benderscut_feas.c File Reference

Detailed Description

Standard feasibility cuts for Benders' decomposition.

Author

Stephen J. Maher

Definition in file benderscut_feas.c.

#include "scip/pub_expr.h"
#include "scip/benderscut_feas.h"
#include "scip/benderscut_opt.h"
#include "scip/cons_linear.h"
#include "scip/pub_benderscut.h"
#include "scip/pub_benders.h"
#include "scip/pub_lp.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_linear.h"
#include "scip/pub_nlp.h"
#include "scip/pub_var.h"
#include "scip/scip_benders.h"
#include "scip/scip_cons.h"
#include "scip/scip_general.h"
#include "scip/scip_lp.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_nlp.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_numerics.h"
#include "scip/scip_prob.h"
#include "scip/scip_solvingstats.h"
#include "scip/scip_var.h"

Go to the source code of this file.

Macros
#define	BENDERSCUT_NAME   "feas"
#define	BENDERSCUT_DESC   "Standard feasibility cuts for Benders' decomposition"
#define	BENDERSCUT_PRIORITY   10000
#define	BENDERSCUT_LPCUT   TRUE

Functions
static SCIP_RETCODE	addVariableToArray (SCIP *masterprob, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_VAR *addvar, SCIP_Real addval, int *nvars, int *varssize)
static SCIP_RETCODE	computeStandardLPFeasibilityCut (SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, int *nvars, int *varssize, SCIP_Bool *success)
static SCIP_RETCODE	computeStandardNLPFeasibilityCut (SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, int *nvars, int *varssize, SCIP_Bool *success)
static SCIP_RETCODE	generateAndApplyBendersCuts (SCIP *masterprob, SCIP *subproblem, SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SOL *sol, int probnumber, SCIP_RESULT *result)
static	SCIP_DECL_BENDERSCUTEXEC (benderscutExecFeas)
SCIP_RETCODE	SCIPincludeBenderscutFeas (SCIP *scip, SCIP_BENDERS *benders)

Macro Definition Documentation

BENDERSCUT_NAME

#define BENDERSCUT_NAME   "feas"

Definition at line 58 of file benderscut_feas.c.

Referenced by generateAndApplyBendersIntegerCuts(), SCIP_DECL_BENDERSCUTEXEC(), SCIP_DECL_BENDERSCUTEXEC(), SCIP_DECL_BENDERSCUTEXEC(), SCIP_DECL_BENDERSCUTEXEC(), SCIP_DECL_BENDERSCUTEXEC(), SCIP_DECL_BENDERSCUTEXIT(), SCIP_DECL_BENDERSCUTEXIT(), SCIP_DECL_BENDERSCUTFREE(), SCIP_DECL_BENDERSCUTFREE(), SCIP_DECL_BENDERSCUTFREE(), SCIP_DECL_BENDERSCUTINIT(), SCIPincludeBenderscutFeas(), SCIPincludeBenderscutFeasalt(), SCIPincludeBenderscutInt(), SCIPincludeBenderscutNogood(), and SCIPincludeBenderscutOpt().

BENDERSCUT_DESC

#define BENDERSCUT_DESC   "Standard feasibility cuts for Benders' decomposition"

Definition at line 59 of file benderscut_feas.c.

Referenced by SCIPincludeBenderscutFeas(), SCIPincludeBenderscutFeasalt(), SCIPincludeBenderscutInt(), SCIPincludeBenderscutNogood(), and SCIPincludeBenderscutOpt().

BENDERSCUT_PRIORITY

#define BENDERSCUT_PRIORITY   10000

Definition at line 60 of file benderscut_feas.c.

Referenced by SCIPincludeBenderscutFeas(), SCIPincludeBenderscutFeasalt(), SCIPincludeBenderscutInt(), SCIPincludeBenderscutNogood(), and SCIPincludeBenderscutOpt().

BENDERSCUT_LPCUT

#define BENDERSCUT_LPCUT   TRUE

Definition at line 61 of file benderscut_feas.c.

Referenced by SCIPincludeBenderscutFeas(), SCIPincludeBenderscutFeasalt(), SCIPincludeBenderscutInt(), SCIPincludeBenderscutNogood(), and SCIPincludeBenderscutOpt().

Function Documentation

addVariableToArray()

SCIP_RETCODE addVariableToArray ( SCIP * masterprob, SCIP_VAR *** vars, SCIP_Real ** vals, SCIP_VAR * addvar, SCIP_Real addval, int * nvars, int * varssize )

static

adds a variable and value to the constraint/row arrays

Parameters

masterprob	the SCIP instance of the master problem
vars	pointer to array of variables in the generated cut with non-zero coefficient
vals	pointer to array of coefficients of the variables in the generated cut
addvar	the variable that will be added to the array
addval	the value that will be added to the array
nvars	the number of variables in the variable array
varssize	the length of the variable size

Definition at line 69 of file benderscut_feas.c.

References assert(), NULL, nvars, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPcalcMemGrowSize(), SCIPreallocBufferArray, and vars.

Referenced by computeStandardLPFeasibilityCut().

computeStandardLPFeasibilityCut()

SCIP_RETCODE computeStandardLPFeasibilityCut ( SCIP * masterprob, SCIP * subproblem, SCIP_BENDERS * benders, SCIP_VAR *** vars, SCIP_Real ** vals, SCIP_Real * lhs, int * nvars, int * varssize, SCIP_Bool * success )

static

computing as standard Benders' feasibility cut from the dual solutions of the LP

Parameters

masterprob	the SCIP instance of the master problem
subproblem	the SCIP instance of the pricing problem
benders	the benders' decomposition structure
vars	pointer to array of variables in the generated cut with non-zero coefficient
vals	pointer to array of coefficients of the variables in the generated cut
lhs	the left hand side of the cut
nvars	the number of variables in the cut
varssize	the number of variables in the array
success	was the cut generation successful?

