benders.h File Reference

Detailed Description

internal methods for Benders' decomposition

Author

Stephen J. Maher

Definition in file benders.h.

#include "blockmemshell/memory.h"
#include "scip/def.h"
#include "scip/type_benders.h"
#include "scip/type_benderscut.h"
#include "scip/type_dcmp.h"
#include "scip/type_message.h"
#include "scip/type_misc.h"
#include "scip/type_result.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"
#include "scip/type_set.h"
#include "scip/type_sol.h"
#include "scip/type_stat.h"
#include "scip/type_var.h"

Go to the source code of this file.

Functions
SCIP_RETCODE	SCIPbendersCopyInclude (SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_SET *targetset, SCIP_HASHMAP *varmap, SCIP_Bool threadsafe, SCIP_Bool *valid)
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)
SCIP_RETCODE	SCIPbendersFree (SCIP_BENDERS **benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersInit (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersExit (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersInitpre (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
SCIP_RETCODE	SCIPbendersExitpre (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
SCIP_RETCODE	SCIPbendersInitsol (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersExitsol (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersActivate (SCIP_BENDERS *benders, SCIP_SET *set, int nsubproblems)
SCIP_RETCODE	SCIPbendersDeactivate (SCIP_BENDERS *benders, SCIP_SET *set)
void	SCIPbendersEnableOrDisableClocks (SCIP_BENDERS *benders, SCIP_Bool enable)
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)
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)
SCIP_RETCODE	SCIPbendersSetupSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type)
SCIP_RETCODE	SCIPbendersSolveSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_Bool solvecip, SCIP_Real *objective)
SCIP_RETCODE	SCIPbendersFreeSubproblem (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
SCIP_Bool	SCIPbendersSubproblemIsOptimal (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
SCIP_Real	SCIPbendersGetAuxiliaryVarVal (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
SCIP_RETCODE	SCIPbendersComputeSubproblemLowerbound (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
SCIP_RETCODE	SCIPbendersMergeSubproblemIntoMaster (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
void	SCIPbendersSetPriority (SCIP_BENDERS *benders, SCIP_SET *set, int priority)
void	SCIPbendersSetCopy (SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
void	SCIPbendersSetFree (SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
void	SCIPbendersSetInit (SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
void	SCIPbendersSetExit (SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
void	SCIPbendersSetInitpre (SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
void	SCIPbendersSetExitpre (SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
void	SCIPbendersSetInitsol (SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
void	SCIPbendersSetExitsol (SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
void	SCIPbendersSetPresubsolve (SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
void	SCIPbendersSetSolvesubconvex (SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)))
void	SCIPbendersSetSolvesub (SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)))
void	SCIPbendersSetPostsolve (SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
void	SCIPbendersSetSubproblemComp (SCIP_BENDERS *benders, SCIP_DECL_SORTPTRCOMP((*benderssubcomp)))
void	SCIPbendersSetFreesub (SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
SCIP_RETCODE	SCIPbendersGetVar (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
SCIP_RETCODE	SCIPbendersAddSubproblem (SCIP_BENDERS *benders, SCIP *subproblem)
void	SCIPbendersRemoveSubproblems (SCIP_BENDERS *benders)
void	SCIPbendersSetSubproblemEnabled (SCIP_BENDERS *benders, int probnumber, SCIP_Bool enabled)
void	SCIPbendersSetSubproblemsAreInfeasible (SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE	SCIPbendersChgMastervarsToCont (SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
SCIP_RETCODE	SCIPbendersSetMastervarsCont (SCIP_BENDERS *benders, int probnumber, SCIP_Bool arecont)
SCIP_Bool	SCIPbendersGetMastervarsCont (SCIP_BENDERS *benders, int probnumber)
void	SCIPbendersSetObjectiveType (SCIP_BENDERS *benders, SCIP_BENDERSOBJTYPE objectivetype)
SCIP_RETCODE	SCIPbendersStoreCut (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
SCIP_RETCODE	SCIPbendersIncludeBenderscut (SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSCUT *benderscut)
void	SCIPbendersSetBenderscutsSorted (SCIP_BENDERS *benders, SCIP_Bool sorted)
void	SCIPbendersSortBenderscuts (SCIP_BENDERS *benders)
void	SCIPbendersSortBenderscutsName (SCIP_BENDERS *benders)

Function Documentation

SCIPbendersCopyInclude()

SCIP_RETCODE SCIPbendersCopyInclude	(	SCIP_BENDERS *	benders,
		SCIP_SET *	sourceset,
		SCIP_SET *	targetset,
		SCIP_HASHMAP *	varmap,
		SCIP_Bool	threadsafe,
		SCIP_Bool *	valid
	)

copies the given Benders' decomposition to a new scip

copies the given Benders' decomposition to a new SCIP

Parameters

benders	Benders' decomposition
sourceset	SCIP_SET of SCIP to copy from
targetset	SCIP_SET of SCIP to copy to
varmap	a hashmap to store the mapping of source variables corresponding target variables; if NULL, then the transfer of cuts is not possible
threadsafe	must the Benders' decomposition copy be thread safe
valid	was the copying process valid?

Definition at line 1073 of file benders.c.

