Scippy

SCIP

Solving Constraint Integer Programs

benders.c
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1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2/* */
3/* This file is part of the program and library */
4/* SCIP --- Solving Constraint Integer Programs */
5/* */
6/* Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB) */
7/* */
8/* Licensed under the Apache License, Version 2.0 (the "License"); */
9/* you may not use this file except in compliance with the License. */
10/* You may obtain a copy of the License at */
11/* */
12/* http://www.apache.org/licenses/LICENSE-2.0 */
13/* */
14/* Unless required by applicable law or agreed to in writing, software */
15/* distributed under the License is distributed on an "AS IS" BASIS, */
16/* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
17/* See the License for the specific language governing permissions and */
18/* limitations under the License. */
19/* */
20/* You should have received a copy of the Apache-2.0 license */
21/* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
22/* */
23/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24
25/**@file benders.c
26 * @ingroup OTHER_CFILES
27 * @brief methods for Benders' decomposition
28 * @author Stephen J. Maher
29 */
30
31/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32
33#include <assert.h>
34#include <string.h>
35
36#include "scip/def.h"
37#include "scip/set.h"
38#include "scip/clock.h"
39#include "scip/dcmp.h"
40#include "scip/paramset.h"
41#include "scip/lp.h"
42#include "scip/prob.h"
43#include "scip/pricestore.h"
44#include "scip/scip.h"
45#include "scip/scipdefplugins.h"
46#include "scip/benders.h"
47#include "scip/pub_message.h"
48#include "scip/pub_misc.h"
49#include "scip/cons_linear.h"
50#include "scip/cons_nonlinear.h"
51
52#include "scip/struct_benders.h"
54
55#include "scip/benderscut.h"
56
57/* Defaults for parameters */
58#define SCIP_DEFAULT_TRANSFERCUTS FALSE /** should Benders' cuts generated in LNS heuristics be transferred to the main SCIP instance? */
59#define SCIP_DEFAULT_CUTSASCONSS TRUE /** should the transferred cuts be added as constraints? */
60#define SCIP_DEFAULT_LNSCHECK TRUE /** should the Benders' decomposition be used in LNS heuristics */
61#define SCIP_DEFAULT_LNSMAXDEPTH -1 /** maximum depth at which the LNS check is performed */
62#define SCIP_DEFAULT_LNSMAXCALLS 10 /** the maximum number of Benders' decomposition calls in LNS heuristics */
63#define SCIP_DEFAULT_LNSMAXCALLSROOT 0 /** the maximum number of root node Benders' decomposition calls in LNS heuristics */
64#define SCIP_DEFAULT_SUBPROBFRAC 1.0 /** fraction of subproblems that are solved in each iteration */
65#define SCIP_DEFAULT_UPDATEAUXVARBOUND FALSE /** should the auxiliary variable lower bound be updated by solving the subproblem */
66#define SCIP_DEFAULT_AUXVARSIMPLINT FALSE /** set the auxiliary variables as implint if the subproblem objective is integer */
67#define SCIP_DEFAULT_CUTCHECK TRUE /** should cuts be generated during the checking of solutions? */
68#define SCIP_DEFAULT_STRENGTHENMULT 0.5 /** the convex combination multiplier for the cut strengthening */
69#define SCIP_DEFAULT_NOIMPROVELIMIT 5 /** the maximum number of cut strengthening without improvement */
70#define SCIP_DEFAULT_STRENGTHENPERTURB 1e-06 /** the amount by which the cut strengthening solution is perturbed */
71#define SCIP_DEFAULT_STRENGTHENENABLED FALSE /** enable the core point cut strengthening approach */
72#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) */
73#define SCIP_DEFAULT_NUMTHREADS 1 /** the number of parallel threads to use when solving the subproblems */
74#define SCIP_DEFAULT_EXECFEASPHASE FALSE /** should a feasibility phase be executed during the root node processing */
75#define SCIP_DEFAULT_SLACKVARCOEF 1e+6 /** the initial objective coefficient of the slack variables in the subproblem */
76#define SCIP_DEFAULT_MAXSLACKVARCOEF 1e+9 /** the maximal objective coefficient of the slack variables in the subproblem */
77#define SCIP_DEFAULT_CHECKCONSCONVEXITY TRUE /** should the constraints of the subproblem be checked for convexity? */
78#define SCIP_DEFAULT_NLPITERLIMIT 10000 /** iteration limit for NLP solver */
79
80#define BENDERS_MAXPSEUDOSOLS 5 /** the maximum number of pseudo solutions checked before suggesting
81 * merge candidates */
83#define BENDERS_ARRAYSIZE 1000 /**< the initial size of the added constraints/cuts arrays */
85#define AUXILIARYVAR_NAME "##bendersauxiliaryvar" /** the name for the Benders' auxiliary variables in the master problem */
86#define SLACKVAR_NAME "##bendersslackvar" /** the name for the Benders' slack variables added to each
87 * constraints in the subproblems */
88#define NLINEARCONSHDLRS 5
90/* event handler properties */
91#define NODEFOCUS_EVENTHDLR_NAME "bendersnodefocus"
92#define NODEFOCUS_EVENTHDLR_DESC "node focus event handler for Benders' decomposition"
94#define MIPNODEFOCUS_EVENTHDLR_NAME "bendersmipsolvenodefocus"
95#define MIPNODEFOCUS_EVENTHDLR_DESC "node focus event handler for the MIP solve method for Benders' decomposition"
97#define UPPERBOUND_EVENTHDLR_NAME "bendersupperbound"
98#define UPPERBOUND_EVENTHDLR_DESC "found solution event handler to terminate subproblem solve for a given upper bound"
100#define NODESOLVED_EVENTHDLR_NAME "bendersnodesolved"
101#define NODESOLVED_EVENTHDLR_DESC "node solved event handler for the Benders' integer cuts"
102
103
104/** event handler data */
105struct SCIP_EventhdlrData
106{
107 int filterpos; /**< the event filter entry */
108 int numruns; /**< the number of times that the problem has been solved */
109 SCIP_Real upperbound; /**< an upper bound for the problem */
110 SCIP_Bool solvecip; /**< is the event called from a MIP subproblem solve*/
111};
112
113
114/* ---------------- Local methods for event handlers ---------------- */
115
116/** initialises the members of the eventhandler data */
117static
119 SCIP* scip, /**< the SCIP data structure */
120 SCIP_EVENTHDLRDATA* eventhdlrdata /**< the event handler data */
121 )
122{
123 assert(scip != NULL);
124 assert(eventhdlrdata != NULL);
125
126 eventhdlrdata->filterpos = -1;
127 eventhdlrdata->numruns = 0;
128 eventhdlrdata->upperbound = -SCIPinfinity(scip);
129 eventhdlrdata->solvecip = FALSE;
130
131 return SCIP_OKAY;
132}
133
134/** initsol method for the event handlers */
135static
137 SCIP* scip, /**< the SCIP data structure */
138 SCIP_EVENTHDLR* eventhdlr, /**< the event handlers data structure */
139 SCIP_EVENTTYPE eventtype /**< event type mask to select events to catch */
140 )
141{
142 SCIP_EVENTHDLRDATA* eventhdlrdata;
143
144 assert(scip != NULL);
145 assert(eventhdlr != NULL);
146
147 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
148
149 SCIP_CALL(SCIPcatchEvent(scip, eventtype, eventhdlr, NULL, &eventhdlrdata->filterpos));
150
151 return SCIP_OKAY;
152}
153
154/** the exit sol method for the event handlers */
155static
157 SCIP* scip, /**< the SCIP data structure */
158 SCIP_EVENTHDLR* eventhdlr, /**< the event handlers data structure */
159 SCIP_EVENTTYPE eventtype /**< event type mask to select events to catch */
160 )
161{
162 SCIP_EVENTHDLRDATA* eventhdlrdata;
163
164 assert(scip != NULL);
165 assert(eventhdlr != NULL);
166
167 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
168
169 if( eventhdlrdata->filterpos >= 0 )
170 {
171 SCIP_CALL(SCIPdropEvent(scip, eventtype, eventhdlr, NULL, eventhdlrdata->filterpos));
172 eventhdlrdata->filterpos = -1;
173 }
174
175 return SCIP_OKAY;
176}
177
178/** the exit method for the event handlers */
179static
181 SCIP* scip, /**< the SCIP data structure */
182 SCIP_EVENTHDLR* eventhdlr /**< the event handlers data structure */
183 )
184{
185 SCIP_EVENTHDLRDATA* eventhdlrdata;
186
187 assert(scip != NULL);
188 assert(eventhdlr != NULL);
189
190 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
191
192 /* reinitialise the event handler data */
193 SCIP_CALL( initEventhandlerData(scip, eventhdlrdata) );
194
195 return SCIP_OKAY;
196}
197
198/** free method for the event handler */
199static
201 SCIP* scip, /**< the SCIP data structure */
202 SCIP_EVENTHDLR* eventhdlr /**< the event handlers data structure */
203 )
204{
205 SCIP_EVENTHDLRDATA* eventhdlrdata;
206
207 assert(scip != NULL);
208 assert(eventhdlr != NULL);
209
210 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
211 assert(eventhdlrdata != NULL);
212
213 SCIPfreeBlockMemory(scip, &eventhdlrdata);
214
215 SCIPeventhdlrSetData(eventhdlr, NULL);
216
217 return SCIP_OKAY;
218}
219
220
221
222/* ---------------- Callback methods of node focus event handler ---------------- */
223
224/** exec the event handler */
225static
226SCIP_DECL_EVENTEXEC(eventExecBendersNodefocus)
227{ /*lint --e{715}*/
228 SCIP_EVENTHDLRDATA* eventhdlrdata;
229
230 assert(scip != NULL);
231 assert(eventhdlr != NULL);
232 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODEFOCUS_EVENTHDLR_NAME) == 0);
233
234 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
235
236 /* sending an interrupt solve signal to return the control back to the Benders' decomposition plugin.
237 * This will ensure the SCIP stage is SCIP_STAGE_SOLVING, allowing the use of probing mode. */
239
240 SCIP_CALL(SCIPdropEvent(scip, SCIP_EVENTTYPE_NODEFOCUSED, eventhdlr, NULL, eventhdlrdata->filterpos));
241 eventhdlrdata->filterpos = -1;
242
243 return SCIP_OKAY;
244}
245
246/** solving process initialization method of event handler (called when branch and bound process is about to begin) */
247static
248SCIP_DECL_EVENTINITSOL(eventInitsolBendersNodefocus)
249{
250 assert(scip != NULL);
251 assert(eventhdlr != NULL);
252 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODEFOCUS_EVENTHDLR_NAME) == 0);
253
255
256 return SCIP_OKAY;
257}
258
259/** solving process deinitialization method of event handler (called before branch and bound process data is freed) */
260static
261SCIP_DECL_EVENTEXITSOL(eventExitsolBendersNodefocus)
262{
263 assert(scip != NULL);
264 assert(eventhdlr != NULL);
265 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODEFOCUS_EVENTHDLR_NAME) == 0);
266
268
269 return SCIP_OKAY;
270}
271
272/** deinitialization method of event handler (called before transformed problem is freed) */
273static
274SCIP_DECL_EVENTEXIT(eventExitBendersNodefocus)
275{
276 assert(scip != NULL);
277 assert(eventhdlr != NULL);
278 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODEFOCUS_EVENTHDLR_NAME) == 0);
279
280 SCIP_CALL( exitEventhandler(scip, eventhdlr) );
281
282 return SCIP_OKAY;
283}
284
285/** deinitialization method of event handler (called before transformed problem is freed) */
286static
287SCIP_DECL_EVENTFREE(eventFreeBendersNodefocus)
288{
289 assert(scip != NULL);
290 assert(eventhdlr != NULL);
291 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODEFOCUS_EVENTHDLR_NAME) == 0);
292
293 SCIP_CALL( freeEventhandler(scip, eventhdlr) );
294
295 return SCIP_OKAY;
296}
297
298
299/* ---------------- Callback methods of MIP solve node focus event handler ---------------- */
300
301/** exec the event handler */
302static
303SCIP_DECL_EVENTEXEC(eventExecBendersMipnodefocus)
304{ /*lint --e{715}*/
305 SCIP_EVENTHDLRDATA* eventhdlrdata;
306
307 assert(scip != NULL);
308 assert(eventhdlr != NULL);
309 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), MIPNODEFOCUS_EVENTHDLR_NAME) == 0);
310
311 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
312
313 /* interrupting the solve so that the control is returned back to the Benders' core. */
314 if( eventhdlrdata->numruns == 0 && !eventhdlrdata->solvecip )
315 {
317 }
318
319 SCIP_CALL(SCIPdropEvent(scip, SCIP_EVENTTYPE_NODEFOCUSED, eventhdlr, NULL, eventhdlrdata->filterpos));
320 eventhdlrdata->filterpos = -1;
321
322 eventhdlrdata->numruns++;
323
324 return SCIP_OKAY;
325}
326
327/** solving process initialization method of event handler (called when branch and bound process is about to begin) */
328static
329SCIP_DECL_EVENTINITSOL(eventInitsolBendersMipnodefocus)
330{
331 assert(scip != NULL);
332 assert(eventhdlr != NULL);
333 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), MIPNODEFOCUS_EVENTHDLR_NAME) == 0);
334
336
337 return SCIP_OKAY;
338}
339
340/** solving process deinitialization method of event handler (called before branch and bound process data is freed) */
341static
342SCIP_DECL_EVENTEXITSOL(eventExitsolBendersMipnodefocus)
343{
344 assert(scip != NULL);
345 assert(eventhdlr != NULL);
346 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), MIPNODEFOCUS_EVENTHDLR_NAME) == 0);
347
349
350 return SCIP_OKAY;
351}
352
353/** deinitialization method of event handler (called before transformed problem is freed) */
354static
355SCIP_DECL_EVENTEXIT(eventExitBendersMipnodefocus)
356{
357 assert(scip != NULL);
358 assert(eventhdlr != NULL);
359 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), MIPNODEFOCUS_EVENTHDLR_NAME) == 0);
360
361 SCIP_CALL( exitEventhandler(scip, eventhdlr) );
362
363 return SCIP_OKAY;
364}
365
366/** deinitialization method of event handler (called before transformed problem is freed) */
367static
368SCIP_DECL_EVENTFREE(eventFreeBendersMipnodefocus)
369{
370 assert(scip != NULL);
371 assert(eventhdlr != NULL);
372 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), MIPNODEFOCUS_EVENTHDLR_NAME) == 0);
373
374 SCIP_CALL( freeEventhandler(scip, eventhdlr) );
375
376 return SCIP_OKAY;
377}
378
379/* ---------------- Callback methods of solution found event handler ---------------- */
380
381/** exec the event handler */
382static
383SCIP_DECL_EVENTEXEC(eventExecBendersUpperbound)
384{ /*lint --e{715}*/
385 SCIP_EVENTHDLRDATA* eventhdlrdata;
386 SCIP_SOL* bestsol;
387
388 assert(scip != NULL);
389 assert(eventhdlr != NULL);
390 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), UPPERBOUND_EVENTHDLR_NAME) == 0);
391
392 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
393 assert(eventhdlrdata != NULL);
394
395 bestsol = SCIPgetBestSol(scip);
396
397 if( SCIPisLT(scip, SCIPgetSolOrigObj(scip, bestsol)*(int)SCIPgetObjsense(scip), eventhdlrdata->upperbound) )
398 {
400 }
401
402 return SCIP_OKAY;
403}
404
405/** solving process initialization method of event handler (called when branch and bound process is about to begin) */
406static
407SCIP_DECL_EVENTINITSOL(eventInitsolBendersUpperbound)
408{
409 assert(scip != NULL);
410 assert(eventhdlr != NULL);
411 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), UPPERBOUND_EVENTHDLR_NAME) == 0);
412
414
415 return SCIP_OKAY;
416}
417
418/** solving process deinitialization method of event handler (called before branch and bound process data is freed) */
419static
420SCIP_DECL_EVENTEXITSOL(eventExitsolBendersUpperbound)
421{
422 assert(scip != NULL);
423 assert(eventhdlr != NULL);
424 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), UPPERBOUND_EVENTHDLR_NAME) == 0);
425
427
428 return SCIP_OKAY;
429}
430
431/** deinitialization method of event handler (called before transformed problem is freed) */
432static
433SCIP_DECL_EVENTEXIT(eventExitBendersUpperbound)
434{
435 assert(scip != NULL);
436 assert(eventhdlr != NULL);
437 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), UPPERBOUND_EVENTHDLR_NAME) == 0);
438
439 SCIP_CALL( exitEventhandler(scip, eventhdlr) );
440
441 return SCIP_OKAY;
442}
443
444/** deinitialization method of event handler (called before transformed problem is freed) */
445static
446SCIP_DECL_EVENTFREE(eventFreeBendersUpperbound)
447{
448 assert(scip != NULL);
449 assert(eventhdlr != NULL);
450 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), UPPERBOUND_EVENTHDLR_NAME) == 0);
451
452 SCIP_CALL( freeEventhandler(scip, eventhdlr) );
453
454 return SCIP_OKAY;
455}
456
457/** updates the upper bound in the event handler data */
458static
460 SCIP_BENDERS* benders, /**< Benders' decomposition */
461 int probnumber, /**< the subproblem number */
462 SCIP_Real upperbound /**< the upper bound value */
463 )
464{
465 SCIP_EVENTHDLR* eventhdlr;
466 SCIP_EVENTHDLRDATA* eventhdlrdata;
467
468 assert(benders != NULL);
469 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
470
471 eventhdlr = SCIPfindEventhdlr(SCIPbendersSubproblem(benders, probnumber), UPPERBOUND_EVENTHDLR_NAME);
472 assert(eventhdlr != NULL);
473
474 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
475 assert(eventhdlrdata != NULL);
476
477 eventhdlrdata->upperbound = upperbound;
478
479 return SCIP_OKAY;
480}
481
482/* ---------------- Callback methods of the node solved event handler ---------------- */
483
484/** Updates the cut constant of the Benders' cuts data.
485 * This function solves the master problem with only the auxiliary variables in the objective function.
486 */
487static
489 SCIP* masterprob, /**< the SCIP instance of the master problem */
490 SCIP_BENDERS* benders /**< Benders' decomposition */
491 )
492{
493 SCIP_VAR** vars;
494 int nvars;
495 int nsubproblems;
496 int i;
497 SCIP_Bool lperror;
498 SCIP_Bool cutoff;
499
500 assert(masterprob != NULL);
501 assert(benders != NULL);
502
503 /* don't run in probing or in repropagation */
504 if( SCIPinProbing(masterprob) || SCIPinRepropagation(masterprob) || SCIPinDive(masterprob) )
505 return SCIP_OKAY;
506
507 nsubproblems = SCIPbendersGetNSubproblems(benders);
508
509 SCIP_CALL( SCIPstartProbing(masterprob) );
510
511 /* change the master problem variables to 0 */
512 nvars = SCIPgetNVars(masterprob);
513 vars = SCIPgetVars(masterprob);
514
515 /* setting the objective function coefficient to 0 for all variables */
516 for( i = 0; i < nvars; i++ )
517 {
519 {
520 SCIP_CALL( SCIPchgVarObjProbing(masterprob, vars[i], 0.0) );
521 }
522 }
523
524 /* solving an LP for all subproblems to find the lower bound */
525 for( i = 0; i < nsubproblems; i++)
526 {
527 SCIP_VAR* auxiliaryvar;
528
529 auxiliaryvar = SCIPbendersGetAuxiliaryVar(benders, i);
530
531 if( SCIPvarGetStatus(auxiliaryvar) != SCIP_VARSTATUS_COLUMN )
532 continue;
533
534 SCIP_CALL( SCIPchgVarObjProbing(masterprob, auxiliaryvar, 1.0) );
535
536 /* solving the probing LP to get a lower bound on the auxiliary variables */
537 SCIP_CALL( SCIPsolveProbingLP(masterprob, -1, &lperror, &cutoff) );
538
539 if( !SCIPisInfinity(masterprob, -SCIPgetSolTransObj(masterprob, NULL)) )
541
542 SCIPdebugMsg(masterprob, "Cut constant for subproblem %d: %g\n", i,
544
545 SCIP_CALL( SCIPchgVarObjProbing(masterprob, auxiliaryvar, 0.0) );
546 }
547
548 SCIP_CALL( SCIPendProbing(masterprob) );
549
550 return SCIP_OKAY;
551}
552
553/** exec the event handler */
554static
555SCIP_DECL_EVENTEXEC(eventExecBendersNodesolved)
556{ /*lint --e{715}*/
557 SCIP_BENDERS* benders;
558
559 assert(scip != NULL);
560 assert(eventhdlr != NULL);
561 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODESOLVED_EVENTHDLR_NAME) == 0);
562
563 benders = (SCIP_BENDERS*)SCIPeventhdlrGetData(eventhdlr); /*lint !e826*/
564
565 if( SCIPbendersGetNSubproblems(benders) > 0
567 {
569 }
570
572
573 return SCIP_OKAY;
574}
575
576/** solving process initialization method of event handler (called when branch and bound process is about to begin) */
577static
578SCIP_DECL_EVENTINITSOL(eventInitsolBendersNodesolved)
579{
580 SCIP_BENDERS* benders;
581
582 assert(scip != NULL);
583 assert(eventhdlr != NULL);
584 assert(strcmp(SCIPeventhdlrGetName(eventhdlr), NODESOLVED_EVENTHDLR_NAME) == 0);
585
586 /* getting the Benders' decomposition data structure */
587 benders = (SCIP_BENDERS*)SCIPeventhdlrGetData(eventhdlr); /*lint !e826*/
588
589 /* The event is only caught if there is an active Benders' decomposition, the integer subproblem are solved and
590 * the Benders' decomposition has not been copied in thread safe mode
591 */
593 && !benders->threadsafe )
594 {
596 }
597
598 return SCIP_OKAY;
599}
600
601
602/* ---------------- Methods for the parallelisation of Benders' decomposition ---------------- */
603
604/** comparison method for sorting the subproblems.
605 * The subproblem that has been called the least is prioritised
606 */
607static
608SCIP_DECL_SORTPTRCOMP(benderssubcompdefault)
609{
610 SCIP_SUBPROBLEMSOLVESTAT* solvestat1;
611 SCIP_SUBPROBLEMSOLVESTAT* solvestat2;
612
613 assert(elem1 != NULL);
614 assert(elem2 != NULL);
615
616 solvestat1 = (SCIP_SUBPROBLEMSOLVESTAT*)elem1;
617 solvestat2 = (SCIP_SUBPROBLEMSOLVESTAT*)elem2;
618
619 /* prefer subproblems with fewer calls, using the index as tie breaker */
620 if( MAX(solvestat1->ncalls, solvestat2->ncalls) == 0 )
621 return solvestat1->idx - solvestat2->idx;
622 else if( solvestat1->ncalls != solvestat2->ncalls )
623 return solvestat1->ncalls - solvestat2->ncalls;
624 else
625 {
626 /* prefer the harder problem (with more average iterations) */
627 int avgiterdiff = (int)solvestat2->avgiter - (int)solvestat1->avgiter;
628
629 if( avgiterdiff != 0 )
630 return avgiterdiff;
631
632 return solvestat1->idx - solvestat2->idx;
633 }
634
635/* the code below does not give a total order of the elements */
636#ifdef SCIP_DISABLED_CODE
637 if( solvestat1->ncalls == 0 )
638 if( solvestat2->ncalls == 0 )
639 if( solvestat1->idx < solvestat2->idx )
640 return -1;
641 else
642 return 1;
643 else
644 return -1;
645 else if( solvestat2->ncalls == 0 )
646 return 1;
647 else
648 {
649 if( solvestat1->ncalls < solvestat2->ncalls )
650 return -1;
651 else if( solvestat2->ncalls < solvestat1->ncalls )
652 return 1;
653 else
654 {
655 /* we want to execute the hard subproblems first */
656 if( solvestat1->avgiter > solvestat2->avgiter )
657 return 1;
658 else
659 return -1;
660 }
661 }
662#endif
663}
664
665/* Local methods */
666
667/** A workaround for GCG. This is a temp vardata that is set for the auxiliary variables */
668struct SCIP_VarData
669{
670 int vartype; /**< the variable type. In GCG this indicates whether the variable is a
671 * master problem or subproblem variable. */
672};
673
674/** adds the auxiliary variables to the Benders' decomposition master problem */
675static
677 SCIP* scip, /**< SCIP data structure */
678 SCIP_BENDERS* benders /**< Benders' decomposition structure */
679 )
680{
681 SCIP_BENDERS* topbenders; /* the highest priority Benders' decomposition */
682 SCIP_VAR* auxiliaryvar;
683 SCIP_VARDATA* vardata;
684 char varname[SCIP_MAXSTRLEN]; /* the name of the auxiliary variable */
685 SCIP_Bool shareauxvars;
686 int i;
687
688 /* this is a workaround for GCG. GCG expects that the variable has vardata when added. So a dummy vardata is created */
689 SCIP_CALL( SCIPallocBlockMemory(scip, &vardata) );
690 vardata->vartype = -1;
691
692 /* getting the highest priority Benders' decomposition */
693 topbenders = SCIPgetBenders(scip)[0];
694
695 /* if the current Benders is the highest priority Benders, then we need to create the auxiliary variables.
696 * Otherwise, if the shareauxvars flag is set, then the auxiliary variables from the highest priority Benders' are
697 * stored with this Benders. */
698 shareauxvars = FALSE;
699 if( topbenders != benders && SCIPbendersShareAuxVars(benders) )
700 shareauxvars = TRUE;
701
702 for( i = 0; i < SCIPbendersGetNSubproblems(benders); i++ )
703 {
704 /* if the auxiliary variables are shared, then a pointer to the variable is retrieved from topbenders,
705 * otherwise the auxiliaryvariable is created. */
706 if( shareauxvars )
707 {
708 auxiliaryvar = SCIPbendersGetAuxiliaryVar(topbenders, i);
709
710 SCIP_CALL( SCIPcaptureVar(scip, auxiliaryvar) );
711 }
712 else
713 {
714 SCIP_VARTYPE vartype;
715
716 /* set the variable type of the auxiliary variables to implicit integer if the objective function of the
717 * subproblem is guaranteed to be integer. This behaviour is controlled through a user parameter.
718 * NOTE: It is only possible to determine if the objective function is integral if the subproblem is defined as
719 * a SCIP instance, i.e. not NULL.
720 */
721 if( benders->auxvarsimplint && SCIPbendersSubproblem(benders, i) != NULL
723 vartype = SCIP_VARTYPE_IMPLINT;
724 else
725 vartype = SCIP_VARTYPE_CONTINUOUS;
726
727 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s_%d_%s", AUXILIARYVAR_NAME, i, SCIPbendersGetName(benders) );
728 SCIP_CALL( SCIPcreateVarBasic(scip, &auxiliaryvar, varname, benders->subproblowerbound[i], SCIPinfinity(scip),
729 1.0, vartype) );
730
731 SCIPvarSetData(auxiliaryvar, vardata);
732
733 SCIP_CALL( SCIPaddVar(scip, auxiliaryvar) );
734
735 /* adding the down lock for the Benders' decomposition constraint handler */
736 SCIP_CALL( SCIPaddVarLocksType(scip, auxiliaryvar, SCIP_LOCKTYPE_MODEL, 1, 0) );
737 }
738
739 benders->auxiliaryvars[i] = auxiliaryvar;
740 }
741
742 SCIPfreeBlockMemory(scip, &vardata);
743
744 return SCIP_OKAY;
745}
746
747/** assigns the copied auxiliary variables in the target SCIP to the target Benders' decomposition data */
748static
750 SCIP* scip, /**< SCIP data structure, the target scip */
751 SCIP_BENDERS* benders /**< Benders' decomposition */
752 )
753{
754 SCIP_BENDERS* topbenders; /* the highest priority Benders' decomposition */
755 SCIP_VAR* targetvar;
756 SCIP_VARDATA* vardata;
757 char varname[SCIP_MAXSTRLEN]; /* the name of the auxiliary variable */
758 SCIP_Bool shareauxvars;
759 int subscipdepth;
760 int i;
761 int j;
762
763 assert(scip != NULL);
764 assert(benders != NULL);
765
766 /* this is a workaround for GCG. GCG expects that the variable has vardata when added. So a dummy vardata is created */
767 SCIP_CALL( SCIPallocBlockMemory(scip, &vardata) );
768 vardata->vartype = -1;
769
770 /* getting the highest priority Benders' decomposition */
771 topbenders = SCIPgetBenders(scip)[0];
772
773 /* if the auxiliary variable are shared, then the variable name will have a suffix of the highest priority Benders'
774 * name. So the shareauxvars flag indicates how to search for the auxiliary variables */
775 shareauxvars = FALSE;
776 if( topbenders != benders && SCIPbendersShareAuxVars(benders) )
777 shareauxvars = TRUE;
778
779 subscipdepth = SCIPgetSubscipDepth(scip);
780
781 for( i = 0; i < SCIPbendersGetNSubproblems(benders); i++ )
782 {
783 char prefix[SCIP_MAXSTRLEN];
784 char tmpprefix[SCIP_MAXSTRLEN];
785 int len = 1;
786
787 j = 0;
788 targetvar = NULL;
789
790 /* the prefix for the variable names is required for UG, since we don't know how many copies have been made. To
791 * find the target variable, we start with an empty prefix. Then t_ is prepended until the target variable is
792 * found
793 */
794 prefix[0] = '\0';
795 while( targetvar == NULL && j <= subscipdepth )
796 {
797 if( shareauxvars )
798 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s%s_%d_%s", prefix, AUXILIARYVAR_NAME, i, SCIPbendersGetName(topbenders));
799 else
800 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s%s_%d_%s", prefix, AUXILIARYVAR_NAME, i, SCIPbendersGetName(benders));
801
802 /* finding the variable in the copied problem that has the same name as the auxiliary variable */
803 targetvar = SCIPfindVar(scip, varname);
804
805 (void) SCIPsnprintf(tmpprefix, len, "t_%s", prefix);
806 len += 2;
807 (void) strncpy(prefix, tmpprefix, len); /*lint !e732*/
808
809 j++;
810 }
811
812 if( targetvar != NULL )
813 {
814 SCIPvarSetData(targetvar, vardata);
815
816 benders->auxiliaryvars[i] = SCIPvarGetTransVar(targetvar);
817
819 }
820 else
821 {
822 SCIPABORT();
823 }
824 }
825
826 SCIPfreeBlockMemory(scip, &vardata);
827
828 return SCIP_OKAY;
829}
830
831/** sets the subproblem objective value array to -infinity */
832static
834 SCIP_BENDERS* benders, /**< the Benders' decomposition structure */
835 SCIP_SET* set /**< global SCIP settings */
836 )
837{
838 SCIP* subproblem;
839 SCIP_Real inf;
840 int nsubproblems;
841 int i;
842
843 assert(benders != NULL);
844
845 nsubproblems = SCIPbendersGetNSubproblems(benders);
846
847 for( i = 0; i < nsubproblems; i++ )
848 {
849 subproblem = SCIPbendersSubproblem(benders, i);
850 if( subproblem != NULL )
851 inf = SCIPinfinity(subproblem);
852 else
853 inf = SCIPsetInfinity(set);
854
855 SCIPbendersSetSubproblemObjval(benders, i, inf);
856 }
857}
859/** compares two Benders' decompositions w. r. to their priority */
860SCIP_DECL_SORTPTRCOMP(SCIPbendersComp)
861{ /*lint --e{715}*/
862 return ((SCIP_BENDERS*)elem2)->priority - ((SCIP_BENDERS*)elem1)->priority;
863}
865/** comparison method for sorting Benders' decompositions w.r.t. to their name */
866SCIP_DECL_SORTPTRCOMP(SCIPbendersCompName)
867{
868 return strcmp(SCIPbendersGetName((SCIP_BENDERS*)elem1), SCIPbendersGetName((SCIP_BENDERS*)elem2));
869}
870
871/** method to call, when the priority of a Benders' decomposition was changed */
872static
873SCIP_DECL_PARAMCHGD(paramChgdBendersPriority)
874{ /*lint --e{715}*/
875 SCIP_PARAMDATA* paramdata;
876
877 paramdata = SCIPparamGetData(param);
878 assert(paramdata != NULL);
879
880 /* use SCIPsetBendersPriority() to mark the Benders' decompositions as unsorted */
881 SCIPsetBendersPriority(scip, (SCIP_BENDERS*)paramdata, SCIPparamGetInt(param)); /*lint !e740*/
882
883 return SCIP_OKAY;
884}
885
886/** creates a variable mapping between the master problem variables of the source scip and the sub scip */
887static
889 SCIP_BENDERS* benders, /**< Benders' decomposition of the target SCIP instance */
890 SCIP_SET* sourceset, /**< global SCIP settings from the source SCIP */
891 SCIP_HASHMAP* varmap /**< a hashmap to store the mapping of source variables corresponding
892 * target variables; must not be NULL */
893 )
894{
895 SCIP_VAR** vars;
896 SCIP_VAR* targetvar;
897 int nvars;
898 int i;
899
900 assert(benders != NULL);
901 assert(sourceset != NULL);
902 assert(benders->iscopy);
903 assert(benders->mastervarsmap == NULL);
904
905 /* getting the master problem variable data */
906 vars = SCIPgetVars(sourceset->scip);
907 nvars = SCIPgetNVars(sourceset->scip);
908
909 /* creating the hashmap for the mapping between the master variable of the target and source scip */
910 SCIP_CALL( SCIPhashmapCreate(&benders->mastervarsmap, SCIPblkmem(sourceset->scip), nvars) );
911
912 for( i = 0; i < nvars; i++ )
913 {
914 /* getting the variable pointer for the target SCIP variables. The variable mapping returns the target SCIP
915 * varibale for a given source SCIP variable. */
916 targetvar = (SCIP_VAR*) SCIPhashmapGetImage(varmap, vars[i]);
917 if( targetvar != NULL )
918 {
919 SCIP_CALL( SCIPhashmapInsert(benders->mastervarsmap, targetvar, vars[i]) );
920 SCIP_CALL( SCIPcaptureVar(sourceset->scip, vars[i]) );
921 }
922 }
923
924 return SCIP_OKAY;
925}
927/** copies the given Benders' decomposition to a new SCIP */
929 SCIP_BENDERS* benders, /**< Benders' decomposition */
930 SCIP_SET* sourceset, /**< SCIP_SET of SCIP to copy from */
931 SCIP_SET* targetset, /**< SCIP_SET of SCIP to copy to */
932 SCIP_HASHMAP* varmap, /**< a hashmap to store the mapping of source variables corresponding
933 * target variables; if NULL, then the transfer of cuts is not possible */
934 SCIP_Bool threadsafe, /**< must the Benders' decomposition copy be thread safe */
935 SCIP_Bool* valid /**< was the copying process valid? */
936 )
937{
938 SCIP_BENDERS* targetbenders; /* the copy of the Benders' decomposition struct in the target set */
939 int i;
940
941 assert(benders != NULL);
942 assert(targetset != NULL);
943 assert(valid != NULL);
944 assert(targetset->scip != NULL);
945
946 (*valid) = FALSE;
947
948 if( benders->benderscopy != NULL && targetset->benders_copybenders && SCIPbendersIsActive(benders) )
949 {
950 SCIPsetDebugMsg(targetset, "including Benders' decomposition %s in subscip %p\n", SCIPbendersGetName(benders), (void*)targetset->scip);
951 SCIP_CALL( benders->benderscopy(targetset->scip, benders, threadsafe) );
952
953 /* copying the Benders' cuts */
954 targetbenders = SCIPsetFindBenders(targetset, SCIPbendersGetName(benders));
955
956 /* storing the pointer to the source scip instance */
957 targetbenders->sourcescip = sourceset->scip;
958
959 /* the flag is set to indicate that the Benders' decomposition is a copy */
960 targetbenders->iscopy = TRUE;
961
962 /* storing whether the lnscheck should be performed */
963 targetbenders->lnscheck = benders->lnscheck;
964 targetbenders->lnsmaxdepth = benders->lnsmaxdepth;
965 targetbenders->lnsmaxcalls = benders->lnsmaxcalls;
966 targetbenders->lnsmaxcallsroot = benders->lnsmaxcallsroot;
967
968 /* storing whether the Benders' copy required thread safety */
969 targetbenders->threadsafe = threadsafe;
970
971 /* calling the copy method for the Benders' cuts */
973 for( i = 0; i < benders->nbenderscuts; i++ )
974 {
975 SCIP_CALL( SCIPbenderscutCopyInclude(targetbenders, benders->benderscuts[i], targetset) );
976 }
977
978 /* When the Benders' decomposition is copied then a variable mapping between the master problem variables is
979 * required. This variable mapping is used to transfer the cuts generated in the target SCIP to the source SCIP.
980 * The variable map is stored in the target Benders' decomposition. This will be freed when the sub-SCIP is freed.
981 */
982 if( varmap != NULL )
983 {
984 SCIP_CALL( createMasterVarMapping(targetbenders, sourceset, varmap) );
985 }
986
987 assert((varmap != NULL && targetbenders->mastervarsmap != NULL)
988 || (varmap == NULL && targetbenders->mastervarsmap == NULL));
989 }
990
991 /* if the Benders' decomposition is active, then copy is not valid. */
992 (*valid) = !SCIPbendersIsActive(benders);
993
994 return SCIP_OKAY;
995}
996
997/** internal method for creating a Benders' decomposition structure */
998static
1000 SCIP_BENDERS** benders, /**< pointer to Benders' decomposition data structure */
1001 SCIP_SET* set, /**< global SCIP settings */
1002 SCIP_MESSAGEHDLR* messagehdlr, /**< message handler */
1003 BMS_BLKMEM* blkmem, /**< block memory for parameter settings */
1004 const char* name, /**< name of Benders' decomposition */
1005 const char* desc, /**< description of Benders' decomposition */
1006 int priority, /**< priority of the Benders' decomposition */
1007 SCIP_Bool cutlp, /**< should Benders' cuts be generated for LP solutions */
1008 SCIP_Bool cutpseudo, /**< should Benders' cuts be generated for pseudo solutions */
1009 SCIP_Bool cutrelax, /**< should Benders' cuts be generated for relaxation solutions */
1010 SCIP_Bool shareauxvars, /**< should this Benders' use the highest priority Benders aux vars */
1011 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
1012 SCIP_DECL_BENDERSFREE ((*bendersfree)), /**< destructor of Benders' decomposition */
1013 SCIP_DECL_BENDERSINIT ((*bendersinit)), /**< initialize Benders' decomposition */
1014 SCIP_DECL_BENDERSEXIT ((*bendersexit)), /**< deinitialize Benders' decomposition */
1015 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
1016 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
1017 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
1018 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
1019 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
1020 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
1021 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< called prior to the subproblem solving loop */
1022 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
1023 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
1024 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)),/**< called after the subproblems are solved. */
1025 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
1026 SCIP_BENDERSDATA* bendersdata /**< Benders' decomposition data */
1027 )
1028{
1030 char paramdesc[SCIP_MAXSTRLEN];
1031
1032 assert(benders != NULL);
1033 assert(name != NULL);
1034 assert(desc != NULL);
1035
1036 /* Checking whether the benderssolvesub and the bendersfreesub are both implemented or both are not implemented */
1037 if( (benderssolvesubconvex == NULL && benderssolvesub == NULL && bendersfreesub != NULL)
1038 || ((benderssolvesubconvex != NULL || benderssolvesub != NULL) && bendersfreesub == NULL) )
1039 {
1040 SCIPerrorMessage("Benders' decomposition <%s> requires that if bendersFreesub%s is implemented, then at least "
1041 "one of bendersSolvesubconvex%s or bendersSolvesub%s are implemented.\n", name, name, name, name);
1042 return SCIP_INVALIDCALL;
1043 }
1044
1045 SCIP_ALLOC( BMSallocMemory(benders) );
1046 BMSclearMemory(*benders);
1047 SCIP_ALLOC( BMSduplicateMemoryArray(&(*benders)->name, name, strlen(name)+1) );
1048 SCIP_ALLOC( BMSduplicateMemoryArray(&(*benders)->desc, desc, strlen(desc)+1) );
1049 (*benders)->priority = priority;
1050 (*benders)->cutlp = cutlp;
1051 (*benders)->cutpseudo = cutpseudo;
1052 (*benders)->cutrelax = cutrelax;
1053 (*benders)->shareauxvars = shareauxvars;
1054 (*benders)->benderscopy = benderscopy;
1055 (*benders)->bendersfree = bendersfree;
1056 (*benders)->bendersinit = bendersinit;
1057 (*benders)->bendersexit = bendersexit;
1058 (*benders)->bendersinitpre = bendersinitpre;
1059 (*benders)->bendersexitpre = bendersexitpre;
1060 (*benders)->bendersinitsol = bendersinitsol;
1061 (*benders)->bendersexitsol = bendersexitsol;
1062 (*benders)->bendersgetvar = bendersgetvar;
1063 (*benders)->benderscreatesub = benderscreatesub;
1064 (*benders)->benderspresubsolve = benderspresubsolve;
1065 (*benders)->benderssolvesubconvex = benderssolvesubconvex;
1066 (*benders)->benderssolvesub = benderssolvesub;
1067 (*benders)->benderspostsolve = benderspostsolve;
1068 (*benders)->bendersfreesub = bendersfreesub;
1069 (*benders)->bendersdata = bendersdata;
1070 SCIP_CALL( SCIPclockCreate(&(*benders)->setuptime, SCIP_CLOCKTYPE_DEFAULT) );
1071 SCIP_CALL( SCIPclockCreate(&(*benders)->bendersclock, SCIP_CLOCKTYPE_DEFAULT) );
1072 (*benders)->nlpparam = SCIP_NLPPARAM_DEFAULT(set->scip); /*lint !e446*/
1073
1074 /* add parameters */
1075 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/priority", name);
1076 (void) SCIPsnprintf(paramdesc, SCIP_MAXSTRLEN, "priority of Benders' decomposition <%s>", name);
1077 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname, paramdesc,
1078 &(*benders)->priority, FALSE, priority, INT_MIN/4, INT_MAX/4,
1079 paramChgdBendersPriority, (SCIP_PARAMDATA*)(*benders)) ); /*lint !e740*/
1080
1081 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutlp", name);
1082 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1083 "should Benders' cuts be generated for LP solutions?", &(*benders)->cutlp, FALSE, cutlp, NULL, NULL) ); /*lint !e740*/
1084
1085 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutpseudo", name);
1086 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1087 "should Benders' cuts be generated for pseudo solutions?", &(*benders)->cutpseudo, FALSE, cutpseudo, NULL, NULL) ); /*lint !e740*/
1088
1089 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutrelax", name);
1090 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1091 "should Benders' cuts be generated for relaxation solutions?", &(*benders)->cutrelax, FALSE, cutrelax, NULL, NULL) ); /*lint !e740*/
1092
1093 /* These parameters are left for the user to decide in a settings file. This departs from the usual SCIP convention
1094 * where the settings available at the creation of the plugin can be set in the function call.
