SCIP
Solving Constraint Integer Programs
benders.c File Reference
Detailed Description
methods for Benders' decomposition
Definition in file benders.c.
#include <assert.h>#include <string.h>#include "scip/def.h"#include "scip/set.h"#include "scip/clock.h"#include "scip/dcmp.h"#include "scip/paramset.h"#include "scip/lp.h"#include "scip/prob.h"#include "scip/pricestore.h"#include "scip/scip.h"#include "scip/scipdefplugins.h"#include "scip/benders.h"#include "scip/pub_message.h"#include "scip/pub_misc.h"#include "scip/cons_linear.h"#include "scip/cons_nonlinear.h"#include "scip/struct_benders.h"#include "scip/struct_benderscut.h"#include "scip/benderscut.h"Go to the source code of this file.
Macros | |
| #define | SCIP_DEFAULT_TRANSFERCUTS FALSE /** should Benders' cuts generated in LNS heuristics be transferred to the main SCIP instance? */ |
| #define | SCIP_DEFAULT_CUTSASCONSS TRUE /** should the transferred cuts be added as constraints? */ |
| #define | SCIP_DEFAULT_LNSCHECK TRUE /** should the Benders' decomposition be used in LNS heuristics */ |
| #define | SCIP_DEFAULT_LNSMAXDEPTH -1 /** maximum depth at which the LNS check is performed */ |
| #define | SCIP_DEFAULT_LNSMAXCALLS 10 /** the maximum number of Benders' decomposition calls in LNS heuristics */ |
| #define | SCIP_DEFAULT_LNSMAXCALLSROOT 0 /** the maximum number of root node Benders' decomposition calls in LNS heuristics */ |
| #define | SCIP_DEFAULT_SUBPROBFRAC 1.0 /** fraction of subproblems that are solved in each iteration */ |
| #define | SCIP_DEFAULT_UPDATEAUXVARBOUND FALSE /** should the auxiliary variable lower bound be updated by solving the subproblem */ |
| #define | SCIP_DEFAULT_AUXVARSIMPLINT FALSE /** set the auxiliary variables as implint if the subproblem objective is integer */ |
| #define | SCIP_DEFAULT_CUTCHECK TRUE /** should cuts be generated during the checking of solutions? */ |
| #define | SCIP_DEFAULT_STRENGTHENMULT 0.5 /** the convex combination multiplier for the cut strengthening */ |
| #define | SCIP_DEFAULT_NOIMPROVELIMIT 5 /** the maximum number of cut strengthening without improvement */ |
| #define | SCIP_DEFAULT_STRENGTHENPERTURB 1e-06 /** the amount by which the cut strengthening solution is perturbed */ |
| #define | SCIP_DEFAULT_STRENGTHENENABLED FALSE /** enable the core point cut strengthening approach */ |
| #define | SCIP_DEFAULT_STRENGTHENINTPOINT 'r' /** where should the strengthening interior point be sourced from ('l'p relaxation, 'f'irst solution, 'i'ncumbent solution, 'r'elative interior point, vector of 'o'nes, vector of 'z'eros) */ |
| #define | SCIP_DEFAULT_NUMTHREADS 1 /** the number of parallel threads to use when solving the subproblems */ |
| #define | SCIP_DEFAULT_EXECFEASPHASE FALSE /** should a feasibility phase be executed during the root node processing */ |
| #define | SCIP_DEFAULT_SLACKVARCOEF 1e+6 /** the initial objective coefficient of the slack variables in the subproblem */ |
| #define | SCIP_DEFAULT_MAXSLACKVARCOEF 1e+9 /** the maximal objective coefficient of the slack variables in the subproblem */ |
| #define | SCIP_DEFAULT_CHECKCONSCONVEXITY TRUE /** should the constraints of the subproblem be checked for convexity? */ |
| #define | SCIP_DEFAULT_NLPITERLIMIT 10000 /** iteration limit for NLP solver */ |
| #define | BENDERS_MAXPSEUDOSOLS |
| #define | BENDERS_ARRAYSIZE 1000 |
| #define | AUXILIARYVAR_NAME "##bendersauxiliaryvar" /** the name for the Benders' auxiliary variables in the master problem */ |
| #define | SLACKVAR_NAME |
| #define | NLINEARCONSHDLRS 5 |
| #define | NODEFOCUS_EVENTHDLR_NAME "bendersnodefocus" |
| #define | NODEFOCUS_EVENTHDLR_DESC "node focus event handler for Benders' decomposition" |
| #define | MIPNODEFOCUS_EVENTHDLR_NAME "bendersmipsolvenodefocus" |
| #define | MIPNODEFOCUS_EVENTHDLR_DESC "node focus event handler for the MIP solve method for Benders' decomposition" |
| #define | UPPERBOUND_EVENTHDLR_NAME "bendersupperbound" |
| #define | UPPERBOUND_EVENTHDLR_DESC "found solution event handler to terminate subproblem solve for a given upper bound" |
| #define | NODESOLVED_EVENTHDLR_NAME "bendersnodesolved" |
| #define | NODESOLVED_EVENTHDLR_DESC "node solved event handler for the Benders' integer cuts" |
Macro Definition Documentation
◆ SCIP_DEFAULT_TRANSFERCUTS
◆ SCIP_DEFAULT_CUTSASCONSS
| #define SCIP_DEFAULT_CUTSASCONSS TRUE /** should the transferred cuts be added as constraints? */ |
◆ SCIP_DEFAULT_LNSCHECK
| #define SCIP_DEFAULT_LNSCHECK TRUE /** should the Benders' decomposition be used in LNS heuristics */ |
◆ SCIP_DEFAULT_LNSMAXDEPTH
| #define SCIP_DEFAULT_LNSMAXDEPTH -1 /** maximum depth at which the LNS check is performed */ |
◆ SCIP_DEFAULT_LNSMAXCALLS
| #define SCIP_DEFAULT_LNSMAXCALLS 10 /** the maximum number of Benders' decomposition calls in LNS heuristics */ |
◆ SCIP_DEFAULT_LNSMAXCALLSROOT
| #define SCIP_DEFAULT_LNSMAXCALLSROOT 0 /** the maximum number of root node Benders' decomposition calls in LNS heuristics */ |
◆ SCIP_DEFAULT_SUBPROBFRAC
| #define SCIP_DEFAULT_SUBPROBFRAC 1.0 /** fraction of subproblems that are solved in each iteration */ |
◆ SCIP_DEFAULT_UPDATEAUXVARBOUND
◆ SCIP_DEFAULT_AUXVARSIMPLINT
◆ SCIP_DEFAULT_CUTCHECK
| #define SCIP_DEFAULT_CUTCHECK TRUE /** should cuts be generated during the checking of solutions? */ |
◆ SCIP_DEFAULT_STRENGTHENMULT
| #define SCIP_DEFAULT_STRENGTHENMULT 0.5 /** the convex combination multiplier for the cut strengthening */ |
◆ SCIP_DEFAULT_NOIMPROVELIMIT
| #define SCIP_DEFAULT_NOIMPROVELIMIT 5 /** the maximum number of cut strengthening without improvement */ |
◆ SCIP_DEFAULT_STRENGTHENPERTURB
| #define SCIP_DEFAULT_STRENGTHENPERTURB 1e-06 /** the amount by which the cut strengthening solution is perturbed */ |
◆ SCIP_DEFAULT_STRENGTHENENABLED
| #define SCIP_DEFAULT_STRENGTHENENABLED FALSE /** enable the core point cut strengthening approach */ |
◆ SCIP_DEFAULT_STRENGTHENINTPOINT
◆ SCIP_DEFAULT_NUMTHREADS
| #define SCIP_DEFAULT_NUMTHREADS 1 /** the number of parallel threads to use when solving the subproblems */ |
◆ SCIP_DEFAULT_EXECFEASPHASE
◆ SCIP_DEFAULT_SLACKVARCOEF
| #define SCIP_DEFAULT_SLACKVARCOEF 1e+6 /** the initial objective coefficient of the slack variables in the subproblem */ |
◆ SCIP_DEFAULT_MAXSLACKVARCOEF
| #define SCIP_DEFAULT_MAXSLACKVARCOEF 1e+9 /** the maximal objective coefficient of the slack variables in the subproblem */ |
◆ SCIP_DEFAULT_CHECKCONSCONVEXITY
| #define SCIP_DEFAULT_CHECKCONSCONVEXITY TRUE /** should the constraints of the subproblem be checked for convexity? */ |
◆ SCIP_DEFAULT_NLPITERLIMIT
| #define SCIP_DEFAULT_NLPITERLIMIT 10000 /** iteration limit for NLP solver */ |
◆ BENDERS_MAXPSEUDOSOLS
| #define BENDERS_MAXPSEUDOSOLS |
◆ BENDERS_ARRAYSIZE
| #define BENDERS_ARRAYSIZE 1000 |
◆ AUXILIARYVAR_NAME
| #define AUXILIARYVAR_NAME "##bendersauxiliaryvar" /** the name for the Benders' auxiliary variables in the master problem */ |
◆ SLACKVAR_NAME
| #define SLACKVAR_NAME |
◆ NLINEARCONSHDLRS
◆ NODEFOCUS_EVENTHDLR_NAME
◆ NODEFOCUS_EVENTHDLR_DESC
| #define NODEFOCUS_EVENTHDLR_DESC "node focus event handler for Benders' decomposition" |
◆ MIPNODEFOCUS_EVENTHDLR_NAME
| #define MIPNODEFOCUS_EVENTHDLR_NAME "bendersmipsolvenodefocus" |
◆ MIPNODEFOCUS_EVENTHDLR_DESC
| #define MIPNODEFOCUS_EVENTHDLR_DESC "node focus event handler for the MIP solve method for Benders' decomposition" |
◆ UPPERBOUND_EVENTHDLR_NAME
◆ UPPERBOUND_EVENTHDLR_DESC
◆ NODESOLVED_EVENTHDLR_NAME
◆ NODESOLVED_EVENTHDLR_DESC
| #define NODESOLVED_EVENTHDLR_DESC "node solved event handler for the Benders' integer cuts" |
Function Documentation
◆ initEventhandlerData()
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static |
initialises the members of the eventhandler data
- Parameters
-
scip the SCIP data structure eventhdlrdata the event handler data
Definition at line 116 of file benders.c.
References FALSE, NULL, SCIP_OKAY, and SCIPinfinity().
Referenced by createSubproblems(), exitEventhandler(), and initialiseLPSubproblem().
◆ initsolEventhandler()
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static |
initsol method for the event handlers
- Parameters
-
scip the SCIP data structure eventhdlr the event handlers data structure eventtype event type mask to select events to catch
Definition at line 134 of file benders.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIPcatchEvent(), and SCIPeventhdlrGetData().
