scip_benders.h
Go to the documentation of this file.
29 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
58 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
61 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
68 * @note method has all Benders' decomposition callbacks as arguments and is thus changed every time a new callback is
82 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
86 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
87 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
88 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
89 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
90 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
91 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
92 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< the execution method of the Benders' decomposition algorithm */
93 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
94 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
96 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
100 /** creates a Benders' decomposition and includes it in SCIP with all non-fundamental callbacks set to NULL
102 * If needed, the non-fundamental callbacks can be added afterwards via setter functions SCIPsetBendersCopy(),
103 * SCIPsetBendersFree(), SCIPsetBendersInity(), SCIPsetBendersExit(), SCIPsetBendersInitsol(), SCIPsetBendersExitsol(),
106 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
109 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
116 * @note if you want to set all callbacks with a single method call, consider using SCIPincludeBenders() instead
129 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
130 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
136 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
147 SCIP_DECL_BENDERSCOPY((*benderscopy)) /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
152 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
168 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
184 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
200 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
211 SCIP_DECL_BENDERSINITPRE((*bendersinitpre))/**< presolving initialization method of Benders' decomposition */
216 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
227 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))/**< presolving deinitialization method of Benders' decomposition */
232 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
243 SCIP_DECL_BENDERSINITSOL((*bendersinitsol))/**< solving process initialization method of Benders' decomposition */
248 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
259 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))/**< solving process deinitialization method of Benders' decomposition */
264 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
275 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))/**< method called prior to solving the subproblems */
280 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
291 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
292 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< solving method for a Benders' decomposition subproblem */
293 SCIP_DECL_BENDERSFREESUB((*bendersfreesub))/**< the subproblem freeing method for Benders' decomposition */
298 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
309 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))/**< solving process deinitialization method of Benders' decomposition */
319 /** returns the array of currently available Benders' decomposition; active Benders' decomposition are in the first
341 * This method should be called during the problem creation stage for all pricers that are necessary to solve
346 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
361 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
384 * The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint ==
385 * FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e.
386 * checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check
389 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
407 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
408 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
417 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
441 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
474 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
490 * This is called if the user requires to solve the Benders' decomposition subproblem separately from the main Benders'
493 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
515 * The method either calls the users solve subproblem method or calls the generic method. In the case of the generic
518 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
545 * subproblem callback for Benders' decomposition or the default freeing methods. In the default case, if the
546 * subproblem is an LP, then SCIPendProbing is called. If the subproblem is a MIP, then SCIPfreeTransform is called.
548 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
569 /** checks the optimality of a Benders' decomposition subproblem by comparing the objective function value against the
572 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
590 SCIP_Bool* optimal /**< flag to indicate whether the current subproblem is optimal for the master */
602 /** solves an independent subproblem to identify its lower bound and updates the lower bound of the corresponding
613 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
626 * This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the
627 * subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is
630 * Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that
633 * The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem
644 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
667 * This should be called from the SCIPincludeBendersXyz for the associated Benders' decomposition. It is only possible
671 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
678 * @note method has all Benders' decomposition callbacks as arguments and is thus changed every time a new callback is
690 SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)),/**< copy method of Benders' decomposition cuts or NULL if you don't want to copy your plugin into sub-SCIPs */
694 SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)),/**< solving process initialization method of Benders' decomposition cuts */
695 SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)),/**< solving process deinitialization method of Benders' decomposition cuts */
696 SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)),/**< execution method of Benders' decomposition cuts */
700 /** creates a Benders' cut and includes it an associated Benders' decomposition with all non-fundamental callbacks set to NULL
702 * If needed, the non-fundamental callbacks can be added afterwards via setter functions SCIPsetBenderscutCopy(),
703 * SCIPsetBenderscutFree(), SCIPsetBenderscutInit(), SCIPsetBenderscutExit(), SCIPsetBenderscutInitsol(),
708 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
715 * @note if you want to set all callbacks with a single method call, consider using SCIPincludeBenders() instead
726 SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)),/**< the execution method of the Benders' cut algorithm */
732 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
743 SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy))/**< copy method of benderscut or NULL if you don't want to copy your plugin into sub-SCIPs */
748 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
764 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
780 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
796 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
807 SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol))/**< solving process initialization method of benderscut */
812 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
823 SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol))/**< solving process deinitialization method of benderscut */
