Detailed Description

optimization-based bound tightening propagator

Author: Stefan Weltge; Benjamin Mueller

Definition in file prop_obbt.c.

#include <assert.h>
#include <string.h>
#include "scip/cons_indicator.h"
#include "scip/cons_linear.h"
#include "scip/cons_nonlinear.h"
#include "scip/nlhdlr_bilinear.h"
#include "scip/prop_genvbounds.h"
#include "scip/prop_obbt.h"
#include "scip/pub_cons.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/pub_nlp.h"
#include "scip/pub_prop.h"
#include "scip/pub_tree.h"
#include "scip/pub_var.h"
#include "scip/scip_cons.h"
#include "scip/scip_copy.h"
#include "scip/scip_cut.h"
#include "scip/scip_general.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_prob.h"
#include "scip/scip_probing.h"
#include "scip/scip_prop.h"
#include "scip/scip_randnumgen.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_tree.h"
#include "scip/scip_var.h"

Go to the source code of this file.

Data Structures
struct	Bound

struct	BilinBound

Macros
#define	PROP_NAME "obbt"

#define	PROP_DESC "optimization-based bound tightening propagator"

#define	PROP_TIMING SCIP_PROPTIMING_AFTERLPLOOP

#define	PROP_PRIORITY -1000000

#define	PROP_FREQ 0

#define	PROP_DELAY TRUE

#define	DEFAULT_CREATE_GENVBOUNDS TRUE

#define	DEFAULT_FILTERING_NORM TRUE

#define	DEFAULT_APPLY_FILTERROUNDS FALSE

#define	DEFAULT_APPLY_TRIVIALFITLERING TRUE

#define	DEFAULT_GENVBDSDURINGFILTER TRUE

#define	DEFAULT_DUALFEASTOL 1e-9

#define	DEFAULT_CONDITIONLIMIT -1.0

#define	DEFAULT_BOUNDSTREPS 0.001

#define	DEFAULT_FILTERING_MIN 2

#define	DEFAULT_ITLIMITFACTOR 10.0

#define	DEFAULT_MINITLIMIT 5000L

#define	DEFAULT_ONLYNONCONVEXVARS TRUE

#define	DEFAULT_INDICATORS FALSE

#define	DEFAULT_INDICATORTHRESHOLD 1e6

#define	DEFAULT_TIGHTINTBOUNDSPROBING TRUE

#define	DEFAULT_TIGHTCONTBOUNDSPROBING FALSE

#define	DEFAULT_ORDERINGALGO 1

#define	OBBT_SCOREBASE 5

#define	GENVBOUND_PROP_NAME "genvbounds"

#define	DEFAULT_SEPARATESOL FALSE

#define	DEFAULT_SEPAMINITER 0

#define	DEFAULT_SEPAMAXITER 10

#define	DEFAULT_GENVBDSDURINGSEPA TRUE

#define	DEFAULT_PROPAGATEFREQ 0

#define	DEFAULT_CREATE_BILININEQS TRUE

#define	DEFAULT_CREATE_LINCONS FALSE

#define	DEFAULT_ITLIMITFAC_BILININEQS 3.0

#define	DEFAULT_MINNONCONVEXITY 1e-1

#define	DEFAULT_RANDSEED 149

Typedefs
typedef struct Bound	BOUND

typedef enum Corner	CORNER

typedef struct BilinBound	BILINBOUND

Enumerations
enum	Corner { LEFTBOTTOM = 1 , RIGHTBOTTOM = 2 , RIGHTTOP = 4 , LEFTTOP = 8 , FILTERED = 15 }

Functions
static SCIP_RETCODE	solveLP (SCIP scip, int itlimit, SCIP_Bool error, SCIP_Bool *optimal)

static SCIP_RETCODE	addObjCutoff (SCIP scip, SCIP_PROPDATA propdata)

static SCIP_Bool	varIsFixedLocal (SCIP scip, SCIP_VAR var)

static SCIP_RETCODE	setObjProbing (SCIP scip, SCIP_PROPDATA propdata, BOUND *bound, SCIP_Real coef)

static SCIP_Bool	includeVarGenVBound (SCIP scip, SCIP_VAR var)

static int	getIterationsLeft (SCIP *scip, SCIP_Longint nolditerations, SCIP_Longint itlimit)

static SCIP_Real	getFilterCoef (SCIP scip, SCIP_PROPDATA propdata, SCIP_VAR *var, SCIP_BOUNDTYPE boundtype)

static SCIP_RETCODE	createGenVBound (SCIP scip, SCIP_PROPDATA propdata, BOUND bound, SCIP_Bool found)

static void	exchangeBounds (SCIP_PROPDATA *propdata, int i)

static void	getCorner (SCIP_VAR x, SCIP_VAR y, CORNER corner, SCIP_Real px, SCIP_Real py)

static void	getCorners (SCIP_VAR x, SCIP_VAR y, CORNER corner, SCIP_Real xs, SCIP_Real ys, SCIP_Real xt, SCIP_Real yt)

static SCIP_VAR *	bilinboundGetX (BILINBOUND *bilinbound)

static SCIP_VAR *	bilinboundGetY (BILINBOUND *bilinbound)

static int	bilinboundGetLocksNeg (BILINBOUND *bilinbound)

static int	bilinboundGetLocksPos (BILINBOUND *bilinbound)

static SCIP_Real	bilinboundGetScore (SCIP scip, SCIP_RANDNUMGEN randnumgen, BILINBOUND *bilinbound)

static SCIP_Bool	indicatorVarIsInteresting (SCIP scip, SCIP_VAR var, int nlcount, int nindcount, SCIP_Real threshold)

static SCIP_RETCODE	filterExistingLP (SCIP scip, SCIP_PROPDATA propdata, int nfiltered, BOUND currbound)

static SCIP_RETCODE	filterRound (SCIP scip, SCIP_PROPDATA propdata, int itlimit, int nfiltered, SCIP_Real objcoefs, int *objcoefsinds, int nobjcoefs)

static SCIP_RETCODE	filterBounds (SCIP scip, SCIP_PROPDATA propdata, SCIP_Longint itlimit)

static SCIP_RETCODE	applyBoundChgs (SCIP scip, SCIP_PROPDATA propdata, SCIP_RESULT *result)

static SCIP_RETCODE	tightenBoundProbing (SCIP scip, BOUND bound, SCIP_Real newval, SCIP_Bool *tightened)

static	SCIP_DECL_SORTPTRCOMP (compBoundsScore)

static	SCIP_DECL_SORTPTRCOMP (compBilinboundsScore)

static	SCIP_DECL_SORTPTRCOMP (compBoundsBoundtype)

static SCIP_RETCODE	sortBounds (SCIP scip, SCIP_PROPDATA propdata)

static SCIP_Real	evalBound (SCIP scip, BOUND bound)

static int	nextBound (SCIP scip, SCIP_PROPDATA propdata, SCIP_Bool convexphase)

