benders.c
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22 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
53 #define SCIP_DEFAULT_TRANSFERCUTS FALSE /** should Benders' cuts generated in LNS heuristics be transferred to the main SCIP instance? */
54 #define SCIP_DEFAULT_CUTSASCONSS TRUE /** should the transferred cuts be added as constraints? */
55 #define SCIP_DEFAULT_LNSCHECK TRUE /** should the Benders' decomposition be used in LNS heuristics */
57 #define SCIP_DEFAULT_LNSMAXCALLS 10 /** the maximum number of Benders' decomposition calls in LNS heuristics */
58 #define SCIP_DEFAULT_LNSMAXCALLSROOT 0 /** the maximum number of root node Benders' decomposition calls in LNS heuristics */
59 #define SCIP_DEFAULT_SUBPROBFRAC 1.0 /** fraction of subproblems that are solved in each iteration */
60 #define SCIP_DEFAULT_UPDATEAUXVARBOUND FALSE /** should the auxiliary variable lower bound be updated by solving the subproblem */
61 #define SCIP_DEFAULT_AUXVARSIMPLINT FALSE /** set the auxiliary variables as implint if the subproblem objective is integer */
62 #define SCIP_DEFAULT_CUTCHECK TRUE /** should cuts be generated during the checking of solutions? */
63 #define SCIP_DEFAULT_STRENGTHENMULT 0.5 /** the convex combination multiplier for the cut strengthening */
64 #define SCIP_DEFAULT_NOIMPROVELIMIT 5 /** the maximum number of cut strengthening without improvement */
65 #define SCIP_DEFAULT_STRENGTHENPERTURB 1e-06 /** the amount by which the cut strengthening solution is perturbed */
66 #define SCIP_DEFAULT_STRENGTHENENABLED FALSE /** enable the core point cut strengthening approach */
67 #define SCIP_DEFAULT_STRENGTHENINTPOINT 'r' /** where should the strengthening interior point be sourced from ('l'p relaxation, 'f'irst solution, 'i'ncumbent solution, 'r'elative interior point, vector of 'o'nes, vector of 'z'eros) */
68 #define SCIP_DEFAULT_NUMTHREADS 1 /** the number of parallel threads to use when solving the subproblems */
69 #define SCIP_DEFAULT_EXECFEASPHASE FALSE /** should a feasibility phase be executed during the root node processing */
70 #define SCIP_DEFAULT_SLACKVARCOEF 1e+6 /** the objective coefficient of the slack variables in the subproblem */
71 #define SCIP_DEFAULT_CHECKCONSCONVEXITY TRUE /** should the constraints of the subproblem be checked for convexity? */
73 #define BENDERS_MAXPSEUDOSOLS 5 /** the maximum number of pseudo solutions checked before suggesting
78 #define AUXILIARYVAR_NAME "##bendersauxiliaryvar" /** the name for the Benders' auxiliary variables in the master problem */
79 #define SLACKVAR_NAME "##bendersslackvar" /** the name for the Benders' slack variables added to each
88 #define MIPNODEFOCUS_EVENTHDLR_DESC "node focus event handler for the MIP solve method for Benders' decomposition"
91 #define UPPERBOUND_EVENTHDLR_DESC "found solution event handler to terminate subproblem solve for a given upper bound"
229 /* sending an interrupt solve signal to return the control back to the Benders' decomposition plugin.
233 SCIP_CALL(SCIPdropEvent(scip, SCIP_EVENTTYPE_NODEFOCUSED, eventhdlr, NULL, eventhdlrdata->filterpos));
239 /** solving process initialization method of event handler (called when branch and bound process is about to begin) */
252 /** solving process deinitialization method of event handler (called before branch and bound process data is freed) */
312 SCIP_CALL(SCIPdropEvent(scip, SCIP_EVENTTYPE_NODEFOCUSED, eventhdlr, NULL, eventhdlrdata->filterpos));
320 /** solving process initialization method of event handler (called when branch and bound process is about to begin) */
333 /** solving process deinitialization method of event handler (called before branch and bound process data is freed) */
390 if( SCIPisLT(scip, SCIPgetSolOrigObj(scip, bestsol)*(int)SCIPgetObjsense(scip), eventhdlrdata->upperbound) )
398 /** solving process initialization method of event handler (called when branch and bound process is about to begin) */
411 /** solving process deinitialization method of event handler (called before branch and bound process data is freed) */
464 eventhdlr = SCIPfindEventhdlr(SCIPbendersSubproblem(benders, probnumber), UPPERBOUND_EVENTHDLR_NAME);
478 * This function solves the master problem with only the auxiliary variables in the objective function.
569 /** solving process initialization method of event handler (called when branch and bound process is about to begin) */
582 /* The event is only caught if there is an active Benders' decomposition, the integer subproblem are solved and
585 if( SCIPbendersIsActive(benders) && !SCIPbendersOnlyCheckConvexRelax(benders, SCIPgetSubscipsOff(scip))
595 /* ---------------- Methods for the parallelisation of Benders' decomposition ---------------- */
681 /* this is a workaround for GCG. GCG expects that the variable has vardata when added. So a dummy vardata is created */
688 /* if the current Benders is the highest priority Benders, then we need to create the auxiliary variables.
689 * Otherwise, if the shareauxvars flag is set, then the auxiliary variables from the highest priority Benders' are
697 /* if the auxiliary variables are shared, then a pointer to the variable is retrieved from topbenders,
709 /* set the variable type of the auxiliary variables to implied integer if the objective function of the
710 * subproblem is guaranteed to be integer. This behaviour is controlled through a user parameter.
711 * NOTE: It is only possible to determine if the objective function is integral if the subproblem is defined as
720 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s_%d_%s", AUXILIARYVAR_NAME, i, SCIPbendersGetName(benders) );
721 SCIP_CALL( SCIPcreateVarBasic(scip, &auxiliaryvar, varname, benders->subproblowerbound[i], SCIPinfinity(scip),
740 /** assigns the copied auxiliary variables in the target SCIP to the target Benders' decomposition data */
759 /* this is a workaround for GCG. GCG expects that the variable has vardata when added. So a dummy vardata is created */
766 /* if the auxiliary variable are shared, then the variable name will have a suffix of the highest priority Benders'
788 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s%s_%d_%s", prefix, AUXILIARYVAR_NAME, i, SCIPbendersGetName(topbenders));
790 (void) SCIPsnprintf(varname, SCIP_MAXSTRLEN, "%s%s_%d_%s", prefix, AUXILIARYVAR_NAME, i, SCIPbendersGetName(benders));
792 /* finding the variable in the copied problem that has the same name as the auxiliary variable */
852 return strcmp(SCIPbendersGetName((SCIP_BENDERS*)elem1), SCIPbendersGetName((SCIP_BENDERS*)elem2));
870 /** creates a variable mapping between the master problem variables of the source scip and the sub scip */
893 /* creating the hashmap for the mapping between the master variable of the target and source scip */
898 /* getting the variable pointer for the target SCIP variables. The variable mapping returns the target SCIP
922 SCIP_BENDERS* targetbenders; /* the copy of the Benders' decomposition struct in the target set */
932 if( benders->benderscopy != NULL && targetset->benders_copybenders && SCIPbendersIsActive(benders) )
934 SCIPsetDebugMsg(targetset, "including Benders' decomposition %s in subscip %p\n", SCIPbendersGetName(benders), (void*)targetset->scip);
962 /* When the Benders' decomposition is copied then a variable mapping between the master problem variables is
963 * required. This variable mapping is used to transfer the cuts generated in the target SCIP to the source SCIP.
964 * The variable map is stored in the target Benders' decomposition. This will be freed when the sub-SCIP is freed.
995 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
999 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
1000 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
1001 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
1002 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
1003 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
1004 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
1005 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< called prior to the subproblem solving loop */
1006 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
1007 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
1008 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)),/**< called after the subproblems are solved. */
1009 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
1020 /* Checking whether the benderssolvesub and the bendersfreesub are both implemented or both are not implemented */
1024 SCIPerrorMessage("Benders' decomposition <%s> requires that if bendersFreesub%s is implemented, then at least "
1025 "one of bendersSolvesubconvex%s or bendersSolvesub%s are implemented.\n", name, name, name, name);
1059 (void) SCIPsnprintf(paramdesc, SCIP_MAXSTRLEN, "priority of Benders' decomposition <%s>", name);
1066 "should Benders' cuts be generated for LP solutions?", &(*benders)->cutlp, FALSE, cutlp, NULL, NULL) ); /*lint !e740*/
1070 "should Benders' cuts be generated for pseudo solutions?", &(*benders)->cutpseudo, FALSE, cutpseudo, NULL, NULL) ); /*lint !e740*/
1074 "should Benders' cuts be generated for relaxation solutions?", &(*benders)->cutrelax, FALSE, cutrelax, NULL, NULL) ); /*lint !e740*/
1076 /* These parameters are left for the user to decide in a settings file. This departs from the usual SCIP convention
1081 "should Benders' cuts from LNS heuristics be transferred to the main SCIP instance?", &(*benders)->transfercuts,
1086 "should Benders' decomposition be used in LNS heurisics?", &(*benders)->lnscheck, FALSE, SCIP_DEFAULT_LNSCHECK,
1091 "maximum depth at which the LNS check is performed (-1: no limit)", &(*benders)->lnsmaxdepth, TRUE,
1096 "the maximum number of Benders' decomposition calls in LNS heuristics (-1: no limit)", &(*benders)->lnsmaxcalls,
1101 "the maximum number of root node Benders' decomposition calls in LNS heuristics (-1: no limit)",
1116 "should the auxiliary variable bound be updated by solving the subproblem?", &(*benders)->updateauxvarbound,
1121 "if the subproblem objective is integer, then define the auxiliary variables as implied integers?",
1136 "the maximum number of cut strengthening without improvement", &(*benders)->noimprovelimit, TRUE,
1141 "the constant use to perturb the cut strengthening core point", &(*benders)->perturbeps, FALSE,
1146 "should the core point cut strengthening be employed (only applied to fractional solutions or continuous subproblems)?",
1147 &(*benders)->strengthenenabled, FALSE, SCIP_DEFAULT_STRENGTHENENABLED, NULL, NULL) ); /*lint !e740*/
1151 "where should the strengthening interior point be sourced from ('l'p relaxation, 'f'irst solution, 'i'ncumbent solution, 'r'elative interior point, vector of 'o'nes, vector of 'z'eros)",
1152 &(*benders)->strengthenintpoint, FALSE, SCIP_DEFAULT_STRENGTHENINTPOINT, "lfiroz", NULL, NULL) ); /*lint !e740*/
1161 "should a feasibility phase be executed during the root node, i.e. adding slack variables to constraints to ensure feasibility",
1166 "the objective coefficient of the slack variables in the subproblem", &(*benders)->slackvarcoef, FALSE,
1171 "should the constraints of the subproblems be checked for convexity?", &(*benders)->checkconsconvexity, FALSE,
1179 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
1193 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
1197 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
1198 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
1199 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
1200 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
1201 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
1202 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
1203 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< called prior to the subproblem solving loop */
1204 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
1205 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
1206 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)),/**< called after the subproblems are solved. */
1207 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
1215 SCIP_CALL_FINALLY( doBendersCreate(benders, set, messagehdlr, blkmem, name, desc, priority, cutlp, cutpseudo,
1216 cutrelax, shareauxvars, benderscopy, bendersfree, bendersinit, bendersexit, bendersinitpre, bendersexitpre,
1217 bendersinitsol, bendersexitsol, bendersgetvar, benderscreatesub, benderspresubsolve, benderssolvesubconvex,
1218 benderssolvesub, benderspostsolve, bendersfreesub, bendersdata), (void) SCIPbendersFree(benders, set) );
1278 /* if the Benders' decomposition is a copy and a varmap has been passed to SCIP_BENDERS, then the variable map
1331 /* checking whether the constraint is a linear constraint. If so, we add a coefficient to the constraint */
1342 && (conshdlr != conshdlr_nonlinear && conshdlr != conshdlr_quadratic && conshdlr != conshdlr_abspower) )
1345 "This is not supported and the slack variable will not be added to the constraint. Feasibility cuts may be invalid.\n",
1367 /* if the right hand side is finite, then we need to add a slack variable with a negative coefficient */
1372 SCIP_CALL( SCIPcreateVarBasic(scip, &var, name, 0.0, SCIPinfinity(scip), objcoef, SCIP_VARTYPE_CONTINUOUS) );
1391 /* if the left hand side if finite, then we need to add a slack variable with a positive coefficient */
1396 SCIP_CALL( SCIPcreateVarBasic(scip, &var, name, 0.0, SCIPinfinity(scip), objcoef, SCIP_VARTYPE_CONTINUOUS) );
1418 /** adds the slack variables to each of the constraints for the generation of feasibility cuts for the given non-linear
1458 SCIP_CALL( addSlackVars(subproblem, benders, cons, linearconshdlrs, conshdlr_nonlinear, conshdlr_quadratic,
1465 /** initialises a MIP subproblem by putting the problem into SCIP_STAGE_SOLVING. This is achieved by calling SCIPsolve
1467 * The LP subproblem is also initialised using this method; however, a different event handler is added. This event
1469 * The MIP solving function is called to initialise the subproblem because this function calls SCIPsolve with the
1494 SCIP_CALL( SCIPbendersSolveSubproblemCIP(set->scip, benders, probnumber, &solvestatus, FALSE) );
1510 /** initialises an LP subproblem by putting the problem into probing mode. The probing mode is invoked in a node focus
1511 * event handler. This event handler is added just prior to calling the initialise subproblem function.
