scip_benders.h
Go to the documentation of this file.
29 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
58 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
61 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
68 * @note method has all Benders' decomposition callbacks as arguments and is thus changed every time a new callback is
82 SCIP_DECL_BENDERSCOPY ((*benderscopy)), /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
86 SCIP_DECL_BENDERSINITPRE((*bendersinitpre)),/**< presolving initialization method for Benders' decomposition */
87 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)),/**< presolving deinitialization method for Benders' decomposition */
88 SCIP_DECL_BENDERSINITSOL((*bendersinitsol)),/**< solving process initialization method of Benders' decomposition */
89 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)),/**< solving process deinitialization method of Benders' decomposition */
90 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
91 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
92 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)),/**< the execution method of the Benders' decomposition algorithm */
93 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
94 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< the solving method for the Benders' decomposition subproblems */
96 SCIP_DECL_BENDERSFREESUB((*bendersfreesub)),/**< the freeing method for the Benders' decomposition subproblems */
100 /** creates a Benders' decomposition and includes it in SCIP with all non-fundamental callbacks set to NULL
102 * If needed, the non-fundamental callbacks can be added afterwards via setter functions SCIPsetBendersCopy(),
103 * SCIPsetBendersFree(), SCIPsetBendersInity(), SCIPsetBendersExit(), SCIPsetBendersInitsol(), SCIPsetBendersExitsol(),
106 * To use the Benders' decomposition for solving a problem, it first has to be activated with a call to SCIPactivateBenders().
109 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
116 * @note if you want to set all callbacks with a single method call, consider using SCIPincludeBenders() instead
129 SCIP_DECL_BENDERSGETVAR((*bendersgetvar)),/**< returns the master variable for a given subproblem variable */
130 SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)),/**< creates a Benders' decomposition subproblem */
136 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
147 SCIP_DECL_BENDERSCOPY((*benderscopy)) /**< copy method of Benders' decomposition or NULL if you don't want to copy your plugin into sub-SCIPs */
152 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
168 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
184 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
200 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
211 SCIP_DECL_BENDERSINITPRE((*bendersinitpre))/**< presolving initialization method of Benders' decomposition */
216 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
227 SCIP_DECL_BENDERSEXITPRE((*bendersexitpre))/**< presolving deinitialization method of Benders' decomposition */
232 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
243 SCIP_DECL_BENDERSINITSOL((*bendersinitsol))/**< solving process initialization method of Benders' decomposition */
248 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
259 SCIP_DECL_BENDERSEXITSOL((*bendersexitsol))/**< solving process deinitialization method of Benders' decomposition */
264 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
275 SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve))/**< method called prior to solving the subproblems */
280 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
291 SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)),/**< the solving method for convex Benders' decomposition subproblems */
292 SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)),/**< solving method for a Benders' decomposition subproblem */
293 SCIP_DECL_BENDERSFREESUB((*bendersfreesub))/**< the subproblem freeing method for Benders' decomposition */
298 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
309 SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve))/**< solving process deinitialization method of Benders' decomposition */
312 /** sets the subproblem comparison method for determining the solving order in Benders' decomposition
314 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
325 SCIP_DECL_SORTPTRCOMP((*benderssubcomp)) /**< a comparator for defining the solving order of the subproblems */
335 /** returns the array of currently available Benders' decomposition; active Benders' decomposition are in the first
357 * This method should be called during the problem creation stage for all pricers that are necessary to solve
362 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
377 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
400 * The checkint flag indicates whether integer feasibility can be assumed. If it is not assumed, i.e. checkint ==
401 * FALSE, then only the convex relaxations of the subproblems are solved. If integer feasibility is assumed, i.e.
402 * checkint == TRUE, then the convex relaxations and the full CIP are solved to generate Benders' cuts and check
405 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
423 SCIP_Bool* infeasible, /**< is the master problem infeasible with respect to the Benders' cuts? */
424 SCIP_Bool* auxviol, /**< set to TRUE only if the solution is feasible but the aux vars are violated */
433 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
457 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
490 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
506 * This is called if the user requires to solve the Benders' decomposition subproblem separately from the main Benders'
509 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
532 * The method either calls the users solve subproblem method or calls the generic method. In the case of the generic
535 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
561 * subproblem callback for Benders' decomposition or the default freeing methods. In the default case, if the
562 * subproblem is an LP, then SCIPendProbing is called. If the subproblem is a MIP, then SCIPfreeTransform is called.
