prop_obbt.c
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32/**@todo if bound tightenings of other propagators are the reason for lpsolstat != SCIP_LPSOLSTAT_OPTIMAL, resolve LP */
33/**@todo only run more than once in root node if primal bound improved or many cuts were added to the LP */
34/**@todo filter bounds of a variable already if SCIPisLbBetter()/SCIPisUbBetter() would return FALSE */
40/**@todo implement conflict resolving callback by calling public method of genvbounds propagator, since the reason are
41 * exactly the variable bounds with nonnegative reduced costs stored in the right-hand side of the generated
45/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
92#define DEFAULT_FILTERING_NORM TRUE /**< should coefficients in filtering be normalized w.r.t. the
94#define DEFAULT_APPLY_FILTERROUNDS FALSE /**< try to filter bounds in so-called filter rounds by solving
96#define DEFAULT_APPLY_TRIVIALFITLERING TRUE /**< should obbt try to use the LP solution to filter some bounds? */
97#define DEFAULT_GENVBDSDURINGFILTER TRUE /**< try to genrate genvbounds during trivial and aggressive filtering? */
98#define DEFAULT_DUALFEASTOL 1e-9 /**< feasibility tolerance for reduced costs used in obbt; this value
100#define DEFAULT_CONDITIONLIMIT -1.0 /**< maximum condition limit used in LP solver (-1.0: no limit) */
104#define DEFAULT_ITLIMITFACTOR 10.0 /**< multiple of root node LP iterations used as total LP iteration
108#define DEFAULT_INDICATORS FALSE /**< apply obbt on variables of indicator constraints? (independent of convexity) */
109#define DEFAULT_INDICATORTHRESHOLD 1e6 /**< variables of indicator constraints with smaller upper bound are not considered
111#define DEFAULT_TIGHTINTBOUNDSPROBING TRUE /**< should bounds of integral variables be tightened during
113#define DEFAULT_TIGHTCONTBOUNDSPROBING FALSE /**< should bounds of continuous variables be tightened during
120#define DEFAULT_SEPARATESOL FALSE /**< should the obbt LP solution be separated? note that that by
123#define DEFAULT_SEPAMINITER 0 /**< minimum number of iteration spend to separate an obbt LP solution */
124#define DEFAULT_SEPAMAXITER 10 /**< maximum number of iteration spend to separate an obbt LP solution */
125#define DEFAULT_GENVBDSDURINGSEPA TRUE /**< try to create genvbounds during separation process? */
126#define DEFAULT_PROPAGATEFREQ 0 /**< trigger a propagation round after that many bound tightenings
128#define DEFAULT_CREATE_BILININEQS TRUE /**< solve auxiliary LPs in order to find valid inequalities for bilinear terms? */
129#define DEFAULT_CREATE_LINCONS FALSE /**< create linear constraints from inequalities for bilinear terms? */
130#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) */
162};
188 SCIP_Longint itlimitbilin; /**< total LP iterations limit for solving bilinear inequality LPs */
196 SCIP_Real itlimitfactorbilin; /**< multiple of OBBT LP limit used as total LP iteration limit for solving bilinear inequality LPs (< 0 for no limit) */
197 SCIP_Real minnonconvexity; /**< lower bound on minimum absolute value of nonconvex eigenvalues for a bilinear term */
198 SCIP_Real indicatorthreshold; /**< threshold whether upper bounds of vars of indicator conss are considered or tightened */
200 SCIP_Bool applytrivialfilter; /**< should obbt try to use the LP solution to filter some bounds? */
201 SCIP_Bool genvbdsduringfilter;/**< should we try to generate genvbounds during trivial and aggressive
208 SCIP_Bool indicators; /**< apply obbt on variables of indicator constraints? (independent of convexity) */
216 SCIP_Bool createbilinineqs; /**< solve auxiliary LPs in order to find valid inequalities for bilinear terms? */
217 SCIP_Bool createlincons; /**< create linear constraints from inequalities for bilinear terms? */