1536 SCIP_CALL( SCIPincludeEventhdlrBasic(subproblem, &eventhdlr, NODEFOCUS_EVENTHDLR_NAME, NODEFOCUS_EVENTHDLR_DESC,
1550 /** checks whether the convex relaxation of the subproblem is sufficient to solve the original problem to optimality
1553 * To do this, we check that all variables are of continuous type and that every constraint is either handled by known
1554 * linear constraint handler (knapsack, linear, logicor, setppc, varbound) or a known nonlinear constraint handler
1555 * (nonlinear, quadratic, abspower). In the latter case, we also check whether the nonlinear constraint is convex.
1556 * Further, nonlinear constraints are only considered if an NLP solver interface is available, i.e., and NLP could
1558 * If constraints are present that cannot be identified as linear or convex nonlinear, then we assume that the
1604 SCIP_CALL( SCIPgetVarsData(subproblem, &vars, &nvars, &nbinvars, &nintvars, &nimplintvars, NULL) );
1606 /* if there are any binary, integer or implied integer variables, then the subproblems is marked as non-convex */
1619 /* Get pointers to interesting nonlinear constraint handlers, if we also have an NLP solver to solve NLPs.
1620 * If there is no NLP solver, but there are (convex) nonlinear constraints, then the LP relaxation of subproblems
1621 * will (currently) not be sufficient to solve subproblems to optimality. Thus, we also take the presence of convex
1622 * nonlinear constraints as signal for having to solve the CIP eventually, thus, by abuse of notation,
1623 * return not-convex here. In summary, we do not need to have a special look onto non-linear constraints
1624 * if no NLP solver is present, and can treat them as any other constraint that is not of linear type.
1633 /* if the quadratic constraint handler exists, then we create a hashmap of variables that can be assumed to be fixed.
1640 SCIP_CALL( SCIPhashmapCreate(&assumevarfixed, SCIPblkmem(set->scip), SCIPgetNVars(subproblem)) );
1669 SCIPdebugMsg(subproblem, "subproblem <%s>: constraint <%s> is linear\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1682 if( ((SCIPisInfinity(subproblem, -SCIPgetLhsNonlinear(subproblem, cons)) || (curvature & SCIP_EXPRCURV_CONCAVE) == SCIP_EXPRCURV_CONCAVE)) &&
1683 ((SCIPisInfinity(subproblem, SCIPgetRhsNonlinear(subproblem, cons)) || (curvature & SCIP_EXPRCURV_CONVEX) == SCIP_EXPRCURV_CONVEX)) )
1686 SCIPdebugMsg(subproblem, "subproblem <%s>: nonlinear constraint <%s> is convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1693 SCIPdebugMsg(subproblem, "subproblem <%s>: nonlinear constraint <%s> is not convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1710 SCIPdebugMsg(subproblem, "subproblem <%s>: quadratic constraint <%s> is convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1717 SCIPdebugMsg(subproblem, "subproblem <%s>: quadratic constraint <%s> not convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1731 SCIPdebugMsg(subproblem, "subproblem <%s>: abspower constraint <%s> is convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1738 SCIPdebugMsg(subproblem, "subproblem <%s>: abspower constraint <%s> not convex\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1745 * skip soc constraints: it would depend how these are represented in the NLP eventually, which could be nonconvex
1749 SCIPdebugMsg(subproblem, "subproblem <%s>: potentially nonconvex constraint <%s>\n", SCIPgetProbName(subproblem), SCIPconsGetName(cons));
1758 /* setting the flag for the convexity of the subproblem. If convexity doesn't need to be checked, then it is assumed
1759 * that the subproblems are convex. However, if there are discrete variables, then the problem must be set as
1760 * non-convex. The discrete master variables will be changed to continuous, but this will happen at the first call to
1787 SCIPdebugMsg(subproblem, "subproblem <%s> has been found to be of type %d\n", SCIPgetProbName(subproblem),
1817 /* if the subproblems have already been created, then they will not be created again. This is the case if the
1818 * transformed problem has been freed and then retransformed. The subproblems should only be created when the problem
1833 /* the subproblem SCIP instance could be set to NULL. This is because user defined subproblem solving methods
1834 * could be used that don't solve a SCIP instance. Thus, the following setup of the subproblem SCIP instance is
1837 * NOTE: since the subproblems are supplied as NULL pointers, the internal convexity check can not be performed.
1848 /* The objective function coefficients of the master problem are set to zero. This is necessary for the Benders'
1849 * decomposition algorithm, since the cut methods and the objective function check assumes that the objective
1852 * This only occurs if the Benders' decomposition is not a copy. It is assumed that the correct objective
1855 * If the subproblems were copied, then the master variables will be checked to ensure that they have a zero
1868 /* if mastervar is not NULL, then the subproblem variable has a corresponding master problem variable */
1871 SCIPverbMessage(subproblem, SCIP_VERBLEVEL_FULL, NULL, "Benders' decomposition: Changing the objective "
1883 SCIPverbMessage(subproblem, SCIP_VERBLEVEL_HIGH, NULL, "Benders' decomposition: Objective coefficients of "
1888 /* checking the convexity of the subproblem. The convexity of the subproblem indicates whether the convex
1893 /* if the problem is convex and has nonlinear constraints, then slack variables must be added to each of the
1900 /* the slack variables are only added to the subproblem once. If the initialisation methods are called from a
1901 * copy, then the slack variables are not re-added. Alternatively, if the copy must be threadsafe, then the
1909 /* setting the flag to indicate that slack variables have been added to the subproblem constraints. This is only
1916 /* after checking the subproblem for convexity, if the subproblem has convex constraints and continuous variables,
1921 /* if the user has not implemented a solve subproblem callback, then the subproblem solves are performed
1934 /* because the subproblems could be reused in the copy, the event handler is not created again. If the
1936 * NOTE: This currently works with the benders_default implementation. It may not be very general. */
1968 /* checking the convexity of the master problem. This information is useful for the cut generation methods, such as
2016 /* if the Benders' decomposition is a copy, then the auxiliary variables already exist. So they are registered with
2017 * the Benders' decomposition struct during the init stage. If the Benders' decomposition is not a copy, then the
2026 /* creates the subproblems and sets up the probing mode for LP subproblems. This function calls the benderscreatesub
2036 SCIP_ALLOC( BMSallocBlockMemoryArray(SCIPblkmem(set->scip), &benders->storedcuts, BENDERS_ARRAYSIZE) );
2055 /** Transfers Benders' cuts that were generated while solving a sub-SCIP to the original SCIP instance. This involves
2056 * creating a constraint/cut that is equivalent to the generated cut in the sub-SCIP. This new constraint/cut is then
2071 SCIP_CONSHDLR* consbenders; /* a helper variable for the Benders' decomposition constraint handler */
2072 SCIP_CONS* transfercons = NULL; /* the constraint that is generated to transfer the constraints/cuts */
2098 * SCIPcreateConsBasicLinear/SCIPcreateEmptyRowConshdlr. This should be implemented to improve the performance of the
2105 SCIP_CALL( SCIPcreateConsBasicLinear(sourcescip, &transfercons, cutname, 0, NULL, NULL, lhs, rhs) );
2110 SCIP_CALL( SCIPcreateEmptyRowConshdlr(sourcescip, &transfercut, consbenders, cutname, lhs, rhs, FALSE,
2126 /* if the source variable is not found, then the mapping in incomplete. So the constraint can not be
2249 /* if the Benders' decomposition is a copy, then is a variable mapping was provided, then the generated cuts will
2260 SCIPfreeBlockMemoryArray(set->scip, &benders->storedcuts[i]->vals, benders->storedcuts[i]->nvars);
2261 SCIPfreeBlockMemoryArray(set->scip, &benders->storedcuts[i]->vars, benders->storedcuts[i]->nvars);
2273 /* it is possible that the master problem is not solved. As such, the auxiliary variables will not be created. So
2278 /* we need to remove the locks from the auxiliary variables. This will be called always for the highest priority
2282 SCIP_CALL( SCIPaddVarLocksType(set->scip, benders->auxiliaryvars[i], SCIP_LOCKTYPE_MODEL, -1, 0) );
2330 /* looping over all subproblems to check whether there exists at least one master problem variable */
2335 /* if there are user defined solving or freeing functions, then it is not possible to declare the independence of
2350 /* if the subporblem variable is not NULL, then the subproblem depends on the master problem */
2377 /* if the Benders' decomposition is the original, then the auxiliary variables need to be created. If the Benders'
2378 * decomposition is a copy, then the auxiliary variables already exist. The assignment of the auxiliary variables
2383 /* check the subproblem independence. This check is only performed if the user has not implemented a solve
2481 /* freeing all subproblems that are independent, this is because they have not bee freed during the subproblem
2508 /* sorting the Benders' decomposition cuts in order of priority. Only a single cut is generated for each subproblem
2509 * per solving iteration. This is particularly important in the case of the optimality and feasibility cuts. Since
2510 * these work on two different solutions to the subproblem, it is not necessary to generate both cuts. So, once the
2601 SCIP_CALL( SCIPincludeEventhdlrBasic(set->scip, &eventhdlr, NODESOLVED_EVENTHDLR_NAME, NODESOLVED_EVENTHDLR_DESC,
2634 /* if the subproblems were created by the Benders' decomposition core, then they need to be freed */
2683 /** updates the lower bound for all auxiliary variables. This is called if the first LP enforced is unbounded. */
2710 SCIP_CALL( SCIPbendersComputeSubproblemLowerbound(benders, set, i, &lowerbound, &infeasible) );
2725 SCIPsetDebugMsg(set, "Tightened lower bound of <%s> to %g\n", SCIPvarGetName(auxiliaryvar), lowerbound);
2738 /** sets the core point used for cut strengthening. If the strenghtenintpoint is set to 'i', then the core point is
2752 /* if the core point is not NULL and the interior point is not reinitialised, then nothing is done */
2758 /* if the core point should be updated, then this only happens if the incumbent solution has been updated */