Referenced by SCIP_DECL_EVENTINITSOL().
◆ exitsolEventhandler()
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the exit sol method for the event handlers
- Parameters
-
scip the SCIP data structure eventhdlr the event handlers data structure eventtype event type mask to select events to catch
Definition at line 154 of file benders.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIPdropEvent(), and SCIPeventhdlrGetData().
Referenced by SCIP_DECL_EVENTEXITSOL().
◆ exitEventhandler()
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the exit method for the event handlers
- Parameters
-
scip the SCIP data structure eventhdlr the event handlers data structure
Definition at line 178 of file benders.c.
References initEventhandlerData(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetData().
Referenced by SCIP_DECL_EVENTEXIT().
◆ freeEventhandler()
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static |
free method for the event handler
- Parameters
-
scip the SCIP data structure eventhdlr the event handlers data structure
Definition at line 198 of file benders.c.
References NULL, SCIP_OKAY, SCIPeventhdlrGetData(), SCIPeventhdlrSetData(), and SCIPfreeBlockMemory.
Referenced by SCIP_DECL_EVENTFREE().
◆ SCIP_DECL_EVENTEXEC() [1/4]
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exec the event handler
Definition at line 224 of file benders.c.
References NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, SCIPdropEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), and SCIPinterruptSolve().
◆ SCIP_DECL_EVENTINITSOL() [1/4]
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solving process initialization method of event handler (called when branch and bound process is about to begin)
Definition at line 246 of file benders.c.
References initsolEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTEXITSOL() [1/3]
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solving process deinitialization method of event handler (called before branch and bound process data is freed)
Definition at line 259 of file benders.c.
References exitsolEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTEXIT() [1/3]
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deinitialization method of event handler (called before transformed problem is freed)
Definition at line 272 of file benders.c.
References exitEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTFREE() [1/3]
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deinitialization method of event handler (called before transformed problem is freed)
Definition at line 285 of file benders.c.
References freeEventhandler(), NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTEXEC() [2/4]
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exec the event handler
Definition at line 301 of file benders.c.
References MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, SCIPdropEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), and SCIPinterruptSolve().
◆ SCIP_DECL_EVENTINITSOL() [2/4]
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solving process initialization method of event handler (called when branch and bound process is about to begin)
Definition at line 327 of file benders.c.
References initsolEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTEXITSOL() [2/3]
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solving process deinitialization method of event handler (called before branch and bound process data is freed)
Definition at line 340 of file benders.c.
References exitsolEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODEFOCUSED, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTEXIT() [2/3]
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static |
deinitialization method of event handler (called before transformed problem is freed)
Definition at line 353 of file benders.c.
References exitEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTFREE() [2/3]
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deinitialization method of event handler (called before transformed problem is freed)
Definition at line 366 of file benders.c.
References freeEventhandler(), MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPeventhdlrGetName().
◆ SCIP_DECL_EVENTEXEC() [3/4]
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exec the event handler
Definition at line 381 of file benders.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPinterruptSolve(), SCIPisLT(), and UPPERBOUND_EVENTHDLR_NAME.
◆ SCIP_DECL_EVENTINITSOL() [3/4]
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static |
solving process initialization method of event handler (called when branch and bound process is about to begin)
Definition at line 405 of file benders.c.
References initsolEventhandler(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.
◆ SCIP_DECL_EVENTEXITSOL() [3/3]
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solving process deinitialization method of event handler (called before branch and bound process data is freed)
Definition at line 418 of file benders.c.
References exitsolEventhandler(), NULL, SCIP_CALL, SCIP_EVENTTYPE_BESTSOLFOUND, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.
◆ SCIP_DECL_EVENTEXIT() [3/3]
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static |
deinitialization method of event handler (called before transformed problem is freed)
Definition at line 431 of file benders.c.
References exitEventhandler(), NULL, SCIP_CALL, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.
◆ SCIP_DECL_EVENTFREE() [3/3]
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static |
deinitialization method of event handler (called before transformed problem is freed)
Definition at line 444 of file benders.c.
References freeEventhandler(), NULL, SCIP_CALL, SCIP_OKAY, SCIPeventhdlrGetName(), and UPPERBOUND_EVENTHDLR_NAME.
◆ updateEventhdlrUpperbound()
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static |
updates the upper bound in the event handler data
- Parameters
-
benders Benders' decomposition probnumber the subproblem number upperbound the upper bound value
Definition at line 457 of file benders.c.
References NULL, SCIP_OKAY, SCIPbendersSubproblem(), SCIPeventhdlrGetData(), SCIPfindEventhdlr(), and UPPERBOUND_EVENTHDLR_NAME.
Referenced by SCIPbendersExecSubproblemSolve().
◆ updateSubproblemLowerbound()
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static |
Updates the cut constant of the Benders' cuts data. This function solves the master problem with only the auxiliary variables in the objective function.
- Parameters
-
masterprob the SCIP instance of the master problem benders Benders' decomposition
Definition at line 486 of file benders.c.
References NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_VARSTATUS_COLUMN, SCIPbendersGetAuxiliaryVar(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemLowerbound(), SCIPbendersUpdateSubproblemLowerbound(), SCIPchgVarObjProbing(), SCIPdebugMsg, SCIPendProbing(), SCIPgetNVars(), SCIPgetSolTransObj(), SCIPgetVars(), SCIPinDive(), SCIPinProbing(), SCIPinRepropagation(), SCIPisInfinity(), SCIPsolveProbingLP(), SCIPstartProbing(), and SCIPvarGetStatus().
Referenced by SCIP_DECL_EVENTEXEC().
◆ SCIP_DECL_EVENTEXEC() [4/4]
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exec the event handler
Definition at line 553 of file benders.c.
References NODESOLVED_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODESOLVED, SCIP_OKAY, SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPdropEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), and updateSubproblemLowerbound().
◆ SCIP_DECL_EVENTINITSOL() [4/4]
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solving process initialization method of event handler (called when branch and bound process is about to begin)
Definition at line 576 of file benders.c.
References NODESOLVED_EVENTHDLR_NAME, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODESOLVED, SCIP_OKAY, SCIPbendersIsActive(), SCIPbendersOnlyCheckConvexRelax(), SCIPcatchEvent(), SCIPeventhdlrGetData(), SCIPeventhdlrGetName(), SCIPgetSubscipsOff(), and SCIP_Benders::threadsafe.
◆ SCIP_DECL_SORTPTRCOMP()
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static |
comparison method for sorting the subproblems. The subproblem that has been called the least is prioritised
Definition at line 606 of file benders.c.
References SCIP_SubproblemSolveStat::avgiter, SCIP_SubproblemSolveStat::idx, MAX, SCIP_SubproblemSolveStat::ncalls, and NULL.
◆ addAuxiliaryVariablesToMaster()
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static |
adds the auxiliary variables to the Benders' decomposition master problem
- Parameters
-
scip SCIP data structure benders Benders' decomposition structure
Definition at line 674 of file benders.c.
References AUXILIARYVAR_NAME, SCIP_Benders::auxiliaryvars, SCIP_Benders::auxvarsimplint, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_LOCKTYPE_MODEL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIP_VARTYPE_IMPLINT, SCIPaddVar(), SCIPaddVarLocksType(), SCIPallocBlockMemory, SCIPbendersGetAuxiliaryVar(), SCIPbendersGetName(), SCIPbendersGetNSubproblems(), SCIPbendersShareAuxVars(), SCIPbendersSubproblem(), SCIPcaptureVar(), SCIPcreateVarBasic(), SCIPfreeBlockMemory, SCIPgetBenders(), SCIPinfinity(), SCIPisObjIntegral(), SCIPsnprintf(), SCIPvarSetData(), SCIP_Benders::subproblowerbound, and TRUE.
Referenced by SCIPbendersInitpre().
◆ assignAuxiliaryVariables()
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assigns the copied auxiliary variables in the target SCIP to the target Benders' decomposition data
- Parameters
-
scip SCIP data structure, the target scip benders Benders' decomposition
Definition at line 747 of file benders.c.
References AUXILIARYVAR_NAME, SCIP_Benders::auxiliaryvars, FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIPABORT, SCIPallocBlockMemory, SCIPbendersGetName(), SCIPbendersGetNSubproblems(), SCIPbendersShareAuxVars(), SCIPcaptureVar(), SCIPfindVar(), SCIPfreeBlockMemory, SCIPgetBenders(), SCIPgetSubscipDepth(), SCIPsnprintf(), SCIPvarGetTransVar(), SCIPvarSetData(), and TRUE.
Referenced by SCIPbendersInit().
◆ resetSubproblemObjectiveValue()
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sets the subproblem objective value array to -infinity
- Parameters
-
benders the Benders' decomposition structure set global SCIP settings
Definition at line 831 of file benders.c.
References NULL, SCIP_Real, SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemObjval(), SCIPbendersSubproblem(), SCIPinfinity(), and SCIPsetInfinity().
Referenced by SCIPbendersExec().
◆ SCIP_DECL_PARAMCHGD()
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method to call, when the priority of a Benders' decomposition was changed
Definition at line 871 of file benders.c.
References NULL, SCIP_OKAY, SCIPparamGetData(), SCIPparamGetInt(), and SCIPsetBendersPriority().
◆ createMasterVarMapping()
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static |
creates a variable mapping between the master problem variables of the source scip and the sub scip
- Parameters
-
benders Benders' decomposition of the target SCIP instance sourceset global SCIP settings from the source SCIP varmap a hashmap to store the mapping of source variables corresponding target variables; must not be NULL
Definition at line 886 of file benders.c.
References SCIP_Benders::iscopy, SCIP_Benders::mastervarsmap, NULL, SCIP_Set::scip, SCIP_CALL, SCIP_OKAY, SCIPblkmem(), SCIPcaptureVar(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapGetImage(), and SCIPhashmapInsert().
Referenced by SCIPbendersCopyInclude().
◆ SCIPbendersCopyInclude()
| SCIP_RETCODE SCIPbendersCopyInclude | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | sourceset, | ||
| SCIP_SET * | targetset, | ||
| SCIP_HASHMAP * | varmap, | ||
| SCIP_Bool | threadsafe, | ||
| SCIP_Bool * | valid | ||
| ) |
copies the given Benders' decomposition to a new SCIP
- Parameters
-
benders Benders' decomposition sourceset SCIP_SET of SCIP to copy from targetset SCIP_SET of SCIP to copy to varmap a hashmap to store the mapping of source variables corresponding target variables; if NULL, then the transfer of cuts is not possible threadsafe must the Benders' decomposition copy be thread safe valid was the copying process valid?
Definition at line 926 of file benders.c.