static SCIP_RETCODE	applySeparation (SCIP scip, SCIP_PROPDATA propdata, BOUND currbound, SCIP_Longint nleftiterations, SCIP_Bool *success)

static SCIP_RETCODE	findNewBounds (SCIP scip, SCIP_PROPDATA propdata, SCIP_Longint *nleftiterations, SCIP_Bool convexphase)

static SCIP_RETCODE	applyObbt (SCIP scip, SCIP_PROPDATA propdata, SCIP_Longint itlimit, SCIP_RESULT *result)

static SCIP_RETCODE	solveBilinearLP (SCIP scip, SCIP_VAR x, SCIP_VAR y, SCIP_Real xs, SCIP_Real ys, SCIP_Real xt, SCIP_Real yt, SCIP_Real xcoef, SCIP_Real ycoef, SCIP_Real constant, SCIP_Longint iterlim, int *nnonzduals)

static SCIP_RETCODE	applyObbtBilinear (SCIP scip, SCIP_PROPDATA propdata, SCIP_Longint itlimit, SCIP_RESULT *result)

static unsigned int	getScore (SCIP scip, BOUND bound, int nlcount, int nindcount, int maxnlcount, SCIP_Real smallub)

static SCIP_RETCODE	getNLPVarsNonConvexity (SCIP scip, unsigned int nccounts)

static SCIP_RETCODE	getNVarsIndicators (SCIP scip, int nindcount)

static SCIP_Bool	varIsInteresting (SCIP scip, SCIP_VAR var, int nlcount, int nindcount)

static SCIP_RETCODE	initBounds (SCIP scip, SCIP_PROPDATA propdata)

static	SCIP_DECL_PROPCOPY (propCopyObbt)

static	SCIP_DECL_PROPINITSOL (propInitsolObbt)

static	SCIP_DECL_PROPEXEC (propExecObbt)

static	SCIP_DECL_PROPRESPROP (propRespropObbt)

static	SCIP_DECL_PROPEXITSOL (propExitsolObbt)

static	SCIP_DECL_PROPFREE (propFreeObbt)

SCIP_RETCODE	SCIPincludePropObbt (SCIP *scip)

Macro Definition Documentation

◆ PROP_NAME

#define PROP_NAME "obbt"

Definition at line 83 of file prop_obbt.c.

◆ PROP_DESC

#define PROP_DESC "optimization-based bound tightening propagator"

Definition at line 84 of file prop_obbt.c.

◆ PROP_TIMING

#define PROP_TIMING SCIP_PROPTIMING_AFTERLPLOOP

Definition at line 85 of file prop_obbt.c.

◆ PROP_PRIORITY

#define PROP_PRIORITY -1000000

propagator priority

Definition at line 86 of file prop_obbt.c.

◆ PROP_FREQ

#define PROP_FREQ 0

propagator frequency

Definition at line 87 of file prop_obbt.c.

◆ PROP_DELAY

#define PROP_DELAY TRUE

should propagation method be delayed, if other propagators found reductions?

Definition at line 89 of file prop_obbt.c.

◆ DEFAULT_CREATE_GENVBOUNDS

#define DEFAULT_CREATE_GENVBOUNDS TRUE

should obbt try to provide genvbounds if possible?

Definition at line 91 of file prop_obbt.c.

◆ DEFAULT_FILTERING_NORM

#define DEFAULT_FILTERING_NORM TRUE

should coefficients in filtering be normalized w.r.t. the domains sizes?

Definition at line 93 of file prop_obbt.c.

◆ DEFAULT_APPLY_FILTERROUNDS

#define DEFAULT_APPLY_FILTERROUNDS FALSE

try to filter bounds in so-called filter rounds by solving auxiliary LPs?

Definition at line 95 of file prop_obbt.c.

◆ DEFAULT_APPLY_TRIVIALFITLERING

#define DEFAULT_APPLY_TRIVIALFITLERING TRUE

should obbt try to use the LP solution to filter some bounds?

Definition at line 96 of file prop_obbt.c.

◆ DEFAULT_GENVBDSDURINGFILTER

#define DEFAULT_GENVBDSDURINGFILTER TRUE

try to genrate genvbounds during trivial and aggressive filtering?

Definition at line 97 of file prop_obbt.c.

◆ DEFAULT_DUALFEASTOL

#define DEFAULT_DUALFEASTOL 1e-9

feasibility tolerance for reduced costs used in obbt; this value is used if SCIP's dual feastol is greater

Definition at line 99 of file prop_obbt.c.

◆ DEFAULT_CONDITIONLIMIT

#define DEFAULT_CONDITIONLIMIT -1.0

maximum condition limit used in LP solver (-1.0: no limit)

Definition at line 100 of file prop_obbt.c.

◆ DEFAULT_BOUNDSTREPS

#define DEFAULT_BOUNDSTREPS 0.001

minimal relative improve for strengthening bounds

Definition at line 101 of file prop_obbt.c.

◆ DEFAULT_FILTERING_MIN

#define DEFAULT_FILTERING_MIN 2

minimal number of filtered bounds to apply another filter round

Definition at line 103 of file prop_obbt.c.

◆ DEFAULT_ITLIMITFACTOR

#define DEFAULT_ITLIMITFACTOR 10.0

multiple of root node LP iterations used as total LP iteration limit for obbt (<= 0: no limit )

Definition at line 105 of file prop_obbt.c.

◆ DEFAULT_MINITLIMIT

#define DEFAULT_MINITLIMIT 5000L

minimum LP iteration limit

Definition at line 106 of file prop_obbt.c.

◆ DEFAULT_ONLYNONCONVEXVARS

#define DEFAULT_ONLYNONCONVEXVARS TRUE

only apply obbt on non-convex variables

Definition at line 107 of file prop_obbt.c.

◆ DEFAULT_INDICATORS

#define DEFAULT_INDICATORS FALSE

apply obbt on variables of indicator constraints? (independent of convexity)

Definition at line 108 of file prop_obbt.c.

◆ DEFAULT_INDICATORTHRESHOLD

#define DEFAULT_INDICATORTHRESHOLD 1e6

variables of indicator constraints with smaller upper bound are not considered and upper bound is tightened only if new bound is smaller

Definition at line 110 of file prop_obbt.c.

◆ DEFAULT_TIGHTINTBOUNDSPROBING

#define DEFAULT_TIGHTINTBOUNDSPROBING TRUE

should bounds of integral variables be tightened during the probing mode?

Definition at line 112 of file prop_obbt.c.

◆ DEFAULT_TIGHTCONTBOUNDSPROBING

#define DEFAULT_TIGHTCONTBOUNDSPROBING FALSE

should bounds of continuous variables be tightened during the probing mode?

Definition at line 114 of file prop_obbt.c.

◆ DEFAULT_ORDERINGALGO

#define DEFAULT_ORDERINGALGO 1

which type of ordering algorithm should we use? (0: no, 1: greedy, 2: greedy reverse)

Definition at line 116 of file prop_obbt.c.

