probdata_scflp.c

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/*                  This file is part of the program and library             */
/*         SCIP --- Solving Constraint Integer Programs                      */
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/*  Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB)                      */
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/**@file   probdata_scflp.c
 * @brief  Problem data for Stochastic Capacitated Facility Location problem
 * @author Stephen J. Maher
 *
 * This file handles the main problem data used in that project. For more details see \ref SCFLP_PROBLEMDATA page.
 *
 * @page SCFLP_SOLVEPROB Solving the deterministic equivalent
 *
 * The probdata_scflp.c is used to store the global problem data and build the monolithic MIP and decomposed problems.
 * First, the structure of the problem data is describe. This is followed by a description of how to solve the problem
 * directly using SCIP or using Benders' decomposition.
 *
 * @section SCFLP_PROBLEMDATA The global problem data
 *
 * The problem data is accessible in all plugins. The function SCIPgetProbData() returns the pointer to that structure.
 * We use this data structure to store all the information of the SCFLP. Since this structure is not visible in the
 * other plugins, we implemented setter and getter functions to access this data. The problem data structure
 * SCIP_ProbData is shown below.
 *
 * \code
 *  ** @brief Problem data which is accessible in all places
 *  *
 *  *   This problem data is used to store the input of the cap instance, all variables which are created, and all
 *  *   constraints. In addition, the probdata stores the data structures for the decomposed problem. This permits the
 *  *   use of Benders' decomposition to solve the stochastic program.
 *  *
 * struct SCIP_ProbData
 * {
 *    SCIP**                subproblems;        **< the Benders' decomposition subproblems * SCIP_VAR**
 *    SCIP_VAR**            facilityvars;       **< all variables representing facilities *
 *    SCIP_VAR***           subfacilityvars;    **< duplicates of the facility variables in the subproblems *
 *    SCIP_VAR****          customervars;       **< all variables representing the satisfaction of demand per scenario *
 *    SCIP_CONS***          capconss;           **< capacity constraints per facility per scenario *
 *    SCIP_CONS***          demandconss;        **< demand constraints per customer per scenario *
 *    SCIP_CONS*            sufficientcap;      **< ensuring sufficient capacity is provided to satisfy demand (relatively complete recourse) *
 *    SCIP_Real**           costs;              **< the transportation costs to a customer from a facility *
 *    SCIP_Real**           demands;            **< the customer demands per scenario *
 *    SCIP_Real*            capacity;           **< the capacity of each facility *
 *    SCIP_Real*            fixedcost;          **< the fixed cost of opening each facility *
 *    int                   ncustomers;         **< the number of customers *
 *    int                   nfacilities;        **< the number of facilities *
 *    int                   nscenarios;         **< the number of scenarios *
 *    SCIP_Bool             usebenders;         **< whether Benders' decomposition is used *
 * };
 * \endcode
 *
 * The function SCIPprobdataCreate() manages the creation of the SCFLP instance in SCIP. There are two types of
 * formulations that can be produced in this example. The first is the monolithic deterministic equivalent. The second
 * is the reformulated problem that decomposes the stochastic problem by scenarios. This alternative formulations is
 * solved using Benders' decomposition. Depending on the solution method, some members of SCIP_ProbData will be unused.
 * For example, subproblems and subfacilityvars are only used when Benders' decomposition is applied to solve the SCFLP.
 *
 * The probdata_scflp.c also provide interface methods to the global problem data. A list of all interface methods can be
 * found in probdata_scflp.h.
 *
 * @section SCFLP_DETEQUIV Directly solving the deterministic equivalent using SCIP
 *
 * Within probdata_scflp.c, both the monolithic determinstic equivalent or the decomposed problem can be built within
 * SCIP. The monolithic deterministic equivalent involve a since SCIP instances that is solved directly as a MIP. The
 * problem that is build in SCIP is given in \ref SCFLP_DETEQUIVMODEL.
 *
 * @section SCFLP_BENDERS Solving the SCFLP using Benders' decomposition
 *
 * The model that is used to build the decomposed problem is given in \ref SCFLP_BENDERSMODEL. In this example, the
 * default Benders' decomposition plugin is used to employ the Benders' decomposition framework, see
 * src/scip/benders_default.h. Before calling SCIPcreateBendersDefault() to invoke the Benders' decomposition framework,
 * the SCIP instances for the master problem and the subproblems must be created.
 *
 * The SCIP instance for the master problem includes only the first stage variables (the facility variables \f$x_{i}\f$)
 * and the first stage constraints. Note, the auxiliary variables are not added to the master problem by the user, nor
 * are any Benders' decomposition cuts.
 *
 * For each subproblem \f$s\f$, the SCIP instance is formulated with the second stage variables (the customer variables
 * \f$y^{s}_{ij}\f$) and the second stage constraints. Also, the first stage variables are created for each scenario.
 * These variables are copies of the master variables from the master SCIP instances and must be created by calling
 * SCIPcreateVarBasic() or SCIPcreateVar(). The master problem variable copies that are created in the subproblem SCIP
 * instances must have an objective coefficient of 0.0. This is inline with the classical application of Benders'
 * decomposition.
 *
 * IMPORTANT: the master variables that are created for the subproblem SCIP instances must have the same name as the
 * corresponding master variables in the master problem SCIP instance. This is because the mapping between the master
 * and subproblem variables relies on the variable names. This mapping is used for setting up the subproblems to
 * evaluate solutions from the master problem and generating Benders' cuts.
 *
 * Once the master and subproblem SCIP instances are created, the Benders' decomposition is invoked by calling the
 * interface function SCIPcreateBendersDefault(). The parameters for this function are a SCIP instance for the master
 * problem, an array of SCIP instances for the subproblems and the number of subproblems.
 *
 * The Benders' decomposition framework involves the use of constraint handlers within SCIP, src/scip/cons_benders.h and
 * src/scip/cons_benderslp.h. In order to solve the master problem by adding Benders' cuts, src/scip/cons_benders.h and
 * src/scip/cons_benderslp.h must be activated. This is done by setting the parameter "constraints/benders/active" and
 * "constraints/benderslp/active" to TRUE.
 *
 * NOTE: it is not necessary to activate src/scip/cons_benderslp.h. The purpose of this constraint handler is to
 * generate Benders' decomposition cut from solutions to the LP relaxation in the root node. These solutions are
 * fractional, since the enforcement priority of benderslp is higher than the integer constraint handler. The benderslp
 * constraint handler allows the user to employ the multi-phase algorithm of McDaniel and Devine (1977).
 *
 * McDaniel D, Devine M. A modified Benders’ partitioning algorithm for mixed integer programming. Management Science
 * 1977;24(2):312–9
 */
 