References SCIP_Set::benders_copybenders, SCIP_Benders::benderscuts, createMasterVarMapping(), FALSE, SCIP_Benders::iscopy, SCIP_Benders::lnscheck, SCIP_Benders::lnsmaxcalls, SCIP_Benders::lnsmaxcallsroot, SCIP_Benders::lnsmaxdepth, SCIP_Benders::mastervarsmap, SCIP_Benders::nbenderscuts, NULL, SCIP_Set::scip, SCIP_CALL, SCIP_OKAY, SCIPbenderscutCopyInclude(), SCIPbendersGetName(), SCIPbendersIsActive(), SCIPbendersSortBenderscuts(), SCIPsetDebugMsg, SCIPsetFindBenders(), SCIP_Benders::sourcescip, SCIP_Benders::threadsafe, and TRUE.
Referenced by SCIPcopyBenders().
◆ doBendersCreate()
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static |
internal method for creating a Benders' decomposition structure
- Parameters
-
benders pointer to Benders' decomposition data structure set global SCIP settings messagehdlr message handler blkmem block memory for parameter settings name name of Benders' decomposition desc description of Benders' decomposition priority priority of the Benders' decomposition cutlp should Benders' cuts be generated for LP solutions cutpseudo should Benders' cuts be generated for pseudo solutions cutrelax should Benders' cuts be generated for relaxation solutions shareauxvars should this Benders' use the highest priority Benders aux vars bendersdata Benders' decomposition data
Definition at line 997 of file benders.c.
References BMSallocMemory, BMSclearMemory, BMSduplicateMemoryArray, FALSE, NULL, paramname, SCIP_ALLOC, SCIP_CALL, SCIP_CLOCKTYPE_DEFAULT, SCIP_DEFAULT_AUXVARSIMPLINT, SCIP_DEFAULT_CHECKCONSCONVEXITY, SCIP_DEFAULT_CUTCHECK, SCIP_DEFAULT_CUTSASCONSS, SCIP_DEFAULT_EXECFEASPHASE, SCIP_DEFAULT_LNSCHECK, SCIP_DEFAULT_LNSMAXCALLS, SCIP_DEFAULT_LNSMAXCALLSROOT, SCIP_DEFAULT_LNSMAXDEPTH, SCIP_DEFAULT_MAXSLACKVARCOEF, SCIP_DEFAULT_NLPITERLIMIT, SCIP_DEFAULT_NOIMPROVELIMIT, SCIP_DEFAULT_NUMTHREADS, SCIP_DEFAULT_SLACKVARCOEF, SCIP_DEFAULT_STRENGTHENENABLED, SCIP_DEFAULT_STRENGTHENINTPOINT, SCIP_DEFAULT_STRENGTHENMULT, SCIP_DEFAULT_STRENGTHENPERTURB, SCIP_DEFAULT_SUBPROBFRAC, SCIP_DEFAULT_TRANSFERCUTS, SCIP_DEFAULT_UPDATEAUXVARBOUND, SCIP_INVALIDCALL, SCIP_MAXSTRLEN, SCIP_MAXTREEDEPTH, SCIP_NLPPARAM_DEFAULT, SCIP_OKAY, SCIPclockCreate(), SCIPerrorMessage, SCIPsetAddBoolParam(), SCIPsetAddCharParam(), SCIPsetAddIntParam(), SCIPsetAddRealParam(), SCIPsetInfinity(), SCIPsnprintf(), and TRUE.
Referenced by SCIPbendersCreate().
◆ SCIPbendersCreate()
| SCIP_RETCODE SCIPbendersCreate | ( | SCIP_BENDERS ** | benders, |
| SCIP_SET * | set, | ||
| SCIP_MESSAGEHDLR * | messagehdlr, | ||
| BMS_BLKMEM * | blkmem, | ||
| const char * | name, | ||
| const char * | desc, | ||
| int | priority, | ||
| SCIP_Bool | cutlp, | ||
| SCIP_Bool | cutpseudo, | ||
| SCIP_Bool | cutrelax, | ||
| SCIP_Bool | shareauxvars, | ||
| SCIP_DECL_BENDERSCOPY((*benderscopy)) | , | ||
| SCIP_DECL_BENDERSFREE((*bendersfree)) | , | ||
| SCIP_DECL_BENDERSINIT((*bendersinit)) | , | ||
| SCIP_DECL_BENDERSEXIT((*bendersexit)) | , | ||
| SCIP_DECL_BENDERSINITPRE((*bendersinitpre)) | , | ||
| SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)) | , | ||
| SCIP_DECL_BENDERSINITSOL((*bendersinitsol)) | , | ||
| SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)) | , | ||
| SCIP_DECL_BENDERSGETVAR((*bendersgetvar)) | , | ||
| SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)) | , | ||
| SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)) | , | ||
| SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)) | , | ||
| SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)) | , | ||
| SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)) | , | ||
| SCIP_DECL_BENDERSFREESUB((*bendersfreesub)) | , | ||
| SCIP_BENDERSDATA * | bendersdata | ||
| ) |
creates a Benders' decomposition structure
To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
- Parameters
-
benders pointer to Benders' decomposition data structure set global SCIP settings messagehdlr message handler blkmem block memory for parameter settings name name of Benders' decomposition desc description of Benders' decomposition priority priority of the Benders' decomposition cutlp should Benders' cuts be generated for LP solutions cutpseudo should Benders' cuts be generated for pseudo solutions cutrelax should Benders' cuts be generated for relaxation solutions shareauxvars should this Benders' use the highest priority Benders aux vars bendersdata Benders' decomposition data
Definition at line 1206 of file benders.c.
References doBendersCreate(), NULL, SCIP_CALL_FINALLY, SCIP_OKAY, and SCIPbendersFree().
Referenced by SCIPincludeBenders(), and SCIPincludeBendersBasic().
◆ releaseVarMappingHashmapVars()
|
static |
releases the variables that have been captured in the hashmap
- Parameters
-
scip the SCIP data structure benders Benders' decomposition
Definition at line 1251 of file benders.c.
References SCIP_Benders::mastervarsmap, NULL, SCIP_CALL, SCIP_OKAY, SCIPhashmapEntryGetImage(), SCIPhashmapGetEntry(), SCIPhashmapGetNEntries(), and SCIPreleaseVar().
Referenced by SCIPbendersFree().
◆ SCIPbendersFree()
| SCIP_RETCODE SCIPbendersFree | ( | SCIP_BENDERS ** | benders, |
| SCIP_SET * | set | ||
| ) |
calls destructor and frees memory of Benders' decomposition
- Parameters
-
benders pointer to Benders' decomposition data structure set global SCIP settings
Definition at line 1285 of file benders.c.
References BMSfreeMemory, BMSfreeMemoryArray, BMSfreeMemoryArrayNull, NULL, releaseVarMappingHashmapVars(), SCIP_CALL, SCIP_OKAY, SCIPbenderscutFree(), SCIPclockFree(), and SCIPhashmapFree().
Referenced by SCIPbendersCreate().
◆ addSlackVars()
|
static |
- Parameters
-
scip the SCIP data structure benders Benders' decomposition cons constraint to which the slack variable(s) is added to linearconshdlrs an array storing the linear constraint handlers nlconshdlr pointer to the nonlinear constraint handler nlinearconshdlrs the number of linear constraint handlers
Definition at line 1330 of file benders.c.
References FALSE, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VARTYPE_CONTINUOUS, SCIPaddLinearVarNonlinear(), SCIPaddVar(), SCIPconsAddCoef(), SCIPconsGetHdlr(), SCIPconsGetLhs(), SCIPconsGetName(), SCIPconsGetRhs(), SCIPconshdlrGetName(), SCIPcreateVarBasic(), SCIPgetLhsNonlinear(), SCIPgetRhsNonlinear(), SCIPinfinity(), SCIPisInfinity(), SCIPreleaseVar(), SCIPsnprintf(), SCIPwarningMessage(), SLACKVAR_NAME, SCIP_Benders::slackvarcoef, and TRUE.
Referenced by addSlackVarsToConstraints().
◆ addSlackVarsToConstraints()
|
static |
adds the slack variables to each of the constraints for the generation of feasibility cuts for the given non-linear subproblem
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem number
Definition at line 1442 of file benders.c.
References addSlackVars(), NLINEARCONSHDLRS, NULL, SCIP_CALL, SCIP_OKAY, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPfindConshdlr(), SCIPgetNOrigConss(), and SCIPgetOrigConss().
Referenced by createSubproblems().
◆ initialiseSubproblem()
|
static |
initialises a MIP subproblem by putting the problem into SCIP_STAGE_SOLVING. This is achieved by calling SCIPsolve and then interrupting the solve in a node focus event handler. The LP subproblem is also initialised using this method; however, a different event handler is added. This event handler will put the LP subproblem into probing mode. The MIP solving function is called to initialise the subproblem because this function calls SCIPsolve with the appropriate parameter settings for Benders' decomposition.
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem number success was the initialisation process successful
Definition at line 1488 of file benders.c.
References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_TIMELIMIT, SCIPbendersGetNSubproblems(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSubproblem(), SCIPconstructLP(), SCIPgetStage(), and TRUE.
Referenced by initialiseLPSubproblem(), SCIPbendersSetupSubproblem(), and SCIPbendersSolveSubproblem().
◆ initialiseLPSubproblem()
|
static |
initialises an LP subproblem by putting the problem into probing mode. The probing mode is invoked in a node focus event handler. This event handler is added just prior to calling the initialise subproblem function.
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem number
Definition at line 1529 of file benders.c.
References initEventhandlerData(), initialiseSubproblem(), NODEFOCUS_EVENTHDLR_DESC, NODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemory, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPincludeEventhdlrBasic(), SCIPsetEventhdlrExit(), SCIPsetEventhdlrExitsol(), SCIPsetEventhdlrFree(), and SCIPsetEventhdlrInitsol().
Referenced by createSubproblems(), and SCIPbendersChgMastervarsToCont().
◆ checkSubproblemConvexity()
|
static |
checks whether the convex relaxation of the subproblem is sufficient to solve the original problem to optimality
We check whether we can conclude that the CIP is actually an LP or a convex NLP. To do this, we check that all variables are of continuous type and that every constraint is either handled by known linear constraint handler (knapsack, linear, logicor, setppc, varbound) or the nonlinear constraint handler. In the latter case, we also check whether the nonlinear constraint is convex. Further, nonlinear constraints are only considered if an NLP solver interface is available, i.e., and NLP could be solved. If constraints are present that cannot be identified as linear or convex nonlinear, then we assume that the problem is not convex, thus solving its LP or NLP relaxation will not be sufficient.
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem number, or -1 for the master problem
Definition at line 1577 of file benders.c.