◆ OBBT_SCOREBASE

#define OBBT_SCOREBASE 5

base that is used to calculate a bounds score value

Definition at line 117 of file prop_obbt.c.

◆ GENVBOUND_PROP_NAME

#define GENVBOUND_PROP_NAME "genvbounds"

Definition at line 118 of file prop_obbt.c.

◆ DEFAULT_SEPARATESOL

#define DEFAULT_SEPARATESOL FALSE

should the obbt LP solution be separated? note that that by separating solution OBBT will apply all bound tightenings immediatly

Definition at line 122 of file prop_obbt.c.

◆ DEFAULT_SEPAMINITER

#define DEFAULT_SEPAMINITER 0

minimum number of iteration spend to separate an obbt LP solution

Definition at line 123 of file prop_obbt.c.

◆ DEFAULT_SEPAMAXITER

#define DEFAULT_SEPAMAXITER 10

maximum number of iteration spend to separate an obbt LP solution

Definition at line 124 of file prop_obbt.c.

◆ DEFAULT_GENVBDSDURINGSEPA

#define DEFAULT_GENVBDSDURINGSEPA TRUE

try to create genvbounds during separation process?

Definition at line 125 of file prop_obbt.c.

◆ DEFAULT_PROPAGATEFREQ

#define DEFAULT_PROPAGATEFREQ 0

trigger a propagation round after that many bound tightenings (0: no propagation)

Definition at line 127 of file prop_obbt.c.

◆ DEFAULT_CREATE_BILININEQS

#define DEFAULT_CREATE_BILININEQS TRUE

solve auxiliary LPs in order to find valid inequalities for bilinear terms?

Definition at line 128 of file prop_obbt.c.

◆ DEFAULT_CREATE_LINCONS

#define DEFAULT_CREATE_LINCONS FALSE

create linear constraints from inequalities for bilinear terms?

Definition at line 129 of file prop_obbt.c.

◆ DEFAULT_ITLIMITFAC_BILININEQS

#define DEFAULT_ITLIMITFAC_BILININEQS 3.0

multiple of OBBT LP limit used as total LP iteration limit for solving bilinear inequality LPs (< 0 for no limit)

Definition at line 130 of file prop_obbt.c.

◆ DEFAULT_MINNONCONVEXITY

#define DEFAULT_MINNONCONVEXITY 1e-1

minimum nonconvexity for choosing a bilinear term

Definition at line 131 of file prop_obbt.c.

◆ DEFAULT_RANDSEED

#define DEFAULT_RANDSEED 149

initial random seed

Definition at line 132 of file prop_obbt.c.

Typedef Documentation

◆ BOUND

typedef struct Bound BOUND

Definition at line 152 of file prop_obbt.c.

◆ CORNER

typedef enum Corner CORNER

Definition at line 163 of file prop_obbt.c.

◆ BILINBOUND

typedef struct BilinBound BILINBOUND

Definition at line 173 of file prop_obbt.c.

Enumeration Type Documentation

◆ Corner

enum Corner

Enumerator
LEFTBOTTOM
RIGHTBOTTOM
RIGHTTOP
LEFTTOP
FILTERED

Definition at line 155 of file prop_obbt.c.

Function Documentation

◆ solveLP()

static SCIP_RETCODE solveLP	(	SCIP *	scip,
		int	itlimit,
		SCIP_Bool *	error,
		SCIP_Bool *	optimal
	)

static

solves the LP and handles errors

Parameters

scip	SCIP data structure
itlimit	maximal number of LP iterations to perform, or -1 for no limit
error	pointer to store whether an unresolved LP error occurred
optimal	was the LP solved to optimalilty?

Definition at line 247 of file prop_obbt.c.

References FALSE, NULL, SCIP_LPSOLSTAT_ERROR, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_ITERLIMIT, SCIP_LPSOLSTAT_NOTSOLVED, SCIP_LPSOLSTAT_OBJLIMIT, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_TIMELIMIT, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIPdebugMsg, SCIPgetLPSolstat(), SCIPsolveProbingLP(), SCIPwarningMessage(), and TRUE.

Referenced by applySeparation(), filterExistingLP(), filterRound(), and findNewBounds().

◆ addObjCutoff()

static SCIP_RETCODE addObjCutoff	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata
	)

static

adds the objective cutoff to the LP; must be in probing mode

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator

Definition at line 319 of file prop_obbt.c.

References FALSE, NULL, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPaddRowProbing(), SCIPaddVarToRow(), SCIPcacheRowExtensions(), SCIPcreateEmptyRowUnspec(), SCIPdebugMsg, SCIPflushRowExtensions(), SCIPgetCutoffbound(), SCIPgetVarsData(), SCIPinfinity(), SCIPinProbing(), SCIPisInfinity(), SCIProwIsInLP(), SCIPsnprintf(), and SCIPvarGetObj().

Referenced by applyObbt(), and applyObbtBilinear().

◆ varIsFixedLocal()

static SCIP_Bool varIsFixedLocal	(	SCIP *	scip,
		SCIP_VAR *	var
	)

static

determines, whether a variable is already locally fixed

Parameters

scip	SCIP data structure
var	variable to check

Definition at line 369 of file prop_obbt.c.

References SCIPisFeasEQ(), SCIPvarGetLbLocal(), and SCIPvarGetUbLocal().

Referenced by applyObbt(), getFilterCoef(), and varIsInteresting().

◆ setObjProbing()

static SCIP_RETCODE setObjProbing	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		BOUND *	bound,
		SCIP_Real	coef
	)

static

sets objective to minimize or maximize a single variable

Definition at line 379 of file prop_obbt.c.

References bound, NULL, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_OKAY, SCIPchgVarObjProbing(), SCIPgetNVars(), SCIPgetVarObjProbing(), and SCIPgetVars().

Referenced by filterExistingLP(), filterRound(), and findNewBounds().

◆ includeVarGenVBound()

static SCIP_Bool includeVarGenVBound	(	SCIP *	scip,
		SCIP_VAR *	var
	)

static

determines whether variable should be included in the right-hand side of the generalized variable bound

Parameters

scip	SCIP data structure
var	variable to check

Definition at line 426 of file prop_obbt.c.

References FALSE, NULL, SCIP_INVALID, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPdualfeastol(), SCIPgetVarRedcost(), SCIPvarGetStatus(), and TRUE.

Referenced by createGenVBound().

◆ getIterationsLeft()

static int getIterationsLeft	(	SCIP *	scip,
		SCIP_Longint	nolditerations,
		SCIP_Longint	itlimit
	)

static

returns number of LP iterations left (-1: no limit )

Parameters

scip	SCIP data structure
nolditerations	iterations count at the beginning of the corresponding function
itlimit	LP iteration limit (-1: no limit)

Definition at line 453 of file prop_obbt.c.

References MAX, MIN, NULL, SCIP_Longint, SCIPdebugMsg, and SCIPgetNLPIterations().