/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
 
#include <string.h>
 
#include "probdata_scflp.h"
 
#include "scip/scip.h"
#include "scip/scipdefplugins.h"
 
#define DEFAULT_SCALINGFACTOR    5000.0
 
/** @brief Problem data which is accessible in all places
 *
 * This problem data is used to store the input of the SCFLP, all variables which are created, and all constraints.
 */
struct SCIP_ProbData
{
   SCIP**                subproblems;        /**< the Benders' decomposition subproblems */
   SCIP_VAR**            facilityvars;       /**< all variables representing facilities */
   SCIP_VAR***           subfacilityvars;    /**< duplicates of the facility variables in the subproblems */
   SCIP_VAR****          customervars;       /**< all variables representing the satisfaction of demand per scenario */
   SCIP_CONS***          capconss;           /**< capacity constraints per facility per scenario */
   SCIP_CONS***          demandconss;        /**< demand constraints per customer per scenario */
   SCIP_CONS*            sufficientcap;      /**< ensuring sufficient capacity is provided to satisfy demand (relatively complete recourse) */
   SCIP_Real**           costs;              /**< the transportation costs to a customer from a facility */
   SCIP_Real**           demands;            /**< the customer demands per scenario */
   SCIP_Real*            capacity;           /**< the capacity of each facility */
   SCIP_Real*            fixedcost;          /**< the fixed cost of opening each facility */
   int                   ncustomers;         /**< the number of customers */
   int                   nfacilities;        /**< the number of facilities */
 
   /* probdata parameters */
   int                   nscenarios;         /**< the number of scenarios */
   SCIP_Bool             usebenders;         /**< whether Benders' decomposition is used */
   SCIP_Bool             quadcosts;          /**< should the problem be formulated with quadratic costs */
};
 
 
 
/**@name Local methods
 *
 * @{
 */
 
/** creates the original problem */
static
SCIP_RETCODE createOriginalproblem(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_VAR**            facilityvars,       /**< all variables representing facilities */
   SCIP_VAR****          customervars,       /**< all variables representing the satisfaction of demand */
   SCIP_CONS***          capconss,           /**< capacity constraints per facility */
   SCIP_CONS***          demandconss,        /**< demand constraints per customer */
   SCIP_CONS**           sufficientcap,      /**< ensuring sufficient capacity is provided to satisfy demand */
   SCIP_Real**           costs,              /**< the transportation costs from a facility to a customer */
   SCIP_Real**           demands,            /**< the customer demands */
   SCIP_Real*            capacity,           /**< the capacity of each facility */
   SCIP_Real*            fixedcost,          /**< the fixed cost of opening a facility */
   int                   ncustomers,         /**< the number of customers */
   int                   nfacilities,        /**< the number of facilities */
   int                   nscenarios,         /**< the number of scenarios */
   SCIP_Bool             quadcosts           /**< should the problem be formulated with quadratic costs */
   )
{
   SCIP_CONS* cons;
   SCIP_VAR* var;
   SCIP_VAR* sqrvar;
   SCIP_Real maxdemand;
   SCIP_Real coeff;
   SCIP_Real custcoeff;
   SCIP_Real one = 1.0;
   SCIP_Real minusone = -1.0;
   int i;
   int j;
   int k;
   char name[SCIP_MAXSTRLEN];
 
 
   assert(scip != NULL);
 
   /* adding the sufficient capacity constraints */
   maxdemand = 0;
   for( i = 0; i < nscenarios; i++)
   {
      SCIP_Real sumdemand = 0;
      for( j = 0; j < ncustomers; j++ )
         sumdemand += demands[j][i];
 
      if( sumdemand > maxdemand )
         maxdemand = sumdemand;
   }
 
   (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "sufficientcapacity");
   SCIP_CALL( SCIPcreateConsBasicLinear(scip, sufficientcap, name, 0, NULL, NULL, maxdemand, SCIPinfinity(scip)) );
 