226 int ntrivialfiltered; /**< number of filtered bounds because the LP value was equal to the bound */
228 int ngenvboundsprobing; /**< number of non-trivial genvbounds generated and added during obbt */
229 int ngenvboundsaggrfil; /**< number of non-trivial genvbounds found during aggressive filtering */
272 SCIPwarningMessage(scip, " error while solving LP in obbt propagator; LP solve terminated with code <%d>\n", retcode);
273 SCIPwarningMessage(scip, " this does not affect the remaining solution procedure --> continue\n");
347 /* create objective cutoff row; set local flag to FALSE since primal cutoff is globally valid */
349 SCIP_CALL( SCIPcreateEmptyRowUnspec(scip, &row, rowname, -SCIPinfinity(scip), SCIPgetCutoffbound(scip), FALSE, FALSE, FALSE) );
424/** determines whether variable should be included in the right-hand side of the generalized variable bound */
455 SCIP_Longint nolditerations, /**< iterations count at the beginning of the corresponding function */
481/** returns the objective coefficient for a variable's bound that will be chosen during filtering */
532 * where z is the current cutoff bound. Let (mu, nu, gamma, alpha, beta) >= 0 be the optimal solution of the dual of
553 * that holds for all primal feasible points with objective value at least cutoff_bound. Therefore, the latter
633 /* we need to treat gamma to be exactly 0 if it is below the dual feasibility tolerance, see #2914 */
638 /* we need at least one nonzero coefficient or a nonzero dual multiplier for the objective cutoff */
641 SCIP_Bool addgenvbound; /* if everything is fine with the redcosts and the bounds, add the genvbound */
705 /* check whether the activity of the LVB in the optimal solution of the LP is equal to the LP objective value */
716 SCIP_CALL( SCIPgenVBoundAdd(scip, propdata->genvboundprop, genvboundvars, xi, genvboundcoefs, ncoefs,
739/** exchange a bound which has been processed and updates the last undone and unfiltered bound index
913 /* penalize small variable domains; TODO tune the factor in the logarithm, maybe add a parameter for it */
924 SCIP_Real interiorityx = MIN(solx-lbx, ubx-solx) / MAX(ubx-lbx, SCIPepsilon(scip)); /*lint !e666*/
925 SCIP_Real interiorityy = MIN(soly-lby, uby-soly) / MAX(uby-lby, SCIPepsilon(scip)); /*lint !e666*/
938 * A variable is interesting if it is not only part of indicator constraints or if the upper bound is greater than the given threshold.
982 SCIPdebugMsg(scip, "can't filter using existing lp solution since it was not solved to optimality\n");
1002 /* bound is tight; since this holds for all fixed variables, those are filtered here automatically; if the lp solution
1013 SCIPdebugMsg(scip, "trivial filtered var: %s boundval=%e solval=%e\n", SCIPvarGetName(bound->var), boundval, solval);
1275 SCIP_CALL( SCIPchgVarObjProbing(scip, propdata->bounds[ objcoefsinds[j] ]->var, objcoefs[j]) );
1334 * 1.) Filter bounds of variables that are only part of indicator constraints if they are not interesting any more
1338 if( !propdata->bounds[i]->filtered && !propdata->bounds[i]->done && propdata->bounds[i]->indicator && !propdata->bounds[i]->nonconvex )
1340 if( !indicatorVarIsInteresting(scip, vars[i], (int)propdata->bounds[i]->nonconvex, (int)propdata->bounds[i]->indicator, propdata->indicatorthreshold) )
1352 * 2.) Try first to filter lower bounds of interesting variables, whose bounds are not already filtered
1384 SCIP_CALL( filterRound(scip, propdata, nleftiterations, &nfiltered, objcoefs, objcoefsinds, nobjcoefs) );
1391 while( nfiltered >= propdata->nminfilter && ( nleftiterations == -1 || nleftiterations > 0 ) );
1394 * 3.) Now try to filter the remaining upper bounds of interesting variables, whose bounds are not already filtered