564 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
585 /** checks the optimality of a Benders' decomposition subproblem by comparing the objective function value against the
588 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
606 SCIP_Bool* optimal /**< flag to indicate whether the current subproblem is optimal for the master */
618 /** solves an independent subproblem to identify its lower bound and updates the lower bound of the corresponding
629 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
643 * This process just adds a copy of the subproblem variables and constraints to the master problem, but keeps the
644 * subproblem stored in the Benders' decomposition data structure. The reason for keeping the subproblem available is
647 * Once the subproblem is merged into the master problem, then the subproblem is flagged as disabled. This means that
650 * The associated auxiliary variables are kept in the master problem. The objective function of the merged subproblem
661 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
686 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
704 * This should be called from the SCIPincludeBendersXyz for the associated Benders' decomposition. It is only possible
708 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
715 * @note method has all Benders' decomposition callbacks as arguments and is thus changed every time a new callback is
727 SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)),/**< copy method of Benders' decomposition cuts or NULL if you don't want to copy your plugin into sub-SCIPs */
731 SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)),/**< solving process initialization method of Benders' decomposition cuts */
732 SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)),/**< solving process deinitialization method of Benders' decomposition cuts */
733 SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)),/**< execution method of Benders' decomposition cuts */
737 /** creates a Benders' cut and includes it an associated Benders' decomposition with all non-fundamental callbacks set to NULL
739 * If needed, the non-fundamental callbacks can be added afterwards via setter functions SCIPsetBenderscutCopy(),
740 * SCIPsetBenderscutFree(), SCIPsetBenderscutInit(), SCIPsetBenderscutExit(), SCIPsetBenderscutInitsol(),
745 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
752 * @note if you want to set all callbacks with a single method call, consider using SCIPincludeBenders() instead
763 SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)),/**< the execution method of the Benders' cut algorithm */
769 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
780 SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy))/**< copy method of benderscut or NULL if you don't want to copy your plugin into sub-SCIPs */
785 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
801 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
817 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
833 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
844 SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol))/**< solving process initialization method of benderscut */
849 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
860 SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol))/**< solving process deinitialization method of benderscut */
865 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
881 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
905 * When calling the function, the user must be sure that the variables are associated with the input SCIP instance.
908 * @return \ref SCIP_OKAY is returned if everything worked. Otherwise a suitable error code is passed. See \ref
SCIP_RETCODE SCIPsetBendersPresubsolve(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)))
Definition: scip_benders.c:380
SCIP_RETCODE SCIPsetBendersSolveAndFreesub(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)), SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)), SCIP_DECL_BENDERSFREESUB((*bendersfreesub)))
Definition: scip_benders.c:404
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
SCIP_RETCODE SCIPmergeBendersSubproblemIntoMaster(SCIP *scip, SCIP_BENDERS *benders, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
Definition: scip_benders.c:990
SCIP_RETCODE SCIPfreeBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, int probnumber)
Definition: scip_benders.c:852
void SCIPsetBendersPriority(SCIP *scip, SCIP_BENDERS *benders, int priority)
Definition: scip_benders.c:581
type definitions for miscellaneous datastructures
Definition: struct_scip.h:59
Definition: struct_benderscut.h:37
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
Definition: scip_benders.c:651
SCIP_RETCODE SCIPsetBendersSubproblemComp(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_SORTPTRCOMP((*benderssubcomp)))
Definition: scip_benders.c:468
SCIP_RETCODE SCIPsetBendersExitsol(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)))
Definition: scip_benders.c:356
Definition: struct_var.h:198
SCIP_RETCODE SCIPsetBendersInit(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINIT((*bendersinit)))
Definition: scip_benders.c:236
SCIP_RETCODE SCIPincludeBenderscut(SCIP *scip, SCIP_BENDERS *benders, const char *name, const char *desc, int priority, SCIP_Bool islpcut, SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)), SCIP_DECL_BENDERSCUTFREE((*benderscutfree)), SCIP_DECL_BENDERSCUTINIT((*benderscutinit)), SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)), SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)), SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)), SCIP_DECL_BENDERSCUTEXEC((*benderscutexec)), SCIP_BENDERSCUTDATA *benderscutdata)