Definition at line 105 of file benderscut_feas.c.

References addVariableToArray(), assert(), FALSE, i, NULL, nvars, SCIP_Bool, SCIP_CALL, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPgetBendersMasterVar(), SCIPgetLPRows(), SCIPgetLPSolstat(), SCIPgetNLPRows(), SCIPgetNVars(), SCIPgetVarFarkasCoef(), SCIPgetVars(), SCIPisDualfeasZero(), SCIPisInfinity(), SCIPisNegative(), SCIPisPositive(), SCIPisZero(), SCIProwGetDualfarkas(), SCIProwGetLhs(), SCIProwGetRhs(), SCIPvarGetLbGlobal(), SCIPvarGetName(), SCIPvarGetUbGlobal(), TRUE, var, and vars.

Referenced by generateAndApplyBendersCuts().

computeStandardNLPFeasibilityCut()

SCIP_RETCODE computeStandardNLPFeasibilityCut ( SCIP * masterprob, SCIP * subproblem, SCIP_BENDERS * benders, SCIP_VAR *** vars, SCIP_Real ** vals, SCIP_Real * lhs, int * nvars, int * varssize, SCIP_Bool * success )

static

computing as standard Benders' feasibility cut from the dual solutions of the NLP

NOTE: The cut must be created before being passed to this function

Parameters

masterprob	the SCIP instance of the master problem
subproblem	the SCIP instance of the pricing problem
benders	the benders' decomposition structure
vars	pointer to array of variables in the generated cut with non-zero coefficient
vals	pointer to array of coefficients of the variables in the generated cut
lhs	the left hand side of the cut
nvars	the number of variables in the cut
varssize	the number of variables in the array
success	was the cut generation successful?

Definition at line 226 of file benderscut_feas.c.

References assert(), FALSE, i, NULL, nvars, SCIP_Bool, SCIP_CALL, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_OKAY, SCIP_Real, SCIPaddNlRowGradientBenderscutOpt(), SCIPdebugMsg, SCIPgetNLPNlRows(), SCIPgetNLPSolstat(), SCIPgetNlRowActivity(), SCIPgetNNLPNlRows(), SCIPisInfinity(), SCIPisNLPConstructed(), SCIPisZero(), SCIPnlrowGetDualsol(), SCIPnlrowGetLhs(), SCIPnlrowGetRhs(), TRUE, and vars.

Referenced by generateAndApplyBendersCuts().

generateAndApplyBendersCuts()

SCIP_RETCODE generateAndApplyBendersCuts ( SCIP * masterprob, SCIP * subproblem, SCIP_BENDERS * benders, SCIP_BENDERSCUT * benderscut, SCIP_SOL * sol, int probnumber, SCIP_RESULT * result )

static

generates and applies Benders' cuts

Parameters

masterprob	the SCIP instance of the master problem
subproblem	the SCIP instance of the pricing problem
benders	the benders' decomposition
benderscut	the benders' decomposition cut method
sol	primal CIP solution
probnumber	the number of the pricing problem
result	the result from solving the subproblems

Definition at line 305 of file benderscut_feas.c.

References assert(), computeStandardLPFeasibilityCut(), computeStandardNLPFeasibilityCut(), FALSE, NULL, nvars, result, SCIP_Bool, SCIP_CALL, SCIP_CONSADDED, SCIP_DIDNOTFIND, SCIP_LONGINT_FORMAT, SCIP_MAXSTRLEN, SCIP_OKAY, SCIP_Real, SCIP_VERBLEVEL_FULL, SCIPABORT, SCIPaddCons(), SCIPallocClearBufferArray, SCIPbenderscutGetNFound(), SCIPcreateConsBasicLinear(), SCIPdebugMsg, SCIPdebugPrintCons, SCIPfreeBufferArray, SCIPgetActivityLinear(), SCIPgetLhsLinear(), SCIPgetNFixedVars(), SCIPgetNLPIterations(), SCIPgetNNlpis(), SCIPgetNVars(), SCIPgetRhsLinear(), SCIPinfinity(), SCIPisGE(), SCIPisInfinity(), SCIPisNLPConstructed(), SCIPreleaseCons(), SCIPsetConsDynamic(), SCIPsetConsRemovable(), SCIPsnprintf(), SCIPverbMessage(), sol, TRUE, and vars.

Referenced by SCIP_DECL_BENDERSCUTEXEC().

SCIP_DECL_BENDERSCUTEXEC()

SCIP_DECL_BENDERSCUTEXEC ( benderscutExecFeas )

static

execution method of Benders' decomposition cuts

Definition at line 421 of file benderscut_feas.c.

References assert(), BENDERSCUT_NAME, generateAndApplyBendersCuts(), NULL, result, SCIP_Bool, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_NLPSOLSTAT_GLOBINFEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_OKAY, SCIP_STAGE_SOLVING, SCIPbendersGetNSubproblems(), SCIPbendersSubproblem(), SCIPdebugMsg, SCIPgetLPSolstat(), SCIPgetNLPSolstat(), SCIPgetNNlpis(), SCIPgetStage(), SCIPisNLPConstructed(), and sol.