1439 SCIP_CALL( filterRound(scip, propdata, nleftiterations, &nfiltered, objcoefs, objcoefsinds, nobjcoefs) );
1445 while( nfiltered >= propdata->nminfilter && ( nleftiterations == -1 || nleftiterations > 0 ) );
1518 SCIPdebug( SCIPdebugMsg(scip, "tightended: %s old: %e new: %e\n" , SCIPvarGetName(bound->var), oldbound,
1610 return bound1->score == bound2->score ? 0 : ( bound1->score > bound2->score ? 1 : -1 ); /*lint !e777*/
1631 diff = (bound1->boundtype == SCIP_BOUNDTYPE_LOWER ? 1 : 0) - (bound2->boundtype == SCIP_BOUNDTYPE_LOWER ? 1 : 0);
1697 if( !tmpbound->filtered && !tmpbound->done && (tmpbound->nonconvex == !convexphase || tmpbound->indicator == !convexphase) )
1721/** try to separate the solution of the last OBBT LP in order to learn better variable bounds; we apply additional
1722 * separation rounds as long as the routine finds better bounds; because of dual degeneracy we apply a minimum number of
1772 SCIPdebug( SCIPdebugMsg(scip, "applySeparation() - optimal=%u error=%u lpiter=%" SCIP_LONGINT_FORMAT "\n", optimal, error, nlpiter); )
1791 SCIP_CALL( tightenBoundProbing(scip, currbound, SCIPvarGetLPSol(currbound->var), &tightened) );
1798 /* leave the separation if we did not tighten the bound and proceed at least propdata->sepaminiter iterations */
1849 while( propdata->lastidx < propdata->nbounds - 1 && !propdata->bounds[propdata->lastidx]->done &&
1919 /* set the objective of currbound to zero to null the whole objective; otherwise the objective is wrong when
1950 SCIPdebugMsg(scip, "tightening bound %s = %e bounds: [%e, %e]\n", SCIPvarGetName(currbound->var),
1957 SCIPdebugMsg(scip, "tightening bound %s = %e bounds: [%e, %e]\n", SCIPvarGetName(currbound->var),
2008 SCIPdebugMsg(scip, "propagation - cutoff %u ndomreds %" SCIP_LONGINT_FORMAT "\n", cutoff, ndomredsfound);
2146 hasconditionlimit = (SCIPgetRealParam(scip, "lp/conditionlimit", &oldconditionlimit) == SCIP_OKAY);
2149 SCIPwarningMessage(scip, "obbt propagator could not set condition limit in LP solver - running without\n");
2151 else if( propdata->conditionlimit > 0.0 && (oldconditionlimit < 0.0 || propdata->conditionlimit < oldconditionlimit) )
2181 /* note that it is not possible to change the objective of non-column variables during probing; we have to take
2205 /* update bound->newval if we have learned additional bound tightenings during SCIPpropagateProbing() */
2206 if( oldlbs != NULL && oldubs != NULL && propdata->npropagatedomreds - lastnpropagatedomreds > 0 )
2213 /* it might be the case that a bound found by the additional propagation is better than the bound found after solving an OBBT
2231 if( bound->boundtype == SCIP_BOUNDTYPE_LOWER && SCIPisLbBetter(scip, SCIPvarGetLbLocal(bound->var), oldlb, oldub) )
2233 SCIPdebugMsg(scip, "tighter lower bound due to propagation: %d - %e -> %e\n", i, oldlb, SCIPvarGetLbLocal(bound->var));
2238 if( bound->boundtype == SCIP_BOUNDTYPE_UPPER && SCIPisUbBetter(scip, SCIPvarGetUbLocal(bound->var), oldlb, oldub) )
2240 SCIPdebugMsg(scip, "tighter upper bound due to propagation: %d - %e -> %e\n", i, oldub, SCIPvarGetUbLocal(bound->var));
2275/** computes a valid inequality from the current LP relaxation for a bilinear term xy only involving x and y; the
2276 * inequality is found by optimizing along the line connecting the points (xs,ys) and (xt,yt) over the currently given
2290 * Let x* be the optimal primal and (mu,theta) be the optimal dual solution of this LP. The KKT conditions imply that
2297 * which is a valid inequality in the (x,y)-space; in order to avoid numerical difficulties when (xs,ys) is too close
2334 SCIPdebugMsg(scip, " solve bilinear LP for (%s,%s) from (%g,%g) to (%g,%g)\n", SCIPvarGetName(x), SCIPvarGetName(y), xs,
2337 /* skip computations if (xs,ys) and (xt,yt) are too close to each other or contain too large values */