2791 /* if there is time remaining, then compute the relative interior point. Otherwise, return the LP solution */
2794 SCIPverbMessage(scip, SCIP_VERBLEVEL_MINIMAL, 0, "Computing relative interior point (time limit: %g, iter limit: %d) ...\n", timelimit, INT_MAX);
2795 SCIP_CALL( SCIPcomputeLPRelIntPoint(scip, TRUE, FALSE, timelimit, INT_MAX, &benders->corepoint) );
2835 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
2836 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
2837 SCIP_Bool* skipsolve, /**< should the main solve be skipped as a result of this strengthening? */
2853 /* the cut stabilisation is only performed when enforcing LP solutions. The solution is not NULL if the stabilisation
2870 /* if the number of iterations without improvement exceeds 3*noimprovelimit, then the no stabilisation is performed
2875 /* if there is no incumbent solution, then it is not possible to create the core point and hence the strengthening
2881 /* if no LP iterations have been performed since the last call of the cut strenghtening, then the strengthening is
2889 /* if the separation point solution is NULL, then we create the solution using the current LP relaxation. */
2893 * TODO: This could be a little to memory heavy, it may be better just to create the separation point once and then
2902 /* creating a solution that is a convex combination of the LP solution and the separation point */
2924 /* if the variable is a linking variable and it is not fixed, then a convex combination with the corepoint is
2929 /* if the number of iterations without improvement exceeds noimprovelimit, then no convex combination is
2940 /* if the number of iterations without improvement is less than 2*noimprovelimit, then perturbation is
2957 SCIP_CALL( SCIPsolveBendersSubproblems(set->scip, benders, sepapoint, result, infeasible, auxviol, type, checkint) );
2959 SCIPsetDebugMsg(set, "solved Benders' decomposition subproblems with stabilised point. noimprovecount %d result %d\n",
2982 * when Benders' is used in the LNS heuristics, only the convex relaxations of the master/subproblems are checked,
2983 * i.e. no integer cuts are generated. In this case, then Benders' decomposition is performed under the assumption
3006 return (int) SCIPsetCeil(set, (SCIP_Real) SCIPbendersGetNSubproblems(benders)*benders->subprobfrac);
3089 solvestat->avgiter = (SCIP_Real)(solvestat->avgiter*solvestat->ncalls + SCIPgetNLPIterations(subproblem))
3103 /** Solves each of the Benders' decomposition subproblems for the given solution. All, or a fraction, of subproblems are
3105 * Since a convex relaxation of the subproblem could be solved to generate cuts, a parameter nverified is used to
3106 * identified the number of subproblems that have been solved in their "original" form. For example, if the subproblem
3107 * is a MIP, then if the LP is solved to generate cuts, this does not constitute a verification. The verification is
3121 SCIP_Bool** subprobsolved, /**< an array indicating the subproblems that were solved in this loop. */
3123 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
3149 * NOTE: This may not be correct. The Benders' decomposition parallelisation should not take all minimum threads if
3150 * they are specified. The number of threads should be specified with the Benders' decomposition parameters.
3157 /* in the case of an LNS check, only the convex relaxations of the subproblems will be solved. This is a performance
3158 * feature, since solving the convex relaxation is typically much faster than solving the corresponding CIP. While
3159 * the CIP is not solved during the LNS check, the solutions are still of higher quality than when Benders' is not
3164 SCIPsetDebugMsg(set, "Performing the subproblem solving process. Number of subproblems to check %d\n", nsolveidx);
3170 /* TODO: Check whether this is absolutely necessary. I think that this if statment can be removed. */
3176 /* TODO: ensure that the each of the subproblems solve and update the parameters with the correct return values
3179 #pragma omp parallel for num_threads(numthreads) private(i) reduction(&&:locoptimal) reduction(||:locinfeasible) reduction(+:locnverified) reduction(||:locstopped) reduction(min:retcode)
3197 /* for the second solving loop, if the problem is an LP, it is not solved again. If the problem is a MIP,
3198 * then the subproblem objective function value is set to infinity. However, if the subproblem is proven
3200 * If the solve loop is SCIP_BENDERSSOLVELOOP_USERCIP, then nothing is done. It is assumed that the user will
3214 /* if the subproblem is independent, then it does not need to be solved. In this case, the nverified flag will
3219 /* NOTE: There is no need to update the optimal flag. This is because optimal is always TRUE until a
3222 /* if the auxiliary variable value is infinity, then the subproblem has not been solved yet. Currently the
3234 SCIPsetDebugMsg(set, "Benders' decomposition: subproblem %d is not active, but has not been solved."
3242 SCIPbendersSetSubproblemObjval(benders, i, SCIPbendersGetAuxiliaryVarVal(benders, set, sol, i));
3251 SCIPsetDebugMsg(set, "Benders' decomposition: subproblem %d is not active, setting status to OPTIMAL\n", i);
3257 if( solveloop == SCIP_BENDERSSOLVELOOP_CONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX )
3262 retcode = SCIPbendersExecSubproblemSolve(benders, set, sol, i, solveloop, FALSE, &solved, &subinfeas, type);
3281 /* if the subproblems are solved to check integer feasibility, then the optimality check must be performed.
3282 * This will only be performed if checkint is TRUE and the subproblem was solved. The subproblem may not be
3287 /* if the subproblem is feasible, then it is necessary to update the value of the auxiliary variable to the
3301 /* It is only possible to determine the optimality of a solution within a given subproblem in four
3304 * ii) solveloop == SCIP_BENDERSOLVELOOP_CONVEX and only the convex relaxations will be checked.
3305 * iii) solveloop == SCIP_BENDERSSOLVELOOP_USERCIP and the subproblem was solved, since the user has
3320 SCIPbendersGetAuxiliaryVarVal(benders, set, sol, i), SCIPbendersGetSubproblemObjval(benders, i));
3325 SCIPbendersGetAuxiliaryVarVal(benders, set, sol, i), SCIPbendersGetSubproblemObjval(benders, i));
3330 /* the nverified variable is only incremented when the original form of the subproblem has been solved.
3331 * What is meant by "original" is that the LP relaxation of CIPs are solved to generate valid cuts. So
3332 * if the subproblem is defined as a CIP, then it is only classified as checked if the CIP is solved.
3336 * ii) solveloop == SCIP_BENDERSSOLVELOOP_CIP or USERCIP and the CIP for the subproblem has been
3340 if( ((solveloop == SCIP_BENDERSSOLVELOOP_CONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX)
3357 SCIPsetDebugMsg(set, "Local variable values: nverified %d infeasible %d optimal %d stopped %d\n", locnverified,
3373 * The priority of the results are: SCIP_CONSADDED (SCIP_SEPARATED), SCIP_DIDNOTFIND, SCIP_FEASIBLE, SCIP_DIDNOTRUN. In
3390 SCIP_Bool* subprobsolved, /**< an array indicating the subproblems that were solved in this loop. */
3418 /* in the case of an LNS check, only the convex relaxations of the subproblems will be solved. This is a performance
3419 * feature, since solving the convex relaxation is typically much faster than solving the corresponding CIP. While
3420 * the CIP is not solved during the LNS check, the solutions are still of higher quality than when Benders' is not
3427 && SCIPsetGetStage(set) != SCIP_STAGE_TRANSFORMED && SCIPsetGetStage(set) != SCIP_STAGE_PRESOLVED
3440 /* cuts can only be generated if the subproblem is not independent and if it has been solved. Additionally, the
3458 /* the result is updated only if a Benders' cut is generated or one was not found. However, if a cut has
3459 * been found in a previous iteration, then the result is returned as SCIP_CONSADDED or SCIP_SEPARATED.
3460 * This result is permitted because if a constraint was added, the solution that caused the error in the cut
3465 || (!SCIPbenderscutIsLPCut(benderscuts[j]) && ((solveloop == SCIP_BENDERSSOLVELOOP_CIP && !convexsub)
3492 /* the highest priority for the results is CONSADDED and SEPARATED. The solveloopresult will always be
3511 /* since a cut was not found, then merging could be useful to avoid this in subsequent iterations. The
3522 /* if the subproblem is infeasible and no cut generation methods were run, then the infeasibility will
3523 * never be resolved. As such, the subproblem will be merged into the master problem. If the subproblem
3562 if( addedcuts == 0 && SCIPbendersGetNConvexSubproblems(benders) < SCIPbendersGetNSubproblems(benders)
3571 * The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint ==
3572 * FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e.
3573 * checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check
3576 * TODO: consider allowing the possibility to pass solution information back from the subproblems instead of the scip
3577 * instance. This would allow the use of different solvers for the subproblems, more importantly allowing the use of an
3585 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
3586 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
3616 SCIPsetDebugMsg(set, "Starting Benders' decomposition subproblem solving. type %d checkint %d\n", type, checkint);
3630 /* It is assumed that the problem is optimal, until a subproblem is found not to be optimal. However, not all
3631 * subproblems could be checked in each iteration. As such, it is not possible to state that the problem is optimal
3632 * if not all subproblems are checked. Situations where this may occur is when a subproblem is a MIP and only the LP
3633 * is solved. Also, in a distributed computation, then it may be advantageous to only solve some subproblems before
3634 * resolving the master problem. As such, for a problem to be optimal, then (optimal && allverified) == TRUE
3645 /* if the Benders' decomposition is called from a sub-SCIP and the sub-SCIPs have been deactivated, then it is
3646 * assumed that this is an LNS heuristic. As such, the check is not performed and the solution is assumed to be
3653 || (type != SCIP_BENDERSENFOTYPE_CHECK && SCIPgetDepth(set->scip) == 0 && benders->lnsmaxcallsroot > -1
3660 /* it is not necessary to check all primal solutions by solving the Benders' decomposition subproblems.