References SCIP_Set::benders_copybenders, SCIP_Benders::benderscuts, createMasterVarMapping(), FALSE, SCIP_Benders::iscopy, SCIP_Benders::lnscheck, SCIP_Benders::lnsmaxcalls, SCIP_Benders::lnsmaxcallsroot, SCIP_Benders::lnsmaxdepth, SCIP_Benders::mastervarsmap, SCIP_Benders::nbenderscuts, NULL, SCIP_Set::scip, SCIP_CALL, SCIP_OKAY, SCIPbenderscutCopyInclude(), SCIPbendersGetName(), SCIPbendersIsActive(), SCIPbendersSortBenderscuts(), SCIPsetDebugMsg, SCIPsetFindBenders(), SCIP_Benders::sourcescip, SCIP_Benders::threadsafe, and TRUE.

Referenced by SCIPcopyBenders().

SCIPbendersCreate()

SCIP_RETCODE SCIPbendersCreate	(	SCIP_BENDERS **	benders,
		SCIP_SET *	set,
		SCIP_MESSAGEHDLR *	messagehdlr,
		BMS_BLKMEM *	blkmem,
		const char *	name,
		const char *	desc,
		int	priority,
		SCIP_Bool	cutlp,
		SCIP_Bool	cutpseudo,
		SCIP_Bool	cutrelax,
		SCIP_Bool	shareauxvars,
		SCIP_DECL_BENDERSCOPY((*benderscopy))	,
		SCIP_DECL_BENDERSFREE((*bendersfree))	,
		SCIP_DECL_BENDERSINIT((*bendersinit))	,
		SCIP_DECL_BENDERSEXIT((*bendersexit))	,
		SCIP_DECL_BENDERSINITPRE((*bendersinitpre))	,
		SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))	,
		SCIP_DECL_BENDERSINITSOL((*bendersinitsol))	,
		SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))	,
		SCIP_DECL_BENDERSGETVAR((*bendersgetvar))	,
		SCIP_DECL_BENDERSCREATESUB((*benderscreatesub))	,
		SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))	,
		SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex))	,
		SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub))	,
		SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))	,
		SCIP_DECL_BENDERSFREESUB((*bendersfreesub))	,
		SCIP_BENDERSDATA *	bendersdata
	)

creates a Benders' decomposition

creates a Benders' decomposition structure

To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().

Parameters

benders	pointer to Benders' decomposition data structure
set	global SCIP settings
messagehdlr	message handler
blkmem	block memory for parameter settings
name	name of Benders' decomposition
desc	description of Benders' decomposition
priority	priority of the Benders' decomposition
cutlp	should Benders' cuts be generated for LP solutions
cutpseudo	should Benders' cuts be generated for pseudo solutions
cutrelax	should Benders' cuts be generated for relaxation solutions
shareauxvars	should this Benders' use the highest priority Benders aux vars
bendersdata	Benders' decomposition data

Definition at line 1356 of file benders.c.

References doBendersCreate(), NULL, SCIP_CALL_FINALLY, SCIP_OKAY, and SCIPbendersFree().

Referenced by SCIPincludeBenders(), and SCIPincludeBendersBasic().

SCIPbendersFree()

SCIP_RETCODE SCIPbendersFree	(	SCIP_BENDERS **	benders,
		SCIP_SET *	set
	)

calls destructor and frees memory of Benders' decomposition

Parameters

benders	pointer to Benders' decomposition data structure
set	global SCIP settings

Definition at line 1435 of file benders.c.

References BMSfreeMemory, BMSfreeMemoryArray, BMSfreeMemoryArrayNull, NULL, releaseVarMappingHashmapVars(), SCIP_CALL, SCIP_OKAY, SCIPbenderscutFree(), SCIPclockFree(), and SCIPhashmapFree().

Referenced by SCIPbendersCreate().

SCIPbendersInit()

SCIP_RETCODE SCIPbendersInit	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

initializes Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 2225 of file benders.c.

References assignAuxiliaryVariables(), BENDERS_ARRAYSIZE, SCIP_Benders::bendersclock, SCIP_Benders::benderscuts, BMSallocBlockMemoryArray, createSubproblems(), SCIP_Benders::initialized, SCIP_Benders::iscopy, SCIP_Benders::name, SCIP_Benders::nbenderscuts, SCIP_Benders::ncalls, SCIP_Benders::ncutsfound, SCIP_Benders::nstoredcuts, SCIP_Benders::ntransferred, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIPbenderscutInit(), SCIPbendersSortBenderscuts(), SCIPblkmem(), SCIPclockReset(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPsetGetRealParam(), SCIP_Benders::setuptime, SCIP_Benders::solutiontol, SCIP_Benders::storedcuts, SCIP_Benders::storedcutssize, and TRUE.

SCIPbendersExit()

SCIP_RETCODE SCIPbendersExit	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

calls exit method of Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 2469 of file benders.c.

References SCIP_Benders::auxiliaryvarcons, SCIP_Benders::auxiliaryvars, SCIP_Benders::benderscuts, BMSfreeBlockMemoryArray, BMSfreeMemoryArrayNull, SCIP_Benders::corepoint, FALSE, SCIP_Benders::initialized, SCIP_Benders::iscopy, SCIP_Benders::masterauxvar, SCIP_Benders::mastervarsmap, SCIP_Benders::name, SCIP_Benders::nbenderscuts, SCIP_Benders::nstoredcuts, NULL, SCIP_BenderscutCut::nvars, SCIP_Benders::objectivetype, SCIP_BENDERSOBJTYPE_MAX, SCIP_BENDERSOBJTYPE_SUM, SCIP_CALL, SCIP_INVALIDCALL, SCIP_LOCKTYPE_MODEL, SCIP_OKAY, SCIPaddVarLocksType(), SCIPbenderscutExit(), SCIPbendersGetNSubproblems(), SCIPbendersSortBenderscuts(), SCIPblkmem(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPfreeBlockMemory, SCIPfreeBlockMemoryArray, SCIPfreeSol(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPvarGetNLocksDown(), SCIP_Benders::setuptime, SCIP_Benders::sourcescip, SCIP_Benders::storedcuts, SCIP_Benders::storedcutssize, transferBendersCuts(), SCIP_BenderscutCut::vals, and SCIP_BenderscutCut::vars.

