SCIP
Solving Constraint Integer Programs
lpi_msk.c File Reference
Detailed Description
LP interface for MOSEK.
Definition in file lpi_msk.c.
#include <assert.h>#include "mosek.h"#include "lpi/lpi.h"#include "scip/bitencode.h"#include "scip/pub_message.h"#include <string.h>#include "tinycthread/tinycthread.h"Go to the source code of this file.
Data Structures | |
| struct | SCIP_LPi |
| struct | SCIP_LPiState |
Macros | |
| #define | MSKCONST const /* this define is needed for older MOSEK versions */ |
| #define | scipmskobjsen MSKobjsensee |
| #define | SENSE2MOSEK(objsen) (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE)) |
| #define | MOSEK_CALL(x) |
| #define | SCIP_ABORT_FALSE(x) |
| #define | IS_POSINF(x) ((x) >= MSK_INFINITY) |
| #define | IS_NEGINF(x) ((x) <= -MSK_INFINITY) |
| #define | SCIP_REUSEENV |
| #define | DEBUG_PRINT_STAT 0 |
| #define | DEBUG_PARAM_SETTING 0 |
| #define | DEBUG_CHECK_DATA 0 |
| #define | DEBUG_EASY_REPRODUCE 0 |
| #define | DEBUG_DO_INTPNT_FEAS_CHECK 0 |
| #define | DEBUG_CHECK_STATE_TOL 1e-5 |
| #define | SHOW_ERRORS 0 |
| #define | SHOW_RELATIVE_OPTIMAL_GAP 0 |
| #define | ASSERT_ON_NUMERICAL_TROUBLES 0 |
| #define | ASSERT_ON_WARNING 0 |
| #define | FORCE_MOSEK_LOG 0 /* note that changing this AND setting lpinfo will lead to asserts in lpCheckIntpar */ |
| #define | FORCE_MOSEK_SUMMARY 0 |
| #define | FORCE_NO_MAXITER 0 |
| #define | SETBACK_LIMIT 250 |
| #define | STRONGBRANCH_PRICING MSK_SIM_SELECTION_SE |
| #define | SUPRESS_NAME_ERROR 1 |
| #define | WRITE_DUAL 0 |
| #define | WRITE_PRIMAL 0 |
| #define | WRITE_INTPNT 0 |
| #define | DEGEN_LEVEL MSK_SIM_DEGEN_FREE |
| #define | ALWAYS_SOLVE_PRIMAL_FORM 1 |
| #define | COLS_PER_PACKET SCIP_DUALPACKETSIZE |
| #define | ROWS_PER_PACKET SCIP_DUALPACKETSIZE |
| #define | STR_HELPER(x) #x |
| #define | STR(x) STR_HELPER(x) |
| #define | mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION) |
Typedefs | |
| typedef enum MSKoptimizertype_enum | MSKoptimizertype |
| typedef SCIP_DUALPACKET | COLPACKET |
| typedef SCIP_DUALPACKET | ROWPACKET |
Variables | |
| static MSKenv_t | reusemosekenv = NULL |
| static int | numlp = 0 |
| static const char * | paramname [] |
Macro Definition Documentation
◆ MSKCONST
| #define MSKCONST const /* this define is needed for older MOSEK versions */ |
◆ scipmskobjsen
◆ SENSE2MOSEK
| #define SENSE2MOSEK | ( | objsen | ) | (((objsen)==SCIP_OBJSEN_MINIMIZE)?(MSK_OBJECTIVE_SENSE_MINIMIZE):(MSK_OBJECTIVE_SENSE_MAXIMIZE)) |
Definition at line 56 of file lpi_msk.c.
Referenced by SCIPlpiChgObjsen(), SCIPlpiCreate(), and SCIPlpiLoadColLP().
◆ MOSEK_CALL
| #define MOSEK_CALL | ( | x | ) |
Value:
do \
{ /*lint --e{641}*/ \
MSKrescodee _restat_; \
_restat_ = (x); \
if( (_restat_) != MSK_RES_OK && (_restat_ ) != MSK_RES_TRM_MAX_NUM_SETBACKS ) \
{ \
SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_); \
return SCIP_LPERROR; \
} \
} \
while( FALSE )
Definition: type_retcode.h:40
Definition at line 60 of file lpi_msk.c.