1095 */
1096 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/transfercuts", name);
1097 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1098 "should Benders' cuts from LNS heuristics be transferred to the main SCIP instance?", &(*benders)->transfercuts,
1099 FALSE, SCIP_DEFAULT_TRANSFERCUTS, NULL, NULL) ); /*lint !e740*/
1100
1101 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/lnscheck", name);
1102 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1103 "should Benders' decomposition be used in LNS heurisics?", &(*benders)->lnscheck, FALSE, SCIP_DEFAULT_LNSCHECK,
1104 NULL, NULL) ); /*lint !e740*/
1105
1106 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/lnsmaxdepth", name);
1107 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname,
1108 "maximum depth at which the LNS check is performed (-1: no limit)", &(*benders)->lnsmaxdepth, TRUE,
1110
1111 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/lnsmaxcalls", name);
1112 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname,
1113 "the maximum number of Benders' decomposition calls in LNS heuristics (-1: no limit)", &(*benders)->lnsmaxcalls,
1114 TRUE, SCIP_DEFAULT_LNSMAXCALLS, -1, INT_MAX, NULL, NULL) );
1115
1116 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/lnsmaxcallsroot", name);
1117 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname,
1118 "the maximum number of root node Benders' decomposition calls in LNS heuristics (-1: no limit)",
1119 &(*benders)->lnsmaxcallsroot, TRUE, SCIP_DEFAULT_LNSMAXCALLSROOT, -1, INT_MAX, NULL, NULL) );
1120
1121 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutsasconss", name);
1122 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1123 "should the transferred cuts be added as constraints?", &(*benders)->cutsasconss, FALSE,
1124 SCIP_DEFAULT_CUTSASCONSS, NULL, NULL) ); /*lint !e740*/
1125
1126 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/subprobfrac", name);
1127 SCIP_CALL( SCIPsetAddRealParam(set, messagehdlr, blkmem, paramname,
1128 "fraction of subproblems that are solved in each iteration", &(*benders)->subprobfrac, FALSE,
1129 SCIP_DEFAULT_SUBPROBFRAC, 0.0, 1.0, NULL, NULL) ); /*lint !e740*/
1130
1131 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/updateauxvarbound", name);
1132 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1133 "should the auxiliary variable bound be updated by solving the subproblem?", &(*benders)->updateauxvarbound,
1134 FALSE, SCIP_DEFAULT_UPDATEAUXVARBOUND, NULL, NULL) ); /*lint !e740*/
1135
1136 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/auxvarsimplint", name);
1137 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1138 "if the subproblem objective is integer, then define the auxiliary variables as implicit integers?",
1139 &(*benders)->auxvarsimplint, FALSE, SCIP_DEFAULT_AUXVARSIMPLINT, NULL, NULL) ); /*lint !e740*/
1140
1141 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutcheck", name);
1142 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1143 "should Benders' cuts be generated while checking solutions?",
1144 &(*benders)->cutcheck, FALSE, SCIP_DEFAULT_CUTCHECK, NULL, NULL) ); /*lint !e740*/
1145
1146 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutstrengthenmult", name);
1147 SCIP_CALL( SCIPsetAddRealParam(set, messagehdlr, blkmem, paramname,
1148 "the convex combination multiplier for the cut strengthening", &(*benders)->convexmult, FALSE,
1149 SCIP_DEFAULT_STRENGTHENMULT, 0.0, 1.0, NULL, NULL) ); /*lint !e740*/
1150
1151 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/noimprovelimit", name);
1152 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname,
1153 "the maximum number of cut strengthening without improvement", &(*benders)->noimprovelimit, TRUE,
1154 SCIP_DEFAULT_NOIMPROVELIMIT, 0, INT_MAX, NULL, NULL) );
1155
1156 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/corepointperturb", name);
1157 SCIP_CALL( SCIPsetAddRealParam(set, messagehdlr, blkmem, paramname,
1158 "the constant use to perturb the cut strengthening core point", &(*benders)->perturbeps, FALSE,
1159 SCIP_DEFAULT_STRENGTHENPERTURB, 0.0, 1.0, NULL, NULL) ); /*lint !e740*/
1160
1161 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutstrengthenenabled", name);
1162 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1163 "should the core point cut strengthening be employed (only applied to fractional solutions or continuous subproblems)?",
1164 &(*benders)->strengthenenabled, FALSE, SCIP_DEFAULT_STRENGTHENENABLED, NULL, NULL) ); /*lint !e740*/
1165
1166 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/cutstrengthenintpoint", name);
1167 SCIP_CALL( SCIPsetAddCharParam(set, messagehdlr, blkmem, paramname,
1168 "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)",
1169 &(*benders)->strengthenintpoint, FALSE, SCIP_DEFAULT_STRENGTHENINTPOINT, "lfiroz", NULL, NULL) ); /*lint !e740*/
1170
1171 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/numthreads", name);
1172 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname,
1173 "the number of threads to use when solving the subproblems", &(*benders)->numthreads, TRUE,
1174 SCIP_DEFAULT_NUMTHREADS, 1, INT_MAX, NULL, NULL) );
1175
1176 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/execfeasphase", name);
1177 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1178 "should a feasibility phase be executed during the root node, i.e. adding slack variables to constraints to ensure feasibility",
1179 &(*benders)->execfeasphase, FALSE, SCIP_DEFAULT_EXECFEASPHASE, NULL, NULL) ); /*lint !e740*/
1180
1181 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/slackvarcoef", name);
1182 SCIP_CALL( SCIPsetAddRealParam(set, messagehdlr, blkmem, paramname,
1183 "the initial objective coefficient of the slack variables in the subproblem", &(*benders)->slackvarcoef, FALSE,
1184 SCIP_DEFAULT_SLACKVARCOEF, 0.0, SCIPsetInfinity(set), NULL, NULL) ); /*lint !e740*/
1185
1186 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/maxslackvarcoef", name);
1187 SCIP_CALL( SCIPsetAddRealParam(set, messagehdlr, blkmem, paramname,
1188 "the maximal objective coefficient of the slack variables in the subproblem", &(*benders)->maxslackvarcoef, FALSE,
1189 SCIP_DEFAULT_MAXSLACKVARCOEF, 0.0, SCIPsetInfinity(set), NULL, NULL) ); /*lint !e740*/
1190
1191 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/checkconsconvexity", name);
1192 SCIP_CALL( SCIPsetAddBoolParam(set, messagehdlr, blkmem, paramname,
1193 "should the constraints of the subproblems be checked for convexity?", &(*benders)->checkconsconvexity, FALSE,
1194 SCIP_DEFAULT_CHECKCONSCONVEXITY, NULL, NULL) ); /*lint !e740*/
1195
1196 (void) SCIPsnprintf(paramname, SCIP_MAXSTRLEN, "benders/%s/nlpiterlimit", name);
1197 SCIP_CALL( SCIPsetAddIntParam(set, messagehdlr, blkmem, paramname,
1198 "iteration limit for NLP solver", &(*benders)->nlpparam.iterlimit, FALSE,
1199 SCIP_DEFAULT_NLPITERLIMIT, 0, INT_MAX, NULL, NULL) ); /*lint !e740*/
1200
1201 return SCIP_OKAY;
1202}
1203
1204/** creates a Benders' decomposition structure
1205 *
1206 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
1207 */
1209 SCIP_BENDERS** benders, /**< pointer to Benders' decomposition data structure */
1210 SCIP_SET* set, /**< global SCIP settings */
1211 SCIP_MESSAGEHDLR* messagehdlr, /**< message handler */
1212 BMS_BLKMEM* blkmem, /**< block memory for parameter settings */
1213 const char* name, /**< name of Benders' decomposition */
1214 const char* desc, /**< description of Benders' decomposition */
1215 int priority, /**< priority of the Benders' decomposition */
1216 SCIP_Bool cutlp, /**< should Benders' cuts be generated for LP solutions */
1217 SCIP_Bool cutpseudo, /**< should Benders' cuts be generated for pseudo solutions */
1218 SCIP_Bool cutrelax, /**< should Benders' cuts be generated for relaxation solutions */
1219 SCIP_Bool shareauxvars, /**< should this Benders' use the highest priority Benders aux vars */
1220 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
1221 SCIP_DECL_BENDERSFREE ((*bendersfree)), /**< destructor of Benders' decomposition */
1222 SCIP_DECL_BENDERSINIT ((*bendersinit)), /**< initialize Benders' decomposition */
1223 SCIP_DECL_BENDERSEXIT ((*bendersexit)), /**< deinitialize Benders' decomposition */
1224 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
1225 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
1226 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
1227 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
1228 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
1229 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
1230 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< called prior to the subproblem solving loop */
1231 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
1232 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
1233 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)),/**< called after the subproblems are solved. */
1234 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
1235 SCIP_BENDERSDATA* bendersdata /**< Benders' decomposition data */
1236 )
1237{
1238 assert(benders != NULL);
1239 assert(name != NULL);
1240 assert(desc != NULL);
1241
1242 SCIP_CALL_FINALLY( doBendersCreate(benders, set, messagehdlr, blkmem, name, desc, priority, cutlp, cutpseudo,
1243 cutrelax, shareauxvars, benderscopy, bendersfree, bendersinit, bendersexit, bendersinitpre, bendersexitpre,
1244 bendersinitsol, bendersexitsol, bendersgetvar, benderscreatesub, benderspresubsolve, benderssolvesubconvex,
1245 benderssolvesub, benderspostsolve, bendersfreesub, bendersdata), (void) SCIPbendersFree(benders, set) );
1246
1247 return SCIP_OKAY;
1248}
1249
1250
1251/** releases the variables that have been captured in the hashmap */
1252static
1254 SCIP* scip, /**< the SCIP data structure */
1255 SCIP_BENDERS* benders /**< Benders' decomposition */
1256 )
1257{
1258 int nentries;
1259 int i;
1260
1261 assert(scip != NULL);
1262 assert(benders != NULL);
1263
1264 assert(benders->mastervarsmap != NULL);
1265
1266 nentries = SCIPhashmapGetNEntries(benders->mastervarsmap);
1267
1268 for( i = 0; i < nentries; ++i )
1269 {
1270 SCIP_HASHMAPENTRY* entry;
1271 entry = SCIPhashmapGetEntry(benders->mastervarsmap, i);
1272
1273 if( entry != NULL )
1274 {
1275 SCIP_VAR* var;
1276 var = (SCIP_VAR*) SCIPhashmapEntryGetImage(entry);
1277
1278 SCIP_CALL( SCIPreleaseVar(scip, &var) );
1279 }
1280 }
1281
1282 return SCIP_OKAY;
1283}
1284
1286/** calls destructor and frees memory of Benders' decomposition */
1288 SCIP_BENDERS** benders, /**< pointer to Benders' decomposition data structure */
1289 SCIP_SET* set /**< global SCIP settings */
1290 )
1291{
1292 int i;
1293
1294 assert(benders != NULL);
1295 assert(*benders != NULL);
1296 assert(!(*benders)->initialized);
1297 assert(set != NULL);
1298
1299 /* call destructor of Benders' decomposition */
1300 if( (*benders)->bendersfree != NULL )
1301 {
1302 SCIP_CALL( (*benders)->bendersfree(set->scip, *benders) );
1303 }
1304
1305 /* if the Benders' decomposition is a copy and a varmap has been passed to SCIP_BENDERS, then the variable map
1306 * between the source and the target SCIP needs to be freed.
1307 */
1308 if( (*benders)->iscopy && (*benders)->mastervarsmap != NULL )
1309 {
1310 SCIP_CALL( releaseVarMappingHashmapVars((*benders)->sourcescip, (*benders)) );
1311 SCIPhashmapFree(&(*benders)->mastervarsmap);
1312 }
1313
1314 /* freeing the Benders' cuts */
1315 for( i = 0; i < (*benders)->nbenderscuts; i++ )
1316 {
1317 SCIP_CALL( SCIPbenderscutFree(&((*benders)->benderscuts[i]), set) );
1318 }
1319 BMSfreeMemoryArrayNull(&(*benders)->benderscuts);
1320
1321 SCIPclockFree(&(*benders)->bendersclock);
1322 SCIPclockFree(&(*benders)->setuptime);
1323 BMSfreeMemoryArray(&(*benders)->name);
1324 BMSfreeMemoryArray(&(*benders)->desc);
1325 BMSfreeMemory(benders);
1326
1327 return SCIP_OKAY;
1328}
1329
1330/* adds a slack variable to the given constraint */
1331static
1333 SCIP* scip, /**< the SCIP data structure */
1334 SCIP_BENDERS* benders, /**< Benders' decomposition */
1335 SCIP_CONS* cons, /**< constraint to which the slack variable(s) is added to */
1336 SCIP_CONSHDLR** linearconshdlrs, /**< an array storing the linear constraint handlers */
1337 SCIP_CONSHDLR* nlconshdlr, /**< pointer to the nonlinear constraint handler */
1338 int nlinearconshdlrs /**< the number of linear constraint handlers */
1339 )
1340{
1341 SCIP_CONSHDLR* conshdlr;
1342 SCIP_VAR* var;
1343 SCIP_Real rhs;
1344 SCIP_Real lhs;
1345 SCIP_Real objcoef;
1346 int i;
1347 SCIP_Bool linearcons;
1348 SCIP_Bool success;
1349 char name[SCIP_MAXSTRLEN];
1350
1351 conshdlr = SCIPconsGetHdlr(cons);
1352
1353 /* assume that the constraint is not linear, then we check whether it is linear */
1354 linearcons = FALSE;
1355
1356 /* checking whether the constraint is a linear constraint. If so, we add a coefficient to the constraint */
1357 for( i = 0; i < nlinearconshdlrs; ++i )
1358 {
1359 if( conshdlr == linearconshdlrs[i] )
1360 {
1361 linearcons = TRUE;
1362 break;
1363 }
1364 }
1365
1366 if( !linearcons && conshdlr != nlconshdlr )
1367 {
1368 SCIPwarningMessage(scip, "The subproblem includes constraint <%s>. "
1369 "This is not supported and the slack variable will not be added to the constraint. Feasibility cuts may be invalid.\n",
1370 SCIPconshdlrGetName(conshdlr));
1371 }
1372
1373 if( linearcons )
1374 {
1375 rhs = SCIPconsGetRhs(scip, cons, &success);
1376 assert(success);
1377 lhs = SCIPconsGetLhs(scip, cons, &success);
1378 assert(success);
1379 }
1380 else
1381 {
1382 rhs = SCIPgetRhsNonlinear(cons);
1383 lhs = SCIPgetLhsNonlinear(cons);
1384 }
1385
1386 /* getting the objective coefficient for the slack variables */
1387 objcoef = benders->slackvarcoef;
1388
1389 /* if the right hand side is finite, then we need to add a slack variable with a negative coefficient */
1390 if( !SCIPisInfinity(scip, rhs) )
1391 {
1392 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_%s_neg", SLACKVAR_NAME, SCIPconsGetName(cons) );
1393
1395
1396 /* adding the slack variable to the subproblem */
1397 SCIP_CALL( SCIPaddVar(scip, var) );
1398
1399 /* adds the slack variable to the constraint */
1400 if( linearcons )
1401 {
1402 SCIP_CALL( SCIPconsAddCoef(scip, cons, var, -1.0) );
1403 }
1404 else
1405 {
1406 SCIP_CALL( SCIPaddLinearVarNonlinear(scip, cons, var, -1.0) );
1407 }
1408
1409 /* releasing the variable */
1410 SCIP_CALL( SCIPreleaseVar(scip, &var) );
1411 }
1412
1413 /* if the left hand side if finite, then we need to add a slack variable with a positive coefficient */
1414 if( !SCIPisInfinity(scip, -lhs) )
1415 {
1416 (void) SCIPsnprintf(name, SCIP_MAXSTRLEN, "%s_%s_pos", SLACKVAR_NAME, SCIPconsGetName(cons) );
1417
1419
1420 /* adding the slack variable to the subproblem */
1421 SCIP_CALL( SCIPaddVar(scip, var) );
1422
1423 /* adds the slack variable to the constraint */
1424 if( linearcons )
1425 {
1426 SCIP_CALL( SCIPconsAddCoef(scip, cons, var, 1.0) );
1427 }
1428 else
1429 {
1430 SCIP_CALL( SCIPaddLinearVarNonlinear(scip, cons, var, 1.0) );
1431 }
1432
1433 /* releasing the variable */
1434 SCIP_CALL( SCIPreleaseVar(scip, &var) );
1435 }
1436
1437 return SCIP_OKAY;
1438}
1439
1440/** adds the slack variables to each of the constraints for the generation of feasibility cuts for the given non-linear
1441 * subproblem
1443static
1445 SCIP_BENDERS* benders, /**< Benders' decomposition */
1446 SCIP_SET* set, /**< global SCIP settings */
1447 int probnumber /**< the subproblem number */
1448 )
1449{
1450 SCIP* subproblem;
1451 SCIP_CONSHDLR* linearconshdlrs[NLINEARCONSHDLRS];
1452 SCIP_CONSHDLR* nlconshdlr;
1453 SCIP_CONS* cons;
1454 int i;
1455
1456 assert(benders != NULL);
1457 assert(set != NULL);
1458 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
1459
1460 subproblem = SCIPbendersSubproblem(benders, probnumber);
1461
1462 /* get pointers to linear constraints handlers, so can avoid string comparisons */
1463 linearconshdlrs[0] = SCIPfindConshdlr(subproblem, "knapsack");
1464 linearconshdlrs[1] = SCIPfindConshdlr(subproblem, "linear");
1465 linearconshdlrs[2] = SCIPfindConshdlr(subproblem, "logicor");
1466 linearconshdlrs[3] = SCIPfindConshdlr(subproblem, "setppc");
1467 linearconshdlrs[4] = SCIPfindConshdlr(subproblem, "varbound");
1468
1469 nlconshdlr = SCIPfindConshdlr(subproblem, "nonlinear");
1470
1471 for( i = 0; i < SCIPgetNOrigConss(subproblem); ++i )
1472 {
1473 cons = SCIPgetOrigConss(subproblem)[i];
1474
1475 /* adding the slack variables to the constraint */
1476 SCIP_CALL( addSlackVars(subproblem, benders, cons, linearconshdlrs, nlconshdlr, NLINEARCONSHDLRS) );
1477 }
1478
1479 return SCIP_OKAY;
1480}
1481
1482/** initialises a MIP subproblem by putting the problem into SCIP_STAGE_SOLVING. This is achieved by calling SCIPsolve
1483 * and then interrupting the solve in a node focus event handler.
1484 * The LP subproblem is also initialised using this method; however, a different event handler is added. This event
1485 * handler will put the LP subproblem into probing mode.
1486 * The MIP solving function is called to initialise the subproblem because this function calls SCIPsolve with the
1487 * appropriate parameter settings for Benders' decomposition.
1489static
1491 SCIP_BENDERS* benders, /**< Benders' decomposition */
1492 SCIP_SET* set, /**< global SCIP settings */
1493 int probnumber, /**< the subproblem number */
1494 SCIP_Bool* success /**< was the initialisation process successful */
1495 )
1496{
1497 SCIP* subproblem;
1498 SCIP_STATUS solvestatus;
1499 SCIP_Bool cutoff;
1500
1501 assert(benders != NULL);
1502 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
1503 assert(success != NULL);
1504
1505 (*success) = FALSE;
1506
1507 subproblem = SCIPbendersSubproblem(benders, probnumber);
1508 assert(subproblem != NULL);
1509
1510 /* Getting the problem into the right SCIP stage for solving */
1511 SCIP_CALL( SCIPbendersSolveSubproblemCIP(set->scip, benders, probnumber, &solvestatus, FALSE) );
1512
1513 /* Constructing the LP that can be solved in later iterations */
1514 if( solvestatus != SCIP_STATUS_BESTSOLLIMIT && solvestatus != SCIP_STATUS_TIMELIMIT
1515 && solvestatus != SCIP_STATUS_MEMLIMIT )
1516 {
1517 assert(SCIPgetStage(subproblem) == SCIP_STAGE_SOLVING);
1518
1519 SCIP_CALL( SCIPconstructLP(subproblem, &cutoff) );
1520 (*success) = TRUE;
1521 }
1522
1523 return SCIP_OKAY;
1524}
1525
1526
1527/** initialises an LP subproblem by putting the problem into probing mode. The probing mode is invoked in a node focus
1528 * event handler. This event handler is added just prior to calling the initialise subproblem function.
1530static
1532 SCIP_BENDERS* benders, /**< Benders' decomposition */
1533 SCIP_SET* set, /**< global SCIP settings */
1534 int probnumber /**< the subproblem number */
1535 )
1536{
1537 SCIP* subproblem;
1538 SCIP_EVENTHDLR* eventhdlr;
1539 SCIP_EVENTHDLRDATA* eventhdlrdata;
1540 SCIP_Bool success;
1541
1542 assert(benders != NULL);
1543 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
1544
1545 subproblem = SCIPbendersSubproblem(benders, probnumber);
1546 assert(subproblem != NULL);
1547
1548 /* include event handler into SCIP */
1549 SCIP_CALL( SCIPallocBlockMemory(subproblem, &eventhdlrdata) );
1550
1551 SCIP_CALL( initEventhandlerData(subproblem, eventhdlrdata) );
1552
1554 eventExecBendersNodefocus, eventhdlrdata) );
1555 SCIP_CALL( SCIPsetEventhdlrInitsol(subproblem, eventhdlr, eventInitsolBendersNodefocus) );
1556 SCIP_CALL( SCIPsetEventhdlrExitsol(subproblem, eventhdlr, eventExitsolBendersNodefocus) );
1557 SCIP_CALL( SCIPsetEventhdlrExit(subproblem, eventhdlr, eventExitBendersNodefocus) );
1558 SCIP_CALL( SCIPsetEventhdlrFree(subproblem, eventhdlr, eventFreeBendersNodefocus) );
1559 assert(eventhdlr != NULL);
1560
1561 /* calling an initial solve to put the problem into probing mode */
1562 SCIP_CALL( initialiseSubproblem(benders, set, probnumber, &success) );
1563
1564 return SCIP_OKAY; /*lint !e438*/
1565}
1566
1567/** checks whether the convex relaxation of the subproblem is sufficient to solve the original problem to optimality
1568 *
1569 * We check whether we can conclude that the CIP is actually an LP or a convex NLP.
1570 * To do this, we check that all variables are of continuous type and that every constraint is either handled by known
1571 * linear constraint handler (knapsack, linear, logicor, setppc, varbound) or the nonlinear constraint handler.
1572 * In the latter case, we also check whether the nonlinear constraint is convex.
1573 * Further, nonlinear constraints are only considered if an NLP solver interface is available, i.e., and NLP could
1574 * be solved.
1575 * If constraints are present that cannot be identified as linear or convex nonlinear, then we assume that the
1576 * problem is not convex, thus solving its LP or NLP relaxation will not be sufficient.
1578static
1580 SCIP_BENDERS* benders, /**< Benders' decomposition */
1581 SCIP_SET* set, /**< global SCIP settings */
1582 int probnumber /**< the subproblem number, or -1 for the master problem */
1583 )
1584{
1585 SCIP* subproblem;
1586 SCIP_CONSHDLR* conshdlr;
1587 SCIP_CONS* cons;
1588 SCIP_HASHMAP* assumevarfixed;
1589 SCIP_VAR** vars;
1590 int nvars;
1591 int nbinvars;
1592 int nintvars;
1593 int nimplintvars;
1594 int i;
1595 int j;
1596 SCIP_Bool convexcons;
1597 SCIP_Bool discretevar;
1598 SCIP_Bool isnonlinear;
1599 SCIP_CONSHDLR* linearconshdlrs[NLINEARCONSHDLRS];
1600 SCIP_CONSHDLR* nlconshdlr = NULL;
1601
1602 assert(benders != NULL);
1603 assert(set != NULL);
1604 assert(probnumber >= -1 && probnumber < SCIPbendersGetNSubproblems(benders));
1605
1606 assumevarfixed = NULL;
1607 if( probnumber >= 0 )
1608 subproblem = SCIPbendersSubproblem(benders, probnumber);
1609 else
1610 subproblem = set->scip;
1611
1612 assert(subproblem != NULL);
1613
1614 convexcons = FALSE;
1615 discretevar = FALSE;
1616 isnonlinear = FALSE;
1617
1618 /* getting the number of integer and binary variables to determine the problem type */
1619 SCIP_CALL( SCIPgetVarsData(subproblem, &vars, &nvars, &nbinvars, &nintvars, &nimplintvars, NULL) );
1620
1621 /* if there are any binary, integer or implicit integer variables, then the subproblems is marked as non-convex */
1622 if( nbinvars != 0 || nintvars != 0 || nimplintvars != 0 )
1623 {
1624 discretevar = TRUE;
1625 }
1626
1627 /* get pointers to linear constraints handlers, so can avoid string comparisons */
1628 linearconshdlrs[0] = SCIPfindConshdlr(subproblem, "knapsack");
1629 linearconshdlrs[1] = SCIPfindConshdlr(subproblem, "linear");
1630 linearconshdlrs[2] = SCIPfindConshdlr(subproblem, "logicor");
1631 linearconshdlrs[3] = SCIPfindConshdlr(subproblem, "setppc");
1632 linearconshdlrs[4] = SCIPfindConshdlr(subproblem, "varbound");
1633
1634 /* Get pointer to the nonlinear constraint handler if we also have an NLP solver to solve NLPs.
1635 * If there is no NLP solver, but there are (convex) nonlinear constraints, then the LP relaxation of subproblems
1636 * will (currently) not be sufficient to solve subproblems to optimality. Thus, we also take the presence of convex
1637 * nonlinear constraints as signal for having to solve the CIP eventually, thus, by abuse of notation,
1638 * return not-convex here. In summary, we do not need to have a special look onto non-linear constraints
1639 * if no NLP solver is present, and can treat them as any other constraint that is not of linear type.
1640 */
1641 if( SCIPgetNNlpis(subproblem) > 0 )
1642 {
1643 nlconshdlr = SCIPfindConshdlr(subproblem, "nonlinear");
1644 }
1645
1646 /* if the nonlinear constraint handler exists, then we create a hashmap of variables that can be assumed to be fixed.
1647 * These variables correspond to the copies of the master variables in the subproblem
1648 */
1649 if( probnumber >= 0 && nlconshdlr != NULL )
1650 {
1651 SCIP_VAR* mappedvar;
1652
1653 SCIP_CALL( SCIPhashmapCreate(&assumevarfixed, SCIPblkmem(set->scip), SCIPgetNVars(subproblem)) );
1654
1655 /* finding the subproblem variables that correspond to master variables */
1656 for( i = 0; i < nvars; i++ )
1657 {
1658 /* getting the corresponding master problem variable for the given variable */
1659 SCIP_CALL( SCIPbendersGetVar(benders, set, vars[i], &mappedvar, -1) );
1660
1661 /* if the mapped variable is not NULL, then it must be stored as a possible fixed variable */
1662 if( mappedvar != NULL )
1663 {
1664 SCIP_CALL( SCIPhashmapInsert(assumevarfixed, vars[i], vars[i]) );
1665 }
1666 }
1667 }
1668
1669 for( i = 0; i < SCIPgetNOrigConss(subproblem); ++i )
1670 {
1671 cons = SCIPgetOrigConss(subproblem)[i];
1672 conshdlr = SCIPconsGetHdlr(cons);
1673
1674 for( j = 0; j < NLINEARCONSHDLRS; ++j )
1675 if( conshdlr == linearconshdlrs[j] )
1676 break;
1677
1678 /* if linear constraint, then we are good */
1679 if( j < NLINEARCONSHDLRS )
1680 {
1681#ifdef SCIP_MOREDEBUG
1682 SCIPdebugMsg(subproblem, "subproblem <%s>: constraint <%s> is linear\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1683#endif
1684 continue;
1685 }
1686
1687 /* if cons_nonlinear (and nlconshdlr != NULL), then check whether convex */
1688 if( conshdlr == nlconshdlr )
1689 {
1690 SCIP_Bool isconvex;
1691 SCIP_EXPRCURV curv;
1692 SCIP_Bool havelhs;
1693 SCIP_Bool haverhs;
1694
1695 isnonlinear = TRUE;
1696
1697 havelhs = !SCIPisInfinity(subproblem, -SCIPgetLhsNonlinear(cons));
1698 haverhs = !SCIPisInfinity(subproblem, SCIPgetRhsNonlinear(cons));
1699 if( havelhs && haverhs )
1700 {
1701 isconvex = FALSE;
1702 }
1703 else
1704 {
1705 /* look at curvature stored in cons, though at this stage this will be unknown a.a. */
1706 curv = SCIPgetCurvatureNonlinear(cons);
1707 isconvex = ((!havelhs || (curv & SCIP_EXPRCURV_CONCAVE) == SCIP_EXPRCURV_CONCAVE)) &&
1708 ((!haverhs || (curv & SCIP_EXPRCURV_CONVEX) == SCIP_EXPRCURV_CONVEX));
1709
1710 if( !isconvex )
1711 {
1712 /* if not found convex, compute curvature via nlhdlr_convex and decide again */
1713
1714 /* make sure activities are up to date. SCIPhasExprCurvature currently assumes that this is already the case */
1716
1717 SCIP_CALL( SCIPhasExprCurvature(subproblem, SCIPgetExprNonlinear(cons), havelhs ? SCIP_EXPRCURV_CONCAVE : SCIP_EXPRCURV_CONVEX, &isconvex, assumevarfixed) );
1718 }
1719 }
1720
1721 if( isconvex )
1722 {
1723#ifdef SCIP_MOREDEBUG
1724 SCIPdebugMsg(subproblem, "subproblem <%s>: nonlinear constraint <%s> is convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1725#endif
1726 continue;
1727 }
1728 else
1729 {
1730#ifdef SCIP_MOREDEBUG
1731 SCIPdebugMsg(subproblem, "subproblem <%s>: nonlinear constraint <%s> not convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1732#endif
1733 goto TERMINATE;
1734 }
1735 }
1736
1737#ifdef SCIP_MOREDEBUG
1738 SCIPdebugMsg(subproblem, "subproblem <%s>: potentially nonconvex constraint <%s>\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1739#endif
1740 goto TERMINATE;
1741 }
1742
1743 /* if we made it until here, then all constraints are known and convex */
1744 convexcons = TRUE;
1745
1746TERMINATE:
1747 /* setting the flag for the convexity of the subproblem. If convexity doesn't need to be checked, then it is assumed
1748 * that the subproblems are convex. However, if there are discrete variables, then the problem must be set as
1749 * non-convex. The discrete master variables will be changed to continuous, but this will happen at the first call to
1750 * SCIPbendersSetupSubproblem
1751 */
1752 if( probnumber >= 0 )
1753 {
1754 convexcons = convexcons || !benders->checkconsconvexity;
1755
1756 if( convexcons && !discretevar )
1758 else if( convexcons && discretevar )
1760 else if( !convexcons && !discretevar )
1762 else if( !convexcons && discretevar )
1764 else
1765 SCIPABORT();
1766 }
1767
1768 /* setting the non-linear subproblem flag */
1769 if( probnumber >= 0 )
1770 SCIPbendersSetSubproblemIsNonlinear(benders, probnumber, isnonlinear);
1771 else
1772 SCIPbendersSetMasterIsNonlinear(benders, isnonlinear);
1773
1774 if( probnumber >= 0 )
1775 {
1776 SCIPsetDebugMsg(set, "subproblem <%s> has been found to be of type %d\n", SCIPgetProbName(subproblem),
1777 SCIPbendersGetSubproblemType(benders, probnumber));
1778 }
1779
1780 /* releasing the fixed variable hashmap */
1781 if( assumevarfixed != NULL )
1782 SCIPhashmapFree(&assumevarfixed);
1783
1784 return SCIP_OKAY;
1785}
1786
1787/** creates the subproblems and registers it with the Benders' decomposition struct */
1788static
1790 SCIP_BENDERS* benders, /**< Benders' decomposition */
1791 SCIP_SET* set /**< global SCIP settings */
1792 )
1793{
1794 SCIP* subproblem;
1795 SCIP_EVENTHDLR* eventhdlr;
1796 SCIP_VAR* mastervar;
1797 SCIP_VAR** vars;
1798 int nvars;
1799 int nsubproblems;
1800 int i;
1801 int j;
1802
1803 assert(benders != NULL);
1804 assert(set != NULL);
1805
1806 /* if the subproblems have already been created, then they will not be created again. This is the case if the
1807 * transformed problem has been freed and then retransformed. The subproblems should only be created when the problem
1808 * is first transformed. */
1809 if( benders->subprobscreated )
1810 return SCIP_OKAY;
1811
1812 nsubproblems = SCIPbendersGetNSubproblems(benders);
1813
1814 /* creating all subproblems */
1815 for( i = 0; i < nsubproblems; i++ )
1816 {
1817 /* calling the create subproblem call back method */
1818 SCIP_CALL( benders->benderscreatesub(set->scip, benders, i) );
1819
1820 subproblem = SCIPbendersSubproblem(benders, i);
1821
1822 /* the subproblem SCIP instance could be set to NULL. This is because user defined subproblem solving methods
1823 * could be used that don't solve a SCIP instance. Thus, the following setup of the subproblem SCIP instance is
1824 * not required.
1825 *
1826 * NOTE: since the subproblems are supplied as NULL pointers, the internal convexity check can not be performed.
1827 * The user needs to explicitly specify the subproblem type.
1828 */
1829 if( subproblem != NULL )
1830 {
1831 /* setting global limits for the subproblems. This overwrites the limits set by the user */
1832 SCIP_CALL( SCIPsetIntParam(subproblem, "limits/maxorigsol", 0) );
1833
1834 /* getting the number of integer and binary variables to determine the problem type */
1835 SCIP_CALL( SCIPgetVarsData(subproblem, &vars, &nvars, NULL, NULL, NULL, NULL) );
1836
1837 /* The objective function coefficients of the master problem are set to zero. This is necessary for the Benders'
1838 * decomposition algorithm, since the cut methods and the objective function check assumes that the objective
1839 * coefficients of the master problem variables are zero.
1840 *
1841 * This only occurs if the Benders' decomposition is not a copy. It is assumed that the correct objective
1842 * coefficients are given during the first subproblem creation.
1843 *
1844 * If the subproblems were copied, then the master variables will be checked to ensure that they have a zero
1845 * objective value.
1846 */
1847 if( !benders->iscopy || benders->threadsafe )
1848 {
1849 SCIP_Bool objchanged = FALSE;
1850
1851 assert(SCIPgetStage(subproblem) == SCIP_STAGE_PROBLEM);
1852 for( j = 0; j < nvars; j++ )
1853 {
1854 /* retrieving the master problem variable */
1855 SCIP_CALL( SCIPbendersGetVar(benders, set, vars[j], &mastervar, -1) );
1856
1857 /* if mastervar is not NULL, then the subproblem variable has a corresponding master problem variable */
1858 if( mastervar != NULL && SCIPvarGetObj(vars[j]) != 0.0 )
1859 {
1860 SCIPverbMessage(subproblem, SCIP_VERBLEVEL_FULL, NULL, "Benders' decomposition: Changing the objective "
1861 "coefficient of copy of master problem variable <%s> in subproblem %d to zero.\n",
1862 SCIPvarGetName(mastervar), i);
1863 /* changing the subproblem variable objective coefficient to zero */
1864 SCIP_CALL( SCIPchgVarObj(subproblem, vars[j], 0.0) );
1865
1866 objchanged = TRUE;
1867 }
1868 }
1869
1870 if( objchanged )
1871 {
1872 SCIPverbMessage(subproblem, SCIP_VERBLEVEL_HIGH, NULL, "Benders' decomposition: Objective coefficients of "
1873 "copied of master problem variables has been changed to zero.\n");
1874 }
1875 }
1876
1877 /* changing all of the master problem variable to continuous. */
1879
1880 /* checking the convexity of the subproblem. The convexity of the subproblem indicates whether the convex
1881 * relaxation is a valid relaxation for the problem
1882 */
1883 SCIP_CALL( checkSubproblemConvexity(benders, set, i) );
1884
1885 /* if the problem is convex and has nonlinear constraints, then slack variables must be added to each of the
1886 * constraints
1887 */
1888 if( benders->execfeasphase ||
1890 && SCIPbendersSubproblemIsNonlinear(benders, i)) )
1891 {
1892 /* the slack variables are only added to the subproblem once. If the initialisation methods are called from a
1893 * copy, then the slack variables are not re-added. Alternatively, if the copy must be threadsafe, then the
1894 * subproblems are created from scratch again, so the slack variables need to be added.
1895 */
1896 if( !benders->iscopy || benders->threadsafe )
1897 {
1898 SCIP_CALL( addSlackVarsToConstraints(benders, set, i) );
1899 }
1900
1901 /* setting the flag to indicate that slack variables have been added to the subproblem constraints. This is only
1902 * set if the slack variables have been added at the request of the user.
1903 */
1904 if( benders->execfeasphase )
1905 benders->feasibilityphase = TRUE;
1906 }
1907
1908 /* after checking the subproblem for convexity, if the subproblem has convex constraints and continuous variables,
1909 * then the problem is entered into probing mode. Otherwise, it is initialised as a CIP
1910 */
1912 {
1913 /* if the user has not implemented a solve subproblem callback, then the subproblem solves are performed
1914 * internally. To be more efficient the subproblem is put into probing mode. */
1915 if( benders->benderssolvesubconvex == NULL && benders->benderssolvesub == NULL
1916 && SCIPgetStage(subproblem) <= SCIP_STAGE_PROBLEM )
1917 {
1918 SCIP_CALL( initialiseLPSubproblem(benders, set, i) );
1919 }
1920 }
1921 else
1922 {
1923 SCIP_EVENTHDLRDATA* eventhdlrdata_mipnodefocus;
1924 SCIP_EVENTHDLRDATA* eventhdlrdata_upperbound;
1925
1926 /* because the subproblems could be reused in the copy, the event handler is not created again. If the
1927 * threadsafe is TRUE, then it is assumed that the subproblems are not reused.
1928 * NOTE: This currently works with the benders_default implementation. It may not be very general. */
1929 if( benders->benderssolvesubconvex == NULL && benders->benderssolvesub == NULL
1930 && (!benders->iscopy || benders->threadsafe) )
1931 {
1932 SCIP_CALL( SCIPallocBlockMemory(subproblem, &eventhdlrdata_mipnodefocus) );
1933 SCIP_CALL( SCIPallocBlockMemory(subproblem, &eventhdlrdata_upperbound) );
1934
1935 SCIP_CALL( initEventhandlerData(subproblem, eventhdlrdata_mipnodefocus) );
1936 SCIP_CALL( initEventhandlerData(subproblem, eventhdlrdata_upperbound) );
1937
1938 /* include the first LP solved event handler into the subproblem */
1940 MIPNODEFOCUS_EVENTHDLR_DESC, eventExecBendersMipnodefocus, eventhdlrdata_mipnodefocus) );
1941 SCIP_CALL( SCIPsetEventhdlrInitsol(subproblem, eventhdlr, eventInitsolBendersMipnodefocus) );
1942 SCIP_CALL( SCIPsetEventhdlrExitsol(subproblem, eventhdlr, eventExitsolBendersMipnodefocus) );
1943 SCIP_CALL( SCIPsetEventhdlrExit(subproblem, eventhdlr, eventExitBendersMipnodefocus) );
1944 SCIP_CALL( SCIPsetEventhdlrFree(subproblem, eventhdlr, eventFreeBendersMipnodefocus) );
1945 assert(eventhdlr != NULL);
1946
1947 /* include the upper bound interrupt event handler into the subproblem */
1949 UPPERBOUND_EVENTHDLR_DESC, eventExecBendersUpperbound, eventhdlrdata_upperbound) );
1950 SCIP_CALL( SCIPsetEventhdlrInitsol(subproblem, eventhdlr, eventInitsolBendersUpperbound) );
1951 SCIP_CALL( SCIPsetEventhdlrExitsol(subproblem, eventhdlr, eventExitsolBendersUpperbound) );
1952 SCIP_CALL( SCIPsetEventhdlrExit(subproblem, eventhdlr, eventExitBendersUpperbound) );
1953 SCIP_CALL( SCIPsetEventhdlrFree(subproblem, eventhdlr, eventFreeBendersUpperbound) );
1954 assert(eventhdlr != NULL);
1955 }
1956 }
1957 }
1958 else
1959 {
1960 /* a user must specify the subproblem type if they are not supplying a SCIP instance. */
1962 {
1963 SCIPerrorMessage("If the subproblem is set to NULL, then the subproblem type must be specified.\n");
1964 SCIPerrorMessage("In the subproblem creation callback, call SCIPbendersSetSubproblemType with the appropriate problem type.\n");
1965
1966 return SCIP_ERROR;
1967 }
1968 }
1969 }
1970
1971 /* checking the convexity of the master problem. This information is useful for the cut generation methods, such as
1972 * non-good and integer cuts
1973 */
1974 SCIP_CALL( checkSubproblemConvexity(benders, set, -1) );
1975
1976 benders->subprobscreated = TRUE;
1977
1978 return SCIP_OKAY;
1979}
1980
1982/** initializes Benders' decomposition */
1984 SCIP_BENDERS* benders, /**< Benders' decomposition */
1985 SCIP_SET* set /**< global SCIP settings */
1986 )
1987{
1988 int i;
1989
1990 assert(benders != NULL);
1991 assert(set != NULL);
1992
1993 if( benders->initialized )
1994 {
1995 SCIPerrorMessage("Benders' decomposition <%s> already initialized\n", benders->name);
1996 return SCIP_INVALIDCALL;
1997 }
1998
1999 if( set->misc_resetstat )
2000 {
2001 SCIPclockReset(benders->setuptime);
2002 SCIPclockReset(benders->bendersclock);
2003
2004 benders->ncalls = 0;
2005 benders->ncutsfound = 0;
2006 benders->ntransferred = 0;
2007 }
2008
2009 /* start timing */
2010 SCIPclockStart(benders->setuptime, set);
2011
2012 if( benders->bendersinit != NULL )
2013 {
2014 SCIP_CALL( benders->bendersinit(set->scip, benders) );
2015 }
2016
2017 benders->initialized = TRUE;
2018
2019 /* if the Benders' decomposition is a copy, then the auxiliary variables already exist. So they are registered with
2020 * the Benders' decomposition struct during the init stage. If the Benders' decomposition is not a copy, then the
2021 * auxiliary variables need to be created, which occurs in the initpre stage
2022 */
2023 if( benders->iscopy )
2024 {
2025 /* the copied auxiliary variables must be assigned to the target Benders' decomposition */
2026 SCIP_CALL( assignAuxiliaryVariables(set->scip, benders) );
2027 }
2028
2029 /* creates the subproblems and sets up the probing mode for LP subproblems. This function calls the benderscreatesub
2030 * callback. */
2031 SCIP_CALL( createSubproblems(benders, set) );
2032
2033 /* storing the solution tolerance set by the SCIP parameters */
2034 SCIP_CALL( SCIPsetGetRealParam(set, "benders/solutiontol", &benders->solutiontol) );
2035
2036 /* allocating memory for the stored constraints array */
2037 if( benders->storedcutssize == 0 )
2038 {
2041 benders->nstoredcuts = 0;
2042 }
2043
2044 /* initialising the Benders' cuts */
2046 for( i = 0; i < benders->nbenderscuts; i++ )
2047 {
2049 }
2050
2051 /* stop timing */
2052 SCIPclockStop(benders->setuptime, set);
2053
2054 return SCIP_OKAY;
2055}
2056
2057
2058/** Transfers Benders' cuts that were generated while solving a sub-SCIP to the original SCIP instance. This involves
2059 * creating a constraint/cut that is equivalent to the generated cut in the sub-SCIP. This new constraint/cut is then
2060 * added to the original SCIP instance.