SCIPbendersInitpre()

SCIP_RETCODE SCIPbendersInitpre	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_STAT *	stat
	)

informs the Benders' decomposition that the presolving process is being started

Parameters

benders	Benders' decomposition
set	global SCIP settings
stat	dynamic problem statistics

Definition at line 2635 of file benders.c.

References addAuxiliaryVariablesToMaster(), SCIP_Benders::auxiliaryvarcons, BMSallocClearMemoryArray, checkSubproblemIndependence(), SCIP_Benders::iscopy, SCIP_Benders::nsubproblems, NULL, SCIP_Benders::objectivetype, SCIP_ALLOC, SCIP_BENDERSOBJTYPE_MAX, SCIP_BENDERSOBJTYPE_SUM, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

SCIPbendersExitpre()

SCIP_RETCODE SCIPbendersExitpre	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_STAT *	stat
	)

informs the Benders' decomposition that the presolving process has completed

Parameters

benders	Benders' decomposition
set	global SCIP settings
stat	dynamic problem statistics

Definition at line 2693 of file benders.c.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

SCIPbendersInitsol()

SCIP_RETCODE SCIPbendersInitsol	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

informs Benders' decomposition that the branch and bound process is being started

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 2719 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIPbenderscutInitsol(), SCIPbendersSortBenderscuts(), SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

SCIPbendersExitsol()

SCIP_RETCODE SCIPbendersExitsol	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

informs Benders' decomposition that the branch and bound process data is being freed

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 2752 of file benders.c.

References SCIP_Benders::benderscuts, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_OKAY, SCIPbenderscutExitsol(), SCIPbendersFreeSubproblem(), SCIPbendersGetNSubproblems(), SCIPbendersSetSubproblemIsIndependent(), SCIPbendersSortBenderscuts(), SCIPbendersSubproblemIsIndependent(), SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

SCIPbendersActivate()

SCIP_RETCODE SCIPbendersActivate	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	nsubproblems
	)

activates Benders' decomposition such that it is called in LP solving loop

Parameters

benders	the Benders' decomposition structure
set	global SCIP settings
nsubproblems	the number subproblems used in this decomposition

Definition at line 2808 of file benders.c.

References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_SubproblemSolveStat::avgiter, BENDERS_MASTERVARARRAYSIZE, SCIP_Benders::bestsubprobobjval, BMSallocClearMemoryArray, BMSallocMemory, BMSallocMemoryArray, FALSE, SCIP_SubproblemSolveStat::idx, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, SCIP_Benders::nactivesubprobs, SCIP_SubproblemSolveStat::ncalls, NODESOLVED_EVENTHDLR_DESC, NODESOLVED_EVENTHDLR_NAME, SCIP_Benders::nsubmasterbinvars, SCIP_Benders::nsubmasterintvars, SCIP_Benders::nsubmastervars, SCIP_Benders::nsubproblems, NULL, SCIP_Benders::prevlowerbound, SCIP_ALLOC, SCIP_BENDERSSUBTYPE_UNKNOWN, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPincludeEventhdlrBasic(), SCIPpqueueCreate(), SCIPpqueueInsert(), SCIPsetEventhdlrInitsol(), SCIPsetFindEventhdlr(), SCIPsetInfinity(), SCIP_Benders::solvestat, SCIP_Benders::strengthenround, SCIP_Benders::submastervars, SCIP_Benders::submastervarssize, SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subprobisnonlinear, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, SCIP_Benders::subprobqueue, SCIP_Benders::subprobsetup, SCIP_Benders::subprobtype, and TRUE.

Referenced by SCIPactivateBenders().

SCIPbendersDeactivate()

SCIP_RETCODE SCIPbendersDeactivate	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

deactivates Benders' decomposition such that it is no longer called in LP solving loop

Parameters

benders	the Benders' decomposition structure
set	global SCIP settings

Definition at line 2908 of file benders.c.

References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_Benders::bestsubprobobjval, BMSfreeMemory, BMSfreeMemoryArray, BMSfreeMemoryArrayNull, FALSE, SCIP_Benders::feasibilityphase, SCIP_Benders::freesubprobs, SCIP_Benders::indepsubprob, SCIP_Benders::masterisnonlinear, SCIP_Benders::mastervarscont, SCIP_Benders::naddedsubprobs, SCIP_Benders::ncalls, SCIP_Benders::nconvexsubprobs, SCIP_Benders::ncutsfound, SCIP_Benders::nnonlinearsubprobs, NODESOLVED_EVENTHDLR_NAME, SCIP_Benders::npseudosols, SCIP_Benders::nstrengthencalls, SCIP_Benders::nstrengthencuts, SCIP_Benders::nstrengthenfails, SCIP_Benders::nsubmasterbinvars, SCIP_Benders::nsubmasterintvars, SCIP_Benders::nsubmastervars, SCIP_Benders::ntransferred, NULL, SCIP_CALL, SCIP_EVENTTYPE_NODESOLVED, SCIP_OKAY, SCIP_STAGE_INIT, SCIP_STAGE_INITSOLVE, SCIP_STAGE_PROBLEM, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPdropEvent(), SCIPfree(), SCIPpqueueFree(), SCIPsetFindEventhdlr(), SCIPsetGetStage(), SCIP_Benders::solvestat, SCIP_Benders::submastervars, SCIP_Benders::submastervarssize, SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subprobisnonlinear, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, SCIP_Benders::subprobqueue, SCIP_Benders::subprobscreated, SCIP_Benders::subprobsetup, and SCIP_Benders::subprobtype.