2370 SCIPwarningMessage(scip, "Error while solving LP in quadratic constraint handler; LP solve terminated with" \
2378 SCIPdebugMsg(scip, " solved probing LP -> lperror=%u lpstat=%d\n", lperror, SCIPgetLPSolstat(scip));
2397 /* inequality is only useful when both coefficients are different from zero; normalize inequality if possible */
2415 if( SCIPgetLPRows(scip)[r] != row && !SCIPisFeasZero(scip, SCIProwGetDualsol(SCIPgetLPRows(scip)[r])) )
2471 if( propdata->nbilinbounds <= 0 || SCIPgetDepth(scip) != 0 || propdata->lastbilinidx >= propdata->nbilinbounds )
2526 SCIPvarGetName(bilinboundGetX(bilinbound)), SCIPvarGetName(bilinboundGetY(bilinbound)), bilinbound->done,
2583 && SCIPisFeasGT(scip, (xcoef*xt - ycoef*yt - constant) / sqrt(SQR(xcoef) + SQR(ycoef) + SQR(constant)), 1e-2) )
2607 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "bilincons_%s_%s", SCIPvarGetName(x), SCIPvarGetName(y));
2608 SCIP_CALL( SCIPcreateConsLinear(scip, &cons, name, 2, linvars, linvals, -SCIPinfinity(scip), rhs,
2649 int maxnlcount, /**< maximal number of nonlinear and indicator constraints a variable appears in */
2650 SCIP_Real smallub /**< variables with upper bound smaller than this value are counted in half iff part of indicator constraints */
2666 * since the probability is high that the corresponding indicator constraint is already reformulated as bigM constraint
2675 score = (unsigned int) ( counter > 0 ? (OBBT_SCOREBASE * counter * ( OBBT_SCOREBASE - 1 )) / maxnlcount : 0 ); /*lint !e414*/
2752 SCIPdebugMsg(scip, "nccounts[%s] = %u\n", SCIPvarGetName(var), nccounts[SCIPvarGetProbindex(var)]);
2759/** computes for each variable the number of indicator constraints in which the variable appears */
2833 return !SCIPvarIsBinary(var) && SCIPvarGetStatus(var) == SCIP_VARSTATUS_COLUMN && (nlcount > 0 || nindcount > 0)
2847 int* nindcount; /* array that stores in how many indicator constraints each variable appears */
2848 unsigned int* nccount; /* array that stores in how many nonconvexities each variable appears */
2854 int maxnlcount; /* maximal number of nonlinear and indicator constraints a variable appears in */
2907 SCIP_CALL( SCIPgetRealParam(scip, "constraints/indicator/maxcouplingvalue", &maxcouplingvalue) );
2908 SCIP_CALL( SCIPgetRealParam(scip, "constraints/indicator/sepacouplingvalue", &sepacouplingvalue) );
2916 if( varIsInteresting(scip, vars[i], (propdata->onlynonconvexvars ? (int)nccount[i] : nlcount[i]), (propdata->indicators ? nindcount[i] : 0))
2917 && indicatorVarIsInteresting(scip, vars[i], (propdata->onlynonconvexvars ? (int)nccount[i] : nlcount[i]), (propdata->indicators ? nindcount[i] : 0), propdata->indicatorthreshold) )
2929 propdata->bounds[bdidx]->score = getScore(scip, propdata->bounds[bdidx], nlcount[i], nindcount[i], maxnlcount, smallub);
2944 propdata->bounds[bdidx]->score = getScore(scip, propdata->bounds[bdidx], nlcount[i], nindcount[i], maxnlcount, smallub);
3000 SCIP_CALL( SCIPallocBlockMemory(scip, &propdata->bilinbounds[propdata->nbilinbounds]) ); /*lint !e866*/
3045 /* sort bounds according to decreasing score; although this initial order will be overruled by the distance
3046 * criterion later, gives a more well-defined starting situation for OBBT and might help to reduce solver
3061 * @note The UG framework assumes that all default plug-ins of SCIP implement a copy callback. We check
3077/** solving process initialization method of propagator (called when branch and bound process is about to begin) */
3098 propdata->genvboundprop = propdata->creategenvbounds ? SCIPfindProp(scip, GENVBOUND_PROP_NAME) : NULL;
3100 SCIPdebugMsg(scip, "creating genvbounds: %s\n", propdata->genvboundprop != NULL ? "true" : "false");
3121 /* do not run in: presolving, repropagation, probing mode, if no objective propagation is allowed */