   SCIP_CALL( SCIPaddCons(scip, (*sufficientcap)) );
 
   /* adds the capacity constraints to the scenario */
   for( i = 0; i < nfacilities; i++ )
   {
      for( j = 0; j < nscenarios; j++ )
      {
         (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "capacity_%d_%d", i, j);
         SCIP_CALL( SCIPcreateConsBasicLinear(scip, &cons, name, 0, NULL, NULL, -SCIPinfinity(scip), 0.0) );
 
         SCIP_CALL( SCIPaddCons(scip, cons) );
 
         capconss[i][j] = cons;
      }
   }
 
   /* adds the demand constraints to the scenario */
   for( i = 0; i < ncustomers; i++ )
   {
      for( j = 0; j < nscenarios; j++ )
      {
         (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "demand_%d_%d", i, j);
         SCIP_CALL( SCIPcreateConsBasicLinear(scip, &cons, name, 0, NULL, NULL, demands[i][j], SCIPinfinity(scip)) );
 
         SCIP_CALL( SCIPaddCons(scip, cons) );
 
         demandconss[i][j] = cons;
      }
   }
 
   for( i = 0; i < nfacilities; i++ )
   {
      (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "facility_%d", i);
      SCIP_CALL( SCIPcreateVarBasic(scip, &var, name, 0.0, 1.0, fixedcost[i], SCIP_VARTYPE_BINARY) );
 
      SCIP_CALL( SCIPaddVar(scip, var) );
 
      /* storing the variable in the facility variable list */
      facilityvars[i] = var;
 
      /* adding the variable to the capacity constraints */
      for( j = 0; j < nscenarios; j++ )
         SCIP_CALL( SCIPaddCoefLinear(scip, capconss[i][j], var, -capacity[i]) );
 
      /* adding the variable to the sufficient capacity constraints */
      SCIP_CALL( SCIPaddCoefLinear(scip, (*sufficientcap), var, capacity[i]) );
   }
 
   /* adding the customer variables to the scenario */
   for( i = 0; i < ncustomers; i++ )
   {
      for( j = 0; j < nfacilities; j++ )
      {
         for( k = 0; k < nscenarios; k++ )
         {
            custcoeff = costs[i][j]/(SCIP_Real)nscenarios;
 
            /* if the quadratic costs are used, then the customer coefficient is zero and the quadratic costs are scaled
             * by 10,000. */
            if( quadcosts )
            {
               coeff = custcoeff / DEFAULT_SCALINGFACTOR;
               custcoeff = 0.0;
            }
 
            (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "customer(%d,%d,%d)", i, j, k);
            SCIP_CALL( SCIPcreateVarBasic(scip, &var, name, 0.0, SCIPinfinity(scip), custcoeff,
                  SCIP_VARTYPE_CONTINUOUS) );
 
            SCIP_CALL( SCIPaddVar(scip, var) );
 
            /* storing the customer variable in the list */
            customervars[i][j][k] = var;
 
            if( costs[i][j] > 0 )
            {
               /* adding the variable to the capacity constraints */
               SCIP_CALL( SCIPaddCoefLinear(scip, capconss[j][k], customervars[i][j][k], 1.0) );
 
               /* adding the variable to the demand constraints */
               SCIP_CALL( SCIPaddCoefLinear(scip, demandconss[i][k], customervars[i][j][k], 1.0) );
 
               /* if the quadratic costs are used, then variables representing the square of the customer supply
                * must be added
                */
               if( quadcosts )
               {
                  (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "customersqr(%d,%d,%d)", i, j, k);
                  SCIP_CALL( SCIPcreateVarBasic(scip, &sqrvar, name, 0.0, SCIPinfinity(scip), coeff, SCIP_VARTYPE_CONTINUOUS) );
 
                  SCIP_CALL( SCIPaddVar(scip, sqrvar) );
 
                  /* add constraint var^2 <= sqrvar */
                  (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "customersqrcons(%d,%d,%d)", i, j, k);
                  SCIP_CALL( SCIPcreateConsQuadraticNonlinear(scip, &cons, name, 1, &sqrvar, &minusone, 1, &var, &var,
                        &one, -SCIPinfinity(scip), 0.0, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE) );
 
                  SCIP_CALL( SCIPaddCons(scip, cons) );
 
                  SCIP_CALL( SCIPreleaseCons(scip, &cons) );
                  SCIP_CALL( SCIPreleaseVar(scip, &sqrvar) );
               }
            }
         }
      }
   }
 
   return SCIP_OKAY;
}
 
/** creates the Benders' decomposition master problem */
static
SCIP_RETCODE createMasterproblem(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_VAR**            facilityvars,       /**< all variables representing facilities */
   SCIP_CONS**           sufficientcap,      /**< ensuring sufficient capacity is provided to satisfy demand */
   SCIP_Real*            capacity,           /**< the capacity of each facility */
   SCIP_Real*            fixedcost,          /**< the fixed cost of opening a facility */
   SCIP_Real**           demands,            /**< the customer demands */
   int                   ncustomers,         /**< the number of customers */
   int                   nfacilities,        /**< the number of facilities */
   int                   nscenarios          /**< the number of scenarios */
   )
{
   SCIP_VAR* var;
   SCIP_Real maxdemand;
   int i;
   int j;
   char name[SCIP_MAXSTRLEN];
   assert(scip != NULL);
 