Referenced by applyObbtBilinear(), filterBounds(), and findNewBounds().

◆ getFilterCoef()

static SCIP_Real getFilterCoef	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_VAR *	var,
		SCIP_BOUNDTYPE	boundtype
	)

static

returns the objective coefficient for a variable's bound that will be chosen during filtering

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
var	variable
boundtype	boundtype to be filtered?

Definition at line 483 of file prop_obbt.c.

References NULL, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_Real, SCIPisInfinity(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), and varIsFixedLocal().

Referenced by filterBounds().

◆ createGenVBound()

static SCIP_RETCODE createGenVBound	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		BOUND *	bound,
		SCIP_Bool *	found
	)

static

creates a genvbound if the dual LP solution provides such information

Consider the problem

min { +/- x_i : obj * x <= z, lb <= Ax <= ub, l <= x <= u },

where z is the current cutoff bound. Let (mu, nu, gamma, alpha, beta) >= 0 be the optimal solution of the dual of problem (P), where the variables correspond to the primal inequalities in the following way:

     Ax >=  lb    <->   mu
    -Ax >= -ub    <->   nu

-obj * x >= -z <-> gamma x >= l <-> alpha -x >= -u <-> beta

Fixing these multipliers, by weak duality, we obtain the inequality

+/- x_i >= lb*mu - ub*nu - z*gamma + l*alpha - u*beta

that holds for all primal feasible points x with objective value at least z. Setting

c = lb*mu - ub*nu, redcost_k = alpha_k - beta_k

we obtain the inequality

+/- x_i >= sum ( redcost_k * x_k ) + (-gamma) * cutoff_bound + c,

that holds for all primal feasible points with objective value at least cutoff_bound. Therefore, the latter inequality can be added as a generalized variable bound.

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
bound	bound of x_i
found	pointer to store if we have found a non-trivial genvbound

Definition at line 557 of file prop_obbt.c.

References bound, EPSZ, FALSE, includeVarGenVBound(), NULL, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPdebugMsg, SCIPdualfeastol(), SCIPfreeBufferArray, SCIPgenVBoundAdd(), SCIPgetCutoffbound(), SCIPgetDepth(), SCIPgetLPObjval(), SCIPgetLPSolstat(), SCIPgetVarRedcost(), SCIPgetVarsData(), SCIPinProbing(), SCIPisInfinity(), SCIPisZero(), SCIPrelDiff(), SCIProwGetDualsol(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPvarGetUbLocal(), and TRUE.

Referenced by applySeparation(), filterExistingLP(), filterRound(), and findNewBounds().

◆ exchangeBounds()

static void exchangeBounds	(	SCIP_PROPDATA *	propdata,
		int	i
	)

static

exchange a bound which has been processed and updates the last undone and unfiltered bound index NOTE: this method has to be called after filtering or processing a bound

Parameters

propdata	propagator data
i	bound that was filtered or processed

Definition at line 743 of file prop_obbt.c.

Referenced by filterExistingLP(), and findNewBounds().

◆ getCorner()

static void getCorner	(	SCIP_VAR *	x,
		SCIP_VAR *	y,
		CORNER	corner,
		SCIP_Real *	px,
		SCIP_Real *	py
	)

static

helper function to return a corner of the domain of two variables

Parameters

x	first variable
y	second variable
corner	corner
px	buffer to store point for x
py	buffer to store point for y

Definition at line 766 of file prop_obbt.c.

References FILTERED, LEFTBOTTOM, LEFTTOP, NULL, RIGHTBOTTOM, RIGHTTOP, SCIPABORT, SCIPvarGetLbGlobal(), SCIPvarGetUbGlobal(), x, and y.

Referenced by filterExistingLP(), and getCorners().

◆ getCorners()

static void getCorners	(	SCIP_VAR *	x,
		SCIP_VAR *	y,
		CORNER	corner,
		SCIP_Real *	xs,
		SCIP_Real *	ys,
		SCIP_Real *	xt,
		SCIP_Real *	yt
	)

static

helper function to return the two end points of a diagonal

Parameters

x	first variable
y	second variable
corner	corner
xs	buffer to store start point for x
ys	buffer to store start point for y
xt	buffer to store end point for x
yt	buffer to store end point for y

Definition at line 804 of file prop_obbt.c.

References FILTERED, getCorner(), LEFTBOTTOM, LEFTTOP, NULL, RIGHTBOTTOM, RIGHTTOP, SCIPABORT, x, and y.

Referenced by applyObbtBilinear().

◆ bilinboundGetX()

static SCIP_VAR * bilinboundGetX ( BILINBOUND * bilinbound )

static

returns the first variable of a bilinear bound

Parameters

bilinbound bilinear bound

Definition at line 846 of file prop_obbt.c.

References BilinBound::expr, NULL, SCIPexprGetChildren(), SCIPexprGetNChildren(), and SCIPgetExprAuxVarNonlinear().

Referenced by applyObbtBilinear(), bilinboundGetScore(), and filterExistingLP().

◆ bilinboundGetY()

static SCIP_VAR * bilinboundGetY ( BILINBOUND * bilinbound )

static

returns the second variable of a bilinear bound

Parameters

bilinbound bilinear bound

Definition at line 858 of file prop_obbt.c.

References BilinBound::expr, NULL, SCIPexprGetChildren(), SCIPexprGetNChildren(), and SCIPgetExprAuxVarNonlinear().

Referenced by applyObbtBilinear(), bilinboundGetScore(), and filterExistingLP().

◆ bilinboundGetLocksNeg()

static int bilinboundGetLocksNeg ( BILINBOUND * bilinbound )

static

returns the negative locks of the expression in a bilinear bound

Parameters

bilinbound bilinear bound

Definition at line 870 of file prop_obbt.c.

References BilinBound::expr, NULL, and SCIPgetExprNLocksNegNonlinear().

Referenced by applyObbtBilinear(), and bilinboundGetScore().

◆ bilinboundGetLocksPos()

static int bilinboundGetLocksPos ( BILINBOUND * bilinbound )

static

returns the positive locks of the expression in a bilinear bound

Parameters

bilinbound bilinear bound

Definition at line 881 of file prop_obbt.c.

References BilinBound::expr, NULL, and SCIPgetExprNLocksPosNonlinear().

Referenced by applyObbtBilinear(), and bilinboundGetScore().

◆ bilinboundGetScore()

static SCIP_Real bilinboundGetScore	(	SCIP *	scip,
		SCIP_RANDNUMGEN *	randnumgen,
		BILINBOUND *	bilinbound
	)

static

computes the score of a bilinear term bound

Parameters

scip	SCIP data structure
randnumgen	random number generator
bilinbound	bilinear bound

Definition at line 892 of file prop_obbt.c.

References bilinboundGetLocksNeg(), bilinboundGetLocksPos(), bilinboundGetX(), bilinboundGetY(), MAX, MIN, NULL, SCIP_LPSOLSTAT_OPTIMAL, SCIP_Real, SCIPepsilon(), SCIPgetLPSolstat(), SCIPrandomGetReal(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetUbLocal(), x, and y.

