benderscut_int.c
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22 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
63 SCIP_Real* subprobconstant; /**< the constant for each subproblem used for computing the integer cuts */
99 SCIP_CALL( SCIPallocBlockMemoryArray(scip, &benderscutdata->subprobconstant, benderscutdata->nsubproblems) );
100 SCIP_CALL( SCIPallocBlockMemoryArray(scip, &benderscutdata->firstcut, benderscutdata->nsubproblems) );
115 /** updates the cut constant for the given subproblem based upon the global bounds of the associated auxiliary variable */
132 /* checking if the subproblem lower bound has been updated. If it is has changed, then firstcut is set to TRUE.
138 benderscutdata->subprobconstant[probnumber] = SCIPbendersGetSubproblemLowerbound(benders, probnumber);
142 /* updating the cut constant if the auxiliary variable global lower bound is greater than the current constant */
143 if( SCIPisGT(masterprob, SCIPvarGetLbGlobal(auxiliaryvar), benderscutdata->subprobconstant[probnumber]) )
184 SCIPdebug( SCIPdebugMsg(masterprob, "Subproblem %d - Objective Value: Stored - %g Orig Obj - %g Cut constant - %g\n",
185 probnumber, SCIPbendersGetSubproblemObjval(benders, probnumber), SCIPgetSolOrigObj(subproblem, SCIPgetBestSol(subproblem))*(int)SCIPgetObjsense(subproblem),
203 SCIP_CALL( SCIPgetBendersSubproblemVar(masterprob, benders, vars[i], &subprobvar, probnumber) );
208 /* if the variable is on its upper bound, then the subproblem objective value is added to the cut */
270 /** adds the auxiliary variable to the generated cut. If this is the first optimality cut for the subproblem, then the
341 /* if the cuts are generated prior to the solving stage, then rows can not be generated. So constraints must be added
352 /* checking the optimality of the original problem with a comparison between the auxiliary variable and the
356 SCIP_CALL( SCIPcheckBendersSubproblemOptimality(masterprob, benders, sol, probnumber, &optimal) );
361 SCIPdebugMsg(masterprob, "No <%s> cut added. Current Master Problem Obj: %g\n", BENDERSCUT_NAME,
366 /* checking whether the subproblem constant is less than the auxiliary variable global lower bound */
369 /* if no integer cuts have been previously generated and the bound on the auxiliary variable is -infinity,
373 && SCIPisInfinity(masterprob, -SCIPvarGetLbGlobal(SCIPbendersGetAuxiliaryVar(benders, probnumber))) )
376 SCIP_CALL( generateAndApplyBendersIntegerCuts(masterprob, benders, benderscut, sol, probnumber, type, result,
381 (void) SCIPsnprintf(cutname, SCIP_MAXSTRLEN, "integeroptcut_%d_%" SCIP_LONGINT_FORMAT, probnumber,
387 SCIP_CALL( SCIPcreateEmptyRowConshdlr(masterprob, &row, consbenders, cutname, 0.0, SCIPinfinity(masterprob), FALSE,
392 SCIP_CALL( SCIPcreateConsBasicLinear(masterprob, &cons, cutname, 0, NULL, NULL, 0.0, SCIPinfinity(masterprob)) );
433 /* if success is FALSE, then there was an error in generating the integer optimality cut. No cut will be added to
439 SCIPdebugMsg(masterprob, "Error in generating Benders' integer optimality cut for problem %d.\n", probnumber);
497 /** destructor of Benders' decomposition cuts to free user data (called when SCIP is exiting) */
518 /** initialization method of Benders' decomposition cuts (called after problem was transformed) */
537 /** deinitialization method of Benders' decomposition cuts (called before transformed problem is freed) */
571 SCIPdebugMsg(scip, "The subproblem %d is set to NULL. The <%s> Benders' decomposition cut can not be executed.\n",
578 /* it is only possible to generate the Laporte and Louveaux cuts for pure binary master problems */
583 SCIPinfoMessage(scip, NULL, "The integer optimality cuts can only be applied to problems with a "
591 /* the integer subproblem could terminate early if the auxiliary variable value is much greater than the optimal
596 SCIP_CALL( generateAndApplyBendersIntegerCuts(scip, benders, benderscut, sol, probnumber, type, result, FALSE) );
626 SCIP_CALL( SCIPincludeBenderscutBasic(scip, benders, &benderscut, BENDERSCUT_NAME, BENDERSCUT_DESC,
641 &benderscutdata->cutconstant, FALSE, SCIP_DEFAULT_CUTCONSTANT, -SCIPinfinity(scip), SCIPinfinity(scip),
647 "should cuts be generated and added to the cutpool instead of global constraints directly added to the problem.",
SCIP_Bool SCIPbendersMasterIsNonlinear(SCIP_BENDERS *benders)
Definition: benders.c:6418
Generates a Laporte and Louveaux Benders' decomposition integer cut.