3122 if( SCIPgetStage(scip) != SCIP_STAGE_SOLVING || SCIPinRepropagation(scip) || SCIPinProbing(scip) || !SCIPallowWeakDualReds(scip) )
3137 && (!propdata->indicators || SCIPfindConshdlr(scip, "indicator") == NULL || SCIPconshdlrGetNConss(SCIPfindConshdlr(scip, "indicator")) == 0) )
3139 SCIPdebugMsg(scip, "NLP not constructed and no indicator constraints available, skipping obbt\n");
3143 /* only run if LP all columns are in the LP, i.e., the LP is a relaxation; e.g., do not run if pricers are active
3177 if( SCIPgetDepth(scip) > 0 && SCIPnodeGetNumber(SCIPgetCurrentNode(scip)) == propdata->lastnode )
3182 SCIPdebugMsg(scip, "applying obbt for problem <%s> at depth %d\n", SCIPgetProbName(scip), SCIPgetDepth(scip));
3184 /* without an optimal LP solution we don't want to run; this may be because propagators with higher priority have
3187 if( SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_OPTIMAL && SCIPgetLPSolstat(scip) != SCIP_LPSOLSTAT_UNBOUNDEDRAY )
3233/** solving process deinitialization method of propagator (called before branch and bound process data is freed) */
3252 /* note that because we reset filtered flags to false at each call to obbt, the same bound may be filtered multiple
3255 SCIPstatisticMessage("DIVE-LP: %" SCIP_LONGINT_FORMAT " NFILTERED: %d NTRIVIALFILTERED: %d NSOLVED: %d "
3257 propdata->nprobingiterations, propdata->nfiltered, propdata->ntrivialfiltered, propdata->nsolvedbounds,
3258 propdata->nfilterlpiters, propdata->ngenvboundsprobing, propdata->ngenvboundsaggrfil, propdata->ngenvboundstrivfil);
3345 SCIP_CALL( SCIPincludePropBasic(scip, &prop, PROP_NAME, PROP_DESC, PROP_PRIORITY, PROP_FREQ, PROP_DELAY, PROP_TIMING,
3383 "multiple of root node LP iterations used as total LP iteration limit for obbt (<= 0: no limit )",
3384 &propdata->itlimitfactor, FALSE, DEFAULT_ITLIMITFACTOR, SCIP_REAL_MIN, SCIP_REAL_MAX, NULL, NULL) );
3387 "multiple of OBBT LP limit used as total LP iteration limit for solving bilinear inequality LPs (< 0 for no limit)",
3388 &propdata->itlimitfactorbilin, FALSE, DEFAULT_ITLIMITFAC_BILININEQS, SCIP_REAL_MIN, SCIP_REAL_MAX, NULL, NULL) );
3399 "feasibility tolerance for reduced costs used in obbt; this value is used if SCIP's dual feastol is greater",
3412 &propdata->indicatorthreshold, TRUE, DEFAULT_INDICATORTHRESHOLD, 0.0, SCIP_REAL_MAX, NULL, NULL) );
3439 "select the type of ordering algorithm which should be used (0: no special ordering, 1: greedy, 2: greedy reverse)",
constraint handler for indicator constraints
Constraint handler for linear constraints in their most general form, .
constraint handler for nonlinear constraints specified by algebraic expressions
SCIP_VAR ** SCIPgetVarsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18566
int SCIPgetExprNLocksPosNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14311
SCIP_HASHMAP * SCIPgetVarExprHashmapNonlinear(SCIP_CONSHDLR *conshdlr)
Definition: cons_nonlinear.c:13006
int SCIPgetNVarsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18542
SCIP_VAR * SCIPgetExprAuxVarNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14336
unsigned int SCIPgetExprNSepaUsesActivityNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14441
SCIP_VAR * SCIPgetSlackVarIndicator(SCIP_CONS *cons)
Definition: cons_indicator.c:9025
SCIP_CONS * SCIPgetLinearConsIndicator(SCIP_CONS *cons)
Definition: cons_indicator.c:8802
SCIP_RETCODE SCIPcreateConsLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode)
Definition: cons_linear.c:17855
int SCIPgetExprNLocksNegNonlinear(SCIP_EXPR *expr)
Definition: cons_nonlinear.c:14322
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1866
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3261
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3423