Referenced by SCIPdeactivateBenders(), and SCIPfreeProb().

SCIPbendersEnableOrDisableClocks()

void SCIPbendersEnableOrDisableClocks	(	SCIP_BENDERS *	benders,
		SCIP_Bool	enable
	)

enables or disables all clocks of Benders' decomposition depending on the value of the flag

enables or disables all clocks of the Benders' decomposition, depending on the value of the flag

Parameters

benders	the Benders' decomposition for which all clocks should be enabled or disabled
enable	should the clocks of the Benders' decomposition be enabled?

Definition at line 6121 of file benders.c.

References SCIP_Benders::bendersclock, NULL, SCIPclockEnableOrDisable(), and SCIP_Benders::setuptime.

SCIPbendersExec()

SCIP_RETCODE SCIPbendersExec	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		SCIP_RESULT *	result,
		SCIP_Bool *	infeasible,
		SCIP_Bool *	auxviol,
		SCIP_BENDERSENFOTYPE	type,
		SCIP_Bool	checkint
	)

solves the subproblem using the current master problem solution.

The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint == FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e. checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check solution feasibility.

Solves the subproblem using the current master problem solution.

The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint == FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e. checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check solution feasibility.

TODO: consider allowing the possibility to pass solution information back from the subproblems instead of the scip instance. This would allow the use of different solvers for the subproblems, more importantly allowing the use of an LP solver for LP subproblems.

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
result	result of the pricing process
infeasible	is the master problem infeasible with respect to the Benders' cuts?
auxviol	set to TRUE only if the solution is feasible but the aux vars are violated
type	the type of solution being enforced
checkint	should the integer solution be checked by the subproblems

Definition at line 3882 of file benders.c.

References BENDERS_MAXPSEUDOSOLS, SCIP_Benders::bendersclock, createSolveSubproblemIndexList(), FALSE, SCIP_Benders::feasibilityphase, generateBendersCuts(), SCIP_Benders::iscopy, SCIP_Benders::lnscheck, SCIP_Benders::lnsmaxcalls, SCIP_Benders::lnsmaxcallsroot, SCIP_Benders::lnsmaxdepth, SCIP_Benders::maxslackvarcoef, SCIP_Benders::name, SCIP_Benders::ncalls, SCIP_Benders::npseudosols, NULL, performInteriorSolCutStrengthening(), resetSubproblemObjectiveValue(), SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSENFOTYPE_LP, SCIP_BENDERSENFOTYPE_PSEUDO, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_INVALIDRESULT, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_SEPARATED, SCIP_SOLVELP, SCIP_STAGE_TRANSFORMED, SCIP_VERBLEVEL_HIGH, SCIPallocClearBlockMemoryArray, SCIPbendersFreeSubproblem(), SCIPbendersGetName(), SCIPbendersGetNCalls(), SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSolSlackVarsActive(), SCIPbendersSubproblem(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPfreeBlockMemoryArray, SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetMessagehdlr(), SCIPgetObjsense(), SCIPgetPrimalbound(), SCIPgetSolOrigObj(), SCIPgetStage(), SCIPinProbing(), SCIPmessagePrintVerbInfo(), SCIPprintSol(), SCIPsetDebugMsg, SCIPsetGetSubscipsOff(), SCIPsetIsLE(), SCIPsolveBendersSubproblems(), SCIPverbMessage(), SCIP_Benders::slackvarcoef, solveBendersSubproblems(), SCIP_Benders::sourcescip, SCIP_Benders::strengthenenabled, SCIP_Benders::strengthenround, subproblemIsActive(), TRUE, updateAuxiliaryVarLowerbound(), SCIP_Benders::updateauxvarbound, and updateSubproblemStatQueue().

Referenced by SCIPsolveBendersSubproblems().

SCIPbendersExecSubproblemSolve()

SCIP_RETCODE SCIPbendersExecSubproblemSolve	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_BENDERSSOLVELOOP	solveloop,
		SCIP_Bool	enhancement,
		SCIP_Bool *	solved,
		SCIP_Bool *	infeasible,
		SCIP_BENDERSENFOTYPE	type
	)

Executes the subproblem solving process.

executes the subproblem solving process

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number
solveloop	the solve loop iteration. The first iter is for LP, the second for IP
enhancement	is the solve performed as part of and enhancement?
solved	flag to indicate whether the subproblem was solved
infeasible	returns whether the current subproblem is infeasible
type	the enforcement type calling this function

Definition at line 4490 of file benders.c.

References executeUserDefinedSolvesub(), FALSE, SCIP_Benders::name, NULL, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_ERROR, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_OPTIMAL, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_UNKNOWN, SCIP_STATUS_USERINTERRUPT, SCIP_UNBOUNDED, SCIP_VERBLEVEL_FULL, SCIPABORT, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemType(), SCIPbendersSetSubproblemObjval(), SCIPbendersSetupSubproblem(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPsetDebugMsg, SCIPsetInfinity(), SCIPverbMessage(), TRUE, and updateEventhdlrUpperbound().

Referenced by solveBendersSubproblems().

