreateVarBasic(scip, &dualub, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
521 /* add dual variables to dual constraints and create complementarity constraints; binary variables have to be
541 /* create complementarity constraint between slack variable of lower bound constraint and dual variable of
553 /* create complementarity constraint between slack variable of upper bound constraint and dual variable of
567 * 1. create the dual constraints (i.e., the two rows of \f$Q x + c + A^T \mu = 0\f$) associated to the variables of the
569 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of the
572 * 4. create the complementarity constraint \f$\mu_i \cdot (Ax - b)_i = 0\f$ associated to this linear constraint
576 * for step 4 see the documentation of the function createKKTComplementarityLinear() for further information.
627 SCIP_CALL( SCIPcreateVarBasic(scip, &duallin, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
631 /* create complementarity constraint between dual variable and slack variable of linear constraint */
632 SCIP_CALL( createKKTComplementarityLinear(scip, namepart, vars, vals, lhs, rhs, nvars, duallin, TRUE,
643 SCIP_CALL( SCIPcreateVarBasic(scip, &duallin, name, -SCIPinfinity(scip), SCIPinfinity(scip), 0.0,
650 SCIP_CALL( SCIPcreateVarBasic(scip, &duallin, name, 0.0, SCIPinfinity(scip), 0.0, SCIP_VARTYPE_CONTINUOUS) );
654 /* create complementarity constraint between dual variable and slack variable of linear constraint */
655 SCIP_CALL( createKKTComplementarityLinear(scip, namepart, vars, vals, lhs, rhs, nvars, duallin, FALSE,
671 SCIP_CALL( createKKTDualCons(scip, objcons, var, varhash, dualconss, ndualconss, &dualcons, naddconss) );
692/** handle linear constraints for quadratic constraint update, see the documentation of the function
742 /* remove linear constraints if lhs != rhs, since they are now redundant; their feasibility is already expressed
743 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
761/** handle knapsack constraints for quadratic constraint update, see the documentation of the function
829 /* remove knapsack constraints, since they are now redundant; their feasibility is already expressed
830 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
841/** handle set packing constraints for quadratic constraint update, see the documentation of the function
928 /* remove set packing constraints if lhs != rhs, since they are now redundant; their feasibility is already expressed
929 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
947/** handle varbound constraints for quadratic constraint update, see the documentation of the function
1016 /* remove varbound constraints if lhs != rhs, since they are now redundant; their feasibility is already expressed
1017 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
1035/** handle logicor constraints for quadratic constraint update, see the documentation of the function
1104 /* remove logicor constraints, since they are now redundant; their feasibility is already expressed
1105 * by s >= 0, where s is the new slack variable that we introduced for these linear constraints */
1118 * we apply the function presolveAddKKTLinearCons() to the aggregation constraint, see the documentation of this
1272 * 1. create the dual constraints (i.e., the two rows of \f$Q x + c + A^T \mu = 0\f$) associated to these variables, if not
1274 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of the two
1335 SCIP_CALL( createKKTDualCons(scip, objcons, bilvar1, varhash, dualconss, ndualconss, &dualcons, naddconss) );
1350 * 1. create the dual constraint (i.e., a row of \f$Q x + c + A^T \mu = 0\f$) associated to this variable, if not done
1352 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of this
1399 SCIP_CALL( createKKTDualCons(scip, objcons, quadvar, varhash, dualconss, ndualconss, &dualcons, naddconss) );
1413 * 1. create the dual constraint (i.e., a row of \f$Q x + c + A^T \mu = 0\f$) associated to this variable, if not done
1415 * 2. create the dual variables and the complementarity constraints for the lower and upper bound constraints of this
1418 * 4. add \f$c_i\f$ to the objective constraint \f$1/2 ( c^T x + b^T \mu) = t\f$, where t is the objective variable
1450 SCIPexprGetQuadraticData(quadexpr, NULL, &nlinexprs, &linexprs, &lincoefs, &nquadexprs, NULL, NULL, NULL);