Referenced by initBounds().

◆ indicatorVarIsInteresting()

static SCIP_Bool indicatorVarIsInteresting	(	SCIP *	scip,
		SCIP_VAR *	var,
		int	nlcount,
		int	nindcount,
		SCIP_Real	threshold
	)

static

determines whether a variable of an indicator constraint is (still) interesting

A variable is interesting if it is not only part of indicator constraints or if the upper bound is greater than the given threshold.

Parameters

scip	SCIP data structure
var	variable to check
nlcount	number of nonlinear constraints containing the variable or number of non-convex terms containing the variable (depends on propdata->onlynonconvexvars)
nindcount	number of indicator constraints containing the variable or 0 (depends on propdata->indicators)
threshold	variables with smaller upper bound are not interesting

Definition at line 941 of file prop_obbt.c.

References FALSE, SCIPisLE(), SCIPvarGetUbLocal(), and TRUE.

Referenced by filterBounds(), and initBounds().

◆ filterExistingLP()

static SCIP_RETCODE filterExistingLP	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		int *	nfiltered,
		BOUND *	currbound
	)

static

trying to filter some bounds using the existing LP solution

Parameters

scip	original SCIP data structure
propdata	data of the obbt propagator
nfiltered	how many bounds were filtered this round?
currbound	bound for which OBBT LP was solved (Note: might be NULL)

Definition at line 964 of file prop_obbt.c.

References bilinboundGetX(), bilinboundGetY(), bound, createGenVBound(), BilinBound::done, exchangeBounds(), FILTERED, BilinBound::filtered, getCorner(), LEFTBOTTOM, LEFTTOP, NULL, REALABS, RIGHTBOTTOM, RIGHTTOP, SCIP_BASESTAT_BASIC, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_INVALID, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPchgVarObjProbing(), SCIPcolGetBasisStatus(), SCIPdebug, SCIPdebugMessage, SCIPdebugMsg, SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetNLPIterations(), SCIPgetNVars(), SCIPgetVarObjProbing(), SCIPgetVars(), SCIPinProbing(), SCIPisFeasEQ(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisInfinity(), SCIPisZero(), SCIPvarGetCol(), SCIPvarGetLbGlobal(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPvarGetUbGlobal(), SCIPvarGetUbLocal(), setObjProbing(), solveLP(), TRUE, Bound::var, x, and y.

Referenced by applyObbt(), and findNewBounds().

◆ filterRound()

static SCIP_RETCODE filterRound	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		int	itlimit,
		int *	nfiltered,
		SCIP_Real *	objcoefs,
		int *	objcoefsinds,
		int	nobjcoefs
	)

static

enforces one round of filtering

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
itlimit	LP iteration limit (-1: no limit)
nfiltered	how many bounds were filtered this round
objcoefs	array to store the nontrivial objective coefficients
objcoefsinds	array to store bound indices for which their corresponding variables has a nontrivial objective coefficient
nobjcoefs	number of nontrivial objective coefficients

Definition at line 1137 of file prop_obbt.c.

References bound, createGenVBound(), Bound::filtered, NULL, SCIP_BASESTAT_BASIC, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPchgVarObjProbing(), SCIPcolGetBasisStatus(), SCIPdebugMsg, SCIPgetDepth(), SCIPgetNLPIterations(), SCIPgetVarObjProbing(), SCIPgetVarsData(), SCIPinProbing(), SCIPisFeasGE(), SCIPisFeasLE(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIPvarGetCol(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetUbLocal(), setObjProbing(), solveLP(), TRUE, and Bound::var.

Referenced by filterBounds().

◆ filterBounds()

static SCIP_RETCODE filterBounds	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_Longint	itlimit
	)

static

filter some bounds that are not improvable by solving auxiliary LPs

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
itlimit	LP iteration limit (-1: no limit)

Definition at line 1297 of file prop_obbt.c.

References bound, filterRound(), getFilterCoef(), getIterationsLeft(), indicatorVarIsInteresting(), NULL, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIPallocBufferArray, SCIPchgVarObjProbing(), SCIPdebugMsg, SCIPfreeBufferArray, SCIPgetNLPIterations(), SCIPgetVarObjProbing(), SCIPgetVarsData(), SCIPinProbing(), SCIPisZero(), and TRUE.

Referenced by applyObbt().

◆ applyBoundChgs()

static SCIP_RETCODE applyBoundChgs	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_RESULT *	result
	)

static

applies possible bound changes that were found

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
result	result pointer

Definition at line 1459 of file prop_obbt.c.

References bound, FALSE, NULL, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_CUTOFF, SCIP_DIDNOTFIND, SCIP_OKAY, SCIP_REDUCEDDOM, SCIPdebug, SCIPdebugMsg, SCIPinProbing(), SCIPisLE(), SCIPtightenVarLb(), SCIPtightenVarUb(), SCIPvarGetLbLocal(), SCIPvarGetName(), and SCIPvarGetUbLocal().

Referenced by applyObbt().

◆ tightenBoundProbing()

static SCIP_RETCODE tightenBoundProbing	(	SCIP *	scip,
		BOUND *	bound,
		SCIP_Real	newval,
		SCIP_Bool *	tightened
	)

static

tries to tighten a bound in probing mode

Parameters

scip	SCIP data structure
bound	bound that could be tightened
newval	new bound value
tightened	was tightening successful?

Definition at line 1534 of file prop_obbt.c.

References bound, FALSE, NULL, SCIP_BOUNDTYPE_LOWER, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPceil(), SCIPchgVarLbProbing(), SCIPchgVarUbProbing(), SCIPfloor(), SCIPinProbing(), SCIPisLbBetter(), SCIPisUbBetter(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), SCIPvarIsIntegral(), and TRUE.

Referenced by applySeparation(), and findNewBounds().

◆ SCIP_DECL_SORTPTRCOMP() [1/3]

static SCIP_DECL_SORTPTRCOMP ( compBoundsScore )

static

comparison method for two bounds w.r.t. their scores

Definition at line 1595 of file prop_obbt.c.

References Bound::score.

◆ SCIP_DECL_SORTPTRCOMP() [2/3]

static SCIP_DECL_SORTPTRCOMP ( compBilinboundsScore )

static

comparison method for two bilinear term bounds w.r.t. their scores

Definition at line 1605 of file prop_obbt.c.

References BilinBound::score.

◆ SCIP_DECL_SORTPTRCOMP() [3/3]

static SCIP_DECL_SORTPTRCOMP ( compBoundsBoundtype )

static

comparison method for two bounds w.r.t. their boundtype

Definition at line 1615 of file prop_obbt.c.

References Bound::boundtype, Bound::done, Bound::filtered, SCIP_BOUNDTYPE_LOWER, and Bound::score.