SCIPbendersSetupSubproblem()

SCIP_RETCODE SCIPbendersSetupSubproblem	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_BENDERSENFOTYPE	type
	)

sets up the subproblem using the solution to the master problem

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number
type	the enforcement type calling this function

Definition at line 4659 of file benders.c.

References FALSE, SCIP_Benders::feasibilityphase, initialiseSubproblem(), SCIP_Benders::maxslackvarcoef, SCIP_Benders::name, NULL, SCIP_BENDERSENFOTYPE_CHECK, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIPbendersChgMastervarsToCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersGetVar(), SCIPbendersSetSubproblemIsSetup(), SCIPbendersSetSubproblemsAreInfeasible(), SCIPbendersSubproblem(), SCIPchgVarLb(), SCIPchgVarObjProbing(), SCIPchgVarUb(), SCIPchgVarUbProbing(), SCIPerrorMessage, SCIPgetDepth(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPinProbing(), SCIPisEQ(), SCIPisGT(), SCIPisLT(), SCIPisZero(), SCIPstartProbing(), SCIPvarGetLbLocal(), SCIPvarGetName(), SCIPvarGetUbLocal(), SLACKVAR_NAME, SCIP_Benders::slackvarcoef, and TRUE.

Referenced by SCIPbendersExecSubproblemSolve(), and SCIPsetupBendersSubproblem().

SCIPbendersSolveSubproblem()

SCIP_RETCODE SCIPbendersSolveSubproblem	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_Bool *	infeasible,
		SCIP_Bool	solvecip,
		SCIP_Real *	objective
	)

Solve a Benders' decomposition subproblems. This will either call the user defined method or the generic solving methods. If the generic method is called, then the subproblem must be set up before calling this method.

Parameters

benders	Benders' decomposition
set	global SCIP settings
sol	primal CIP solution, can be NULL
probnumber	the subproblem number
infeasible	returns whether the current subproblem is infeasible
solvecip	directly solve the CIP subproblem
objective	the objective function value of the subproblem, can be NULL

Definition at line 4819 of file benders.c.

References executeUserDefinedSolvesub(), FALSE, initialiseSubproblem(), NULL, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsIndependent(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetObjsense(), SCIPgetSolOrigObj(), SCIPinfinity(), SCIPinProbing(), SCIPstartProbing(), and TRUE.

Referenced by SCIPsolveBendersSubproblem().

SCIPbendersFreeSubproblem()

SCIP_RETCODE SCIPbendersFreeSubproblem	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	probnumber
	)

frees the subproblems

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem number

Definition at line 5339 of file benders.c.

References FALSE, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_TRANSFORMED, SCIPbendersGetSubproblemType(), SCIPbendersSetSubproblemIsSetup(), SCIPbendersSubproblem(), SCIPendProbing(), SCIPfreeTransform(), SCIPgetStage(), SCIPinProbing(), and subproblemIsActive().

Referenced by SCIPbendersComputeSubproblemLowerbound(), SCIPbendersExec(), SCIPbendersExitsol(), SCIPbendersMergeSubproblemIntoMaster(), and SCIPfreeBendersSubproblem().

SCIPbendersSubproblemIsOptimal()

SCIP_Bool SCIPbendersSubproblemIsOptimal	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber
	)

compares the subproblem objective value with the auxiliary variable value for optimality

Parameters

benders	the benders' decomposition structure
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number

Definition at line 5389 of file benders.c.

References FALSE, NULL, SCIP_Bool, SCIP_Real, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemObjval(), SCIPrelDiff(), SCIPsetDebugMsg, SCIP_Benders::solutiontol, and TRUE.

Referenced by SCIPcheckBendersSubproblemOptimality(), and solveBendersSubproblems().

SCIPbendersGetAuxiliaryVarVal()

SCIP_Real SCIPbendersGetAuxiliaryVarVal	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber
	)

returns the value of the auxiliary variable value in a master problem solution

Parameters

benders	the benders' decomposition structure
set	global SCIP settings
sol	primal CIP solution
probnumber	the subproblem number

Definition at line 5418 of file benders.c.

References NULL, SCIPbendersGetAuxiliaryVar(), and SCIPgetSolVal().

Referenced by SCIPbendersExecSubproblemSolve(), SCIPbendersSubproblemIsOptimal(), SCIPgetBendersAuxiliaryVarVal(), and solveBendersSubproblems().

SCIPbendersComputeSubproblemLowerbound()

SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	probnumber,
		SCIP_Real *	lowerbound,
		SCIP_Bool *	infeasible
	)

Solves an independent subproblem to identify its lower bound. The lower bound is then used to update the bound on the auxiliary variable.

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem to be evaluated
lowerbound	the lowerbound for the subproblem
infeasible	was the subproblem found to be infeasible?

Definition at line 5439 of file benders.c.

References copyMemoryAndTimeLimits(), FALSE, MIPNODEFOCUS_EVENTHDLR_NAME, SCIP_Benders::nlpparam, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_BENDERSSUBTYPE_CONVEXDIS, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_OPTIMAL, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_GLOBOPT, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPTERMSTAT_OKAY, SCIP_OKAY, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIP_VERBLEVEL_NONE, SCIPbendersFreeSubproblem(), SCIPbendersGetAuxiliaryVar(), SCIPbendersGetSubproblemType(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsIndependent(), SCIPdebugMsg, SCIPeventhdlrGetData(), SCIPfindEventhdlr(), SCIPgetDualbound(), SCIPgetIntParam(), SCIPgetLongintParam(), SCIPgetLPSolstat(), SCIPgetNLPObjval(), SCIPgetNLPSolstat(), SCIPgetNLPTermstat(), SCIPgetNNlpis(), SCIPgetObjsense(), SCIPgetRealParam(), SCIPgetSolOrigObj(), SCIPgetStatus(), SCIPinfinity(), SCIPinfoMessage(), SCIPisLPConstructed(), SCIPisNLPConstructed(), SCIPretransformObj(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetRealParam(), SCIPsolve(), SCIPsolveNLPParam(), SCIPsolveProbingLP(), SCIPstartProbing(), SCIPvarGetLbGlobal(), SCIPverbMessage(), and TRUE.