1472 SCIP_CALL( createKKTDualCons(scip, objcons, var, varhash, dualconss, ndualconss, &dualcons, naddconss) );
1477 SCIP_CALL( SCIPchgLhsLinear(scip, dualcons, SCIPgetLhsLinear(scip, dualcons) - coef / scale) );
1478 SCIP_CALL( SCIPchgRhsLinear(scip, dualcons, SCIPgetRhsLinear(scip, dualcons) - coef / scale) );
1521/** checks for a given constraint whether it is the objective function of a (mixed-binary) quadratic program
1541 * 1. there is a single quadratic constraint that can be written as \f$x^T Q x + c^T x + d \leq z\f$
1543 * 3. all integer variables are binary if allowbinary = TRUE, or all variables are continuous if allowbinary = FALSE
1551 SCIP_Bool allowbinary, /**< if TRUE then allow binary variables in the problem, if FALSE then all
1596 /* desired structure: there exists only one variable with nonzero objective value; this is the objective variable 'z' */
1600 /* desired structure: all integer variables are binary; if the parameter 'allowbinary' is set to FALSE, then all
1612 if( ! SCIPisFeasEQ(scip, lhs, rhs) && ! SCIPisInfinity(scip, -lhs) && ! SCIPisInfinity(scip, rhs) )
1641 SCIPexprGetQuadraticData(quadexpr, &constant, &nlinexprs, &linexprs, &lincoefs, &nquadexprs, &nbilinexprs, NULL, NULL);
1661 * Here, -d is the objective shift. We define b to be the right hand side of the objective constraint.
1669 /* search for the objective variable 'objvar' in the linear term of quadratic constraint (it is already known that
1670 * at most one variable has a nonzero objective value); additionally, check the sign of the objective variable
1704 *scale = -coef; /* value by which we have to scale the quadratic constraint such that the objective variable
1713 *scale = coef; /* value by which we have to scale the quadratic constraint such that the objective variable
1762 /* not every optimal solution of the problem is a KKT point if the objective variable is bounded */
1868 SCIPdebugMsg(scip, "tries to add the KKT conditions for constraint <%s>\n", SCIPconsGetName(cons));
1879 /* desired structure: matrix associated to quadratic constraint is indefinite; otherwise, the problem usually can be
1885 if( !presoldata->updatequadindef && (curv == SCIP_EXPRCURV_CONVEX || curv == SCIP_EXPRCURV_CONCAVE) )
1887 SCIPdebugMsg(scip, "quadratic constraint update failed, since matrix associated to quadratic constraint <%s> is \
1899 SCIP_CALL( checkConsQuadraticProblem(scip, cons, expr, presoldata->addkktbinary, &objvar, &scale,
1957 SCIPdebugMsg(scip, "failed adding the KKT conditions, since not all variables of <%s> have finite bounds.\n",
1966 SCIP_CALL( SCIPhashmapCreate(&varhash, SCIPblkmem(scip), SCIPgetNVars(scip) + SCIPgetNFixedVars(scip)) );
1969 SCIP_CALL( SCIPallocBufferArray(scip, &dualconss, 2 * SCIPgetNVars(scip) + 2 * SCIPgetNFixedVars(scip)) ); /*lint !e647*/
1971 /* duplicate linconss for later use, since in the following, we create new linear constraints */
1978 SCIP_CALL( SCIPcreateConsBasicLinear(scip, &objcons, "objcons", 0, NULL, NULL, objrhs, objrhs) );
1991 SCIP_CALL( presolveAddKKTLinearConss(scip, objcons, savelinconss, nlinconss, varhash, dualconss, &ndualconss,
1996 SCIP_CALL( presolveAddKKTSetppcConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
1999 SCIP_CALL( presolveAddKKTKnapsackConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
2002 SCIP_CALL( presolveAddKKTVarboundConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
2005 SCIP_CALL( presolveAddKKTLogicorConss(scip, objcons, varhash, dualconss, &ndualconss, naddconss, ndelconss) );
2010 SCIP_CALL( presolveAddKKTAggregatedVars(scip, objcons, SCIPgetFixedVars(scip), SCIPgetNFixedVars(scip),
2015 SCIP_CALL( presolveAddKKTQuadBilinearTerms(scip, objcons, expr, varhash, scale, dualconss, &ndualconss,
2019 SCIP_CALL( presolveAddKKTQuadQuadraticTerms(scip, objcons, expr, varhash, scale, dualconss, &ndualconss,
2023 SCIP_CALL( presolveAddKKTQuadLinearTerms(scip, objcons, expr, varhash, objvar, scale, dualconss, &ndualconss,
2073 SCIP_CALL( SCIPincludePresolBasic(scip, &presol, PRESOL_NAME, PRESOL_DESC, PRESOL_PRIORITY, PRESOL_MAXROUNDS,
2087 "if TRUE then only apply the update to QPs with bounded variables; if the variables are not bounded then a "
2092 "if TRUE then apply quadratic constraint update even if the quadratic constraint matrix is known to be indefinite",
Constraint handler for knapsack constraints of the form , x binary and .