2062static
2064 SCIP* sourcescip, /**< the source SCIP from when the Benders' decomposition was copied */
2065 SCIP_BENDERS* benders, /**< the Benders' decomposition structure of the sub SCIP */
2066 SCIP_VAR** vars, /**< the variables from the source constraint */
2067 SCIP_Real* vals, /**< the coefficients of the variables in the source constriant */
2068 SCIP_Real lhs, /**< the LHS of the source constraint */
2069 SCIP_Real rhs, /**< the RHS of the source constraint */
2070 int nvars /**< the number of variables in the source constraint */
2071 )
2072{
2073 SCIP_BENDERS* sourcebenders; /* the Benders' decomposition of the source SCIP */
2074 SCIP_CONSHDLR* consbenders; /* a helper variable for the Benders' decomposition constraint handler */
2075 SCIP_CONS* transfercons = NULL; /* the constraint that is generated to transfer the constraints/cuts */
2076 SCIP_ROW* transfercut = NULL; /* the cut that is generated to transfer the constraints/cuts */
2077 SCIP_VAR* sourcevar; /* the source variable that will be added to the transferred cut */
2078 SCIP_VAR* origvar;
2079 SCIP_Real scalar;
2080 SCIP_Real constant;
2081 char cutname[SCIP_MAXSTRLEN]; /* the name of the transferred cut */
2082 int i;
2083 SCIP_Bool fail;
2084
2085 assert(sourcescip != NULL);
2086 assert(benders != NULL);
2087 assert(vars != NULL);
2088 assert(vals != NULL);
2089
2090 /* retrieving the source Benders' decomposition structure */
2091 sourcebenders = SCIPfindBenders(sourcescip, SCIPbendersGetName(benders));
2092
2093 /* retrieving the Benders' decomposition constraint handler */
2094 consbenders = SCIPfindConshdlr(sourcescip, "benders");
2095
2096 /* setting the name of the transferred cut */
2097 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "transferredcut_%d",
2098 SCIPbendersGetNTransferredCuts(sourcebenders) );
2099
2100 /* TODO: It could be more efficient to pass an updated vars array with the vals array to the
2101 * SCIPcreateConsBasicLinear/SCIPcreateEmptyRowConshdlr. This should be implemented to improve the performance of the
2102 * Large Neighbourhood Benders Search.
2103 */
2104
2105 /* creating an empty row/constraint for the transferred cut */
2106 if( sourcebenders->cutsasconss )
2107 {
2108 SCIP_CALL( SCIPcreateConsBasicLinear(sourcescip, &transfercons, cutname, 0, NULL, NULL, lhs, rhs) );
2109 SCIP_CALL( SCIPsetConsRemovable(sourcescip, transfercons, TRUE) );
2110 }
2111 else
2112 {
2113 SCIP_CALL( SCIPcreateEmptyRowConshdlr(sourcescip, &transfercut, consbenders, cutname, lhs, rhs, FALSE,
2114 FALSE, TRUE) );
2115 }
2116
2117 fail = FALSE;
2118 for( i = 0; i < nvars; i++ )
2119 {
2120 /* getting the original variable for the transformed variable */
2121 origvar = vars[i];
2122 scalar = 1.0;
2123 constant = 0.0;
2124 SCIP_CALL( SCIPvarGetOrigvarSum(&origvar, &scalar, &constant) );
2125
2126 /* getting the source var from the hash map */
2127 sourcevar = (SCIP_VAR*) SCIPhashmapGetImage(benders->mastervarsmap, origvar);
2128
2129 /* if the source variable is not found, then the mapping in incomplete. So the constraint can not be
2130 * transferred. */
2131 if( sourcevar == NULL )
2132 {
2133 fail = TRUE;
2134 break;
2135 }
2136
2137 if( sourcebenders->cutsasconss )
2138 {
2139 assert( transfercons != NULL );
2140 SCIP_CALL( SCIPaddCoefLinear(sourcescip, transfercons, sourcevar, vals[i]) ); /*lint !e644*/
2141 }
2142 else
2143 {
2144 assert( transfercut != NULL );
2145 SCIP_CALL( SCIPaddVarToRow(sourcescip, transfercut, sourcevar, vals[i]) ); /*lint !e644*/
2146 }
2147 }
2148
2149 /* if all of the source variables were found to generate the cut */
2150 if( !fail )
2151 {
2152 if( sourcebenders->cutsasconss )
2153 {
2154 SCIP_CALL( SCIPaddCons(sourcescip, transfercons) );
2155 }
2156 else
2157 {
2158 SCIP_CALL( SCIPaddPoolCut(sourcescip, transfercut) );
2159 }
2160
2161 sourcebenders->ntransferred++;
2162 }
2163
2164 /* release the row/constraint */
2165 if( sourcebenders->cutsasconss )
2166 {
2167 /* only release if the creation of the constraint failed. */
2168 SCIP_CALL( SCIPreleaseCons(sourcescip, &transfercons) );
2169 }
2170 else
2171 {
2172 SCIP_CALL( SCIPreleaseRow(sourcescip, &transfercut) );
2173 }
2174
2175 return SCIP_OKAY;
2176}
2177
2178
2179/** transfers the cuts generated in a subscip to the source scip */
2180static
2182 SCIP* sourcescip, /**< the source SCIP from when the Benders' decomposition was copied */
2183 SCIP* subscip, /**< the sub SCIP where the Benders' cuts were generated */
2184 SCIP_BENDERS* benders /**< the Benders' decomposition structure of the sub SCIP */
2185 )
2186{
2187 SCIP_BENDERS* sourcebenders; /* the Benders' decomposition of the source SCIP */
2188 SCIP_VAR** vars; /* the variables of the added constraint/row */
2189 SCIP_Real* vals; /* the values of the added constraint/row */
2190 SCIP_Real lhs; /* the LHS of the added constraint/row */
2191 SCIP_Real rhs; /* the RHS of the added constraint/row */
2192 int naddedcuts;
2193 int nvars;
2194 int i;
2195
2196 assert(subscip != NULL);
2197 assert(benders != NULL);
2198
2199 /* retrieving the source Benders' decomposition structure */
2200 sourcebenders = SCIPfindBenders(sourcescip, SCIPbendersGetName(benders));
2201
2202 /* exit if the cuts should not be transferred from the sub SCIP to the source SCIP. */
2203 if( !sourcebenders->transfercuts || benders->mastervarsmap == NULL )
2204 return SCIP_OKAY;
2205
2206 /* retrieving the number of stored Benders' cuts */
2207 naddedcuts = SCIPbendersGetNStoredCuts(benders);
2208
2209 /* looping over all added cuts to construct the cut for the source scip */
2210 for( i = 0; i < naddedcuts; i++ )
2211 {
2212 /* collecting the variable information from the constraint */
2213 SCIP_CALL( SCIPbendersGetStoredCutData(benders, i, &vars, &vals, &lhs, &rhs, &nvars) );
2214
2215 if( nvars > 0 )
2216 {
2217 /* create and add the cut to be transferred from the sub SCIP to the source SCIP */
2218 SCIP_CALL( createAndAddTransferredCut(sourcescip, benders, vars, vals, lhs, rhs, nvars) );
2219 }
2220 }
2221
2222 return SCIP_OKAY;
2223}
2224
2226/** calls exit method of Benders' decomposition */
2228 SCIP_BENDERS* benders, /**< Benders' decomposition */
2229 SCIP_SET* set /**< global SCIP settings */
2230 )
2231{
2232 int nsubproblems;
2233 int i;
2234
2235 assert(benders != NULL);
2236 assert(set != NULL);
2237
2238 if( !benders->initialized )
2239 {
2240 SCIPerrorMessage("Benders' decomposition <%s> not initialized\n", benders->name);
2241 return SCIP_INVALIDCALL;
2242 }
2243
2244 /* start timing */
2245 SCIPclockStart(benders->setuptime, set);
2246
2247 if( benders->bendersexit != NULL )
2248 {
2249 SCIP_CALL( benders->bendersexit(set->scip, benders) );
2250 }
2251
2252 /* if the Benders' decomposition is a copy, then is a variable mapping was provided, then the generated cuts will
2253 * be transferred to the source scip
2254 */
2255 if( benders->iscopy && benders->mastervarsmap != NULL )
2256 {
2257 SCIP_CALL( transferBendersCuts(benders->sourcescip, set->scip, benders) );
2258 }
2259
2260 /* releasing the stored constraints */
2261 for( i = benders->nstoredcuts - 1; i >= 0; i-- )
2262 {
2263 SCIPfreeBlockMemoryArray(set->scip, &benders->storedcuts[i]->vals, benders->storedcuts[i]->nvars);
2264 SCIPfreeBlockMemoryArray(set->scip, &benders->storedcuts[i]->vars, benders->storedcuts[i]->nvars);
2265 SCIPfreeBlockMemory(set->scip, &benders->storedcuts[i]); /*lint !e866*/
2266 }
2267
2268 BMSfreeBlockMemoryArray(SCIPblkmem(set->scip), &benders->storedcuts, benders->storedcutssize);
2269 benders->storedcutssize = 0;
2270 benders->nstoredcuts = 0;
2271
2272 /* releasing all of the auxiliary variables */
2273 nsubproblems = SCIPbendersGetNSubproblems(benders);
2274 for( i = 0; i < nsubproblems; i++ )
2275 {
2276 /* it is possible that the master problem is not solved. As such, the auxiliary variables will not be created. So
2277 * we don't need to release the variables
2278 */
2279 if( benders->auxiliaryvars[i] != NULL )
2280 {
2281 /* we need to remove the locks from the auxiliary variables. This will be called always for the highest priority
2282 * Benders' plugin and others if the auxiliary variables are not shared
2283 */
2284 if( !benders->iscopy && SCIPvarGetNLocksDown(benders->auxiliaryvars[i]) > 0 )
2285 SCIP_CALL( SCIPaddVarLocksType(set->scip, benders->auxiliaryvars[i], SCIP_LOCKTYPE_MODEL, -1, 0) );
2286
2287 SCIP_CALL( SCIPreleaseVar(set->scip, &benders->auxiliaryvars[i]) );
2288 }
2289 }
2290
2291 /* if a corepoint has been used for cut strengthening, then this needs to be freed */
2292 if( benders->corepoint != NULL )
2293 {
2294 SCIP_CALL( SCIPfreeSol(set->scip, &benders->corepoint) );
2295 }
2296
2297 /* calling the exit method for the Benders' cuts */
2299 for( i = 0; i < benders->nbenderscuts; i++ )
2300 {
2302 }
2303
2304 benders->initialized = FALSE;
2305
2306 /* stop timing */
2307 SCIPclockStop(benders->setuptime, set);
2308
2309 return SCIP_OKAY;
2310}
2311
2312/** Checks whether a subproblem is independent. */
2313static
2315 SCIP* scip, /**< the SCIP data structure */
2316 SCIP_BENDERS* benders /**< Benders' decomposition */
2317 )
2318{
2319 SCIP_VAR** vars;
2320 int nvars;
2321 int nsubproblems;
2322 int i;
2323 int j;
2324
2325 assert(scip != NULL);
2326 assert(benders != NULL);
2327
2328 /* retrieving the master problem variables */
2329 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
2330
2331 nsubproblems = SCIPbendersGetNSubproblems(benders);
2332
2333 /* looping over all subproblems to check whether there exists at least one master problem variable */
2334 for( i = 0; i < nsubproblems; i++ )
2335 {
2336 SCIP_Bool independent = FALSE;
2337
2338 /* if there are user defined solving or freeing functions, then it is not possible to declare the independence of
2339 * the subproblems.
2340 */
2341 if( benders->benderssolvesubconvex == NULL && benders->benderssolvesub == NULL
2342 && benders->bendersfreesub == NULL )
2343 {
2344 independent = TRUE;
2345
2346 for( j = 0; j < nvars; j++ )
2347 {
2348 SCIP_VAR* subprobvar;
2349
2350 /* getting the subproblem problem variable corresponding to the master problem variable */
2351 SCIP_CALL( SCIPgetBendersSubproblemVar(scip, benders, vars[j], &subprobvar, i) );
2352
2353 /* if the subporblem variable is not NULL, then the subproblem depends on the master problem */
2354 if( subprobvar != NULL )
2355 {
2356 independent = FALSE;
2357 break;
2358 }
2359 }
2360
2361 /* setting the independent flag */
2362 SCIPbendersSetSubproblemIsIndependent(benders, i, independent);
2363 }
2364 }
2365
2366 return SCIP_OKAY;
2367}
2369/** informs the Benders' decomposition that the presolving process is being started */
2371 SCIP_BENDERS* benders, /**< Benders' decomposition */
2372 SCIP_SET* set, /**< global SCIP settings */
2373 SCIP_STAT* stat /**< dynamic problem statistics */
2374 )
2375{
2376 assert(benders != NULL);
2377 assert(set != NULL);
2378 assert(stat != NULL);
2379
2380 /* if the Benders' decomposition is the original, then the auxiliary variables need to be created. If the Benders'
2381 * decomposition is a copy, then the auxiliary variables already exist. The assignment of the auxiliary variables
2382 * occurs in bendersInit
2383 */
2384 if( !benders->iscopy )
2385 {
2386 /* check the subproblem independence. This check is only performed if the user has not implemented a solve
2387 * subproblem function.
2388 */
2389 if( benders->benderssolvesubconvex == NULL && benders->benderssolvesub == NULL )
2390 SCIP_CALL( checkSubproblemIndependence(set->scip, benders) );
2391
2392 /* adding the auxiliary variables to the master problem */
2393 SCIP_CALL( addAuxiliaryVariablesToMaster(set->scip, benders) );
2394 }
2395
2396 /* call presolving initialization method of Benders' decomposition */
2397 if( benders->bendersinitpre != NULL )
2398 {
2399 /* start timing */
2400 SCIPclockStart(benders->setuptime, set);
2401
2402 SCIP_CALL( benders->bendersinitpre(set->scip, benders) );
2403
2404 /* stop timing */
2405 SCIPclockStop(benders->setuptime, set);
2406 }
2407
2408 return SCIP_OKAY;
2409}
2410
2412/** informs the Benders' decomposition that the presolving process has completed */
2414 SCIP_BENDERS* benders, /**< Benders' decomposition */
2415 SCIP_SET* set, /**< global SCIP settings */
2416 SCIP_STAT* stat /**< dynamic problem statistics */
2417 )
2418{
2419 assert(benders != NULL);
2420 assert(set != NULL);
2421 assert(stat != NULL);
2422
2423 /* call presolving deinitialization method of Benders' decomposition */
2424 if( benders->bendersexitpre != NULL )
2425 {
2426 /* start timing */
2427 SCIPclockStart(benders->setuptime, set);
2428
2429 SCIP_CALL( benders->bendersexitpre(set->scip, benders) );
2430
2431 /* stop timing */
2432 SCIPclockStop(benders->setuptime, set);
2433 }
2434
2435 return SCIP_OKAY;
2436}
2438/** informs Benders' decomposition that the branch and bound process is being started */
2440 SCIP_BENDERS* benders, /**< Benders' decomposition */
2441 SCIP_SET* set /**< global SCIP settings */
2442 )
2443{
2444 int i;
2445
2446 assert(benders != NULL);
2447 assert(set != NULL);
2448
2449 /* call solving process initialization method of Benders' decomposition */
2450 if( benders->bendersinitsol != NULL )
2451 {
2452 /* start timing */
2453 SCIPclockStart(benders->setuptime, set);
2454
2455 SCIP_CALL( benders->bendersinitsol(set->scip, benders) );
2456
2457 /* stop timing */
2458 SCIPclockStop(benders->setuptime, set);
2459 }
2460
2461 /* calling the initsol method for the Benders' cuts */
2463 for( i = 0; i < benders->nbenderscuts; i++ )
2464 {
2466 }
2467
2468 return SCIP_OKAY;
2469}
2471/** informs Benders' decomposition that the branch and bound process data is being freed */
2473 SCIP_BENDERS* benders, /**< Benders' decomposition */
2474 SCIP_SET* set /**< global SCIP settings */
2475 )
2476{
2477 int nsubproblems;
2478 int i;
2479
2480 assert(benders != NULL);
2481 assert(set != NULL);
2482
2483 nsubproblems = SCIPbendersGetNSubproblems(benders);
2484 /* freeing all subproblems that are independent, this is because they have not bee freed during the subproblem
2485 * solving loop.
2486 */
2487 for( i = 0; i < nsubproblems; i++ )
2488 {
2489 if( SCIPbendersSubproblemIsIndependent(benders, i) )
2490 {
2491 /* disabling the independence of the subproblem so that it can be freed */
2493
2494 /* freeing the independent subproblem */
2495 SCIP_CALL( SCIPbendersFreeSubproblem(benders, set, i) );
2496 }
2497 }
2498
2499 /* call solving process deinitialization method of Benders' decomposition */
2500 if( benders->bendersexitsol != NULL )
2501 {
2502 /* start timing */
2503 SCIPclockStart(benders->setuptime, set);
2504
2505 SCIP_CALL( benders->bendersexitsol(set->scip, benders) );
2506
2507 /* stop timing */
2508 SCIPclockStop(benders->setuptime, set);
2509 }
2510
2511 /* sorting the Benders' decomposition cuts in order of priority. Only a single cut is generated for each subproblem
2512 * per solving iteration. This is particularly important in the case of the optimality and feasibility cuts. Since
2513 * these work on two different solutions to the subproblem, it is not necessary to generate both cuts. So, once the
2514 * feasibility cut is generated, then no other cuts will be generated.
2515 */
2517
2518 /* calling the exitsol method for the Benders' cuts */
2519 for( i = 0; i < benders->nbenderscuts; i++ )
2520 {
2522 }
2523
2524 return SCIP_OKAY;
2525}
2527/** activates Benders' decomposition such that it is called in LP solving loop */
2529 SCIP_BENDERS* benders, /**< the Benders' decomposition structure */
2530 SCIP_SET* set, /**< global SCIP settings */
2531 int nsubproblems /**< the number subproblems used in this decomposition */
2532 )
2533{
2534 SCIP_EVENTHDLR* eventhdlr;
2535 SCIP_EVENTHDLRDATA* eventhdlrdata;
2536 int i;
2537
2538 assert(benders != NULL);
2539 assert(set != NULL);
2540 assert(set->stage == SCIP_STAGE_INIT || set->stage == SCIP_STAGE_PROBLEM);
2541
2542 if( !benders->active )
2543 {
2544 benders->active = TRUE;
2545 set->nactivebenders++;
2546 set->benderssorted = FALSE;
2547
2548 benders->nsubproblems = nsubproblems;
2549 benders->nactivesubprobs = nsubproblems;
2550 benders->prevlowerbound = -SCIPsetInfinity(set);
2551 benders->strengthenround = FALSE;
2552
2553 /* allocating memory for the subproblems arrays */
2556 SCIP_ALLOC( BMSallocMemoryArray(&benders->solvestat, benders->nsubproblems) );
2567
2568 /* creating the priority queue for the subproblem solving status */
2569 SCIP_CALL( SCIPpqueueCreate(&benders->subprobqueue, benders->nsubproblems, 1.1,
2570 benders->benderssubcomp == NULL ? benderssubcompdefault : benders->benderssubcomp, NULL) );
2571
2572 for( i = 0; i < benders->nsubproblems; i++ )
2573 {
2574 SCIP_SUBPROBLEMSOLVESTAT* solvestat;
2575
2576 benders->subproblems[i] = NULL;
2577 benders->auxiliaryvars[i] = NULL;
2578 benders->subprobobjval[i] = SCIPsetInfinity(set);
2579 benders->bestsubprobobjval[i] = SCIPsetInfinity(set);
2580 benders->subproblowerbound[i] = -SCIPsetInfinity(set);
2582 benders->subprobisconvex[i] = FALSE;
2583 benders->subprobisnonlinear[i] = FALSE;
2584 benders->subprobsetup[i] = FALSE;
2585 benders->indepsubprob[i] = FALSE;
2586 benders->subprobenabled[i] = TRUE;
2587 benders->mastervarscont[i] = FALSE;
2588
2589 /* initialising the subproblem solving status */
2590 SCIP_ALLOC( BMSallocMemory(&solvestat) );
2591 solvestat->idx = i;
2592 solvestat->ncalls = 0;
2593 solvestat->avgiter = 0;
2594 benders->solvestat[i] = solvestat;
2595
2596 /* inserting the initial elements into the priority queue */
2597 SCIP_CALL( SCIPpqueueInsert(benders->subprobqueue, benders->solvestat[i]) );
2598 }
2599
2600 /* adding an eventhandler for updating the lower bound when the root node is solved. */
2601 eventhdlrdata = (SCIP_EVENTHDLRDATA*)benders;
2602
2603 /* include event handler into SCIP */
2605 eventExecBendersNodesolved, eventhdlrdata) );
2606 SCIP_CALL( SCIPsetEventhdlrInitsol(set->scip, eventhdlr, eventInitsolBendersNodesolved) );
2607 assert(eventhdlr != NULL);
2608 }
2609
2610 return SCIP_OKAY;
2611}
2613/** deactivates Benders' decomposition such that it is no longer called in LP solving loop */
2615 SCIP_BENDERS* benders, /**< the Benders' decomposition structure */
2616 SCIP_SET* set /**< global SCIP settings */
2617 )
2618{
2619 int i;
2620
2621 assert(benders != NULL);
2622 assert(set != NULL);
2623 assert(set->stage == SCIP_STAGE_INIT || set->stage == SCIP_STAGE_PROBLEM);
2624
2625 if( benders->active )
2626 {
2627 int nsubproblems;
2628
2629 nsubproblems = SCIPbendersGetNSubproblems(benders);
2630
2631#ifndef NDEBUG
2632 /* checking whether the auxiliary variables and subproblems are all NULL */
2633 for( i = 0; i < nsubproblems; i++ )
2634 assert(benders->auxiliaryvars[i] == NULL);
2635#endif
2636
2637 /* if the subproblems were created by the Benders' decomposition core, then they need to be freed */
2638 if( benders->freesubprobs )
2639 {
2640 for( i = SCIPbendersGetNSubproblems(benders) - 1; i >= 0; i-- )
2641 {
2642 SCIP* subproblem = SCIPbendersSubproblem(benders, i);
2643 SCIP_CALL( SCIPfree(&subproblem) );
2644 }
2645 }
2646
2647 benders->active = FALSE;
2648 set->nactivebenders--;
2649 set->benderssorted = FALSE;
2650
2651 /* freeing the priority queue memory */
2652 SCIPpqueueFree(&benders->subprobqueue);
2653
2654 for( i = nsubproblems - 1; i >= 0; i-- )
2655 BMSfreeMemory(&benders->solvestat[i]);
2656
2657 /* freeing the memory allocated during the activation of the Benders' decomposition */
2669 BMSfreeMemoryArray(&benders->solvestat);
2671 }
2672
2673 return SCIP_OKAY;
2674}
2676/** returns whether the given Benders' decomposition is in use in the current problem */
2678 SCIP_BENDERS* benders /**< the Benders' decomposition structure */
2679 )
2680{
2681 assert(benders != NULL);
2682
2683 return benders->active;
2684}
2685
2686/** updates the lower bound for all auxiliary variables. This is called if the first LP enforced is unbounded. */
2687static
2689 SCIP_BENDERS* benders, /**< Benders' decomposition */
2690 SCIP_SET* set, /**< global SCIP settings */
2691 SCIP_RESULT* result /**< the result from updating the auxiliary variable lower bound */
2692 )
2693{
2694 int nsubproblems;
2695 int i;
2696
2697 assert(benders != NULL);
2698 assert(set != NULL);
2699
2700 (*result) = SCIP_DIDNOTRUN;
2701
2702 nsubproblems = SCIPbendersGetNSubproblems(benders);
2703
2704 for( i = 0; i < nsubproblems; i++ )
2705 {
2706 SCIP_VAR* auxiliaryvar;
2707 SCIP_Real lowerbound;
2708 SCIP_Bool infeasible;
2709
2710 infeasible = FALSE;
2711
2712 /* computing the lower bound of the subproblem by solving it without any variable fixings */
2713 SCIP_CALL( SCIPbendersComputeSubproblemLowerbound(benders, set, i, &lowerbound, &infeasible) );
2714
2715 /* if the subproblem is infeasible, then the original problem is infeasible */
2716 if( infeasible )
2717 {
2718 (*result) = SCIP_INFEASIBLE;
2719 break;
2720 }
2721
2722 /* retrieving the auxiliary variable */
2723 auxiliaryvar = SCIPbendersGetAuxiliaryVar(benders, i);
2724
2725 /* only update the lower bound if it is greater than the current lower bound */
2726 if( SCIPsetIsGT(set, lowerbound, SCIPvarGetLbGlobal(auxiliaryvar)) )
2727 {
2728 SCIPsetDebugMsg(set, "Tightened lower bound of <%s> to %g\n", SCIPvarGetName(auxiliaryvar), lowerbound);
2729 /* updating the lower bound of the auxiliary variable */
2730 SCIP_CALL( SCIPchgVarLb(set->scip, auxiliaryvar, lowerbound) );
2731 (*result) = SCIP_REDUCEDDOM;
2732 }
2733
2734 /* stores the lower bound for the subproblem */
2735 SCIPbendersUpdateSubproblemLowerbound(benders, i, lowerbound);
2736 }
2737
2738 return SCIP_OKAY;
2739}
2740
2741/** sets the core point used for cut strengthening. If the strenghtenintpoint is set to 'i', then the core point is
2742 * reinitialised each time the incumbent is updated
2744static
2746 SCIP* scip, /**< the SCIP data structure */
2747 SCIP_BENDERS* benders /**< Benders' decomposition */
2748 )
2749{
2750 SCIP_SOL* bestsol;
2751
2752 assert(scip != NULL);
2753 assert(benders != NULL);
2754
2755 /* if the core point is not NULL and the interior point is not reinitialised, then nothing is done */
2756 if( benders->corepoint != NULL && benders->strengthenintpoint != 'i' )
2757 return SCIP_OKAY;
2758
2759 bestsol = SCIPgetBestSol(scip);
2760
2761 /* if the core point should be updated, then this only happens if the incumbent solution has been updated */
2762 if( benders->strengthenintpoint == 'i' && benders->initcorepoint == bestsol )
2763 return SCIP_OKAY;
2764
2765 /* if a corepoint has been used for cut strengthening, then this needs to be freed */
2766 if( benders->corepoint != NULL )
2767 {
2768 SCIP_CALL( SCIPfreeSol(scip, &benders->corepoint) );
2769 }
2770
2771 switch( benders->strengthenintpoint )
2772 {
2773 SCIP_VAR** vars;
2774 SCIP_Real timelimit;
2775 int nvars;
2776 int i;
2777
2778 case 'l':
2780 SCIP_CALL( SCIPunlinkSol(scip, benders->corepoint) );
2781 break;
2782 case 'f':
2783 case 'i':
2784 SCIP_CALL( SCIPcreateSolCopy(scip, &benders->corepoint, bestsol) );
2785 SCIP_CALL( SCIPunlinkSol(scip, benders->corepoint) );
2786 benders->initcorepoint = bestsol;
2787 break;
2788 case 'r':
2789 /* prepare time limit */
2790 SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &timelimit) );
2791 if ( ! SCIPisInfinity(scip, timelimit) )
2792 timelimit -= SCIPgetSolvingTime(scip);
2793
2794 /* if there is time remaining, then compute the relative interior point. Otherwise, return the LP solution */
2795 if ( timelimit > 0.0 )
2796 {
2797 SCIPverbMessage(scip, SCIP_VERBLEVEL_MINIMAL, 0, "Computing relative interior point (time limit: %g, iter limit: %d) ...\n", timelimit, INT_MAX);
2798 SCIP_CALL( SCIPcomputeLPRelIntPoint(scip, TRUE, FALSE, timelimit, INT_MAX, &benders->corepoint) );
2799 }
2800 else
2801 {
2803 SCIP_CALL( SCIPunlinkSol(scip, benders->corepoint) );
2804 }
2805 break;
2806 case 'z':
2807 SCIP_CALL( SCIPcreateSol(scip, &benders->corepoint, NULL) );
2808 break;
2809 case 'o':
2810 SCIP_CALL( SCIPcreateSol(scip, &benders->corepoint, NULL) );
2811
2812 /* getting the variable data so that the */
2813 SCIP_CALL( SCIPgetVarsData(scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
2814
2815 /* setting all variable values to 1.0 */
2816 for( i = 0; i < nvars; i++ )
2817 {
2818 SCIP_CALL( SCIPsetSolVal(scip, benders->corepoint, vars[i], 1.0) );
2819 }
2820 break;
2821 default:
2823 SCIP_CALL( SCIPunlinkSol(scip, benders->corepoint) );
2824 }
2825
2826 return SCIP_OKAY;
2827}
2828
2829/** performs cut strengthening by using an interior solution to generate cuts */
2830static
2832 SCIP_BENDERS* benders, /**< Benders' decomposition */
2833 SCIP_SET* set, /**< global SCIP settings */
2834 SCIP_SOL* sol, /**< primal CIP solution */
2835 SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */
2836 SCIP_Bool checkint, /**< are the subproblems called during a check/enforce of integer sols? */
2837 SCIP_Bool perturbsol, /**< should the solution be perturbed to escape infeasibility? */
2838 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
2839 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
2840 SCIP_Bool* skipsolve, /**< should the main solve be skipped as a result of this strengthening? */
2841 SCIP_RESULT* result /**< result of the pricing process */
2842 )
2843{
2844 SCIP_SOL* sepapoint;
2845 SCIP_VAR** vars;
2846 int prevcutsfound;
2847 int nvars;
2848 int i;
2849
2850 assert(benders != NULL);
2851 assert(set != NULL);
2852
2853 (*result) = SCIP_DIDNOTRUN;
2854 (*skipsolve) = FALSE;
2855
2856 /* the cut stabilisation is only performed when enforcing LP solutions. The solution is not NULL if the stabilisation
2857 * is currently being performed. It is important to avoid recursion
2858 */
2859 if( type != SCIP_BENDERSENFOTYPE_LP || sol != NULL )
2860 return SCIP_OKAY;
2861
2862 /* checking if a change to the lower bound has occurred */
2863 if( SCIPsetIsGT(set, SCIPgetLowerbound(set->scip), benders->prevlowerbound)
2864 || SCIPgetCurrentNode(set->scip) != benders->prevnode )
2865 {
2866 benders->prevnode = SCIPgetCurrentNode(set->scip);
2867 benders->prevlowerbound = SCIPgetLowerbound(set->scip);
2868 benders->noimprovecount = 0;
2869 }
2870 else
2871 benders->noimprovecount++;
2872
2873 /* if the number of iterations without improvement exceeds 3*noimprovelimit, then the no stabilisation is performed
2874 */
2875 if( benders->noimprovecount > 3*benders->noimprovelimit )
2876 return SCIP_OKAY;
2877
2878 /* if there is no incumbent solution, then it is not possible to create the core point and hence the strengthening
2879 * can not be performed
2880 */
2881 if( SCIPgetBestSol(set->scip) == NULL )
2882 return SCIP_OKAY;
2883
2884 /* if no LP iterations have been performed since the last call of the cut strenghtening, then the strengthening is
2885 * aborted
2886 */
2887 if( benders->prevnlpiter == SCIPgetNLPIterations(set->scip) )
2888 return SCIP_OKAY;
2889
2890 benders->prevnlpiter = SCIPgetNLPIterations(set->scip);
2891
2892 /* if the separation point solution is NULL, then we create the solution using the current LP relaxation. */
2893 SCIP_CALL( setAndUpdateCorePoint(set->scip, benders) );
2894
2895 /* creating the separation point
2896 * TODO: This could be a little to memory heavy, it may be better just to create the separation point once and then
2897 * update it each time.
2898 */
2899 SCIP_CALL( SCIPcreateLPSol(set->scip, &sepapoint, NULL) );
2900 SCIP_CALL( SCIPunlinkSol(set->scip, sepapoint) );
2901
2902 SCIP_CALL( SCIPgetVarsData(set->scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
2903 assert(vars != NULL);
2904
2905 /* creating a solution that is a convex combination of the LP solution and the separation point */
2906 for( i = 0; i < nvars; i++ )
2907 {
2908 SCIP_VAR* subvar;
2909 SCIP_Real corepointval;
2910 SCIP_Real lpsolval;
2911 SCIP_Real newsolval;
2912 int j;
2913
2914 corepointval = SCIPgetSolVal(set->scip, benders->corepoint, vars[i]);
2915 lpsolval = SCIPgetSolVal(set->scip, sol, vars[i]);
2916 newsolval = lpsolval;
2917
2918 /* checking whether the master variable is mapped to any subproblem variables */
2919 subvar = NULL;
2920 j = 0;
2921 while( subvar == NULL && j < SCIPgetBendersNSubproblems(set->scip, benders) )
2922 {
2923 SCIP_CALL( SCIPgetBendersSubproblemVar(set->scip, benders, vars[i], &subvar, j) );
2924 j++;
2925 }
2926
2927 /* if the variable is a linking variable and it is not fixed, then a convex combination with the corepoint is
2928 * computed.
2929 */
2930 if( subvar != NULL && SCIPvarGetStatus(vars[i]) != SCIP_VARSTATUS_FIXED )
2931 {
2932 /* if the number of iterations without improvement exceeds noimprovelimit, then no convex combination is
2933 * created
2934 */
2935 if( !perturbsol && benders->noimprovecount <= benders->noimprovelimit )
2936 {
2937 newsolval = lpsolval*benders->convexmult + corepointval*(1 - benders->convexmult);
2938
2939 /* updating the core point */
2940 SCIP_CALL( SCIPsetSolVal(set->scip, benders->corepoint, vars[i], newsolval) );
2941 }
2942
2943 /* if the number of iterations without improvement is less than 2*noimprovelimit, then perturbation is
2944 * performed
2945 * TODO: This should be a random vector!!!!
2946 */
2947 if( perturbsol || benders->noimprovecount <= 2*benders->noimprovelimit )
2948 newsolval += benders->perturbeps;
2949 }
2950
2951 /* updating the separation point */
2952 SCIP_CALL( SCIPsetSolVal(set->scip, sepapoint, vars[i], newsolval) );
2953 }
2954
2955 /* storing the number of cuts found */
2956 prevcutsfound = SCIPbendersGetNCutsFound(benders);
2957
2958 SCIPsetDebugMsg(set, "solving Benders' decomposition subproblems with stabilised point.\n");
2959
2960 /* calling the subproblem solving method to generate cuts from the separation solution */
2961 SCIP_CALL( SCIPsolveBendersSubproblems(set->scip, benders, sepapoint, result, infeasible, auxviol, type, checkint) );
2962
2963 SCIPsetDebugMsg(set, "solved Benders' decomposition subproblems with stabilised point. noimprovecount %d result %d\n",
2964 benders->noimprovecount, (*result));
2965
2966 /* if constraints were added, then the main Benders' solving loop is skipped. */
2967 if( !(*infeasible) && ((*result) == SCIP_CONSADDED || (*result) == SCIP_SEPARATED) )
2968 (*skipsolve) = TRUE;
2969
2970 /* capturing cut strengthening statistics */
2971 benders->nstrengthencalls++;
2972 benders->nstrengthencuts += (SCIPbendersGetNCutsFound(benders) - prevcutsfound);
2973
2974 /* if no cuts were added, then the strengthening round is marked as failed */
2975 if( SCIPbendersGetNCutsFound(benders) == prevcutsfound )
2976 benders->nstrengthenfails++;
2977
2978 /* freeing the sepapoint solution */
2979 SCIP_CALL( SCIPfreeSol(set->scip, &sepapoint) );
2980
2981 return SCIP_OKAY;
2982}
2983
2984
2985/** Returns whether only the convex relaxations will be checked in this solve loop
2986 * when Benders' is used in the LNS heuristics, only the convex relaxations of the master/subproblems are checked,
2987 * i.e. no integer cuts are generated. In this case, then Benders' decomposition is performed under the assumption
2988 * that all subproblems are convex relaxations.
2989 */
2991 SCIP_BENDERS* benders, /**< Benders' decomposition */
2992 SCIP_Bool subscipsoff /**< flag indicating whether plugins using sub-SCIPs are deactivated */
2993 )
2994{
2995 return benders->iscopy && benders->lnscheck && subscipsoff;
2996}
2997
2998/** returns the number of subproblems that will be checked in this iteration */
2999static
3001 SCIP_BENDERS* benders, /**< Benders' decomposition */
3002 SCIP_SET* set, /**< global SCIP settings */
3003 SCIP_BENDERSENFOTYPE type /**< the type of solution being enforced */
3004 )
3005{
3006 if( benders->ncalls == 0 || type == SCIP_BENDERSENFOTYPE_CHECK
3008 return SCIPbendersGetNSubproblems(benders);
3009 else
3010 return (int) SCIPsetCeil(set, (SCIP_Real) SCIPbendersGetNSubproblems(benders)*benders->subprobfrac);
3011}
3012
3013/** returns whether the solving of the given subproblem needs to be executed */
3014static
3016 SCIP_BENDERS* benders, /**< Benders' decomposition */
3017 int probnumber /**< the subproblem index */
3018 )
3019{
3020 return (!SCIPbendersSubproblemIsIndependent(benders, probnumber)
3021 && SCIPbendersSubproblemIsEnabled(benders, probnumber));
3022}
3023
3024/** creates an ordered list of subproblem indices to be solved */
3025static
3027 SCIP_BENDERS* benders, /**< Benders' decomposition */
3028 SCIP_SET* set, /**< global SCIP settings */
3029 SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */
3030 int** solveidx, /**< a list of subproblem indices to the solved in the current iteration */
3031 int* nsolveidx /**< the number of subproblem indices in the list */
3032 )
3033{
3034 int nsubproblems;
3035 int numtocheck;
3036 int subproblemcount;
3037
3038 assert(benders != NULL);
3039 assert(set != NULL);
3040 assert((*solveidx) != NULL);
3041 assert(nsolveidx != NULL);
3042 assert(SCIPpqueueNElems(benders->subprobqueue) <= SCIPbendersGetNSubproblems(benders));
3043
3044 nsubproblems = SCIPbendersGetNSubproblems(benders);
3045
3046 /* it is possible to only solve a subset of subproblems. This is given by a parameter. */
3047 numtocheck = numSubproblemsToCheck(benders, set, type);
3048
3049 (*nsolveidx) = 0;
3050
3051 subproblemcount = 0;
3052 while( subproblemcount < nsubproblems && subproblemcount < numtocheck )
3053 {
3054 SCIP_SUBPROBLEMSOLVESTAT* solvestat;
3055
3057 (*solveidx)[(*nsolveidx)] = solvestat->idx;
3058 (*nsolveidx)++;
3059
3060 subproblemcount++;
3061 }
3062}
3063
3064/** updates the subproblem solving statistics and inserts the indices into the queue */
3065static
3067 SCIP_BENDERS* benders, /**< Benders' decomposition */
3068 int* solveidx, /**< the list of indices of subproblems that were solved */
3069 int nsolveidx, /**< the number of subproblem indices */
3070 SCIP_Bool updatestat /**< should the statistics be updated */
3071 )
3072{
3073 int i;
3074
3075 assert(benders != NULL);
3076 assert(solveidx != NULL);
3077
3078 for( i = 0; i < nsolveidx; i++ )
3079 {
3080 SCIP* subproblem;
3081 SCIP_SUBPROBLEMSOLVESTAT* solvestat;
3082
3083 subproblem = SCIPbendersSubproblem(benders, solveidx[i]);
3084 solvestat = benders->solvestat[solveidx[i]];
3085 assert(solvestat->idx == solveidx[i]);
3086
3087 /* updating the solving statistics */
3088 if( updatestat )
3089 {
3090 if( subproblem == NULL )
3091 solvestat->avgiter = 1;
3092 else
3093 solvestat->avgiter = (SCIP_Real)(solvestat->avgiter*solvestat->ncalls + SCIPgetNLPIterations(subproblem))
3094 /(SCIP_Real)(solvestat->ncalls + 1);
3095 solvestat->ncalls++;
3096 }
3097
3098 /* inserting the solving statistics into the priority queue */
3099 SCIP_CALL( SCIPpqueueInsert(benders->subprobqueue, solvestat) );
3100 }
3101
3102 assert(SCIPpqueueNElems(benders->subprobqueue) == SCIPbendersGetNSubproblems(benders));
3103
3104 return SCIP_OKAY;
3105}
3106
3107/** Solves each of the Benders' decomposition subproblems for the given solution. All, or a fraction, of subproblems are
3108 * solved before the Benders' decomposition cuts are generated.
3109 * Since a convex relaxation of the subproblem could be solved to generate cuts, a parameter nverified is used to
3110 * identified the number of subproblems that have been solved in their "original" form. For example, if the subproblem
3111 * is a MIP, then if the LP is solved to generate cuts, this does not constitute a verification. The verification is
3112 * only performed when the MIP is solved.
3114static
3116 SCIP_BENDERS* benders, /**< Benders' decomposition */
3117 SCIP_SET* set, /**< global SCIP settings */
3118 SCIP_SOL* sol, /**< primal CIP solution */
3119 SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */
3120 SCIP_BENDERSSOLVELOOP solveloop, /**< the current solve loop */
3121 SCIP_Bool checkint, /**< are the subproblems called during a check/enforce of integer sols? */
3122 int* nverified, /**< the number of subproblems verified in the current loop */
3123 int* solveidx, /**< the indices of subproblems to be solved in this loop */
3124 int nsolveidx, /**< the number of subproblems to be solved in this loop */
3125 SCIP_Bool** subprobsolved, /**< an array indicating the subproblems that were solved in this loop. */
3126 SCIP_BENDERSSUBSTATUS** substatus, /**< array to store the status of the subsystem */
3127 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
3128 SCIP_Bool* optimal, /**< is the current solution optimal? */
3129 SCIP_Bool* stopped /**< was the solving process stopped? */
3130 )
3131{
3132 SCIP_Bool onlyconvexcheck;
3133#ifdef _OPENMP
3134 int numthreads;
3135 int maxnthreads;
3136#endif
3137 int i;
3138 int j;
3139
3140 /* local variables for parallelisation of the solving loop */
3141 int locnverified = *nverified;
3142 SCIP_Bool locinfeasible = *infeasible;
3143 SCIP_Bool locoptimal = *optimal;
3144 SCIP_Bool locstopped = *stopped;
3145
3146 SCIP_RETCODE retcode = SCIP_OKAY;
3147
3148 assert(benders != NULL);
3149 assert(set != NULL);
3150
3151 /* getting the number of threads to use when solving the subproblems. This will be either be
3152 * min(numthreads, maxnthreads).
3153 * NOTE: This may not be correct. The Benders' decomposition parallelisation should not take all minimum threads if
3154 * they are specified. The number of threads should be specified with the Benders' decomposition parameters.
3155 */
3156#ifdef _OPENMP
3157 SCIP_CALL( SCIPsetGetIntParam(set, "parallel/maxnthreads", &maxnthreads) );
3158 numthreads = MIN(benders->numthreads, maxnthreads);
3159#endif
3160
3161 /* in the case of an LNS check, only the convex relaxations of the subproblems will be solved. This is a performance
3162 * feature, since solving the convex relaxation is typically much faster than solving the corresponding CIP. While
3163 * the CIP is not solved during the LNS check, the solutions are still of higher quality than when Benders' is not
3164 * employed.