3662 * If the solution is non-improving, the result FEASIBLE is returned. While this may be incorrect w.r.t to the
3663 * Benders' subproblems, this solution will never be the optimal solution. A non-improving solution may be used
3664 * within LNS primal heuristics. If this occurs, the improving solution, if found, will be checked by the solving
3668 if( checkint && SCIPsetIsLE(set, SCIPgetPrimalbound(set->scip)*(int)SCIPgetObjsense(set->scip),
3675 /* if the enforcement type is SCIP_BENDERSENFOTYPE_LP and the LP is currently unbounded. This could mean that there
3676 * is no lower bound on the auxiliary variables. In this case, we try to update the lower bound for the auxiliary
3679 if( type == SCIP_BENDERSENFOTYPE_LP && SCIPgetLPSolstat(set->scip) == SCIP_LPSOLSTAT_UNBOUNDEDRAY
3698 SCIP_CALL( benders->benderspresubsolve(set->scip, benders, sol, type, checkint, infeasible, auxviol, &skipsolve,
3708 SCIPerrorMessage("the user-defined pre subproblem solving method for the Benders' decomposition <%s> returned "
3713 /* if the solve must be skipped, then the solving loop is exited and the user defined result is returned */
3722 /* the cut strengthening is performed before the regular subproblem solve is called. To avoid recursion, the flag
3723 * strengthenround is set to TRUE when the cut strengthening is performed. The cut strengthening is not performed as
3726 * NOTE: cut strengthening is only applied for fractional solutions and integer solutions if there are no CIP
3730 && (!checkint || SCIPbendersGetNConvexSubproblems(benders) == SCIPbendersGetNSubproblems(benders)) )
3735 /* if the user has not requested the solve to be skipped, then the cut strengthening is performed */
3736 SCIP_CALL( performInteriorSolCutStrengthening(benders, set, sol, type, checkint, FALSE, infeasible, auxviol,
3740 /* if the solve must be skipped, then the solving loop is exited and the user defined result is returned */
3765 /* only a subset of the subproblems are initially solved. Both solving loops are executed for the subproblems to
3766 * check whether any cuts are generated. If a cut is generated, then no further subproblems are solved. If a cut is
3774 /* by default the number of solve loops is 1. This is the case if all subproblems are LP or the user has defined a
3775 * benderssolvesub callback. If there is a subproblem that is not an LP, then 2 solve loops are performed. The first
3782 SCIP_BENDERSSOLVELOOP solveloop; /* identifies what problem type is solve in this solve loop */
3784 /* if either benderssolvesubconvex or benderssolvesub are implemented, then the user callbacks are invoked */
3799 /* if the solving has been stopped, then the subproblem solving and cut generation must terminate */
3803 /* Generating cuts for the subproblems. Cuts are only generated when the solution is from primal heuristics,
3808 SCIP_CALL( generateBendersCuts(benders, set, sol, result, type, solveloop, checkint, subprobsolved,
3813 /* The first solving loop solves the convex subproblems and the convex relaxations of the CIP subproblems. The
3814 * second solving loop solves the CIP subproblems. The second solving loop is only called if the integer
3815 * feasibility is being checked and if the convex subproblems and convex relaxations are not infeasible.
3817 if( !(*infeasible) && checkint && !SCIPbendersOnlyCheckConvexRelax(benders, SCIPsetGetSubscipsOff(set))
3829 /* if the result is CONSADDED or SEPARATED, then a cut is generated and no further subproblem processing is
3844 SCIPsetDebugMsg(set, "End Benders' decomposition subproblem solve. result %d infeasible %d auxviol %d nverified %d\n",
3854 /* if the number of checked pseudo solutions exceeds a set limit, then all subproblems are passed as merge
3855 * candidates. Currently, merging subproblems into the master problem is the only method for resolving numerical
3858 * We are only interested in the pseudo solutions that have been checked completely for integrality. This is
3859 * identified by checkint == TRUE. This means that the Benders' decomposition constraint is one of the last
3860 * constraint handlers that must resolve the infeasibility. If the Benders' decomposition framework can't resolve the
3869 /* if a priority merge candidate already exists, then no other merge candidates need to be added.*/
3872 /* all subproblems are added to the merge candidate list. The first active subproblem is added as a
3887 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_HIGH, NULL, " The number of checked pseudo solutions exceeds the "
3888 "limit of %d. All active subproblems are merge candidates, with subproblem %d a priority candidate.\n",
3896 /* if the result is SCIP_DIDNOTFIND, then there was a error in generating cuts in all subproblems that are not
3897 * optimal. This result does not cutoff any solution, so the Benders' decomposition algorithm will fail.
3899 * It could happen that the cut strengthening approach causes an error the cut generation. In this case, an error
3901 * TODO: Work out a way to ensure Benders' decomposition does not terminate due to a SCIP_DIDNOTFIND result.
3910 SCIPerrorMessage("An error was found when generating cuts for non-optimal subproblems of Benders' "
3911 "decomposition <%s>. Consider merging the infeasible subproblems into the master problem.\n", SCIPbendersGetName(benders));
3913 /* since no other cuts are generated, then this error will result in a crash. It is possible to avoid the error,
3916 * NOTE: If the error occurs while checking solutions, i.e. SCIP_BENDERSENFOTYPE_CHECK, then it is valid to set
3933 /* if the subproblems are not infeasible, but they are also not optimal. This means that there is a violation
3934 * in the auxiliary variable values. In this case, a feasible result is returned with the auxviol flag set to
3943 /* if the subproblems are being solved as part of conscheck, then the results flag must be returned after the solving
3952 /* if the subproblems are not infeasible, but they are also not optimal. This means that there is a violation
3953 * in the auxiliary variable values. In this case, a feasible result is returned with the auxviol flag set to
3961 /* calling the post-solve call back for the Benders' decomposition algorithm. This allows the user to work directly
3969 SCIP_CALL( benders->benderspostsolve(set->scip, benders, sol, type, mergecands, npriomergecands, nmergecands,
3976 /* since subproblems have been merged, then constraints have been added. This could resolve the unresolved
3983 SCIPerrorMessage("An error occurred during Benders' decomposition cut generations and no merging had been "
4022 SCIPsetDebugMsg(set, "End Benders' decomposition execution method. result %d infeasible %d auxviol %d\n", *result,
4035 /* if there was an error in generating cuts and merging was not performed, then the solution is perturbed in an
4046 /* if the user has not requested the solve to be skipped, then the cut strengthening is performed */
4047 SCIP_CALL( performInteriorSolCutStrengthening(benders, set, sol, type, checkint, TRUE, infeasible, auxviol,
4057 /* if the Benders' decomposition subproblem check stopped, then we don't have a valid result. In this case, the
4063 /* if the subproblem verification identifies the solution as feasible, then a check whether slack variables have been
4064 * used is necessary. If any slack variables are non-zero, then the solution is reverified after the objective
4086 SCIP_CALL( SCIPsolveBendersSubproblems(set->scip, benders, sol, result, infeasible, auxviol, type, checkint) );
4097 SCIP_CALL( SCIPsolveBendersSubproblems(set->scip, benders, sol, result, infeasible, auxviol, type, checkint) );
4115 SCIP_BENDERSSOLVELOOP solveloop, /**< the solve loop iteration. The first iter is for LP, the second for IP */
4125 assert(solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP);
4129 /* calls the user defined subproblem solving method. Only the convex relaxations are solved during the Large
4157 SCIPerrorMessage("the user-defined solving method for the Benders' decomposition <%s> returned invalid result <%d>\n",
4168 SCIPerrorMessage("the user-defined solving method for the Benders' decomposition <%s> returned objective value %g\n",
4186 SCIP_BENDERSSOLVELOOP solveloop, /**< the solve loop iteration. The first iter is for LP, the second for IP */
4208 if( subproblem == NULL && (benders->benderssolvesubconvex == NULL || benders->benderssolvesub == NULL) )
4210 SCIPerrorMessage("The subproblem %d is set to NULL, but both bendersSolvesubconvex%s and bendersSolvesub%s "
4219 /* if the subproblem solve callback is implemented, then that is used instead of the default setup */
4220 if( solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP )
4222 /* calls the user defined subproblem solving method. Only the convex relaxations are solved during the Large
4224 SCIP_CALL( executeUserDefinedSolvesub(benders, set, sol, probnumber, solveloop, infeasible, &objective, &result) );
4238 /* if the limits of the master problem were hit during the setup process, then the subproblem will not have
4250 SCIP_CALL( updateEventhdlrUpperbound(benders, probnumber, SCIPbendersGetAuxiliaryVarVal(benders, set, sol, probnumber)) );
4259 SCIP_CALL( SCIPbendersSolveSubproblemLP(set->scip, benders, probnumber, &solvestatus, &objective) );
4272 SCIP_CALL( SCIPbendersSolveSubproblemCIP(set->scip, benders, probnumber, &solvestatus, FALSE) );
4277 /* if the generic subproblem solving methods are used, then the CIP subproblems are always solved. */
4291 * If a subproblem is unbounded, then the auxiliary variables are set to -infinity and the unbounded flag is
4306 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_FULL, NULL, " Benders' decomposition: Error solving "
4312 SCIPerrorMessage("The Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4318 SCIPerrorMessage("Invalid status returned from solving Benders' decomposition subproblem %d. Solution status: %d\n",
4325 assert(solveloop == SCIP_BENDERSSOLVELOOP_USERCONVEX || solveloop == SCIP_BENDERSSOLVELOOP_USERCIP);
4332 SCIPerrorMessage("The Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4338 SCIPerrorMessage("Invalid result <%d> from user-defined subproblem solving method. This should not happen.\n",
4372 SCIPerrorMessage("The subproblem %d is NULL. Thus, the subproblem setup must be performed manually in either "
4381 /* if the Benders' decomposition subproblem is convex and has continuous variables, then probing mode
4383 * If the subproblem contains non-convex constraints or discrete variables, then the problem must be initialised,
4384 * and then put into SCIP_STAGE_SOLVING to be able to change the variable bounds. The probing mode is entered once
4409 /* looping over all variables in the subproblem to find those corresponding to the master problem variables. */
4410 /* TODO: It should be possible to store the pointers to the master variables to speed up the subproblem setup */
4417 /* It is possible due to numerics that the solution value exceeds the upper or lower bounds. When this
4418 * happens, it causes an error in the LP solver as a result of inconsistent bounds. So the following statements
4419 * are used to ensure that the bounds are not exceeded when applying the fixings for the Benders'
4445 /* if the slack variables have been added to help improve feasibility, then they remain unfixed with a large
4446 * objective coefficient. Once the root node has been solved to optimality, then the slack variables are
4449 if( benders->feasibilityphase && SCIPgetDepth(set->scip) == 0 && type != SCIP_BENDERSENFOTYPE_CHECK )
4461 /* if the subproblem is non-linear and convex, then slack variables have been added to the subproblem. These
4462 * need to be fixed to zero when first solving the subproblem. However, if the slack variables have been added
4476 /* if the subproblem contain non-convex constraints or discrete variables, then the probing mode is entered after
4490 /** Solve a Benders' decomposition subproblems. This will either call the user defined method or the generic solving
4491 * methods. If the generic method is called, then the subproblem must be set up before calling this method. */
4509 if( SCIPbendersSubproblem(benders, probnumber) != NULL && !SCIPbendersSubproblemIsSetup(benders, probnumber)
4512 SCIPerrorMessage("Benders' decomposition subproblem %d must be set up before calling SCIPbendersSolveSubproblem(). Call SCIPsetupSubproblem() first.\n", probnumber);
4516 /* if the subproblem solve callback is implemented, then that is used instead of the default setup */
4528 SCIP_CALL( executeUserDefinedSolvesub(benders, set, sol, probnumber, solveloop, infeasible, &subobj, &result) );
4541 if( solvecip && SCIPbendersGetSubproblemType(benders, probnumber) != SCIP_BENDERSSUBTYPE_CONVEXCONT )
4545 SCIP_CALL( SCIPbendersSolveSubproblemCIP(set->scip, benders, probnumber, &solvestatus, solvecip) );
4550 (*objective) = SCIPgetSolOrigObj(subproblem, SCIPgetBestSol(subproblem))*(int)SCIPgetObjsense(subproblem);
4556 /* if the subproblem has convex constraints and continuous variables, then it should have been initialised and
4561 /* if the subproblem is not in probing mode, then it must be put into that mode for the LP solve. */
4580 SCIP_CALL( SCIPbendersSolveSubproblemLP(set->scip, benders, probnumber, &solvestatus, &lpobjective) );
4614 /* setting the time limit for the Benders' decomposition subproblems. It is set to 102% of the remaining time. */
4624 submemorylimit = mastermemorylimit - (SCIPgetMemUsed(scip) + SCIPgetMemExternEstim(scip))/1048576.0;
4648 SCIP_CALL( SCIPgetBoolParam(subproblem, "lp/alwaysgetduals", &origparams->lp_alwaysgetduals) );
4651 SCIP_CALL( SCIPgetIntParam(subproblem, "propagating/maxrounds", &origparams->prop_maxrounds) );
4652 SCIP_CALL( SCIPgetIntParam(subproblem, "propagating/maxroundsroot", &origparams->prop_maxroundsroot) );
4653 SCIP_CALL( SCIPgetIntParam(subproblem, "constraints/linear/propfreq", &origparams->cons_linear_propfreq) );
4728 SCIP_CALL( SCIPsetIntParam(subproblem, "propagating/maxroundsroot", origparams->prop_maxroundsroot) );
4729 SCIP_CALL( SCIPsetIntParam(subproblem, "constraints/linear/propfreq", origparams->cons_linear_propfreq) );
4755 /* TODO: This should be solved just as an LP, so as a MIP. There is too much overhead with the MIP.