References SCIP_Benders::checkconsconvexity, FALSE, NLINEARCONSHDLRS, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_BENDERSSUBTYPE_CONVEXDIS, SCIP_BENDERSSUBTYPE_NONCONVEXCONT, SCIP_BENDERSSUBTYPE_NONCONVEXDIS, SCIP_Bool, SCIP_CALL, SCIP_EXPRCURV_CONCAVE, SCIP_EXPRCURV_CONVEX, SCIP_OKAY, SCIPABORT, SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersGetVar(), SCIPbendersSetMasterIsNonlinear(), SCIPbendersSetSubproblemIsNonlinear(), SCIPbendersSetSubproblemType(), SCIPbendersSubproblem(), SCIPblkmem(), SCIPconsGetHdlr(), SCIPconsGetName(), SCIPdebugMsg, SCIPevalExprActivity(), SCIPfindConshdlr(), SCIPgetCurvatureNonlinear(), SCIPgetExprNonlinear(), SCIPgetLhsNonlinear(), SCIPgetNNlpis(), SCIPgetNOrigConss(), SCIPgetNVars(), SCIPgetOrigConss(), SCIPgetProbName(), SCIPgetRhsNonlinear(), SCIPgetVarsData(), SCIPhasExprCurvature(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapInsert(), SCIPisInfinity(), SCIPsetDebugMsg, and TRUE.
Referenced by createSubproblems(), and SCIPbendersChgMastervarsToCont().
◆ createSubproblems()
|
static |
creates the subproblems and registers it with the Benders' decomposition struct
- Parameters
-
benders Benders' decomposition set global SCIP settings
Definition at line 1787 of file benders.c.
References addSlackVarsToConstraints(), checkSubproblemConvexity(), SCIP_Benders::execfeasphase, FALSE, SCIP_Benders::feasibilityphase, initEventhandlerData(), initialiseLPSubproblem(), SCIP_Benders::iscopy, MIPNODEFOCUS_EVENTHDLR_DESC, MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_BENDERSSUBTYPE_CONVEXDIS, SCIP_BENDERSSUBTYPE_UNKNOWN, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIPallocBlockMemory, SCIPbendersChgMastervarsToCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersGetVar(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsNonlinear(), SCIPchgVarObj(), SCIPerrorMessage, SCIPgetStage(), SCIPgetVarsData(), SCIPincludeEventhdlrBasic(), SCIPsetEventhdlrExit(), SCIPsetEventhdlrExitsol(), SCIPsetEventhdlrFree(), SCIPsetEventhdlrInitsol(), SCIPsetIntParam(), SCIPvarGetName(), SCIPvarGetObj(), SCIPverbMessage(), SCIP_Benders::subprobscreated, SCIP_Benders::threadsafe, TRUE, UPPERBOUND_EVENTHDLR_DESC, and UPPERBOUND_EVENTHDLR_NAME.
Referenced by SCIPbendersInit().
◆ SCIPbendersInit()
| SCIP_RETCODE SCIPbendersInit | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set | ||
| ) |
initializes Benders' decomposition
- Parameters
-
benders Benders' decomposition set global SCIP settings
Definition at line 1981 of file benders.c.
References assignAuxiliaryVariables(), BENDERS_ARRAYSIZE, SCIP_Benders::bendersclock, SCIP_Benders::benderscuts, BMSallocBlockMemoryArray, createSubproblems(), SCIP_Benders::initialized, SCIP_Benders::iscopy, SCIP_Benders::name, SCIP_Benders::nbenderscuts, SCIP_Benders::ncalls, SCIP_Benders::ncutsfound, SCIP_Benders::nstoredcuts, SCIP_Benders::ntransferred, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIPbenderscutInit(), SCIPbendersSortBenderscuts(), SCIPblkmem(), SCIPclockReset(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPsetGetRealParam(), SCIP_Benders::setuptime, SCIP_Benders::solutiontol, SCIP_Benders::storedcuts, SCIP_Benders::storedcutssize, and TRUE.
◆ createAndAddTransferredCut()
|
static |
Transfers Benders' cuts that were generated while solving a sub-SCIP to the original SCIP instance. This involves creating a constraint/cut that is equivalent to the generated cut in the sub-SCIP. This new constraint/cut is then added to the original SCIP instance.
- Parameters
-
sourcescip the source SCIP from when the Benders' decomposition was copied benders the Benders' decomposition structure of the sub SCIP vars the variables from the source constraint vals the coefficients of the variables in the source constriant lhs the LHS of the source constraint rhs the RHS of the source constraint nvars the number of variables in the source constraint
Definition at line 2061 of file benders.c.
References SCIP_Benders::cutsasconss, FALSE, SCIP_Benders::mastervarsmap, SCIP_Benders::ntransferred, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddPoolCut(), SCIPaddVarToRow(), SCIPbendersGetName(), SCIPbendersGetNTransferredCuts(), SCIPcreateConsBasicLinear(), SCIPcreateEmptyRowConshdlr(), SCIPfindBenders(), SCIPfindConshdlr(), SCIPhashmapGetImage(), SCIPreleaseCons(), SCIPreleaseRow(), SCIPsetConsRemovable(), SCIPsnprintf(), SCIPvarGetOrigvarSum(), and TRUE.
Referenced by transferBendersCuts().
◆ transferBendersCuts()
|
static |
transfers the cuts generated in a subscip to the source scip
- Parameters
-
sourcescip the source SCIP from when the Benders' decomposition was copied subscip the sub SCIP where the Benders' cuts were generated benders the Benders' decomposition structure of the sub SCIP
Definition at line 2179 of file benders.c.
References createAndAddTransferredCut(), SCIP_Benders::mastervarsmap, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersGetName(), SCIPbendersGetNStoredCuts(), SCIPbendersGetStoredCutData(), SCIPfindBenders(), and SCIP_Benders::transfercuts.
Referenced by SCIPbendersExit().
◆ SCIPbendersExit()
| SCIP_RETCODE SCIPbendersExit | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set | ||
| ) |
calls exit method of Benders' decomposition
- Parameters
-
benders Benders' decomposition set global SCIP settings
Definition at line 2225 of file benders.c.
References SCIP_Benders::auxiliaryvars, SCIP_Benders::benderscuts, BMSfreeBlockMemoryArray, SCIP_Benders::corepoint, FALSE, SCIP_Benders::initialized, SCIP_Benders::iscopy, SCIP_Benders::mastervarsmap, SCIP_Benders::name, SCIP_Benders::nbenderscuts, SCIP_Benders::nstoredcuts, NULL, SCIP_BenderscutCut::nvars, SCIP_CALL, SCIP_INVALIDCALL, SCIP_LOCKTYPE_MODEL, SCIP_OKAY, SCIPaddVarLocksType(), SCIPbenderscutExit(), SCIPbendersGetNSubproblems(), SCIPbendersSortBenderscuts(), SCIPblkmem(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArray, SCIPfreeSol(), SCIPreleaseVar(), SCIPvarGetNLocksDown(), SCIP_Benders::setuptime, SCIP_Benders::sourcescip, SCIP_Benders::storedcuts, SCIP_Benders::storedcutssize, transferBendersCuts(), SCIP_BenderscutCut::vals, and SCIP_BenderscutCut::vars.
◆ checkSubproblemIndependence()
|
static |
Checks whether a subproblem is independent.
- Parameters
-
scip the SCIP data structure benders Benders' decomposition
Definition at line 2312 of file benders.c.
References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemIsIndependent(), SCIPgetBendersSubproblemVar(), SCIPgetVarsData(), and TRUE.
Referenced by SCIPbendersInitpre().
◆ SCIPbendersInitpre()
| SCIP_RETCODE SCIPbendersInitpre | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_STAT * | stat | ||
| ) |
informs the Benders' decomposition that the presolving process is being started
- Parameters
-
benders Benders' decomposition set global SCIP settings stat dynamic problem statistics
Definition at line 2368 of file benders.c.
References addAuxiliaryVariablesToMaster(), checkSubproblemIndependence(), SCIP_Benders::iscopy, NULL, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.
◆ SCIPbendersExitpre()
| SCIP_RETCODE SCIPbendersExitpre | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_STAT * | stat | ||
| ) |
informs the Benders' decomposition that the presolving process has completed
- Parameters
-
benders Benders' decomposition set global SCIP settings stat dynamic problem statistics
Definition at line 2411 of file benders.c.
References NULL, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.
◆ SCIPbendersInitsol()
| SCIP_RETCODE SCIPbendersInitsol | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set | ||
| ) |
informs Benders' decomposition that the branch and bound process is being started
- Parameters
-
benders Benders' decomposition set global SCIP settings
Definition at line 2437 of file benders.c.
References SCIP_Benders::benderscuts, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIPbenderscutInitsol(), SCIPbendersSortBenderscuts(), SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.
◆ SCIPbendersExitsol()
| SCIP_RETCODE SCIPbendersExitsol | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set | ||
| ) |
informs Benders' decomposition that the branch and bound process data is being freed
- Parameters
-
benders Benders' decomposition set global SCIP settings
Definition at line 2470 of file benders.c.
References SCIP_Benders::benderscuts, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIPbenderscutExitsol(), SCIPbendersFreeSubproblem(), SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemIsIndependent(), SCIPbendersSortBenderscuts(), SCIPbendersSubproblemIsIndependent(), SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.
◆ SCIPbendersActivate()
| SCIP_RETCODE SCIPbendersActivate | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| int | nsubproblems | ||
| ) |
activates Benders' decomposition such that it is called in LP solving loop
- Parameters
-
benders the Benders' decomposition structure set global SCIP settings nsubproblems the number subproblems used in this decomposition
Definition at line 2526 of file benders.c.
References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_SubproblemSolveStat::avgiter, SCIP_Benders::bestsubprobobjval, BMSallocMemory, BMSallocMemoryArray, FALSE, SCIP_SubproblemSolveStat::idx, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, SCIP_Benders::nactivesubprobs, SCIP_SubproblemSolveStat::ncalls, NODESOLVED_EVENTHDLR_DESC, NODESOLVED_EVENTHDLR_NAME, SCIP_Benders::nsubproblems, NULL, SCIP_Benders::prevlowerbound, SCIP_ALLOC, SCIP_BENDERSSUBTYPE_UNKNOWN, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPincludeEventhdlrBasic(), SCIPpqueueCreate(), SCIPpqueueInsert(), SCIPsetEventhdlrInitsol(), SCIPsetInfinity(), SCIP_Benders::solvestat, SCIP_Benders::strengthenround, SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subprobisnonlinear, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, SCIP_Benders::subprobqueue, SCIP_Benders::subprobsetup, SCIP_Benders::subprobtype, and TRUE.
Referenced by SCIPactivateBenders().
◆ SCIPbendersDeactivate()
| SCIP_RETCODE SCIPbendersDeactivate | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set | ||
| ) |
deactivates Benders' decomposition such that it is no longer called in LP solving loop
- Parameters
-
benders the Benders' decomposition structure set global SCIP settings
Definition at line 2612 of file benders.c.