Referenced by SCIPcomputeBendersSubproblemLowerbound(), and updateAuxiliaryVarLowerbound().

SCIPbendersMergeSubproblemIntoMaster()

SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_HASHMAP *	varmap,
		SCIP_HASHMAP *	consmap,
		int	probnumber
	)

merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is for when it is queried for solutions after the problem is solved.

Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that it will not be solved in the subsequent subproblem solving loops.

The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem is added as an underestimator constraint.

Merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is for when it is queried for solutions after the problem is solved.

Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that it will not be solved in the subsequent subproblem solving loops.

The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem is added as an underestimator constraint.

Parameters

benders	Benders' decomposition
set	global SCIP settings
varmap	a hashmap to store the mapping of subproblem variables corresponding to the newly created master variables, or NULL
consmap	a hashmap to store the mapping of subproblem constraints to the corresponding newly created constraints, or NULL
probnumber	the number of the subproblem that will be merged into the master problem

Definition at line 5601 of file benders.c.

References FALSE, NULL, SCIP_Bool, SCIP_CALL, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VERBLEVEL_HIGH, SCIPaddCoefLinear(), SCIPaddCons(), SCIPaddVar(), SCIPbendersFreeSubproblem(), SCIPbendersGetAuxiliaryVar(), SCIPbendersSetSubproblemEnabled(), SCIPbendersSubproblem(), SCIPblkmem(), SCIPconsGetHdlr(), SCIPconsIsChecked(), SCIPconsIsDynamic(), SCIPconsIsEnforced(), SCIPconsIsInitial(), SCIPconsIsModifiable(), SCIPconsIsPropagated(), SCIPconsIsRemovable(), SCIPconsIsSeparated(), SCIPcreateConsBasicLinear(), SCIPcreateVarBasic(), SCIPgetBendersMasterVar(), SCIPgetConsCopy(), SCIPgetConss(), SCIPgetNConss(), SCIPgetNVars(), SCIPgetVars(), SCIPhashmapCreate(), SCIPhashmapFree(), SCIPhashmapInsert(), SCIPreleaseCons(), SCIPreleaseVar(), SCIPsetConsRemovable(), SCIPsetInfinity(), SCIPsnprintf(), SCIPvarGetLbOriginal(), SCIPvarGetName(), SCIPvarGetObj(), SCIPvarGetOrigvarSum(), SCIPvarGetType(), SCIPvarGetUbOriginal(), SCIPverbMessage(), and TRUE.

Referenced by SCIPmergeBendersSubproblemIntoMaster().

SCIPbendersSetPriority()

void SCIPbendersSetPriority	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	priority
	)

sets priority of Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings
priority	new priority of the Benders' decomposition

Definition at line 6015 of file benders.c.

References FALSE, NULL, and SCIP_Benders::priority.

Referenced by SCIPsetBendersPriority().

SCIPbendersSetCopy()

void SCIPbendersSetCopy	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSCOPY((*benderscopy))
	)

sets copy callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5831 of file benders.c.

References NULL.

Referenced by SCIPsetBendersCopy().

SCIPbendersSetFree()

void SCIPbendersSetFree	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSFREE((*bendersfree))
	)

sets destructor callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5842 of file benders.c.

References NULL.

Referenced by SCIPsetBendersFree().

SCIPbendersSetInit()

void SCIPbendersSetInit	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSINIT((*bendersinit))
	)

sets initialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5853 of file benders.c.

References NULL.

Referenced by SCIPsetBendersInit().

SCIPbendersSetExit()

void SCIPbendersSetExit	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSEXIT((*bendersexit))
	)

sets deinitialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5864 of file benders.c.

References NULL.

Referenced by SCIPsetBendersExit().

SCIPbendersSetInitpre()

void SCIPbendersSetInitpre	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSINITPRE((*bendersinitpre))
	)

sets presolving initialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5875 of file benders.c.

References NULL.

Referenced by SCIPsetBendersInitpre().

SCIPbendersSetExitpre()

void SCIPbendersSetExitpre	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))
	)

sets presolving deinitialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5886 of file benders.c.

References NULL.

Referenced by SCIPsetBendersExitpre().

SCIPbendersSetInitsol()

void SCIPbendersSetInitsol	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSINITSOL((*bendersinitsol))
	)

sets solving process initialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5897 of file benders.c.

References NULL.

Referenced by SCIPsetBendersInitsol().

SCIPbendersSetExitsol()

void SCIPbendersSetExitsol	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))
	)

sets solving process deinitialization callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5908 of file benders.c.

References NULL.

Referenced by SCIPsetBendersExitsol().

SCIPbendersSetPresubsolve()

void SCIPbendersSetPresubsolve	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))
	)

sets the pre subproblem solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5919 of file benders.c.

References NULL.

Referenced by SCIPsetBendersPresubsolve().