Constraint handler for linear constraints in their most general form, .
Constraint handler for logicor constraints (equivalent to set covering, but algorithms are suited fo...
constraint handler for nonlinear constraints specified by algebraic expressions
Constraint handler for the set partitioning / packing / covering constraints .
constraint handler for SOS type 1 constraints
Constraint handler for variable bound constraints .
SCIP_RETCODE SCIPcheckQuadraticNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *isquadratic)
Definition: cons_nonlinear.c:13879
int SCIPgetNVarsKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13803
SCIP_Real SCIPgetVbdcoefVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5570
int SCIPgetNVarsLogicor(SCIP *scip, SCIP_CONS *cons)
Definition: cons_logicor.c:5532
SCIP_Real SCIPgetRhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18479
SCIP_VAR ** SCIPgetVarsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18566
SCIP_RETCODE SCIPchgRhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real rhs)
Definition: cons_linear.c:18524
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: cons_linear.c:18207
SCIP_Real SCIPgetLhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18455
int SCIPgetNVarsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18542
SCIP_RETCODE SCIPaddVarSOS1(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real weight)
Definition: cons_sos1.c:10716
SCIP_Real * SCIPgetValsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18590
SCIP_RETCODE SCIPcreateConsBasicSOS1(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *weights)
Definition: cons_sos1.c:10700
SCIP_VAR * SCIPgetVbdvarVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5547
void SCIPgetLinvarMayIncreaseNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **var, SCIP_Real *coef)
Definition: cons_nonlinear.c:14282
SCIP_RETCODE SCIPcreateConsBasicLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs)
Definition: cons_linear.c:18055
SCIP_VAR ** SCIPgetVarsSetppc(SCIP *scip, SCIP_CONS *cons)
Definition: cons_setppc.c:9568
SCIP_EXPR * SCIPgetExprNonlinear(SCIP_CONS *cons)
Definition: cons_nonlinear.c:13781
SCIP_VAR * SCIPgetVarVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5524
SCIP_Longint * SCIPgetWeightsKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13849
SCIP_Longint SCIPgetCapacityKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13746
SCIP_Real SCIPgetLhsVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5478
SCIP_SETPPCTYPE SCIPgetTypeSetppc(SCIP *scip, SCIP_CONS *cons)
Definition: cons_setppc.c:9591
SCIP_VAR ** SCIPgetVarsLogicor(SCIP *scip, SCIP_CONS *cons)
Definition: cons_logicor.c:5555
SCIP_Real SCIPgetRhsVarbound(SCIP *scip, SCIP_CONS *cons)
Definition: cons_varbound.c:5501
SCIP_VAR ** SCIPgetVarsKnapsack(SCIP *scip, SCIP_CONS *cons)
Definition: cons_knapsack.c:13826
SCIP_RETCODE SCIPchgLhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real lhs)
Definition: cons_linear.c:18503
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 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_RETCODE SCIPincludePresolQPKKTref(SCIP *scip)
Definition: presol_qpkktref.c:2062
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 SCIPgetConsNVars(SCIP *scip, SCIP_CONS *cons, int *nvars, SCIP_Bool *success)
