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_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 *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)

void	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 probnum, 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 probnum)

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

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

SCIP_RETCODE	SCIPbendersCheckSubproblemOptimality (SCIP_BENDERS benders, SCIP_SET set, SCIP_SOL sol, int probnumber, SCIP_Bool optimal)

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	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	SCIPbendersSetSubproblemIsSetup (SCIP_BENDERS *benders, int probnumber, SCIP_Bool issetup)

SCIP_Bool	SCIPbendersSubproblemIsSetup (SCIP_BENDERS *benders, int probnumber)

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

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)

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 *	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; must not be NULL
valid	was the copying process valid?

Definition at line 777 of file benders.c.

References SCIP_Set::benders_copybenders, SCIP_Benders::benderscuts, createMasterVarMapping(), FALSE, SCIP_Benders::nbenderscuts, NULL, SCIP_Set::scip, SCIP_CALL, SCIP_OKAY, SCIPbenderscutCopyInclude(), SCIPbendersGetName(), SCIPbendersIsActive(), SCIPbendersSortBenderscuts(), SCIPsetDebugMsg, SCIPsetFindBenders(), 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 835 of file benders.c.

References BMSallocMemory, BMSclearMemory, BMSduplicateMemoryArray, FALSE, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_CLOCKTYPE_DEFAULT, SCIP_DEFAULT_CUTSASCONSS, SCIP_DEFAULT_LNSCHECK, SCIP_DEFAULT_LNSMAXDEPTH, SCIP_DEFAULT_SUBPROBFRAC, SCIP_DEFAULT_TRANSFERCUTS, SCIP_DEFAULT_UPDATEAUXVARBOUND, SCIP_INVALIDCALL, SCIP_MAXSTRLEN, SCIP_MAXTREEDEPTH, SCIP_OKAY, SCIPclockCreate(), SCIPerrorMessage, SCIPsetAddBoolParam(), SCIPsetAddIntParam(), SCIPsetAddRealParam(), SCIPsnprintf(), and TRUE.

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 1001 of file benders.c.

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

◆ SCIPbendersInit()

SCIP_RETCODE SCIPbendersInit	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set
	)

initializes Benders' decomposition

Parameters

benders	Benders' decomposition
set	global SCIP settings

Definition at line 1273 of file benders.c.

References SCIP_Benders::bendersclock, SCIP_Benders::benderscuts, createSubproblems(), SCIP_Benders::initialized, SCIP_Benders::name, SCIP_Benders::nbenderscuts, SCIP_Benders::ncalls, SCIP_Benders::ncutsfound, SCIP_Benders::ntransferred, NULL, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIPbenderscutInit(), SCIPbendersSortBenderscuts(), SCIPclockReset(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIP_Benders::setuptime, 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 1552 of file benders.c.

References SCIP_Benders::auxiliaryvars, SCIP_Benders::benderscuts, FALSE, SCIP_Benders::initialized, SCIP_Benders::iscopy, SCIP_Benders::name, SCIP_Benders::nbenderscuts, NULL, SCIP_CALL, SCIP_INVALIDCALL, SCIP_OKAY, SCIPbenderscutExit(), SCIPbendersGetNSubproblems(), SCIPbendersSortBenderscuts(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPreleaseVar(), SCIP_Benders::setuptime, SCIP_Benders::sourcescip, and transferBendersCuts().

Referenced by SCIPsetInitPlugins().

◆ 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 1669 of file benders.c.

References addAuxiliaryVariablesToMaster(), assignAuxiliaryVariables(), checkSubproblemIndependence(), SCIP_Benders::iscopy, NULL, SCIP_CALL, SCIP_OKAY, SCIPclockStart(), SCIPclockStop(), and SCIP_Benders::setuptime.

Referenced by SCIPsetExitPlugins().

◆ 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 1713 of file benders.c.

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

Referenced by SCIPsetExitPlugins().

◆ 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 1739 of file benders.c.

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

Referenced by SCIPsetInitprePlugins().