SCIPbendersSetSolvesubconvex()

void SCIPbendersSetSolvesubconvex	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex))
	)

sets convex solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5930 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSolveAndFreesub().

SCIPbendersSetSolvesub()

void SCIPbendersSetSolvesub	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub))
	)

sets solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5941 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSolveAndFreesub().

SCIPbendersSetPostsolve()

void SCIPbendersSetPostsolve	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))
	)

sets post-solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5952 of file benders.c.

References NULL.

Referenced by SCIPsetBendersPostsolve().

SCIPbendersSetSubproblemComp()

void SCIPbendersSetSubproblemComp	(	SCIP_BENDERS *	benders,
		SCIP_DECL_SORTPTRCOMP((*benderssubcomp))
	)

sets post-solve callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5963 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSubproblemComp().

SCIPbendersSetFreesub()

void SCIPbendersSetFreesub	(	SCIP_BENDERS *	benders,
		SCIP_DECL_BENDERSFREESUB((*bendersfreesub))
	)

sets free subproblem callback of Benders' decomposition

Parameters

benders

Benders' decomposition

Definition at line 5974 of file benders.c.

References NULL.

Referenced by SCIPsetBendersSolveAndFreesub().

SCIPbendersGetVar()

SCIP_RETCODE SCIPbendersGetVar	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_VAR *	var,
		SCIP_VAR **	mappedvar,
		int	probnumber
	)

Returns the corresponding master or subproblem variable for the given variable. This provides a call back for the variable mapping between the master and subproblems.

Parameters

benders	Benders' decomposition
set	global SCIP settings
var	the variable for which the corresponding variable is desired
mappedvar	the variable that is mapped to var
probnumber	the problem number for the desired variable, -1 for the master problem

Definition at line 5784 of file benders.c.

References AUXILIARYVAR_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPvarGetName().

Referenced by checkSubproblemConvexity(), createSubproblems(), SCIPbendersChgMastervarsToCont(), SCIPbendersSetupSubproblem(), SCIPgetBendersMasterVar(), SCIPgetBendersSubproblemVar(), and storeSubproblemMasterVars().

SCIPbendersAddSubproblem()

SCIP_RETCODE SCIPbendersAddSubproblem	(	SCIP_BENDERS *	benders,
		SCIP *	subproblem
	)

adds a subproblem to the Benders' decomposition data

adds a subproblem to the Benders' decomposition data. If a custom subproblem solving method is used, then the subproblem pointer can be set to NULL

Parameters

benders	Benders' decomposition
subproblem	subproblem to be added to the data storage, can be NULL

Definition at line 6185 of file benders.c.

References SCIP_Benders::naddedsubprobs, SCIP_Benders::name, SCIP_Benders::nsubproblems, NULL, SCIP_ERROR, SCIP_OKAY, SCIPerrorMessage, and SCIP_Benders::subproblems.

Referenced by SCIPaddBendersSubproblem().

SCIPbendersRemoveSubproblems()

void SCIPbendersRemoveSubproblems

(

SCIP_BENDERS *

benders

)

removes the subproblems from the Benders' decomposition data

Parameters

benders

Benders' decomposition

Definition at line 6209 of file benders.c.

References BMSclearMemoryArray, SCIP_Benders::naddedsubprobs, NULL, and SCIP_Benders::subproblems.

SCIPbendersSetSubproblemEnabled()

void SCIPbendersSetSubproblemEnabled	(	SCIP_BENDERS *	benders,
		int	probnumber,
		SCIP_Bool	enabled
	)

Sets whether the subproblem is enabled or disabled. A subproblem is disabled if it has been merged into the master problem.

Parameters

benders	Benders' decomposition
probnumber	the subproblem number
enabled	flag to indicate whether the subproblem is enabled

Definition at line 6773 of file benders.c.

References SCIP_Benders::nactivesubprobs, NULL, SCIP_Bool, SCIPbendersGetNSubproblems(), SCIP_Benders::subprobenabled, and subproblemIsActive().

Referenced by SCIPbendersMergeSubproblemIntoMaster().

SCIPbendersSetSubproblemsAreInfeasible()

void SCIPbendersSetSubproblemsAreInfeasible	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

sets the flag to indicate that at least one subproblem is always infeasible NOTE: this is without any variable fixing being performed

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 6580 of file benders.c.

References NULL, SCIPgetDepth(), SCIP_Benders::subprobsinfeasible, and TRUE.

Referenced by createSubproblems(), SCIPbendersChgMastervarsToCont(), and SCIPbendersSetupSubproblem().

SCIPbendersChgMastervarsToCont()

SCIP_RETCODE SCIPbendersChgMastervarsToCont	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		int	probnumber
	)

changes all of the master problem variables in the given subproblem to continuous

Parameters

benders	Benders' decomposition
set	global SCIP settings
probnumber	the subproblem number

Definition at line 6606 of file benders.c.

References checkSubproblemConvexity(), initialiseLPSubproblem(), NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_Bool, SCIP_CALL, SCIP_IMPLINTTYPE_NONE, SCIP_OKAY, SCIP_VARTYPE_CONTINUOUS, SCIPbendersGetMastervarsCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersGetVar(), SCIPbendersSetMastervarsCont(), SCIPbendersSetSubproblemsAreInfeasible(), SCIPbendersSubproblem(), SCIPchgVarImplType(), SCIPchgVarType(), SCIPgetVarsData(), SCIPvarIsIntegral(), and TRUE.

Referenced by createSubproblems(), and SCIPbendersSetupSubproblem().