Definition: scip_cons.c:2622
SCIP_RETCODE SCIPgetConsVars(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **vars, int varssize, SCIP_Bool *success)
Definition: scip_cons.c:2578
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1174
void SCIPexprGetQuadraticBilinTerm(SCIP_EXPR *expr, int termidx, SCIP_EXPR **expr1, SCIP_EXPR **expr2, SCIP_Real *coef, int *pos2, SCIP_EXPR **prodexpr)
Definition: expr.c:4204
void SCIPexprGetQuadraticData(SCIP_EXPR *expr, SCIP_Real *constant, int *nlinexprs, SCIP_EXPR ***linexprs, SCIP_Real **lincoefs, int *nquadexprs, int *nbilinexprs, SCIP_Real **eigenvalues, SCIP_Real **eigenvectors)
Definition: expr.c:4119
SCIP_RETCODE SCIPcomputeExprQuadraticCurvature(SCIP *scip, SCIP_EXPR *expr, SCIP_EXPRCURV *curv, SCIP_HASHMAP *assumevarfixed, SCIP_Bool storeeigeninfo)
Definition: scip_expr.c:2586
void SCIPexprGetQuadraticQuadTerm(SCIP_EXPR *quadexpr, int termidx, SCIP_EXPR **expr, SCIP_Real *lincoef, SCIP_Real *sqrcoef, int *nadjbilin, int **adjbilin, SCIP_EXPR **sqrexpr)
Definition: expr.c:4164
#define SCIPduplicateBufferArray(scip, ptr, source, num)
Definition: scip_mem.h:132
void SCIPpresolSetData(SCIP_PRESOL *presol, SCIP_PRESOLDATA *presoldata)
Definition: presol.c:522
SCIP_RETCODE SCIPsetPresolFree(SCIP *scip, SCIP_PRESOL *presol, SCIP_DECL_PRESOLFREE((*presolfree)))
Definition: scip_presol.c:156
SCIP_RETCODE SCIPsetPresolCopy(SCIP *scip, SCIP_PRESOL *presol, SCIP_DECL_PRESOLCOPY((*presolcopy)))
Definition: scip_presol.c:140
SCIP_RETCODE SCIPincludePresolBasic(SCIP *scip, SCIP_PRESOL **presolptr, const char *name, const char *desc, int priority, int maxrounds, SCIP_PRESOLTIMING timing, SCIP_DECL_PRESOLEXEC((*presolexec)), SCIP_PRESOLDATA *presoldata)
Definition: scip_presol.c:105
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:832
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:780
SCIP_Bool SCIPisFeasNegative(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:869
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:806
SCIP_Bool SCIPisFeasPositive(SCIP *scip, SCIP_Real val)
Definition: scip_numerics.c:857
SCIP_RETCODE SCIPvarGetOrigvarSum(SCIP_VAR **var, SCIP_Real *scalar, SCIP_Real *constant)
Definition: var.c:12774
SCIP_Real SCIPvarGetNegationConstant(SCIP_VAR *var)
Definition: var.c:17915
SCIP_Real SCIPvarGetMultaggrConstant(SCIP_VAR *var)
Definition: var.c:17882
int SCIPvarGetNLocksUpType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3353
SCIP_RETCODE SCIPcreateVarBasic(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype)
Definition: scip_var.c:194
int SCIPvarGetNLocksDownType(SCIP_VAR *var, SCIP_LOCKTYPE locktype)
Definition: var.c:3295
SCIP_Real * SCIPvarGetMultaggrScalars(SCIP_VAR *var)
Definition: var.c:17870
memory allocation routines
Definition: objbenders.h:44
static SCIP_RETCODE createKKTComplementarityBinary(SCIP *scip, SCIP_VAR *var, SCIP_VAR *dualbin1, SCIP_VAR *dualbin2, int *naddconss)
Definition: presol_qpkktref.c:324
static SCIP_RETCODE presolveAddKKTKnapsackConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:765
static SCIP_RETCODE checkConsQuadraticProblem(SCIP *scip, SCIP_CONS *cons, SCIP_EXPR *quadexpr, SCIP_Bool allowbinary, SCIP_VAR **objvar, SCIP_Real *scale, SCIP_Real *objrhs, SCIP_Bool *isqp)