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
int SCIPgetNExprsBilinear(SCIP_NLHDLR *nlhdlr)
Definition: nlhdlr_bilinear.c:1543
SCIP_RETCODE SCIPaddIneqBilinear(SCIP *scip, SCIP_NLHDLR *nlhdlr, SCIP_EXPR *expr, SCIP_Real xcoef, SCIP_Real ycoef, SCIP_Real constant, SCIP_Bool *success)
Definition: nlhdlr_bilinear.c:1559
SCIP_EXPR ** SCIPgetExprsBilinear(SCIP_NLHDLR *nlhdlr)
Definition: nlhdlr_bilinear.c:1527
SCIP_RETCODE SCIPgenVBoundAdd(SCIP *scip, SCIP_PROP *genvboundprop, SCIP_VAR **vars, SCIP_VAR *var, SCIP_Real *coefs, int ncoefs, SCIP_Real coefcutoffbound, SCIP_Real constant, SCIP_BOUNDTYPE boundtype)
Definition: prop_genvbounds.c:2139
SCIP_RETCODE SCIPaddLongintParam(SCIP *scip, const char *name, const char *desc, SCIP_Longint *valueptr, SCIP_Bool isadvanced, SCIP_Longint defaultvalue, SCIP_Longint minvalue, SCIP_Longint maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:111
SCIP_RETCODE SCIPaddIntParam(SCIP *scip, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:83
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:139
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:487
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:307
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 SCIPgetIntParam(SCIP *scip, const char *name, int *value)
Definition: scip_param.c:269
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:603
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 SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1174
SCIP_RETCODE SCIPseparateSol(SCIP *scip, SCIP_SOL *sol, SCIP_Bool pretendroot, SCIP_Bool allowlocal, SCIP_Bool onlydelayed, SCIP_Bool *delayed, SCIP_Bool *cutoff)
Definition: scip_cut.c:735
SCIP_RETCODE SCIPreleaseExpr(SCIP *scip, SCIP_EXPR **expr)
Definition: scip_expr.c:1417
SCIP_RETCODE SCIPgetNLPVarsNonlinearity(SCIP *scip, int *nlcount)
Definition: scip_nlp.c:223
SCIP_NLHDLR * SCIPfindNlhdlrNonlinear(SCIP_CONSHDLR *conshdlr, const char *name)
Definition: cons_nonlinear.c:15324
SCIP_RETCODE SCIPaddRowProbing(SCIP *scip, SCIP_ROW *row)
Definition: scip_probing.c:908
SCIP_RETCODE SCIPapplyCutsProbing(SCIP *scip, SCIP_Bool *cutoff)
Definition: scip_probing.c:948
SCIP_RETCODE SCIPchgVarUbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:345
SCIP_RETCODE SCIPchgVarLbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:301
SCIP_RETCODE SCIPpropagateProbing(SCIP *scip, int maxproprounds, SCIP_Bool *cutoff, SCIP_Longint *ndomredsfound)
Definition: scip_probing.c:580
SCIP_RETCODE SCIPchgVarObjProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_probing.c:474
SCIP_RETCODE SCIPbacktrackProbing(SCIP *scip, int probingdepth)
Definition: scip_probing.c:225
SCIP_Real SCIPgetVarObjProbing(SCIP *scip, SCIP_VAR *var)
Definition: scip_probing.c:388
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_probing.c:820
SCIP_RETCODE SCIPsetPropInitsol(SCIP *scip, SCIP_PROP *prop, SCIP_DECL_PROPINITSOL((*propinitsol)))
Definition: scip_prop.c:215
SCIP_RETCODE SCIPsetPropResprop(SCIP *scip, SCIP_PROP *prop, SCIP_DECL_PROPRESPROP((*propresprop)))
Definition: scip_prop.c:312
SCIP_RETCODE SCIPsetPropFree(SCIP *scip, SCIP_PROP *prop, SCIP_DECL_PROPFREE((*propfree)))
Definition: scip_prop.c:167
SCIP_RETCODE SCIPsetPropCopy(SCIP *scip, SCIP_PROP *prop, SCIP_DECL_PROPCOPY((*propcopy)))
Definition: scip_prop.c:151
SCIP_RETCODE SCIPsetPropExitsol(SCIP *scip, SCIP_PROP *prop, SCIP_DECL_PROPEXITSOL((*propexitsol)))
Definition: scip_prop.c:231
SCIP_RETCODE SCIPincludePropBasic(SCIP *scip, SCIP_PROP **propptr, const char *name, const char *desc, int priority, int freq, SCIP_Bool delay, SCIP_PROPTIMING timingmask, SCIP_DECL_PROPEXEC((*propexec)), SCIP_PROPDATA *propdata)
Definition: scip_prop.c:114
SCIP_RETCODE SCIPcacheRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1635