◆ sortBounds()

static SCIP_RETCODE sortBounds	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata
	)

static

sort the propdata->bounds array with their distance or their boundtype key

Parameters

scip	SCIP data structure
propdata	propagator data

Definition at line 1641 of file prop_obbt.c.

References NULL, SCIP_OKAY, SCIPdebugMsg, and SCIPsortDownPtr().

Referenced by findNewBounds().

◆ evalBound()

static SCIP_Real evalBound	(	SCIP *	scip,
		BOUND *	bound
	)

static

evaluates a bound for the current LP solution

Definition at line 1657 of file prop_obbt.c.

References bound, NULL, REALABS, SCIP_BOUNDTYPE_LOWER, SCIPvarGetLbLocal(), SCIPvarGetLPSol(), and SCIPvarGetUbLocal().

Referenced by nextBound().

◆ nextBound()

static int nextBound	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_Bool	convexphase
	)

static

returns the index of the next undone and unfiltered bound with the smallest distance

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
convexphase	consider only convex variables?

Definition at line 1673 of file prop_obbt.c.

References Bound::done, evalBound(), Bound::filtered, Bound::indicator, Bound::nonconvex, NULL, SCIP_Real, and SCIPinfinity().

Referenced by findNewBounds().

◆ applySeparation()

static SCIP_RETCODE applySeparation	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		BOUND *	currbound,
		SCIP_Longint *	nleftiterations,
		SCIP_Bool *	success
	)

static

try to separate the solution of the last OBBT LP in order to learn better variable bounds; we apply additional separation rounds as long as the routine finds better bounds; because of dual degeneracy we apply a minimum number of separation rounds

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
currbound	current bound
nleftiterations	number of left iterations (-1 for no limit)
success	pointer to store if we have found a better bound

Definition at line 1726 of file prop_obbt.c.

References createGenVBound(), FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_Real, SCIPapplyCutsProbing(), SCIPdebug, SCIPdebugMsg, SCIPgetDepth(), SCIPgetNCuts(), SCIPgetNLPIterations(), SCIPinProbing(), SCIPisEQ(), SCIPseparateSol(), SCIPvarGetLPSol(), solveLP(), tightenBoundProbing(), TRUE, and Bound::var.

Referenced by findNewBounds().

◆ findNewBounds()

static SCIP_RETCODE findNewBounds	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_Longint *	nleftiterations,
		SCIP_Bool	convexphase
	)

static

finds new variable bounds until no iterations left or all bounds have been checked

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
nleftiterations	pointer to store the number of left iterations
convexphase	consider only convex variables?

Definition at line 1808 of file prop_obbt.c.

References applySeparation(), Bound::boundtype, createGenVBound(), Bound::done, exchangeBounds(), FALSE, Bound::filtered, filterExistingLP(), Bound::found, getIterationsLeft(), Bound::newval, nextBound(), NULL, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_Longint, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIP_Real, SCIPceil(), SCIPchgVarObjProbing(), SCIPdebugMsg, SCIPfloor(), SCIPgetDepth(), SCIPgetNLPIterations(), SCIPinProbing(), SCIPisGT(), SCIPisLT(), SCIPisStopped(), SCIPpropagateProbing(), SCIPvarGetLbLocal(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPvarGetUbLocal(), SCIPvarIsIntegral(), setObjProbing(), solveLP(), sortBounds(), tightenBoundProbing(), TRUE, and Bound::var.

Referenced by applyObbt().

◆ applyObbt()

static SCIP_RETCODE applyObbt	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_Longint	itlimit,
		SCIP_RESULT *	result
	)

static

main function of obbt

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
itlimit	LP iteration limit (-1: no limit)
result	result pointer

Definition at line 2047 of file prop_obbt.c.

References addObjCutoff(), applyBoundChgs(), bound, FALSE, filterBounds(), filterExistingLP(), findNewBounds(), MAX, MIN, NULL, SCIP_Bool, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_Longint, SCIP_OKAY, SCIP_Real, SCIP_VARSTATUS_COLUMN, SCIPallocBufferArray, SCIPchgDualfeastol(), SCIPchgVarObjProbing(), SCIPdebugMsg, SCIPdualfeastol(), SCIPendProbing(), SCIPfreeBufferArrayNull, SCIPgetCurrentNode(), SCIPgetIntParam(), SCIPgetNVars(), SCIPgetRealParam(), SCIPgetVars(), SCIPisEQ(), SCIPisLbBetter(), SCIPisUbBetter(), SCIPnodeGetNumber(), SCIPreleaseRow(), SCIProwIsInLP(), SCIPsetIntParam(), SCIPsetRealParam(), SCIPstartProbing(), SCIPvarGetLbLocal(), SCIPvarGetObj(), SCIPvarGetStatus(), SCIPvarGetUbLocal(), SCIPwarningMessage(), TRUE, and varIsFixedLocal().

Referenced by SCIP_DECL_PROPEXEC().

◆ solveBilinearLP()

static SCIP_RETCODE solveBilinearLP	(	SCIP *	scip,
		SCIP_VAR *	x,
		SCIP_VAR *	y,
		SCIP_Real	xs,
		SCIP_Real	ys,
		SCIP_Real	xt,
		SCIP_Real	yt,
		SCIP_Real *	xcoef,
		SCIP_Real *	ycoef,
		SCIP_Real *	constant,
		SCIP_Longint	iterlim,
		int *	nnonzduals
	)

static

computes a valid inequality from the current LP relaxation for a bilinear term xy only involving x and y; the inequality is found by optimizing along the line connecting the points (xs,ys) and (xt,yt) over the currently given linear relaxation of the problem; this optimization problem is an LP

max lambda s.t. Ax <= b (x,y) = (xs,ys) + lambda ((xt,yt) - (xs,ys)) lambda in [0,1]

which is equivalent to

max x s.t. (1) Ax <= b (2) (x - xs) / (xt - xs) = (y - ys) / (yt - ys)

Let x* be the optimal primal and (mu,theta) be the optimal dual solution of this LP. The KKT conditions imply that the aggregation of the linear constraints mu*Ax <= mu*b can be written as

x * (1 - theta) / (xt - xs) + y * theta / (yt - ys) = mu * Ax <= mu * b

<=> alpha * x + beta * y <= mu * b = alpha * (x*) + beta * (y*)

which is a valid inequality in the (x,y)-space; in order to avoid numerical difficulties when (xs,ys) is too close to (xt,yt), we scale constraint (1) by max{1,|xt-xs|,|yt-ys|} beforehand

Parameters

scip	SCIP data structure
x	first variable
y	second variable
xs	x-coordinate of the first point
ys	y-coordinate of the first point
xt	x-coordinate of the second point
yt	y-coordinate of the second point
xcoef	pointer to store the coefficient of x
ycoef	pointer to store the coefficient of y
constant	pointer to store the constant
iterlim	iteration limit (-1: for no limit)
nnonzduals	buffer to store the number of non-zero dual multipliers except for the auxiliary row (NULL if not needed)

Definition at line 2301 of file prop_obbt.c.

