lpi.h
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33 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
50 * This file specifies a generic LP solver interface used by SCIP to create, modify, and solve linear programs of the
57 * and query information about the solution. Although it includes a few SCIP header files, e.g., because it uses SCIP's
73 * In the methods accessing information about the (inverse of the) basis matrix, the interface assumes the following
74 * column-oriented format: slack variables of rows have coefficient +1 and the basis matrix is a regular m times m
75 * submatrix of (A,I), where m is the number of rows and I is the identity matrix. This means that if, internally, the
76 * LP solver uses coefficients -1 for some of the slack variables, then every row associated with a slack variable whose
77 * coefficient is -1 should be negated in order to return the result in terms of the LP interface definition.
79 * The creation of a new LP should always be done in the following ways: Either one can use SCIPlpiLoadColLP() or one
80 * first adds empty columns or rows. Then the matrix entries can be added by adding columns and rows, respectively.
81 * Adding matrix entries for a row or column that have not been added before will result in an error.
83 * The handling of the objective limit is as follows, if supported by the LP-solver: If the objective is larger than the
84 * objective limit for minimization problems or smaller than the objective limit for maximization problems, the solution
85 * process can be stopped. This naturally occurs in a branch-and-bound process, where the objective limit is set to the
86 * value of the best solution found so far. If the problem is a minimization problem and we use the dual simplex, the
87 * dual feasible solutions are maximized. If their value are larger than the objective limit, the process can be
90 * Some LP-solvers also support the opposite setting, but this can easily be checked after the solution process (i.e.,
91 * for a minimization problem a check whether the optimal value is smaller than the limit). Note that this check can
214 * @note ind array is not checked for duplicates, problems may appear if indices are added more than once
238 /** deletes columns from SCIP_LPI; the new position of a column must not be greater that its old position */
249 * @note ind array is not checked for duplicates, problems may appear if indices are added more than once
272 /** deletes rows from SCIP_LPI; the new position of a row must not be greater that its old position */
332 /** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */
340 /** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds
390 /** gets columns from LP problem object; the arrays have to be large enough to store all values;
430 char** colnames, /**< pointers to column names (of size at least lastcol-firstcol+1) or NULL if namestoragesize is zero */
432 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
433 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
442 char** rownames, /**< pointers to row names (of size at least lastrow-firstrow+1) or NULL if namestoragesize is zero */
444 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */
445 int* storageleft /**< amount of storage left (if < 0 the namestorage was not big enough) or NULL if namestoragesize is zero */
510 /** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */
614 * The feasibility information is with respect to the last solving call and it is only relevant if SCIPlpiWasSolved()
617 * Note that @p primalfeasible and @p dualfeasible should only return true if the solver has proved the respective LP to
618 * be feasible. Thus, the return values should be equal to the values of SCIPlpiIsPrimalFeasible() and
619 * SCIPlpiIsDualFeasible(), respectively. Note that if feasibility cannot be proved, they should return false (even if
629 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point);
637 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point),
663 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point);
671 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point),
705 * This function should return true if the solution is reliable, i.e., feasible and optimal (or proven
706 * infeasible/unbounded) with respect to the original problem. The optimality status might be with respect to a scaled
707 * version of the problem, but the solution might not be feasible to the unscaled original problem; in this case,
739 /** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */
755 * Before calling this function, the caller must ensure that the LP has been solved to optimality, i.e., that
791 * Such information is usually only available, if also a (maybe not optimal) solution is available.
792 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available.