3165 */
3166 onlyconvexcheck = SCIPbendersOnlyCheckConvexRelax(benders, SCIPsetGetSubscipsOff(set));
3167
3168 SCIPsetDebugMsg(set, "Performing the subproblem solving process. Number of subproblems to check %d\n", nsolveidx);
3169
3170 SCIPsetDebugMsg(set, "Benders' decomposition - solve loop %d\n", solveloop);
3171
3172 if( type == SCIP_BENDERSENFOTYPE_CHECK && sol == NULL )
3173 {
3174 /* TODO: Check whether this is absolutely necessary. I think that this if statment can be removed. */
3175 locinfeasible = TRUE;
3176 }
3177 else
3178 {
3179 /* solving each of the subproblems for Benders' decomposition */
3180 /* TODO: ensure that the each of the subproblems solve and update the parameters with the correct return values
3181 */
3182#ifndef __INTEL_COMPILER
3183 #pragma omp parallel for num_threads(numthreads) private(i) reduction(&&:locoptimal) reduction(||:locinfeasible) reduction(+:locnverified) reduction(||:locstopped) reduction(min:retcode)
3184#endif
3185 for( j = 0; j < nsolveidx; j++ )
3186 {
3187 SCIP_Bool subinfeas = FALSE;
3188 SCIP_Bool convexsub;
3189 SCIP_Bool solvesub = TRUE;
3190 SCIP_Bool solved;
3191
3192 i = solveidx[j];
3194
3195 /* the subproblem is initially flagged as not solved for this solving loop */
3196 (*subprobsolved)[i] = FALSE;
3197
3198 /* setting the subsystem status to UNKNOWN at the start of each solve loop */
3199 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_UNKNOWN;
3200
3201 /* for the second solving loop, if the problem is an LP, it is not solved again. If the problem is a MIP,
3202 * then the subproblem objective function value is set to infinity. However, if the subproblem is proven
3203 * infeasible from the LP, then the IP loop is not performed.
3204 * If the solve loop is SCIP_BENDERSSOLVELOOP_USERCIP, then nothing is done. It is assumed that the user will
3205 * correctly update the objective function within the user-defined solving function.
3206 */
3207 if( solveloop == SCIP_BENDERSSOLVELOOP_CIP )
3208 {
3209 if( convexsub || (*substatus)[i] == SCIP_BENDERSSUBSTATUS_INFEAS )
3210 solvesub = FALSE;
3211 else
3212 {
3213 SCIPbendersSetSubproblemObjval(benders, i, SCIPbendersSubproblem(benders, i) != NULL ?
3215 }
3216 }
3217
3218 /* if the subproblem is independent, then it does not need to be solved. In this case, the nverified flag will
3219 * increase by one. When the subproblem is not independent, then it needs to be checked.
3220 */
3221 if( !subproblemIsActive(benders, i) )
3222 {
3223 /* NOTE: There is no need to update the optimal flag. This is because optimal is always TRUE until a
3224 * non-optimal subproblem is found.
3225 */
3226 /* if the auxiliary variable value is infinity, then the subproblem has not been solved yet. Currently the
3227 * subproblem statue is unknown. */
3231 {
3232 SCIPbendersSetSubproblemObjval(benders, i, SCIPbendersSubproblem(benders, i) != NULL ?
3234
3235 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_UNKNOWN;
3236 locoptimal = FALSE;
3237
3238 SCIPsetDebugMsg(set, "Benders' decomposition: subproblem %d is not active, but has not been solved."
3239 " setting status to UNKNOWN\n", i);
3240 }
3241 else
3242 {
3244 SCIPbendersGetAuxiliaryVarVal(benders, set, sol, i)) < benders->solutiontol )
3245 {
3247 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_OPTIMAL;
3248 }
3249 else
3250 {
3252 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_AUXVIOL;
3253 }
3254
3255 SCIPsetDebugMsg(set, "Benders' decomposition: subproblem %d is not active, setting status to OPTIMAL\n", i);
3256 }
3257
3258 (*subprobsolved)[i] = TRUE;
3259
3260 /* the nverified counter is only increased in the convex solving loop */
3261 if( solveloop == SCIP_BENDERSSOLVELOOP_CONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX )
3262 locnverified++;
3263 }
3264 else if( solvesub )
3265 {
3266 retcode = SCIPbendersExecSubproblemSolve(benders, set, sol, i, solveloop, FALSE, &solved, &subinfeas, type);
3267
3268 /* the solution for the subproblem is only processed if the return code is SCIP_OKAY */
3269 if( retcode == SCIP_OKAY )
3270 {
3271#ifdef SCIP_DEBUG
3272 if( type == SCIP_BENDERSENFOTYPE_LP )
3273 {
3274 SCIPsetDebugMsg(set, "Enfo LP: Subproblem %d Type %d (%f < %f)\n", i,
3275 SCIPbendersGetSubproblemType(benders, i), SCIPbendersGetAuxiliaryVarVal(benders, set, sol, i),
3276 SCIPbendersGetSubproblemObjval(benders, i));
3277 }
3278#endif
3279 (*subprobsolved)[i] = solved;
3280
3281 locinfeasible = locinfeasible || subinfeas;
3282 if( subinfeas )
3283 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_INFEAS;
3284
3285 /* if the subproblems are solved to check integer feasibility, then the optimality check must be performed.
3286 * This will only be performed if checkint is TRUE and the subproblem was solved. The subproblem may not be
3287 * solved if the user has defined a solving function
3288 */
3289 if( checkint && (*subprobsolved)[i] )
3290 {
3291 /* if the subproblem is feasible, then it is necessary to update the value of the auxiliary variable to the
3292 * objective function value of the subproblem.
3293 */
3294 if( !subinfeas )
3295 {
3296 SCIP_Bool subproboptimal;
3297
3298 subproboptimal = SCIPbendersSubproblemIsOptimal(benders, set, sol, i);
3299
3300 if( subproboptimal )
3301 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_OPTIMAL;
3302 else
3303 (*substatus)[i] = SCIP_BENDERSSUBSTATUS_AUXVIOL;
3304
3305 /* It is only possible to determine the optimality of a solution within a given subproblem in four
3306 * different cases:
3307 * i) solveloop == SCIP_BENDERSSOLVELOOP_CONVEX or USERCONVEX and the subproblem is convex.
3308 * ii) solveloop == SCIP_BENDERSOLVELOOP_CONVEX and only the convex relaxations will be checked.
3309 * iii) solveloop == SCIP_BENDERSSOLVELOOP_USERCIP and the subproblem was solved, since the user has
3310 * defined a solve function, it is expected that the solving is correctly executed.
3311 * iv) solveloop == SCIP_BENDERSSOLVELOOP_CIP and the MIP for the subproblem has been solved.
3312 */
3313 if( convexsub || onlyconvexcheck
3314 || solveloop == SCIP_BENDERSSOLVELOOP_CIP
3315 || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP )
3316 locoptimal = locoptimal && subproboptimal;
3317
3318#ifdef SCIP_DEBUG
3319 if( convexsub || solveloop >= SCIP_BENDERSSOLVELOOP_CIP )
3320 {
3321 if( subproboptimal )
3322 {
3323 SCIPsetDebugMsg(set, "Subproblem %d is Optimal (%f >= %f)\n", i,
3325 }
3326 else
3327 {
3328 SCIPsetDebugMsg(set, "Subproblem %d is NOT Optimal (%f < %f)\n", i,
3330 }
3331 }
3332#endif
3333
3334 /* the nverified variable is only incremented when the original form of the subproblem has been solved.
3335 * What is meant by "original" is that the LP relaxation of CIPs are solved to generate valid cuts. So
3336 * if the subproblem is defined as a CIP, then it is only classified as checked if the CIP is solved.
3337 * There are three cases where the "original" form is solved are:
3338 * i) solveloop == SCIP_BENDERSSOLVELOOP_CONVEX or USERCONVEX and the subproblem is an LP
3339 * - the original form has been solved.
3340 * ii) solveloop == SCIP_BENDERSSOLVELOOP_CIP or USERCIP and the CIP for the subproblem has been
3341 * solved.
3342 * iii) or, only a convex check is performed.
3343 */
3344 if( ((solveloop == SCIP_BENDERSSOLVELOOP_CONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX)
3345 && convexsub)
3346 || ((solveloop == SCIP_BENDERSSOLVELOOP_CIP || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP)
3347 && !convexsub)
3348 || onlyconvexcheck )
3349 locnverified++;
3350 }
3351 }
3352 }
3353 }
3354
3355 /* checking whether the limits have been exceeded in the master problem */
3356 locstopped = SCIPisStopped(set->scip);
3357 }
3358 }
3359
3360 /* setting the input parameters to the local variables */
3361 SCIPsetDebugMsg(set, "Local variable values: nverified %d infeasible %u optimal %u stopped %u\n", locnverified,
3362 locinfeasible, locoptimal, locstopped);
3363 *nverified = locnverified;
3364 *infeasible = locinfeasible;
3365 *optimal = locoptimal;
3366 *stopped = locstopped;
3367
3368 return retcode;
3369}
3370
3371/** Calls the Benders' decompsition cuts for the given solve loop. There are four cases:
3372 * i) solveloop == SCIP_BENDERSSOLVELOOP_CONVEX - only the LP Benders' cuts are called
3373 * ii) solveloop == SCIP_BENDERSSOLVELOOP_CIP - only the CIP Benders' cuts are called
3374 * iii) solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX - only the LP Benders' cuts are called
3375 * iv) solveloop == SCIP_BENDERSSOLVELOOP_USERCIP - only the CIP Benders' cuts are called
3376 *
3377 * The priority of the results are: SCIP_CONSADDED (SCIP_SEPARATED), SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_DIDNOTRUN. In
3378 * this function, there are four levels of results that need to be assessed. These are:
3379 * i) The result from the individual cut for the subproblem
3380 * ii) The overall result for the subproblem from all cuts
3381 * iii) the overall result for the solve loop from all cuts
3382 * iv) the over all result from all solve loops.
3383 * In each level, the priority of results must be adhered to.
3385static
3387 SCIP_BENDERS* benders, /**< Benders' decomposition */
3388 SCIP_SET* set, /**< global SCIP settings */
3389 SCIP_SOL* sol, /**< primal CIP solution */
3390 SCIP_RESULT* result, /**< result of the pricing process */
3391 SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */
3392 SCIP_BENDERSSOLVELOOP solveloop, /**< the current solve loop */
3393 SCIP_Bool checkint, /**< are the subproblems called during a check/enforce of integer sols? */
3394 SCIP_Bool* subprobsolved, /**< an array indicating the subproblems that were solved in this loop. */
3395 SCIP_BENDERSSUBSTATUS* substatus, /**< array to store the status of the subsystem */
3396 int* solveidx, /**< the indices of subproblems to be solved in this loop */
3397 int nsolveidx, /**< the number of subproblems to be solved in this loop */
3398 int** mergecands, /**< the subproblems that are merge candidates */
3399 int* npriomergecands, /**< the number of priority merge candidates. */
3400 int* nmergecands, /**< the number of merge candidates. */
3401 int* nsolveloops /**< the number of solve loops, is updated w.r.t added cuts */
3402 )
3403{
3404 SCIP_BENDERSCUT** benderscuts;
3405 SCIP_RESULT solveloopresult;
3406 int nbenderscuts;
3407 SCIP_Longint addedcuts = 0;
3408 int i;
3409 int j;
3410 int k;
3411 SCIP_Bool onlyconvexcheck;
3412
3413 assert(benders != NULL);
3414 assert(set != NULL);
3415
3416 /* getting the Benders' decomposition cuts */
3417 benderscuts = SCIPbendersGetBenderscuts(benders);
3418 nbenderscuts = SCIPbendersGetNBenderscuts(benders);
3419
3420 solveloopresult = SCIP_DIDNOTRUN;
3421
3422 /* in the case of an LNS check, only the convex relaxations of the subproblems will be solved. This is a performance
3423 * feature, since solving the convex relaxation is typically much faster than solving the corresponding CIP. While
3424 * the CIP is not solved during the LNS check, the solutions are still of higher quality than when Benders' is not
3425 * employed.
3426 */
3427 onlyconvexcheck = SCIPbendersOnlyCheckConvexRelax(benders, SCIPsetGetSubscipsOff(set));
3428
3429 /* It is only possible to add cuts to the problem if it has not already been solved */
3432 && (benders->cutcheck || type != SCIP_BENDERSENFOTYPE_CHECK) )
3433 {
3434 /* This is done in two loops. The first is by subproblem and the second is by cut type. */
3435 for( k = 0; k < nsolveidx; k++ )
3436 {
3437 SCIP_RESULT subprobresult;
3438 SCIP_Bool convexsub;
3439
3440 i = solveidx[k];
3441
3443
3444 /* cuts can only be generated if the subproblem is not independent and if it has been solved. Additionally, the
3445 * status of the subproblem solving must not be INFEASIBLE while in a cut strengthening round.
3446 * The subproblem solved flag is important for the user-defined subproblem solving methods
3447 */
3448 if( subproblemIsActive(benders, i) && subprobsolved[i]
3449 && !(substatus[i] == SCIP_BENDERSSUBSTATUS_INFEAS && benders->strengthenround) )
3450 {
3451 subprobresult = SCIP_DIDNOTRUN;
3452 for( j = 0; j < nbenderscuts; j++ )
3453 {
3454 SCIP_RESULT cutresult;
3455 SCIP_Longint prevaddedcuts;
3456
3457 assert(benderscuts[j] != NULL);
3458
3459 prevaddedcuts = SCIPbenderscutGetNFound(benderscuts[j]);
3460 cutresult = SCIP_DIDNOTRUN;
3461
3462 /* the result is updated only if a Benders' cut is generated or one was not found. However, if a cut has
3463 * been found in a previous iteration, then the result is returned as SCIP_CONSADDED or SCIP_SEPARATED.
3464 * This result is permitted because if a constraint was added, the solution that caused the error in the cut
3465 * generation will be cutoff from the master problem.
3466 */
3467 if( (SCIPbenderscutIsLPCut(benderscuts[j]) && (solveloop == SCIP_BENDERSSOLVELOOP_CONVEX
3468 || solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX))
3469 || (!SCIPbenderscutIsLPCut(benderscuts[j]) && ((solveloop == SCIP_BENDERSSOLVELOOP_CIP && !convexsub)
3470 || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP)) )
3471 SCIP_CALL( SCIPbenderscutExec(benderscuts[j], set, benders, sol, i, type, &cutresult) );
3472
3473 addedcuts += (SCIPbenderscutGetNFound(benderscuts[j]) - prevaddedcuts);
3474
3475 /* the result is updated only if a Benders' cut is generated */
3476 if( cutresult == SCIP_CONSADDED || cutresult == SCIP_SEPARATED )
3477 {
3478 subprobresult = cutresult;
3479
3480 benders->ncutsfound++;
3481
3482 /* at most a single cut is generated for each subproblem */
3483 break;
3484 }
3485 else
3486 {
3487 /* checking from lowest priority result */
3488 if( subprobresult == SCIP_DIDNOTRUN )
3489 subprobresult = cutresult;
3490 else if( subprobresult == SCIP_FEASIBLE && cutresult == SCIP_DIDNOTFIND )
3491 subprobresult = cutresult;
3492 /* if the subprobresult is SCIP_DIDNOTFIND, then it can't be updated. */
3493 }
3494 }
3495
3496 /* the highest priority for the results is CONSADDED and SEPARATED. The solveloopresult will always be
3497 * updated if the subprobresult is either of these.
3498 */
3499 if( subprobresult == SCIP_CONSADDED || subprobresult == SCIP_SEPARATED )
3500 {
3501 solveloopresult = subprobresult;
3502 }
3503 else if( subprobresult == SCIP_FEASIBLE )
3504 {
3505 /* updating the solve loop result based upon the priority */
3506 if( solveloopresult == SCIP_DIDNOTRUN )
3507 solveloopresult = subprobresult;
3508 }
3509 else if( subprobresult == SCIP_DIDNOTFIND )
3510 {
3511 /* updating the solve loop result based upon the priority */
3512 if( solveloopresult == SCIP_DIDNOTRUN || solveloopresult == SCIP_FEASIBLE )
3513 solveloopresult = subprobresult;
3514
3515 /* since a cut was not found, then merging could be useful to avoid this in subsequent iterations. The
3516 * candidate is labelled as a non-priority merge candidate
3517 */
3518 if( substatus[i] != SCIP_BENDERSSUBSTATUS_OPTIMAL )
3519 {
3520 (*mergecands)[(*nmergecands)] = i;
3521 (*nmergecands)++;
3522 }
3523 }
3524 else if( subprobresult == SCIP_DIDNOTRUN )
3525 {
3526 /* if the subproblem is infeasible and no cut generation methods were run, then the infeasibility will
3527 * never be resolved. As such, the subproblem will be merged into the master problem. If the subproblem
3528 * was not infeasible, then it is added as a possible merge candidate
3529 */
3530 if( substatus[i] == SCIP_BENDERSSUBSTATUS_INFEAS )
3531 {
3532 (*mergecands)[(*nmergecands)] = (*mergecands)[(*npriomergecands)];
3533 (*mergecands)[(*npriomergecands)] = i;
3534 (*npriomergecands)++;
3535 (*nmergecands)++;
3536 }
3537 else if( substatus[i] != SCIP_BENDERSSUBSTATUS_OPTIMAL )
3538 {
3539 (*mergecands)[(*nmergecands)] = i;
3540 (*nmergecands)++;
3541 }
3542 }
3543 }
3544 }
3545 }
3546
3547 /* updating the overall result based upon the priorities */
3548 if( solveloopresult == SCIP_CONSADDED || solveloopresult == SCIP_SEPARATED )
3549 {
3550 (*result) = solveloopresult;
3551 }
3552 else if( solveloopresult == SCIP_FEASIBLE )
3553 {
3554 /* updating the solve loop result based upon the priority */
3555 if( (*result) == SCIP_DIDNOTRUN )
3556 (*result) = solveloopresult;
3557 }
3558 else if( solveloopresult == SCIP_DIDNOTFIND )
3559 {
3560 /* updating the solve loop result based upon the priority */
3561 if( (*result) == SCIP_DIDNOTRUN || (*result) == SCIP_FEASIBLE )
3562 (*result) = solveloopresult;
3563 }
3564
3565 /* if no cuts were added, then the number of solve loops is increased */
3566 if( addedcuts == 0 && SCIPbendersGetNConvexSubproblems(benders) < SCIPbendersGetNSubproblems(benders)
3567 && checkint && !onlyconvexcheck )
3568 (*nsolveloops) = 2;
3569
3570 return SCIP_OKAY;
3571}
3572
3573/** Solves the subproblem using the current master problem solution.
3574 *
3575 * The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint ==
3576 * FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e.
3577 * checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check
3578 * solution feasibility.
3579 *
3580 * TODO: consider allowing the possibility to pass solution information back from the subproblems instead of the scip
3581 * instance. This would allow the use of different solvers for the subproblems, more importantly allowing the use of an
3582 * LP solver for LP subproblems.
3583 */
3585 SCIP_BENDERS* benders, /**< Benders' decomposition */
3586 SCIP_SET* set, /**< global SCIP settings */
3587 SCIP_SOL* sol, /**< primal CIP solution */
3588 SCIP_RESULT* result, /**< result of the pricing process */
3589 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
3590 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
3591 SCIP_BENDERSENFOTYPE type, /**< the type of solution being enforced */
3592 SCIP_Bool checkint /**< should the integer solution be checked by the subproblems */
3593 )
3594{
3595 int nsubproblems;
3596 int subproblemcount;
3597 int nsolveloops;
3598 int nverified;
3599 int nsolved;
3600 int* mergecands;
3601 int npriomergecands;
3602 int nmergecands;
3603 int* solveidx;
3604 int* executedidx;
3605 int nsolveidx;
3606 int nexecutedidx;
3607 int nfree;
3608 SCIP_Bool* subprobsolved;
3609 SCIP_BENDERSSUBSTATUS* substatus;
3610 SCIP_Bool optimal;
3611 SCIP_Bool allverified;
3612 SCIP_Bool success;
3613 SCIP_Bool stopped;
3614 int i;
3615 int l;
3616
3617 success = TRUE;
3618 stopped = FALSE;
3619
3620 SCIPsetDebugMsg(set, "Starting Benders' decomposition subproblem solving. type %d checkint %u\n", type, checkint);
3621
3622#ifdef SCIP_MOREDEBUG
3623 SCIP_CALL( SCIPprintSol(set->scip, sol, NULL, FALSE) );
3624#endif
3625
3626 /* start timing */
3627 SCIPclockStart(benders->bendersclock, set);
3628
3629 nsubproblems = SCIPbendersGetNSubproblems(benders);
3630
3631 (*auxviol) = FALSE;
3632 (*infeasible) = FALSE;
3633
3634 /* It is assumed that the problem is optimal, until a subproblem is found not to be optimal. However, not all
3635 * subproblems could be checked in each iteration. As such, it is not possible to state that the problem is optimal
3636 * if not all subproblems are checked. Situations where this may occur is when a subproblem is a MIP and only the LP
3637 * is solved. Also, in a distributed computation, then it may be advantageous to only solve some subproblems before
3638 * resolving the master problem. As such, for a problem to be optimal, then (optimal && allverified) == TRUE
3639 */
3640 optimal = TRUE;
3641 nverified = 0;
3642 nsolved = 0;
3643
3644 assert(benders != NULL);
3645 assert(result != NULL);
3646 assert(infeasible != NULL);
3647 assert(auxviol != NULL);
3648
3649 /* if the Benders' decomposition is called from a sub-SCIP and the sub-SCIPs have been deactivated, then it is
3650 * assumed that this is an LNS heuristic. As such, the check is not performed and the solution is assumed to be
3651 * feasible
3652 */
3653 if( benders->iscopy && set->subscipsoff
3654 && (!benders->lnscheck
3655 || (benders->lnsmaxdepth > -1 && SCIPgetDepth(benders->sourcescip) >= benders->lnsmaxdepth)
3656 || (benders->lnsmaxcalls > -1 && SCIPbendersGetNCalls(benders) >= benders->lnsmaxcalls)
3657 || (type != SCIP_BENDERSENFOTYPE_CHECK && SCIPgetDepth(set->scip) == 0 && benders->lnsmaxcallsroot > -1
3658 && SCIPbendersGetNCalls(benders) >= benders->lnsmaxcallsroot)) )
3659 {
3660 (*result) = SCIP_DIDNOTRUN;
3661 return SCIP_OKAY;
3662 }
3663
3664 /* it is not necessary to check all primal solutions by solving the Benders' decomposition subproblems.
3665 * Only the improving solutions are checked to improve efficiency of the algorithm.
3666 * If the solution is non-improving, the result FEASIBLE is returned. While this may be incorrect w.r.t to the
3667 * Benders' subproblems, this solution will never be the optimal solution. A non-improving solution may be used
3668 * within LNS primal heuristics. If this occurs, the improving solution, if found, will be checked by the solving
3669 * the Benders' decomposition subproblems.
3670 * TODO: Add a parameter to control this behaviour.
3671 */
3672 if( checkint && SCIPsetIsLE(set, SCIPgetPrimalbound(set->scip)*(int)SCIPgetObjsense(set->scip),
3673 SCIPgetSolOrigObj(set->scip, sol)*(int)SCIPgetObjsense(set->scip)) )
3674 {
3675 (*result) = SCIP_DIDNOTRUN;
3676 return SCIP_OKAY;
3677 }
3678
3679 /* if the enforcement type is SCIP_BENDERSENFOTYPE_LP and the LP is currently unbounded. This could mean that there
3680 * is no lower bound on the auxiliary variables. In this case, we try to update the lower bound for the auxiliary
3681 * variables.
3682 */
3684 && benders->updateauxvarbound )
3685 {
3686 SCIP_CALL( updateAuxiliaryVarLowerbound(benders, set, result) );
3687
3688 /* the auxiliary variable bound will only be updated once. */
3689 benders->updateauxvarbound = FALSE;
3690 }
3691
3692 /* sets the stored objective function values of the subproblems to infinity */
3694
3695 *result = SCIP_DIDNOTRUN;
3696
3697 if( benders->benderspresubsolve != NULL && !benders->strengthenround )
3698 {
3699 SCIP_Bool skipsolve;
3700
3701 skipsolve = FALSE;
3702 SCIP_CALL( benders->benderspresubsolve(set->scip, benders, sol, type, checkint, infeasible, auxviol, &skipsolve,
3703 result) );
3704
3705 /* evaluate result */
3706 if( (*result) != SCIP_DIDNOTRUN
3707 && (*result) != SCIP_FEASIBLE
3708 && (*result) != SCIP_INFEASIBLE
3709 && (*result) != SCIP_CONSADDED
3710 && (*result) != SCIP_SEPARATED )
3711 {
3712 SCIPerrorMessage("the user-defined pre subproblem solving method for the Benders' decomposition <%s> returned "
3713 "invalid result <%d>\n", benders->name, *result);
3714 return SCIP_INVALIDRESULT;
3715 }
3716
3717 /* if the solve must be skipped, then the solving loop is exited and the user defined result is returned */
3718 if( skipsolve )
3719 {
3720 SCIPsetDebugMsg(set, "skipping the subproblem solving for Benders' decomposition <%s>. "
3721 "returning result <%d>\n", benders->name, *result);
3722 return SCIP_OKAY;
3723 }
3724 }
3725
3726 /* the cut strengthening is performed before the regular subproblem solve is called. To avoid recursion, the flag
3727 * strengthenround is set to TRUE when the cut strengthening is performed. The cut strengthening is not performed as
3728 * part of the large neighbourhood Benders' search.
3729 *
3730 * NOTE: cut strengthening is only applied for fractional solutions and integer solutions if there are no CIP
3731 * subproblems.
3732 */
3733 if( benders->strengthenenabled && !benders->strengthenround && !benders->iscopy
3734 && (!checkint || SCIPbendersGetNConvexSubproblems(benders) == SCIPbendersGetNSubproblems(benders)) )
3735 {
3736 SCIP_Bool skipsolve;
3737
3738 benders->strengthenround = TRUE;
3739 /* if the user has not requested the solve to be skipped, then the cut strengthening is performed */
3740 SCIP_CALL( performInteriorSolCutStrengthening(benders, set, sol, type, checkint, FALSE, infeasible, auxviol,
3741 &skipsolve, result) );
3742 benders->strengthenround = FALSE;
3743
3744 /* if the solve must be skipped, then the solving loop is exited and the user defined result is returned */
3745 if( skipsolve )
3746 {
3747 SCIPsetDebugMsg(set, "skipping the subproblem solving because cut strengthening found a cut "
3748 "for Benders' decomposition <%s>. Returning result <%d>\n", benders->name, *result);
3749 return SCIP_OKAY;
3750 }
3751
3752 /* the result flag need to be reset to DIDNOTRUN for the main subproblem solve */
3753 (*result) = SCIP_DIDNOTRUN;
3754 }
3755
3756 /* allocating memory for the infeasible subproblem array */
3757 SCIP_CALL( SCIPallocClearBlockMemoryArray(set->scip, &subprobsolved, nsubproblems) );
3758 SCIP_CALL( SCIPallocClearBlockMemoryArray(set->scip, &substatus, nsubproblems) );
3759 SCIP_CALL( SCIPallocClearBlockMemoryArray(set->scip, &mergecands, nsubproblems) );
3760 npriomergecands = 0;
3761 nmergecands = 0;
3762
3763 /* allocating the memory for the subproblem solving and cut generation indices */
3764 SCIP_CALL( SCIPallocClearBlockMemoryArray(set->scip, &solveidx, nsubproblems) );
3765 SCIP_CALL( SCIPallocClearBlockMemoryArray(set->scip, &executedidx, nsubproblems) );
3766 nsolveidx = 0;
3767 nexecutedidx = 0;
3768
3769 /* only a subset of the subproblems are initially solved. Both solving loops are executed for the subproblems to
3770 * check whether any cuts are generated. If a cut is generated, then no further subproblems are solved. If a cut is
3771 * not generated, then an additional set of subproblems are solved.
3772 */
3773 while( nsolved < nsubproblems )
3774 {
3775 /* getting the indices for the subproblems that will be solved */
3776 createSolveSubproblemIndexList(benders, set, type, &solveidx, &nsolveidx);
3777
3778 /* by default the number of solve loops is 1. This is the case if all subproblems are LP or the user has defined a
3779 * benderssolvesub callback. If there is a subproblem that is not an LP, then 2 solve loops are performed. The first
3780 * loop is the LP solving loop, the second solves the subproblem to integer optimality.
3781 */
3782 nsolveloops = 1;
3783
3784 for( l = 0; l < nsolveloops; l++ )
3785 {
3786 SCIP_BENDERSSOLVELOOP solveloop; /* identifies what problem type is solve in this solve loop */
3787
3788 /* if either benderssolvesubconvex or benderssolvesub are implemented, then the user callbacks are invoked */
3789 if( benders->benderssolvesubconvex != NULL || benders->benderssolvesub != NULL )
3790 {
3791 if( l == 0 )
3793 else
3795 }
3796 else
3797 solveloop = (SCIP_BENDERSSOLVELOOP) l;
3798
3799 /* solving the subproblems for this round of enforcement/checking. */
3800 SCIP_CALL( solveBendersSubproblems(benders, set, sol, type, solveloop, checkint, &nverified,
3801 solveidx, nsolveidx, &subprobsolved, &substatus, infeasible, &optimal, &stopped) );
3802
3803 /* if the solving has been stopped, then the subproblem solving and cut generation must terminate */
3804 if( stopped )
3805 break;
3806
3807 /* Generating cuts for the subproblems. Cuts are only generated when the solution is from primal heuristics,
3808 * relaxations or the LP
3809 */
3810 if( type != SCIP_BENDERSENFOTYPE_PSEUDO )
3811 {
3812 SCIP_CALL( generateBendersCuts(benders, set, sol, result, type, solveloop, checkint, subprobsolved,
3813 substatus, solveidx, nsolveidx, &mergecands, &npriomergecands, &nmergecands, &nsolveloops) );
3814 }
3815 else
3816 {
3817 /* The first solving loop solves the convex subproblems and the convex relaxations of the CIP subproblems. The
3818 * second solving loop solves the CIP subproblems. The second solving loop is only called if the integer
3819 * feasibility is being checked and if the convex subproblems and convex relaxations are not infeasible.
3820 */
3821 if( !(*infeasible) && checkint && !SCIPbendersOnlyCheckConvexRelax(benders, SCIPsetGetSubscipsOff(set))
3823 nsolveloops = 2;
3824 }
3825 }
3826
3827 nsolved += nsolveidx;
3828
3829 /* storing the indices of the subproblems for which the solving loop was executed */
3830 for( i = 0; i < nsolveidx; i++ )
3831 executedidx[nexecutedidx++] = solveidx[i];
3832
3833 /* if the result is CONSADDED or SEPARATED, then a cut is generated and no further subproblem processing is
3834 * required
3835 */
3836 if( (*result) == SCIP_CONSADDED || (*result) == SCIP_SEPARATED )
3837 break;
3838 }
3839
3840 /* inserting the subproblems into the priority queue for the next solve call */
3841 SCIP_CALL( updateSubproblemStatQueue(benders, executedidx, nexecutedidx, TRUE) );
3842
3843 if( stopped )
3844 goto TERMINATE;
3845
3846 allverified = (nverified == nsubproblems);
3847
3848 SCIPsetDebugMsg(set, "End Benders' decomposition subproblem solve. result %d infeasible %u auxviol %u nverified %d\n",
3849 *result, *infeasible, *auxviol, nverified);
3850
3851#ifdef SCIP_DEBUG
3852 if( (*result) == SCIP_CONSADDED )
3853 {
3854 SCIPsetDebugMsg(set, "Benders' decomposition: Cut added\n");
3855 }
3856#endif
3857
3858 /* if the number of checked pseudo solutions exceeds a set limit, then all subproblems are passed as merge
3859 * candidates. Currently, merging subproblems into the master problem is the only method for resolving numerical
3860 * troubles.
3861 *
3862 * We are only interested in the pseudo solutions that have been checked completely for integrality. This is
3863 * identified by checkint == TRUE. This means that the Benders' decomposition constraint is one of the last
3864 * constraint handlers that must resolve the infeasibility. If the Benders' decomposition framework can't resolve the
3865 * infeasibility, then this will result in an error.
3866 */
3867 if( type == SCIP_BENDERSENFOTYPE_PSEUDO && checkint )
3868 {
3869 benders->npseudosols++;
3870
3871 if( benders->npseudosols > BENDERS_MAXPSEUDOSOLS )
3872 {
3873 /* if a priority merge candidate already exists, then no other merge candidates need to be added.*/
3874 if( npriomergecands == 0 )
3875 {
3876 /* all subproblems are added to the merge candidate list. The first active subproblem is added as a
3877 * priority merge candidate
3878 */
3879 nmergecands = 0;
3880 npriomergecands = 1;
3881 for( i = 0; i < nsubproblems; i++ )
3882 {
3883 /* only active subproblems are added to the merge candidate list */
3884 if( subproblemIsActive(benders, i) )
3885 {
3886 mergecands[nmergecands] = i;
3887 nmergecands++;
3888 }
3889 }
3890
3891 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_HIGH, NULL, " The number of checked pseudo solutions exceeds the "
3892 "limit of %d. All active subproblems are merge candidates, with subproblem %d a priority candidate.\n",
3893 BENDERS_MAXPSEUDOSOLS, mergecands[0]);
3894 }
3895 }
3896 }
3897 else
3898 benders->npseudosols = 0;
3899
3900 /* if the result is SCIP_DIDNOTFIND, then there was a error in generating cuts in all subproblems that are not
3901 * optimal. This result does not cutoff any solution, so the Benders' decomposition algorithm will fail.
3902 *
3903 * It could happen that the cut strengthening approach causes an error the cut generation. In this case, an error
3904 * should not be thrown. So, this check will be skipped when in a strengthening round.
3905 * TODO: Work out a way to ensure Benders' decomposition does not terminate due to a SCIP_DIDNOTFIND result.
3906 */
3907 if( (*result) == SCIP_DIDNOTFIND && !benders->strengthenround )
3908 {
3909 if( type == SCIP_BENDERSENFOTYPE_PSEUDO )
3910 (*result) = SCIP_SOLVELP;
3911 else
3912 (*result) = SCIP_INFEASIBLE;
3913
3914 SCIPerrorMessage("An error was found when generating cuts for non-optimal subproblems of Benders' "
3915 "decomposition <%s>. Consider merging the infeasible subproblems into the master problem.\n", SCIPbendersGetName(benders));
3916
3917 /* since no other cuts are generated, then this error will result in a crash. It is possible to avoid the error,
3918 * by merging the affected subproblem into the master problem.
3919 *
3920 * NOTE: If the error occurs while checking solutions, i.e. SCIP_BENDERSENFOTYPE_CHECK, then it is valid to set
3921 * the result to SCIP_INFEASIBLE and the success flag to TRUE
3922 */
3923 if( type != SCIP_BENDERSENFOTYPE_CHECK )
3924 success = FALSE;
3925
3926 goto POSTSOLVE;
3927 }
3928
3929 if( type == SCIP_BENDERSENFOTYPE_PSEUDO )
3930 {
3931 if( (*infeasible) || !allverified )
3932 (*result) = SCIP_SOLVELP;
3933 else
3934 {
3935 (*result) = SCIP_FEASIBLE;
3936
3937 /* if the subproblems are not infeasible, but they are also not optimal. This means that there is a violation
3938 * in the auxiliary variable values. In this case, a feasible result is returned with the auxviol flag set to
3939 * TRUE.
3940 */
3941 (*auxviol) = !optimal;
3942 }
3943 }
3944 else if( checkint && (type == SCIP_BENDERSENFOTYPE_CHECK
3945 || ((*result) != SCIP_CONSADDED && (*result) != SCIP_SEPARATED)) )
3946 {
3947 /* if the subproblems are being solved as part of conscheck, then the results flag must be returned after the solving
3948 * has completed.
3949 */
3950 if( (*infeasible) || !allverified )
3951 (*result) = SCIP_INFEASIBLE;
3952 else
3953 {
3954 (*result) = SCIP_FEASIBLE;
3955
3956 /* if the subproblems are not infeasible, but they are also not optimal. This means that there is a violation
3957 * in the auxiliary variable values. In this case, a feasible result is returned with the auxviol flag set to
3958 * TRUE.
3959 */
3960 (*auxviol) = !optimal;
3961 }
3962 }
3963
3964POSTSOLVE:
3965 /* calling the post-solve call back for the Benders' decomposition algorithm. This allows the user to work directly
3966 * with the solved subproblems and the master problem */
3967 if( benders->benderspostsolve != NULL )
3968 {
3969 SCIP_Bool merged;
3970
3971 merged = FALSE;
3972
3973 SCIP_CALL( benders->benderspostsolve(set->scip, benders, sol, type, mergecands, npriomergecands, nmergecands,
3974 checkint, (*infeasible), &merged) );
3975
3976 if( merged )
3977 {
3978 (*result) = SCIP_CONSADDED;
3979
3980 /* since subproblems have been merged, then constraints have been added. This could resolve the unresolved
3981 * infeasibility, so the error has been corrected.
3982 */
3983 success = TRUE;
3984 }
3985 else if( !success )
3986 {
3987 SCIPerrorMessage("An error occurred during Benders' decomposition cut generations and no merging had been "
3988 "performed. It is not possible to continue solving the problem by Benders' decomposition\n");
3989 }
3990 }
3991
3992TERMINATE:
3993 /* if the solving process has stopped, then all subproblems need to be freed */
3994 if( stopped )
3995 nfree = nsubproblems;
3996 else
3997 nfree = nexecutedidx;
3998
3999 /* freeing the subproblems after the cuts are generated */
4000 subproblemcount = 0;
4001 while( subproblemcount < nfree )
4002 {
4003 int subidx;
4004
4005 if( stopped )
4006 subidx = subproblemcount;
4007 else
4008 subidx = executedidx[subproblemcount];
4009
4010 SCIP_CALL( SCIPbendersFreeSubproblem(benders, set, subidx) );
4011
4012 subproblemcount++;
4013 }
4014
4015#ifndef NDEBUG
4016 for( i = 0; i < nsubproblems; i++ )
4017 assert(SCIPbendersSubproblem(benders, i) == NULL
4019 || !SCIPinProbing(SCIPbendersSubproblem(benders, i))
4020 || !subproblemIsActive(benders, i));
4021#endif
4022
4023 /* increment the number of calls to the Benders' decomposition subproblem solve */
4024 benders->ncalls++;
4025
4026 SCIPsetDebugMsg(set, "End Benders' decomposition execution method. result %d infeasible %u auxviol %u\n", *result,
4027 *infeasible, *auxviol);
4028
4029 /* end timing */
4030 SCIPclockStop(benders->bendersclock, set);
4031
4032 /* freeing memory */
4033 SCIPfreeBlockMemoryArray(set->scip, &executedidx, nsubproblems);
4034 SCIPfreeBlockMemoryArray(set->scip, &solveidx, nsubproblems);
4035 SCIPfreeBlockMemoryArray(set->scip, &mergecands, nsubproblems);
4036 SCIPfreeBlockMemoryArray(set->scip, &substatus, nsubproblems);
4037 SCIPfreeBlockMemoryArray(set->scip, &subprobsolved, nsubproblems);
4038
4039 /* if there was an error in generating cuts and merging was not performed, then the solution is perturbed in an
4040 * attempt to generate a cut and correct the infeasibility
4041 */
4042 if( !success && !stopped )
4043 {
4044 SCIP_Bool skipsolve;
4045 SCIP_RESULT perturbresult;
4046
4047 skipsolve = FALSE;
4048
4049 benders->strengthenround = TRUE;
4050 /* if the user has not requested the solve to be skipped, then the cut strengthening is performed */
4051 SCIP_CALL( performInteriorSolCutStrengthening(benders, set, sol, type, checkint, TRUE, infeasible, auxviol,
4052 &skipsolve, &perturbresult) );
4053 benders->strengthenround = FALSE;
4054
4055 if( perturbresult == SCIP_CONSADDED || perturbresult == SCIP_SEPARATED )
4056 (*result) = perturbresult;
4057
4058 success = skipsolve;
4059 }
4060
4061 /* if the Benders' decomposition subproblem check stopped, then we don't have a valid result. In this case, the
4062 * safest thing to do is report INFEASIBLE.
4063 */
4064 if( stopped )
4065 (*result) = SCIP_INFEASIBLE;
4066
4067 /* if the subproblem verification identifies the solution as feasible, then a check whether slack variables have been
4068 * used is necessary. If any slack variables are non-zero, then the solution is reverified after the objective
4069 * coefficient for the slack variables is increased.