4760 /* only solve the NLP relaxation if the NLP has been constructed and there exists an NLPI. If it is not possible to
4800 if( nlptermstat == SCIP_NLPTERMSTAT_OKAY && (nlpsolstat == SCIP_NLPSOLSTAT_LOCINFEASIBLE || nlpsolstat == SCIP_NLPSOLSTAT_GLOBINFEASIBLE) )
4820 SCIPerrorMessage("The NLP of Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4830 SCIPerrorMessage("Invalid solution status: %d. Termination status: %d. Solving the NLP relaxation of Benders' decomposition subproblem %d.\n",
4860 SCIPerrorMessage("The LP of Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4884 SCIPerrorMessage("Invalid status: %d. Solving the LP relaxation of Benders' decomposition subproblem %d.\n",
4925 /* If the solve has been stopped for the subproblem, then we need to restart it to complete the solve. The subproblem
4929 /* the subproblem should be in probing mode. Otherwise, the event handler did not work correctly */
4935 /* the problem was interrupted in the event handler, so SCIP needs to be informed that the problem is to be restarted */
4953 /* if the problem is not in probing mode, then we need to solve the LP. That requires all methods that will
4978 SCIPerrorMessage("Invalid status: %d. Solving the CIP of Benders' decomposition subproblem %d.\n",
5001 || (benders->bendersfreesub == NULL && benders->benderssolvesubconvex == NULL && benders->benderssolvesub == NULL));
5017 /* ending probing mode to reset the current node. The probing mode will be restarted at the next solve */
5025 /* if the subproblems were solved as part of an enforcement stage, then they will still be in probing mode. The
5042 /** compares the subproblem objective value with the auxiliary variable value for optimality */
5061 SCIPsetDebugMsg(set, "Subproblem %d - Auxiliary Variable: %g Subproblem Objective: %g Reldiff: %g Soltol: %g\n",
5063 SCIPrelDiff(SCIPbendersGetSubproblemObjval(benders, probnumber), auxiliaryvarval), benders->solutiontol);
5065 if( SCIPrelDiff(SCIPbendersGetSubproblemObjval(benders, probnumber), auxiliaryvarval) < benders->solutiontol )
5090 /** Solves an independent subproblem to identify its lower bound. The lower bound is then used to update the bound on
5119 SCIPinfoMessage(set->scip, NULL, "Benders' decomposition: a bendersSolvesub or bendersSolvesubconvex has been "
5122 "SCIPbendersUpdateSubproblemLowerbound in bendersCreatesub. The auxiliary variable %d will remain as %g\n",
5129 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_FULL, NULL, "Benders' decomposition: Computing a lower bound for"
5150 /* if the subproblem is independent, then the default SCIP settings are used. Otherwise, only the root node is solved
5161 /* if the subproblem not independent and is convex, then the probing LP is solved. Otherwise, the MIP is solved */
5190 if( nlptermstat == SCIP_NLPTERMSTAT_OKAY && (nlpsolstat == SCIP_NLPSOLSTAT_LOCINFEASIBLE || nlpsolstat == SCIP_NLPSOLSTAT_GLOBINFEASIBLE) )
5215 /* if the subproblem is not convex, then event handlers have been added to interrupt the solve. These must be
5218 eventhdlrdata = SCIPeventhdlrGetData(SCIPfindEventhdlr(subproblem, MIPNODEFOCUS_EVENTHDLR_NAME));
5241 /* the subproblem must be freed so that it is reset for the subsequent Benders' decomposition solves. If the
5242 * subproblems are independent, they are not freed. SCIPfreeBendersSubproblem must still be called, but in this
5243 * function the independent subproblems are not freed. However, they will still be freed at the end of the
5251 /** Merges a subproblem into the master problem. This process just adds a copy of the subproblem variables and
5252 * constraints to the master problem, but keeps the subproblem stored in the Benders' decomposition data structure. The reason for
5253 * keeping the subproblem available is for when it is queried for solutions after the problem is solved.
5255 * Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that
5258 * The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem
5264 SCIP_HASHMAP* varmap, /**< a hashmap to store the mapping of subproblem variables corresponding
5291 SCIPverbMessage(set->scip, SCIP_VERBLEVEL_HIGH, NULL, " Benders' decomposition: Infeasibility of subproblem %d can't "
5292 "be resolved. Subproblem %d is being merged into the master problem.\n", probnumber, probnumber);
5294 /* freeing the subproblem because it will be flagged as independent. Since the subproblem is flagged as independent,
5315 SCIP_CALL( SCIPhashmapCreate(&localconsmap, SCIPblkmem(set->scip), SCIPgetNConss(subproblem)) );
5327 SCIP_CALL( SCIPcreateConsBasicLinear(set->scip, &objcons, consname, 0, NULL, NULL, -SCIPsetInfinity(set), 0.0) );
5337 /* if the master problem variable is not NULL, then there is a corresponding variable in the master problem for
5346 /* This is following the same process as in createVariableMappings. The original variable is used to map
5372 /* creating the mapping betwen the subproblem var and the master var for the constraint copying */
5393 /* NOTE: adding all subproblem constraints appears to cause an error when resolving the LP, which results in the
5394 * current incumbent being reported as optimal. To avoid this, only half of the subproblem constraints are added
5399 SCIP_CALL( SCIPgetConsCopy(subproblem, set->scip, conss[i], &targetcons, SCIPconsGetHdlr(conss[i]),
5401 SCIPconsIsEnforced(conss[i]), SCIPconsIsChecked(conss[i]), SCIPconsIsPropagated(conss[i]), FALSE,
5434 /* the merged subproblem is no longer solved. This is indicated by setting the subproblem as disabled. The
5442 /** when applying a decomposition from a supplied format, constraints must be transferred from the master problem to the
5449 SCIP_HASHMAP* varmap, /**< the variable hash map mapping the source variables to the target variables */
5465 SCIPdebugMessage("Adding constraint <%s> to Benders' decomposition subproblem\n", SCIPconsGetName(sourcecons));
5476 /* checking all variables to see whether they already exist in the subproblem. If they don't exist, then the variable
5487 SCIP_CALL( SCIPcreateVar(subproblem, &var, SCIPvarGetName(consvars[i]), SCIPvarGetLbGlobal(consvars[i]),
5489 SCIPvarIsInitial(consvars[i]), SCIPvarIsRemovable(consvars[i]), NULL, NULL, NULL, NULL, NULL) );
5506 SCIP_CALL( SCIPgetConsCopy(scip, subproblem, sourcecons, &cons, SCIPconsGetHdlr(sourcecons), varmap, NULL,
5508 SCIPconsIsEnforced(sourcecons), SCIPconsIsChecked(sourcecons), SCIPconsIsMarkedPropagate(sourcecons),
5515 SCIPerrorMessage("It is not possible to copy constraint <%s>. Benders' decomposition could not be applied.\n",
5526 /** removes the variables and constraints from the master problem that have been transferred to a subproblem when the
5572 /** Applies a Benders' decomposition to the problem based upon the decomposition selected from the storage */
5612 SCIP_CALL( SCIPcopyPlugins(set->scip, subproblems[i], TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE,
5645 /* we are only interested in the constraints that are in the blocks. These are identified by a label >= 0 */
5648 SCIP_CALL( addConstraintToBendersSubproblem(set, subproblems[conslabels[i]], varmaps[conslabels[i]],
5653 /* removing the variables and constraints from the master problem that have been added to the subproblem */
5654 SCIP_CALL( removeVariablesAndConstraintsFromMaster(set->scip, conss, vars, conslabels, varslabels, nconss, nvars) );
5663 * TODO: consider whether the two-phase method should be activated by default in the scenario stages.
5673 /* disabling aggregation since it can affect the mapping between the master and subproblem variables */
5709 /* if the variable name matches the auxiliary variable, then the master variable is returned as NULL */
5786 SCIP_DECL_BENDERSINITPRE((*bendersinitpre))/**< initialize presolving for Benders' decomposition */
5797 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))/**< deinitialize presolving for Benders' decomposition */
5808 SCIP_DECL_BENDERSINITSOL((*bendersinitsol))/**< solving process initialization callback of Benders' decomposition */
5819 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))/**< solving process deinitialization callback of Benders' decomposition */
5830 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))/**< called prior to the subproblem solving loop */
5841 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex))/**< solving method for the convex Benders' decomposition subproblem */
5852 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub))/**< solving method for a Benders' decomposition subproblem */
5863 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))/**< solving process deinitialization callback of Benders' decomposition */
5874 SCIP_DECL_SORTPTRCOMP((*benderssubcomp)) /**< a comparator for defining the solving order of the subproblems */
5959 /** gets the number of times, the Benders' decomposition was called and tried to find a variable with negative reduced costs */
5969 /** gets the number of optimality cuts found by the collection of Benders' decomposition subproblems */
6029 /** enables or disables all clocks of the Benders' decomposition, depending on the value of the flag */
6031 SCIP_BENDERS* benders, /**< the Benders' decomposition for which all clocks should be enabled or disabled */
6091 /** adds a subproblem to the Benders' decomposition data. If a custom subproblem solving method is used, then the
6102 /* if the subproblem pointer is NULL, then the subproblem solving callback functions must be set. */
6105 SCIPerrorMessage("The subproblem can only be set to NULL if both bendersSolvesubconvex%s and bendersSolvesub%s "
6201 /* if the slack variables have not been added, then we can immediately state that no slack variables are active */
6214 /* if the subproblem is convex and an NLP, then we need to create the NLP solution. Otherwise, the solution can be
6304 * It is possible that this can change during the solving process. One example is when the three-phase method is
6305 * employed, where the first phase solves the convex relaxation of both the master and subproblems, the second phase
6306 * reintroduces the integrality constraints to the master problem and the third phase then reintroduces integrality
6357 SCIP_Bool isnonlinear /**< flag to indicate whether the subproblem contains non-linear constraints */
6370 assert(benders->nnonlinearsubprobs >= 0 && benders->nnonlinearsubprobs <= benders->nsubproblems);
6398 SCIP_Bool isnonlinear /**< flag to indicate whether the subproblem contains non-linear constraints */
6450 /* only set the master problem variable to continuous if they have not already been changed. */
6482 /* if all of the integer variables have been changed to continuous, then the subproblem could now be a convex
6483 * problem. This must be checked and if TRUE, then the LP subproblem is initialised and then put into probing
6491 /* if the subproblem has convex constraints and continuous variables, then it is initialised and put into
6541 /* if the user has defined solving or freeing functions, then it is not possible to declare a subproblem as
6542 * independent. This is because declaring a subproblem as independent changes the solving loop, so it would change
6543 * the expected behaviour of the user defined plugin. If a user calls this function, then an error will be returned.
