# SCIP

Solving Constraint Integer Programs

cons_soc.c
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2 /* */
3 /* This file is part of the program and library */
4 /* SCIP --- Solving Constraint Integer Programs */
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6 /* Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB) */
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23 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24
25 /**@file cons_soc.c
26  * @ingroup DEFPLUGINS_CONS
27  * @brief some API functions of removed constraint handler for second order cone constraints \f$\sqrt{\gamma + \sum_{i=1}^{n} (\alpha_i\, (x_i + \beta_i))^2} \leq \alpha_{n+1}\, (x_{n+1}+\beta_{n+1})\f$
28  * @author Stefan Vigerske
29  */
30
31 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32
33 #include "scip/cons_soc.h"
34 #include "scip/cons_nonlinear.h"
35 #include "scip/expr_var.h"
36 #include "scip/expr_pow.h"
37 #include "scip/expr_sum.h"
38
39 /** creates expression for \f$\sqrt{\gamma + \sum_{i=1}^{n} (\alpha_i\, (x_i + \beta_i))^2} - \alpha_{n+1} x_{n+1}\f$ */
40 static
42  SCIP* scip, /**< SCIP data structure */
43  SCIP_EXPR** expr, /**< buffer to store expression */
44  int nvars, /**< number of variables on left hand side of constraint (n) */
45  SCIP_VAR** vars, /**< array with variables on left hand side (x_i) */
46  SCIP_Real* coefs, /**< array with coefficients of left hand side variables (alpha_i), or NULL if all 1.0 */
47  SCIP_Real* offsets, /**< array with offsets of variables (beta_i), or NULL if all 0.0 */
48  SCIP_Real constant, /**< constant on left hand side (gamma) */
49  SCIP_VAR* rhsvar, /**< variable on right hand side of constraint (x_{n+1}) */
50  SCIP_Real rhscoeff /**< coefficient of variable on right hand side (alpha_{n+1}) */
51  )
52 {
53  SCIP_EXPR* lhssum;
54  SCIP_EXPR* terms[2];
55  SCIP_Real termcoefs[2];
56  int i;
57
58  assert(expr != NULL);
59  assert(vars != NULL || nvars == 0);
60
61  SCIP_CALL( SCIPcreateExprSum(scip, &lhssum, 0, NULL, NULL, constant, NULL, NULL) ); /* gamma */
62  for( i = 0; i < nvars; ++i )
63  {
64  SCIP_EXPR* varexpr;
65  SCIP_EXPR* powexpr;
66
67  SCIP_CALL( SCIPcreateExprVar(scip, &varexpr, vars[i], NULL, NULL) ); /* x_i */
68  if( offsets != NULL && offsets[i] != 0.0 )
69  {
70  SCIP_EXPR* sum;
71  SCIP_CALL( SCIPcreateExprSum(scip, &sum, 1, &varexpr, NULL, offsets[i], NULL, NULL) ); /* x_i + beta_i */
72  SCIP_CALL( SCIPcreateExprPow(scip, &powexpr, sum, 2.0, NULL, NULL) ); /* (x_i + beta_i)^2 */
73  SCIP_CALL( SCIPreleaseExpr(scip, &sum) );
74  }
75  else
76  {
77  SCIP_CALL( SCIPcreateExprPow(scip, &powexpr, varexpr, 2.0, NULL, NULL) ); /* x_i^2 */
78  }
79
80  SCIP_CALL( SCIPappendExprSumExpr(scip, lhssum, powexpr, coefs != NULL ? coefs[i]*coefs[i] : 1.0) ); /* + alpha_i^2 (x_i + beta_i)^2 */
81  SCIP_CALL( SCIPreleaseExpr(scip, &varexpr) );
82  SCIP_CALL( SCIPreleaseExpr(scip, &powexpr) );
83  }
84
85  SCIP_CALL( SCIPcreateExprPow(scip, &terms[0], lhssum, 0.5, NULL, NULL) ); /* sqrt(...) */
86  SCIP_CALL( SCIPreleaseExpr(scip, &lhssum) );
87  termcoefs[0] = 1.0;
88
89  SCIP_CALL( SCIPcreateExprVar(scip, &terms[1], rhsvar, NULL, NULL) ); /* x_{n+1} */
90  termcoefs[1] = -rhscoeff;
91
92  SCIP_CALL( SCIPcreateExprSum(scip, expr, 2, terms, termcoefs, 0.0, NULL, NULL) ); /* sqrt(...) - alpha_{n+1}x_{n_1} */
93
94  SCIP_CALL( SCIPreleaseExpr(scip, &terms[1]) );
95  SCIP_CALL( SCIPreleaseExpr(scip, &terms[0]) );
96
97  return SCIP_OKAY;