References FALSE, MAX3, MIN, NULL, r, REALABS, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_LPSOLSTAT_OPTIMAL, SCIP_OKAY, SCIP_Real, SCIPaddRowProbing(), SCIPaddVarToRow(), SCIPbacktrackProbing(), SCIPchgVarObjProbing(), SCIPcreateEmptyRowUnspec(), SCIPdebugMsg, SCIPgetLPRows(), SCIPgetLPSolstat(), SCIPgetNLPRows(), SCIPinProbing(), SCIPisFeasEQ(), SCIPisFeasZero(), SCIPisHugeValue(), SCIPisZero(), SCIPnewProbingNode(), SCIPreleaseRow(), SCIProwGetDualsol(), SCIPsolveProbingLP(), SCIPvarGetLPSol(), SCIPvarGetName(), SCIPwarningMessage(), TRUE, x, and y.

Referenced by applyObbtBilinear().

◆ applyObbtBilinear()

static SCIP_RETCODE applyObbtBilinear	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata,
		SCIP_Longint	itlimit,
		SCIP_RESULT *	result
	)

static

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator
itlimit	LP iteration limit (-1: no limit)
result	result pointer

Definition at line 2449 of file prop_obbt.c.

References addObjCutoff(), bilinboundGetLocksNeg(), bilinboundGetLocksPos(), bilinboundGetX(), bilinboundGetY(), BilinBound::done, BilinBound::expr, FALSE, FILTERED, BilinBound::filtered, getCorners(), getIterationsLeft(), LEFTBOTTOM, LEFTTOP, NULL, REALABS, RIGHTBOTTOM, RIGHTTOP, SCIP_Bool, SCIP_CALL, SCIP_INVALID, SCIP_Longint, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIPaddCons(), SCIPaddIneqBilinear(), SCIPchgRelaxfeastol(), SCIPchgVarObjProbing(), SCIPcreateConsLinear(), SCIPdebugMsg, SCIPendProbing(), SCIPfeastol(), SCIPfindConshdlr(), SCIPfindNlhdlrNonlinear(), SCIPgetDepth(), SCIPgetNLPIterations(), SCIPgetNVars(), SCIPgetVars(), SCIPinfinity(), SCIPisFeasGT(), SCIPisFeasZero(), SCIPisHugeValue(), SCIPisStopped(), SCIPreleaseCons(), SCIPreleaseRow(), SCIProwIsInLP(), SCIPsnprintf(), SCIPsolveProbingLP(), SCIPstartProbing(), SCIPvarGetName(), solveBilinearLP(), SQR, TRUE, x, and y.

Referenced by SCIP_DECL_PROPEXEC().

◆ getScore()

static unsigned int getScore	(	SCIP *	scip,
		BOUND *	bound,
		int	nlcount,
		int	nindcount,
		int	maxnlcount,
		SCIP_Real	smallub
	)

static

computes the score of a bound

Parameters

scip	SCIP data structure
bound	pointer of bound
nlcount	number of nonlinear constraints containing the bounds variable
nindcount	number of indicator constraints containing the bounds variable
maxnlcount	maximal number of nonlinear and indicator constraints a variable appears in
smallub	variables with upper bound smaller than this value are counted in half iff part of indicator constraints

Definition at line 2644 of file prop_obbt.c.

References bound, NULL, OBBT_SCOREBASE, SCIP_BOUNDTYPE_UPPER, SCIP_Real, SCIP_VARTYPE_BINARY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIP_VARTYPE_INTEGER, SCIPvarGetType(), and SCIPvarGetUbLocal().

Referenced by initBounds().

◆ getNLPVarsNonConvexity()

static SCIP_RETCODE getNLPVarsNonConvexity	(	SCIP *	scip,
		unsigned int *	nccounts
	)

static

count how often each variable is used in a nonconvex term

Parameters

scip	SCIP data structure
nccounts	store the number each variable appears in a non-convex term

Definition at line 2703 of file prop_obbt.c.

References BMSclearMemoryArray, NULL, SCIP_OKAY, SCIPconshdlrGetNConss(), SCIPdebugMsg, SCIPfindConshdlr(), SCIPgetExprNSepaUsesActivityNonlinear(), SCIPgetNVars(), SCIPgetVarExprHashmapNonlinear(), SCIPgetVars(), SCIPhashmapExists(), SCIPhashmapGetImage(), SCIPisExprVar(), SCIPvarGetName(), and SCIPvarGetProbindex().

Referenced by initBounds().

◆ getNVarsIndicators()

static SCIP_RETCODE getNVarsIndicators	(	SCIP *	scip,
		int *	nindcount
	)

static

computes for each variable the number of indicator constraints in which the variable appears

Parameters

scip	SCIP data structure
nindcount	array that stores in how many indicator conss each variable appears

Definition at line 2761 of file prop_obbt.c.

References BMSclearMemoryArray, NULL, SCIP_OKAY, SCIP_VARSTATUS_COLUMN, SCIPconshdlrGetConss(), SCIPconshdlrGetNConss(), SCIPfindConshdlr(), SCIPgetLinearConsIndicator(), SCIPgetNVars(), SCIPgetNVarsLinear(), SCIPgetSlackVarIndicator(), SCIPgetVarsLinear(), SCIPvarGetProbindex(), and SCIPvarGetStatus().

Referenced by initBounds().

◆ varIsInteresting()

static SCIP_Bool varIsInteresting	(	SCIP *	scip,
		SCIP_VAR *	var,
		int	nlcount,
		int	nindcount
	)

static

determines whether a variable is interesting

Parameters

scip	SCIP data structure
var	variable to check
nlcount	number of nonlinear constraints containing the variable or number of non-convex terms containing the variable (depends on propdata->onlynonconvexvars)
nindcount	number of indicator constraints containing the variable or 0 (depends on propdata->indicators)

Definition at line 2821 of file prop_obbt.c.

References SCIP_VARSTATUS_COLUMN, SCIPgetDepth(), SCIPvarGetStatus(), SCIPvarIsBinary(), and varIsFixedLocal().

Referenced by initBounds().

◆ initBounds()

static SCIP_RETCODE initBounds	(	SCIP *	scip,
		SCIP_PROPDATA *	propdata
	)

static

initializes interesting bounds

Parameters

scip	SCIP data structure
propdata	data of the obbt propagator

Definition at line 2839 of file prop_obbt.c.