SCIPbendersSetMastervarsCont()

SCIP_RETCODE SCIPbendersSetMastervarsCont	(	SCIP_BENDERS *	benders,
		int	probnumber,
		SCIP_Bool	arecont
	)

sets a flag to indicate whether the master variables are all set to continuous

Parameters

benders	Benders' decomposition
probnumber	the subproblem number
arecont	flag to indicate whether the master problem variables are continuous

Definition at line 6811 of file benders.c.

References SCIP_Benders::mastervarscont, NULL, SCIP_BENDERSSUBTYPE_CONVEXCONT, SCIP_BENDERSSUBTYPE_CONVEXDIS, SCIP_BENDERSSUBTYPE_NONCONVEXCONT, SCIP_BENDERSSUBTYPE_NONCONVEXDIS, SCIP_CALL, SCIP_OKAY, SCIPbendersGetNSubproblems(), SCIPbendersGetSubproblemType(), SCIPbendersSetSubproblemType(), SCIPbendersSubproblem(), SCIPendProbing(), and SCIPinProbing().

Referenced by SCIPbendersChgMastervarsToCont().

SCIPbendersGetMastervarsCont()

SCIP_Bool SCIPbendersGetMastervarsCont	(	SCIP_BENDERS *	benders,
		int	probnumber
	)

returns whether the master variables are all set to continuous

Parameters

benders	Benders' decomposition
probnumber	the subproblem number

Definition at line 6846 of file benders.c.

References SCIP_Benders::mastervarscont, NULL, and SCIPbendersGetNSubproblems().

Referenced by SCIPbendersChgMastervarsToCont().

SCIPbendersSetObjectiveType()

void SCIPbendersSetObjectiveType	(	SCIP_BENDERS *	benders,
		SCIP_BENDERSOBJTYPE	objectivetype
	)

sets the objective type for the aggregation of the Benders' decomposition subproblem objectives. This is either the summation of the objective values or a minimax of the objective values (such as for a makespan objective)

Parameters

benders	Benders' decomposition
objectivetype	the objective type

Definition at line 6860 of file benders.c.

References NULL, and SCIP_Benders::objectivetype.

Referenced by SCIPsetBendersObjectiveType().

SCIPbendersStoreCut()

SCIP_RETCODE SCIPbendersStoreCut	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_VAR **	vars,
		SCIP_Real *	vals,
		SCIP_Real	lhs,
		SCIP_Real	rhs,
		int	nvars
	)

adds the data for the generated cuts to the Benders' cut storage

Parameters

benders	Benders' decomposition cut
set	global SCIP settings
vars	the variables that have non-zero coefficients in the cut
vals	the coefficients of the variables in the cut
lhs	the left hand side of the cut
rhs	the right hand side of the cut
nvars	the number of variables with non-zero coefficients in the cut

Definition at line 7013 of file benders.c.

References BMSreallocBlockMemoryArray, SCIP_BenderscutCut::lhs, SCIP_Benders::nstoredcuts, NULL, SCIP_BenderscutCut::nvars, SCIP_BenderscutCut::rhs, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemory, SCIPblkmem(), SCIPduplicateBlockMemoryArray, SCIPsetCalcMemGrowSize(), SCIP_Benders::storedcuts, SCIP_Benders::storedcutssize, SCIP_BenderscutCut::vals, and SCIP_BenderscutCut::vars.

Referenced by SCIPstoreBendersCut().

SCIPbendersIncludeBenderscut()

SCIP_RETCODE SCIPbendersIncludeBenderscut	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_BENDERSCUT *	benderscut
	)

inserts a Benders' cut algorithm plugin into the Benders' cuts plugin list

inserts a Benders' cut into the Benders' cuts list

Parameters

benders	Benders' decomposition structure
set	global SCIP settings
benderscut	Benders' cut

Definition at line 7073 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::benderscutssize, SCIP_Benders::benderscutssorted, BMSreallocMemoryArray, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_ALLOC, SCIP_OKAY, and SCIPsetCalcMemGrowSize().

Referenced by SCIPincludeBenderscut(), and SCIPincludeBenderscutBasic().

SCIPbendersSetBenderscutsSorted()

void SCIPbendersSetBenderscutsSorted	(	SCIP_BENDERS *	benders,
		SCIP_Bool	sorted
	)

sets the Benders' cuts sorted flags in the Benders' decomposition

sets the sorted flags in the Benders' decomposition

Parameters

benders	Benders' decomposition structure
sorted	the value to set the sorted flag to

Definition at line 7061 of file benders.c.

References SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, and NULL.

Referenced by SCIPsetBenderscutPriority().

SCIPbendersSortBenderscuts()

void SCIPbendersSortBenderscuts

(

SCIP_BENDERS *

benders

)

sorts Benders' decomposition cuts by priorities

Parameters

benders

Benders' decomposition

Definition at line 7162 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIPsortPtr(), and TRUE.

Referenced by SCIPbendersCopyInclude(), SCIPbendersExit(), SCIPbendersExitsol(), SCIPbendersInit(), and SCIPbendersInitsol().

SCIPbendersSortBenderscutsName()

void SCIPbendersSortBenderscutsName

(

SCIP_BENDERS *

benders

)

sorts Benders' decomposition cuts by name

Parameters

benders

Benders' decomposition

Definition at line 7177 of file benders.c.

References SCIP_Benders::benderscuts, SCIP_Benders::benderscutsnamessorted, SCIP_Benders::benderscutssorted, FALSE, SCIP_Benders::nbenderscuts, NULL, SCIPsortPtr(), and TRUE.