SCIP_RETCODE SCIPflushRowExtensions(SCIP *scip, SCIP_ROW *row)
Definition: scip_lp.c:1658
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1701
SCIP_RETCODE SCIPcreateEmptyRowUnspec(SCIP *scip, SCIP_ROW **row, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1482
SCIP_Longint SCIPgetNRootLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:490
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:446
SCIP_Bool SCIPisUbBetter(SCIP *scip, SCIP_Real newub, SCIP_Real oldlb, SCIP_Real oldub)
Definition: scip_numerics.c:1143
SCIP_Bool SCIPisFeasGE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:832
SCIP_Real SCIPchgRelaxfeastol(SCIP *scip, SCIP_Real relaxfeastol)
Definition: scip_numerics.c:352
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:780
SCIP_Bool SCIPisLbBetter(SCIP *scip, SCIP_Real newlb, SCIP_Real oldlb, SCIP_Real oldub)
Definition: scip_numerics.c:1128
SCIP_Bool SCIPisLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:471
SCIP_Bool SCIPisFeasLE(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:806
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:484
SCIP_Bool SCIPisFeasGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:819
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:445
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:458
SCIP_RETCODE SCIPchgDualfeastol(SCIP *scip, SCIP_Real dualfeastol)
Definition: scip_numerics.c:294
SCIP_RETCODE SCIPtightenVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound, SCIP_Bool force, SCIP_Bool *infeasible, SCIP_Bool *tightened)
Definition: scip_var.c:5203
SCIP_RETCODE SCIPtightenVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound, SCIP_Bool force, SCIP_Bool *infeasible, SCIP_Bool *tightened)
Definition: scip_var.c:5320
void SCIPfreeRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen)
Definition: scip_randnumgen.c:79
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10130
SCIP_RETCODE SCIPcreateRandom(SCIP *scip, SCIP_RANDNUMGEN **randnumgen, unsigned int initialseed, SCIP_Bool useglobalseed)
Definition: scip_randnumgen.c:56
void SCIPsortDownPtr(void **ptrarray, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), int len)
Definition: objbenders.h:44
bilinear nonlinear handler
generalized variable bounds propagator
static SCIP_Real getFilterCoef(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_VAR *var, SCIP_BOUNDTYPE boundtype)
Definition: prop_obbt.c:483
static SCIP_RETCODE filterExistingLP(SCIP *scip, SCIP_PROPDATA *propdata, int *nfiltered, BOUND *currbound)
Definition: prop_obbt.c:964
static SCIP_Real bilinboundGetScore(SCIP *scip, SCIP_RANDNUMGEN *randnumgen, BILINBOUND *bilinbound)
Definition: prop_obbt.c:892
static SCIP_RETCODE initBounds(SCIP *scip, SCIP_PROPDATA *propdata)
Definition: prop_obbt.c:2839
static int nextBound(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_Bool convexphase)
Definition: prop_obbt.c:1673
static SCIP_RETCODE tightenBoundProbing(SCIP *scip, BOUND *bound, SCIP_Real newval, SCIP_Bool *tightened)
Definition: prop_obbt.c:1534
static SCIP_Bool includeVarGenVBound(SCIP *scip, SCIP_VAR *var)
Definition: prop_obbt.c:426
static int bilinboundGetLocksNeg(BILINBOUND *bilinbound)
Definition: prop_obbt.c:870
static SCIP_RETCODE filterBounds(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_Longint itlimit)
Definition: prop_obbt.c:1297
static SCIP_Bool indicatorVarIsInteresting(SCIP *scip, SCIP_VAR *var, int nlcount, int nindcount, SCIP_Real threshold)
Definition: prop_obbt.c:941
static SCIP_RETCODE addObjCutoff(SCIP *scip, SCIP_PROPDATA *propdata)
Definition: prop_obbt.c:319
static SCIP_RETCODE solveLP(SCIP *scip, int itlimit, SCIP_Bool *error, SCIP_Bool *optimal)
Definition: prop_obbt.c:247
static void getCorners(SCIP_VAR *x, SCIP_VAR *y, CORNER corner, SCIP_Real *xs, SCIP_Real *ys, SCIP_Real *xt, SCIP_Real *yt)