Definition: type_result.h:33
SCIP_VAR * SCIPbendersGetAuxiliaryVar(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6141
void SCIPbenderscutSetEnabled(SCIP_BENDERSCUT *benderscut, SCIP_Bool enabled)
Definition: benderscut.c:584
SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: scip_benders.c:687
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
Definition: scip_cons.c:877
public methods for SCIP parameter handling
SCIP_Real SCIPgetLhsLinear(SCIP *scip, SCIP_CONS *cons)
Definition: cons_linear.c:18334
static SCIP_RETCODE generateAndApplyBendersIntegerCuts(SCIP *masterprob, SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type, SCIP_RESULT *result, SCIP_Bool initcons)
Definition: benderscut_int.c:308
Definition: struct_scip.h:59
public methods for memory management
static SCIP_DECL_BENDERSCUTFREE(benderscutFreeInt)
Definition: benderscut_int.c:499
Definition: struct_benderscut.h:37
static SCIP_DECL_PARAMCHGD(paramChgdBenderscutintConstant)
Definition: benderscut_int.c:71
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
Definition: scip_sol.c:1353
SCIP_RETCODE SCIPprintRow(SCIP *scip, SCIP_ROW *row, FILE *file)
Definition: scip_lp.c:2152
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
Definition: cons_linear.c:18089
Definition: struct_var.h:198
Definition: type_benders.h:40
static SCIP_RETCODE createBenderscutData(SCIP *scip, SCIP_BENDERSCUTDATA *benderscutdata)
Definition: benderscut_int.c:88
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
Definition: benders.c:5949
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:534
public methods for Benders' decomposition
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:17937
SCIP_RETCODE SCIPchgLhsLinear(SCIP *scip, SCIP_CONS *cons, SCIP_Real lhs)
Definition: cons_linear.c:18382
static void updateSubproblemCutConstant(SCIP *masterprob, SCIP_BENDERS *benders, SCIP_BENDERSCUTDATA *benderscutdata, int probnumber)
Definition: benderscut_int.c:117
SCIP_RETCODE SCIPincludeBenderscutInt(SCIP *scip, SCIP_BENDERS *benders)
Definition: benderscut_int.c:608
static SCIP_RETCODE addAuxiliaryVariableToCut(SCIP *masterprob, SCIP_BENDERS *benders, SCIP_CONS *cons, SCIP_ROW *row, int probnumber, SCIP_Bool addcut)
Definition: benderscut_int.c:274
public methods for problem variables
SCIP_RETCODE SCIPaddBoolParam(SCIP *scip, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
Definition: scip_param.c:48
SCIP_Real SCIPbendersGetSubproblemObjval(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6180
Definition: type_result.h:40
SCIP_RETCODE SCIPcheckBendersSubproblemOptimality(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *optimal)
Definition: scip_benders.c:883
SCIP_Real SCIPbendersGetSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:6713
Definition: type_benders.h:37
public methods for numerical tolerances
Definition: struct_benders.h:48
Definition: type_benders.h:39
Definition: struct_sol.h:64
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
Definition: scip_cons.c:1411
SCIP_RETCODE SCIPsetBenderscutExit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)))
Definition: scip_benders.c:1243
const char * SCIPbenderscutGetName(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:483
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