4070 */
4071 if( (*result) == SCIP_FEASIBLE )
4072 {
4073 SCIP_Bool activeslack;
4074
4075 SCIP_CALL( SCIPbendersSolSlackVarsActive(benders, &activeslack) );
4076 SCIPsetDebugMsg(set, "Type: %d Active slack: %u Feasibility Phase: %u\n", type, activeslack,
4077 benders->feasibilityphase);
4078 if( activeslack )
4079 {
4080 if( type == SCIP_BENDERSENFOTYPE_CHECK )
4081 (*result) = SCIP_INFEASIBLE;
4082 else
4083 {
4084 /* increasing the value of the slack variable by a factor of 10 */
4085 benders->slackvarcoef *= 10.0;
4086
4087 if( benders->slackvarcoef <= benders->maxslackvarcoef )
4088 {
4089 SCIPmessagePrintVerbInfo(SCIPgetMessagehdlr(set->scip), set->disp_verblevel, SCIP_VERBLEVEL_HIGH, "Increasing the slack variable coefficient to %g.\n", benders->slackvarcoef);
4090 }
4091 else
4092 {
4093 SCIPmessagePrintVerbInfo(SCIPgetMessagehdlr(set->scip), set->disp_verblevel, SCIP_VERBLEVEL_HIGH, "Fixing the slack variables to zero.\n");
4094 }
4095
4096 /* resolving the subproblems with an increased slack variable */
4097 SCIP_CALL( SCIPsolveBendersSubproblems(set->scip, benders, sol, result, infeasible, auxviol, type, checkint) );
4098 }
4099 }
4100 else if( benders->feasibilityphase )
4101 {
4102 if( type != SCIP_BENDERSENFOTYPE_CHECK )
4103 {
4104 /* disabling the feasibility phase */
4105 benders->feasibilityphase = FALSE;
4106
4107 /* resolving the subproblems with the slack variables set to zero */
4108 SCIP_CALL( SCIPsolveBendersSubproblems(set->scip, benders, sol, result, infeasible, auxviol, type, checkint) );
4109 }
4110 }
4111 }
4112
4113 if( !success )
4114 return SCIP_ERROR;
4115 else
4116 return SCIP_OKAY;
4117}
4118
4119/** solves the user-defined subproblem solving function */
4120static
4122 SCIP_BENDERS* benders, /**< Benders' decomposition */
4123 SCIP_SET* set, /**< global SCIP settings */
4124 SCIP_SOL* sol, /**< primal CIP solution */
4125 int probnumber, /**< the subproblem number */
4126 SCIP_BENDERSSOLVELOOP solveloop, /**< the solve loop iteration. The first iter is for LP, the second for IP */
4127 SCIP_Bool* infeasible, /**< returns whether the current subproblem is infeasible */
4128 SCIP_Real* objective, /**< the objective function value of the subproblem */
4129 SCIP_RESULT* result /**< the result from solving the subproblem */
4130 )
4131{
4132 assert(benders != NULL);
4133 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
4134 assert(benders->benderssolvesubconvex != NULL || benders->benderssolvesub != NULL);
4135
4136 assert(solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP);
4137
4138 (*objective) = -SCIPsetInfinity(set);
4139
4140 /* calls the user defined subproblem solving method. Only the convex relaxations are solved during the Large
4141 * Neighbourhood Benders' Search. */
4142 if( solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX )
4143 {
4144 if( benders->benderssolvesubconvex != NULL )
4145 {
4146 SCIP_CALL( benders->benderssolvesubconvex(set->scip, benders, sol, probnumber,
4147 SCIPbendersOnlyCheckConvexRelax(benders, SCIPsetGetSubscipsOff(set)), objective, result) );
4148 }
4149 else
4150 (*result) = SCIP_DIDNOTRUN;
4151 }
4152 else if( solveloop == SCIP_BENDERSSOLVELOOP_USERCIP )
4153 {
4154 if( benders->benderssolvesub != NULL )
4155 {
4156 SCIP_CALL( benders->benderssolvesub(set->scip, benders, sol, probnumber, objective, result) );
4157 }
4158 else
4159 (*result) = SCIP_DIDNOTRUN;
4160 }
4161
4162 /* evaluate result */
4163 if( (*result) != SCIP_DIDNOTRUN
4164 && (*result) != SCIP_FEASIBLE
4165 && (*result) != SCIP_INFEASIBLE
4166 && (*result) != SCIP_UNBOUNDED )
4167 {
4168 SCIPerrorMessage("the user-defined solving method for the Benders' decomposition <%s> returned invalid result <%d>\n",
4169 benders->name, *result);
4170 return SCIP_INVALIDRESULT;
4171 }
4172
4173 if( (*result) == SCIP_INFEASIBLE )
4174 (*infeasible) = TRUE;
4175
4176 if( (*result) == SCIP_FEASIBLE
4177 && (SCIPsetIsInfinity(set, -(*objective)) || SCIPsetIsInfinity(set, (*objective))) )
4178 {
4179 SCIPerrorMessage("the user-defined solving method for the Benders' decomposition <%s> returned objective value %g\n",
4180 benders->name, (*objective));
4181 return SCIP_ERROR;
4182 }
4183
4184 /* if the result is SCIP_DIDNOTFIND, then an error is returned and SCIP will terminate. */
4185 if( (*result) == SCIP_DIDNOTFIND )
4186 return SCIP_ERROR;
4187 else
4188 return SCIP_OKAY;
4189}
4191/** executes the subproblem solving process */
4193 SCIP_BENDERS* benders, /**< Benders' decomposition */
4194 SCIP_SET* set, /**< global SCIP settings */
4195 SCIP_SOL* sol, /**< primal CIP solution */
4196 int probnumber, /**< the subproblem number */
4197 SCIP_BENDERSSOLVELOOP solveloop, /**< the solve loop iteration. The first iter is for LP, the second for IP */
4198 SCIP_Bool enhancement, /**< is the solve performed as part of and enhancement? */
4199 SCIP_Bool* solved, /**< flag to indicate whether the subproblem was solved */
4200 SCIP_Bool* infeasible, /**< returns whether the current subproblem is infeasible */
4201 SCIP_BENDERSENFOTYPE type /**< the enforcement type calling this function */
4202 )
4203{ /*lint --e{715}*/
4204 SCIP* subproblem;
4205 SCIP_RESULT result;
4206 SCIP_Real objective;
4207 SCIP_STATUS solvestatus = SCIP_STATUS_UNKNOWN;
4208
4209 assert(benders != NULL);
4210 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
4211
4212 SCIPsetDebugMsg(set, "Benders' decomposition: solving subproblem %d\n", probnumber);
4213
4214 result = SCIP_DIDNOTRUN;
4215 objective = SCIPsetInfinity(set);
4216
4217 subproblem = SCIPbendersSubproblem(benders, probnumber);
4218
4219 if( subproblem == NULL && (benders->benderssolvesubconvex == NULL || benders->benderssolvesub == NULL) )
4220 {
4221 SCIPerrorMessage("The subproblem %d is set to NULL, but both bendersSolvesubconvex%s and bendersSolvesub%s "
4222 "are not defined.\n", probnumber, benders->name, benders->name);
4223 SCIPABORT();
4224 return SCIP_ERROR;
4225 }
4226
4227 /* initially setting the solved flag to FALSE */
4228 (*solved) = FALSE;
4229
4230 /* if the subproblem solve callback is implemented, then that is used instead of the default setup */
4231 if( solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP )
4232 {
4233 /* calls the user defined subproblem solving method. Only the convex relaxations are solved during the Large
4234 * Neighbourhood Benders' Search. */
4235 SCIP_CALL( executeUserDefinedSolvesub(benders, set, sol, probnumber, solveloop, infeasible, &objective, &result) );
4236
4237 /* if the result is DIDNOTRUN, then the subproblem was not solved */
4238 (*solved) = (result != SCIP_DIDNOTRUN);
4239 }
4240 else if( subproblem != NULL )
4241 {
4242 /* setting up the subproblem */
4243 if( solveloop == SCIP_BENDERSSOLVELOOP_CONVEX )
4244 {
4245 SCIP_CALL( SCIPbendersSetupSubproblem(benders, set, sol, probnumber, type) );
4246
4247 /* if the limits of the master problem were hit during the setup process, then the subproblem will not have
4248 * been setup. In this case, the solving function must be exited.
4249 */
4250 if( !SCIPbendersSubproblemIsSetup(benders, probnumber) )
4251 {
4252 SCIPbendersSetSubproblemObjval(benders, probnumber, SCIPsetInfinity(set));
4253 (*solved) = FALSE;
4254 return SCIP_OKAY;
4255 }
4256 }
4257 else
4258 {
4259 SCIP_CALL( updateEventhdlrUpperbound(benders, probnumber, SCIPbendersGetAuxiliaryVarVal(benders, set, sol, probnumber)) );
4260 }
4261
4262 /* solving the subproblem
4263 * the LP of the subproblem is solved in the first solveloop.
4264 * In the second solve loop, the MIP problem is solved */
4265 if( solveloop == SCIP_BENDERSSOLVELOOP_CONVEX
4267 {
4268 SCIP_CALL( SCIPbendersSolveSubproblemLP(set->scip, benders, probnumber, &solvestatus, &objective) );
4269
4270 /* if the (N)LP was solved without error, then the subproblem is labelled as solved */
4271 if( solvestatus == SCIP_STATUS_OPTIMAL || solvestatus == SCIP_STATUS_INFEASIBLE )
4272 (*solved) = TRUE;
4273
4274 if( solvestatus == SCIP_STATUS_INFEASIBLE )
4275 (*infeasible) = TRUE;
4276 }
4277 else
4278 {
4279 SCIP_SOL* bestsol;
4280
4281 SCIP_CALL( SCIPbendersSolveSubproblemCIP(set->scip, benders, probnumber, &solvestatus, FALSE) );
4282
4283 if( solvestatus == SCIP_STATUS_INFEASIBLE )
4284 (*infeasible) = TRUE;
4285
4286 /* if the generic subproblem solving methods are used, then the CIP subproblems are always solved. */
4287 (*solved) = TRUE;
4288
4289 bestsol = SCIPgetBestSol(subproblem);
4290 if( bestsol != NULL )
4291 objective = SCIPgetSolOrigObj(subproblem, bestsol)*(int)SCIPgetObjsense(set->scip);
4292 else
4293 objective = SCIPsetInfinity(set);
4294 }
4295 }
4296 else
4297 {
4298 SCIPABORT();
4299 }
4300
4301 if( !enhancement )
4302 {
4303 /* The following handles the cases when the subproblem is OPTIMAL, INFEASIBLE and UNBOUNDED.
4304 * If a subproblem is unbounded, then the auxiliary variables are set to -infinity and the unbounded flag is
4305 * returned as TRUE. No cut will be generated, but the result will be set to SCIP_FEASIBLE.
4306 */
4307 if( solveloop == SCIP_BENDERSSOLVELOOP_CONVEX || solveloop == SCIP_BENDERSSOLVELOOP_CIP )
4308 {
4309 /* TODO: Consider whether other solutions status should be handled */
4310 if( solvestatus == SCIP_STATUS_OPTIMAL )
4311 SCIPbendersSetSubproblemObjval(benders, probnumber, objective);
4312 else if( solvestatus == SCIP_STATUS_INFEASIBLE )
4313 SCIPbendersSetSubproblemObjval(benders, probnumber, SCIPsetInfinity(set));
4314 else if( solvestatus == SCIP_STATUS_USERINTERRUPT || solvestatus == SCIP_STATUS_BESTSOLLIMIT )
4315 SCIPbendersSetSubproblemObjval(benders, probnumber, objective);
4316 else if( solvestatus == SCIP_STATUS_MEMLIMIT || solvestatus == SCIP_STATUS_TIMELIMIT
4317 || solvestatus == SCIP_STATUS_UNKNOWN )
4318 {
4319 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_FULL, NULL, " Benders' decomposition: Error solving "
4320 "subproblem %d. No cut will be generated for this subproblem.\n", probnumber);
4321 SCIPbendersSetSubproblemObjval(benders, probnumber, SCIPsetInfinity(set));
4322 }
4323 else if( solvestatus == SCIP_STATUS_UNBOUNDED )
4324 {
4325 SCIPerrorMessage("The Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4326 probnumber);
4327 SCIPABORT();
4328 }
4329 else
4330 {
4331 SCIPerrorMessage("Invalid status returned from solving Benders' decomposition subproblem %d. Solution status: %d\n",
4332 probnumber, solvestatus);
4333 SCIPABORT();
4334 }
4335 }
4336 else
4337 {
4338 assert(solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP);
4339 if( result == SCIP_FEASIBLE )
4340 SCIPbendersSetSubproblemObjval(benders, probnumber, objective);
4341 else if( result == SCIP_INFEASIBLE )
4342 SCIPbendersSetSubproblemObjval(benders, probnumber, SCIPsetInfinity(set));
4343 else if( result == SCIP_UNBOUNDED )
4344 {
4345 SCIPerrorMessage("The Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4346 probnumber);
4347 SCIPABORT();
4348 }
4349 else if( result != SCIP_DIDNOTRUN )
4350 {
4351 SCIPerrorMessage("Invalid result <%d> from user-defined subproblem solving method. This should not happen.\n",
4352 result);
4353 }
4354 }
4355 }
4356
4357 return SCIP_OKAY;
4358}
4360/** sets up the subproblem using the solution to the master problem */
4362 SCIP_BENDERS* benders, /**< Benders' decomposition */
4363 SCIP_SET* set, /**< global SCIP settings */
4364 SCIP_SOL* sol, /**< primal CIP solution */
4365 int probnumber, /**< the subproblem number */
4366 SCIP_BENDERSENFOTYPE type /**< the enforcement type calling this function */
4367 )
4368{
4369 SCIP* subproblem;
4370 SCIP_VAR** vars;
4371 SCIP_VAR* mastervar;
4372 SCIP_Real solval;
4373 int nvars;
4374 int i;
4375
4376 assert(benders != NULL);
4377 assert(set != NULL);
4378 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
4379
4380 subproblem = SCIPbendersSubproblem(benders, probnumber);
4381
4382 /* the subproblem setup can only be performed if the subproblem is not NULL */
4383 if( subproblem == NULL )
4384 {
4385 SCIPerrorMessage("The subproblem %d is NULL. Thus, the subproblem setup must be performed manually in either "
4386 "bendersSolvesubconvex%s or bendersSolvesub%s.\n", probnumber, benders->name, benders->name);
4387 return SCIP_ERROR;
4388 }
4389 assert(subproblem != NULL);
4390
4391 /* changing all of the master problem variable to continuous. */
4392 SCIP_CALL( SCIPbendersChgMastervarsToCont(benders, set, probnumber) );
4393
4394 /* if the Benders' decomposition subproblem is convex and has continuous variables, then probing mode
4395 * must be started.
4396 * If the subproblem contains non-convex constraints or discrete variables, then the problem must be initialised,
4397 * and then put into SCIP_STAGE_SOLVING to be able to change the variable bounds. The probing mode is entered once
4398 * the variable bounds are set.
4399 * In the latter case, the transformed problem is freed after each subproblem solve round. */
4401 {
4402 SCIP_CALL( SCIPstartProbing(subproblem) );
4403 }
4404 else
4405 {
4406 SCIP_Bool success;
4407
4408 SCIP_CALL( initialiseSubproblem(benders, set, probnumber, &success) );
4409
4410 if( !success )
4411 {
4412 /* set the flag to indicate that the subproblems have been set up */
4413 SCIPbendersSetSubproblemIsSetup(benders, probnumber, FALSE);
4414
4415 return SCIP_OKAY;
4416 }
4417 }
4418
4419 vars = SCIPgetVars(subproblem);
4420 nvars = SCIPgetNVars(subproblem);
4421
4422 /* looping over all variables in the subproblem to find those corresponding to the master problem variables. */
4423 /* TODO: It should be possible to store the pointers to the master variables to speed up the subproblem setup */
4424 for( i = 0; i < nvars; i++ )
4425 {
4426 SCIP_CALL( SCIPbendersGetVar(benders, set, vars[i], &mastervar, -1) );
4427
4428 if( mastervar != NULL )
4429 {
4430 /* It is possible due to numerics that the solution value exceeds the upper or lower bounds. When this
4431 * happens, it causes an error in the LP solver as a result of inconsistent bounds. So the following statements
4432 * are used to ensure that the bounds are not exceeded when applying the fixings for the Benders'
4433 * decomposition subproblems
4434 */
4435 solval = SCIPgetSolVal(set->scip, sol, mastervar);
4436 if( !SCIPisLT(set->scip, solval, SCIPvarGetUbLocal(vars[i])) )
4437 solval = SCIPvarGetUbLocal(vars[i]);
4438 else if( !SCIPisGT(set->scip, solval, SCIPvarGetLbLocal(vars[i])) )
4439 solval = SCIPvarGetLbLocal(vars[i]);
4440
4441 /* fixing the variable in the subproblem */
4442 if( !SCIPisEQ(subproblem, SCIPvarGetLbLocal(vars[i]), SCIPvarGetUbLocal(vars[i])) )
4443 {
4444 if( SCIPisGT(subproblem, solval, SCIPvarGetLbLocal(vars[i])) )
4445 {
4446 SCIP_CALL( SCIPchgVarLb(subproblem, vars[i], solval) );
4447 }
4448 if( SCIPisLT(subproblem, solval, SCIPvarGetUbLocal(vars[i])) )
4449 {
4450 SCIP_CALL( SCIPchgVarUb(subproblem, vars[i], solval) );
4451 }
4452 }
4453
4454 assert(SCIPisEQ(subproblem, SCIPvarGetLbLocal(vars[i]), SCIPvarGetUbLocal(vars[i])));
4455 }
4456 else if( strstr(SCIPvarGetName(vars[i]), SLACKVAR_NAME) != NULL )
4457 {
4458 /* if the slack variables have been added to help improve feasibility, then they remain unfixed with a large
4459 * objective coefficient. Once the root node has been solved to optimality, then the slack variables are
4460 * fixed to zero.
4461 */
4462 if( benders->feasibilityphase && SCIPgetDepth(set->scip) == 0 && type != SCIP_BENDERSENFOTYPE_CHECK )
4463 {
4464 /* The coefficient update or variable fixing can only be performed if the subproblem is in probing mode.
4465 * If the slack var coef gets very large, then we fix the slack variable to 0 instead.
4466 */
4467 if( SCIPinProbing(subproblem) )
4468 {
4469 if( benders->slackvarcoef <= benders->maxslackvarcoef )
4470 {
4471 SCIP_CALL( SCIPchgVarObjProbing(subproblem, vars[i], benders->slackvarcoef) );
4472 }
4473 else
4474 {
4475 SCIP_CALL( SCIPchgVarUbProbing(subproblem, vars[i], 0.0) );
4476 }
4477 }
4478 }
4479 else
4480 {
4481 /* if the subproblem is non-linear and convex, then slack variables have been added to the subproblem. These
4482 * need to be fixed to zero when first solving the subproblem. However, if the slack variables have been added
4483 * by setting the execfeasphase runtime parameter, then they must not get fixed to zero
4484 */
4485 assert( !SCIPisEQ(subproblem, SCIPvarGetLbLocal(vars[i]), SCIPvarGetUbLocal(vars[i])) );
4486 assert( SCIPisZero(subproblem, SCIPvarGetLbLocal(vars[i])) );
4487
4488 if( SCIPisLT(subproblem, 0.0, SCIPvarGetUbLocal(vars[i])) )
4489 {
4490 SCIP_CALL( SCIPchgVarUb(subproblem, vars[i], 0.0) );
4491 }
4492 }
4493 }
4494 }
4495
4496 /* if the subproblem contain non-convex constraints or discrete variables, then the probing mode is entered after
4497 * setting up the subproblem
4498 */
4500 {
4501 SCIP_CALL( SCIPstartProbing(subproblem) );
4502 }
4503
4504 /* set the flag to indicate that the subproblems have been set up */
4505 SCIPbendersSetSubproblemIsSetup(benders, probnumber, TRUE);
4506
4507 return SCIP_OKAY;
4508}
4509
4510/** Solve a Benders' decomposition subproblems. This will either call the user defined method or the generic solving
4511 * methods. If the generic method is called, then the subproblem must be set up before calling this method. */
4513 SCIP_BENDERS* benders, /**< Benders' decomposition */
4514 SCIP_SET* set, /**< global SCIP settings */
4515 SCIP_SOL* sol, /**< primal CIP solution, can be NULL */
4516 int probnumber, /**< the subproblem number */
4517 SCIP_Bool* infeasible, /**< returns whether the current subproblem is infeasible */
4518 SCIP_Bool solvecip, /**< directly solve the CIP subproblem */
4519 SCIP_Real* objective /**< the objective function value of the subproblem, can be NULL */
4520 )
4521{
4522 assert(benders != NULL);
4523 assert(set != NULL);
4524 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
4525
4526 (*infeasible) = FALSE;
4527
4528 /* the subproblem must be set up before this function is called. */
4529 if( SCIPbendersSubproblem(benders, probnumber) != NULL && !SCIPbendersSubproblemIsSetup(benders, probnumber)
4530 && !SCIPbendersSubproblemIsIndependent(benders, probnumber) )
4531 {
4532 SCIPerrorMessage("Benders' decomposition subproblem %d must be set up before calling SCIPbendersSolveSubproblem(). Call SCIPsetupSubproblem() first.\n", probnumber);
4533 return SCIP_ERROR;
4534 }
4535
4536 /* if the subproblem solve callback is implemented, then that is used instead of the default setup */
4537 if( benders->benderssolvesubconvex != NULL || benders->benderssolvesub != NULL)
4538 {
4539 SCIP_BENDERSSOLVELOOP solveloop;
4540 SCIP_RESULT result;
4541 SCIP_Real subobj;
4542
4543 if( solvecip )
4545 else
4547
4548 SCIP_CALL( executeUserDefinedSolvesub(benders, set, sol, probnumber, solveloop, infeasible, &subobj, &result) );
4549
4550 if( objective != NULL )
4551 (*objective) = subobj;
4552 }
4553 else
4554 {
4555 SCIP* subproblem;
4556
4557 subproblem = SCIPbendersSubproblem(benders, probnumber);
4558 assert(subproblem != NULL);
4559
4560 /* solving the subproblem */
4561 if( solvecip && SCIPbendersGetSubproblemType(benders, probnumber) != SCIP_BENDERSSUBTYPE_CONVEXCONT )
4562 {
4563 SCIP_STATUS solvestatus;
4564
4565 SCIP_CALL( SCIPbendersSolveSubproblemCIP(set->scip, benders, probnumber, &solvestatus, solvecip) );
4566
4567 if( solvestatus == SCIP_STATUS_INFEASIBLE )
4568 (*infeasible) = TRUE;
4569 if( objective != NULL )
4570 (*objective) = SCIPgetSolOrigObj(subproblem, SCIPgetBestSol(subproblem))*(int)SCIPgetObjsense(subproblem);
4571 }
4572 else
4573 {
4574 SCIP_Bool success;
4575
4576 /* if the subproblem has convex constraints and continuous variables, then it should have been initialised and
4577 * in SCIP_STAGE_SOLVING. In this case, the subproblem only needs to be put into probing mode.
4578 */
4580 {
4581 /* if the subproblem is not in probing mode, then it must be put into that mode for the LP solve. */
4582 if( !SCIPinProbing(subproblem) )
4583 {
4584 SCIP_CALL( SCIPstartProbing(subproblem) );
4585 }
4586
4587 success = TRUE;
4588 }
4589 else
4590 {
4591 SCIP_CALL( initialiseSubproblem(benders, set, probnumber, &success) );
4592 }
4593
4594 /* if setting up the subproblem was successful */
4595 if( success )
4596 {
4597 SCIP_STATUS solvestatus;
4598 SCIP_Real lpobjective;
4599
4600 SCIP_CALL( SCIPbendersSolveSubproblemLP(set->scip, benders, probnumber, &solvestatus, &lpobjective) );
4601
4602 if( solvestatus == SCIP_STATUS_INFEASIBLE )
4603 (*infeasible) = TRUE;
4604 else if( objective != NULL )
4605 (*objective) = lpobjective;
4606 }
4607 else
4608 {
4609 if( objective != NULL )
4610 (*objective) = SCIPinfinity(subproblem);
4611 }
4612 }
4613 }
4614
4615 return SCIP_OKAY;
4616}
4617
4618/** copies the time and memory limit from the master problem to the subproblem */
4619static
4621 SCIP* scip, /**< the SCIP data structure */
4622 SCIP* subproblem /**< the Benders' decomposition subproblem */
4623 )
4624{
4625 SCIP_Real mastertimelimit;
4626 SCIP_Real subtimelimit;
4627 SCIP_Real maxsubtimelimit;
4628 SCIP_Real mastermemorylimit;
4629 SCIP_Real submemorylimit;
4630 SCIP_Real maxsubmemorylimit;
4631
4632 assert(scip != NULL);
4633
4634 /* setting the time limit for the Benders' decomposition subproblems. It is set to 102% of the remaining time. */
4635 SCIP_CALL( SCIPgetRealParam(scip, "limits/time", &mastertimelimit) );
4636 maxsubtimelimit = SCIPparamGetRealMax(SCIPgetParam(subproblem, "limits/time"));
4637 subtimelimit = (mastertimelimit - SCIPgetSolvingTime(scip)) * 1.02;
4638 subtimelimit = MIN(subtimelimit, maxsubtimelimit);
4639 SCIP_CALL( SCIPsetRealParam(subproblem, "limits/time", MAX(0.0, subtimelimit)) );
4640
4641 /* setting the memory limit for the Benders' decomposition subproblems. */
4642 SCIP_CALL( SCIPgetRealParam(scip, "limits/memory", &mastermemorylimit) );
4643 maxsubmemorylimit = SCIPparamGetRealMax(SCIPgetParam(subproblem, "limits/memory"));
4644 submemorylimit = mastermemorylimit - (SCIPgetMemUsed(scip) + SCIPgetMemExternEstim(scip))/1048576.0;
4645 submemorylimit = MIN(submemorylimit, maxsubmemorylimit);
4646 SCIP_CALL( SCIPsetRealParam(subproblem, "limits/memory", MAX(0.0, submemorylimit)) );
4647
4648 return SCIP_OKAY;
4649}
4650
4651/** stores the original parameters from the subproblem */
4652static
4654 SCIP* subproblem, /**< the SCIP data structure */
4655 SCIP_SUBPROBPARAMS* origparams /**< the original subproblem parameters */
4656 )
4657{
4658 assert(subproblem != NULL);
4659 assert(origparams != NULL);
4660
4661 SCIP_CALL( SCIPgetRealParam(subproblem, "limits/memory", &origparams->limits_memory) );
4662 SCIP_CALL( SCIPgetRealParam(subproblem, "limits/time", &origparams->limits_time) );
4663 SCIP_CALL( SCIPgetBoolParam(subproblem, "conflict/enable", &origparams->conflict_enable) );
4664 SCIP_CALL( SCIPgetIntParam(subproblem, "lp/disablecutoff", &origparams->lp_disablecutoff) );
4665 SCIP_CALL( SCIPgetIntParam(subproblem, "lp/scaling", &origparams->lp_scaling) );
4666 SCIP_CALL( SCIPgetCharParam(subproblem, "lp/initalgorithm", &origparams->lp_initalg) );
4667 SCIP_CALL( SCIPgetCharParam(subproblem, "lp/resolvealgorithm", &origparams->lp_resolvealg) );
4668 SCIP_CALL( SCIPgetBoolParam(subproblem, "lp/alwaysgetduals", &origparams->lp_alwaysgetduals) );
4669 SCIP_CALL( SCIPgetBoolParam(subproblem, "misc/scaleobj", &origparams->misc_scaleobj) );
4670 SCIP_CALL( SCIPgetBoolParam(subproblem, "misc/catchctrlc", &origparams->misc_catchctrlc) );
4671 SCIP_CALL( SCIPgetIntParam(subproblem, "propagating/maxrounds", &origparams->prop_maxrounds) );
4672 SCIP_CALL( SCIPgetIntParam(subproblem, "propagating/maxroundsroot", &origparams->prop_maxroundsroot) );
4673 SCIP_CALL( SCIPgetIntParam(subproblem, "constraints/linear/propfreq", &origparams->cons_linear_propfreq) );
4674
4675 return SCIP_OKAY;
4676}
4677
4678/** sets the parameters for the subproblem */
4679static
4681 SCIP* scip, /**< the SCIP data structure */
4682 SCIP* subproblem /**< the subproblem SCIP instance */
4683 )
4684{
4685 assert(scip != NULL);
4686 assert(subproblem != NULL);
4687
4688 /* copying memory and time limits */
4689 SCIP_CALL( copyMemoryAndTimeLimits(scip, subproblem) );
4690
4691 /* Do we have to disable presolving? If yes, we have to store all presolving parameters. */
4693
4694 /* Disabling heuristics so that the problem is not trivially solved */
4696
4697 /* store parameters that are changed for the generation of the subproblem cuts */
4698 SCIP_CALL( SCIPsetBoolParam(subproblem, "conflict/enable", FALSE) );
4699
4700 SCIP_CALL( SCIPsetIntParam(subproblem, "lp/disablecutoff", 1) );
4701 SCIP_CALL( SCIPsetIntParam(subproblem, "lp/scaling", 0) );
4702
4703 SCIP_CALL( SCIPsetCharParam(subproblem, "lp/initalgorithm", 'd') );
4704 SCIP_CALL( SCIPsetCharParam(subproblem, "lp/resolvealgorithm", 'd') );
4705
4706 SCIP_CALL( SCIPsetBoolParam(subproblem, "lp/alwaysgetduals", TRUE) );
4707 SCIP_CALL( SCIPsetBoolParam(subproblem, "misc/scaleobj", FALSE) );
4708
4709 /* do not abort subproblem on CTRL-C */
4710 SCIP_CALL( SCIPsetBoolParam(subproblem, "misc/catchctrlc", FALSE) );
4711
4712#ifndef SCIP_MOREDEBUG
4713 SCIP_CALL( SCIPsetIntParam(subproblem, "display/verblevel", (int)SCIP_VERBLEVEL_NONE) );
4714#endif
4715
4716 SCIP_CALL( SCIPsetIntParam(subproblem, "propagating/maxrounds", 0) );
4717 SCIP_CALL( SCIPsetIntParam(subproblem, "propagating/maxroundsroot", 0) );
4718
4719 SCIP_CALL( SCIPsetIntParam(subproblem, "constraints/linear/propfreq", -1) );
4720
4721 SCIP_CALL( SCIPsetIntParam(subproblem, "heuristics/alns/freq", -1) );
4722
4723 SCIP_CALL( SCIPsetIntParam(subproblem, "separating/aggregation/freq", -1) );
4724 SCIP_CALL( SCIPsetIntParam(subproblem, "separating/gomory/freq", -1) );
4725
4726 return SCIP_OKAY;
4727}
4728
4729/** resets the original parameters from the subproblem */
4730static
4732 SCIP* subproblem, /**< the SCIP data structure */
4733 SCIP_SUBPROBPARAMS* origparams /**< the original subproblem parameters */
4734 )
4735{
4736 assert(subproblem != NULL);
4737 assert(origparams != NULL);
4738
4739 SCIP_CALL( SCIPsetRealParam(subproblem, "limits/memory", origparams->limits_memory) );
4740 SCIP_CALL( SCIPsetRealParam(subproblem, "limits/time", origparams->limits_time) );
4741 SCIP_CALL( SCIPsetBoolParam(subproblem, "conflict/enable", origparams->conflict_enable) );
4742 SCIP_CALL( SCIPsetIntParam(subproblem, "lp/disablecutoff", origparams->lp_disablecutoff) );
4743 SCIP_CALL( SCIPsetIntParam(subproblem, "lp/scaling", origparams->lp_scaling) );
4744 SCIP_CALL( SCIPsetCharParam(subproblem, "lp/initalgorithm", origparams->lp_initalg) );
4745 SCIP_CALL( SCIPsetCharParam(subproblem, "lp/resolvealgorithm", origparams->lp_resolvealg) );
4746 SCIP_CALL( SCIPsetBoolParam(subproblem, "lp/alwaysgetduals", origparams->lp_alwaysgetduals) );
4747 SCIP_CALL( SCIPsetBoolParam(subproblem, "misc/scaleobj", origparams->misc_scaleobj) );
4748 SCIP_CALL( SCIPsetBoolParam(subproblem, "misc/catchctrlc", origparams->misc_catchctrlc) );
4749 SCIP_CALL( SCIPsetIntParam(subproblem, "propagating/maxrounds", origparams->prop_maxrounds) );
4750 SCIP_CALL( SCIPsetIntParam(subproblem, "propagating/maxroundsroot", origparams->prop_maxroundsroot) );
4751 SCIP_CALL( SCIPsetIntParam(subproblem, "constraints/linear/propfreq", origparams->cons_linear_propfreq) );
4752
4753 return SCIP_OKAY;
4754}
4756/** returns NLP solver parameters used for solving NLP subproblems */
4758 SCIP_BENDERS* benders /**< Benders' decomposition */
4759 )
4760{
4761 assert(benders != NULL);
4762
4763 return benders->nlpparam;
4764}
4765
4766/** solves the LP of the Benders' decomposition subproblem
4767 *
4768 * This requires that the subproblem is in probing mode.
4769 */
4771 SCIP* scip, /**< the SCIP data structure */
4772 SCIP_BENDERS* benders, /**< the Benders' decomposition data structure */
4773 int probnumber, /**< the subproblem number */
4774 SCIP_STATUS* solvestatus, /**< status of subproblem solve */
4775 SCIP_Real* objective /**< optimal value of subproblem, if solved to optimality */
4776 )
4777{
4778 SCIP* subproblem;
4779 SCIP_SUBPROBPARAMS* origparams;
4780 SCIP_Bool solvenlp;
4781
4782 assert(benders != NULL);
4783 assert(solvestatus != NULL);
4784 assert(objective != NULL);
4785 assert(SCIPbendersSubproblemIsSetup(benders, probnumber));
4786
4787 /* TODO: This should be solved just as an LP, so as a MIP. There is too much overhead with the MIP.
4788 * Need to change status check for checking the LP. */
4789 subproblem = SCIPbendersSubproblem(benders, probnumber);
4790 assert(subproblem != NULL);
4791
4792 /* only solve the NLP relaxation if the NLP has been constructed and there exists an NLPI. If it is not possible to
4793 * solve the NLP relaxation, then the LP relaxation is used to generate Benders' cuts
4794 */
4795 solvenlp = FALSE;
4796 if( SCIPisNLPConstructed(subproblem) && SCIPgetNNlpis(subproblem) > 0
4798 solvenlp = TRUE;
4799
4800 *objective = SCIPinfinity(subproblem);
4801
4802 assert(SCIPisNLPConstructed(subproblem) || SCIPisLPConstructed(subproblem));
4803 assert(SCIPinProbing(subproblem));
4804
4805 /* allocating memory for the parameter storage */
4806 SCIP_CALL( SCIPallocBlockMemory(subproblem, &origparams) );
4807
4808 /* store the original parameters of the subproblem */
4809 SCIP_CALL( storeOrigSubproblemParams(subproblem, origparams) );
4810
4811 /* setting the subproblem parameters */
4812 SCIP_CALL( setSubproblemParams(scip, subproblem) );
4813
4814 if( solvenlp )
4815 {
4816 SCIP_NLPSOLSTAT nlpsolstat;
4817 SCIP_NLPTERMSTAT nlptermstat;
4818#ifdef SCIP_MOREDEBUG
4819 SCIP_SOL* nlpsol;
4820#endif
4821
4822 SCIP_CALL( SCIPsolveNLPParam(subproblem, benders->nlpparam) );
4823
4824 nlpsolstat = SCIPgetNLPSolstat(subproblem);
4825 nlptermstat = SCIPgetNLPTermstat(subproblem);
4826 SCIPdebugMsg(scip, "NLP solstat %d termstat %d\n", nlpsolstat, nlptermstat);
4827
4828 if( nlptermstat == SCIP_NLPTERMSTAT_OKAY && (nlpsolstat == SCIP_NLPSOLSTAT_LOCINFEASIBLE || nlpsolstat == SCIP_NLPSOLSTAT_GLOBINFEASIBLE) )
4829 {
4830 /* trust infeasible only if terminated "okay" */
4831 (*solvestatus) = SCIP_STATUS_INFEASIBLE;
4832 }
4833 else if( nlpsolstat == SCIP_NLPSOLSTAT_LOCOPT || nlpsolstat == SCIP_NLPSOLSTAT_GLOBOPT
4834 || nlpsolstat == SCIP_NLPSOLSTAT_FEASIBLE )
4835 {
4836#ifdef SCIP_MOREDEBUG
4837 SCIP_CALL( SCIPcreateNLPSol(subproblem, &nlpsol, NULL) );
4838 SCIP_CALL( SCIPprintSol(subproblem, nlpsol, NULL, FALSE) );
4839 SCIP_CALL( SCIPfreeSol(subproblem, &nlpsol) );
4840#endif
4841
4842 (*solvestatus) = SCIP_STATUS_OPTIMAL;
4843 (*objective) = SCIPretransformObj(subproblem, SCIPgetNLPObjval(subproblem));
4844 }
4845 else if( nlpsolstat == SCIP_NLPSOLSTAT_UNBOUNDED )
4846 {
4847 (*solvestatus) = SCIP_STATUS_UNBOUNDED;
4848 SCIPerrorMessage("The NLP of Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4849 probnumber);
4850 SCIPABORT();
4851 }
4852 else if( nlptermstat == SCIP_NLPTERMSTAT_TIMELIMIT )
4853 {
4854 (*solvestatus) = SCIP_STATUS_TIMELIMIT;
4855 }
4856 else if( nlptermstat == SCIP_NLPTERMSTAT_ITERLIMIT)
4857 {
4858 /* this is an approximation in lack of a better fitting SCIP_STATUS */
4859 SCIPwarningMessage(scip, "The NLP solver stopped due to an iteration limit for Benders' decomposition subproblem %d. Consider increasing benders/%s/nlpiterlimit.\n", probnumber, SCIPbendersGetName(benders));
4860 (*solvestatus) = SCIP_STATUS_TIMELIMIT;
4861 }
4862 else if( nlptermstat == SCIP_NLPTERMSTAT_INTERRUPT )
4863 {
4864 (*solvestatus) = SCIP_STATUS_USERINTERRUPT;
4865 }
4866 else
4867 {
4868 SCIPerrorMessage("Invalid solution status: %d. Termination status: %d. Solving the NLP relaxation of Benders' decomposition subproblem %d.\n",
4869 nlpsolstat, nlptermstat, probnumber);
4870 SCIPABORT();
4871 }
4872 }
4873 else
4874 {
4875 SCIP_Bool lperror;
4876 SCIP_Bool cutoff;
4877
4878 SCIP_CALL( SCIPsolveProbingLP(subproblem, -1, &lperror, &cutoff) );
4879
4880 switch( SCIPgetLPSolstat(subproblem) )
4881 {
4883 {
4884 (*solvestatus) = SCIP_STATUS_INFEASIBLE;
4885 break;
4886 }
4887
4889 {
4890 (*solvestatus) = SCIP_STATUS_OPTIMAL;
4891 (*objective) = SCIPgetSolOrigObj(subproblem, NULL)*(int)SCIPgetObjsense(scip);
4892 break;
4893 }
4894
4896 {
4897 (*solvestatus) = SCIP_STATUS_UNBOUNDED;
4898 SCIPerrorMessage("The LP of Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4899 probnumber);
4900 SCIPABORT();
4901 break;
4902 }
4903
4907 {
4908 if( SCIPgetLPSolstat(subproblem) == SCIP_LPSOLSTAT_TIMELIMIT )
4909 (*solvestatus) = SCIP_STATUS_TIMELIMIT;
4910 else
4911 (*solvestatus) = SCIP_STATUS_UNKNOWN;
4912
4913 SCIPverbMessage(scip, SCIP_VERBLEVEL_FULL, NULL, " Benders' decomposition: Error solving LP "
4914 "relaxation of subproblem %d. No cut will be generated for this subproblem.\n", probnumber);
4915 break;
4916 }
4917
4920 default:
4921 {
4922 SCIPerrorMessage("Invalid status: %d. Solving the LP relaxation of Benders' decomposition subproblem %d.\n",
4923 SCIPgetLPSolstat(subproblem), probnumber);
4924 SCIPABORT();
4925 break;
4926 }
4927 }
4928 }
4929
4930 /* resetting the subproblem parameters */
4931 SCIP_CALL( resetOrigSubproblemParams(subproblem, origparams) );
4932
4933 /* freeing the parameter storage */
4934 SCIPfreeBlockMemory(subproblem, &origparams);
4935
4936 return SCIP_OKAY;
4937}
4939/** solves the Benders' decomposition subproblem */
4941 SCIP* scip, /**< the SCIP data structure */
4942 SCIP_BENDERS* benders, /**< the Benders' decomposition data structure */
4943 int probnumber, /**< the subproblem number */
4944 SCIP_STATUS* solvestatus, /**< status of subproblem solve */
4945 SCIP_Bool solvecip /**< directly solve the CIP subproblem */
4946 )
4947{
4948 SCIP* subproblem;
4949 SCIP_SUBPROBPARAMS* origparams;
4950
4951 assert(benders != NULL);
4952 assert(solvestatus != NULL);
4953
4954 subproblem = SCIPbendersSubproblem(benders, probnumber);
4955 assert(subproblem != NULL);
4956
4957 /* allocating memory for the parameter storage */
4958 SCIP_CALL( SCIPallocBlockMemory(subproblem, &origparams) );
4959
4960 /* store the original parameters of the subproblem */
4961 SCIP_CALL( storeOrigSubproblemParams(subproblem, origparams) );
4962
4963 /* If the solve has been stopped for the subproblem, then we need to restart it to complete the solve. The subproblem
4964 * is stopped when it is a MIP so that LP cuts and IP cuts can be generated. */
4965 if( SCIPgetStage(subproblem) == SCIP_STAGE_SOLVING )
4966 {
4967 /* the subproblem should be in probing mode. Otherwise, the event handler did not work correctly */
4968 assert( SCIPinProbing(subproblem) );
4969
4970 /* the probing mode needs to be stopped so that the MIP can be solved */
4971 SCIP_CALL( SCIPendProbing(subproblem) );
4972
4973 /* the problem was interrupted in the event handler, so SCIP needs to be informed that the problem is to be restarted */
4974 SCIP_CALL( SCIPrestartSolve(subproblem) );
4975 }
4976 else if( solvecip )
4977 {
4978 /* if the MIP will be solved directly, then the probing mode needs to be skipped.
4979 * This is achieved by setting the solvecip flag in the event handler data to TRUE
4980 */
4981 SCIP_EVENTHDLR* eventhdlr;
4982 SCIP_EVENTHDLRDATA* eventhdlrdata;
4983
4984 eventhdlr = SCIPfindEventhdlr(subproblem, MIPNODEFOCUS_EVENTHDLR_NAME);
4985 eventhdlrdata = SCIPeventhdlrGetData(eventhdlr);
4986
4987 eventhdlrdata->solvecip = TRUE;
4988 }
4989 else
4990 {
4991 /* if the problem is not in probing mode, then we need to solve the LP. That requires all methods that will
4992 * modify the structure of the problem need to be deactivated */
4993
4994 /* setting the subproblem parameters */
4995 SCIP_CALL( setSubproblemParams(scip, subproblem) );
4996
4997#ifdef SCIP_EVENMOREDEBUG
4998 SCIP_CALL( SCIPsetBoolParam(subproblem, "display/lpinfo", TRUE) );
4999#endif
5000 }
5001
5002#ifdef SCIP_MOREDEBUG
5003 SCIP_CALL( SCIPsetIntParam(subproblem, "display/verblevel", (int)SCIP_VERBLEVEL_FULL) );
5004 SCIP_CALL( SCIPsetIntParam(subproblem, "display/freq", 1) );
5005#endif
5006
5007 SCIP_CALL( SCIPsolve(subproblem) );
5008
5009 *solvestatus = SCIPgetStatus(subproblem);
5010
5011 if( *solvestatus != SCIP_STATUS_OPTIMAL && *solvestatus != SCIP_STATUS_UNBOUNDED
5012 && *solvestatus != SCIP_STATUS_INFEASIBLE && *solvestatus != SCIP_STATUS_USERINTERRUPT
5013 && *solvestatus != SCIP_STATUS_BESTSOLLIMIT && *solvestatus != SCIP_STATUS_TIMELIMIT
5014 && *solvestatus != SCIP_STATUS_MEMLIMIT )
5015 {
5016 SCIPerrorMessage("Invalid status: %d. Solving the CIP of Benders' decomposition subproblem %d.\n",
5017 *solvestatus, probnumber);
5018 SCIPABORT();
5019 }
5020
5021 /* resetting the subproblem parameters */
5022 SCIP_CALL( resetOrigSubproblemParams(subproblem, origparams) );
5023
5024 /* freeing the parameter storage */
5025 SCIPfreeBlockMemory(subproblem, &origparams);
5026
5027 return SCIP_OKAY;
5028}
5030/** frees the subproblems */
5032 SCIP_BENDERS* benders, /**< Benders' decomposition */
5033 SCIP_SET* set, /**< global SCIP settings */
5034 int probnumber /**< the subproblem number */
5035 )
5036{
5037 assert(benders != NULL);
5038 assert(benders->bendersfreesub != NULL
5039 || (benders->bendersfreesub == NULL && benders->benderssolvesubconvex == NULL && benders->benderssolvesub == NULL));
5040 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5041
5042 if( benders->bendersfreesub != NULL )
5043 {
5044 SCIP_CALL( benders->bendersfreesub(set->scip, benders, probnumber) );
5045 }
5046 else
5047 {
5048 /* the subproblem is only freed if it is not independent */
5049 if( subproblemIsActive(benders, probnumber) )
5050 {
5051 SCIP* subproblem = SCIPbendersSubproblem(benders, probnumber);
5052
5054 {
5055 /* ending probing mode to reset the current node. The probing mode will be restarted at the next solve */
5056 if( SCIPinProbing(subproblem) )
5057 {
5058 SCIP_CALL( SCIPendProbing(subproblem) );
5059 }
5060 }
5061 else
5062 {
5063 /* if the subproblems were solved as part of an enforcement stage, then they will still be in probing mode. The
5064 * probing mode must first be finished and then the problem can be freed */
5065 if( SCIPgetStage(subproblem) >= SCIP_STAGE_TRANSFORMED && SCIPinProbing(subproblem) )
5066 {
5067 SCIP_CALL( SCIPendProbing(subproblem) );
5068 }
5069
5070 SCIP_CALL( SCIPfreeTransform(subproblem) );
5071 }
5072 }
5073 }
5074
5075 /* setting the setup flag for the subproblem to FALSE */
5076 SCIPbendersSetSubproblemIsSetup(benders, probnumber, FALSE);
5077 return SCIP_OKAY;
5078}
5080/** compares the subproblem objective value with the auxiliary variable value for optimality */
5082 SCIP_BENDERS* benders, /**< the benders' decomposition structure */
5083 SCIP_SET* set, /**< global SCIP settings */
5084 SCIP_SOL* sol, /**< primal CIP solution */
5085 int probnumber /**< the subproblem number */
5086 )
5087{
5088 SCIP_Real auxiliaryvarval;
5089 SCIP_Bool optimal;
5090
5091 assert(benders != NULL);
5092 assert(set != NULL);
5093 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5094
5095 optimal = FALSE;
5096
5097 auxiliaryvarval = SCIPbendersGetAuxiliaryVarVal(benders, set, sol, probnumber);
5098
5099 SCIPsetDebugMsg(set, "Subproblem %d - Auxiliary Variable: %g Subproblem Objective: %g Reldiff: %g Soltol: %g\n",
5100 probnumber, auxiliaryvarval, SCIPbendersGetSubproblemObjval(benders, probnumber),
5101 SCIPrelDiff(SCIPbendersGetSubproblemObjval(benders, probnumber), auxiliaryvarval), benders->solutiontol);
5102
5103 if( SCIPrelDiff(SCIPbendersGetSubproblemObjval(benders, probnumber), auxiliaryvarval) < benders->solutiontol )
5104 optimal = TRUE;
5105
5106 return optimal;
5107}
5109/** returns the value of the auxiliary variable value in a master problem solution */
5111 SCIP_BENDERS* benders, /**< the benders' decomposition structure */
5112 SCIP_SET* set, /**< global SCIP settings */
5113 SCIP_SOL* sol, /**< primal CIP solution */
5114 int probnumber /**< the subproblem number */
5115 )
5116{
5117 SCIP_VAR* auxiliaryvar;
5118
5119 assert(benders != NULL);
5120 assert(set != NULL);
5121
5122 auxiliaryvar = SCIPbendersGetAuxiliaryVar(benders, probnumber);
5123 assert(auxiliaryvar != NULL);
5124
5125 return SCIPgetSolVal(set->scip, sol, auxiliaryvar);
5126}
5127
5128/** Solves an independent subproblem to identify its lower bound. The lower bound is then used to update the bound on
5129 * the auxiliary variable.