◆ 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 1772 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.

Referenced by SCIPsetInitsolPlugins().

◆ 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 1828 of file benders.c.

References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_Benders::bestsubprobobjval, BMSallocMemoryArray, FALSE, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, SCIP_Benders::nactivesubprobs, NODESOLVED_EVENTHDLR_DESC, NODESOLVED_EVENTHDLR_NAME, SCIP_Benders::nsubproblems, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPincludeEventhdlrBasic(), SCIPsetEventhdlrInitsol(), SCIPsetInfinity(), SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, SCIP_Benders::subprobsetup, and TRUE.

Referenced by SCIPactivateBenders().

◆ SCIPbendersDeactivate()

void 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 1891 of file benders.c.

References SCIP_Benders::active, SCIP_Benders::auxiliaryvars, SCIP_Benders::bestsubprobobjval, BMSfreeMemoryArray, FALSE, SCIP_Benders::indepsubprob, SCIP_Benders::mastervarscont, NULL, SCIP_STAGE_INIT, SCIP_STAGE_PROBLEM, SCIPbendersGetNSubproblems(), SCIP_Benders::subprobenabled, SCIP_Benders::subprobisconvex, SCIP_Benders::subproblems, SCIP_Benders::subproblowerbound, SCIP_Benders::subprobobjval, and SCIP_Benders::subprobsetup.

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 4300 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 2505 of file benders.c.

References BENDERS_MAXPSEUDOSOLS, SCIP_Benders::bendersclock, FALSE, SCIP_Benders::firstchecked, generateBendersCuts(), SCIP_Benders::iscopy, SCIP_Benders::lastchecked, SCIP_Benders::lnscheck, SCIP_Benders::lnsmaxdepth, SCIP_Benders::name, SCIP_Benders::ncalls, SCIP_Benders::npseudosols, NULL, 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(), SCIPbendersGetNConvexSubproblems(), SCIPbendersGetNSubproblems(), SCIPbendersOnlyCheckConvexRelax(), SCIPbendersSubproblem(), SCIPclockStart(), SCIPclockStop(), SCIPerrorMessage, SCIPfreeBlockMemoryArray, SCIPgetDepth(), SCIPgetLPSolstat(), SCIPgetPrimalbound(), SCIPgetSolOrigObj(), SCIPgetStage(), SCIPinProbing(), SCIPsetDebugMsg, SCIPsetIsFeasLE(), SCIPverbMessage(), solveBendersSubproblems(), SCIP_Benders::sourcescip, subproblemIsActive(), TRUE, updateAuxiliaryVarLowerbound(), and SCIP_Benders::updateauxvarbound.

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 2946 of file benders.c.

References executeUserDefinedSolvesub(), FALSE, NULL, SCIP_BENDERSSOLVELOOP_CIP, SCIP_BENDERSSOLVELOOP_CONVEX, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_CALL, SCIP_DIDNOTRUN, SCIP_FEASIBLE, SCIP_INFEASIBLE, SCIP_LPSOLSTAT_ERROR, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_LPSOLSTAT_NOTSOLVED, SCIP_LPSOLSTAT_OPTIMAL, SCIP_LPSOLSTAT_TIMELIMIT, SCIP_LPSOLSTAT_UNBOUNDEDRAY, SCIP_OKAY, SCIP_Real, SCIP_STATUS_BESTSOLLIMIT, SCIP_STATUS_INFEASIBLE, SCIP_STATUS_MEMLIMIT, SCIP_STATUS_OPTIMAL, SCIP_STATUS_TIMELIMIT, SCIP_STATUS_UNBOUNDED, SCIP_STATUS_USERINTERRUPT, SCIP_UNBOUNDED, SCIP_VERBLEVEL_FULL, SCIPABORT, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersSetSubproblemObjval(), SCIPbendersSetupSubproblem(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), SCIPgetLPSolstat(), SCIPgetSolOrigObj(), SCIPgetStatus(), SCIPsetDebugMsg, SCIPsetInfinity(), SCIPverbMessage(), TRUE, and updateEventhdlrUpperbound().