98 }
99
100 /** creates and captures a second order cone nonlinear constraint
101  *
102  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
103  *
104  * @deprecated Use SCIPcreateConsNonlinear() instead
105  */
107  SCIP* scip, /**< SCIP data structure */
108  SCIP_CONS** cons, /**< pointer to hold the created constraint */
109  const char* name, /**< name of constraint */
110  int nvars, /**< number of variables on left hand side of constraint (n) */
111  SCIP_VAR** vars, /**< array with variables on left hand side (x_i) */
112  SCIP_Real* coefs, /**< array with coefficients of left hand side variables (alpha_i), or NULL if all 1.0 */
113  SCIP_Real* offsets, /**< array with offsets of variables (beta_i), or NULL if all 0.0 */
114  SCIP_Real constant, /**< constant on left hand side (gamma) */
115  SCIP_VAR* rhsvar, /**< variable on right hand side of constraint (x_{n+1}) */
116  SCIP_Real rhscoeff, /**< coefficient of variable on right hand side (alpha_{n+1}) */
117  SCIP_Real rhsoffset, /**< offset of variable on right hand side (beta_{n+1}) */
118  SCIP_Bool initial, /**< should the LP relaxation of constraint be in the initial LP?
119  * Usually set to TRUE. Set to FALSE for 'lazy constraints'. */
120  SCIP_Bool separate, /**< should the constraint be separated during LP processing?
121  * Usually set to TRUE. */
122  SCIP_Bool enforce, /**< should the constraint be enforced during node processing?
123  * TRUE for model constraints, FALSE for additional, redundant constraints. */
124  SCIP_Bool check, /**< should the constraint be checked for feasibility?
125  * TRUE for model constraints, FALSE for additional, redundant constraints. */
126  SCIP_Bool propagate, /**< should the constraint be propagated during node processing?
127  * Usually set to TRUE. */
128  SCIP_Bool local, /**< is constraint only valid locally?
129  * Usually set to FALSE. Has to be set to TRUE, e.g., for branching constraints. */
130  SCIP_Bool modifiable, /**< is constraint modifiable (subject to column generation)?
131  * Usually set to FALSE. In column generation applications, set to TRUE if pricing
132  * adds coefficients to this constraint. */
133  SCIP_Bool dynamic, /**< is constraint subject to aging?
134  * Usually set to FALSE. Set to TRUE for own cuts which
135  * are separated as constraints. */
136  SCIP_Bool removable /**< should the relaxation be removed from the LP due to aging or cleanup?
137  * Usually set to FALSE. Set to TRUE for 'lazy constraints' and 'user cuts'. */
138  )
139 {
140  SCIP_EXPR* expr;
141
142  SCIP_CALL( createSOCExpression(scip, &expr, nvars, vars, coefs, offsets, constant, rhsvar, rhscoeff) );
143
144  SCIP_CALL( SCIPcreateConsNonlinear(scip, cons, name, expr, -SCIPinfinity(scip), rhscoeff * rhsoffset,
145  initial, separate, enforce, check, propagate, local, modifiable, dynamic, removable) );
146
147  SCIP_CALL( SCIPreleaseExpr(scip, &expr) );
148
149  return SCIP_OKAY;
150 }
151
152 /** creates and captures a second order cone nonlinear constraint
153  * in its most basic variant, i. e., with all constraint flags set to their default values, which can be set
154  * afterwards using SCIPsetConsFLAGNAME()
155  *
156  * @see SCIPcreateConsSOC() for the default constraint flag configuration
157  *
158  * @note the constraint gets captured, hence at one point you have to release it using the method SCIPreleaseCons()
159  *
160  * @deprecated Use SCIPcreateConsBasicNonlinear() instead
161  */
163  SCIP* scip, /**< SCIP data structure */
164  SCIP_CONS** cons, /**< pointer to hold the created constraint */
165  const char* name, /**< name of constraint */
166  int nvars, /**< number of variables on left hand side of constraint (n) */
167  SCIP_VAR** vars, /**< array with variables on left hand side (x_i) */
168  SCIP_Real* coefs, /**< array with coefficients of left hand side variables (alpha_i), or NULL if all 1.0 */
169  SCIP_Real* offsets, /**< array with offsets of variables (beta_i), or NULL if all 0.0 */
170  SCIP_Real constant, /**< constant on left hand side (gamma) */
171  SCIP_VAR* rhsvar, /**< variable on right hand side of constraint (x_{n+1}) */
172  SCIP_Real rhscoeff, /**< coefficient of variable on right hand side (alpha_{n+1}) */
173  SCIP_Real rhsoffset /**< offset of variable on right hand side (beta_{n+1}) */
174  )
175 {
176  SCIP_EXPR* expr;
177
178  SCIP_CALL( createSOCExpression(scip, &expr, nvars, vars, coefs, offsets, constant, rhsvar, rhscoeff) );
179
180  SCIP_CALL( SCIPcreateConsBasicNonlinear(scip, cons, name, expr, -SCIPinfinity(scip), rhscoeff * rhsoffset) );
181
182  SCIP_CALL( SCIPreleaseExpr(scip, &expr) );
183
184  return SCIP_OKAY;
185 }
186
187 /** Gets the SOC constraint as a nonlinear row representation.