5130 */
5132 SCIP_BENDERS* benders, /**< Benders' decomposition */
5133 SCIP_SET* set, /**< global SCIP settings */
5134 int probnumber, /**< the subproblem to be evaluated */
5135 SCIP_Real* lowerbound, /**< the lowerbound for the subproblem */
5136 SCIP_Bool* infeasible /**< was the subproblem found to be infeasible? */
5137 )
5138{
5139 SCIP* subproblem;
5140 SCIP_Real dualbound;
5141 SCIP_Real memorylimit;
5142 SCIP_Real timelimit;
5143 SCIP_Longint totalnodes;
5144 int disablecutoff;
5145 int verblevel;
5146 SCIP_Bool lperror;
5147 SCIP_Bool cutoff;
5148
5149 assert(benders != NULL);
5150 assert(set != NULL);
5151
5152 if( benders->benderssolvesub != NULL || benders->benderssolvesubconvex != NULL )
5153 {
5154 (*lowerbound) = SCIPvarGetLbGlobal(SCIPbendersGetAuxiliaryVar(benders, probnumber));
5155 (*infeasible) = FALSE;
5156
5157 SCIPinfoMessage(set->scip, NULL, "Benders' decomposition: a bendersSolvesub or bendersSolvesubconvex has been "
5158 "implemented. SCIPbendersComputeSubproblemLowerbound can not be executed.\n");
5159 SCIPinfoMessage(set->scip, NULL, "Set the auxiliary variable lower bound by calling "
5160 "SCIPbendersUpdateSubproblemLowerbound in bendersCreatesub. The auxiliary variable %d will remain as %g\n",
5161 probnumber, (*lowerbound));
5162
5163 return SCIP_OKAY;
5164 }
5165 else
5166 {
5167 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_FULL, NULL, "Benders' decomposition: Computing a lower bound for"
5168 " subproblem %d\n", probnumber);
5169 }
5170
5171 /* getting the subproblem to evaluate */
5172 subproblem = SCIPbendersSubproblem(benders, probnumber);
5173
5174 (*lowerbound) = -SCIPinfinity(subproblem);
5175 (*infeasible) = FALSE;
5176
5177 SCIP_CALL( SCIPgetIntParam(subproblem, "display/verblevel", &verblevel) );
5178 SCIP_CALL( SCIPsetIntParam(subproblem, "display/verblevel", (int)SCIP_VERBLEVEL_NONE) );
5179#ifdef SCIP_MOREDEBUG
5180 SCIP_CALL( SCIPsetIntParam(subproblem, "display/verblevel", (int)SCIP_VERBLEVEL_HIGH) );
5181#endif
5182
5183 /* copying memory and time limits */
5184 SCIP_CALL( SCIPgetRealParam(subproblem, "limits/time", &timelimit) );
5185 SCIP_CALL( SCIPgetRealParam(subproblem, "limits/memory", &memorylimit) );
5186 SCIP_CALL( copyMemoryAndTimeLimits(set->scip, subproblem) );
5187
5188 /* if the subproblem is independent, then the default SCIP settings are used. Otherwise, only the root node is solved
5189 * to compute a lower bound on the subproblem
5190 */
5191 SCIP_CALL( SCIPgetLongintParam(subproblem, "limits/totalnodes", &totalnodes) );
5192 SCIP_CALL( SCIPgetIntParam(subproblem, "lp/disablecutoff", &disablecutoff) );
5193 if( !SCIPbendersSubproblemIsIndependent(benders, probnumber) )
5194 {
5195 SCIP_CALL( SCIPsetLongintParam(subproblem, "limits/totalnodes", 1LL) );
5196 SCIP_CALL( SCIPsetIntParam(subproblem, "lp/disablecutoff", 1) );
5197 }
5198
5199 /* if the subproblem not independent and is convex, then the probing LP is solved. Otherwise, the MIP is solved */
5200 dualbound = -SCIPinfinity(subproblem);
5202 {
5203 SCIP_Bool solvenlp = FALSE;
5204
5205 assert(SCIPisLPConstructed(subproblem) || SCIPisNLPConstructed(subproblem));
5206
5207 if( SCIPisNLPConstructed(subproblem) && SCIPgetNNlpis(subproblem) > 0
5209 solvenlp = TRUE;
5210
5211 SCIP_CALL( SCIPstartProbing(subproblem) );
5212 if( solvenlp )
5213 {
5214 SCIP_NLPSOLSTAT nlpsolstat;
5215 SCIP_NLPTERMSTAT nlptermstat;
5216
5217 SCIP_CALL( SCIPsolveNLPParam(subproblem, benders->nlpparam) );
5218
5219 nlpsolstat = SCIPgetNLPSolstat(subproblem);
5220 nlptermstat = SCIPgetNLPTermstat(subproblem);
5221 SCIPdebugMsg(set->scip, "NLP solstat %d termstat %d\n", nlpsolstat, nlptermstat);
5222
5223 if( nlptermstat == SCIP_NLPTERMSTAT_OKAY && (nlpsolstat == SCIP_NLPSOLSTAT_LOCINFEASIBLE || nlpsolstat == SCIP_NLPSOLSTAT_GLOBINFEASIBLE) )
5224 {
5225 /* trust infeasible only if terminated "okay" */
5226 (*infeasible) = TRUE;
5227 }
5228 else if( nlpsolstat == SCIP_NLPSOLSTAT_LOCOPT || nlpsolstat == SCIP_NLPSOLSTAT_GLOBOPT )
5229 {
5230 dualbound = SCIPretransformObj(subproblem, SCIPgetNLPObjval(subproblem));
5231 }
5232 }
5233 else
5234 {
5235 SCIP_CALL( SCIPsolveProbingLP(subproblem, -1, &lperror, &cutoff) );
5236
5237 if( SCIPgetLPSolstat(subproblem) == SCIP_LPSOLSTAT_INFEASIBLE )
5238 (*infeasible) = TRUE;
5239 else if( SCIPgetLPSolstat(subproblem) == SCIP_LPSOLSTAT_OPTIMAL )
5240 dualbound = SCIPgetSolOrigObj(subproblem, NULL)*(int)SCIPgetObjsense(set->scip);
5241 }
5242 }
5243 else
5244 {
5245 SCIP_EVENTHDLRDATA* eventhdlrdata;
5246
5247 /* if the subproblem is not convex, then event handlers have been added to interrupt the solve. These must be
5248 * disabled
5249 */
5251 eventhdlrdata->solvecip = TRUE;
5252
5253 SCIP_CALL( SCIPsolve(subproblem) );
5254
5255 if( SCIPgetStatus(subproblem) == SCIP_STATUS_INFEASIBLE )
5256 (*infeasible) = TRUE;
5257 else
5258 dualbound = SCIPgetDualbound(subproblem);
5259 }
5260
5261 /* getting the lower bound value */
5262 (*lowerbound) = dualbound;
5263
5264 if( !SCIPbendersSubproblemIsIndependent(benders, probnumber) )
5265 {
5266 SCIP_CALL( SCIPsetLongintParam(subproblem, "limits/totalnodes", totalnodes) );
5267 SCIP_CALL( SCIPsetIntParam(subproblem, "lp/disablecutoff", disablecutoff) );
5268 }
5269 SCIP_CALL( SCIPsetIntParam(subproblem, "display/verblevel", verblevel) );
5270 SCIP_CALL( SCIPsetRealParam(subproblem, "limits/memory", memorylimit) );
5271 SCIP_CALL( SCIPsetRealParam(subproblem, "limits/time", timelimit) );
5272
5273 /* the subproblem must be freed so that it is reset for the subsequent Benders' decomposition solves. If the
5274 * subproblems are independent, they are not freed. SCIPfreeBendersSubproblem must still be called, but in this
5275 * function the independent subproblems are not freed. However, they will still be freed at the end of the
5276 * solving process for the master problem.
5277 */
5278 SCIP_CALL( SCIPbendersFreeSubproblem(benders, set, probnumber) );
5279
5280 return SCIP_OKAY;
5281}
5282
5283/** Merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and
5284 * constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. The reason for
5285 * keeping the subproblem available is for when it is queried for solutions after the problem is solved.
5286 *
5287 * Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that
5288 * it will not be solved in the subsequent subproblem solving loops.
5289 *
5290 * The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem
5291 * is added as an underestimator constraint.
5292 */
5294 SCIP_BENDERS* benders, /**< Benders' decomposition */
5295 SCIP_SET* set, /**< global SCIP settings */
5296 SCIP_HASHMAP* varmap, /**< a hashmap to store the mapping of subproblem variables corresponding
5297 * to the newly created master variables, or NULL */
5298 SCIP_HASHMAP* consmap, /**< a hashmap to store the mapping of subproblem constraints to the
5299 * corresponding newly created constraints, or NULL */
5300 int probnumber /**< the number of the subproblem that will be merged into the master problem*/
5301 )
5302{
5303 SCIP* subproblem;
5304 SCIP_HASHMAP* localvarmap;
5305 SCIP_HASHMAP* localconsmap;
5306 SCIP_VAR** vars;
5307 SCIP_VAR* auxiliaryvar;
5308 SCIP_CONS** conss;
5309 SCIP_CONS* objcons;
5310 int nvars;
5311 int nconss;
5312 int i;
5313 SCIP_Bool uselocalvarmap;
5314 SCIP_Bool uselocalconsmap;
5315 char varname[SCIP_MAXSTRLEN];
5316 char consname[SCIP_MAXSTRLEN];
5317 const char* origvarname;
5318
5319 assert(benders != NULL);
5320 assert(set != NULL);
5321 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5322
5323 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_HIGH, NULL, " Benders' decomposition: Infeasibility of subproblem %d can't "
5324 "be resolved. Subproblem %d is being merged into the master problem.\n", probnumber, probnumber);
5325
5326 /* freeing the subproblem because it will be flagged as independent. Since the subproblem is flagged as independent,
5327 * it will no longer be solved or freed within the solving loop.
5328 */
5329 SCIP_CALL( SCIPbendersFreeSubproblem(benders, set, probnumber) );
5330
5331 subproblem = SCIPbendersSubproblem(benders, probnumber);
5332
5333 uselocalvarmap = (varmap == NULL);
5334 uselocalconsmap = (consmap == NULL);
5335
5336 if( uselocalvarmap )
5337 {
5338 /* create the variable mapping hash map */
5339 SCIP_CALL( SCIPhashmapCreate(&localvarmap, SCIPblkmem(set->scip), SCIPgetNVars(subproblem)) );
5340 }
5341 else
5342 localvarmap = varmap;
5343
5344 if( uselocalconsmap )
5345 {
5346 /* create the constraint mapping hash map */
5347 SCIP_CALL( SCIPhashmapCreate(&localconsmap, SCIPblkmem(set->scip), SCIPgetNConss(subproblem)) );
5348 }
5349 else
5350 localconsmap = consmap;
5351
5352 /* retrieving the subproblem variable to build a subproblem mapping */
5353 vars = SCIPgetVars(subproblem);
5354 nvars = SCIPgetNVars(subproblem);
5355
5356 /* creating the objective function constraint that will be added to the master problem */
5357 /* setting the name of the transferred cut */
5358 (void) SCIPsnprintf(consname, SCIP_MAXSTRLEN, "objectivecons_%d", probnumber );
5359 SCIP_CALL( SCIPcreateConsBasicLinear(set->scip, &objcons, consname, 0, NULL, NULL, -SCIPsetInfinity(set), 0.0) );
5360 SCIP_CALL( SCIPsetConsRemovable(set->scip, objcons, TRUE) );
5361
5362 for( i = 0; i < nvars; i++ )
5363 {
5364 SCIP_VAR* mastervar = NULL;
5365 SCIP_Bool releasevar = FALSE;
5366
5367 SCIP_CALL( SCIPgetBendersMasterVar(set->scip, benders, vars[i], &mastervar) );
5368
5369 /* if the master problem variable is not NULL, then there is a corresponding variable in the master problem for
5370 * the given subproblem variable. In this case, the variable is added to the hashmap.
5371 */
5372 if( mastervar == NULL )
5373 {
5374 SCIP_VAR* origvar;
5375 SCIP_Real scalar;
5376 SCIP_Real constant;
5377
5378 /* This is following the same process as in createVariableMappings. The original variable is used to map
5379 * between the subproblem and the master problem
5380 */
5381 origvar = vars[i];
5382 scalar = 1.0;
5383 constant = 0.0;
5384 SCIP_CALL( SCIPvarGetOrigvarSum(&origvar, &scalar, &constant) );
5385
5386 /* retrieving the var name */
5387 origvarname = SCIPvarGetName(origvar);
5388 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s", origvarname);
5389
5390 /* creating and adding the variable to the Benders' decomposition master problem */
5391 SCIP_CALL( SCIPcreateVarBasic(set->scip, &mastervar, varname, SCIPvarGetLbOriginal(origvar),
5392 SCIPvarGetUbOriginal(origvar), 0.0, SCIPvarGetType(origvar)) );
5393
5394 /* adding the variable to the master problem */
5395 SCIP_CALL( SCIPaddVar(set->scip, mastervar) );
5396
5397 /* adds the variable to the objective function constraint */
5398 SCIP_CALL( SCIPaddCoefLinear(set->scip, objcons, mastervar, SCIPvarGetObj(origvar)) );
5399
5400 /* the variable must be released */
5401 releasevar = TRUE;
5402 }
5403
5404 /* creating the mapping betwen the subproblem var and the master var for the constraint copying */
5405 SCIP_CALL( SCIPhashmapInsert(localvarmap, vars[i], mastervar) );
5406
5407 /* releasing the variable */
5408 if( releasevar )
5409 {
5410 SCIP_CALL( SCIPreleaseVar(set->scip, &mastervar) );
5411 }
5412 }
5413
5414 /* getting the constraints from the subproblem that will be added to the master problem */
5415 conss = SCIPgetConss(subproblem);
5416 nconss = SCIPgetNConss(subproblem);
5417
5418 /* getting a copy of all constraints and adding it to the master problem */
5419 for( i = 0; i < nconss; i++ )
5420 {
5421 SCIP_CONS* targetcons;
5422 SCIP_Bool initial;
5423 SCIP_Bool valid;
5424
5425 /* NOTE: adding all subproblem constraints appears to cause an error when resolving the LP, which results in the
5426 * current incumbent being reported as optimal. To avoid this, only half of the subproblem constraints are added
5427 * the master problem. The remaining half are marked as lazy and are separated as required.
5428 */
5429 initial = (i < nconss/2);
5430
5431 SCIP_CALL( SCIPgetConsCopy(subproblem, set->scip, conss[i], &targetcons, SCIPconsGetHdlr(conss[i]),
5432 localvarmap, localconsmap, NULL, initial, SCIPconsIsSeparated(conss[i]),
5433 SCIPconsIsEnforced(conss[i]), SCIPconsIsChecked(conss[i]), SCIPconsIsPropagated(conss[i]), FALSE,
5434 SCIPconsIsModifiable(conss[i]), SCIPconsIsDynamic(conss[i]), SCIPconsIsRemovable(conss[i]),
5435 FALSE, TRUE, &valid) );
5436 assert(SCIPconsIsInitial(conss[i]));
5437 assert(valid);
5438
5439 SCIP_CALL( SCIPaddCons(set->scip, targetcons) );
5440
5441 SCIP_CALL( SCIPreleaseCons(set->scip, &targetcons) );
5442 }
5443
5444 /* freeing the hashmaps */
5445 if( uselocalvarmap )
5446 {
5447 /* free hash map */
5448 SCIPhashmapFree(&localvarmap);
5449 }
5450
5451 if( uselocalconsmap )
5452 {
5453 /* free hash map */
5454 SCIPhashmapFree(&localconsmap);
5455 }
5456
5457 /* adding the auxiliary variable to the objective constraint */
5458 auxiliaryvar = SCIPbendersGetAuxiliaryVar(benders, probnumber);
5459 SCIP_CALL( SCIPaddCoefLinear(set->scip, objcons, auxiliaryvar, -1.0) );
5460
5461 /* adding the objective function constraint to the master problem */
5462 SCIP_CALL( SCIPaddCons(set->scip, objcons) );
5463
5464 SCIP_CALL( SCIPreleaseCons(set->scip, &objcons) );
5465
5466 /* the merged subproblem is no longer solved. This is indicated by setting the subproblem as disabled. The
5467 * subproblem still exists, but it is not solved in the solving loop.
5468 */
5469 SCIPbendersSetSubproblemEnabled(benders, probnumber, FALSE);
5470
5471 return SCIP_OKAY;
5472}
5473
5474/** when applying a decomposition from a supplied format, constraints must be transferred from the master problem to the
5475 * subproblem. This is achieved by adding new constraints to the subproblem
5477static
5479 SCIP_SET* set, /**< global SCIP settings */
5480 SCIP* subproblem, /**< the SCIP instance for the subproblem */
5481 SCIP_HASHMAP* varmap, /**< the variable hash map mapping the source variables to the target variables */
5482 SCIP_CONS* sourcecons /**< the constraint that being added to the subproblem */
5483 )
5484{
5485 SCIP* scip;
5486 SCIP_CONS* cons;
5487 SCIP_VAR** consvars;
5488 int nconsvars;
5489 int i;
5490 SCIP_Bool success;
5491
5492 assert(set != NULL);
5493 assert(subproblem != NULL);
5494 assert(varmap != NULL);
5495 assert(sourcecons != NULL);
5496
5497 SCIPdebugMessage("Adding constraint <%s> to Benders' decomposition subproblem\n", SCIPconsGetName(sourcecons));
5498
5499 scip = set->scip;
5500
5501 /* getting the variables that are in the constraint */
5502 SCIP_CALL( SCIPgetConsNVars(scip, sourcecons, &nconsvars, &success) );
5503 SCIP_CALL( SCIPallocBufferArray(scip, &consvars, nconsvars) );
5504
5505 SCIP_CALL( SCIPgetConsVars(scip, sourcecons, consvars, nconsvars, &success) );
5506 assert(success);
5507
5508 /* checking all variables to see whether they already exist in the subproblem. If they don't exist, then the variable
5509 * is created
5510 */
5511 for( i = 0; i < nconsvars; i++ )
5512 {
5513 /* if the variable is not in the hashmap, then it doesn't exist in the subproblem */
5514 if( !SCIPhashmapExists(varmap, consvars[i]) )
5515 {
5516 SCIP_VAR* var;
5517
5518 /* creating a variable as a copy of the original variable. */
5519 SCIP_CALL( SCIPcreateVar(subproblem, &var, SCIPvarGetName(consvars[i]), SCIPvarGetLbGlobal(consvars[i]),
5520 SCIPvarGetUbGlobal(consvars[i]), SCIPvarGetObj(consvars[i]), SCIPvarGetType(consvars[i]),
5521 SCIPvarIsInitial(consvars[i]), SCIPvarIsRemovable(consvars[i]), NULL, NULL, NULL, NULL, NULL) );
5522
5523 /* adding the variable to the subproblem */
5524 SCIP_CALL( SCIPaddVar(subproblem, var) );
5525
5526 /* adding the variable to the hash map so that it is copied correctly in the constraint */
5527 SCIP_CALL( SCIPhashmapInsert(varmap, consvars[i], var) );
5528
5529 /* releasing the variable */
5530 SCIP_CALL( SCIPreleaseVar(subproblem, &var) );
5531 }
5532 }
5533
5534 /* freeing the buffer memory for the consvars */
5535 SCIPfreeBufferArray(scip, &consvars);
5536
5537 /* copying the constraint from the master scip to the subproblem */
5538 SCIP_CALL( SCIPgetConsCopy(scip, subproblem, sourcecons, &cons, SCIPconsGetHdlr(sourcecons), varmap, NULL,
5539 SCIPconsGetName(sourcecons), SCIPconsIsInitial(sourcecons), SCIPconsIsSeparated(sourcecons),
5540 SCIPconsIsEnforced(sourcecons), SCIPconsIsChecked(sourcecons), SCIPconsIsMarkedPropagate(sourcecons),
5541 SCIPconsIsLocal(sourcecons), SCIPconsIsModifiable(sourcecons), SCIPconsIsDynamic(sourcecons),
5542 SCIPconsIsRemovable(sourcecons), SCIPconsIsStickingAtNode(sourcecons), TRUE, &success) );
5543
5544 /* if the copy failed, then the subproblem for the decomposition could not be performed. */
5545 if( !success )
5546 {
5547 SCIPerrorMessage("It is not possible to copy constraint <%s>. Benders' decomposition could not be applied.\n",
5548 SCIPconsGetName(sourcecons));
5549 return SCIP_ERROR;
5550 }
5551
5552 SCIP_CALL( SCIPaddCons(subproblem, cons) );
5553 SCIP_CALL( SCIPreleaseCons(subproblem, &cons) );
5554
5555 return SCIP_OKAY;
5556}
5557
5558/** removes the variables and constraints from the master problem that have been transferred to a subproblem when the
5559 * decomposition was applied.
5561static
5563 SCIP* scip, /**< the SCIP data structure */
5564 SCIP_CONS** conss, /**< the master problem constraints */
5565 SCIP_VAR** vars, /**< the master problem variables, can be NULL */
5566 int* conslabels, /**< the labels indicating the block for each constraint */
5567 int* varslabels, /**< the labels indicating the block for each variable, can be NULL */
5568 int nconss, /**< the number of constraints */
5569 int nvars /**< the number of variables */
5570 )
5571{
5572 int i;
5573
5574 assert(scip != NULL);
5575 assert(conss != NULL);
5576 assert(conslabels != NULL);
5577 assert((vars != NULL && varslabels != NULL) || (vars == NULL && varslabels == NULL));
5578
5579 /* removing constraints */
5580 for( i = nconss - 1; i >= 0; i-- )
5581 {
5582 if( conslabels[i] >= 0 && !SCIPconsIsDeleted(conss[i]) )
5583 SCIP_CALL( SCIPdelCons(scip, conss[i]) );
5584 }
5585
5586 /* removing variables */
5587 if( SCIPgetStage(scip) == SCIP_STAGE_PROBLEM && vars != NULL && varslabels != NULL )
5588 {
5589 for( i = nvars - 1; i >= 0; i-- )
5590 {
5591 if( varslabels[i] >= 0 && !SCIPvarIsDeleted(vars[i]) )
5592 {
5593 SCIP_Bool deleted;
5594
5595 SCIP_CALL( SCIPdelVar(scip, vars[i], &deleted) );
5596 assert(deleted);
5597 }
5598 }
5599 }
5600
5601 return SCIP_OKAY;
5602}
5604/** Applies a Benders' decomposition to the problem based upon the decomposition selected from the storage */
5606 SCIP_BENDERS* benders, /**< Benders' decomposition */
5607 SCIP_SET* set, /**< global SCIP settings */
5608 SCIP_DECOMP* decomp /**< the decomposition to apply to the problem */
5609 )
5610{
5611 SCIP** subproblems;
5612 SCIP_VAR** vars;
5613 SCIP_CONS** conss;
5614 SCIP_HASHMAP** varmaps;
5615 int* varslabels;
5616 int* conslabels;
5617 int nvars;
5618 int nconss;
5619 int nblocks;
5620 int i;
5621 char subprobname[SCIP_MAXSTRLEN];
5622
5623 assert(benders != NULL);
5624 assert(set != NULL);
5625 assert(decomp != NULL);
5626
5627 SCIPdebugMessage("Applying a Benders' decomposition to <%s>\n", SCIPgetProbName(set->scip));
5628
5629 /* retrieving the number of blocks for this decomposition */
5630 nblocks = SCIPdecompGetNBlocks(decomp);
5631 assert(nblocks > 0);
5632
5633 /* initialising the subproblems for the Benders' decomposition */
5634 SCIP_CALL( SCIPallocBufferArray(set->scip, &subproblems, nblocks) );
5635
5636 /* creating the subproblems before adding the constraints */
5637 for( i = 0; i < nblocks; i++ )
5638 {
5639 SCIP_Bool valid;
5640
5641 SCIP_CALL( SCIPcreate(&subproblems[i]) );
5642
5643 /* copying the plugins from the original SCIP instance to the subproblem SCIP */
5644 SCIP_CALL( SCIPcopyPlugins(set->scip, subproblems[i], TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE,
5645 TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, &valid) );
5646
5647 (void) SCIPsnprintf(subprobname, SCIP_MAXSTRLEN, "sub_%s_%d", SCIPgetProbName(set->scip), i);
5648 SCIP_CALL( SCIPcreateProbBasic(subproblems[i], subprobname) );
5649 }
5650
5651 /* TODO: Need to work out whether a check for original and transformed problem is necessary */
5652
5653 /* getting the variables and constraints from the problem */
5654 SCIP_CALL( SCIPgetVarsData(set->scip, &vars, &nvars, NULL, NULL, NULL, NULL) );
5655 conss = SCIPgetConss(set->scip);
5656 nconss = SCIPgetNConss(set->scip);
5657
5658 /* allocating buffer memory for the labels arrays */
5659 SCIP_CALL( SCIPallocBufferArray(set->scip, &varslabels, nvars) );
5660 SCIP_CALL( SCIPallocBufferArray(set->scip, &conslabels, nconss) );
5661
5662 /* getting the labels for the variables and constraints from the decomposition */
5663 SCIPdecompGetVarsLabels(decomp, vars, varslabels, nvars);
5664 SCIPdecompGetConsLabels(decomp, conss, conslabels, nconss);
5665
5666 /* creating the variable maps for adding the constraints to the subproblems */
5667 SCIP_CALL( SCIPallocBufferArray(set->scip, &varmaps, nblocks) );
5668
5669 for( i = 0; i < nblocks; i++ )
5670 {
5671 SCIP_CALL( SCIPhashmapCreate(&varmaps[i], SCIPblkmem(subproblems[i]), nvars) );
5672 }
5673
5674 /* copying the constraints to the appropriate subproblems */
5675 for( i = 0; i < nconss; i++ )
5676 {
5677 /* we are only interested in the constraints that are in the blocks. These are identified by a label >= 0 */
5678 if( conslabels[i] >= 0 )
5679 {
5680 SCIP_CALL( addConstraintToBendersSubproblem(set, subproblems[conslabels[i]], varmaps[conslabels[i]],
5681 conss[i]) );
5682 }
5683 }
5684
5685 /* removing the variables and constraints from the master problem that have been added to the subproblem */
5686 SCIP_CALL( removeVariablesAndConstraintsFromMaster(set->scip, conss, vars, conslabels, varslabels, nconss, nvars) );
5687
5688 /* creating the Benders' decomposition my calling the default plugin */
5689 SCIP_CALL( SCIPcreateBendersDefault(set->scip, subproblems, nblocks) );
5690
5691 /* flag to the Benders' decomposition core that the subproblems need to be freed */
5692 benders->freesubprobs = TRUE;
5693
5694 /* activating the Benders' constraint handler for the scenario stages.
5695 * TODO: consider whether the two-phase method should be activated by default in the scenario stages.
5696 */
5697 SCIP_CALL( SCIPsetBoolParam(set->scip, "constraints/benders/active", TRUE) );
5698
5699 /* changing settings that are required for Benders' decomposition */
5701 SCIP_CALL( SCIPsetIntParam(set->scip, "propagating/maxrounds", 0) );
5702 SCIP_CALL( SCIPsetIntParam(set->scip, "propagating/maxroundsroot", 0) );
5703 SCIP_CALL( SCIPsetIntParam(set->scip, "heuristics/trysol/freq", 1) );
5704
5705 /* disabling aggregation since it can affect the mapping between the master and subproblem variables */
5706 SCIP_CALL( SCIPsetBoolParam(set->scip, "presolving/donotaggr", TRUE) );
5707 SCIP_CALL( SCIPsetBoolParam(set->scip, "presolving/donotmultaggr", TRUE) );
5708
5709 /* freeing the allocated memory */
5710 for( i = nblocks - 1; i >= 0; i-- )
5711 {
5712 SCIPhashmapFree(&varmaps[i]);
5713 }
5714
5715 SCIPfreeBufferArray(set->scip, &varmaps);
5716 SCIPfreeBufferArray(set->scip, &conslabels);
5717 SCIPfreeBufferArray(set->scip, &varslabels);
5718 SCIPfreeBufferArray(set->scip, &subproblems);
5719
5720 return SCIP_OKAY;
5721}
5722
5723/** Returns the corresponding master or subproblem variable for the given variable.
5724 * This provides a call back for the variable mapping between the master and subproblems. */
5726 SCIP_BENDERS* benders, /**< Benders' decomposition */
5727 SCIP_SET* set, /**< global SCIP settings */
5728 SCIP_VAR* var, /**< the variable for which the corresponding variable is desired */
5729 SCIP_VAR** mappedvar, /**< the variable that is mapped to var */
5730 int probnumber /**< the problem number for the desired variable, -1 for the master problem */
5731 )
5732{
5733 assert(benders != NULL);
5734 assert(set != NULL);
5735 assert(var != NULL);
5736 assert(mappedvar != NULL);
5737 assert(benders->bendersgetvar != NULL);
5738
5739 (*mappedvar) = NULL;
5740
5741 /* if the variable name matches the auxiliary variable, then the master variable is returned as NULL */
5742 if( strstr(SCIPvarGetName(var), AUXILIARYVAR_NAME) != NULL )
5743 return SCIP_OKAY;
5744
5745 SCIP_CALL( benders->bendersgetvar(set->scip, benders, var, mappedvar, probnumber) );
5746
5747 return SCIP_OKAY;
5748}
5750/** gets user data of Benders' decomposition */
5752 SCIP_BENDERS* benders /**< Benders' decomposition */
5753 )
5754{
5755 assert(benders != NULL);
5756
5757 return benders->bendersdata;
5758}
5760/** sets user data of Benders' decomposition; user has to free old data in advance! */
5762 SCIP_BENDERS* benders, /**< Benders' decomposition */
5763 SCIP_BENDERSDATA* bendersdata /**< new Benders' decomposition user data */
5764 )
5765{
5766 assert(benders != NULL);
5767
5768 benders->bendersdata = bendersdata;
5769}
5771/** sets copy callback of Benders' decomposition */
5773 SCIP_BENDERS* benders, /**< Benders' decomposition */
5774 SCIP_DECL_BENDERSCOPY ((*benderscopy)) /**< copy callback of Benders' decomposition */
5775 )
5776{
5777 assert(benders != NULL);
5778
5779 benders->benderscopy = benderscopy;
5780}
5782/** sets destructor callback of Benders' decomposition */
5784 SCIP_BENDERS* benders, /**< Benders' decomposition */
5785 SCIP_DECL_BENDERSFREE ((*bendersfree)) /**< destructor of Benders' decomposition */
5786 )
5787{
5788 assert(benders != NULL);
5789
5790 benders->bendersfree = bendersfree;
5791}
5793/** sets initialization callback of Benders' decomposition */
5795 SCIP_BENDERS* benders, /**< Benders' decomposition */
5796 SCIP_DECL_BENDERSINIT((*bendersinit)) /**< initialize the Benders' decomposition */
5797 )
5798{
5799 assert(benders != NULL);
5800
5801 benders->bendersinit = bendersinit;
5802}
5804/** sets deinitialization callback of Benders' decomposition */
5806 SCIP_BENDERS* benders, /**< Benders' decomposition */
5807 SCIP_DECL_BENDERSEXIT((*bendersexit)) /**< deinitialize the Benders' decomposition */
5808 )
5809{
5810 assert(benders != NULL);
5811
5812 benders->bendersexit = bendersexit;
5813}
5815/** sets presolving initialization callback of Benders' decomposition */
5817 SCIP_BENDERS* benders, /**< Benders' decomposition */
5818 SCIP_DECL_BENDERSINITPRE((*bendersinitpre))/**< initialize presolving for Benders' decomposition */
5819 )
5820{
5821 assert(benders != NULL);
5822
5823 benders->bendersinitpre = bendersinitpre;
5824}
5826/** sets presolving deinitialization callback of Benders' decomposition */
5828 SCIP_BENDERS* benders, /**< Benders' decomposition */
5829 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))/**< deinitialize presolving for Benders' decomposition */
5830 )
5831{
5832 assert(benders != NULL);
5833
5834 benders->bendersexitpre = bendersexitpre;
5835}
5837/** sets solving process initialization callback of Benders' decomposition */
5839 SCIP_BENDERS* benders, /**< Benders' decomposition */
5840 SCIP_DECL_BENDERSINITSOL((*bendersinitsol))/**< solving process initialization callback of Benders' decomposition */
5841 )
5842{
5843 assert(benders != NULL);
5844
5845 benders->bendersinitsol = bendersinitsol;
5846}
5848/** sets solving process deinitialization callback of Benders' decomposition */
5850 SCIP_BENDERS* benders, /**< Benders' decomposition */
5851 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))/**< solving process deinitialization callback of Benders' decomposition */
5852 )
5853{
5854 assert(benders != NULL);
5855
5856 benders->bendersexitsol = bendersexitsol;
5857}
5859/** sets the pre subproblem solve callback of Benders' decomposition */
5861 SCIP_BENDERS* benders, /**< Benders' decomposition */
5862 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))/**< called prior to the subproblem solving loop */
5863 )
5864{
5865 assert(benders != NULL);
5866
5867 benders->benderspresubsolve = benderspresubsolve;
5868}
5870/** sets convex solve callback of Benders' decomposition */
5872 SCIP_BENDERS* benders, /**< Benders' decomposition */
5873 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex))/**< solving method for the convex Benders' decomposition subproblem */
5874 )
5875{
5876 assert(benders != NULL);
5877
5878 benders->benderssolvesubconvex = benderssolvesubconvex;
5879}
5881/** sets solve callback of Benders' decomposition */
5883 SCIP_BENDERS* benders, /**< Benders' decomposition */
5884 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub))/**< solving method for a Benders' decomposition subproblem */
5885 )
5886{
5887 assert(benders != NULL);
5888
5889 benders->benderssolvesub = benderssolvesub;
5890}
5892/** sets post-solve callback of Benders' decomposition */
5894 SCIP_BENDERS* benders, /**< Benders' decomposition */
5895 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))/**< solving process deinitialization callback of Benders' decomposition */
5896 )
5897{
5898 assert(benders != NULL);
5899
5900 benders->benderspostsolve = benderspostsolve;
5901}
5903/** sets post-solve callback of Benders' decomposition */
5905 SCIP_BENDERS* benders, /**< Benders' decomposition */
5906 SCIP_DECL_SORTPTRCOMP((*benderssubcomp)) /**< a comparator for defining the solving order of the subproblems */
5907 )
5908{
5909 assert(benders != NULL);
5910
5911 benders->benderssubcomp = benderssubcomp;
5912}
5914/** sets free subproblem callback of Benders' decomposition */
5916 SCIP_BENDERS* benders, /**< Benders' decomposition */
5917 SCIP_DECL_BENDERSFREESUB((*bendersfreesub))/**< the freeing callback for the subproblem */
5918 )
5919{
5920 assert(benders != NULL);
5921
5922 benders->bendersfreesub = bendersfreesub;
5923}
5925/** gets name of Benders' decomposition */
5926const char* SCIPbendersGetName(
5927 SCIP_BENDERS* benders /**< Benders' decomposition */
5928 )
5929{
5930 assert(benders != NULL);
5931
5932 return benders->name;
5933}
5935/** gets description of Benders' decomposition */
5936const char* SCIPbendersGetDesc(
5937 SCIP_BENDERS* benders /**< Benders' decomposition */
5938 )
5939{
5940 assert(benders != NULL);
5941
5942 return benders->desc;
5943}
5945/** gets priority of Benders' decomposition */
5947 SCIP_BENDERS* benders /**< Benders' decomposition */
5948 )
5949{
5950 assert(benders != NULL);
5951
5952 return benders->priority;
5953}
5955/** sets priority of Benders' decomposition */
5957 SCIP_BENDERS* benders, /**< Benders' decomposition */
5958 SCIP_SET* set, /**< global SCIP settings */
5959 int priority /**< new priority of the Benders' decomposition */
5960 )
5961{
5962 assert(benders != NULL);
5963 assert(set != NULL);
5964
5965 benders->priority = priority;
5966 set->benderssorted = FALSE;
5967}
5969/** gets the number of subproblems for the Benders' decomposition */
5971 SCIP_BENDERS* benders /**< the Benders' decomposition data structure */
5972 )
5973{
5974 assert(benders != NULL);
5975
5976 return benders->nsubproblems;
5977}
5979/** returns the SCIP instance for a given subproblem */
5981 SCIP_BENDERS* benders, /**< the Benders' decomposition data structure */
5982 int probnumber /**< the subproblem number */
5983 )
5984{
5985 assert(benders != NULL);
5986 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5987
5988 return benders->subproblems[probnumber];
5989}
5991/** gets the number of times, the Benders' decomposition was called and tried to find a variable with negative reduced costs */
5993 SCIP_BENDERS* benders /**< Benders' decomposition */
5994 )
5995{
5996 assert(benders != NULL);
5997
5998 return benders->ncalls;
5999}
6001/** gets the number of optimality cuts found by the collection of Benders' decomposition subproblems */
6003 SCIP_BENDERS* benders /**< Benders' decomposition */
6004 )
6005{
6006 assert(benders != NULL);
6007
6008 return benders->ncutsfound;
6009}
6011/** gets the number of cuts found from the strengthening round */
6013 SCIP_BENDERS* benders /**< Benders' decomposition */
6014 )
6015{
6016 assert(benders != NULL);
6017
6018 return benders->nstrengthencuts;
6019}
6021/** gets the number of calls to the strengthening round */
6023 SCIP_BENDERS* benders /**< Benders' decomposition */
6024 )
6025{
6026 assert(benders != NULL);
6027
6028 return benders->nstrengthencalls;
6029}
6031/** gets the number of calls to the strengthening round that fail */
6033 SCIP_BENDERS* benders /**< Benders' decomposition */
6034 )
6035{
6036 assert(benders != NULL);
6037
6038 return benders->nstrengthenfails;
6039}
6041/** gets time in seconds used in this Benders' decomposition for setting up for next stages */
6043 SCIP_BENDERS* benders /**< Benders' decomposition */
6044 )
6045{
6046 assert(benders != NULL);
6047
6048 return SCIPclockGetTime(benders->setuptime);
6049}
6051/** gets time in seconds used in this Benders' decomposition */
6053 SCIP_BENDERS* benders /**< Benders' decomposition */
6054 )
6055{
6056 assert(benders != NULL);
6057
6058 return SCIPclockGetTime(benders->bendersclock);
6059}
6061/** enables or disables all clocks of the Benders' decomposition, depending on the value of the flag */
6063 SCIP_BENDERS* benders, /**< the Benders' decomposition for which all clocks should be enabled or disabled */
6064 SCIP_Bool enable /**< should the clocks of the Benders' decomposition be enabled? */
6065 )
6066{
6067 assert(benders != NULL);
6068
6069 SCIPclockEnableOrDisable(benders->setuptime, enable);
6070 SCIPclockEnableOrDisable(benders->bendersclock, enable);
6071}
6073/** is Benders' decomposition initialized? */
6075 SCIP_BENDERS* benders /**< Benders' decomposition */
6076 )
6077{
6078 assert(benders != NULL);
6079
6080 return benders->initialized;
6081}
6083/** Are Benders' cuts generated from the LP solutions? */
6085 SCIP_BENDERS* benders /**< Benders' decomposition */
6086 )
6087{
6088 assert(benders != NULL);
6089
6090 return benders->cutlp;
6091}
6093/** Are Benders' cuts generated from the pseudo solutions? */
6095 SCIP_BENDERS* benders /**< Benders' decomposition */
6096 )
6097{
6098 assert(benders != NULL);
6099
6100 return benders->cutpseudo;
6101}
6103/** Are Benders' cuts generated from the relaxation solutions? */
6105 SCIP_BENDERS* benders /**< Benders' decomposition */
6106 )
6107{
6108 assert(benders != NULL);
6109
6110 return benders->cutrelax;
6111}
6113/** should this Benders' use the auxiliary variables from the highest priority Benders' */
6115 SCIP_BENDERS* benders /**< Benders' decomposition */
6116 )
6117{
6118 assert(benders != NULL);
6119
6120 return benders->shareauxvars;
6121}
6122
6123/** adds a subproblem to the Benders' decomposition data. If a custom subproblem solving method is used, then the
6124 * subproblem pointer can be set to NULL
6125 */
6127 SCIP_BENDERS* benders, /**< Benders' decomposition */
6128 SCIP* subproblem /**< subproblem to be added to the data storage, can be NULL */
6129 )
6130{
6131 assert(benders != NULL);
6132 assert(benders->naddedsubprobs + 1 <= benders->nsubproblems);
6133
6134 /* if the subproblem pointer is NULL, then the subproblem solving callback functions must be set. */
6135 if( subproblem == NULL && (!benders->benderssolvesubconvex || !benders->benderssolvesub) )
6136 {
6137 SCIPerrorMessage("The subproblem can only be set to NULL if both bendersSolvesubconvex%s and bendersSolvesub%s "
6138 "are defined.\n", benders->name, benders->name);
6139 return SCIP_ERROR;
6140 }
6141
6142 benders->subproblems[benders->naddedsubprobs] = subproblem;
6143
6144 benders->naddedsubprobs++;
6145
6146 return SCIP_OKAY;
6147}
6149/** removes the subproblems from the Benders' decomposition data */
6151 SCIP_BENDERS* benders /**< Benders' decomposition */
6152 )
6153{
6154 assert(benders != NULL);
6155 assert(benders->subproblems != NULL);
6156
6157 BMSclearMemoryArray(&benders->subproblems, benders->naddedsubprobs);
6158 benders->naddedsubprobs = 0;
6159}
6161/** returns the auxiliary variable for the given subproblem */
6163 SCIP_BENDERS* benders, /**< Benders' decomposition */
6164 int probnumber /**< the subproblem number */
6165 )
6166{
6167 assert(benders != NULL);
6168 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6169
6170 return benders->auxiliaryvars[probnumber];
6171}
6173/** returns all auxiliary variables */
6175 SCIP_BENDERS* benders /**< Benders' decomposition */
6176 )
6177{
6178 assert(benders != NULL);
6179
6180 return benders->auxiliaryvars;
6181}
6183/** stores the objective function value of the subproblem for use in cut generation */
6185 SCIP_BENDERS* benders, /**< the Benders' decomposition structure */
6186 int probnumber, /**< the subproblem number */
6187 SCIP_Real objval /**< the objective function value for the subproblem */
6188 )
6189{
6190 assert(benders != NULL);
6191 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6192
6193 /* updating the best objval */
6194 if( objval < benders->bestsubprobobjval[probnumber] )
6195 benders->bestsubprobobjval[probnumber] = objval;
6196
6197 benders->subprobobjval[probnumber] = objval;
6198}
6200/** returns the objective function value of the subproblem for use in cut generation */
6202 SCIP_BENDERS* benders, /**< Benders' decomposition */
6203 int probnumber /**< the subproblem number */
6204 )
6205{
6206 assert(benders != NULL);
6207 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6208
6209 return benders->subprobobjval[probnumber];
6210}
6212/** returns whether the solution has non-zero slack variables */
6214 SCIP_BENDERS* benders, /**< Benders' decomposition */
6215 SCIP_Bool* activeslack /**< flag to indicate whether a slack variable is active */
6216 )
6217{
6218 SCIP* subproblem;
6219 SCIP_SOL* sol;
6220 SCIP_VAR** vars;
6221 int nsubproblems;
6222 int nvars;
6223 int ncontvars;
6224 int i;
6225 int j;
6226 SCIP_Bool freesol = FALSE;
6227
6228 assert(benders != NULL);
6229 assert(activeslack != NULL);
6230
6231 (*activeslack) = FALSE;
6232
6233 /* if the slack variables have not been added, then we can immediately state that no slack variables are active */
6234 if( !benders->feasibilityphase )
6235 {
6236 return SCIP_OKAY;
6237 }
6238
6239 nsubproblems = SCIPbendersGetNSubproblems(benders);
6240
6241 /* checking all subproblems for active slack variables */
6242 for( i = 0; i < nsubproblems && !(*activeslack); i++ )
6243 {
6244 subproblem = SCIPbendersSubproblem(benders, i);
6245
6246 /* if the subproblem is convex and an NLP, then we need to create the NLP solution. Otherwise, the solution can be
6247 * retrieved from the LP or CIP.