   SCIPmessagePrintVerbInfo(SCIPgetMessagehdlr(scip), SCIPgetVerbLevel(scip), SCIP_VERBLEVEL_NORMAL,
      "Creating the master problem\n============\n");
 
   /* adding the sufficient capacity constraints */
   maxdemand = 0;
   for( i = 0; i < nscenarios; i++)
   {
      SCIP_Real sumdemand = 0;
      for( j = 0; j < ncustomers; j++ )
         sumdemand += demands[j][i];
 
      if( sumdemand > maxdemand )
         maxdemand = sumdemand;
   }
 
   (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "sufficientcapacity");
   SCIP_CALL( SCIPcreateConsBasicLinear(scip, sufficientcap, name, 0, NULL, NULL, maxdemand, SCIPinfinity(scip)) );
 
   SCIP_CALL( SCIPaddCons(scip, (*sufficientcap)) );
 
   /* adding the facility variables */
   for( i = 0; i < nfacilities; i++ )
   {
      (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "facility_%d", i);
      SCIP_CALL( SCIPcreateVarBasic(scip, &var, name, 0.0, 1.0, fixedcost[i], SCIP_VARTYPE_BINARY) );
 
      SCIP_CALL( SCIPaddVar(scip, var) );
 
      /* storing the variable in the facility variable list */
      facilityvars[i] = var;
 
      /* adding the variable to the sufficient capacity constraints */
      SCIP_CALL( SCIPaddCoefLinear(scip, (*sufficientcap), var, capacity[i]) );
   }
 
   SCIPmessagePrintVerbInfo(SCIPgetMessagehdlr(scip), SCIPgetVerbLevel(scip), SCIP_VERBLEVEL_NORMAL,
      "master problem has %d binary variables and 1 constraint\n\n", nfacilities);
 
   return SCIP_OKAY;
}
 
/** creates the scenario subproblems */
static
SCIP_RETCODE createSubproblems(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP**                subproblems,        /**< the Benders' decomposition subproblems */
   SCIP_VAR**            facilityvars,       /**< all variables representing facilities */
   SCIP_VAR***           subfacilityvars,    /**< the copies of the facility variables in the subproblems */
   SCIP_VAR****          customervars,       /**< all variables representing the satisfaction of demand */
   SCIP_CONS***          capconss,           /**< capacity constraints per facility */
   SCIP_CONS***          demandconss,        /**< demand constraints per customer */
   SCIP_Real**           costs,              /**< the transportation costs from a facility to a customer */
   SCIP_Real**           demands,            /**< the customer demands */
   SCIP_Real*            capacity,           /**< the capacity of each facility */
   SCIP_Real*            fixedcost,          /**< the fixed cost of opening a facility */
   int                   ncustomers,         /**< the number of customers */
   int                   nfacilities,        /**< the number of facilities */
   int                   nscenarios,         /**< the number of scenarios */
   SCIP_Bool             quadcosts           /**< should the problem be formulated with quadratic costs */
   )
{
   SCIP_CONS* cons;
   SCIP_VAR* var;
   SCIP_VAR* sqrvar;
   SCIP_Real coeff;
   SCIP_Real custcoeff;
   SCIP_Real one = 1.0;
   SCIP_Real minusone = -1.0;
   int i;
   int j;
   int k;
   char name[SCIP_MAXSTRLEN];
 
 
   assert(scip != NULL);
 
   SCIPmessagePrintVerbInfo(SCIPgetMessagehdlr(scip), SCIPgetVerbLevel(scip), SCIP_VERBLEVEL_NORMAL,
      "Creating the subproblems\n============\n");
 
   /* adds the capacity constraints to the scenario */
   for( i = 0; i < nfacilities; i++ )
   {
      for( j = 0; j < nscenarios; j++ )
      {
         (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "capacity_%d_%d", i, j);
         SCIP_CALL( SCIPcreateConsBasicLinear(subproblems[j], &cons, name, 0, NULL, NULL, -SCIPinfinity(subproblems[j]), 0.0) );
 
         SCIP_CALL( SCIPaddCons(subproblems[j], cons) );
 
         capconss[i][j] = cons;
      }
   }
 
   /* adds the demand constraints to the scenario */
   for( i = 0; i < ncustomers; i++ )
   {
      for( j = 0; j < nscenarios; j++ )
      {
         (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "demand_%d_%d", i, j);
         SCIP_CALL( SCIPcreateConsBasicLinear(subproblems[j], &cons, name, 0, NULL, NULL, demands[i][j], SCIPinfinity(subproblems[j])) );
 
         SCIP_CALL( SCIPaddCons(subproblems[j], cons) );
 
         demandconss[i][j] = cons;
      }
   }
 
   for( i = 0; i < nfacilities; i++ )
   {
      for( j = 0; j < nscenarios; j++ )
      {
         (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "facility_%d", i);
         SCIP_CALL( SCIPcreateVarBasic(subproblems[j], &var, name, 0.0, 1.0, 0.0, SCIP_VARTYPE_CONTINUOUS) );
 
         SCIP_CALL( SCIPaddVar(subproblems[j], var) );
 