References bilinboundGetScore(), BMSclearMemory, BMSclearMemoryArray, BilinBound::expr, FALSE, getNLPVarsNonConvexity(), getNVarsIndicators(), getScore(), indicatorVarIsInteresting(), MIN, NULL, SCIP_BOUNDTYPE_LOWER, SCIP_BOUNDTYPE_UPPER, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemory, SCIPallocBlockMemoryArray, SCIPallocBufferArray, SCIPcaptureExpr(), SCIPdebugMsg, SCIPexprGetChildren(), SCIPexprGetNChildren(), SCIPfindConshdlr(), SCIPfindNlhdlrNonlinear(), SCIPfreeBlockMemoryArray, SCIPfreeBufferArray, SCIPgetExprAuxVarNonlinear(), SCIPgetExprsBilinear(), SCIPgetNExprsBilinear(), SCIPgetNLPVarsNonlinearity(), SCIPgetNNLPVars(), SCIPgetRealParam(), SCIPgetVarsData(), SCIPisNLPConstructed(), SCIPsortDownPtr(), SCIPvarGetName(), BilinBound::score, varIsInteresting(), x, and y.

Referenced by SCIP_DECL_PROPEXEC().

◆ SCIP_DECL_PROPCOPY()

static SCIP_DECL_PROPCOPY ( propCopyObbt )

static

copy method for propagator plugins (called when SCIP copies plugins)

Note: The UG framework assumes that all default plug-ins of SCIP implement a copy callback. We check SCIPgetSubscipDepth() in PROPEXEC to prevent the propagator to run in a sub-SCIP.

Definition at line 3065 of file prop_obbt.c.

References NULL, PROP_NAME, SCIP_CALL, SCIP_OKAY, SCIPincludePropObbt(), and SCIPpropGetName().

◆ SCIP_DECL_PROPINITSOL()

static SCIP_DECL_PROPINITSOL ( propInitsolObbt )

static

solving process initialization method of propagator (called when branch and bound process is about to begin)

Definition at line 3079 of file prop_obbt.c.

References DEFAULT_RANDSEED, GENVBOUND_PROP_NAME, NULL, PROP_NAME, SCIP_CALL, SCIP_OKAY, SCIPcreateRandom(), SCIPdebugMsg, SCIPfindProp(), SCIPpropGetData(), SCIPpropGetName(), and TRUE.

◆ SCIP_DECL_PROPEXEC()

static SCIP_DECL_PROPEXEC ( propExecObbt )

static

execution method of propagator

Definition at line 3110 of file prop_obbt.c.

References applyObbt(), applyObbtBilinear(), initBounds(), MAX, NULL, PROP_NAME, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_Longint, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPallColsInLP(), SCIPallowWeakDualReds(), SCIPconshdlrGetNConss(), SCIPdebugMsg, SCIPfindConshdlr(), SCIPgetCurrentNode(), SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetNRootLPIterations(), SCIPgetProbName(), SCIPgetStage(), SCIPgetSubscipDepth(), SCIPinProbing(), SCIPinRepropagation(), SCIPisNLPConstructed(), SCIPnodeGetNumber(), SCIPpropGetData(), and SCIPpropGetName().

◆ SCIP_DECL_PROPRESPROP()

static SCIP_DECL_PROPRESPROP ( propRespropObbt )

static

propagation conflict resolving method of propagator

Definition at line 3226 of file prop_obbt.c.

References SCIP_DIDNOTFIND, and SCIP_OKAY.

◆ SCIP_DECL_PROPEXITSOL()

static SCIP_DECL_PROPEXITSOL ( propExitsolObbt )

static

solving process deinitialization method of propagator (called before branch and bound process data is freed)

Definition at line 3235 of file prop_obbt.c.

References NULL, PROP_NAME, SCIP_CALL, SCIP_LONGINT_FORMAT, SCIP_OKAY, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArray, SCIPfreeRandom(), SCIPpropGetData(), SCIPpropGetName(), SCIPreleaseExpr(), and SCIPstatisticMessage.

◆ SCIP_DECL_PROPFREE()

static SCIP_DECL_PROPFREE ( propFreeObbt )

static

destructor of propagator to free user data (called when SCIP is exiting)

Definition at line 3298 of file prop_obbt.c.

References NULL, PROP_NAME, SCIP_OKAY, SCIPfreeBlockMemory, SCIPpropGetData(), SCIPpropGetName(), and SCIPpropSetData().

SCIP

Detailed Description

Data Structures

Macros

Typedefs

Enumerations

Functions

Macro Definition Documentation

◆ PROP_NAME

◆ PROP_DESC

◆ PROP_TIMING

◆ PROP_PRIORITY

◆ PROP_FREQ

◆ PROP_DELAY

◆ DEFAULT_CREATE_GENVBOUNDS

◆ DEFAULT_FILTERING_NORM

◆ DEFAULT_APPLY_FILTERROUNDS

◆ DEFAULT_APPLY_TRIVIALFITLERING

◆ DEFAULT_GENVBDSDURINGFILTER

◆ DEFAULT_DUALFEASTOL

◆ DEFAULT_CONDITIONLIMIT

◆ DEFAULT_BOUNDSTREPS

◆ DEFAULT_FILTERING_MIN

◆ DEFAULT_ITLIMITFACTOR

◆ DEFAULT_MINITLIMIT

◆ DEFAULT_ONLYNONCONVEXVARS

◆ DEFAULT_INDICATORS

◆ DEFAULT_INDICATORTHRESHOLD

◆ DEFAULT_TIGHTINTBOUNDSPROBING

◆ DEFAULT_TIGHTCONTBOUNDSPROBING

◆ DEFAULT_ORDERINGALGO

◆ OBBT_SCOREBASE

◆ GENVBOUND_PROP_NAME

◆ DEFAULT_SEPARATESOL

◆ DEFAULT_SEPAMINITER

◆ DEFAULT_SEPAMAXITER

◆ DEFAULT_GENVBDSDURINGSEPA

◆ DEFAULT_PROPAGATEFREQ

◆ DEFAULT_CREATE_BILININEQS

◆ DEFAULT_CREATE_LINCONS

◆ DEFAULT_ITLIMITFAC_BILININEQS

◆ DEFAULT_MINNONCONVEXITY

◆ DEFAULT_RANDSEED

Typedef Documentation

◆ BOUND

◆ CORNER

◆ BILINBOUND

Enumeration Type Documentation

◆ Corner

Function Documentation

◆ solveLP()

◆ addObjCutoff()

◆ varIsFixedLocal()

◆ setObjProbing()

◆ includeVarGenVBound()

◆ getIterationsLeft()

◆ getFilterCoef()

◆ createGenVBound()

◆ exchangeBounds()

◆ getCorner()

◆ getCorners()

◆ bilinboundGetX()

◆ bilinboundGetY()

◆ bilinboundGetLocksNeg()

◆ bilinboundGetLocksPos()

◆ bilinboundGetScore()

◆ indicatorVarIsInteresting()

◆ filterExistingLP()

◆ filterRound()

◆ filterBounds()

◆ applyBoundChgs()

◆ tightenBoundProbing()

◆ SCIP_DECL_SORTPTRCOMP() [1/3]

◆ SCIP_DECL_SORTPTRCOMP() [2/3]

◆ SCIP_DECL_SORTPTRCOMP() [3/3]

◆ sortBounds()

◆ evalBound()

◆ nextBound()

◆ applySeparation()

◆ findNewBounds()