Referenced by checkState1(), convertstat_mosek2scip(), convertstat_mosek2scip_slack(), getASlice(), getbase(), getSolutionStatus(), handle_singular(), printstr(), SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiFree(), SCIPlpiGetBase(), SCIPlpiGetBasisInd(), SCIPlpiGetBInvACol(), SCIPlpiGetBInvARow(), SCIPlpiGetBInvCol(), SCIPlpiGetBInvRow(), SCIPlpiGetBounds(), SCIPlpiGetCoef(), SCIPlpiGetDualfarkas(), SCIPlpiGetIntpar(), SCIPlpiGetNCols(), SCIPlpiGetNNonz(), SCIPlpiGetNRows(), SCIPlpiGetObj(), SCIPlpiGetObjsen(), SCIPlpiGetObjval(), SCIPlpiGetPrimalRay(), SCIPlpiGetRealpar(), SCIPlpiGetSides(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiLoadColLP(), SCIPlpiReadLP(), SCIPlpiReadState(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetIntpar(), SCIPlpiSetRealpar(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), SCIPlpiStrongbranch(), SCIPlpiWriteLP(), SCIPlpiWriteState(), setbase(), and SolveWSimplex().
◆ SCIP_ABORT_FALSE
| #define SCIP_ABORT_FALSE | ( | x | ) |
Value:
do \
{ \
SCIP_RETCODE _restat_; \
{ \
SCIPerrorMessage("LP Error: MOSEK returned %d.\n", (int)_restat_); \
SCIPABORT(); \
return FALSE; \
} \
} \
while( FALSE )
Definition: type_retcode.h:33
Definition at line 73 of file lpi_msk.c.
Referenced by SCIPlpiExistsDualRay(), SCIPlpiExistsPrimalRay(), SCIPlpiHasDualRay(), SCIPlpiHasPrimalRay(), SCIPlpiIsDualFeasible(), SCIPlpiIsOptimal(), SCIPlpiIsPrimalFeasible(), and SCIPlpiIsPrimalUnbounded().
◆ IS_POSINF
Definition at line 85 of file lpi_msk.c.
Referenced by generateMskBoundkeys(), SCIPlpiIsInfinity(), and SCIPlpiStrongbranch().
◆ IS_NEGINF
Definition at line 86 of file lpi_msk.c.
Referenced by generateMskBoundkeys(), and SCIPlpiStrongbranch().
◆ SCIP_REUSEENV
◆ DEBUG_PRINT_STAT
◆ DEBUG_PARAM_SETTING
◆ DEBUG_CHECK_DATA
◆ DEBUG_EASY_REPRODUCE
◆ DEBUG_DO_INTPNT_FEAS_CHECK
◆ DEBUG_CHECK_STATE_TOL
| #define DEBUG_CHECK_STATE_TOL 1e-5 |
Definition at line 110 of file lpi_msk.c.
Referenced by checkState1().
◆ SHOW_ERRORS
◆ SHOW_RELATIVE_OPTIMAL_GAP
◆ ASSERT_ON_NUMERICAL_TROUBLES
◆ ASSERT_ON_WARNING
◆ FORCE_MOSEK_LOG
| #define FORCE_MOSEK_LOG 0 /* note that changing this AND setting lpinfo will lead to asserts in lpCheckIntpar */ |
◆ FORCE_MOSEK_SUMMARY
◆ FORCE_NO_MAXITER
◆ SETBACK_LIMIT
| #define SETBACK_LIMIT 250 |
Definition at line 118 of file lpi_msk.c.
Referenced by SCIPlpiCreate().
◆ STRONGBRANCH_PRICING
| #define STRONGBRANCH_PRICING MSK_SIM_SELECTION_SE |
Definition at line 119 of file lpi_msk.c.
Referenced by SCIPlpiStrongbranch().
◆ SUPRESS_NAME_ERROR
◆ WRITE_DUAL
◆ WRITE_PRIMAL
◆ WRITE_INTPNT
◆ DEGEN_LEVEL
| #define DEGEN_LEVEL MSK_SIM_DEGEN_FREE |
Definition at line 127 of file lpi_msk.c.
Referenced by SCIPlpiCreate().
◆ ALWAYS_SOLVE_PRIMAL_FORM
◆ COLS_PER_PACKET
| #define COLS_PER_PACKET SCIP_DUALPACKETSIZE |
Definition at line 183 of file lpi_msk.c.
Referenced by colpacketNum().
◆ ROWS_PER_PACKET
| #define ROWS_PER_PACKET SCIP_DUALPACKETSIZE |
Definition at line 185 of file lpi_msk.c.
Referenced by rowpacketNum().