Referenced by solveBendersSubproblems().

◆ SCIPbendersSetupSubproblem()

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

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

Definition at line 3118 of file benders.c.

References FALSE, initialiseSubproblem(), NULL, SCIP_Bool, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersChgMastervarsToCont(), SCIPbendersGetNSubproblems(), SCIPbendersGetVar(), SCIPbendersSetSubproblemIsSetup(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPchgVarLb(), SCIPchgVarUb(), SCIPgetNVars(), SCIPgetSolVal(), SCIPgetVars(), SCIPisEQ(), SCIPisGT(), SCIPisLT(), SCIPstartProbing(), SCIPvarGetLbLocal(), SCIPvarGetUbLocal(), 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_BENDERSENFOTYPE	type,
		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
type	the enforcement type calling this function
solvecip	directly solve the CIP subproblem
objective	the objective function value of the subproblem, can be NULL

Definition at line 3217 of file benders.c.

References executeUserDefinedSolvesub(), initialiseSubproblem(), NULL, SCIP_BENDERSSOLVELOOP_USERCIP, SCIP_BENDERSSOLVELOOP_USERCONVEX, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIPbendersGetNSubproblems(), SCIPbendersSolveSubproblemCIP(), SCIPbendersSolveSubproblemLP(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPbendersSubproblemIsIndependent(), SCIPbendersSubproblemIsSetup(), SCIPerrorMessage, SCIPgetBestSol(), 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 3605 of file benders.c.

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

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

◆ SCIPbendersCheckSubproblemOptimality()

SCIP_RETCODE SCIPbendersCheckSubproblemOptimality	(	SCIP_BENDERS *	benders,
		SCIP_SET *	set,
		SCIP_SOL *	sol,
		int	probnumber,
		SCIP_Bool *	optimal
	)

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
optimal	flag to indicate whether the current subproblem is optimal for the master

Definition at line 3655 of file benders.c.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPbendersGetAuxiliaryVarVal(), SCIPbendersGetSubproblemObjval(), SCIPrelDiff(), SCIPsetDebugMsg, SCIPsetGetRealParam(), 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 3687 of file benders.c.

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

Referenced by SCIPbendersCheckSubproblemOptimality(), SCIPbendersExecSubproblemSolve(), 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 3708 of file benders.c.

References copyMemoryAndTimeLimits(), FALSE, MIPNODEFOCUS_EVENTHDLR_NAME, NULL, SCIP_Bool, SCIP_CALL, SCIP_Longint, SCIP_LPSOLSTAT_INFEASIBLE, SCIP_OKAY, SCIP_Real, SCIP_STATUS_INFEASIBLE, SCIP_VERBLEVEL_FULL, SCIP_VERBLEVEL_HIGH, SCIP_VERBLEVEL_NONE, SCIPbendersFreeSubproblem(), SCIPbendersSubproblem(), SCIPbendersSubproblemIsConvex(), SCIPbendersSubproblemIsIndependent(), SCIPeventhdlrGetData(), SCIPfindEventhdlr(), SCIPgetDualbound(), SCIPgetIntParam(), SCIPgetLongintParam(), SCIPgetLPSolstat(), SCIPgetRealParam(), SCIPgetStatus(), SCIPinfinity(), SCIPisLPConstructed(), SCIPsetIntParam(), SCIPsetLongintParam(), SCIPsetRealParam(), SCIPsolve(), SCIPsolveProbingLP(), SCIPstartProbing(), 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 3821 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 4224 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 4051 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 4062 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 4073 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 4084 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 4095 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 4106 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 4117 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 4128 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 4139 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 4150 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 4161 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 4172 of file benders.c.

References NULL.

Referenced by SCIPsetBendersPostsolve().

◆ SCIPbendersSetFreesub()

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

sets free subproblem callback of Benders' decomposition

Parameters

benders Benders' decomposition

Definition at line 4183 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