Definition: presol_qpkktref.c:1547
static SCIP_RETCODE createKKTComplementarityBounds(SCIP *scip, SCIP_VAR *var, SCIP_VAR *dualvar, SCIP_Bool takelb, int *naddconss)
Definition: presol_qpkktref.c:230
static SCIP_RETCODE presolveAddKKTQuadQuadraticTerms(SCIP *scip, SCIP_CONS *objcons, SCIP_EXPR *quadexpr, SCIP_HASHMAP *varhash, SCIP_Real scale, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1359
static SCIP_RETCODE presolveAddKKTAggregatedVars(SCIP *scip, SCIP_CONS *objcons, SCIP_VAR **agrvars, int nagrvars, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1122
static SCIP_RETCODE presolveAddKKTSetppcConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:845
static SCIP_RETCODE presolveAddKKTVarboundConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:951
static SCIP_DECL_PRESOLFREE(presolFreeQPKKTref)
Definition: presol_qpkktref.c:1806
static SCIP_DECL_PRESOLCOPY(presolCopyQPKKTref)
Definition: presol_qpkktref.c:1791
static SCIP_RETCODE presolveAddKKTQuadLinearTerms(SCIP *scip, SCIP_CONS *objcons, SCIP_EXPR *quadexpr, SCIP_HASHMAP *varhash, SCIP_VAR *objvar, SCIP_Real scale, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1423
static SCIP_RETCODE presolveAddKKTLinearConss(SCIP *scip, SCIP_CONS *objcons, SCIP_CONS **savelinconss, int nlinconss, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:696
static SCIP_RETCODE presolveAddKKTLogicorConss(SCIP *scip, SCIP_CONS *objcons, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss, int *ndelconss)
Definition: presol_qpkktref.c:1039
static SCIP_RETCODE createKKTDualCons(SCIP *scip, SCIP_CONS *objcons, SCIP_VAR *var, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, SCIP_CONS **dualcons, int *naddconss)
Definition: presol_qpkktref.c:426
static SCIP_RETCODE createKKTComplementarityLinear(SCIP *scip, const char *namepart, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars, SCIP_VAR *dualvar, SCIP_Bool takelhs, int *naddconss)
Definition: presol_qpkktref.c:146
static SCIP_RETCODE presolveAddKKTQuadBilinearTerms(SCIP *scip, SCIP_CONS *objcons, SCIP_EXPR *quadexpr, SCIP_HASHMAP *varhash, SCIP_Real scale, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:1281
static SCIP_DECL_PRESOLEXEC(presolExecQPKKTref)
Definition: presol_qpkktref.c:1823
static SCIP_RETCODE presolveAddKKTLinearCons(SCIP *scip, SCIP_CONS *objcons, const char *namepart, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars, SCIP_HASHMAP *varhash, SCIP_CONS **dualconss, int *ndualconss, int *naddconss)
Definition: presol_qpkktref.c:579
qpkktref presolver
public methods for managing constraints
public methods for message output
public data structures and miscellaneous methods
public methods for presolvers
public methods for problem variables
public methods for constraint handler plugins and constraints
public methods for memory management
public methods for message handling
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for presolving plugins
public methods for global and local (sub)problems
public methods for SCIP variables
Definition: struct_cons.h:47
Definition: struct_cons.h:127
Definition: struct_expr.h:106
Definition: struct_misc.h:138
Definition: struct_presol.h:47
Definition: struct_var.h:208
Definition: struct_scip.h:70