813 /** gets current basis status for columns and rows; arrays must be large enough to store the basis status */
829 /** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */
838 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
839 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
854 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
855 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
874 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
875 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
882 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */
891 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver
892 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated;
925 /** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional
987 /** loads LPi pricing norms into solver; note that the LP might have been extended with additional
SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_clp.cpp:3276
SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPISTATE *lpistate)
Definition: lpi_clp.cpp:3429
SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val)
Definition: lpi_clp.cpp:3931
SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, const SCIP_LPINORMS *lpinorms)
Definition: lpi_clp.cpp:3610
SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas)
Definition: lpi_clp.cpp:2857
SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi)
Definition: lpi_clp.cpp:2006
SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost)
Definition: lpi_clp.cpp:2788
SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival)
Definition: lpi_clp.cpp:3692
SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat)
Definition: lpi_clp.cpp:2967
SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs)
Definition: lpi_clp.cpp:1167
SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival)
Definition: lpi_clp.cpp:3648
SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations)
Definition: lpi_clp.cpp:2921
Definition: struct_message.h:45
SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval)
Definition: lpi_clp.cpp:3833
SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_clp.cpp:3592
SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_clp.cpp:3532
type definitions for return codes for SCIP methods
SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs)
Definition: lpi_clp.cpp:1709
SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality)
Definition: lpi_clp.cpp:2940
SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval)
Definition: lpi_clp.cpp:1340
SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen)
Definition: lpi_clp.cpp:1666
SCIP_RETCODE SCIPlpiSetIntegralityInformation(SCIP_LPI *lpi, int ncols, int *intInfo)
Definition: lpi_clp.cpp:480
SCIP_RETCODE SCIPlpiGetCols(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val)
Definition: lpi_clp.cpp:1474
SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen)
Definition: lpi_clp.cpp:531
SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_clp.cpp:3314
SCIP_RETCODE SCIPlpiAddCols(SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_clp.cpp:758
SCIP_Bool SCIPlpiIsPrimalUnbounded(SCIP_LPI *lpi)
Definition: lpi_clp.cpp:2488
Definition: lpi_cpx.c:197
SCIP_RETCODE SCIPlpiAddRows(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_clp.cpp:914
SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_clp.cpp:4001
SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind)
Definition: lpi_clp.cpp:3189
SCIP_RETCODE SCIPlpiStrongbranchesFrac(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_clp.cpp:2304
SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_clp.cpp:3503
SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi)
Definition: lpi_clp.cpp:2502
SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_clp.cpp:1599
SCIP_RETCODE SCIPlpiStrongbranchFrac(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_clp.cpp:2283
type definitions for specific LP solvers interface
SCIP_RETCODE SCIPlpiStrongbranchesInt(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_clp.cpp:2350
SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible)
Definition: lpi_clp.cpp:2405
SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms)
Definition: lpi_clp.cpp:3623
SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow)
Definition: lpi_clp.cpp:986
SCIP_RETCODE SCIPlpiReadLP(SCIP_LPI *lpi, const char *fname)
Definition: lpi_clp.cpp:3972
SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval)
Definition: lpi_clp.cpp:2766
SCIP_RETCODE SCIPlpiDelRowset(SCIP_LPI *lpi, int *dstat)
Definition: lpi_clp.cpp:1018
SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate)
Definition: lpi_clp.cpp:3522
SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol)
Definition: lpi_clp.cpp:837
SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname)
Definition: lpi_clp.cpp:3552
SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval)
Definition: lpi_clp.cpp:1197
SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate)
Definition: lpi_clp.cpp:3389
SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft)
Definition: lpi_clp.cpp:1623
SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, const int *cstat, const int *rstat)
Definition: lpi_clp.cpp:3067
SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub)
Definition: lpi_clp.cpp:1084
SCIP_RETCODE SCIPlpiGetRows(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val)
Definition: lpi_clp.cpp:1538
SCIP_RETCODE SCIPlpiStrongbranchInt(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter)
Definition: lpi_clp.cpp:2329
SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover)
Definition: lpi_clp.cpp:1957
SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray)
Definition: lpi_clp.cpp:2832
SCIP_RETCODE SCIPlpiEndStrongbranch(SCIP_LPI *lpi)
Definition: lpi_clp.cpp:2018
SCIP_RETCODE SCIPlpiLoadColLP(SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val)
Definition: lpi_clp.cpp:677
Definition: lpi_clp.cpp:132
SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval)
Definition: lpi_clp.cpp:1267
SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss)
Definition: lpi_clp.cpp:1740
SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_clp.cpp:3349
SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals)
Definition: lpi_clp.cpp:1686
Definition: lpi_clp.cpp:104
SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *obj)
Definition: lpi_clp.cpp:1240
type definitions for message output methods
SCIP_RETCODE SCIPlpiInterrupt(SCIP_LPI *lpi, SCIP_Bool interrupt)
Definition: lpi_clp.cpp:3895
SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val)
Definition: lpi_clp.cpp:1771
common defines and data types used in all packages of SCIP
SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen)
Definition: lpi_clp.cpp:1220
SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds)
Definition: lpi_clp.cpp:3241
SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success)
Definition: lpi_clp.cpp:1647
SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval)
Definition: lpi_clp.cpp:3796
memory allocation routines