6545 if( benders->benderssolvesubconvex != NULL || benders->benderssolvesub != NULL || benders->bendersfreesub != NULL )
6547 SCIPerrorMessage("The user has defined either bendersSolvesubconvex%d, bendersSolvesub%d or bendersFreesub%s. "
6548 "Thus, it is not possible to declare the independence of a subproblem.\n", benders->name, benders->name,
6556 /* if the active status of the subproblem changes, then we must update the activesubprobs counter */
6567 assert(benders->nactivesubprobs >= 0 && benders->nactivesubprobs <= SCIPbendersGetNSubproblems(benders));
6583 /** Sets whether the subproblem is enabled or disabled. A subproblem is disabled if it has been merged into the master
6597 /* if the active status of the subproblem changes, then we must update the activesubprobs counter */
6608 assert(benders->nactivesubprobs >= 0 && benders->nactivesubprobs <= SCIPbendersGetNSubproblems(benders));
6611 /** returns whether the subproblem is enabled, i.e. the subproblem is still solved in the solving loop. */
6633 /* if the master variables were all continuous and now are not, then the subproblem must exit probing mode and be
6645 assert(subtype == SCIP_BENDERSSUBTYPE_CONVEXCONT || subtype == SCIP_BENDERSSUBTYPE_NONCONVEXCONT);
6680 /** updates the lower bound for the subproblem. If the lower bound is not greater than the previously stored lowerbound,
6696 SCIPdebugMessage("The lowerbound %g for subproblem %d is less than the currently stored lower bound %g\n",
6751 /** returns the original problem data for the cuts that have been added by the Benders' cut plugin. The stored
6752 * variables and values will populate the input vars and vals arrays. Thus, memory must be allocated for the vars and
6906 /** returns the array of currently available Benders' cuts; active Benders' decomposition are in the first slots of
SCIP_Bool SCIPbendersMasterIsNonlinear(SCIP_BENDERS *benders)
Definition: benders.c:6407
SCIP_RETCODE SCIPbenderscutExec(SCIP_BENDERSCUT *benderscut, SCIP_SET *set, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type, SCIP_RESULT *result)
Definition: benderscut.c:337
SCIP_RETCODE SCIPbendersSolveSubproblemCIP(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_STATUS *solvestatus, SCIP_Bool solvecip)
Definition: benders.c:4902
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:438
Definition: type_nlpi.h:46
void SCIPeventhdlrSetData(SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: event.c:335
void SCIPbendersSetData(SCIP_BENDERS *benders, SCIP_BENDERSDATA *bendersdata)
Definition: benders.c:5729
int SCIPbendersGetNConvexSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:6344
SCIP_RETCODE SCIPhashmapInsert(SCIP_HASHMAP *hashmap, void *origin, void *image)
Definition: misc.c:3095
Definition: type_result.h:33
Definition: type_nlpi.h:65
SCIP_VAR * SCIPbendersGetAuxiliaryVar(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6130
Definition: type_result.h:37
SCIP_Bool SCIPbendersShareAuxVars(SCIP_BENDERS *benders)
Definition: benders.c:6082
Definition: struct_dcmp.h:35
SCIP_Real SCIPconsGetLhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_linear.c:103
SCIP_RETCODE SCIPbendersSolSlackVarsActive(SCIP_BENDERS *benders, SCIP_Bool *activeslack)
Definition: benders.c:6181
static SCIP_RETCODE updateAuxiliaryVarLowerbound(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_RESULT *result)
Definition: benders.c:2685
SCIP_RETCODE SCIPbendersIncludeBenderscut(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSCUT *benderscut)
Definition: benders.c:6863
SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: scip_benders.c:687
SCIP_Bool SCIPsetIsLE(SCIP_SET *set, SCIP_Real val1, SCIP_Real val2)
Definition: set.c:6038
Definition: type_nlpi.h:64
SCIP_RETCODE SCIPbendersSetupSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type)
Definition: benders.c:4348
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:877
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
Definition: scip_sol.c:1213
internal miscellaneous methods for linear constraints
SCIP_RETCODE SCIPgetCurvatureNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_Bool checkcurv, SCIP_EXPRCURV *curvature)
Definition: cons_nonlinear.c:9933
Definition: type_lp.h:39
Definition: type_nlpi.h:51
SCIP_RETCODE SCIPbendersSolveSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_Bool solvecip, SCIP_Real *objective)
Definition: benders.c:4492
Definition: struct_scip.h:59
SCIP_Bool SCIPbendersSubproblemIsIndependent(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6572
Definition: type_nlpi.h:66
void SCIPbendersUpdateSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber, SCIP_Real lowerbound)
Definition: benders.c:6683
Definition: struct_benderscut.h:37
SCIP_RETCODE SCIPaddVarLocksType(SCIP *scip, SCIP_VAR *var, SCIP_LOCKTYPE locktype, int nlocksdown, int nlocksup)
Definition: scip_var.c:4263
SCIP_Bool SCIPbendersOnlyCheckConvexRelax(SCIP_BENDERS *benders, SCIP_Bool subscipsoff)
Definition: benders.c:2986
Definition: type_benders.h:58
int SCIPbendersGetNNonlinearSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:6386
SCIP_EVENTHDLR * SCIPfindEventhdlr(SCIP *scip, const char *name)
Definition: scip_event.c:225
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
Definition: scip_message.c:123
internal methods for clocks and timing issues
#define SCIPallocClearBlockMemoryArray(scip, ptr, num)
Definition: scip_mem.h:84
SCIP_Real SCIPconsGetRhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_linear.c:39
void SCIPbendersSetSolvesub(SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)))
Definition: benders.c:5850
Definition: type_result.h:38
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1353
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: cons_linear.c:18085
Definition: struct_var.h:198
SCIP_Bool SCIPbendersSubproblemIsEnabled(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6612
SCIP_RETCODE SCIPgetConsCopy(SCIP *sourcescip, SCIP *targetscip, SCIP_CONS *sourcecons, SCIP_CONS **targetcons, SCIP_CONSHDLR *sourceconshdlr, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *name, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode, SCIP_Bool global, SCIP_Bool *valid)
Definition: scip_copy.c:1534
SCIP_RETCODE SCIPbendersDeactivate(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2611
SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
Definition: scip_param.c:241
SCIP_RETCODE SCIPcreateVarBasic(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype)
Definition: scip_var.c:185
Definition: type_benders.h:40
Definition: type_benders.h:46
static SCIP_RETCODE updateSubproblemLowerbound(SCIP *masterprob, SCIP_BENDERS *benders)
Definition: benders.c:481
static int numSubproblemsToCheck(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type)
Definition: benders.c:2996
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:315
SCIP_RETCODE SCIPcomputeLPRelIntPoint(SCIP *scip, SCIP_Bool relaxrows, SCIP_Bool inclobjcutoff, SCIP_Real timelimit, int iterlimit, SCIP_SOL **point)
Definition: scip_lp.c:1040
Definition: type_message.h:45
void SCIPbendersSetSubproblemIsNonlinear(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isnonlinear)
Definition: benders.c:6354
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
Definition: scip_message.c:216
Definition: type_message.h:41
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:5938
SCIP_RETCODE SCIPbendersExit(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2224
static SCIP_Bool subproblemIsActive(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:3011
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:534
SCIP_RETCODE SCIPbendersExitpre(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
Definition: benders.c:2410
internal methods for Benders' decomposition
void * SCIPhashmapEntryGetImage(SCIP_HASHMAPENTRY *entry)
Definition: misc.c:3509
void SCIPbendersSetSubproblemType(SCIP_BENDERS *benders, int probnumber, SCIP_BENDERSSUBTYPE subprobtype)
Definition: benders.c:6266
SCIP_RETCODE SCIPsetEventhdlrInitsol(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTINITSOL((*eventinitsol)))
Definition: scip_event.c:183
SCIP_RETCODE SCIPcreateConsBasicLinear(SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs)
Definition: cons_linear.c:17933
static SCIP_RETCODE initsolEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
Definition: benders.c:129
Definition: struct_message.h:36
SCIP_Bool SCIPbendersGetMastervarsCont(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6659
SCIP_Real SCIPgetRhsNonlinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_nonlinear.c:9898
Definition: type_benders.h:64
void SCIPbendersRemoveSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:6118
SCIP_RETCODE SCIPsetHeuristics(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:916
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3200
SCIP_Real SCIPconsNonlinearGetLhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_nonlinear.c:82
int SCIPbendersGetNStrengthenCalls(SCIP_BENDERS *benders)
Definition: benders.c:5990
SCIP_Real SCIPbendersGetSubproblemObjval(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6169
void SCIPbendersSetFree(SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
Definition: benders.c:5751
Definition: type_stat.h:43
void SCIPbendersSetExitpre(SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
Definition: benders.c:5795
Definition: type_result.h:40
Definition: type_expr.h:87
SCIP_RETCODE SCIPbenderscutCopyInclude(SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:77
static SCIP_RETCODE addAuxiliaryVariablesToMaster(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:669
internal methods for handling parameter settings
SCIP_Real SCIPbendersGetSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6702
void SCIPclockEnableOrDisable(SCIP_CLOCK *clck, SCIP_Bool enable)
Definition: clock.c:251
SCIP_RETCODE SCIPbendersGetStoredCutData(SCIP_BENDERS *benders, int cutidx, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars)
Definition: benders.c:6724
static SCIP_RETCODE executeUserDefinedSolvesub(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool *infeasible, SCIP_Real *objective, SCIP_RESULT *result)
Definition: benders.c:4110
Definition: type_message.h:46
void SCIPbendersSetInit(SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
Definition: benders.c:5762
Definition: type_lp.h:37
void SCIPbendersSetExit(SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
Definition: benders.c:5773
SCIP_Bool SCIPbendersCutRelaxation(SCIP_BENDERS *benders)
Definition: benders.c:6072
SCIP_Real SCIPconsNonlinearGetRhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
Definition: misc_nonlinear.c:36
SCIP_RETCODE SCIPcreateNLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:390
void SCIPbendersSetPostsolve(SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
Definition: benders.c:5861
static SCIP_RETCODE addConstraintToBendersSubproblem(SCIP_SET *set, SCIP *subproblem, SCIP_HASHMAP *varmap, SCIP_CONS *sourcecons)
Definition: benders.c:5446
SCIP_RETCODE SCIPgetConsNVars(SCIP *scip, SCIP_CONS *cons, int *nvars, SCIP_Bool *success)
Definition: scip_cons.c:2558
internal methods for LP management
Definition: heur_padm.c:125
SCIP_RETCODE SCIPbendersApplyDecomposition(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_DECOMP *decomp)
Definition: benders.c:5573
Definition: type_benders.h:37
void SCIPsetBendersPriority(SCIP *scip, SCIP_BENDERS *benders, int priority)
Definition: scip_benders.c:581
datastructures for Benders' decomposition cuts techniques
Definition: type_stat.h:34