6248 */
6250 {
6251 if( SCIPisNLPConstructed(subproblem) && SCIPgetNNlpis(subproblem) > 0 )
6252 {
6253 SCIP_CALL( SCIPcreateNLPSol(subproblem, &sol, NULL) );
6254 }
6255 else
6256 {
6257 SCIP_CALL( SCIPcreateCurrentSol(subproblem, &sol, NULL) );
6258 }
6259 freesol = TRUE;
6260 }
6261 else
6262 sol = SCIPgetBestSol(subproblem);
6263
6264 /* getting the variable data. Only the continuous variables are important. */
6265 SCIP_CALL( SCIPgetVarsData(subproblem, &vars, &nvars, NULL, NULL, NULL, &ncontvars) );
6266
6267 /* checking all slack variables for non-zero solution values */
6268 for( j = nvars - 1; j >= nvars - ncontvars; j-- )
6269 {
6270 if( strstr(SCIPvarGetName(vars[j]), SLACKVAR_NAME) != NULL )
6271 {
6272 if( SCIPisPositive(subproblem, SCIPgetSolVal(subproblem, sol, vars[j])) )
6273 {
6274 (*activeslack) = TRUE;
6275 break;
6276 }
6277 }
6278 }
6279
6280 /* freeing the LP and NLP solutions */
6281 if( freesol )
6282 {
6283 SCIP_CALL( SCIPfreeSol(subproblem, &sol) );
6284 }
6285 }
6286
6287 return SCIP_OKAY;
6288}
6289
6290/** sets the subproblem type
6291 *
6292 * The subproblem types are:
6293 * - Convex constraints with continuous variables
6294 * - Convex constraints with discrete variables
6295 * - Non-convex constraints with continuous variables
6296 * - Non-convex constraints with discrete variables
6297 */
6299 SCIP_BENDERS* benders, /**< Benders' decomposition */
6300 int probnumber, /**< the subproblem number */
6301 SCIP_BENDERSSUBTYPE subprobtype /**< the subproblem type */
6302 )
6303{
6304 assert(benders != NULL);
6305 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6306
6307 if( subprobtype == SCIP_BENDERSSUBTYPE_CONVEXCONT
6308 && benders->subprobtype[probnumber] != SCIP_BENDERSSUBTYPE_CONVEXCONT )
6309 benders->nconvexsubprobs++;
6310 else if( subprobtype != SCIP_BENDERSSUBTYPE_CONVEXCONT
6311 && benders->subprobtype[probnumber] == SCIP_BENDERSSUBTYPE_CONVEXCONT )
6312 benders->nconvexsubprobs--;
6313
6314 benders->subprobtype[probnumber] = subprobtype;
6315
6316 assert(benders->nconvexsubprobs >= 0 && benders->nconvexsubprobs <= benders->nsubproblems);
6317}
6318
6319/** returns the type of the subproblem
6320 *
6321 * This type is used to determine whether the duals of the problem can be used to generate cuts
6322 */
6324 SCIP_BENDERS* benders, /**< Benders' decomposition */
6325 int probnumber /**< the subproblem number */
6326 )
6327{
6328 assert(benders != NULL);
6329 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6330
6331 return benders->subprobtype[probnumber];
6332}
6333
6334/** sets the flag indicating whether a subproblem is convex
6335 *
6336 * It is possible that this can change during the solving process. One example is when the three-phase method is
6337 * employed, where the first phase solves the convex relaxation of both the master and subproblems, the second phase
6338 * reintroduces the integrality constraints to the master problem and the third phase then reintroduces integrality
6339 * constraints to the subproblems.
6340 */
6342 SCIP_BENDERS* benders, /**< Benders' decomposition */
6343 int probnumber, /**< the subproblem number */
6344 SCIP_Bool isconvex /**< flag to indicate whether the subproblem is convex */
6345 )
6346{
6347 assert(benders != NULL);
6348 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6349
6350 if( isconvex && !benders->subprobisconvex[probnumber] )
6351 benders->nconvexsubprobs++;
6352 else if( !isconvex && benders->subprobisconvex[probnumber] )
6353 benders->nconvexsubprobs--;
6354
6355 benders->subprobisconvex[probnumber] = isconvex;
6356
6357 assert(benders->nconvexsubprobs >= 0 && benders->nconvexsubprobs <= benders->nsubproblems);
6358}
6359
6360/** returns whether the subproblem is convex
6361 *
6362 * This means that the dual solution can be used to generate cuts.
6363 */
6365 SCIP_BENDERS* benders, /**< Benders' decomposition */
6366 int probnumber /**< the subproblem number */
6367 )
6368{
6369 assert(benders != NULL);
6370 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6371
6372 return benders->subprobisconvex[probnumber];
6373}
6375/** returns the number of subproblems that are convex */
6377 SCIP_BENDERS* benders /**< Benders' decomposition */
6378 )
6379{
6380 assert(benders != NULL);
6381
6382 return benders->nconvexsubprobs;
6383}
6385/** sets the flag indicating whether a subproblem contains non-linear constraints */
6387 SCIP_BENDERS* benders, /**< Benders' decomposition */
6388 int probnumber, /**< the subproblem number */
6389 SCIP_Bool isnonlinear /**< flag to indicate whether the subproblem contains non-linear constraints */
6390 )
6391{
6392 assert(benders != NULL);
6393 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6394
6395 if( isnonlinear && !benders->subprobisnonlinear[probnumber] )
6396 benders->nnonlinearsubprobs++;
6397 else if( !isnonlinear && benders->subprobisnonlinear[probnumber] )
6398 benders->nnonlinearsubprobs--;
6399
6400 benders->subprobisnonlinear[probnumber] = isnonlinear;
6401
6402 assert(benders->nnonlinearsubprobs >= 0 && benders->nnonlinearsubprobs <= benders->nsubproblems);
6403}
6405/** returns whether the subproblem contains non-linear constraints. */
6407 SCIP_BENDERS* benders, /**< Benders' decomposition */
6408 int probnumber /**< the subproblem number */
6409 )
6410{
6411 assert(benders != NULL);
6412 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6413
6414 return benders->subprobisnonlinear[probnumber];
6415}
6417/** returns the number of subproblems that contain non-linear constraints */
6419 SCIP_BENDERS* benders /**< Benders' decomposition */
6420 )
6421{
6422 assert(benders != NULL);
6423
6424 return benders->nnonlinearsubprobs;
6425}
6427/** sets the flag indicating whether the master problem contains non-linear constraints */
6429 SCIP_BENDERS* benders, /**< Benders' decomposition */
6430 SCIP_Bool isnonlinear /**< flag to indicate whether the subproblem contains non-linear constraints */
6431 )
6432{
6433 assert(benders != NULL);
6434
6435 benders->masterisnonlinear = isnonlinear;
6436}
6438/** returns whether the master problem contains non-linear constraints. */
6440 SCIP_BENDERS* benders /**< Benders' decomposition */
6441 )
6442{
6443 assert(benders != NULL);
6444
6445 return benders->masterisnonlinear;
6446}
6448/** returns the flag indicating that Benders' decomposition is in a cut strengthening round */
6450 SCIP_BENDERS* benders /**< Benders' decomposition */
6451 )
6452{
6453 assert(benders != NULL);
6454
6455 return benders->strengthenround;
6456}
6458/** changes all of the master problem variables in the given subproblem to continuous. */
6460 SCIP_BENDERS* benders, /**< Benders' decomposition */
6461 SCIP_SET* set, /**< global SCIP settings */
6462 int probnumber /**< the subproblem number */
6463 )
6464{
6465 SCIP* subproblem;
6466 SCIP_VAR** vars;
6467 int nbinvars;
6468 int nintvars;
6469 int nimplvars;
6470 int chgvarscount;
6471 int origintvars;
6472 int i;
6473 SCIP_Bool infeasible;
6474
6475 assert(benders != NULL);
6476 assert(set != NULL);
6477 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6478
6479 subproblem = SCIPbendersSubproblem(benders, probnumber);
6480 assert(subproblem != NULL);
6481
6482 /* only set the master problem variable to continuous if they have not already been changed. */
6483 if( !SCIPbendersGetMastervarsCont(benders, probnumber) )
6484 {
6485 SCIP_VAR* mastervar;
6486
6487 /* retrieving the variable data */
6488 SCIP_CALL( SCIPgetVarsData(subproblem, &vars, NULL, &nbinvars, &nintvars, &nimplvars, NULL) );
6489
6490 origintvars = nbinvars + nintvars + nimplvars;
6491
6492 chgvarscount = 0;
6493
6494 /* looping over all integer variables to change the master variables to continuous */
6495 i = 0;
6496 while( i < nbinvars + nintvars + nimplvars )
6497 {
6498 SCIP_CALL( SCIPbendersGetVar(benders, set, vars[i], &mastervar, -1) );
6499
6500 if( SCIPvarGetType(vars[i]) != SCIP_VARTYPE_CONTINUOUS && mastervar != NULL )
6501 {
6502 /* changing the type of the subproblem variable corresponding to mastervar to CONTINUOUS */
6503 SCIP_CALL( SCIPchgVarType(subproblem, vars[i], SCIP_VARTYPE_CONTINUOUS, &infeasible) );
6504
6505 assert(!infeasible);
6506
6507 chgvarscount++;
6508 SCIP_CALL( SCIPgetVarsData(subproblem, NULL, NULL, &nbinvars, &nintvars, &nimplvars, NULL) );
6509 }
6510 else
6511 i++;
6512 }
6513
6514 /* if all of the integer variables have been changed to continuous, then the subproblem could now be a convex
6515 * problem. This must be checked and if TRUE, then the LP subproblem is initialised and then put into probing
6516 * mode
6517 */
6518 if( chgvarscount > 0 && chgvarscount == origintvars )
6519 {
6520 /* checking the convexity of the subproblem */
6521 SCIP_CALL( checkSubproblemConvexity(benders, set, probnumber) );
6522
6523 /* if the subproblem has convex constraints and continuous variables, then it is initialised and put into
6524 * probing mode
6525 */
6527 {
6528 SCIP_CALL( initialiseLPSubproblem(benders, set, probnumber) );
6529 }
6530 }
6531
6532 SCIP_CALL( SCIPbendersSetMastervarsCont(benders, probnumber, TRUE) );
6533 }
6534
6535 return SCIP_OKAY;
6536}
6538/** sets the subproblem setup flag */
6540 SCIP_BENDERS* benders, /**< Benders' decomposition */
6541 int probnumber, /**< the subproblem number */
6542 SCIP_Bool issetup /**< flag to indicate whether the subproblem has been setup */
6543 )
6544{
6545 assert(benders != NULL);
6546 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6547
6548 benders->subprobsetup[probnumber] = issetup;
6549}
6551/** returns the subproblem setup flag */
6553 SCIP_BENDERS* benders, /**< Benders' decomposition */
6554 int probnumber /**< the subproblem number */
6555 )
6556{
6557 assert(benders != NULL);
6558 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6559
6560 return benders->subprobsetup[probnumber];
6561}
6563/** sets the independent subproblem flag */
6565 SCIP_BENDERS* benders, /**< Benders' decomposition */
6566 int probnumber, /**< the subproblem number */
6567 SCIP_Bool isindep /**< flag to indicate whether the subproblem is independent */
6568 )
6569{
6570 assert(benders != NULL);
6571 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6572
6573 /* if the user has defined solving or freeing functions, then it is not possible to declare a subproblem as
6574 * independent. This is because declaring a subproblem as independent changes the solving loop, so it would change
6575 * the expected behaviour of the user defined plugin. If a user calls this function, then an error will be returned.
6576 */
6577 if( benders->benderssolvesubconvex != NULL || benders->benderssolvesub != NULL || benders->bendersfreesub != NULL )
6578 {
6579 SCIPerrorMessage("The user has defined either bendersSolvesubconvex%s, bendersSolvesub%s or bendersFreesub%s. "
6580 "Thus, it is not possible to declare the independence of a subproblem.\n", benders->name, benders->name,
6581 benders->name);
6582 SCIPABORT();
6583 }
6584 else
6585 {
6586 SCIP_Bool activesubprob;
6587
6588 /* if the active status of the subproblem changes, then we must update the activesubprobs counter */
6589 activesubprob = subproblemIsActive(benders, probnumber);
6590
6591 benders->indepsubprob[probnumber] = isindep;
6592
6593 /* updating the activesubprobs counter */
6594 if( activesubprob && !subproblemIsActive(benders, probnumber) )
6595 benders->nactivesubprobs--;
6596 else if( !activesubprob && subproblemIsActive(benders, probnumber) )
6597 benders->nactivesubprobs++;
6598
6599 assert(benders->nactivesubprobs >= 0 && benders->nactivesubprobs <= SCIPbendersGetNSubproblems(benders));
6600 }
6601}
6603/** returns whether the subproblem is independent */
6605 SCIP_BENDERS* benders, /**< Benders' decomposition */
6606 int probnumber /**< the subproblem number */
6607 )
6608{
6609 assert(benders != NULL);
6610 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6611
6612 return benders->indepsubprob[probnumber];
6613}
6614
6615/** Sets whether the subproblem is enabled or disabled. A subproblem is disabled if it has been merged into the master
6616 * problem.
6617 */
6619 SCIP_BENDERS* benders, /**< Benders' decomposition */
6620 int probnumber, /**< the subproblem number */
6621 SCIP_Bool enabled /**< flag to indicate whether the subproblem is enabled */
6622 )
6623{
6624 SCIP_Bool activesubprob;
6625
6626 assert(benders != NULL);
6627 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6628
6629 /* if the active status of the subproblem changes, then we must update the activesubprobs counter */
6630 activesubprob = subproblemIsActive(benders, probnumber);
6631
6632 benders->subprobenabled[probnumber] = enabled;
6633
6634 /* updating the activesubprobs counter */
6635 if( activesubprob && !subproblemIsActive(benders, probnumber) )
6636 benders->nactivesubprobs--;
6637 else if( !activesubprob && subproblemIsActive(benders, probnumber) )
6638 benders->nactivesubprobs++;
6639
6640 assert(benders->nactivesubprobs >= 0 && benders->nactivesubprobs <= SCIPbendersGetNSubproblems(benders));
6641}
6643/** returns whether the subproblem is enabled, i.e. the subproblem is still solved in the solving loop. */
6645 SCIP_BENDERS* benders, /**< Benders' decomposition */
6646 int probnumber /**< the subproblem number */
6647 )
6648{
6649 assert(benders != NULL);
6650 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6651
6652 return benders->subprobenabled[probnumber];
6653}
6655/** sets a flag to indicate whether the master variables are all set to continuous */
6657 SCIP_BENDERS* benders, /**< Benders' decomposition */
6658 int probnumber, /**< the subproblem number */
6659 SCIP_Bool arecont /**< flag to indicate whether the master problem variables are continuous */
6660 )
6661{
6662 assert(benders != NULL);
6663 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6664
6665 /* if the master variables were all continuous and now are not, then the subproblem must exit probing mode and be
6666 * changed to non-LP subproblem */
6667 if( benders->mastervarscont[probnumber] && !arecont )
6668 {
6669 SCIP_BENDERSSUBTYPE subtype;
6670
6671 if( SCIPinProbing(SCIPbendersSubproblem(benders, probnumber)) )
6672 {
6673 SCIP_CALL( SCIPendProbing(SCIPbendersSubproblem(benders, probnumber)) );
6674 }
6675
6676 subtype = SCIPbendersGetSubproblemType(benders, probnumber);
6678
6679 if( subtype == SCIP_BENDERSSUBTYPE_CONVEXCONT )
6681 else if( subtype == SCIP_BENDERSSUBTYPE_NONCONVEXCONT )
6683 }
6684
6685 benders->mastervarscont[probnumber] = arecont;
6686
6687 return SCIP_OKAY;
6688}
6690/** returns whether the master variables are all set to continuous */
6692 SCIP_BENDERS* benders, /**< Benders' decomposition */
6693 int probnumber /**< the subproblem number */
6694 )
6695{
6696 assert(benders != NULL);
6697 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6698
6699 return benders->mastervarscont[probnumber];
6700}
6702/** returns the number of cuts that have been transferred from sub SCIPs to the master SCIP */
6704 SCIP_BENDERS* benders /**< the Benders' decomposition data structure */
6705 )
6706{
6707 assert(benders != NULL);
6708
6709 return benders->ntransferred;
6710}
6711
6712/** updates the lower bound for the subproblem. If the lower bound is not greater than the previously stored lowerbound,
6713 * then no update occurs.
6714 */
6716 SCIP_BENDERS* benders, /**< Benders' decomposition */
6717 int probnumber, /**< the subproblem number */
6718 SCIP_Real lowerbound /**< the lower bound */
6719 )
6720{
6721 assert(benders != NULL);
6722 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6723
6724 if( EPSGE(lowerbound, benders->subproblowerbound[probnumber], 1e-06) )
6725 benders->subproblowerbound[probnumber] = lowerbound;
6726 else
6727 {
6728 SCIPdebugMessage("The lowerbound %g for subproblem %d is less than the currently stored lower bound %g\n",
6729 lowerbound, probnumber, benders->subproblowerbound[probnumber]);
6730 }
6731}
6733/** returns the stored lower bound for the given subproblem */
6735 SCIP_BENDERS* benders, /**< Benders' decomposition */
6736 int probnumber /**< the subproblem number */
6737 )
6738{
6739 assert(benders != NULL);
6740 assert(probnumber >= 0 && probnumber < SCIPbendersGetNSubproblems(benders));
6741
6742 return benders->subproblowerbound[probnumber];
6743}
6745/** returns the number of cuts that have been added for storage */
6747 SCIP_BENDERS* benders /**< Benders' decomposition */
6748 )
6749{
6750 assert(benders != NULL);
6751
6752 return benders->nstoredcuts;
6753}
6755/** returns the cuts that have been stored for transfer */
6757 SCIP_BENDERS* benders, /**< Benders' decomposition */
6758 int cutidx, /**< the index for the cut data that is requested */
6759 SCIP_VAR*** vars, /**< the variables that have non-zero coefficients in the cut */
6760 SCIP_Real** vals, /**< the coefficients of the variables in the cut */
6761 SCIP_Real* lhs, /**< the left hand side of the cut */
6762 SCIP_Real* rhs, /**< the right hand side of the cut */
6763 int* nvars /**< the number of variables with non-zero coefficients in the cut */
6764 )
6765{
6766 assert(benders != NULL);
6767 assert(vars != NULL);
6768 assert(vals != NULL);
6769 assert(lhs != NULL);
6770 assert(rhs != NULL);
6771 assert(nvars != NULL);
6772 assert(cutidx >= 0 && cutidx < benders->nstoredcuts);
6773
6774 (*vars) = benders->storedcuts[cutidx]->vars;
6775 (*vals) = benders->storedcuts[cutidx]->vals;
6776 (*lhs) = benders->storedcuts[cutidx]->lhs;
6777 (*rhs) = benders->storedcuts[cutidx]->rhs;
6778 (*nvars) = benders->storedcuts[cutidx]->nvars;
6779
6780 return SCIP_OKAY;
6781}
6782
6783/** returns the original problem data for the cuts that have been added by the Benders' cut plugin. The stored
6784 * variables and values will populate the input vars and vals arrays. Thus, memory must be allocated for the vars and
6785 * vals arrays
6786 */
6788 SCIP_BENDERS* benders, /**< Benders' decomposition cut */
6789 int cutidx, /**< the index for the cut data that is requested */
6790 SCIP_VAR*** vars, /**< the variables that have non-zero coefficients in the cut */
6791 SCIP_Real** vals, /**< the coefficients of the variables in the cut */
6792 SCIP_Real* lhs, /**< the left hand side of the cut */
6793 SCIP_Real* rhs, /**< the right hand side of the cut */
6794 int* nvars, /**< the number of variables with non-zero coefficients in the cut */
6795 int varssize /**< the available slots in the array */
6796 )
6797{
6798 SCIP_VAR* origvar;
6799 SCIP_Real scalar;
6800 SCIP_Real constant;
6801 int i;
6802
6803 assert(benders != NULL);
6804 assert(vars != NULL);
6805 assert(vals != NULL);
6806 assert(lhs != NULL);
6807 assert(rhs != NULL);
6808 assert(nvars != NULL);
6809 assert(cutidx >= 0 && cutidx < benders->nstoredcuts);
6810
6811 (*lhs) = benders->storedcuts[cutidx]->lhs;
6812 (*rhs) = benders->storedcuts[cutidx]->rhs;
6813 (*nvars) = benders->storedcuts[cutidx]->nvars;
6814
6815 /* if there are enough slots, then store the cut variables and values */
6816 if( varssize >= *nvars )
6817 {
6818 for( i = 0; i < *nvars; i++ )
6819 {
6820 /* getting the original variable for the transformed variable */
6821 origvar = benders->storedcuts[cutidx]->vars[i];
6822 scalar = 1.0;
6823 constant = 0.0;
6824 SCIP_CALL( SCIPvarGetOrigvarSum(&origvar, &scalar, &constant) );
6825
6826 (*vars)[i] = origvar;
6827 (*vals)[i] = benders->storedcuts[cutidx]->vals[i];
6828 }
6829 }
6830
6831 return SCIP_OKAY;
6832}
6834/** adds the data for the generated cuts to the Benders' cut storage */
6836 SCIP_BENDERS* benders, /**< Benders' decomposition cut */
6837 SCIP_SET* set, /**< global SCIP settings */
6838 SCIP_VAR** vars, /**< the variables that have non-zero coefficients in the cut */
6839 SCIP_Real* vals, /**< the coefficients of the variables in the cut */
6840 SCIP_Real lhs, /**< the left hand side of the cut */
6841 SCIP_Real rhs, /**< the right hand side of the cut */
6842 int nvars /**< the number of variables with non-zero coefficients in the cut */
6843 )
6844{
6845 SCIP_BENDERSCUTCUT* cut;
6846
6847 assert(benders != NULL);
6848 assert(set != NULL);
6849 assert(vars != NULL);
6850 assert(vals != NULL);
6851
6852 /* allocating the block memory for the cut storage */
6853 SCIP_CALL( SCIPallocBlockMemory(set->scip, &cut) );
6854
6855 /* storing the cut data */
6856 SCIP_CALL( SCIPduplicateBlockMemoryArray(set->scip, &cut->vars, vars, nvars) );
6857 SCIP_CALL( SCIPduplicateBlockMemoryArray(set->scip, &cut->vals, vals, nvars) );
6858 cut->lhs = lhs;
6859 cut->rhs = rhs;
6860 cut->nvars = nvars;
6861
6862 /* ensuring the required memory is available for the stored cuts array */
6863 if( benders->storedcutssize < benders->nstoredcuts + 1 )
6864 {
6865 int newsize;
6866
6867 newsize = SCIPsetCalcMemGrowSize(set, benders->nstoredcuts + 1);
6869 benders->storedcutssize, newsize) );
6870
6871 benders->storedcutssize = newsize;
6872 }
6873 assert(benders->storedcutssize >= benders->nstoredcuts + 1);
6874
6875 /* adding the cuts to the Benders' cut storage */
6876 benders->storedcuts[benders->nstoredcuts] = cut;
6877 benders->nstoredcuts++;
6878
6879 return SCIP_OKAY;
6880}
6882/** sets the sorted flags in the Benders' decomposition */
6884 SCIP_BENDERS* benders, /**< Benders' decomposition structure */
6885 SCIP_Bool sorted /**< the value to set the sorted flag to */
6886 )
6887{
6888 assert(benders != NULL);
6889
6890 benders->benderscutssorted = sorted;
6891 benders->benderscutsnamessorted = sorted;
6892}
6894/** inserts a Benders' cut into the Benders' cuts list */
6896 SCIP_BENDERS* benders, /**< Benders' decomposition structure */
6897 SCIP_SET* set, /**< global SCIP settings */
6898 SCIP_BENDERSCUT* benderscut /**< Benders' cut */
6899 )
6900{
6901 assert(benders != NULL);
6902 assert(benderscut != NULL);
6903
6904 if( benders->nbenderscuts >= benders->benderscutssize )
6905 {
6908 }
6909 assert(benders->nbenderscuts < benders->benderscutssize);
6910
6911 benders->benderscuts[benders->nbenderscuts] = benderscut;
6912 benders->nbenderscuts++;
6913 benders->benderscutssorted = FALSE;
6914
6915 return SCIP_OKAY;
6916}
6918/** returns the Benders' cut of the given name, or NULL if not existing */
6920 SCIP_BENDERS* benders, /**< Benders' decomposition */
6921 const char* name /**< name of Benderscut' decomposition */
6922 )
6923{
6924 int i;
6925
6926 assert(benders != NULL);
6927 assert(name != NULL);
6928
6929 for( i = 0; i < benders->nbenderscuts; i++ )
6930 {
6931 if( strcmp(SCIPbenderscutGetName(benders->benderscuts[i]), name) == 0 )
6932 return benders->benderscuts[i];
6933 }
6934
6935 return NULL;
6936}
6937
6938/** returns the array of currently available Benders' cuts; active Benders' decomposition are in the first slots of
6939 * the array
6940 */
6942 SCIP_BENDERS* benders /**< Benders' decomposition */
6943 )
6944{
6945 assert(benders != NULL);
6946
6947 if( !benders->benderscutssorted )
6948 {
6949 SCIPsortPtr((void**)benders->benderscuts, SCIPbenderscutComp, benders->nbenderscuts);
6950 benders->benderscutssorted = TRUE;
6951 benders->benderscutsnamessorted = FALSE;
6952 }
6953
6954 return benders->benderscuts;
6955}
6957/** returns the number of currently available Benders' cuts */
6959 SCIP_BENDERS* benders /**< Benders' decomposition */
6960 )
6961{
6962 assert(benders != NULL);
6963
6964 return benders->nbenderscuts;
6965}
6967/** sets the priority of a Benders' decomposition */
6969 SCIP_BENDERS* benders, /**< Benders' decomposition */
6970 SCIP_BENDERSCUT* benderscut, /**< Benders' cut */
6971 int priority /**< new priority of the Benders' decomposition */
6972 )
6973{
6974 assert(benders != NULL);
6975 assert(benderscut != NULL);
6976
6977 benderscut->priority = priority;
6978 benders->benderscutssorted = FALSE;
6979
6980 return SCIP_OKAY;
6981}
6983/** sorts Benders' decomposition cuts by priorities */
6985 SCIP_BENDERS* benders /**< Benders' decomposition */
6986 )
6987{
6988 assert(benders != NULL);
6989
6990 if( !benders->benderscutssorted )
6991 {
6992 SCIPsortPtr((void**)benders->benderscuts, SCIPbenderscutComp, benders->nbenderscuts);
6993 benders->benderscutssorted = TRUE;
6994 benders->benderscutsnamessorted = FALSE;
6995 }
6996}
6998/** sorts Benders' decomposition cuts by name */
7000 SCIP_BENDERS* benders /**< Benders' decomposition */
7001 )
7002{
7003 assert(benders != NULL);
7004
7005 if( !benders->benderscutsnamessorted )
7006 {
7007 SCIPsortPtr((void**)benders->benderscuts, SCIPbenderscutCompName, benders->nbenderscuts);
7008 benders->benderscutssorted = FALSE;
7009 benders->benderscutsnamessorted = TRUE;
7010 }
7011}
SCIP_RETCODE SCIPbenderscutExit(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:268
SCIP_RETCODE SCIPbenderscutFree(SCIP_BENDERSCUT **benderscut, SCIP_SET *set)
Definition: benderscut.c:203
SCIP_RETCODE SCIPbenderscutInitsol(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:298
SCIP_RETCODE SCIPbenderscutExitsol(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:322
SCIP_RETCODE SCIPbenderscutExec(SCIP_BENDERSCUT *benderscut, SCIP_SET *set, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type, SCIP_RESULT *result)
Definition: benderscut.c:346
SCIP_RETCODE SCIPbenderscutCopyInclude(SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:86
SCIP_RETCODE SCIPbenderscutInit(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:229
internal methods for Benders' decomposition cuts
void SCIPclockStop(SCIP_CLOCK *clck, SCIP_SET *set)
Definition: clock.c:360
void SCIPclockEnableOrDisable(SCIP_CLOCK *clck, SCIP_Bool enable)
Definition: clock.c:260
void SCIPclockStart(SCIP_CLOCK *clck, SCIP_SET *set)
Definition: clock.c:290
SCIP_Real SCIPclockGetTime(SCIP_CLOCK *clck)
Definition: clock.c:438
void SCIPclockReset(SCIP_CLOCK *clck)
Definition: clock.c:209
void SCIPclockFree(SCIP_CLOCK **clck)
Definition: clock.c:185
SCIP_RETCODE SCIPclockCreate(SCIP_CLOCK **clck, SCIP_CLOCKTYPE clocktype)
Definition: clock.c:170
internal methods for clocks and timing issues
Constraint handler for linear constraints in their most general form, .