         /* storing the variable in the facility variable list */
         subfacilityvars[i][j] = var;
 
         /* adding the variable to the capacity constraints */
         SCIP_CALL( SCIPaddCoefLinear(subproblems[j], capconss[i][j], subfacilityvars[i][j], -capacity[i]) );
      }
   }
 
   /* adding the customer variables to the scenario */
   for( i = 0; i < ncustomers; i++ )
   {
      for( j = 0; j < nfacilities; j++ )
      {
         for( k = 0; k < nscenarios; k++ )
         {
            custcoeff = costs[i][j]/(SCIP_Real)nscenarios;
 
            /* if the quadratic costs are used, then the customer coefficient is zero and the quadratic costs are scaled
             * by 10,000. */
            if( quadcosts )
            {
               coeff = custcoeff / 10000.0;
               custcoeff = 0.0;
            }
 
            (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "customer(%d,%d,%d)", i, j, k);
            SCIP_CALL( SCIPcreateVarBasic(subproblems[k], &var, name, 0.0, SCIPinfinity(subproblems[k]), custcoeff,
                  SCIP_VARTYPE_CONTINUOUS) );
 
            SCIP_CALL( SCIPaddVar(subproblems[k], var) );
 
            /* storing the customer variable in the list */
            customervars[i][j][k] = var;
 
            if( costs[i][j] > 0 )
            {
               /* adding the variable to the capacity constraints */
               SCIP_CALL( SCIPaddCoefLinear(subproblems[k], capconss[j][k], customervars[i][j][k], 1.0) );
 
               /* adding the variable to the demand constraints */
               SCIP_CALL( SCIPaddCoefLinear(subproblems[k], demandconss[i][k], customervars[i][j][k], 1.0) );
 
 
               /* if the quadratic costs are used, then variables representing the square of the customer supply
                * must be added
                */
               if( quadcosts )
               {
                  coeff = costs[i][j]/(SCIP_Real)nscenarios / DEFAULT_SCALINGFACTOR;
                  (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "customersqr(%d,%d,%d)", i, j, k);
                  SCIP_CALL( SCIPcreateVarBasic(subproblems[k], &sqrvar, name, 0.0, SCIPinfinity(subproblems[k]), coeff, SCIP_VARTYPE_CONTINUOUS) );
 
                  SCIP_CALL( SCIPaddVar(subproblems[k], sqrvar) );
 
                  /* add constraint var^2 <= sqrvar */
                  (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "customersqrcons(%d,%d,%d)", i, j, k);
                  SCIP_CALL( SCIPcreateConsQuadraticNonlinear(subproblems[k], &cons, name, 1, &sqrvar, &minusone, 1, &var, &var, &one, -SCIPinfinity(subproblems[k]), 0.0, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE) );
 
                  SCIP_CALL( SCIPaddCons(subproblems[k], cons) );
 
                  SCIP_CALL( SCIPreleaseCons(subproblems[k], &cons) );
                  SCIP_CALL( SCIPreleaseVar(subproblems[k], &sqrvar) );
               }
            }
         }
      }
   }
 
   SCIPmessagePrintVerbInfo(SCIPgetMessagehdlr(scip), SCIPgetVerbLevel(scip), SCIP_VERBLEVEL_NORMAL,
      "%d subproblems have been created.\neach subproblem has %d continuous variables and %d constraint\n\n",
      nscenarios, ncustomers*nfacilities + nfacilities, nfacilities + ncustomers);
 
   return SCIP_OKAY;
}
 
 
/** creates problem data */
static
SCIP_RETCODE probdataCreate(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_PROBDATA**       probdata,           /**< pointer to problem data */
   SCIP**                subproblems,        /**< the Benders' decomposition subproblems */
   SCIP_VAR**            facilityvars,       /**< all variables representing facilities */
   SCIP_VAR***           subfacilityvars,    /**< the copies of the facility variables in the subproblems */
   SCIP_VAR****          customervars,       /**< all variables representing the satisfaction of demand */
   SCIP_CONS***          capconss,           /**< capacity constraints per facility per scenario */
   SCIP_CONS***          demandconss,        /**< demand constraints per customer per scenario */
   SCIP_CONS*            sufficientcap,      /**< ensuring sufficient capacity is provided to satisfy demand */
   SCIP_Real**           costs,              /**< the transportation costs to a customer from a facility */
   SCIP_Real**           demands,            /**< the customer demands per scenario */
   SCIP_Real*            capacity,           /**< the capacity of each facility */
   SCIP_Real*            fixedcost,          /**< the fixed cost of opening a facility */
   int                   ncustomers,         /**< the number of customers */
   int                   nfacilities,        /**< the number of facilities */
   int                   nscenarios,         /**< the number of scenarios */
   SCIP_Bool             usebenders,         /**< whether Benders' decomposition is used */
   SCIP_Bool             quadcosts           /**< should the problem be formulated with quadratic costs */
   )
{
   int i;
   int j;
 
   assert(scip != NULL);
   assert(probdata != NULL);
 
   /* allocate memory */
   SCIP_CALL( SCIPallocBlockMemory(scip, probdata) );
 
   /* copying the subproblem information */
   if( usebenders )
   {
      SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->subproblems, subproblems, nscenarios) );
 
      SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->subfacilityvars, nfacilities) );
      for( i = 0; i < nfacilities; i++ )
         SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->subfacilityvars[i], subfacilityvars[i], nscenarios) );
   }
 
   /* copy variable arrays */
   SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->facilityvars, facilityvars, nfacilities) );
   SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->customervars, ncustomers) );
   for( i = 0; i < ncustomers; i++ )
   {
      SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->customervars[i], nfacilities) );
      for( j = 0; j < nfacilities; j++ )
         SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->customervars[i][j], customervars[i][j],
               nscenarios) );
   }
 
   /* duplicate the constraint arrays */
   SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->capconss, nfacilities) );
   for( i = 0; i < nfacilities; i++ )
      SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->capconss[i], capconss[i], nscenarios) );
 
   SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->demandconss, ncustomers) );
   for( i = 0; i < ncustomers; i++ )
      SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->demandconss[i], demandconss[i], nscenarios) );
 
   /* duplicate the data arrays */
   SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->demands, ncustomers) );
   for( i = 0; i < ncustomers; i++ )
      SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->demands[i], demands[i], nscenarios) );
 
   SCIP_CALL( SCIPallocBlockMemoryArray(scip, &(*probdata)->costs, ncustomers) );
   for( i = 0; i < ncustomers; i++ )
      SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->costs[i], costs[i], nfacilities) );
 
   SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->capacity, capacity, nfacilities) );
   SCIP_CALL( SCIPduplicateBlockMemoryArray(scip, &(*probdata)->fixedcost, fixedcost, nfacilities) );
 
   (*probdata)->sufficientcap = sufficientcap;
   (*probdata)->ncustomers = ncustomers;
   (*probdata)->nfacilities = nfacilities;
   (*probdata)->nscenarios = nscenarios;
   (*probdata)->usebenders = usebenders;
   (*probdata)->quadcosts = quadcosts;
 
   return SCIP_OKAY;
}
 
/** frees the memory of the given problem data */
static
SCIP_RETCODE probdataFree(
   SCIP*                 scip,               /**< SCIP data structure */
   SCIP_PROBDATA**       probdata            /**< pointer to problem data */
   )
{
   int i;
   int j;
   int k;
 
   assert(scip != NULL);
   assert(probdata != NULL);
 
#if 1
   /* release all variables */
   for( i = 0; i < (*probdata)->nfacilities; i++ )
      SCIP_CALL( SCIPreleaseVar(scip, &(*probdata)->facilityvars[i]) );
 
   for( i = 0; i < (*probdata)->nscenarios; i++ )
   {
      SCIP* varscip;
      if( (*probdata)->usebenders )
         varscip = (*probdata)->subproblems[i];
      else
         varscip = scip;
 
      for( j = 0; j < (*probdata)->nfacilities; j++ )
      {
         for( k = 0; k < (*probdata)->ncustomers; k++ )
            SCIP_CALL( SCIPreleaseVar(varscip, &(*probdata)->customervars[k][j][i]) );
      }
   }
 
   /* release all constraints */
   for( i = 0; i < (*probdata)->nscenarios; ++i )
   {
      SCIP* consscip;
      if( (*probdata)->usebenders )
         consscip = (*probdata)->subproblems[i];
      else
         consscip = scip;
 
      for( j = 0; j < (*probdata)->ncustomers; j++ )
         SCIP_CALL( SCIPreleaseCons(consscip, &(*probdata)->demandconss[j][i]) );
   }
 
   for( i = 0; i < (*probdata)->nscenarios; ++i )
   {
      SCIP* consscip;
      if( (*probdata)->usebenders )
         consscip = (*probdata)->subproblems[i];
      else
         consscip = scip;
 
      for( j = 0; j < (*probdata)->nfacilities; ++j )
         SCIP_CALL( SCIPreleaseCons(consscip, &(*probdata)->capconss[j][i]) );
   }
 
   SCIP_CALL( SCIPreleaseCons(scip, &(*probdata)->sufficientcap) );
#endif
 
   /* free memory of arrays */
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->fixedcost, (*probdata)->nfacilities);
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->capacity, (*probdata)->nfacilities);
 
   for( i = (*probdata)->ncustomers - 1; i >= 0; i-- )
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->costs[i], (*probdata)->nfacilities);
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->costs, (*probdata)->ncustomers);
 
   for( i = (*probdata)->ncustomers - 1; i >= 0; i-- )
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->demands[i], (*probdata)->nscenarios);
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->demands, (*probdata)->ncustomers);
 
   /* freeing the constraint memory arrays */
   for( i = (*probdata)->ncustomers - 1; i >= 0; i-- )
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->demandconss[i], (*probdata)->nscenarios);
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->demandconss, (*probdata)->ncustomers);
 
   for( i = (*probdata)->nfacilities - 1; i >= 0; i-- )
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->capconss[i], (*probdata)->nscenarios);
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->capconss, (*probdata)->nfacilities);
 
   /* freeing the variable memory arrays */
   for( i = (*probdata)->ncustomers - 1; i >= 0; i-- )
   {
      for( j = (*probdata)->nfacilities - 1; j >= 0; j-- )
         SCIPfreeBlockMemoryArray(scip, &(*probdata)->customervars[i][j], (*probdata)->nscenarios);
 