SCIP_RETCODE SCIPgetCharParam(SCIP *scip, const char *name, char *value)
Definition: scip_param.c:317
Definition: type_retcode.h:44
SCIP_RETCODE SCIPcreateSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:320
SCIP_RETCODE SCIPconsAddCoef(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: misc_linear.c:451
Definition: struct_benders.h:48
int SCIPgetBendersNSubproblems(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:713
Definition: type_benders.h:39
static SCIP_RETCODE resetOrigSubproblemParams(SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
Definition: benders.c:4709
SCIP_RETCODE SCIPsetAddCharParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: set.c:3021
void SCIPbendersSetFreesub(SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
Definition: benders.c:5883
Definition: struct_sol.h:64
Definition: struct_set.h:61
SCIP_RETCODE SCIPbendersAddSubproblem(SCIP_BENDERS *benders, SCIP *subproblem)
Definition: benders.c:6094
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
Definition: scip_cons.c:1411
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:651
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
Definition: scip_param.c:613
SCIP_BENDERS * SCIPfindBenders(SCIP *scip, const char *name)
Definition: scip_benders.c:484
SCIP_EVENTHDLRDATA * SCIPeventhdlrGetData(SCIP_EVENTHDLR *eventhdlr)
Definition: event.c:325
const char * SCIPbenderscutGetName(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:483
Definition: struct_benders.h:37
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:5948
SCIP_Bool SCIPhashmapExists(SCIP_HASHMAP *hashmap, void *origin)
Definition: misc.c:3362
SCIP_RETCODE SCIPcreateSolCopy(SCIP *scip, SCIP_SOL **sol, SCIP_SOL *sourcesol)
Definition: scip_sol.c:610
#define SCIPduplicateBlockMemoryArray(scip, ptr, source, num)
Definition: scip_mem.h:92
Definition: struct_misc.h:128
SCIP_HASHMAPENTRY * SCIPhashmapGetEntry(SCIP_HASHMAP *hashmap, int entryidx)
Definition: misc.c:3488
void SCIPbendersSetSolvesubconvex(SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)))
Definition: benders.c:5839
Definition: type_lp.h:40
Definition: type_clock.h:34
SCIP_BENDERSDATA * SCIPbendersGetData(SCIP_BENDERS *benders)
Definition: benders.c:5719
static SCIP_RETCODE createSubproblems(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:1800
void SCIPbendersSortBenderscutsName(SCIP_BENDERS *benders)
Definition: benders.c:6967
SCIP_RETCODE SCIPsetEventhdlrFree(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTFREE((*eventfree)))
Definition: scip_event.c:141
SCIP_RETCODE SCIPcreateEmptyRowConshdlr(SCIP *scip, SCIP_ROW **row, SCIP_CONSHDLR *conshdlr, const char *name, SCIP_Real lhs, SCIP_Real rhs, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool removable)
Definition: scip_lp.c:1337
SCIP_RETCODE SCIPbendersInitsol(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2436
Definition: type_nlpi.h:63
SCIP_RETCODE SCIPchgVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:4677
static SCIP_RETCODE createMasterVarMapping(SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_HASHMAP *varmap)
Definition: benders.c:872
Definition: type_result.h:35
int SCIPbendersGetNTransferredCuts(SCIP_BENDERS *benders)
Definition: benders.c:6671
internal methods for storing and manipulating the main problem
Definition: struct_cons.h:37
SCIP_RETCODE SCIPbendersFreeSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:4993
int SCIPbendersGetNStrengthenFails(SCIP_BENDERS *benders)
Definition: benders.c:6000
Definition: type_paramset.h:54
static SCIP_RETCODE copyMemoryAndTimeLimits(SCIP *scip, SCIP *subproblem)
Definition: benders.c:4600
static SCIP_RETCODE exitsolEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
Definition: benders.c:149
Definition: struct_cons.h:117
Definition: type_retcode.h:42
SCIP_RETCODE SCIPbenderscutFree(SCIP_BENDERSCUT **benderscut, SCIP_SET *set)
Definition: benderscut.c:194
Definition: type_benders.h:55
SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
Definition: scip_event.c:277
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:613
Definition: type_benders.h:47
void SCIPbendersSetExitsol(SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
Definition: benders.c:5817
static SCIP_RETCODE freeEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
Definition: benders.c:193
Definition: type_stat.h:52
void SCIPbendersSetPriority(SCIP_BENDERS *benders, SCIP_SET *set, int priority)
Definition: benders.c:5924
Definition: type_result.h:36
static SCIP_RETCODE initialiseLPSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:1514
Definition: struct_benders.h:168
static SCIP_RETCODE initEventhandlerData(SCIP *scip, SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: benders.c:111
int SCIPbendersGetNCutsFound(SCIP_BENDERS *benders)
Definition: benders.c:5970
SCIP_RETCODE SCIPbendersExitsol(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:2469
SCIP_Bool SCIPbendersSubproblemIsNonlinear(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6374
constraint handler for quadratic constraints
Definition: type_var.h:42
SCIP_Bool benderscutsnamessorted
Definition: struct_benders.h:158
SCIP_RETCODE SCIPcreateCurrentSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:475
SCIP_RETCODE SCIPbendersSetMastervarsCont(SCIP_BENDERS *benders, int probnumber, SCIP_Bool arecont)
Definition: benders.c:6624
void SCIPdecompGetVarsLabels(SCIP_DECOMP *decomp, SCIP_VAR **vars, int *labels, int nvars)
Definition: dcmp.c:139
Definition: type_retcode.h:33
static SCIP_DECL_EVENTEXITSOL(eventExitsolBendersNodefocus)
Definition: benders.c:254
Definition: type_stat.h:33
void SCIPbendersEnableOrDisableClocks(SCIP_BENDERS *benders, SCIP_Bool enable)
Definition: benders.c:6030
SCIP_BENDERSCUT * SCIPfindBenderscut(SCIP_BENDERS *benders, const char *name)
Definition: benders.c:6887
SCIP_Bool SCIPbendersSubproblemIsSetup(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6520
internal methods for global SCIP settings
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
Definition: scip_param.c:942
void SCIPbendersSetMasterIsNonlinear(SCIP_BENDERS *benders, SCIP_Bool isnonlinear)
Definition: benders.c:6396
#define SCIP_DECL_BENDERSSOLVESUBCONVEX(x)
Definition: type_benders.h:249
SCIP_RETCODE SCIPsetCharParam(SCIP *scip, const char *name, char value)
Definition: scip_param.c:671
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)
Definition: benders.c:3580
void SCIPbendersSetSubproblemIsConvex(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isconvex)
Definition: benders.c:6309
Definition: type_result.h:42
internal methods for storing priced variables
SCIP_RETCODE SCIPsetAddIntParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: set.c:2949
void SCIPbendersSetInitsol(SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
Definition: benders.c:5806
SCIP_EXPORT void SCIPsortPtr(void **ptrarray, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), int len)
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)
Definition: benders.c:1181
Definition: type_lp.h:34
SCIP_RETCODE SCIPsetNLPIntPar(SCIP *scip, SCIP_NLPPARAM type, int ival)
Definition: scip_nlp.c:798
Definition: type_retcode.h:34
SCIP_RETCODE SCIPgetIntParam(SCIP *scip, const char *name, int *value)
Definition: scip_param.c:260
SCIP_RETCODE SCIPclockCreate(SCIP_CLOCK **clck, SCIP_CLOCKTYPE clocktype)
Definition: clock.c:161
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
Definition: scip_param.c:298
SCIP_RETCODE SCIPbendersChgMastervarsToCont(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:6427
SCIP_Real SCIPbendersGetSetupTime(SCIP_BENDERS *benders)
Definition: benders.c:6010
SCIP_RETCODE SCIPsetParam(SCIP *scip, const char *name, void *value)
Definition: scip_param.c:394
void SCIPbendersSetSubproblemIsIndependent(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isindep)
Definition: benders.c:6532
SCIP_RETCODE SCIPbendersInitpre(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
Definition: benders.c:2367
SCIP_BENDERSSUBTYPE SCIPbendersGetSubproblemType(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6291
void SCIPbendersSetPresubsolve(SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
Definition: benders.c:5828
public data structures and miscellaneous methods
SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
Definition: benders.c:5093
Definition: type_var.h:55
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
Definition: misc.c:3013
Definition: struct_misc.h:121
SCIP_Bool SCIPisConvexAbspower(SCIP *scip, SCIP_CONS *cons)
Definition: cons_abspower.c:7575
constraint handler for nonlinear constraints
Definition: type_message.h:43
SCIP_RETCODE SCIPsetGetIntParam(SCIP_SET *set, const char *name, int *value)
Definition: set.c:3102
SCIP_Bool SCIPbenderscutIsLPCut(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:574
SCIP_RETCODE SCIPcreateLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
Definition: scip_sol.c:362
Definition: struct_lp.h:192
void SCIPbendersSetInitpre(SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
Definition: benders.c:5784
SCIP_RETCODE SCIPcreateVar(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype, SCIP_Bool initial, SCIP_Bool removable, SCIP_DECL_VARDELORIG((*vardelorig)), SCIP_DECL_VARTRANS((*vartrans)), SCIP_DECL_VARDELTRANS((*vardeltrans)), SCIP_DECL_VARCOPY((*varcopy)), SCIP_VARDATA *vardata)
Definition: scip_var.c:105
SCIP_Bool SCIPbendersSubproblemIsOptimal(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
Definition: benders.c:5043
SCIP_RETCODE SCIPbendersFree(SCIP_BENDERS **benders, SCIP_SET *set)
Definition: benders.c:1260
SCIP_EXPORT void SCIPvarSetData(SCIP_VAR *var, SCIP_VARDATA *vardata)
Definition: var.c:17047
static SCIP_RETCODE addSlackVars(SCIP *scip, SCIP_BENDERS *benders, SCIP_CONS *cons, SCIP_CONSHDLR **linearconshdlrs, SCIP_CONSHDLR *conshdlr_nonlinear, SCIP_CONSHDLR *conshdlr_quadratic, SCIP_CONSHDLR *conshdlr_abspower, int nlinearconshdlrs)
Definition: benders.c:1305
static SCIP_RETCODE setSubproblemParams(SCIP *scip, SCIP *subproblem)
Definition: benders.c:4660
data structures required for Benders' decomposition
static SCIP_RETCODE createAndAddTransferredCut(SCIP *sourcescip, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: benders.c:2060
SCIP_RETCODE SCIPbenderscutInitsol(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:289
static SCIP_RETCODE removeVariablesAndConstraintsFromMaster(SCIP *scip, SCIP_CONS **conss, SCIP_VAR **vars, int *conslabels, int *varslabels, int nconss, int nvars)
Definition: benders.c:5530
SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
Definition: benders.c:5261
SCIP_RETCODE SCIPsetEventhdlrExitsol(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTEXITSOL((*eventexitsol)))
Definition: scip_event.c:197
SCIP_Real SCIPgetLhsNonlinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_nonlinear.c:9885
static SCIP_RETCODE transferBendersCuts(SCIP *sourcescip, SCIP *subscip, SCIP_BENDERS *benders)
Definition: benders.c:2178
SCIP_Real SCIPbendersGetAuxiliaryVarVal(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
Definition: benders.c:5072
Definition: type_set.h:45
Constraint handler for linear constraints in their most general form, .
SCIP_EXPORT SCIP_Real SCIPvarGetLbOriginal(SCIP_VAR *var)
Definition: var.c:17613
SCIP_RETCODE SCIPbendersActivate(SCIP_BENDERS *benders, SCIP_SET *set, int nsubproblems)
Definition: benders.c:2525
Definition: type_set.h:42
static SCIP_RETCODE assignAuxiliaryVariables(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:742
Constraint handler for absolute power constraints .