Definition: scip_benders.c:1076
SCIP_Real SCIPgetBendersAuxiliaryVarVal(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber)
Definition: scip_benders.c:922
type definitions for return codes for SCIP methods
SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
Definition: scip_benders.c:687
Definition: struct_benders.h:48
type definitions for LP management
Definition: struct_sol.h:64
SCIP_RETCODE SCIPsetBendersExit(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXIT((*bendersexit)))
Definition: scip_benders.c:260
SCIP_RETCODE SCIPcomputeBendersSubproblemLowerbound(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
Definition: scip_benders.c:950
Definition: struct_misc.h:128
SCIP_RETCODE SCIPincludeBenders(SCIP *scip, const char *name, const char *desc, int priority, SCIP_Bool cutlp, SCIP_Bool cutpseudo, SCIP_Bool cutrelax, SCIP_Bool shareauxvars, SCIP_DECL_BENDERSCOPY((*benderscopy)), SCIP_DECL_BENDERSFREE((*bendersfree)), SCIP_DECL_BENDERSINIT((*bendersinit)), SCIP_DECL_BENDERSEXIT((*bendersexit)), SCIP_DECL_BENDERSINITPRE((*bendersinitpre)), SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)), SCIP_DECL_BENDERSINITSOL((*bendersinitsol)), SCIP_DECL_BENDERSEXITSOL((*bendersexitsol)), SCIP_DECL_BENDERSGETVAR((*bendersgetvar)), SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)), SCIP_DECL_BENDERSPRESUBSOLVE((*benderspresubsolve)), SCIP_DECL_BENDERSSOLVESUBCONVEX((*benderssolvesubconvex)), SCIP_DECL_BENDERSSOLVESUB((*benderssolvesub)), SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)), SCIP_DECL_BENDERSFREESUB((*bendersfreesub)), SCIP_BENDERSDATA *bendersdata)
Definition: scip_benders.c:67
SCIP_RETCODE SCIPsetupBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type)
Definition: scip_benders.c:771
type definitions for SCIP's main datastructure
SCIP_RETCODE SCIPincludeBendersBasic(SCIP *scip, SCIP_BENDERS **bendersptr, const char *name, const char *desc, int priority, SCIP_Bool cutlp, SCIP_Bool cutpseudo, SCIP_Bool cutrelax, SCIP_Bool shareauxvars, SCIP_DECL_BENDERSGETVAR((*bendersgetvar)), SCIP_DECL_BENDERSCREATESUB((*benderscreatesub)), SCIP_BENDERSDATA *bendersdata)
Definition: scip_benders.c:142
SCIP_RETCODE SCIPsetBenderscutExit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXIT((*benderscutexit)))
Definition: scip_benders.c:1243
#define SCIP_DECL_BENDERSSOLVESUBCONVEX(x)
Definition: type_benders.h:250
type definitions for problem variables
SCIP_RETCODE SCIPsetBenderscutPriority(SCIP *scip, SCIP_BENDERSCUT *benderscut, int priority)
Definition: scip_benders.c:1315
SCIP_RETCODE SCIPstoreBendersCut(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
Definition: scip_benders.c:1357
SCIP_BENDERS * SCIPfindBenders(SCIP *scip, const char *name)
Definition: scip_benders.c:484
SCIP_RETCODE SCIPapplyBendersStoredCuts(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:1425
SCIP_RETCODE SCIPapplyBendersDecomposition(SCIP *scip, int decompindex)
Definition: scip_benders.c:1019
SCIP_RETCODE SCIPsetBendersCopy(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSCOPY((*benderscopy)))
Definition: scip_benders.c:188
SCIP_RETCODE SCIPdeactivateBenders(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:568
SCIP_RETCODE SCIPaddBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP *subproblem)
Definition: scip_benders.c:737
type definitions for Benders' decomposition methods
SCIP_RETCODE SCIPcheckBendersSubproblemOptimality(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *optimal)
Definition: scip_benders.c:883
type definitions for storing primal CIP solutions
type definitions for Benders' decomposition cut
SCIP_RETCODE SCIPsetBendersPostsolve(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSPOSTSOLVE((*benderspostsolve)))
Definition: scip_benders.c:444
SCIP_RETCODE SCIPsetBenderscutInit(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINIT((*benderscutinit)))
Definition: scip_benders.c:1219
SCIP_RETCODE SCIPsetBendersInitsol(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITSOL((*bendersinitsol)))
Definition: scip_benders.c:332
SCIP_RETCODE SCIPsetBenderscutInitsol(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTINITSOL((*benderscutinitsol)))
Definition: scip_benders.c:1267
SCIP_RETCODE SCIPsetBenderscutCopy(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTCOPY((*benderscutcopy)))
Definition: scip_benders.c:1171
SCIP_RETCODE SCIPsetBenderscutExitsol(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTEXITSOL((*benderscutexitsol)))
Definition: scip_benders.c:1291
SCIP_RETCODE SCIPsetBendersFree(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSFREE((*bendersfree)))
Definition: scip_benders.c:212
result codes for SCIP callback methods
SCIP_RETCODE SCIPsolveBendersSubproblem(SCIP *scip, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_Bool solvecip, SCIP_Real *objective)
Definition: scip_benders.c:809
SCIP_RETCODE SCIPsetBenderscutFree(SCIP *scip, SCIP_BENDERSCUT *benderscut, SCIP_DECL_BENDERSCUTFREE((*benderscutfree)))
Definition: scip_benders.c:1195
int SCIPgetBendersNSubproblems(SCIP *scip, SCIP_BENDERS *benders)
Definition: scip_benders.c:713
common defines and data types used in all packages of SCIP
SCIP_RETCODE SCIPactivateBenders(SCIP *scip, SCIP_BENDERS *benders, int nsubproblems)
Definition: scip_benders.c:546
Definition: objbenders.h:33
SCIP_RETCODE SCIPsetBendersExitpre(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSEXITPRE((*bendersexitpre)))
Definition: scip_benders.c:308
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
SCIP_RETCODE SCIPsetBendersInitpre(SCIP *scip, SCIP_BENDERS *benders, SCIP_DECL_BENDERSINITPRE((*bendersinitpre)))
Definition: scip_benders.c:284
type definitions for constraints and constraint handlers