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->customervars[i], (*probdata)->nfacilities);
   }
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->customervars, (*probdata)->ncustomers);
 
   SCIPfreeBlockMemoryArray(scip, &(*probdata)->facilityvars, (*probdata)->nfacilities);
 
   /* freeing the subproblem information */
   if( (*probdata)->usebenders )
   {
      /* freeing the sub facility variables */
      for( i = 0; i < (*probdata)->nscenarios; i++ )
      {
         for( j = 0; j < (*probdata)->nfacilities; j++ )
            SCIP_CALL( SCIPreleaseVar((*probdata)->subproblems[i], &(*probdata)->subfacilityvars[j][i]) );
      }
 
      for( i = (*probdata)->nfacilities - 1; i >= 0; i-- )
         SCIPfreeBlockMemoryArray(scip, &(*probdata)->subfacilityvars[i], (*probdata)->nscenarios);
 
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->subfacilityvars, (*probdata)->nfacilities);
 
      for( i = (*probdata)->nscenarios - 1; i >= 0 ; i-- )
         SCIP_CALL( SCIPfree(&(*probdata)->subproblems[i]) );
      SCIPfreeBlockMemoryArray(scip, &(*probdata)->subproblems, (*probdata)->nscenarios);
   }
 
   /* free probdata */
   SCIPfreeBlockMemory(scip, probdata);
 
   return SCIP_OKAY;
}
 
/**@} */
 
/**@name Callback methods of problem data
 *
 * @{
 */
 
/** frees user data of original problem (called when the original problem is freed) */
static
SCIP_DECL_PROBDELORIG(probdelorigScflp)
{
   assert(scip != NULL);
   assert(probdata != NULL);
 
   SCIPdebugMsg(scip, "free original problem data\n");
 
   SCIP_CALL( probdataFree(scip, probdata) );
 
   return SCIP_OKAY;
}
 
/** creates user data of transformed problem by transforming the original user problem data
 *  (called after problem was transformed) */
static
SCIP_DECL_PROBTRANS(probtransScflp)
{
   SCIPdebugMsg(scip, "transforming problem data\n");
 
   return SCIP_OKAY;
}
 
/** frees user data of transformed problem (called when the transformed problem is freed) */
static
SCIP_DECL_PROBDELTRANS(probdeltransScflp)
{
   SCIPdebugMsg(scip, "free transformed problem data\n");
 
   return SCIP_OKAY;
}
 
/**@} */
 
 
/**@name Interface methods
 *
 * @{
 */
 
/** sets up the problem data */
SCIP_RETCODE SCIPprobdataCreate(
   SCIP*                 scip,               /**< SCIP data structure */
   const char*           probname,           /**< problem name */
   SCIP_Real**           costs,              /**< the transportation costs from a facility to a customer */
   SCIP_Real**           demands,            /**< the customer demands */
   SCIP_Real*            capacity,           /**< the capacity of each facility */
   SCIP_Real*            fixedcost,          /**< the fixed cost of opening a facility */
   int                   ncustomers,         /**< the number of customers */
   int                   nfacilities,        /**< the number of facilities */
   int                   nscenarios,         /**< the number of Benders' decomposition scenarios */
   SCIP_Bool             usebenders,         /**< whether Benders' decomposition is used */
   SCIP_Bool             quadcosts           /**< should the problem be formulated with quadratic costs */
   )
{
   SCIP** subproblems;
   SCIP_PROBDATA* probdata;
   SCIP_CONS*** demandconss;
   SCIP_CONS*** capconss;
   SCIP_CONS* sufficientcap;
   SCIP_VAR** facilityvars;
   SCIP_VAR*** subfacilityvars;
   SCIP_VAR**** customervars;
   int i;
   int j;
 
   assert(scip != NULL);
 
   /* create problem in SCIP and add non-NULL callbacks via setter functions */
   SCIP_CALL( SCIPcreateProbBasic(scip, probname) );
 
   SCIP_CALL( SCIPsetProbDelorig(scip, probdelorigScflp) );
   SCIP_CALL( SCIPsetProbTrans(scip, probtransScflp) );
   SCIP_CALL( SCIPsetProbDeltrans(scip, probdeltransScflp) );
 
   /* set objective sense */
   SCIP_CALL( SCIPsetObjsense(scip, SCIP_OBJSENSE_MINIMIZE) );
 
   SCIP_CALL( SCIPallocBufferArray(scip, &demandconss, ncustomers) );
   for( i = 0; i < ncustomers; i++ )
      SCIP_CALL( SCIPallocBufferArray(scip, &demandconss[i], nscenarios) );
   SCIP_CALL( SCIPallocBufferArray(scip, &capconss, nfacilities) );
   for( i = 0; i < nfacilities; i++ )
      SCIP_CALL( SCIPallocBufferArray(scip, &capconss[i], nscenarios) );
 
   SCIP_CALL( SCIPallocBufferArray(scip, &facilityvars, nfacilities) );
   SCIP_CALL( SCIPallocBufferArray(scip, &customervars, ncustomers) );
   for( i = 0; i < ncustomers; i++ )
   {
      SCIP_CALL( SCIPallocBufferArray(scip, &customervars[i], nfacilities) );
      for( j = 0; j < nfacilities; j++ )
         SCIP_CALL( SCIPallocBufferArray(scip, &customervars[i][j], nscenarios) );
   }
 
   sufficientcap = NULL;
 
   subproblems = NULL;
   subfacilityvars = NULL;
 