constraint handler for nonlinear constraints specified by algebraic expressions
internal methods for decompositions and the decomposition store
common defines and data types used in all packages of SCIP
#define NULL
Definition: def.h:267
#define SCIP_MAXSTRLEN
Definition: def.h:288
#define EPSGE(x, y, eps)
Definition: def.h:202
#define SCIP_Longint
Definition: def.h:158
#define SCIP_MAXTREEDEPTH
Definition: def.h:316
#define SCIP_Bool
Definition: def.h:91
#define MIN(x, y)
Definition: def.h:243
#define SCIP_ALLOC(x)
Definition: def.h:385
#define SCIP_Real
Definition: def.h:173
#define TRUE
Definition: def.h:93
#define FALSE
Definition: def.h:94
#define MAX(x, y)
Definition: def.h:239
#define SCIPABORT()
Definition: def.h:346
#define SCIP_CALL(x)
Definition: def.h:374
#define SCIP_CALL_FINALLY(x, y)
Definition: def.h:416
SCIP_RETCODE SCIPcreateBendersDefault(SCIP *scip, SCIP **subproblems, int nsubproblems)
SCIP_RETCODE SCIPaddLinearVarNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef)
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
SCIP_RETCODE SCIPcreateConsBasicLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs)
SCIP_EXPR * SCIPgetExprNonlinear(SCIP_CONS *cons)
SCIP_Real SCIPgetRhsNonlinear(SCIP_CONS *cons)
SCIP_EXPRCURV SCIPgetCurvatureNonlinear(SCIP_CONS *cons)
SCIP_Real SCIPgetLhsNonlinear(SCIP_CONS *cons)
SCIP_RETCODE SCIPcopyPlugins(SCIP *sourcescip, SCIP *targetscip, SCIP_Bool copyreaders, SCIP_Bool copypricers, SCIP_Bool copyconshdlrs, SCIP_Bool copyconflicthdlrs, SCIP_Bool copypresolvers, SCIP_Bool copyrelaxators, SCIP_Bool copyseparators, SCIP_Bool copycutselectors, SCIP_Bool copypropagators, SCIP_Bool copyheuristics, SCIP_Bool copyeventhdlrs, SCIP_Bool copynodeselectors, SCIP_Bool copybranchrules, SCIP_Bool copydisplays, SCIP_Bool copydialogs, SCIP_Bool copytables, SCIP_Bool copyexprhdlrs, SCIP_Bool copynlpis, SCIP_Bool passmessagehdlr, SCIP_Bool *valid)
Definition: scip_copy.c:275
int SCIPgetSubscipDepth(SCIP *scip)
Definition: scip_copy.c:2605
SCIP_RETCODE SCIPgetConsCopy(SCIP *sourcescip, SCIP *targetscip, SCIP_CONS *sourcecons, SCIP_CONS **targetcons, SCIP_CONSHDLR *sourceconshdlr, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *name, 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, SCIP_Bool global, SCIP_Bool *valid)
Definition: scip_copy.c:1591
int SCIPdecompGetNBlocks(SCIP_DECOMP *decomp)
Definition: dcmp.c:279
void SCIPdecompGetConsLabels(SCIP_DECOMP *decomp, SCIP_CONS **conss, int *labels, int nconss)
Definition: dcmp.c:198
void SCIPdecompGetVarsLabels(SCIP_DECOMP *decomp, SCIP_VAR **vars, int *labels, int nvars)
Definition: dcmp.c:149
SCIP_Bool SCIPisStopped(SCIP *scip)
Definition: scip_general.c:724
SCIP_RETCODE SCIPfree(SCIP **scip)
Definition: scip_general.c:339
SCIP_RETCODE SCIPcreate(SCIP **scip)
Definition: scip_general.c:307
SCIP_STATUS SCIPgetStatus(SCIP *scip)
Definition: scip_general.c:498
SCIP_STAGE SCIPgetStage(SCIP *scip)
Definition: scip_general.c:380
SCIP_RETCODE SCIPaddVar(SCIP *scip, SCIP_VAR *var)
Definition: scip_prob.c:1668
const char * SCIPgetProbName(SCIP *scip)
Definition: scip_prob.c:1067
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1866
int SCIPgetNOrigConss(SCIP *scip)
Definition: scip_prob.c:3134
SCIP_CONS ** SCIPgetConss(SCIP *scip)
Definition: scip_prob.c:3088
int SCIPgetNVars(SCIP *scip)
Definition: scip_prob.c:1992
SCIP_RETCODE SCIPaddCons(SCIP *scip, SCIP_CONS *cons)
Definition: scip_prob.c:2770
SCIP_RETCODE SCIPdelCons(SCIP *scip, SCIP_CONS *cons)
Definition: scip_prob.c:2843
int SCIPgetNConss(SCIP *scip)
Definition: scip_prob.c:3042
SCIP_VAR ** SCIPgetVars(SCIP *scip)
Definition: scip_prob.c:1947
SCIP_RETCODE SCIPdelVar(SCIP *scip, SCIP_VAR *var, SCIP_Bool *deleted)
Definition: scip_prob.c:1790
SCIP_RETCODE SCIPcreateProbBasic(SCIP *scip, const char *name)
Definition: scip_prob.c:180
SCIP_CONS ** SCIPgetOrigConss(SCIP *scip)
Definition: scip_prob.c:3161
SCIP_OBJSENSE SCIPgetObjsense(SCIP *scip)
Definition: scip_prob.c:1225
SCIP_Bool SCIPisObjIntegral(SCIP *scip)
Definition: scip_prob.c:1562
SCIP_VAR * SCIPfindVar(SCIP *scip, const char *name)
Definition: scip_prob.c:2685
void SCIPhashmapFree(SCIP_HASHMAP **hashmap)
Definition: misc.c:3108
void * SCIPhashmapEntryGetImage(SCIP_HASHMAPENTRY *entry)
Definition: misc.c:3570
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3261
SCIP_RETCODE SCIPhashmapInsert(SCIP_HASHMAP *hashmap, void *origin, void *image)
Definition: misc.c:3156
int SCIPhashmapGetNEntries(SCIP_HASHMAP *hashmap)
Definition: misc.c:3541
SCIP_HASHMAPENTRY * SCIPhashmapGetEntry(SCIP_HASHMAP *hashmap, int entryidx)
Definition: misc.c:3549
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3074
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3423
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:208
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
Definition: scip_message.c:225
SCIP_MESSAGEHDLR * SCIPgetMessagehdlr(SCIP *scip)
Definition: scip_message.c:88
#define SCIPdebugMsg
Definition: scip_message.h:78
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:120
SCIP_RETCODE SCIPhasExprCurvature(SCIP *scip, SCIP_EXPR *expr, SCIP_EXPRCURV curv, SCIP_Bool *success, SCIP_HASHMAP *assumevarfixed)
SCIP_Real SCIPrelDiff(SCIP_Real val1, SCIP_Real val2)
Definition: misc.c:11184
SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
Definition: scip_param.c:250
SCIP_PARAM * SCIPgetParam(SCIP *scip, const char *name)
Definition: scip_param.c:234
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:545
SCIP_RETCODE SCIPsetHeuristics(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:927
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 SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:953
SCIP_RETCODE SCIPsetCharParam(SCIP *scip, const char *name, char value)
Definition: scip_param.c:661
SCIP_Bool SCIPgetSubscipsOff(SCIP *scip)
Definition: scip_param.c:1027
SCIP_RETCODE SCIPgetLongintParam(SCIP *scip, const char *name, SCIP_Longint *value)
Definition: scip_param.c:288
SCIP_RETCODE SCIPgetIntParam(SCIP *scip, const char *name, int *value)
Definition: scip_param.c:269
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:429
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:603
SCIP_RETCODE SCIPgetCharParam(SCIP *scip, const char *name, char *value)
Definition: scip_param.c:326
void SCIPpqueueFree(SCIP_PQUEUE **pqueue)
Definition: misc.c:1322
SCIP_RETCODE SCIPpqueueInsert(SCIP_PQUEUE *pqueue, void *elem)
Definition: misc.c:1394
int SCIPpqueueNElems(SCIP_PQUEUE *pqueue)
Definition: misc.c:1527
SCIP_RETCODE SCIPpqueueCreate(SCIP_PQUEUE **pqueue, int initsize, SCIP_Real sizefac, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), SCIP_DECL_PQUEUEELEMCHGPOS((*elemchgpos)))
Definition: misc.c:1295
void * SCIPpqueueRemove(SCIP_PQUEUE *pqueue)
Definition: misc.c:1493
SCIP_Real SCIPbendersGetSetupTime(SCIP_BENDERS *benders)
Definition: benders.c:6040
void SCIPbendersSetSubproblemObjval(SCIP_BENDERS *benders, int probnumber, SCIP_Real objval)
Definition: benders.c:6182
SCIP_RETCODE SCIPbendersSolSlackVarsActive(SCIP_BENDERS *benders, SCIP_Bool *activeslack)
Definition: benders.c:6211
SCIP_Bool SCIPbendersCutRelaxation(SCIP_BENDERS *benders)
Definition: benders.c:6102
int SCIPbendersGetNTransferredCuts(SCIP_BENDERS *benders)
Definition: benders.c:6701
SCIP_Bool SCIPbendersSubproblemIsConvex(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6362
int SCIPbendersGetNStrengthenFails(SCIP_BENDERS *benders)
Definition: benders.c:6030
int SCIPgetBendersNSubproblems(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:722
SCIP_RETCODE SCIPbendersGetStoredCutOrigData(SCIP_BENDERS *benders, int cutidx, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars, int varssize)
Definition: benders.c:6785
SCIP_BENDERS ** SCIPgetBenders(SCIP *scip)
Definition: scip_benders.c:508
void SCIPbendersSetSubproblemIsNonlinear(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isnonlinear)
Definition: benders.c:6384
void SCIPbendersSetMasterIsNonlinear(SCIP_BENDERS *benders, SCIP_Bool isnonlinear)
Definition: benders.c:6426
SCIP_BENDERS * SCIPfindBenders(SCIP *scip, const char *name)
Definition: scip_benders.c:493
void SCIPbendersSetData(SCIP_BENDERS *benders, SCIP_BENDERSDATA *bendersdata)
Definition: benders.c:5759
SCIP_Bool SCIPbendersOnlyCheckConvexRelax(SCIP_BENDERS *benders, SCIP_Bool subscipsoff)
Definition: benders.c:2988
SCIP_Bool SCIPbendersSubproblemIsNonlinear(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6404
int SCIPbendersGetPriority(SCIP_BENDERS *benders)
Definition: benders.c:5944
SCIP_VAR * SCIPbendersGetAuxiliaryVar(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6160
SCIP_BENDERSCUT * SCIPfindBenderscut(SCIP_BENDERS *benders, const char *name)
Definition: benders.c:6917
const char * SCIPbendersGetDesc(SCIP_BENDERS *benders)
Definition: benders.c:5934
int SCIPbendersGetNConvexSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:6374
SCIP_BENDERSSUBTYPE SCIPbendersGetSubproblemType(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6321
SCIP_RETCODE SCIPbendersSolveSubproblemCIP(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_STATUS *solvestatus, SCIP_Bool solvecip)
Definition: benders.c:4938
int SCIPbendersGetNNonlinearSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:6416
void SCIPsetBendersPriority(SCIP *scip, SCIP_BENDERS *benders, int priority)
Definition: scip_benders.c:590
SCIP_NLPPARAM SCIPbendersGetNLPParam(SCIP_BENDERS *benders)
Definition: benders.c:4755
SCIP_Bool SCIPbendersSubproblemIsEnabled(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6642
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:660
int SCIPbendersGetNStrengthenCalls(SCIP_BENDERS *benders)
Definition: benders.c:6020
SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: scip_benders.c:696
int SCIPbendersGetNStoredCuts(SCIP_BENDERS *benders)
Definition: benders.c:6744
SCIP_RETCODE SCIPbendersSolveSubproblemLP(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_STATUS *solvestatus, SCIP_Real *objective)
Definition: benders.c:4768
int SCIPbendersGetNBenderscuts(SCIP_BENDERS *benders)
Definition: benders.c:6956
void SCIPbendersSetSubproblemIsConvex(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isconvex)
Definition: benders.c:6339
SCIP_Bool SCIPbendersIsActive(SCIP_BENDERS *benders)
Definition: benders.c:2675
void SCIPbendersSetSubproblemIsSetup(SCIP_BENDERS *benders, int probnumber, SCIP_Bool issetup)
Definition: benders.c:6537
SCIP_BENDERSDATA * SCIPbendersGetData(SCIP_BENDERS *benders)
Definition: benders.c:5749
const char * SCIPbendersGetName(SCIP_BENDERS *benders)
Definition: benders.c:5924
SCIP_Bool SCIPbendersCutPseudo(SCIP_BENDERS *benders)
Definition: benders.c:6092
SCIP_VAR ** SCIPbendersGetAuxiliaryVars(SCIP_BENDERS *benders)
Definition: benders.c:6172
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:5968
void SCIPbendersSetSubproblemType(SCIP_BENDERS *benders, int probnumber, SCIP_BENDERSSUBTYPE subprobtype)
Definition: benders.c:6296
int SCIPbendersGetNStrengthenCutsFound(SCIP_BENDERS *benders)
Definition: benders.c:6010
void SCIPbendersUpdateSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber, SCIP_Real lowerbound)
Definition: benders.c:6713
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:5978
SCIP_Bool SCIPbendersMasterIsNonlinear(SCIP_BENDERS *benders)
Definition: benders.c:6437
SCIP_RETCODE SCIPbendersGetStoredCutData(SCIP_BENDERS *benders, int cutidx, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars)
Definition: benders.c:6754
int SCIPbendersGetNCalls(SCIP_BENDERS *benders)
Definition: benders.c:5990
SCIP_Bool SCIPbendersIsInitialized(SCIP_BENDERS *benders)
Definition: benders.c:6072
int SCIPbendersGetNCutsFound(SCIP_BENDERS *benders)
Definition: benders.c:6000
SCIP_Bool SCIPbendersShareAuxVars(SCIP_BENDERS *benders)
Definition: benders.c:6112
SCIP_Bool SCIPbendersCutLP(SCIP_BENDERS *benders)
Definition: benders.c:6082
SCIP_RETCODE SCIPbendersSetBenderscutPriority(SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, int priority)
Definition: benders.c:6966
SCIP_Real SCIPbendersGetTime(SCIP_BENDERS *benders)
Definition: benders.c:6050
SCIP_Bool SCIPbendersSubproblemIsIndependent(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6602
SCIP_RETCODE SCIPsolveBendersSubproblems(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_Bool *infeasible, SCIP_Bool *auxviol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)
Definition: scip_benders.c:622
SCIP_BENDERSCUT ** SCIPbendersGetBenderscuts(SCIP_BENDERS *benders)
Definition: benders.c:6939
SCIP_Real SCIPbendersGetSubproblemObjval(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6199
void SCIPbendersSetSubproblemIsIndependent(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isindep)
Definition: benders.c:6562
SCIP_Bool SCIPbendersInStrengthenRound(SCIP_BENDERS *benders)
Definition: benders.c:6447
SCIP_Bool SCIPbendersSubproblemIsSetup(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6550
SCIP_Real SCIPbendersGetSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6732
SCIP_Bool SCIPbenderscutIsLPCut(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:583
const char * SCIPbenderscutGetName(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:492
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:543
const char * SCIPconshdlrGetName(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4197
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:941
SCIP_RETCODE SCIPgetConsNVars(SCIP *scip, SCIP_CONS *cons, int *nvars, SCIP_Bool *success)
Definition: scip_cons.c:2622
SCIP_Bool SCIPconsIsDynamic(SCIP_CONS *cons)
Definition: cons.c:8473
SCIP_CONSHDLR * SCIPconsGetHdlr(SCIP_CONS *cons)
Definition: cons.c:8234
SCIP_Bool SCIPconsIsInitial(SCIP_CONS *cons)
Definition: cons.c:8383
SCIP_Bool SCIPconsIsMarkedPropagate(SCIP_CONS *cons)
Definition: cons.c:8423
SCIP_Bool SCIPconsIsChecked(SCIP_CONS *cons)
Definition: cons.c:8413
SCIP_Bool SCIPconsIsDeleted(SCIP_CONS *cons)
Definition: cons.c:8343
SCIP_RETCODE SCIPgetConsVars(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **vars, int varssize, SCIP_Bool *success)
Definition: scip_cons.c:2578
SCIP_Bool SCIPconsIsEnforced(SCIP_CONS *cons)
Definition: cons.c:8403
SCIP_Bool SCIPconsIsPropagated(SCIP_CONS *cons)
Definition: cons.c:8433
SCIP_Bool SCIPconsIsLocal(SCIP_CONS *cons)
Definition: cons.c:8453
const char * SCIPconsGetName(SCIP_CONS *cons)
Definition: cons.c:8214
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
Definition: scip_cons.c:1475
SCIP_Bool SCIPconsIsModifiable(SCIP_CONS *cons)
Definition: cons.c:8463
SCIP_Bool SCIPconsIsStickingAtNode(SCIP_CONS *cons)
Definition: cons.c:8493
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1174
SCIP_Bool SCIPconsIsSeparated(SCIP_CONS *cons)
Definition: cons.c:8393
SCIP_Bool SCIPconsIsRemovable(SCIP_CONS *cons)
Definition: cons.c:8483
SCIP_RETCODE SCIPaddPoolCut(SCIP *scip, SCIP_ROW *row)
Definition: scip_cut.c:361
SCIP_RETCODE SCIPsetEventhdlrInitsol(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTINITSOL((*eventinitsol)))
Definition: scip_event.c:192
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: scip_event.c:104
SCIP_EVENTHDLR * SCIPfindEventhdlr(SCIP *scip, const char *name)
Definition: scip_event.c:234
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:324
SCIP_EVENTHDLRDATA * SCIPeventhdlrGetData(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:334
SCIP_RETCODE SCIPsetEventhdlrExitsol(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTEXITSOL((*eventexitsol)))
Definition: scip_event.c:206
void SCIPeventhdlrSetData(SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: event.c:344
SCIP_RETCODE SCIPsetEventhdlrFree(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTFREE((*eventfree)))
Definition: scip_event.c:150
SCIP_RETCODE SCIPsetEventhdlrExit(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTEXIT((*eventexit)))
Definition: scip_event.c:178
SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:286
SCIP_RETCODE SCIPdropEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
Definition: scip_event.c:320
SCIP_RETCODE SCIPevalExprActivity(SCIP *scip, SCIP_EXPR *expr)
Definition: scip_expr.c:1717
SCIP_Bool SCIPinDive(SCIP *scip)
Definition: scip_lp.c:2775
SCIP_RETCODE SCIPconstructLP(SCIP *scip, SCIP_Bool *cutoff)
Definition: scip_lp.c:124
SCIP_Bool SCIPisLPConstructed(SCIP *scip)
Definition: scip_lp.c:101
SCIP_RETCODE SCIPcomputeLPRelIntPoint(SCIP *scip, SCIP_Bool relaxrows, SCIP_Bool inclobjcutoff, SCIP_Real timelimit, int iterlimit, SCIP_SOL **point)
Definition: scip_lp.c:1094
SCIP_LPSOLSTAT SCIPgetLPSolstat(SCIP *scip)
Definition: scip_lp.c:168
SCIP_Longint SCIPgetMemExternEstim(SCIP *scip)
Definition: scip_mem.c:126
#define SCIPfreeBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:110
SCIP_Longint SCIPgetMemUsed(SCIP *scip)
Definition: scip_mem.c:100
#define SCIPallocClearBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:97
#define SCIPallocBufferArray(scip, ptr, num)
Definition: scip_mem.h:124
#define SCIPfreeBufferArray(scip, ptr)
Definition: scip_mem.h:136
#define SCIPfreeBlockMemory(scip, ptr)
Definition: scip_mem.h:108
#define SCIPallocBlockMemory(scip, ptr)
Definition: scip_mem.h:89
#define SCIPduplicateBlockMemoryArray(scip, ptr, source, num)
Definition: scip_mem.h:105
int SCIPgetNNlpis(SCIP *scip)
Definition: scip_nlpi.c:200
SCIP_Bool SCIPisNLPConstructed(SCIP *scip)
Definition: scip_nlp.c:110
SCIP_NLPSOLSTAT SCIPgetNLPSolstat(SCIP *scip)
Definition: scip_nlp.c:574
SCIP_Real SCIPgetNLPObjval(SCIP *scip)
Definition: scip_nlp.c:645
SCIP_RETCODE SCIPsolveNLPParam(SCIP *scip, SCIP_NLPPARAM param)
Definition: scip_nlp.c:545
SCIP_NLPTERMSTAT SCIPgetNLPTermstat(SCIP *scip)
Definition: scip_nlp.c:596
SCIP_RETCODE SCIPchgVarUbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_probing.c:345
SCIP_RETCODE SCIPchgVarObjProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_probing.c:474
SCIP_Bool SCIPinProbing(SCIP *scip)
Definition: scip_probing.c:97
SCIP_RETCODE SCIPstartProbing(SCIP *scip)
Definition: scip_probing.c:119
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_probing.c:820
SCIP_RETCODE SCIPendProbing(SCIP *scip)
Definition: scip_probing.c:260
SCIP_RETCODE SCIPcreateEmptyRowConshdlr(SCIP *scip, SCIP_ROW **row, SCIP_CONSHDLR *conshdlr, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1391
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1701
SCIP_RETCODE SCIPreleaseRow(SCIP *scip, SCIP_ROW **row)
Definition: scip_lp.c:1562
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
Definition: scip_sol.c:2169
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:184
SCIP_RETCODE SCIPcreateSolCopy(SCIP *scip, SCIP_SOL **sol, SCIP_SOL *sourcesol)
Definition: scip_sol.c:474
SCIP_RETCODE SCIPfreeSol(SCIP *scip, SCIP_SOL **sol)
Definition: scip_sol.c:841
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:1631
SCIP_RETCODE SCIPcreateCurrentSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:339
SCIP_RETCODE SCIPcreateNLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:254
SCIP_RETCODE SCIPcreateLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:226
SCIP_RETCODE SCIPunlinkSol(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:1046
SCIP_Real SCIPgetSolOrigObj(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:1300
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
Definition: scip_sol.c:1077
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1217
SCIP_Real SCIPgetSolTransObj(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:1347
SCIP_Real SCIPretransformObj(SCIP *scip, SCIP_Real obj)
Definition: scip_sol.c:1432
SCIP_RETCODE SCIPrestartSolve(SCIP *scip)
Definition: scip_solve.c:3485
SCIP_RETCODE SCIPfreeTransform(SCIP *scip)
Definition: scip_solve.c:3344
SCIP_RETCODE SCIPinterruptSolve(SCIP *scip)
Definition: scip_solve.c:3430
SCIP_RETCODE SCIPsolve(SCIP *scip)
Definition: scip_solve.c:2498
SCIP_Real SCIPgetPrimalbound(SCIP *scip)
SCIP_Real SCIPgetDualbound(SCIP *scip)
SCIP_Real SCIPgetLowerbound(SCIP *scip)
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
SCIP_Real SCIPgetSolvingTime(SCIP *scip)
Definition: scip_timing.c:378
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_Bool SCIPisPositive(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisZero(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPinRepropagation(SCIP *scip)
Definition: scip_tree.c:146
int SCIPgetDepth(SCIP *scip)
Definition: scip_tree.c:670
SCIP_NODE * SCIPgetCurrentNode(SCIP *scip)
Definition: scip_tree.c:91
SCIP_Bool SCIPvarIsInitial(SCIP_VAR *var)
Definition: var.c:17620
SCIP_RETCODE SCIPvarGetOrigvarSum(SCIP_VAR **var, SCIP_Real *scalar, SCIP_Real *constant)
Definition: var.c:12774
SCIP_Bool SCIPvarIsDeleted(SCIP_VAR *var)
Definition: var.c:17640
SCIP_RETCODE SCIPchgVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:4676
SCIP_VARSTATUS SCIPvarGetStatus(SCIP_VAR *var)
Definition: var.c:17538
SCIP_Real SCIPvarGetUbLocal(SCIP_VAR *var)
Definition: var.c:18144
int SCIPvarGetNLocksDown(SCIP_VAR *var)
Definition: var.c:3416
SCIP_Real SCIPvarGetLbOriginal(SCIP_VAR *var)
Definition: var.c:18024
SCIP_RETCODE SCIPchgVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:4766
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
Definition: var.c:17926
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
Definition: var.c:17584
SCIP_Real SCIPvarGetUbGlobal(SCIP_VAR *var)
Definition: var.c:18088
SCIP_RETCODE SCIPaddVarLocksType(SCIP *scip, SCIP_VAR *var, SCIP_LOCKTYPE locktype, int nlocksdown, int nlocksup)
Definition: scip_var.c:4259
const char * SCIPvarGetName(SCIP_VAR *var)
Definition: var.c:17419
SCIP_Real SCIPvarGetUbOriginal(SCIP_VAR *var)
Definition: var.c:18044
SCIP_RETCODE SCIPreleaseVar(SCIP *scip, SCIP_VAR **var)
Definition: scip_var.c:1248
SCIP_RETCODE SCIPchgVarType(SCIP *scip, SCIP_VAR *var, SCIP_VARTYPE vartype, SCIP_Bool *infeasible)
Definition: scip_var.c:8176
void SCIPvarSetData(SCIP_VAR *var, SCIP_VARDATA *vardata)
Definition: var.c:17449
SCIP_Bool SCIPvarIsRemovable(SCIP_VAR *var)
Definition: var.c:17630
SCIP_Real SCIPvarGetLbLocal(SCIP_VAR *var)
Definition: var.c:18134
SCIP_RETCODE SCIPcreateVar(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype, SCIP_Bool initial, SCIP_Bool removable, SCIP_DECL_VARDELORIG((*vardelorig)), SCIP_DECL_VARTRANS((*vartrans)), SCIP_DECL_VARDELTRANS((*vardeltrans)), SCIP_DECL_VARCOPY((*varcopy)), SCIP_VARDATA *vardata)
Definition: scip_var.c:114
SCIP_Real SCIPvarGetLbGlobal(SCIP_VAR *var)
Definition: var.c:18078
SCIP_RETCODE SCIPcreateVarBasic(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype)
Definition: scip_var.c:194
SCIP_VAR * SCIPvarGetTransVar(SCIP_VAR *var)
Definition: var.c:17778
SCIP_RETCODE SCIPchgVarObj(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_var.c:4513
SCIP_RETCODE SCIPcaptureVar(SCIP *scip, SCIP_VAR *var)
Definition: scip_var.c:1214
void SCIPsortPtr(void **ptrarray, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), int len)
int SCIPsnprintf(char *t, int len, const char *s,...)
Definition: misc.c:10877
internal methods for LP management
static const char * paramname[]
Definition: lpi_msk.c:5096
#define BMSfreeMemory(ptr)
Definition: memory.h:145
#define BMSreallocMemoryArray(ptr, num)
Definition: memory.h:127
#define BMSduplicateMemoryArray(ptr, source, num)
Definition: memory.h:143
#define BMSclearMemory(ptr)
Definition: memory.h:129
#define BMSallocMemoryArray(ptr, num)
Definition: memory.h:123
#define BMSfreeMemoryArray(ptr)
Definition: memory.h:147
#define BMSallocBlockMemoryArray(mem, ptr, num)
Definition: memory.h:454
#define BMSfreeBlockMemoryArray(mem, ptr, num)
Definition: memory.h:467
#define BMSreallocBlockMemoryArray(mem, ptr, oldnum, newnum)
Definition: memory.h:458
#define BMSclearMemoryArray(ptr, num)
Definition: memory.h:130
struct BMS_BlkMem BMS_BLKMEM
Definition: memory.h:437
#define BMSfreeMemoryArrayNull(ptr)
Definition: memory.h:148
#define BMSallocMemory(ptr)
Definition: memory.h:118
void SCIPmessagePrintVerbInfo(SCIP_MESSAGEHDLR *messagehdlr, SCIP_VERBLEVEL verblevel, SCIP_VERBLEVEL msgverblevel, const char *formatstr,...)
Definition: message.c:678
SCIP_Real SCIPconsGetLhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_linear.c:112
SCIP_RETCODE SCIPconsAddCoef(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: misc_linear.c:456
SCIP_Real SCIPconsGetRhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_linear.c:48
BMS_BLKMEM * SCIPblkmem(SCIP *scip)
Definition: scip_mem.c:57
SCIP_PARAMDATA * SCIPparamGetData(SCIP_PARAM *param)
Definition: paramset.c:679
int SCIPparamGetInt(SCIP_PARAM *param)
Definition: paramset.c:734
SCIP_Real SCIPparamGetRealMax(SCIP_PARAM *param)
Definition: paramset.c:853
internal methods for handling parameter settings
internal methods for storing priced variables
internal methods for storing and manipulating the main problem
public methods for message output
#define SCIPerrorMessage
Definition: pub_message.h:64
#define SCIPdebugMessage
Definition: pub_message.h:96
public data structures and miscellaneous methods
SCIP callable library.
default SCIP plugins
SCIP_RETCODE SCIPsetAddIntParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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: set.c:2984
SCIP_Bool SCIPsetGetSubscipsOff(SCIP_SET *set)
Definition: set.c:7296
SCIP_RETCODE SCIPsetAddCharParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: set.c:3056
SCIP_Real SCIPsetCeil(SCIP_SET *set, SCIP_Real val)
Definition: set.c:6397
SCIP_RETCODE SCIPsetAddBoolParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: set.c:2962
SCIP_Bool SCIPsetIsLE(SCIP_SET *set, SCIP_Real val1, SCIP_Real val2)
Definition: set.c:6257
SCIP_RETCODE SCIPsetAddRealParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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: set.c:3032
SCIP_BENDERS * SCIPsetFindBenders(SCIP_SET *set, const char *name)
Definition: set.c:3796
SCIP_STAGE SCIPsetGetStage(SCIP_SET *set)
Definition: set.c:2952
SCIP_Real SCIPsetInfinity(SCIP_SET *set)
Definition: set.c:6064
SCIP_RETCODE SCIPsetGetIntParam(SCIP_SET *set, const char *name, int *value)
Definition: set.c:3137
SCIP_Bool SCIPsetIsInfinity(SCIP_SET *set, SCIP_Real val)
Definition: set.c:6199
SCIP_RETCODE SCIPsetGetRealParam(SCIP_SET *set, const char *name, SCIP_Real *value)
Definition: set.c:3165
SCIP_Bool SCIPsetIsGT(SCIP_SET *set, SCIP_Real val1, SCIP_Real val2)
Definition: set.c:6275
int SCIPsetCalcMemGrowSize(SCIP_SET *set, int num)
Definition: set.c:5764
internal methods for global SCIP settings
#define SCIPsetDebugMsg
Definition: set.h:1784
SCIP_RETCODE SCIPbendersGetVar(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: benders.c:5723
void SCIPbendersSetSolvesubconvex(SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)))
Definition: benders.c:5869
static SCIP_RETCODE initialiseSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Bool *success)
Definition: benders.c:1488
static SCIP_RETCODE initialiseLPSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:1529
static void createSolveSubproblemIndexList(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type, int **solveidx, int *nsolveidx)
Definition: benders.c:3024
#define SCIP_DEFAULT_LNSMAXCALLSROOT
Definition: benders.c:63
#define AUXILIARYVAR_NAME
Definition: benders.c:84
#define SCIP_DEFAULT_STRENGTHENPERTURB
Definition: benders.c:70
SCIP_Bool SCIPbendersSubproblemIsOptimal(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
Definition: benders.c:5079
void SCIPbendersSetPresubsolve(SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
Definition: benders.c:5858
#define NODESOLVED_EVENTHDLR_NAME
Definition: benders.c:98
#define SCIP_DEFAULT_LNSMAXDEPTH
Definition: benders.c:61
SCIP_RETCODE SCIPbendersActivate(SCIP_BENDERS *benders, SCIP_SET *set, int nsubproblems)
Definition: benders.c:2526
SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
Definition: benders.c:5129
void SCIPbendersRemoveSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:6148
static SCIP_RETCODE executeUserDefinedSolvesub(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool *infeasible, SCIP_Real *objective, SCIP_RESULT *result)
Definition: benders.c:4119
static SCIP_RETCODE initsolEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
Definition: benders.c:134
static SCIP_RETCODE performInteriorSolCutStrengthening(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint, SCIP_Bool perturbsol, SCIP_Bool *auxviol, SCIP_Bool *infeasible, SCIP_Bool *skipsolve, SCIP_RESULT *result)
Definition: benders.c:2829
void SCIPbendersSetExit(SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
Definition: benders.c:5803
#define SCIP_DEFAULT_STRENGTHENENABLED
Definition: benders.c:71
#define SCIP_DEFAULT_UPDATEAUXVARBOUND
Definition: benders.c:65
#define SCIP_DEFAULT_LNSMAXCALLS
Definition: benders.c:62
#define SCIP_DEFAULT_SLACKVARCOEF
Definition: benders.c:75
SCIP_RETCODE SCIPbendersFreeSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:5029
#define SCIP_DEFAULT_LNSCHECK
Definition: benders.c:60
#define BENDERS_MAXPSEUDOSOLS
Definition: benders.c:80
void SCIPbendersSetPriority(SCIP_BENDERS *benders, SCIP_SET *set, int priority)
Definition: benders.c:5954
static SCIP_DECL_SORTPTRCOMP(benderssubcompdefault)
Definition: benders.c:606
static SCIP_Bool subproblemIsActive(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:3013
static SCIP_RETCODE addSlackVars(SCIP *scip, SCIP_BENDERS *benders, SCIP_CONS *cons, SCIP_CONSHDLR **linearconshdlrs, SCIP_CONSHDLR *nlconshdlr, int nlinearconshdlrs)
Definition: benders.c:1330
SCIP_RETCODE SCIPbendersExit(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2225
void SCIPbendersSetInitsol(SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
Definition: benders.c:5836
static SCIP_DECL_EVENTINITSOL(eventInitsolBendersNodefocus)
Definition: benders.c:246
SCIP_RETCODE SCIPbendersChgMastervarsToCont(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:6457
#define SCIP_DEFAULT_NLPITERLIMIT
Definition: benders.c:78
void SCIPbendersSortBenderscuts(SCIP_BENDERS *benders)
Definition: benders.c:6982
SCIP_RETCODE SCIPbendersSetupSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type)
Definition: benders.c:4359
static SCIP_RETCODE setAndUpdateCorePoint(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:2743
#define SCIP_DEFAULT_STRENGTHENMULT
Definition: benders.c:68
#define SCIP_DEFAULT_NUMTHREADS
Definition: benders.c:73
static SCIP_RETCODE createSubproblems(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:1787
SCIP_RETCODE SCIPbendersSetMastervarsCont(SCIP_BENDERS *benders, int probnumber, SCIP_Bool arecont)
Definition: benders.c:6654
static SCIP_RETCODE freeEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
Definition: benders.c:198
#define SCIP_DEFAULT_STRENGTHENINTPOINT
Definition: benders.c:72
void SCIPbendersSetSolvesub(SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)))
Definition: benders.c:5880
void SCIPbendersSetExitsol(SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
Definition: benders.c:5847
void SCIPbendersSortBenderscutsName(SCIP_BENDERS *benders)
Definition: benders.c:6997
static SCIP_RETCODE resetOrigSubproblemParams(SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
Definition: benders.c:4729
#define SCIP_DEFAULT_CHECKCONSCONVEXITY
Definition: benders.c:77
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)
Definition: benders.c:1206
static SCIP_RETCODE addSlackVarsToConstraints(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:1442
static SCIP_RETCODE updateAuxiliaryVarLowerbound(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_RESULT *result)
Definition: benders.c:2686
SCIP_RETCODE SCIPbendersApplyDecomposition(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_DECOMP *decomp)
Definition: benders.c:5603
#define SCIP_DEFAULT_MAXSLACKVARCOEF
Definition: benders.c:76
static SCIP_RETCODE generateBendersCuts(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, SCIP_Bool *subprobsolved, SCIP_BENDERSSUBSTATUS *substatus, int *solveidx, int nsolveidx, int **mergecands, int *npriomergecands, int *nmergecands, int *nsolveloops)
Definition: benders.c:3384
static SCIP_RETCODE exitEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
Definition: benders.c:178
static SCIP_RETCODE solveBendersSubproblems(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, int *nverified, int *solveidx, int nsolveidx, SCIP_Bool **subprobsolved, SCIP_BENDERSSUBSTATUS **substatus, SCIP_Bool *infeasible, SCIP_Bool *optimal, SCIP_Bool *stopped)
Definition: benders.c:3113
SCIP_RETCODE SCIPbendersCopyInclude(SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_SET *targetset, SCIP_HASHMAP *varmap, SCIP_Bool threadsafe, SCIP_Bool *valid)
Definition: benders.c:926
static SCIP_RETCODE createAndAddTransferredCut(SCIP *sourcescip, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: benders.c:2061
SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
Definition: benders.c:5291
static SCIP_RETCODE doBendersCreate(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)
Definition: benders.c:997
#define UPPERBOUND_EVENTHDLR_DESC
Definition: benders.c:96
static SCIP_RETCODE addConstraintToBendersSubproblem(SCIP_SET *set, SCIP *subproblem, SCIP_HASHMAP *varmap, SCIP_CONS *sourcecons)
Definition: benders.c:5476
static SCIP_DECL_EVENTEXITSOL(eventExitsolBendersNodefocus)
Definition: benders.c:259
#define SCIP_DEFAULT_AUXVARSIMPLINT
Definition: benders.c:66
static SCIP_RETCODE copyMemoryAndTimeLimits(SCIP *scip, SCIP *subproblem)
Definition: benders.c:4618
static SCIP_RETCODE transferBendersCuts(SCIP *sourcescip, SCIP *subscip, SCIP_BENDERS *benders)
Definition: benders.c:2179
void SCIPbendersSetBenderscutsSorted(SCIP_BENDERS *benders, SCIP_Bool sorted)
Definition: benders.c:6881
#define UPPERBOUND_EVENTHDLR_NAME
Definition: benders.c:95
static SCIP_RETCODE assignAuxiliaryVariables(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:747
#define NODEFOCUS_EVENTHDLR_DESC
Definition: benders.c:90
SCIP_RETCODE SCIPbendersFree(SCIP_BENDERS **benders, SCIP_SET *set)
Definition: benders.c:1285
void SCIPbendersSetSubproblemComp(SCIP_BENDERS *benders, SCIP_DECL_SORTPTRCOMP((*benderssubcomp)))
Definition: benders.c:5902
#define SLACKVAR_NAME
Definition: benders.c:85
SCIP_RETCODE SCIPbendersInitsol(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2437
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)
Definition: benders.c:4190
void SCIPbendersSetFreesub(SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
Definition: benders.c:5913
#define MIPNODEFOCUS_EVENTHDLR_DESC
Definition: benders.c:93
static SCIP_DECL_EVENTFREE(eventFreeBendersNodefocus)
Definition: benders.c:285
static SCIP_RETCODE releaseVarMappingHashmapVars(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:1251
static SCIP_RETCODE addAuxiliaryVariablesToMaster(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:674
#define SCIP_DEFAULT_NOIMPROVELIMIT
Definition: benders.c:69
static SCIP_DECL_EVENTEXIT(eventExitBendersNodefocus)
Definition: benders.c:272
static SCIP_DECL_EVENTEXEC(eventExecBendersNodefocus)
Definition: benders.c:224
static SCIP_RETCODE setSubproblemParams(SCIP *scip, SCIP *subproblem)
Definition: benders.c:4678
void SCIPbendersSetInit(SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
Definition: benders.c:5792
#define NLINEARCONSHDLRS
Definition: benders.c:86
SCIP_RETCODE SCIPbendersDeactivate(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2612
static SCIP_DECL_PARAMCHGD(paramChgdBendersPriority)
Definition: benders.c:871
SCIP_RETCODE SCIPbendersStoreCut(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: benders.c:6833
void SCIPbendersSetCopy(SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
Definition: benders.c:5770
SCIP_RETCODE SCIPbendersAddSubproblem(SCIP_BENDERS *benders, SCIP *subproblem)
Definition: benders.c:6124
#define SCIP_DEFAULT_TRANSFERCUTS
Definition: benders.c:58
SCIP_Real SCIPbendersGetAuxiliaryVarVal(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
Definition: benders.c:5108
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)
Definition: benders.c:3582
SCIP_Bool SCIPbendersGetMastervarsCont(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6689
static SCIP_RETCODE exitsolEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
Definition: benders.c:154
void SCIPbendersSetFree(SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
Definition: benders.c:5781
static SCIP_RETCODE updateEventhdlrUpperbound(SCIP_BENDERS *benders, int probnumber, SCIP_Real upperbound)
Definition: benders.c:457
static SCIP_RETCODE storeOrigSubproblemParams(SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
Definition: benders.c:4651
#define MIPNODEFOCUS_EVENTHDLR_NAME
Definition: benders.c:92
#define SCIP_DEFAULT_SUBPROBFRAC
Definition: benders.c:64
#define SCIP_DEFAULT_EXECFEASPHASE
Definition: benders.c:74
#define NODEFOCUS_EVENTHDLR_NAME
Definition: benders.c:89
static SCIP_RETCODE removeVariablesAndConstraintsFromMaster(SCIP *scip, SCIP_CONS **conss, SCIP_VAR **vars, int *conslabels, int *varslabels, int nconss, int nvars)
Definition: benders.c:5560
SCIP_RETCODE SCIPbendersInitpre(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
Definition: benders.c:2368
void SCIPbendersEnableOrDisableClocks(SCIP_BENDERS *benders, SCIP_Bool enable)
Definition: benders.c:6060
void SCIPbendersSetExitpre(SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
Definition: benders.c:5825
static SCIP_RETCODE updateSubproblemStatQueue(SCIP_BENDERS *benders, int *solveidx, int nsolveidx, SCIP_Bool updatestat)
Definition: benders.c:3064
static SCIP_RETCODE checkSubproblemConvexity(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:1577
static SCIP_RETCODE updateSubproblemLowerbound(SCIP *masterprob, SCIP_BENDERS *benders)
Definition: benders.c:486
#define SCIP_DEFAULT_CUTCHECK
Definition: benders.c:67
#define SCIP_DEFAULT_CUTSASCONSS
Definition: benders.c:59
static SCIP_RETCODE initEventhandlerData(SCIP *scip, SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: benders.c:116
void SCIPbendersSetInitpre(SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
Definition: benders.c:5814
void SCIPbendersSetSubproblemEnabled(SCIP_BENDERS *benders, int probnumber, SCIP_Bool enabled)
Definition: benders.c:6616
void SCIPbendersSetPostsolve(SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
Definition: benders.c:5891
SCIP_RETCODE SCIPbendersIncludeBenderscut(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSCUT *benderscut)
Definition: benders.c:6893
SCIP_RETCODE SCIPbendersExitpre(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
Definition: benders.c:2411
static int numSubproblemsToCheck(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type)
Definition: benders.c:2998
SCIP_RETCODE SCIPbendersExitsol(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2470
SCIP_RETCODE SCIPbendersSolveSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_Bool solvecip, SCIP_Real *objective)
Definition: benders.c:4510
static void resetSubproblemObjectiveValue(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:831
#define BENDERS_ARRAYSIZE
Definition: benders.c:82
static SCIP_RETCODE createMasterVarMapping(SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_HASHMAP *varmap)
Definition: benders.c:886
#define NODESOLVED_EVENTHDLR_DESC
Definition: benders.c:99
static SCIP_RETCODE checkSubproblemIndependence(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:2312
SCIP_RETCODE SCIPbendersInit(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:1981
internal methods for Benders' decomposition
SCIP_NLPPARAM nlpparam
SCIP_Bool * subprobisconvex
SCIP ** subproblems
SCIP_Bool * subprobenabled
SCIP_Bool transfercuts
SCIP_BENDERSDATA * bendersdata
SCIP_Bool threadsafe
SCIP_SUBPROBLEMSOLVESTAT ** solvestat
SCIP_Real slackvarcoef
SCIP_Bool cutlp
SCIP_Bool lnscheck
SCIP_Bool strengthenround
SCIP_Bool cutpseudo
SCIP_Bool freesubprobs
SCIP_Bool * mastervarscont
SCIP_VAR ** auxiliaryvars
SCIP_Real prevlowerbound
SCIP_Bool * subprobsetup
SCIP_Real * subprobobjval
SCIP_Bool active
SCIP_HASHMAP * mastervarsmap
SCIP_Real perturbeps
SCIP_PQUEUE * subprobqueue
SCIP_Bool execfeasphase
SCIP_Real * bestsubprobobjval
SCIP_Bool benderscutssorted
SCIP_Real maxslackvarcoef
SCIP_Bool initialized
SCIP_Bool cutsasconss
SCIP_BENDERSSUBTYPE * subprobtype
SCIP_Real convexmult
SCIP_Bool shareauxvars
SCIP_Longint prevnlpiter
SCIP_Bool * subprobisnonlinear
SCIP_Bool * indepsubprob
SCIP_Bool cutcheck
SCIP_Bool strengthenenabled
SCIP_Bool iscopy
SCIP_Bool benderscutsnamessorted
char strengthenintpoint
SCIP_Bool masterisnonlinear
SCIP_BENDERSCUTCUT ** storedcuts
SCIP_Real subprobfrac
SCIP_Bool feasibilityphase
SCIP_BENDERSCUT ** benderscuts
SCIP_CLOCK * setuptime
SCIP_CLOCK * bendersclock
SCIP_Bool cutrelax
SCIP_Bool subprobscreated
SCIP_Bool updateauxvarbound
SCIP_SOL * corepoint
SCIP_Bool checkconsconvexity
SCIP_SOL * initcorepoint
SCIP_NODE * prevnode
SCIP_Bool auxvarsimplint
SCIP_Real solutiontol
SCIP_Real * subproblowerbound
SCIP * scip
Definition: struct_set.h:76
SCIP_Bool benders_copybenders
Definition: struct_set.h:486
data structures required for Benders' decomposition
datastructures for Benders' decomposition cuts techniques
Definition: heur_padm.c:135
#define SCIP_DECL_BENDERSFREESUB(x)
Definition: type_benders.h:350
#define SCIP_DECL_BENDERSCREATESUB(x)
Definition: type_benders.h:194
#define SCIP_DECL_BENDERSCOPY(x)
Definition: type_benders.h:95
@ SCIP_BENDERSENFOTYPE_LP
Definition: type_benders.h:46
@ SCIP_BENDERSENFOTYPE_CHECK
Definition: type_benders.h:49
@ SCIP_BENDERSENFOTYPE_PSEUDO
Definition: type_benders.h:48
#define SCIP_DECL_BENDERSSOLVESUB(x)
Definition: type_benders.h:292
#define SCIP_DECL_BENDERSEXITPRE(x)
Definition: type_benders.h:140
@ SCIP_BENDERSSUBSTATUS_AUXVIOL
Definition: type_benders.h:66
@ SCIP_BENDERSSUBSTATUS_UNKNOWN
Definition: type_benders.h:64
@ SCIP_BENDERSSUBSTATUS_INFEAS
Definition: type_benders.h:67
@ SCIP_BENDERSSUBSTATUS_OPTIMAL
Definition: type_benders.h:65
#define SCIP_DECL_BENDERSSOLVESUBCONVEX(x)
Definition: type_benders.h:259
#define SCIP_DECL_BENDERSINIT(x)
Definition: type_benders.h:112
#define SCIP_DECL_BENDERSFREE(x)
Definition: type_benders.h:103
#define SCIP_DECL_BENDERSEXITSOL(x)
Definition: type_benders.h:162
#define SCIP_DECL_BENDERSPRESUBSOLVE(x)
Definition: type_benders.h:218
@ SCIP_BENDERSSUBTYPE_NONCONVEXDIS
Definition: type_benders.h:76
@ SCIP_BENDERSSUBTYPE_CONVEXCONT
Definition: type_benders.h:73
@ SCIP_BENDERSSUBTYPE_NONCONVEXCONT
Definition: type_benders.h:75
@ SCIP_BENDERSSUBTYPE_CONVEXDIS
Definition: type_benders.h:74
@ SCIP_BENDERSSUBTYPE_UNKNOWN
Definition: type_benders.h:77
enum SCIP_BendersSubType SCIP_BENDERSSUBTYPE
Definition: type_benders.h:79
@ SCIP_BENDERSSOLVELOOP_CIP
Definition: type_benders.h:56
@ SCIP_BENDERSSOLVELOOP_CONVEX
Definition: type_benders.h:55
@ SCIP_BENDERSSOLVELOOP_USERCONVEX
Definition: type_benders.h:57
@ SCIP_BENDERSSOLVELOOP_USERCIP
Definition: type_benders.h:58
enum SCIP_BendersSolveLoop SCIP_BENDERSSOLVELOOP
Definition: type_benders.h:60
enum SCIP_BendersEnfoType SCIP_BENDERSENFOTYPE
Definition: type_benders.h:51
#define SCIP_DECL_BENDERSGETVAR(x)
Definition: type_benders.h:366
enum SCIP_BendersSubStatus SCIP_BENDERSSUBSTATUS
Definition: type_benders.h:69
#define SCIP_DECL_BENDERSPOSTSOLVE(x)
Definition: type_benders.h:328
#define SCIP_DECL_BENDERSINITPRE(x)
Definition: type_benders.h:132
#define SCIP_DECL_BENDERSEXIT(x)
Definition: type_benders.h:121
#define SCIP_DECL_BENDERSINITSOL(x)
Definition: type_benders.h:151
struct SCIP_BendersData SCIP_BENDERSDATA
Definition: type_benders.h:82
@ SCIP_CLOCKTYPE_DEFAULT
Definition: type_clock.h:43
#define SCIP_EVENTTYPE_NODEFOCUSED
Definition: type_event.h:92
struct SCIP_EventhdlrData SCIP_EVENTHDLRDATA
Definition: type_event.h:155
#define SCIP_EVENTTYPE_NODESOLVED
Definition: type_event.h:136
#define SCIP_EVENTTYPE_BESTSOLFOUND
Definition: type_event.h:105
uint64_t SCIP_EVENTTYPE
Definition: type_event.h:151
SCIP_EXPRCURV
Definition: type_expr.h:61
@ SCIP_EXPRCURV_CONVEX
Definition: type_expr.h:63
@ SCIP_EXPRCURV_CONCAVE
Definition: type_expr.h:64
@ SCIP_LPSOLSTAT_ERROR
Definition: type_lp.h:49
@ SCIP_LPSOLSTAT_NOTSOLVED
Definition: type_lp.h:42
@ SCIP_LPSOLSTAT_OPTIMAL
Definition: type_lp.h:43
@ SCIP_LPSOLSTAT_TIMELIMIT
Definition: type_lp.h:48
@ SCIP_LPSOLSTAT_UNBOUNDEDRAY
Definition: type_lp.h:45
@ SCIP_LPSOLSTAT_INFEASIBLE
Definition: type_lp.h:44
@ SCIP_LPSOLSTAT_OBJLIMIT
Definition: type_lp.h:46
@ SCIP_LPSOLSTAT_ITERLIMIT
Definition: type_lp.h:47
@ SCIP_VERBLEVEL_NONE
Definition: type_message.h:52
@ SCIP_VERBLEVEL_MINIMAL
Definition: type_message.h:54
@ SCIP_VERBLEVEL_HIGH
Definition: type_message.h:56
@ SCIP_VERBLEVEL_FULL
Definition: type_message.h:57
#define SCIP_NLPPARAM_DEFAULT(scip)
Definition: type_nlpi.h:126
enum SCIP_NlpSolStat SCIP_NLPSOLSTAT
Definition: type_nlpi.h:168
@ SCIP_NLPTERMSTAT_OKAY
Definition: type_nlpi.h:173
@ SCIP_NLPTERMSTAT_TIMELIMIT
Definition: type_nlpi.h:174
@ SCIP_NLPTERMSTAT_ITERLIMIT
Definition: type_nlpi.h:175
@ SCIP_NLPTERMSTAT_INTERRUPT
Definition: type_nlpi.h:177
@ SCIP_NLPSOLSTAT_UNBOUNDED
Definition: type_nlpi.h:165
@ SCIP_NLPSOLSTAT_GLOBINFEASIBLE
Definition: type_nlpi.h:164
@ SCIP_NLPSOLSTAT_LOCINFEASIBLE
Definition: type_nlpi.h:163
@ SCIP_NLPSOLSTAT_FEASIBLE
Definition: type_nlpi.h:162
@ SCIP_NLPSOLSTAT_LOCOPT
Definition: type_nlpi.h:161
@ SCIP_NLPSOLSTAT_GLOBOPT
Definition: type_nlpi.h:160
enum SCIP_NlpTermStat SCIP_NLPTERMSTAT
Definition: type_nlpi.h:194
@ SCIP_PARAMSETTING_OFF
Definition: type_paramset.h:63
struct SCIP_ParamData SCIP_PARAMDATA
Definition: type_paramset.h:87
@ SCIP_DIDNOTRUN
Definition: type_result.h:42
@ SCIP_FEASIBLE
Definition: type_result.h:45
@ SCIP_REDUCEDDOM
Definition: type_result.h:51
@ SCIP_DIDNOTFIND
Definition: type_result.h:44
@ SCIP_CONSADDED
Definition: type_result.h:52
@ SCIP_UNBOUNDED
Definition: type_result.h:47
@ SCIP_SEPARATED
Definition: type_result.h:49
@ SCIP_SOLVELP
Definition: type_result.h:55
@ SCIP_INFEASIBLE
Definition: type_result.h:46
enum SCIP_Result SCIP_RESULT
Definition: type_result.h:61
@ SCIP_INVALIDRESULT
Definition: type_retcode.h:53
@ SCIP_OKAY
Definition: type_retcode.h:42
@ SCIP_INVALIDCALL
Definition: type_retcode.h:51
@ SCIP_ERROR
Definition: type_retcode.h:43
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
@ SCIP_STAGE_PROBLEM
Definition: type_set.h:45
@ SCIP_STAGE_SOLVED
Definition: type_set.h:54
@ SCIP_STAGE_TRANSFORMED
Definition: type_set.h:47
@ SCIP_STAGE_INIT
Definition: type_set.h:44
@ SCIP_STAGE_SOLVING
Definition: type_set.h:53
@ SCIP_STAGE_PRESOLVED
Definition: type_set.h:51
@ SCIP_STATUS_OPTIMAL
Definition: type_stat.h:61
@ SCIP_STATUS_BESTSOLLIMIT
Definition: type_stat.h:57
@ SCIP_STATUS_UNBOUNDED
Definition: type_stat.h:63
@ SCIP_STATUS_UNKNOWN
Definition: type_stat.h:42
@ SCIP_STATUS_USERINTERRUPT
Definition: type_stat.h:43
@ SCIP_STATUS_TIMELIMIT
Definition: type_stat.h:51
@ SCIP_STATUS_INFEASIBLE
Definition: type_stat.h:62
@ SCIP_STATUS_MEMLIMIT
Definition: type_stat.h:52
enum SCIP_Status SCIP_STATUS
Definition: type_stat.h:67
struct SCIP_VarData SCIP_VARDATA
Definition: type_var.h:120
@ SCIP_VARTYPE_CONTINUOUS
Definition: type_var.h:71
@ SCIP_VARTYPE_IMPLINT
Definition: type_var.h:64
@ SCIP_VARSTATUS_FIXED
Definition: type_var.h:52
@ SCIP_VARSTATUS_COLUMN
Definition: type_var.h:51
@ SCIP_LOCKTYPE_MODEL
Definition: type_var.h:97
enum SCIP_Vartype SCIP_VARTYPE
Definition: type_var.h:73