Definition: prop_obbt.c:804
static int getIterationsLeft(SCIP *scip, SCIP_Longint nolditerations, SCIP_Longint itlimit)
Definition: prop_obbt.c:453
static SCIP_RETCODE filterRound(SCIP *scip, SCIP_PROPDATA *propdata, int itlimit, int *nfiltered, SCIP_Real *objcoefs, int *objcoefsinds, int nobjcoefs)
Definition: prop_obbt.c:1137
static SCIP_RETCODE sortBounds(SCIP *scip, SCIP_PROPDATA *propdata)
Definition: prop_obbt.c:1641
static SCIP_RETCODE setObjProbing(SCIP *scip, SCIP_PROPDATA *propdata, BOUND *bound, SCIP_Real coef)
Definition: prop_obbt.c:379
static unsigned int getScore(SCIP *scip, BOUND *bound, int nlcount, int nindcount, int maxnlcount, SCIP_Real smallub)
Definition: prop_obbt.c:2644
static SCIP_RETCODE findNewBounds(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_Longint *nleftiterations, SCIP_Bool convexphase)
Definition: prop_obbt.c:1808
static SCIP_Bool varIsFixedLocal(SCIP *scip, SCIP_VAR *var)
Definition: prop_obbt.c:369
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)
Definition: prop_obbt.c:2301
static SCIP_RETCODE applyObbt(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_Longint itlimit, SCIP_RESULT *result)
Definition: prop_obbt.c:2047
static SCIP_RETCODE applyObbtBilinear(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_Longint itlimit, SCIP_RESULT *result)
Definition: prop_obbt.c:2449
static SCIP_RETCODE getNVarsIndicators(SCIP *scip, int *nindcount)
Definition: prop_obbt.c:2761
static SCIP_RETCODE createGenVBound(SCIP *scip, SCIP_PROPDATA *propdata, BOUND *bound, SCIP_Bool *found)
Definition: prop_obbt.c:557
static SCIP_RETCODE applyBoundChgs(SCIP *scip, SCIP_PROPDATA *propdata, SCIP_RESULT *result)
Definition: prop_obbt.c:1459
static void getCorner(SCIP_VAR *x, SCIP_VAR *y, CORNER corner, SCIP_Real *px, SCIP_Real *py)
Definition: prop_obbt.c:766
static int bilinboundGetLocksPos(BILINBOUND *bilinbound)
Definition: prop_obbt.c:881
static SCIP_RETCODE getNLPVarsNonConvexity(SCIP *scip, unsigned int *nccounts)
Definition: prop_obbt.c:2703
static SCIP_RETCODE applySeparation(SCIP *scip, SCIP_PROPDATA *propdata, BOUND *currbound, SCIP_Longint *nleftiterations, SCIP_Bool *success)
Definition: prop_obbt.c:1726
static SCIP_Bool varIsInteresting(SCIP *scip, SCIP_VAR *var, int nlcount, int nindcount)
Definition: prop_obbt.c:2821
optimization-based bound tightening propagator
public methods for managing constraints
public methods for LP management
public methods for message output
public data structures and miscellaneous methods
methods for sorting joint arrays of various types
public methods for NLP management
public methods for propagators
public methods for branch and bound tree
public methods for problem variables
public methods for constraint handler plugins and constraints
public methods for problem copies
public methods for cuts and aggregation rows
general public methods
public methods for the LP relaxation, rows and columns
public methods for memory management
public methods for message handling
public methods for nonlinear relaxation
public methods for numerical tolerances
public methods for SCIP parameter handling
public methods for global and local (sub)problems
public methods for the probing mode
public methods for propagator plugins
public methods for random numbers
public methods for querying solving statistics
public methods for the branch-and-bound tree
public methods for SCIP variables
Definition: prop_obbt.c:167
Definition: prop_obbt.c:140
Definition: struct_cons.h:47
Definition: struct_cons.h:127
Definition: struct_expr.h:106
Definition: struct_misc.h:138
Definition: struct_nlhdlr.h:44
Definition: struct_prop.h:47
Definition: struct_misc.h:269
Definition: struct_lp.h:202
Definition: struct_var.h:208
Definition: struct_scip.h:70