   /* if quadratic costs are used, then the costs are scaled by 10,000. The user must be informed about this scaling */
   if( quadcosts )
   {
      SCIPinfoMessage(scip, NULL, "The problem will be formulated with quadratic costs. "
         "The input costs will be scaled by %g\n\n", DEFAULT_SCALINGFACTOR);
   }
 
   if( usebenders )
   {
      char subprobname[SCIP_MAXSTRLEN];
 
      /* allocting the memory for the subproblem specific information */
      SCIP_CALL( SCIPallocBufferArray(scip, &subproblems, nscenarios) );
      SCIP_CALL( SCIPallocBufferArray(scip, &subfacilityvars, nfacilities) );
      for( i = 0; i < nfacilities; i++ )
         SCIP_CALL( SCIPallocBufferArray(scip, &subfacilityvars[i], nscenarios) );
 
      /* creating the subproblems */
      for( i = 0; i < nscenarios; i++ )
      {
         SCIP_CALL( SCIPcreate(&subproblems[i]) );
 
         /* include default SCIP plugins */
         SCIP_CALL( SCIPincludeDefaultPlugins(subproblems[i]) );
 
         (void) SCIPsnprintf(subprobname, SCIP_MAXSTRLEN, "sub_%s_%d", probname, i);
         SCIP_CALL( SCIPcreateProbBasic(subproblems[i], subprobname) );
      }
 
      /* creating the master problem */
      SCIP_CALL( createMasterproblem(scip, facilityvars, &sufficientcap, capacity, fixedcost, demands, ncustomers,
            nfacilities, nscenarios) );
      SCIP_CALL( createSubproblems(scip, subproblems, facilityvars, subfacilityvars, customervars, capconss,
            demandconss, costs, demands, capacity, fixedcost, ncustomers, nfacilities, nscenarios, quadcosts) );
 
      /* including the Benders' decomposition plugin */
      SCIP_CALL( SCIPcreateBendersDefault(scip, subproblems, nscenarios) );
 
      /* activating the Benders' decomposition constraint handlers */
      SCIP_CALL( SCIPsetBoolParam(scip, "constraints/benders/active", TRUE) );
      SCIP_CALL( SCIPsetBoolParam(scip, "constraints/benderslp/active", TRUE) );
 
      SCIP_CALL( SCIPsetIntParam(scip, "constraints/benders/maxprerounds", 1) );
      SCIP_CALL( SCIPsetIntParam(scip, "presolving/maxrounds", 1) );
   }
   else
   {
      /* creating the original problem */
      SCIP_CALL( createOriginalproblem(scip, facilityvars, customervars, capconss, demandconss, &sufficientcap, costs,
            demands, capacity, fixedcost, ncustomers, nfacilities, nscenarios, quadcosts) );
   }
 
   /* create problem data */
   SCIP_CALL( probdataCreate(scip, &probdata, subproblems, facilityvars, subfacilityvars, customervars, capconss,
         demandconss, sufficientcap, costs, demands, capacity, fixedcost, ncustomers, nfacilities, nscenarios,
         usebenders, quadcosts) );
 
   /* set user problem data */
   SCIP_CALL( SCIPsetProbData(scip, probdata) );
 
   /* free local buffer arrays */
   if( usebenders )
   {
      SCIPfreeBufferArray(scip, &subproblems);
 
      for( i = nfacilities - 1; i >= 0; i-- )
         SCIPfreeBufferArray(scip, &subfacilityvars[i]);
      SCIPfreeBufferArray(scip, &subfacilityvars);
   }
 
   for( i = ncustomers - 1; i >= 0; i-- )
   {
      for( j = nfacilities - 1; j >= 0; j-- )
         SCIPfreeBufferArray(scip, &customervars[i][j]);
      SCIPfreeBufferArray(scip, &customervars[i]);
   }
   SCIPfreeBufferArray(scip, &customervars);
   SCIPfreeBufferArray(scip, &facilityvars);
 
   for( i = nfacilities - 1; i >= 0; i-- )
      SCIPfreeBufferArray(scip, &capconss[i]);
   SCIPfreeBufferArray(scip, &capconss);
 
   for( i = ncustomers - 1; i >= 0; i-- )
      SCIPfreeBufferArray(scip, &demandconss[i]);
   SCIPfreeBufferArray(scip, &demandconss);
 
   return SCIP_OKAY;
}
 
/** returns the number of facilities */
int SCIPprobdataGetNFacilities(
   SCIP_PROBDATA*        probdata            /**< problem data */
   )
{
   assert(probdata != NULL);
 
   return probdata->nfacilities;
}
 
/** returns the number of customers  */
int SCIPprobdataGetNCustomers(
   SCIP_PROBDATA*        probdata            /**< problem data */
   )
{
   assert(probdata != NULL);
 
   return probdata->ncustomers;
}
 
/** returns the facility variables */
SCIP_VAR** SCIPprobdataGetFacilityVars(
   SCIP_PROBDATA*        probdata            /**< problem data */
   )
{
   assert(probdata != NULL);
 
   return probdata->facilityvars;
}
 
/**@} */