Definition: benders.c:5959
public methods for handling parameter settings
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
Definition: type_result.h:35
public methods for Benders decomposition
Definition: struct_cons.h:37
Definition: struct_cons.h:117
SCIP_Bool SCIPisFeasEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:773
Definition: type_stat.h:52
Definition: type_result.h:36
static SCIP_RETCODE computeStandardIntegerOptCut(SCIP *masterprob, SCIP_BENDERS *benders, SCIP_SOL *sol, SCIP_CONS *cons, SCIP_ROW *row, SCIP_Real cutconstant, int probnumber, SCIP_Bool addcut, SCIP_Bool *success)
Definition: benderscut_int.c:149
void SCIPbenderscutSetData(SCIP_BENDERSCUT *benderscut, SCIP_BENDERSCUTDATA *benderscutdata)
Definition: benderscut.c:404
Definition: type_set.h:43
Definition: type_retcode.h:33
SCIP_RETCODE SCIPincludeBenderscutBasic(SCIP *scip, SCIP_BENDERS *benders, SCIP_BENDERSCUT **benderscutptr, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1129
public methods for constraint handler plugins and constraints
static SCIP_DECL_BENDERSCUTEXEC(benderscutExecInt)
Definition: benderscut_int.c:558
public data structures and miscellaneous methods
static SCIP_DECL_BENDERSCUTINIT(benderscutInitInt)
Definition: benderscut_int.c:520
Definition: struct_lp.h:192
Definition: type_benders.h:38
public methods for LP management
public methods for cuts and aggregation rows
SCIP_Real SCIPgetActivityLinear(SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol)
Definition: cons_linear.c:18497
Constraint handler for linear constraints in their most general form, .
SCIP_RETCODE SCIPaddRealParam(SCIP *scip, 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: scip_param.c:130
public methods for the LP relaxation, rows and columns
public methods for Benders' decomposition cuts
SCIP_RETCODE SCIPsetBenderscutFree(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTFREE((*benderscutfree)))
Definition: scip_benders.c:1195
SCIP_RETCODE SCIPaddRow(SCIP *scip, SCIP_ROW *row, SCIP_Bool forcecut, SCIP_Bool *infeasible)
Definition: scip_cut.c:221
general public methods
public methods for solutions
SCIP_RETCODE SCIPchgRowLhs(SCIP *scip, SCIP_ROW *row, SCIP_Real lhs)
Definition: scip_lp.c:1529
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
Definition: scip_lp.c:1641
public methods for message output
Definition: type_result.h:43
public methods for message handling
SCIP_BENDERSCUTDATA * SCIPbenderscutGetData(SCIP_BENDERSCUT *benderscut)
Definition: benderscut.c:394
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
Definition: scip_numerics.c:477
SCIP_RETCODE SCIPsetBenderscutInit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINIT((*benderscutinit)))
Definition: scip_benders.c:1219
static SCIP_DECL_BENDERSCUTEXIT(benderscutExitInt)
Definition: benderscut_int.c:539
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
Definition: scip_message.c:199
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
Definition: scip_cons.c:1110
SCIP_RETCODE SCIPsetConsDynamic(SCIP *scip, SCIP_CONS *cons, SCIP_Bool dynamic)
Definition: scip_cons.c:1386
Definition: objbenders.h:33
public methods for global and local (sub)problems
SCIP_Real SCIPgetRowSolActivity(SCIP *scip, SCIP_ROW *row, SCIP_SOL *sol)
Definition: scip_lp.c:2084