◆ STR_HELPER
◆ STR
| #define STR | ( | x | ) | STR_HELPER(x) |
◆ mskname
| #define mskname "MOSEK " STR(MSK_VERSION_MAJOR) "." STR(MSK_VERSION_MINOR) "." STR(MSK_VERSION_BUILD) "." STR(MSK_VERSION_REVISION) |
Definition at line 739 of file lpi_msk.c.
Referenced by SCIPlpiGetSolverName().
Typedef Documentation
◆ MSKoptimizertype
| typedef enum MSKoptimizertype_enum MSKoptimizertype |
◆ COLPACKET
| typedef SCIP_DUALPACKET COLPACKET |
◆ ROWPACKET
| typedef SCIP_DUALPACKET ROWPACKET |
Function Documentation
◆ MSK_getsolutionstatus()
|
static |
gives problem and solution status for a Mosek Task
With Mosek 7.0, the routine MSK_getsolutionstatus was replaced by MSK_getprosta and MSK_getsolsta.
- Parameters
-
task Mosek Task whichsol for which type of solution a status is requested prosta buffer to store problem status, or NULL if not needed solsta buffer to store solution status, or NULL if not needed
Definition at line 208 of file lpi_msk.c.
References NULL.
Referenced by getSolutionStatus(), SCIPlpiGetSol(), SCIPlpiGetSolFeasibility(), SCIPlpiGetState(), SCIPlpiSolveBarrier(), SCIPlpiSolveDual(), SCIPlpiSolvePrimal(), and SolveWSimplex().
◆ colpacketNum()
|
static |
returns the number of packets needed to store column packet information
- Parameters
-
ncols number of columns to store
Definition at line 235 of file lpi_msk.c.
References COLS_PER_PACKET.
Referenced by lpistateCreate(), and lpistateFree().
◆ rowpacketNum()
|
static |
returns the number of packets needed to store row packet information
- Parameters
-
nrows number of rows to store
Definition at line 244 of file lpi_msk.c.
References ROWS_PER_PACKET.
Referenced by lpistateCreate(), and lpistateFree().
◆ printstr()
|
static |
print string using message handler of SCIP
- Parameters
-
handle error handle str string that contains string on output
Definition at line 253 of file lpi_msk.c.
References BMSallocMemoryArray, BMSfreeMemoryArray, MOSEK_CALL, SCIP_LPi::mosekenv, NULL, SCIP_ALLOC, SCIP_OKAY, SCIPdebugMessage, SCIPerrorMessage, SCIPmessagePrintInfo(), and SCIP_LPi::task.
Referenced by SCIPlpiCreate().
◆ ensureBkxMem()
|
static |
resizes bound keys array bkx to have at least ncols entries
- Parameters
-
lpi pointer to an LP interface structure ncols number of columns
Definition at line 390 of file lpi_msk.c.
References SCIP_LPi::bkx, SCIP_LPi::bkxsize, BMSreallocMemoryArray, MAX, SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiAddCols(), SCIPlpiChgBounds(), and SCIPlpiLoadColLP().
◆ ensureBkcMem()
|
static |
resizes bound keys array bkc to have at least nrows entries
- Parameters
-
lpi pointer to an LP interface structure nrows number of rows
Definition at line 409 of file lpi_msk.c.
References SCIP_LPi::bkc, SCIP_LPi::bkcsize, BMSreallocMemoryArray, MAX, SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiAddRows(), SCIPlpiChgSides(), and SCIPlpiLoadColLP().
◆ ensureAptreMem()
|
static |
resizes aptre array to have at least n entries
- Parameters
-
lpi pointer to an LP interface structure n number of entries
Definition at line 428 of file lpi_msk.c.
References SCIP_LPi::aptre, SCIP_LPi::aptresize, BMSreallocMemoryArray, MAX, SCIP_ALLOC, and SCIP_OKAY.
Referenced by getASlice(), SCIPlpiAddCols(), SCIPlpiAddRows(), and SCIPlpiLoadColLP().
◆ invalidateSolution()
|
static |
marks the current LP to be unsolved
- Parameters
-
lpi pointer to an LP interface structure
Definition at line 447 of file lpi_msk.c.
References FALSE, NULL, and SCIP_LPi::solved.
Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgCoef(), SCIPlpiChgObj(), SCIPlpiChgObjsen(), SCIPlpiChgSides(), SCIPlpiClear(), SCIPlpiCreate(), SCIPlpiDelCols(), SCIPlpiDelColset(), SCIPlpiDelRows(), SCIPlpiDelRowset(), SCIPlpiLoadColLP(), SCIPlpiScaleCol(), SCIPlpiScaleRow(), SCIPlpiSetBase(), SCIPlpiSetState(), SCIPlpiSolveBarrier(), SCIPlpiStrongbranch(), and SolveWSimplex().