References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_Benders::bestsubprobobjval, BMSfreeMemory, BMSfreeMemoryArray, FALSE, SCIP_Benders::freesubprobs, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, NULL, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPfree(), SCIPpqueueFree(), SCIP_Benders::solvestat, SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subprobisnonlinear, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, SCIP_Benders::subprobqueue, SCIP_Benders::subprobsetup, and SCIP_Benders::subprobtype.
Referenced by SCIPdeactivateBenders(), and SCIPfreeProb().
◆ updateAuxiliaryVarLowerbound()
|
static |
updates the lower bound for all auxiliary variables. This is called if the first LP enforced is unbounded.
- Parameters
-
benders Benders' decomposition set global SCIP settings result the result from updating the auxiliary variable lower bound
Definition at line 2686 of file benders.c.
References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_REDUCEDDOM, SCIPbendersComputeSubproblemLowerbound(), SCIPbendersGetAuxiliaryVar(), SCIPbendersGetNSubproblems(), SCIPbendersUpdateSubproblemLowerbound(), SCIPchgVarLb(), SCIPsetDebugMsg, SCIPsetIsGT(), SCIPvarGetLbGlobal(), and SCIPvarGetName().
Referenced by SCIPbendersExec().
◆ setAndUpdateCorePoint()
|
static |
sets the core point used for cut strengthening. If the strenghtenintpoint is set to 'i', then the core point is reinitialised each time the incumbent is updated
- Parameters
-
scip the SCIP data structure benders Benders' decomposition
Definition at line 2743 of file benders.c.
References SCIP_Benders::corepoint, FALSE, SCIP_Benders::initcorepoint, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIP_VERBLEVEL_MINIMAL, SCIPcomputeLPRelIntPoint(), SCIPcreateLPSol(), SCIPcreateSol(), SCIPcreateSolCopy(), SCIPfreeSol(), SCIPgetBestSol(), SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPgetVarsData(), SCIPisInfinity(), SCIPsetSolVal(), SCIPunlinkSol(), SCIPverbMessage(), SCIP_Benders::strengthenintpoint, and TRUE.
Referenced by performInteriorSolCutStrengthening().
◆ performInteriorSolCutStrengthening()
|
static |
performs cut strengthening by using an interior solution to generate cuts
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution type the type of solution being enforced checkint are the subproblems called during a check/enforce of integer sols? perturbsol should the solution be perturbed to escape infeasibility? auxviol set to TRUE only if the solution is feasible but the aux vars are violated infeasible is the master problem infeasible with respect to the Benders' cuts? skipsolve should the main solve be skipped as a result of this strengthening? result result of the pricing process
Definition at line 2829 of file benders.c.
References SCIP_Benders::convexmult, SCIP_Benders::corepoint, FALSE, SCIP_Benders::noimprovecount, SCIP_Benders::noimprovelimit, SCIP_Benders::nstrengthencalls, SCIP_Benders::nstrengthencuts, SCIP_Benders::nstrengthenfails, NULL, SCIP_Benders::perturbeps, SCIP_Benders::prevlowerbound, SCIP_Benders::prevnlpiter, SCIP_Benders::prevnode, SCIP_BENDERSENFOTYPE_LP, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTRUN, SCIP_OKAY, SCIP_Real, SCIP_SEPARATED, SCIP_VARSTATUS_FIXED, SCIPbendersGetNCutsFound(), SCIPcreateLPSol(), SCIPfreeSol(), SCIPgetBendersNSubproblems(), SCIPgetBendersSubproblemVar(), SCIPgetBestSol(), SCIPgetCurrentNode(), SCIPgetLowerbound(), SCIPgetNLPIterations(), SCIPgetSolVal(), SCIPgetVarsData(), SCIPsetDebugMsg, SCIPsetIsGT(), SCIPsetSolVal(), SCIPsolveBendersSubproblems(), SCIPunlinkSol(), SCIPvarGetStatus(), setAndUpdateCorePoint(), and TRUE.
Referenced by SCIPbendersExec().
◆ numSubproblemsToCheck()
|
static |
returns the number of subproblems that will be checked in this iteration
- Parameters
-
benders Benders' decomposition set global SCIP settings type the type of solution being enforced
Definition at line 2998 of file benders.c.
References SCIP_Benders::ncalls, SCIP_BENDERSENFOTYPE_CHECK, SCIP_Real, SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPsetCeil(), SCIPsetGetSubscipsOff(), and SCIP_Benders::subprobfrac.
Referenced by createSolveSubproblemIndexList().
◆ subproblemIsActive()
|
static |
returns whether the solving of the given subproblem needs to be executed
- Parameters
-
benders Benders' decomposition probnumber the subproblem index
Definition at line 3013 of file benders.c.
References SCIPbendersSubproblemIsEnabled(), and SCIPbendersSubproblemIsIndependent().
Referenced by generateBendersCuts(), SCIPbendersExec(), SCIPbendersFreeSubproblem(), SCIPbendersSetSubproblemEnabled(), SCIPbendersSetSubproblemIsIndependent(), and solveBendersSubproblems().
◆ createSolveSubproblemIndexList()
|
static |
creates an ordered list of subproblem indices to be solved
- Parameters
-
benders Benders' decomposition set global SCIP settings type the type of solution being enforced solveidx a list of subproblem indices to the solved in the current iteration nsolveidx the number of subproblem indices in the list
Definition at line 3024 of file benders.c.
References SCIP_SubproblemSolveStat::idx, NULL, numSubproblemsToCheck(), SCIPbendersGetNSubproblems(), SCIPpqueueNElems(), SCIPpqueueRemove(), and SCIP_Benders::subprobqueue.
Referenced by SCIPbendersExec().
◆ updateSubproblemStatQueue()
|
static |
updates the subproblem solving statistics and inserts the indices into the queue
- Parameters
-
benders Benders' decomposition solveidx the list of indices of subproblems that were solved nsolveidx the number of subproblem indices updatestat should the statistics be updated
Definition at line 3064 of file benders.c.
References SCIP_SubproblemSolveStat::avgiter, SCIP_SubproblemSolveStat::idx, SCIP_SubproblemSolveStat::ncalls, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPgetNLPIterations(), SCIPpqueueInsert(), SCIPpqueueNElems(), SCIP_Benders::solvestat, and SCIP_Benders::subprobqueue.
Referenced by SCIPbendersExec().
◆ solveBendersSubproblems()
|
static |
Solves each of the Benders' decomposition subproblems for the given solution. All, or a fraction, of subproblems are solved before the Benders' decomposition cuts are generated. Since a convex relaxation of the subproblem could be solved to generate cuts, a parameter nverified is used to identified the number of subproblems that have been solved in their "original" form. For example, if the subproblem is a MIP, then if the LP is solved to generate cuts, this does not constitute a verification. The verification is only performed when the MIP is solved.
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution type the type of solution being enforced solveloop the current solve loop checkint are the subproblems called during a check/enforce of integer sols? nverified the number of subproblems verified in the current loop solveidx the indices of subproblems to be solved in this loop nsolveidx the number of subproblems to be solved in this loop subprobsolved an array indicating the subproblems that were solved in this loop. substatus array to store the status of the subsystem infeasible is the master problem infeasible with respect to the Benders' cuts? optimal is the current solution optimal? stopped was the solving process stopped?
Definition at line 3113 of file benders.c.
References FALSE, MIN, NULL, SCIP_Benders::numthreads, SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSENFOTYPE_LP, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBSTATUS_AUXVIOL, SCIP_BENDERSSUBSTATUS_INFEAS, SCIP_BENDERSSUBSTATUS_OPTIMAL, SCIP_BENDERSSUBSTATUS_UNKNOWN, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIPbendersExecSubproblemSolve(), SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemLowerbound(), SCIPbendersGetSubproblemObjval(), SCIPbendersGetSubproblemType(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSetSubproblemObjval(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsOptimal(), SCIPinfinity(), SCIPisStopped(), SCIPrelDiff(), SCIPsetDebugMsg, SCIPsetGetIntParam(), SCIPsetGetSubscipsOff(), SCIPsetInfinity(), SCIPsetIsInfinity(), SCIP_Benders::solutiontol, subproblemIsActive(), and TRUE.
Referenced by SCIPbendersExec().
◆ generateBendersCuts()
|
static |
Calls the Benders' decompsition cuts for the given solve loop. There are four cases: i) solveloop == SCIP_BENDERSSOLVELOOP_CONVEX - only the LP Benders' cuts are called ii) solveloop == SCIP_BENDERSSOLVELOOP_CIP - only the CIP Benders' cuts are called iii) solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX - only the LP Benders' cuts are called iv) solveloop == SCIP_BENDERSSOLVELOOP_USERCIP - only the CIP Benders' cuts are called
The priority of the results are: SCIP_CONSADDED (SCIP_SEPARATED), SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_DIDNOTRUN. In this function, there are four levels of results that need to be assessed. These are: i) The result from the individual cut for the subproblem ii) The overall result for the subproblem from all cuts iii) the overall result for the solve loop from all cuts iv) the over all result from all solve loops. In each level, the priority of results must be adhered to.
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution result result of the pricing process type the type of solution being enforced solveloop the current solve loop checkint are the subproblems called during a check/enforce of integer sols? subprobsolved an array indicating the subproblems that were solved in this loop. substatus array to store the status of the subsystem solveidx the indices of subproblems to be solved in this loop nsolveidx the number of subproblems to be solved in this loop mergecands the subproblems that are merge candidates npriomergecands the number of priority merge candidates. nmergecands the number of merge candidates. nsolveloops the number of solve loops, is updated w.r.t added cuts
Definition at line 3384 of file benders.c.
References SCIP_Benders::cutcheck, SCIP_Benders::ncutsfound, NULL, SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBSTATUS_INFEAS, SCIP_BENDERSSUBSTATUS_OPTIMAL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_FEASIBLE, SCIP_Longint, SCIP_OKAY, SCIP_SEPARATED, SCIP_STAGE_PRESOLVED, SCIP_STAGE_SOLVED, SCIP_STAGE_TRANSFORMED, SCIPbenderscutExec(), SCIPbenderscutGetNFound(), SCIPbenderscutIsLPCut(), SCIPbendersGetBenderscuts(), SCIPbendersGetNBenderscuts(), SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersOnlyCheckConvexRelax(), SCIPsetGetStage(), SCIPsetGetSubscipsOff(), SCIP_Benders::strengthenround, and subproblemIsActive().
Referenced by SCIPbendersExec().
◆ SCIPbendersExec()
| SCIP_RETCODE SCIPbendersExec | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_SOL * | sol, | ||
| SCIP_RESULT * | result, | ||
| SCIP_Bool * | infeasible, | ||
| SCIP_Bool * | auxviol, | ||
| SCIP_BENDERSENFOTYPE | type, | ||
| SCIP_Bool | checkint | ||
| ) |
Solves the subproblem using the current master problem solution.