188  *
189  * @deprecated Use SCIPgetNlRowNonlinear() instead.
190  */
192  SCIP* scip, /**< SCIP data structure */
193  SCIP_CONS* cons, /**< constraint */
194  SCIP_NLROW** nlrow /**< pointer to store nonlinear row */
195  )
196 {
197  assert(cons != NULL);
198  assert(strcmp(SCIPconshdlrGetName(SCIPconsGetHdlr(cons)), "nonlinear") == 0);
199
200  SCIP_CALL( SCIPgetNlRowNonlinear(scip, cons, nlrow) );
201
202  return SCIP_OKAY;
203 }
#define NULL
Definition: def.h:267
SCIP_RETCODE SCIPcreateExprPow(SCIP *scip, SCIP_EXPR **expr, SCIP_EXPR *child, SCIP_Real exponent, SCIP_DECL_EXPR_OWNERCREATE((*ownercreate)), void *ownercreatedata)
Definition: expr_pow.c:3194
SCIP_RETCODE SCIPcreateConsBasicSOC(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *coefs, SCIP_Real *offsets, SCIP_Real constant, SCIP_VAR *rhsvar, SCIP_Real rhscoeff, SCIP_Real rhsoffset)
Definition: cons_soc.c:162
static SCIP_RETCODE createSOCExpression(SCIP *scip, SCIP_EXPR **expr, int nvars, SCIP_VAR **vars, SCIP_Real *coefs, SCIP_Real *offsets, SCIP_Real constant, SCIP_VAR *rhsvar, SCIP_Real rhscoeff)
Definition: cons_soc.c:41
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_RETCODE SCIPgetNlRowNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_NLROW **nlrow)
enum SCIP_Retcode SCIP_RETCODE
Definition: type_retcode.h:63
SCIP_RETCODE SCIPcreateExprVar(SCIP *scip, SCIP_EXPR **expr, SCIP_VAR *var, SCIP_DECL_EXPR_OWNERCREATE((*ownercreate)), void *ownercreatedata)
Definition: expr_var.c:390
some API functions of removed constraint handler for second order cone constraints ...
variable expression handler
SCIP_RETCODE SCIPappendExprSumExpr(SCIP *scip, SCIP_EXPR *expr, SCIP_EXPR *child, SCIP_Real childcoef)
Definition: expr_sum.c:1151
SCIP_RETCODE SCIPcreateExprSum(SCIP *scip, SCIP_EXPR **expr, int nchildren, SCIP_EXPR **children, SCIP_Real *coefficients, SCIP_Real constant, SCIP_DECL_EXPR_OWNERCREATE((*ownercreate)), void *ownercreatedata)
Definition: expr_sum.c:1114
const char * SCIPconshdlrGetName(SCIP_CONSHDLR *conshdlr)
Definition: cons.c:4199
SCIP_RETCODE SCIPgetNlRowSOC(SCIP *scip, SCIP_CONS *cons, SCIP_NLROW **nlrow)
Definition: cons_soc.c:191
SCIP_RETCODE SCIPcreateConsBasicNonlinear(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_EXPR *expr, SCIP_Real lhs, SCIP_Real rhs)
power and signed power expression handlers
#define SCIP_CALL(x)
Definition: def.h:380
#define SCIP_Bool
Definition: def.h:91
SCIP_RETCODE SCIPreleaseExpr(SCIP *scip, SCIP_EXPR **expr)
Definition: scip_expr.c:1417
constraint handler for nonlinear constraints specified by algebraic expressions
SCIP_CONSHDLR * SCIPconsGetHdlr(SCIP_CONS *cons)
Definition: cons.c:8236
#define SCIP_Real
Definition: def.h:173
SCIP_RETCODE SCIPcreateConsNonlinear(SCIP *scip, SCIP_CONS **cons, const char *name, SCIP_EXPR *expr, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable)
sum expression handler
SCIP_RETCODE SCIPcreateConsSOC(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *coefs, SCIP_Real *offsets, SCIP_Real constant, SCIP_VAR *rhsvar, SCIP_Real rhscoeff, SCIP_Real rhsoffset, 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)
Definition: cons_soc.c:106