◆ generateMskBoundkeys()
|
static |
compute boundkeys to inform MOSEK about fixed/free/ranged/lower bounded/upper bounded variables or constraints
- Parameters
-
n array size lb lower bounds of variables or left-hand sides of ranged rows ub upper bounds of variables or right-hand sides of ranged rows bk pointer to store boundkeys to inform MOSEK about status of var/row
Definition at line 458 of file lpi_msk.c.
References IS_NEGINF, IS_POSINF, and NULL.
Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), SCIPlpiChgBounds(), SCIPlpiChgSides(), and SCIPlpiLoadColLP().
◆ getEndptrs()
|
static |
get end pointers of arrays
- Parameters
-
n array size beg array of beginning indices nnonz number of nonzeros aptre array to store the result
Definition at line 509 of file lpi_msk.c.
References NULL, and SCIP_OKAY.
Referenced by SCIPlpiAddCols(), SCIPlpiAddRows(), and SCIPlpiLoadColLP().
◆ getIndicesRange()
|
static |
compute indices from range
- Parameters
-
first first index last last index sub pointer to store the indices ranges
Definition at line 543 of file lpi_msk.c.
References BMSallocMemoryArray, SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiDelCols(), and SCIPlpiDelRows().
◆ getIndicesFromDense()
|
static |
compute indices from dense array
- Parameters
-
dstat array n size of array count array of counts (sizes) sub pointer to store array of indices
Definition at line 565 of file lpi_msk.c.
References BMSallocMemoryArray, NULL, SCIP_ALLOC, and SCIP_OKAY.
Referenced by SCIPlpiDelColset(), and SCIPlpiDelRowset().
◆ scale_vec()
|
static |
scale a vector
- Parameters
-
len length of vector vec vector to be scaled s scaling factor
Definition at line 608 of file lpi_msk.c.
Referenced by SCIPlpiScaleCol(), and SCIPlpiScaleRow().
◆ scale_bound()
|
static |
scale lower and upper bound
- Parameters
-
bk pointer to store boundkeys to inform MOSEK about status of var/row bl lower bound bu upper bound s scaling factor
Definition at line 623 of file lpi_msk.c.
References SCIPABORT.
Referenced by SCIPlpiScaleCol(), and SCIPlpiScaleRow().
◆ ensureStateMem()
|
static |
resizes state arrays to have at least ncols/nrows entries
- Parameters
-
lpi pointer to an LP interface structure ncols number of columns nrows number of rows
Definition at line 666 of file lpi_msk.c.
References BMSreallocMemoryArray, MAX, SCIP_ALLOC, SCIP_OKAY, SCIP_LPi::skc, SCIP_LPi::skcsize, SCIP_LPi::skx, and SCIP_LPi::skxsize.
Referenced by getbase(), SCIPlpiSetBase(), and SCIPlpiSetState().
◆ getbase()
|
static |
get base and store in skc/skx arrays
- Parameters
-
lpi pointer to an LP interface structure ncols number of columns nrows number of rows
Definition at line 695 of file lpi_msk.c.
References ensureStateMem(), SCIP_LPi::lastsolvetype, SCIP_LPi::lpid, MOSEK_CALL, NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::skc, SCIP_LPi::skx, and SCIP_LPi::task.
Referenced by SCIPlpiGetBase(), SCIPlpiGetState(), SCIPlpiSetState(), and SCIPlpiStrongbranch().
◆ setbase()
|
static |
set base to the values given in skc/skx arrays
- Parameters
-
lpi pointer to an LP interface structure
Definition at line 714 of file lpi_msk.c.
References FALSE, SCIP_LPi::lastsolvetype, SCIP_LPi::lpid, MOSEK_CALL, NULL, SCIP_OKAY, SCIPdebugMessage, SCIP_LPi::skc, SCIP_LPi::skx, SCIP_LPi::solved, and SCIP_LPi::task.
Referenced by SCIPlpiSetBase(), SCIPlpiSetState(), and SCIPlpiStrongbranch().
◆ paramty2str()
|
static |
method mapping parameter index to parameter name
Definition at line 5047 of file lpi_msk.c.