The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint == FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e. checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check solution feasibility.
TODO: consider allowing the possibility to pass solution information back from the subproblems instead of the scip instance. This would allow the use of different solvers for the subproblems, more importantly allowing the use of an LP solver for LP subproblems.
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution result result of the pricing process infeasible is the master problem infeasible with respect to the Benders' cuts? auxviol set to TRUE only if the solution is feasible but the aux vars are violated type the type of solution being enforced checkint should the integer solution be checked by the subproblems
Definition at line 3582 of file benders.c.
References BENDERS_MAXPSEUDOSOLS, SCIP_Benders::bendersclock, createSolveSubproblemIndexList(), FALSE, SCIP_Benders::feasibilityphase, generateBendersCuts(), SCIP_Benders::iscopy, SCIP_Benders::lnscheck, SCIP_Benders::lnsmaxcalls, SCIP_Benders::lnsmaxcallsroot, SCIP_Benders::lnsmaxdepth, SCIP_Benders::maxslackvarcoef, SCIP_Benders::name, SCIP_Benders::ncalls, SCIP_Benders::npseudosols, NULL, performInteriorSolCutStrengthening(), resetSubproblemObjectiveValue(), SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSENFOTYPE_LP, SCIP_BENDERSENFOTYPE_PSEUDO, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALIDRESULT, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_SEPARATED, SCIP_SOLVELP, SCIP_STAGE_TRANSFORMED, SCIP_VERBLEVEL_HIGH, SCIPallocClearBlockMemoryArray, SCIPbendersFreeSubproblem(), SCIPbendersGetName(), SCIPbendersGetNCalls(), SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSolSlackVarsActive(), SCIPbendersSubproblem(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPfreeBlockMemoryArray, SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetMessagehdlr(), SCIPgetObjsense(), SCIPgetPrimalbound(), SCIPgetSolOrigObj(), SCIPgetStage(), SCIPinProbing(), SCIPmessagePrintVerbInfo(), SCIPprintSol(), SCIPsetDebugMsg, SCIPsetGetSubscipsOff(), SCIPsetIsLE(), SCIPsolveBendersSubproblems(), SCIPverbMessage(), SCIP_Benders::slackvarcoef, solveBendersSubproblems(), SCIP_Benders::sourcescip, SCIP_Benders::strengthenenabled, SCIP_Benders::strengthenround, subproblemIsActive(), TRUE, updateAuxiliaryVarLowerbound(), SCIP_Benders::updateauxvarbound, and updateSubproblemStatQueue().
Referenced by SCIPsolveBendersSubproblems().
◆ executeUserDefinedSolvesub()
|
static |
solves the user-defined subproblem solving function
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution probnumber the subproblem number solveloop the solve loop iteration. The first iter is for LP, the second for IP infeasible returns whether the current subproblem is infeasible objective the objective function value of the subproblem result the result from solving the subproblem
Definition at line 4119 of file benders.c.
References SCIP_Benders::name, NULL, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_CALL, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALIDRESULT, SCIP_OKAY, SCIP_UNBOUNDED, SCIPbendersOnlyCheckConvexRelax(), SCIPerrorMessage, SCIPsetGetSubscipsOff(), SCIPsetInfinity(), SCIPsetIsInfinity(), and TRUE.
Referenced by SCIPbendersExecSubproblemSolve(), and SCIPbendersSolveSubproblem().
◆ SCIPbendersExecSubproblemSolve()
| SCIP_RETCODE SCIPbendersExecSubproblemSolve | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_SOL * | sol, | ||
| int | probnumber, | ||
| SCIP_BENDERSSOLVELOOP | solveloop, | ||
| SCIP_Bool | enhancement, | ||
| SCIP_Bool * | solved, | ||
| SCIP_Bool * | infeasible, | ||
| SCIP_BENDERSENFOTYPE | type | ||
| ) |
executes the subproblem solving process
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution probnumber the subproblem number solveloop the solve loop iteration. The first iter is for LP, the second for IP enhancement is the solve performed as part of and enhancement? solved flag to indicate whether the subproblem was solved infeasible returns whether the current subproblem is infeasible type the enforcement type calling this function
Definition at line 4190 of file benders.c.
References executeUserDefinedSolvesub(), FALSE, SCIP_Benders::name, NULL, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_OPTIMAL, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_UNKNOWN, SCIP_STATUS_USERINTERRUPT, SCIP_UNBOUNDED, SCIP_VERBLEVEL_FULL, SCIPABORT, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemType(), SCIPbendersSetSubproblemObjval(), SCIPbendersSetupSubproblem(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPsetDebugMsg, SCIPsetInfinity(), SCIPverbMessage(), TRUE, and updateEventhdlrUpperbound().
Referenced by solveBendersSubproblems().
◆ SCIPbendersSetupSubproblem()
| SCIP_RETCODE SCIPbendersSetupSubproblem | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_SOL * | sol, | ||
| int | probnumber, | ||
| SCIP_BENDERSENFOTYPE | type | ||
| ) |
sets up the subproblem using the solution to the master problem
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution probnumber the subproblem number type the enforcement type calling this function
Definition at line 4359 of file benders.c.
References FALSE, SCIP_Benders::feasibilityphase, initialiseSubproblem(), SCIP_Benders::maxslackvarcoef, SCIP_Benders::name, NULL, SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIPbendersChgMastervarsToCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersGetVar(), SCIPbendersSetSubproblemIsSetup(), SCIPbendersSubproblem(), SCIPchgVarLb(), SCIPchgVarObjProbing(), SCIPchgVarUb(), SCIPchgVarUbProbing(), SCIPerrorMessage, SCIPgetDepth(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPinProbing(), SCIPisEQ(), SCIPisGT(), SCIPisLT(), SCIPisZero(), SCIPstartProbing(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), SLACKVAR_NAME, SCIP_Benders::slackvarcoef, and TRUE.
Referenced by SCIPbendersExecSubproblemSolve(), and SCIPsetupBendersSubproblem().
◆ SCIPbendersSolveSubproblem()
| SCIP_RETCODE SCIPbendersSolveSubproblem | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_SOL * | sol, | ||
| int | probnumber, | ||
| SCIP_Bool * | infeasible, | ||
| SCIP_Bool | solvecip, | ||
| SCIP_Real * | objective | ||
| ) |
Solve a Benders' decomposition subproblems. This will either call the user defined method or the generic solving methods. If the generic method is called, then the subproblem must be set up before calling this method.
- Parameters
-
benders Benders' decomposition set global SCIP settings sol primal CIP solution, can be NULL probnumber the subproblem number infeasible returns whether the current subproblem is infeasible solvecip directly solve the CIP subproblem objective the objective function value of the subproblem, can be NULL
Definition at line 4510 of file benders.c.
References executeUserDefinedSolvesub(), FALSE, initialiseSubproblem(), NULL, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsIndependent(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPinfinity(), SCIPinProbing(), SCIPstartProbing(), and TRUE.
Referenced by SCIPsolveBendersSubproblem().
◆ copyMemoryAndTimeLimits()
|
static |
copies the time and memory limit from the master problem to the subproblem
- Parameters
-
scip the SCIP data structure subproblem the Benders' decomposition subproblem
Definition at line 4618 of file benders.c.
References MAX, MIN, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPgetMemExternEstim(), SCIPgetMemUsed(), SCIPgetParam(), SCIPgetRealParam(), SCIPgetSolvingTime(), SCIPparamGetRealMax(), and SCIPsetRealParam().
Referenced by SCIPbendersComputeSubproblemLowerbound(), and setSubproblemParams().
◆ storeOrigSubproblemParams()
|
static |
stores the original parameters from the subproblem
- Parameters
-
subproblem the SCIP data structure origparams the original subproblem parameters
Definition at line 4651 of file benders.c.
References SCIP_SubproblemParams::conflict_enable, SCIP_SubproblemParams::cons_linear_propfreq, SCIP_SubproblemParams::limits_memory, SCIP_SubproblemParams::limits_time, SCIP_SubproblemParams::lp_alwaysgetduals, SCIP_SubproblemParams::lp_disablecutoff, SCIP_SubproblemParams::lp_initalg, SCIP_SubproblemParams::lp_resolvealg, SCIP_SubproblemParams::lp_scaling, SCIP_SubproblemParams::misc_catchctrlc, SCIP_SubproblemParams::misc_scaleobj, NULL, SCIP_SubproblemParams::prop_maxrounds, SCIP_SubproblemParams::prop_maxroundsroot, SCIP_CALL, SCIP_OKAY, SCIPgetBoolParam(), SCIPgetCharParam(), SCIPgetIntParam(), and SCIPgetRealParam().
Referenced by SCIPbendersSolveSubproblemCIP(), and SCIPbendersSolveSubproblemLP().
◆ setSubproblemParams()
|
static |
sets the parameters for the subproblem
- Parameters
-
scip the SCIP data structure subproblem the subproblem SCIP instance
Definition at line 4678 of file benders.c.
References copyMemoryAndTimeLimits(), FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PARAMSETTING_OFF, SCIP_VERBLEVEL_NONE, SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetHeuristics(), SCIPsetIntParam(), SCIPsetPresolving(), and TRUE.
Referenced by SCIPbendersSolveSubproblemCIP(), and SCIPbendersSolveSubproblemLP().
◆ resetOrigSubproblemParams()
|
static |
resets the original parameters from the subproblem
- Parameters
-
subproblem the SCIP data structure origparams the original subproblem parameters
Definition at line 4729 of file benders.c.
References SCIP_SubproblemParams::conflict_enable, SCIP_SubproblemParams::cons_linear_propfreq, SCIP_SubproblemParams::limits_memory, SCIP_SubproblemParams::limits_time, SCIP_SubproblemParams::lp_alwaysgetduals, SCIP_SubproblemParams::lp_disablecutoff, SCIP_SubproblemParams::lp_initalg, SCIP_SubproblemParams::lp_resolvealg, SCIP_SubproblemParams::lp_scaling, SCIP_SubproblemParams::misc_catchctrlc, SCIP_SubproblemParams::misc_scaleobj, NULL, SCIP_SubproblemParams::prop_maxrounds, SCIP_SubproblemParams::prop_maxroundsroot, SCIP_CALL, SCIP_OKAY, SCIPsetBoolParam(), SCIPsetCharParam(), SCIPsetIntParam(), and SCIPsetRealParam().
Referenced by SCIPbendersSolveSubproblemCIP(), and SCIPbendersSolveSubproblemLP().
◆ SCIPbendersFreeSubproblem()
| SCIP_RETCODE SCIPbendersFreeSubproblem | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| int | probnumber | ||
| ) |
frees the subproblems
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem number
Definition at line 5029 of file benders.c.