828 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
844 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutExitsol(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)))
Definition: scip_benders.c:1200
SCIP_EXPORT SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: scip_benders.c:658
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersPresubsolve(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
Definition: scip_benders.c:375
type definitions for miscellaneous datastructures
Definition: struct_scip.h:58
Definition: struct_benderscut.h:47
Definition: struct_var.h:198
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersPostsolve(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
Definition: scip_benders.c:439
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersFree(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
Definition: scip_benders.c:207
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersSolveAndFreesub(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)), SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)), SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
Definition: scip_benders.c:399
SCIP_EXPORT SCIP_RETCODE SCIPincludeBenders(SCIP *scip, const char *name, const char *desc, int priority, SCIP_Bool cutlp, SCIP_Bool cutpseudo, SCIP_Bool cutrelax, SCIP_Bool shareauxvars, SCIP_DECL_BENDERSCOPY((*benderscopy)), SCIP_DECL_BENDERSFREE((*bendersfree)), SCIP_DECL_BENDERSINIT((*bendersinit)), SCIP_DECL_BENDERSEXIT((*bendersexit)), SCIP_DECL_BENDERSINITPRE((*bendersinitpre)), SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)), SCIP_DECL_BENDERSINITSOL((*bendersinitsol)), SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)), SCIP_DECL_BENDERSGETVAR((*bendersgetvar)), SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)), SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)), SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)), SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)), SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)), SCIP_DECL_BENDERSFREESUB((*bendersfreesub)), SCIP_BENDERSDATA *bendersdata)
Definition: scip_benders.c:62
type definitions for return codes for SCIP methods
SCIP_EXPORT SCIP_RETCODE SCIPcheckBendersSubproblemOptimality(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *optimal)
Definition: scip_benders.c:853
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersInitsol(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
Definition: scip_benders.c:327
SCIP_EXPORT SCIP_RETCODE SCIPdeactivateBenders(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:539
SCIP_EXPORT SCIP_Real SCIPgetBendersAuxiliaryVarVal(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber)
Definition: scip_benders.c:879
SCIP_EXPORT void SCIPsetBendersPriority(SCIP *scip, SCIP_BENDERS *benders, int priority)
Definition: scip_benders.c:552
Definition: struct_benders.h:38
SCIP_EXPORT int SCIPgetBendersNSubproblems(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:684
type definitions for LP management
Definition: struct_sol.h:63
SCIP_EXPORT SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:622
SCIP_EXPORT SCIP_BENDERS * SCIPfindBenders(SCIP *scip, const char *name)
Definition: scip_benders.c:455
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutExit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)))
Definition: scip_benders.c:1152
SCIP_RETCODE SCIPcomputeBendersSubproblemLowerbound(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
Definition: scip_benders.c:907
Definition: struct_misc.h:127
SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscut(SCIP *scip, SCIP_BENDERS *benders, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)), SCIP_DECL_BENDERSCUTFREE((*benderscutfree)), SCIP_DECL_BENDERSCUTINIT((*benderscutinit)), SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)), SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)), SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)), SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:985
SCIP_EXPORT SCIP_RETCODE SCIPsolveBendersSubproblems(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_Bool *infeasible, SCIP_Bool *auxviol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)
Definition: scip_benders.c:584
type definitions for SCIP's main datastructure
SCIP_EXPORT SCIP_RETCODE SCIPmergeBendersSubproblemIntoMaster(SCIP *scip, SCIP_BENDERS *benders, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
Definition: scip_benders.c:947
SCIP_EXPORT SCIP_RETCODE SCIPsetupBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber)
Definition: scip_benders.c:738
SCIP_EXPORT SCIP_RETCODE SCIPincludeBenderscutBasic(SCIP *scip, SCIP_BENDERS *benders, SCIP_BENDERSCUT **benderscutptr, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1038
#define SCIP_DECL_BENDERSSOLVESUBCONVEX(x)
Definition: type_benders.h:232
type definitions for problem variables
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersCopy(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
Definition: scip_benders.c:183
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutPriority(SCIP *scip, SCIP_BENDERSCUT *benderscut, int priority)
Definition: scip_benders.c:1224
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersInitpre(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
Definition: scip_benders.c:279
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutCopy(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)))
Definition: scip_benders.c:1080
SCIP_EXPORT int SCIPgetNActiveBenders(SCIP *scip)
Definition: scip_benders.c:494
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersInit(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
Definition: scip_benders.c:231
type definitions for Benders' decomposition methods
type definitions for storing primal CIP solutions
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutInitsol(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)))
Definition: scip_benders.c:1176
type definitions for Benders' decomposition cut
SCIP_EXPORT SCIP_RETCODE SCIPincludeBendersBasic(SCIP *scip, SCIP_BENDERS **bendersptr, const char *name, const char *desc, int priority, SCIP_Bool cutlp, SCIP_Bool cutpseudo, SCIP_Bool cutrelax, SCIP_Bool shareauxvars, SCIP_DECL_BENDERSGETVAR((*bendersgetvar)), SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)), SCIP_BENDERSDATA *bendersdata)
Definition: scip_benders.c:137
SCIP_EXPORT SCIP_RETCODE SCIPstoreBenderscutCut(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: scip_benders.c:1266
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutFree(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTFREE((*benderscutfree)))
Definition: scip_benders.c:1104
SCIP_EXPORT SCIP_RETCODE SCIPsolveBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_BENDERSENFOTYPE type, SCIP_Bool solvecip, SCIP_Real *objective)
Definition: scip_benders.c:775
SCIP_EXPORT SCIP_RETCODE SCIPfreeBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, int probnumber)
Definition: scip_benders.c:819
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersExitpre(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
Definition: scip_benders.c:303
result codes for SCIP callback methods
SCIP_EXPORT SCIP_RETCODE SCIPaddBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP *subproblem)
Definition: scip_benders.c:703
SCIP_EXPORT SCIP_RETCODE SCIPsetBenderscutInit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINIT((*benderscutinit)))
Definition: scip_benders.c:1128
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersExitsol(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
Definition: scip_benders.c:351
SCIP_EXPORT SCIP_RETCODE SCIPactivateBenders(SCIP *scip, SCIP_BENDERS *benders, int nsubproblems)
Definition: scip_benders.c:517
common defines and data types used in all packages of SCIP
SCIP_EXPORT SCIP_RETCODE SCIPsetBendersExit(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
Definition: scip_benders.c:255
Definition: objbenders.h:33
type definitions for constraints and constraint handlers