References paramname, SCIP_LPPAR_BARRIERCONVTOL, SCIP_LPPAR_CONDITIONLIMIT, SCIP_LPPAR_DUALFEASTOL, SCIP_LPPAR_FASTMIP, SCIP_LPPAR_FEASTOL, SCIP_LPPAR_FROMSCRATCH, SCIP_LPPAR_LPINFO, SCIP_LPPAR_LPITLIM, SCIP_LPPAR_LPTILIM, SCIP_LPPAR_MARKOWITZ, SCIP_LPPAR_OBJLIM, SCIP_LPPAR_POLISHING, SCIP_LPPAR_PRESOLVING, SCIP_LPPAR_PRICING, SCIP_LPPAR_RANDOMSEED, SCIP_LPPAR_REFACTOR, SCIP_LPPAR_ROWREPSWITCH, SCIP_LPPAR_SCALING, SCIP_LPPAR_THREADS, and SCIP_LPPAR_TIMING.
Referenced by SCIPlpiGetIntpar(), SCIPlpiGetRealpar(), SCIPlpiSetIntpar(), and SCIPlpiSetRealpar().
Variable Documentation
◆ reusemosekenv
|
static |
Definition at line 97 of file lpi_msk.c.
Referenced by SCIPlpiCreate(), and SCIPlpiFree().
◆ numlp
|
static |
Definition at line 98 of file lpi_msk.c.
Referenced by SCIPlpiCreate(), and SCIPlpiFree().
◆ paramname
|
static |
Initial value:
= {
"SCIP_LPPAR_FROMSCRATCH",
"SCIP_LPPAR_FASTMIP",
"SCIP_LPPAR_SCALING",
"SCIP_LPPAR_PRESOLVING",
"SCIP_LPPAR_PRICING",
"SCIP_LPPAR_LPINFO",
"SCIP_LPPAR_FEASTOL",
"SCIP_LPPAR_DUALFEASTOL",
"SCIP_LPPAR_BARRIERCONVTOL",
"SCIP_LPPAR_OBJLIM",
"SCIP_LPPAR_LPITLIM",
"SCIP_LPPAR_LPTILIM",
"SCIP_LPPAR_MARKOWITZ",
"SCIP_LPPAR_ROWREPSWITCH",
"SCIP_LPPAR_THREADS",
"SCIP_LPPAR_CONDITIONLIMIT",
"SCIP_LPPAR_TIMING",
"SCIP_LPPAR_RANDOMSEED",
"SCIP_LPPAR_POLISHING",
"SCIP_LPPAR_REFACTOR"
}
constant array containing the parameter names
Definition at line 5021 of file lpi_msk.c.
Referenced by addFixParamDialog(), addSetParamDialog(), alnsIncludeNeighborhood(), checkTransferBoolParam(), doBendersCreate(), doBenderscutCreate(), doBranchruleCreate(), doComprCreate(), doConcsolverTypeCreate(), doConflicthdlrCreate(), doConshdlrCreate(), doCutselCreate(), doDispCreate(), doHeurCreate(), doNodeselCreate(), doPresolCreate(), doPricerCreate(), doPropCreate(), doRelaxCreate(), doSepaCreate(), doTableCreate(), emphasisParse(), paramSetBool(), paramSetChar(), paramSetInt(), paramSetLongint(), paramsetParse(), paramSetReal(), paramsetSetHeuristicsAggressive(), paramsetSetHeuristicsDefault(), paramsetSetHeuristicsFast(), paramsetSetHeuristicsOff(), paramsetSetPresolvingAggressive(), paramsetSetPresolvingDefault(), paramsetSetPresolvingFast(), paramsetSetPresolvingOff(), paramsetSetSeparatingAggressive(), paramsetSetSeparatingDefault(), paramsetSetSeparatingOff(), paramty2str(), SCIP_DECL_CONCSOLVERCREATEINST(), SCIP_DECL_NLPICREATEPROBLEM(), SCIPdivesetCreate(), SCIPincludeBenderscutInt(), SCIPincludeBenderscutNogood(), SCIPincludeBenderscutOpt(), SCIPincludeConsUpgradeNonlinear(), SCIPincludeDialogDefaultFix(), SCIPincludeDialogDefaultSet(), SCIPincludeNlpi(), SCIPincludeNlpSolverIpopt(), SCIPnlhdlrCreate(), SCIPparamsetCopyParams(), SCIPparamsetSetEmphasis(), SCIPparamsetSetToDefault(), SCIPparamsetSetToSubscipsOff(), SCIPsetConshdlrPresol(), SCIPsetConshdlrProp(), SCIPsetConshdlrSepa(), and SCIPsetPropPresol().