References FALSE, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_TRANSFORMED, SCIPbendersGetSubproblemType(), SCIPbendersSetSubproblemIsSetup(), SCIPbendersSubproblem(), SCIPendProbing(), SCIPfreeTransform(), SCIPgetStage(), SCIPinProbing(), and subproblemIsActive().
Referenced by SCIPbendersComputeSubproblemLowerbound(), SCIPbendersExec(), SCIPbendersExitsol(), SCIPbendersMergeSubproblemIntoMaster(), and SCIPfreeBendersSubproblem().
◆ SCIPbendersSubproblemIsOptimal()
| SCIP_Bool SCIPbendersSubproblemIsOptimal | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_SOL * | sol, | ||
| int | probnumber | ||
| ) |
compares the subproblem objective value with the auxiliary variable value for optimality
- Parameters
-
benders the benders' decomposition structure set global SCIP settings sol primal CIP solution probnumber the subproblem number
Definition at line 5079 of file benders.c.
References FALSE, NULL, SCIP_Bool, SCIP_Real, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemObjval(), SCIPrelDiff(), SCIPsetDebugMsg, SCIP_Benders::solutiontol, and TRUE.
Referenced by SCIPcheckBendersSubproblemOptimality(), and solveBendersSubproblems().
◆ SCIPbendersGetAuxiliaryVarVal()
| SCIP_Real SCIPbendersGetAuxiliaryVarVal | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_SOL * | sol, | ||
| int | probnumber | ||
| ) |
returns the value of the auxiliary variable value in a master problem solution
- Parameters
-
benders the benders' decomposition structure set global SCIP settings sol primal CIP solution probnumber the subproblem number
Definition at line 5108 of file benders.c.
References NULL, SCIPbendersGetAuxiliaryVar(), and SCIPgetSolVal().
Referenced by SCIPbendersExecSubproblemSolve(), SCIPbendersSubproblemIsOptimal(), SCIPgetBendersAuxiliaryVarVal(), and solveBendersSubproblems().
◆ SCIPbendersComputeSubproblemLowerbound()
| SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| int | probnumber, | ||
| SCIP_Real * | lowerbound, | ||
| SCIP_Bool * | infeasible | ||
| ) |
Solves an independent subproblem to identify its lower bound. The lower bound is then used to update the bound on the auxiliary variable.
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem to be evaluated lowerbound the lowerbound for the subproblem infeasible was the subproblem found to be infeasible?
Definition at line 5129 of file benders.c.
References copyMemoryAndTimeLimits(), FALSE, MIPNODEFOCUS_EVENTHDLR_NAME, SCIP_Benders::nlpparam, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_BENDERSSUBTYPE_CONVEXDIS, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_OPTIMAL, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPTERMSTAT_OKAY, SCIP_OKAY, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIP_VERBLEVEL_NONE, SCIPbendersFreeSubproblem(), SCIPbendersGetAuxiliaryVar(), SCIPbendersGetSubproblemType(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsIndependent(), SCIPdebugMsg, SCIPeventhdlrGetData(), SCIPfindEventhdlr(), SCIPgetDualbound(), SCIPgetIntParam(), SCIPgetLongintParam(), SCIPgetLPSolstat(), SCIPgetNLPObjval(), SCIPgetNLPSolstat(), SCIPgetNLPTermstat(), SCIPgetNNlpis(), SCIPgetObjsense(), SCIPgetRealParam(), SCIPgetSolOrigObj(), SCIPgetStatus(), SCIPinfinity(), SCIPinfoMessage(), SCIPisLPConstructed(), SCIPisNLPConstructed(), SCIPretransformObj(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetRealParam(), SCIPsolve(), SCIPsolveNLPParam(), SCIPsolveProbingLP(), SCIPstartProbing(), SCIPvarGetLbGlobal(), SCIPverbMessage(), and TRUE.
Referenced by SCIPcomputeBendersSubproblemLowerbound(), and updateAuxiliaryVarLowerbound().
◆ SCIPbendersMergeSubproblemIntoMaster()
| SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_HASHMAP * | varmap, | ||
| SCIP_HASHMAP * | consmap, | ||
| int | probnumber | ||
| ) |
Merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is for when it is queried for solutions after the problem is solved.
Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that it will not be solved in the subsequent subproblem solving loops.
The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem is added as an underestimator constraint.
- Parameters
-
benders Benders' decomposition set global SCIP settings varmap a hashmap to store the mapping of subproblem variables corresponding to the newly created master variables, or NULL consmap a hashmap to store the mapping of subproblem constraints to the corresponding newly created constraints, or NULL probnumber the number of the subproblem that will be merged into the master problem
Definition at line 5291 of file benders.c.
References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VERBLEVEL_HIGH, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddVar(), SCIPbendersFreeSubproblem(), SCIPbendersGetAuxiliaryVar(), SCIPbendersSetSubproblemEnabled(), SCIPbendersSubproblem(), SCIPblkmem(), SCIPconsGetHdlr(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPcreateConsBasicLinear(), SCIPcreateVarBasic(), SCIPgetBendersMasterVar(), SCIPgetConsCopy(), SCIPgetConss(), SCIPgetNConss(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapInsert(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPsetConsRemovable(), SCIPsetInfinity(), SCIPsnprintf(), SCIPvarGetLbOriginal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetOrigvarSum(), SCIPvarGetType(), SCIPvarGetUbOriginal(), SCIPverbMessage(), and TRUE.
Referenced by SCIPmergeBendersSubproblemIntoMaster().
◆ addConstraintToBendersSubproblem()
|
static |
when applying a decomposition from a supplied format, constraints must be transferred from the master problem to the subproblem. This is achieved by adding new constraints to the subproblem
- Parameters
-
set global SCIP settings subproblem the SCIP instance for the subproblem varmap the variable hash map mapping the source variables to the target variables sourcecons the constraint that being added to the subproblem
Definition at line 5476 of file benders.c.
References NULL, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIPaddCons(), SCIPaddVar(), SCIPallocBufferArray, SCIPconsGetHdlr(), SCIPconsGetName(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsLocal(), SCIPconsIsMarkedPropagate(), SCIPconsIsModifiable(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPconsIsStickingAtNode(), SCIPcreateVar(), SCIPdebugMessage, SCIPerrorMessage, SCIPfreeBufferArray, SCIPgetConsCopy(), SCIPgetConsNVars(), SCIPgetConsVars(), SCIPhashmapExists(), SCIPhashmapInsert(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetType(), SCIPvarGetUbGlobal(), SCIPvarIsInitial(), SCIPvarIsRemovable(), and TRUE.
Referenced by SCIPbendersApplyDecomposition().
◆ removeVariablesAndConstraintsFromMaster()
|
static |
removes the variables and constraints from the master problem that have been transferred to a subproblem when the decomposition was applied.
- Parameters
-
scip the SCIP data structure conss the master problem constraints vars the master problem variables, can be NULL conslabels the labels indicating the block for each constraint varslabels the labels indicating the block for each variable, can be NULL nconss the number of constraints nvars the number of variables
Definition at line 5560 of file benders.c.
References NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_PROBLEM, SCIPconsIsDeleted(), SCIPdelCons(), SCIPdelVar(), SCIPgetStage(), and SCIPvarIsDeleted().
Referenced by SCIPbendersApplyDecomposition().
◆ SCIPbendersApplyDecomposition()
| SCIP_RETCODE SCIPbendersApplyDecomposition | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_DECOMP * | decomp | ||
| ) |
Applies a Benders' decomposition to the problem based upon the decomposition selected from the storage
- Parameters
-
benders Benders' decomposition set global SCIP settings decomp the decomposition to apply to the problem
Definition at line 5603 of file benders.c.
References addConstraintToBendersSubproblem(), SCIP_Benders::freesubprobs, NULL, removeVariablesAndConstraintsFromMaster(), SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_PARAMSETTING_OFF, SCIPallocBufferArray, SCIPblkmem(), SCIPcopyPlugins(), SCIPcreate(), SCIPcreateBendersDefault(), SCIPcreateProbBasic(), SCIPdebugMessage, SCIPdecompGetConsLabels(), SCIPdecompGetNBlocks(), SCIPdecompGetVarsLabels(), SCIPfreeBufferArray, SCIPgetConss(), SCIPgetNConss(), SCIPgetProbName(), SCIPgetVarsData(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPsetBoolParam(), SCIPsetIntParam(), SCIPsetPresolving(), SCIPsnprintf(), and TRUE.
Referenced by SCIPapplyBendersDecomposition().
◆ SCIPbendersGetVar()
| SCIP_RETCODE SCIPbendersGetVar | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_VAR * | var, | ||
| SCIP_VAR ** | mappedvar, | ||
| int | probnumber | ||
| ) |
Returns the corresponding master or subproblem variable for the given variable. This provides a call back for the variable mapping between the master and subproblems.
- Parameters
-
benders Benders' decomposition set global SCIP settings var the variable for which the corresponding variable is desired mappedvar the variable that is mapped to var probnumber the problem number for the desired variable, -1 for the master problem
Definition at line 5723 of file benders.c.
References AUXILIARYVAR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPvarGetName().
Referenced by checkSubproblemConvexity(), createSubproblems(), SCIPbendersChgMastervarsToCont(), SCIPbendersSetupSubproblem(), SCIPgetBendersMasterVar(), and SCIPgetBendersSubproblemVar().
◆ SCIPbendersSetCopy()
| void SCIPbendersSetCopy | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSCOPY((*benderscopy)) | |||
| ) |
sets copy callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5770 of file benders.c.
References NULL.
Referenced by SCIPsetBendersCopy().
◆ SCIPbendersSetFree()
| void SCIPbendersSetFree | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSFREE((*bendersfree)) | |||
| ) |
sets destructor callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5781 of file benders.c.
References NULL.
Referenced by SCIPsetBendersFree().
◆ SCIPbendersSetInit()
| void SCIPbendersSetInit | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSINIT((*bendersinit)) | |||
| ) |
sets initialization callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5792 of file benders.c.
References NULL.
Referenced by SCIPsetBendersInit().
◆ SCIPbendersSetExit()
| void SCIPbendersSetExit | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSEXIT((*bendersexit)) | |||
| ) |
sets deinitialization callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5803 of file benders.c.
References NULL.
Referenced by SCIPsetBendersExit().
◆ SCIPbendersSetInitpre()
| void SCIPbendersSetInitpre | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSINITPRE((*bendersinitpre)) | |||
| ) |
sets presolving initialization callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5814 of file benders.c.
References NULL.
Referenced by SCIPsetBendersInitpre().
◆ SCIPbendersSetExitpre()
| void SCIPbendersSetExitpre | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)) | |||
| ) |
sets presolving deinitialization callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5825 of file benders.c.