SCIP_RETCODE SCIPchgVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
Definition: scip_var.c:4767
void SCIPbendersSetSubproblemIsSetup(SCIP_BENDERS *benders, int probnumber, SCIP_Bool issetup)
Definition: benders.c:6507
Definition: type_nlpi.h:74
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
Definition: scip_event.c:95
SCIP_RETCODE SCIPbendersGetVar(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: benders.c:5693
static SCIP_RETCODE exitEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
Definition: benders.c:173
int SCIPbendersGetNStrengthenCutsFound(SCIP_BENDERS *benders)
Definition: benders.c:5980
SCIP_RETCODE SCIPsetGetRealParam(SCIP_SET *set, const char *name, SCIP_Real *value)
Definition: set.c:3130
internal miscellaneous methods for nonlinear constraints
Definition: type_lp.h:36
Definition: type_set.h:36
SCIP_RETCODE SCIPbendersCopyInclude(SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_SET *targetset, SCIP_HASHMAP *varmap, SCIP_Bool threadsafe, SCIP_Bool *valid)
Definition: benders.c:912
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
Definition: scip_param.c:555
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)
Definition: benders.c:4181
internal methods for decompositions and the decomposition store
Definition: type_set.h:35
static SCIP_RETCODE doBendersCreate(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)
Definition: benders.c:983
static void createSolveSubproblemIndexList(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type, int **solveidx, int *nsolveidx)
Definition: benders.c:3022
SCIP_RETCODE SCIPpqueueCreate(SCIP_PQUEUE **pqueue, int initsize, SCIP_Real sizefac, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), SCIP_DECL_PQUEUEELEMCHGPOS((*elemchgpos)))
Definition: misc.c:1235
static SCIP_RETCODE updateSubproblemStatQueue(SCIP_BENDERS *benders, int *solveidx, int nsolveidx, SCIP_Bool updatestat)
Definition: benders.c:3062
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
Definition: scip_solvingstats.c:435
Definition: type_nlpi.h:61
int SCIPbendersGetNBenderscuts(SCIP_BENDERS *benders)
Definition: benders.c:6926
SCIP_BENDERS * SCIPsetFindBenders(SCIP_SET *set, const char *name)
Definition: set.c:3761
SCIP_RETCODE SCIPchgVarObj(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_var.c:4514
Definition: type_benders.h:68
void SCIPbendersSortBenderscuts(SCIP_BENDERS *benders)
Definition: benders.c:6952
SCIP_RETCODE SCIPdropEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
Definition: scip_event.c:311
static SCIP_RETCODE checkSubproblemIndependence(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:2311
void SCIPbendersSetBenderscutsSorted(SCIP_BENDERS *benders, SCIP_Bool sorted)
Definition: benders.c:6851
Definition: type_expr.h:86
static SCIP_RETCODE releaseVarMappingHashmapVars(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:1226
SCIP_RETCODE SCIPbenderscutExit(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:259
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1641
SCIP_RETCODE SCIPisConvexConsQuadratic(SCIP *scip, SCIP_CONS *cons, SCIP_HASHMAP *assumevarfixed, SCIP_Bool *result)
Definition: cons_quadratic.c:15271
public methods for message output
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
Definition: scip_prob.c:1860
Definition: type_result.h:43
SCIP_Real SCIPgetSolTransObj(SCIP *scip, SCIP_SOL *sol)
Definition: scip_sol.c:1483
SCIP_RETCODE SCIPcreateBendersDefault(SCIP *scip, SCIP **subproblems, int nsubproblems)
Definition: benders_default.c:476
static SCIP_RETCODE updateEventhdlrUpperbound(SCIP_BENDERS *benders, int probnumber, SCIP_Real upperbound)
Definition: benders.c:452
Definition: type_var.h:84
void SCIPbendersSetSubproblemComp(SCIP_BENDERS *benders, SCIP_DECL_SORTPTRCOMP((*benderssubcomp)))
Definition: benders.c:5872
SCIP_Bool SCIPsetIsGT(SCIP_SET *set, SCIP_Real val1, SCIP_Real val2)
Definition: set.c:6056
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
Definition: scip_sol.c:1767
SCIP_RETCODE SCIPdelVar(SCIP *scip, SCIP_VAR *var, SCIP_Bool *deleted)
Definition: scip_prob.c:1784
SCIP_VAR ** SCIPbendersGetAuxiliaryVars(SCIP_BENDERS *benders)
Definition: benders.c:6142
SCIP_Real SCIPretransformObj(SCIP *scip, SCIP_Real obj)
Definition: scip_sol.c:1568
SCIP_RETCODE SCIPgetLongintParam(SCIP *scip, const char *name, SCIP_Longint *value)
Definition: scip_param.c:279
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:451
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:477
static SCIP_RETCODE checkSubproblemConvexity(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:1562
SCIP_RETCODE SCIPbendersInit(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:1980
SCIP_EXPORT SCIP_RETCODE SCIPvarGetOrigvarSum(SCIP_VAR **var, SCIP_Real *scalar, SCIP_Real *constant)
Definition: var.c:12545
SCIP_Bool SCIPbendersIsInitialized(SCIP_BENDERS *benders)
Definition: benders.c:6042
SCIP_RETCODE SCIPbendersSolveSubproblemLP(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_STATUS *solvestatus, SCIP_Real *objective)
Definition: benders.c:4738
Definition: type_benders.h:57
SCIP_RETCODE SCIPcopyPlugins(SCIP *sourcescip, SCIP *targetscip, SCIP_Bool copyreaders, SCIP_Bool copypricers, SCIP_Bool copyconshdlrs, SCIP_Bool copyconflicthdlrs, SCIP_Bool copypresolvers, SCIP_Bool copyrelaxators, SCIP_Bool copyseparators, SCIP_Bool copypropagators, SCIP_Bool copyheuristics, SCIP_Bool copyeventhdlrs, SCIP_Bool copynodeselectors, SCIP_Bool copybranchrules, SCIP_Bool copydisplays, SCIP_Bool copydialogs, SCIP_Bool copytables, SCIP_Bool copynlpis, SCIP_Bool passmessagehdlr, SCIP_Bool *valid)
Definition: scip_copy.c:265
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
Definition: scip_param.c:439
SCIP_RETCODE SCIPconsNonlinearAddLinearCoef(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: misc_nonlinear.c:125
Definition: type_set.h:44
Definition: type_lp.h:35
int SCIPbendersGetNStoredCuts(SCIP_BENDERS *benders)
Definition: benders.c:6714
void SCIPbendersSetCopy(SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
Definition: benders.c:5740
static void resetSubproblemObjectiveValue(SCIP_BENDERS *benders, SCIP_SET *set)
Definition: benders.c:817
Definition: type_nlpi.h:62
Definition: type_benders.h:56
Definition: type_benders.h:49
Definition: type_nlpi.h:75
static SCIP_RETCODE setAndUpdateCorePoint(SCIP *scip, SCIP_BENDERS *benders)
Definition: benders.c:2742
Definition: type_lp.h:33
Definition: type_lp.h:38
SCIP_RETCODE SCIPbenderscutExitsol(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:313
Definition: struct_stat.h:50
Definition: type_result.h:46
static SCIP_RETCODE storeOrigSubproblemParams(SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
Definition: benders.c:4633
static SCIP_RETCODE addSlackVarsToConstraints(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
Definition: benders.c:1422
SCIP_Bool SCIPbendersInStrengthenRound(SCIP_BENDERS *benders)
Definition: benders.c:6417
SCIP_Bool SCIPconsIsMarkedPropagate(SCIP_CONS *cons)
Definition: cons.c:8298
static SCIP_RETCODE generateBendersCuts(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, SCIP_Bool *subprobsolved, SCIP_BENDERSSUBSTATUS *substatus, int *solveidx, int nsolveidx, int **mergecands, int *npriomergecands, int *nmergecands, int *nsolveloops)
Definition: benders.c:3382
Definition: struct_benders.h:177
common defines and data types used in all packages of SCIP
SCIP_EXPORT SCIP_Real SCIPvarGetUbOriginal(SCIP_VAR *var)
Definition: var.c:17633
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:199
SCIP_RETCODE SCIPbendersSetBenderscutPriority(SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, int priority)
Definition: benders.c:6936
SCIP_RETCODE SCIPsetAddRealParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, SCIP_Real *valueptr, SCIP_Bool isadvanced, SCIP_Real defaultvalue, SCIP_Real minvalue, SCIP_Real maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: set.c:2997
static SCIP_DECL_EVENTINITSOL(eventInitsolBendersNodefocus)
Definition: benders.c:241
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1110
SCIP_RETCODE SCIPchgVarType(SCIP *scip, SCIP_VAR *var, SCIP_VARTYPE vartype, SCIP_Bool *infeasible)
Definition: scip_var.c:8155
static SCIP_RETCODE performInteriorSolCutStrengthening(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint, SCIP_Bool perturbsol, SCIP_Bool *auxviol, SCIP_Bool *infeasible, SCIP_Bool *skipsolve, SCIP_RESULT *result)
Definition: benders.c:2828
Definition: objbenders.h:33
SCIP_BENDERSCUT ** SCIPbendersGetBenderscuts(SCIP_BENDERS *benders)
Definition: benders.c:6909
void SCIPdecompGetConsLabels(SCIP_DECOMP *decomp, SCIP_CONS **conss, int *labels, int nconss)
Definition: dcmp.c:188
SCIP_RETCODE SCIPgetConsVars(SCIP *scip, SCIP_CONS *cons, SCIP_VAR **vars, int varssize, SCIP_Bool *success)
Definition: scip_cons.c:2514
SCIP_RETCODE SCIPsetAddBoolParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: set.c:2927
Definition: type_var.h:43
Definition: type_benders.h:65
default SCIP plugins
Definition: type_set.h:38
SCIP_RETCODE SCIPbendersStoreCut(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: benders.c:6803
Definition: type_stat.h:53
#define BMSreallocBlockMemoryArray(mem, ptr, oldnum, newnum)
Definition: memory.h:449
static SCIP_RETCODE solveBendersSubproblems(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, int *nverified, int *solveidx, int nsolveidx, SCIP_Bool **subprobsolved, SCIP_BENDERSSUBSTATUS **substatus, SCIP_Bool *infeasible, SCIP_Bool *optimal, SCIP_Bool *stopped)
Definition: benders.c:3111
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
Definition: scip_param.c:497
Definition: type_stat.h:48
SCIP_RETCODE SCIPbendersGetStoredCutOrigData(SCIP_BENDERS *benders, int cutidx, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars, int varssize)
Definition: benders.c:6755
internal methods for Benders' decomposition cuts
void SCIPbendersSetSubproblemObjval(SCIP_BENDERS *benders, int probnumber, SCIP_Real objval)
Definition: benders.c:6152
Definition: struct_event.h:195
SCIP_RETCODE SCIPcreateProbBasic(SCIP *scip, const char *name)
Definition: scip_prob.c:170
static SCIP_RETCODE initialiseSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Bool *success)
Definition: benders.c:1473
SCIP_RETCODE SCIPbenderscutInit(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
Definition: benderscut.c:220
SCIP callable library.
Definition: type_stat.h:42
void SCIPbendersSetSubproblemEnabled(SCIP_BENDERS *benders, int probnumber, SCIP_Bool enabled)
Definition: benders.c:6586
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
Definition: scip_probing.c:810
SCIP_RETCODE SCIPsetEventhdlrExit(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_DECL_EVENTEXIT((*eventexit)))
Definition: scip_event.c:169
SCIP_Bool SCIPbendersSubproblemIsConvex(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6332
Definition: type_stat.h:54
SCIP_RETCODE SCIPchgVarObjProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
Definition: scip_probing.c:465
SCIP_RETCODE SCIPpqueueInsert(SCIP_PQUEUE *pqueue, void *elem)
Definition: misc.c:1334
Definition: type_var.h:58