References NULL.
Referenced by SCIPsetBendersExitpre().
◆ SCIPbendersSetInitsol()
| void SCIPbendersSetInitsol | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSINITSOL((*bendersinitsol)) | |||
| ) |
sets solving process initialization callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5836 of file benders.c.
References NULL.
Referenced by SCIPsetBendersInitsol().
◆ SCIPbendersSetExitsol()
| void SCIPbendersSetExitsol | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)) | |||
| ) |
sets solving process deinitialization callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5847 of file benders.c.
References NULL.
Referenced by SCIPsetBendersExitsol().
◆ SCIPbendersSetPresubsolve()
| void SCIPbendersSetPresubsolve | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)) | |||
| ) |
sets the pre subproblem solve callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5858 of file benders.c.
References NULL.
Referenced by SCIPsetBendersPresubsolve().
◆ SCIPbendersSetSolvesubconvex()
| void SCIPbendersSetSolvesubconvex | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)) | |||
| ) |
sets convex solve callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5869 of file benders.c.
References NULL.
Referenced by SCIPsetBendersSolveAndFreesub().
◆ SCIPbendersSetSolvesub()
| void SCIPbendersSetSolvesub | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)) | |||
| ) |
sets solve callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5880 of file benders.c.
References NULL.
Referenced by SCIPsetBendersSolveAndFreesub().
◆ SCIPbendersSetPostsolve()
| void SCIPbendersSetPostsolve | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)) | |||
| ) |
sets post-solve callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5891 of file benders.c.
References NULL.
Referenced by SCIPsetBendersPostsolve().
◆ SCIPbendersSetSubproblemComp()
| void SCIPbendersSetSubproblemComp | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_SORTPTRCOMP((*benderssubcomp)) | |||
| ) |
sets post-solve callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5902 of file benders.c.
References NULL.
Referenced by SCIPsetBendersSubproblemComp().
◆ SCIPbendersSetFreesub()
| void SCIPbendersSetFreesub | ( | SCIP_BENDERS * | benders, |
| SCIP_DECL_BENDERSFREESUB((*bendersfreesub)) | |||
| ) |
sets free subproblem callback of Benders' decomposition
- Parameters
-
benders Benders' decomposition
Definition at line 5913 of file benders.c.
References NULL.
Referenced by SCIPsetBendersSolveAndFreesub().
◆ SCIPbendersSetPriority()
| void SCIPbendersSetPriority | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| int | priority | ||
| ) |
sets priority of Benders' decomposition
- Parameters
-
benders Benders' decomposition set global SCIP settings priority new priority of the Benders' decomposition
Definition at line 5954 of file benders.c.
References FALSE, NULL, and SCIP_Benders::priority.
Referenced by SCIPsetBendersPriority().
◆ SCIPbendersEnableOrDisableClocks()
| void SCIPbendersEnableOrDisableClocks | ( | SCIP_BENDERS * | benders, |
| SCIP_Bool | enable | ||
| ) |
enables or disables all clocks of the Benders' decomposition, depending on the value of the flag
- Parameters
-
benders the Benders' decomposition for which all clocks should be enabled or disabled enable should the clocks of the Benders' decomposition be enabled?
Definition at line 6060 of file benders.c.
References SCIP_Benders::bendersclock, NULL, SCIPclockEnableOrDisable(), and SCIP_Benders::setuptime.
◆ SCIPbendersAddSubproblem()
| SCIP_RETCODE SCIPbendersAddSubproblem | ( | SCIP_BENDERS * | benders, |
| SCIP * | subproblem | ||
| ) |
adds a subproblem to the Benders' decomposition data. If a custom subproblem solving method is used, then the subproblem pointer can be set to NULL
- Parameters
-
benders Benders' decomposition subproblem subproblem to be added to the data storage, can be NULL
Definition at line 6124 of file benders.c.
References SCIP_Benders::naddedsubprobs, SCIP_Benders::name, SCIP_Benders::nsubproblems, NULL, SCIP_ERROR, SCIP_OKAY, SCIPerrorMessage, and SCIP_Benders::subproblems.
Referenced by SCIPaddBendersSubproblem().
◆ SCIPbendersRemoveSubproblems()
| void SCIPbendersRemoveSubproblems | ( | SCIP_BENDERS * | benders | ) |
removes the subproblems from the Benders' decomposition data
- Parameters
-
benders Benders' decomposition
Definition at line 6148 of file benders.c.
References BMSclearMemoryArray, SCIP_Benders::naddedsubprobs, NULL, and SCIP_Benders::subproblems.
◆ SCIPbendersChgMastervarsToCont()
| SCIP_RETCODE SCIPbendersChgMastervarsToCont | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| int | probnumber | ||
| ) |
changes all of the master problem variables in the given subproblem to continuous.
- Parameters
-
benders Benders' decomposition set global SCIP settings probnumber the subproblem number
Definition at line 6457 of file benders.c.
References checkSubproblemConvexity(), initialiseLPSubproblem(), NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIPbendersGetMastervarsCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersGetVar(), SCIPbendersSetMastervarsCont(), SCIPbendersSubproblem(), SCIPchgVarType(), SCIPgetVarsData(), SCIPvarGetType(), and TRUE.
Referenced by createSubproblems(), and SCIPbendersSetupSubproblem().
◆ SCIPbendersSetSubproblemEnabled()
| void SCIPbendersSetSubproblemEnabled | ( | SCIP_BENDERS * | benders, |
| int | probnumber, | ||
| SCIP_Bool | enabled | ||
| ) |
Sets whether the subproblem is enabled or disabled. A subproblem is disabled if it has been merged into the master problem.
- Parameters
-
benders Benders' decomposition probnumber the subproblem number enabled flag to indicate whether the subproblem is enabled
Definition at line 6616 of file benders.c.
References SCIP_Benders::nactivesubprobs, NULL, SCIP_Bool, SCIPbendersGetNSubproblems(), SCIP_Benders::subprobenabled, and subproblemIsActive().
Referenced by SCIPbendersMergeSubproblemIntoMaster().
◆ SCIPbendersSetMastervarsCont()
| SCIP_RETCODE SCIPbendersSetMastervarsCont | ( | SCIP_BENDERS * | benders, |
| int | probnumber, | ||
| SCIP_Bool | arecont | ||
| ) |
sets a flag to indicate whether the master variables are all set to continuous
- Parameters
-
benders Benders' decomposition probnumber the subproblem number arecont flag to indicate whether the master problem variables are continuous
Definition at line 6654 of file benders.c.
References SCIP_Benders::mastervarscont, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_BENDERSSUBTYPE_CONVEXDIS, SCIP_BENDERSSUBTYPE_NONCONVEXCONT, SCIP_BENDERSSUBTYPE_NONCONVEXDIS, SCIP_CALL, SCIP_OKAY, SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersSetSubproblemType(), SCIPbendersSubproblem(), SCIPendProbing(), and SCIPinProbing().
Referenced by SCIPbendersChgMastervarsToCont().
◆ SCIPbendersGetMastervarsCont()
| SCIP_Bool SCIPbendersGetMastervarsCont | ( | SCIP_BENDERS * | benders, |
| int | probnumber | ||
| ) |
returns whether the master variables are all set to continuous
- Parameters
-
benders Benders' decomposition probnumber the subproblem number
Definition at line 6689 of file benders.c.
References SCIP_Benders::mastervarscont, NULL, and SCIPbendersGetNSubproblems().
Referenced by SCIPbendersChgMastervarsToCont().
◆ SCIPbendersStoreCut()
| SCIP_RETCODE SCIPbendersStoreCut | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_VAR ** | vars, | ||
| SCIP_Real * | vals, | ||
| SCIP_Real | lhs, | ||
| SCIP_Real | rhs, | ||
| int | nvars | ||
| ) |
adds the data for the generated cuts to the Benders' cut storage
- Parameters
-
benders Benders' decomposition cut set global SCIP settings vars the variables that have non-zero coefficients in the cut vals the coefficients of the variables in the cut lhs the left hand side of the cut rhs the right hand side of the cut nvars the number of variables with non-zero coefficients in the cut
Definition at line 6833 of file benders.c.
References BMSreallocBlockMemoryArray, SCIP_BenderscutCut::lhs, SCIP_Benders::nstoredcuts, NULL, SCIP_BenderscutCut::nvars, SCIP_BenderscutCut::rhs, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemory, SCIPblkmem(), SCIPduplicateBlockMemoryArray, SCIPsetCalcMemGrowSize(), SCIP_Benders::storedcuts, SCIP_Benders::storedcutssize, SCIP_BenderscutCut::vals, and SCIP_BenderscutCut::vars.
Referenced by SCIPstoreBendersCut().
◆ SCIPbendersSetBenderscutsSorted()
| void SCIPbendersSetBenderscutsSorted | ( | SCIP_BENDERS * | benders, |
| SCIP_Bool | sorted | ||
| ) |
sets the sorted flags in the Benders' decomposition
- Parameters
-
benders Benders' decomposition structure sorted the value to set the sorted flag to
Definition at line 6881 of file benders.c.
References SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, and NULL.
Referenced by SCIPsetBenderscutPriority().
◆ SCIPbendersIncludeBenderscut()
| SCIP_RETCODE SCIPbendersIncludeBenderscut | ( | SCIP_BENDERS * | benders, |
| SCIP_SET * | set, | ||
| SCIP_BENDERSCUT * | benderscut | ||
| ) |
inserts a Benders' cut into the Benders' cuts list
- Parameters
-
benders Benders' decomposition structure set global SCIP settings benderscut Benders' cut
Definition at line 6893 of file benders.c.
References SCIP_Benders::benderscuts, SCIP_Benders::benderscutssize, SCIP_Benders::benderscutssorted, BMSreallocMemoryArray, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPsetCalcMemGrowSize().
Referenced by SCIPincludeBenderscut(), and SCIPincludeBenderscutBasic().
◆ SCIPbendersSortBenderscuts()
| void SCIPbendersSortBenderscuts | ( | SCIP_BENDERS * | benders | ) |
sorts Benders' decomposition cuts by priorities
- Parameters
-
benders Benders' decomposition
Definition at line 6982 of file benders.c.
References SCIP_Benders::benderscuts, SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIPsortPtr(), and TRUE.
Referenced by SCIPbendersCopyInclude(), SCIPbendersExit(), SCIPbendersExitsol(), SCIPbendersInit(), and SCIPbendersInitsol().
◆ SCIPbendersSortBenderscutsName()
| void SCIPbendersSortBenderscutsName | ( | SCIP_BENDERS * | benders | ) |
sorts Benders' decomposition cuts by name
- Parameters
-
benders Benders' decomposition
Definition at line 6997 of file benders.c.
References SCIP_Benders::benderscuts, SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIPsortPtr(), and TRUE.