Scippy

SCIP

Solving Constraint Integer Programs

type_nlpi.h
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1/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2/* */
3/* This file is part of the program and library */
4/* SCIP --- Solving Constraint Integer Programs */
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6/* Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB) */
7/* */
8/* Licensed under the Apache License, Version 2.0 (the "License"); */
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23/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
24
25/**@file type_nlpi.h
26 * @ingroup TYPEDEFINITIONS
27 * @brief type definitions for NLP solver interfaces
28 * @author Stefan Vigerske
29 * @author Thorsten Gellermann
30 */
31
32/** @defgroup DEFPLUGINS_NLPI Default NLP solver interfaces
33 * @ingroup DEFPLUGINS
34 * @brief implementation files (.c/.cpp files) of the default NLP solver interfaces of SCIP
35 */
36
37/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
38
39#ifndef __SCIP_TYPE_NLPI_H__
40#define __SCIP_TYPE_NLPI_H__
41
42#include "scip/def.h"
43#include "scip/type_scip.h"
44#include "scip/type_expr.h"
45#include "scip/type_nlp.h"
46
47#ifdef __cplusplus
48extern "C" {
49#endif
50
51typedef struct SCIP_Nlpi SCIP_NLPI; /**< NLP solver interface */
52typedef struct SCIP_NlpiData SCIP_NLPIDATA; /**< locally defined NLP solver interface data */
53typedef struct SCIP_NlpiProblem SCIP_NLPIPROBLEM; /**< locally defined NLP solver interface data for a specific problem instance */
54
55/** NLP solver fast-fail levels */
56enum SCIP_NlpParam_FastFail
57{
58 SCIP_NLPPARAM_FASTFAIL_OFF = 0, /**< never stop if progress is still possible */
59 SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE = 1, /**< stop if it seems unlikely that an improving point can be found */
60 SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE = 2 /**< stop if convergence rate is low */
61};
62/** NLP solver fast-fail levels */
63typedef enum SCIP_NlpParam_FastFail SCIP_NLPPARAM_FASTFAIL;
64
65/** parameters for NLP solve */
66struct SCIP_NlpParam
67{
68 SCIP_Real lobjlimit; /**< lower objective limit (cutoff) */
69 SCIP_Real feastol; /**< feasibility tolerance (maximal allowed absolute violation of constraints and variable bounds) */
70 SCIP_Real opttol; /**< optimality tolerance (maximal allowed absolute violation of optimality conditions) */
71 SCIP_Real solvertol; /**< solver-specific tolerance on accuracy, e.g., maximal violation of feasibility and optimality in scaled problem (0.0: use solver default) */
72 SCIP_Real timelimit; /**< time limit in seconds: use SCIP_REAL_MAX to use remaining time available for SCIP solve (limits/time - currenttime) */
73 int iterlimit; /**< iteration limit */
74 unsigned short verblevel; /**< verbosity level of output of NLP solver to the screen: 0 off, 1 normal, 2 debug, > 2 more debug */
75 SCIP_NLPPARAM_FASTFAIL fastfail; /**< whether the NLP solver should stop early if convergence is slow */
76 SCIP_Bool expectinfeas; /**< whether to expect an infeasible problem */
77 SCIP_Bool warmstart; /**< whether to try to use solution of previous solve as starting point (if available) */
78 const char* caller; /**< name of file from which NLP is solved (it's fine to set this to NULL) */
79};
80/** parameters for NLP solve */
81typedef struct SCIP_NlpParam SCIP_NLPPARAM;
82
83/** default verbosity level in NLP parameters */
84#if defined(SCIP_DEBUG) || defined(SCIP_MOREDEBUG) || defined(SCIP_EVENMOREDEBUG)
85#define SCIP_NLPPARAM_DEFAULT_VERBLEVEL 1
86#else
87#define SCIP_NLPPARAM_DEFAULT_VERBLEVEL 0
88#endif
89
90#if !defined(_MSC_VER) || _MSC_VER >= 1800
91/** default values for parameters
92 *
93 * Typical use for this define is the initialization of a SCIP_NLPPARAM struct, e.g.,
94 *
95 * SCIP_NLPPARAM nlpparam = { SCIP_NLPPARAM_DEFAULT(scip); } //lint !e446
96 *
97 * or
98 *
99 * SCIP_NLPPARAM nlpparam;
100 * nlpparam = (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT(scip); } //lint !e446
101 */
102#define SCIP_NLPPARAM_DEFAULT_INITS(scip) \
103 .lobjlimit = SCIP_REAL_MIN, \
104 .feastol = SCIPfeastol(scip), \
105 .opttol = SCIPdualfeastol(scip), \
106 .solvertol = 0.0, \
107 .timelimit = SCIP_REAL_MAX, \
108 .iterlimit = INT_MAX, \
109 .verblevel = SCIP_NLPPARAM_DEFAULT_VERBLEVEL, \
110 .fastfail = SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE, \
111 .expectinfeas= FALSE, \
112 .warmstart = FALSE, \
113 .caller = __FILE__
114
115/** default values for parameters
116 *
117 * Typical use for this define is the initialization of a SCIP_NLPPARAM struct, e.g.,
118 *
119 * SCIP_NLPPARAM nlpparam = SCIP_NLPPARAM_DEFAULT(scip); //lint !e446
120 *
121 * or
122 *
123 * SCIP_NLPPARAM nlpparam;
124 * nlpparam = SCIP_NLPPARAM_DEFAULT(scip); //lint !e446
125 */
126#define SCIP_NLPPARAM_DEFAULT(scip) (SCIP_NLPPARAM){ SCIP_NLPPARAM_DEFAULT_INITS(scip) }
127
128#else
129/** default NLP parameters with static initialization; required for SCIPsolveNlpi macro with ancient MSVC */
130static const SCIP_NLPPARAM SCIP_NLPPARAM_DEFAULT_STATIC = {
131 SCIP_REAL_MIN, SCIP_DEFAULT_FEASTOL, SCIP_DEFAULT_DUALFEASTOL, 0.0, SCIP_REAL_MAX, INT_MAX, SCIP_NLPPARAM_DEFAULT_VERBLEVEL, SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE, FALSE, FALSE, __FILE__
132};
133#define SCIP_NLPPARAM_DEFAULT(scip) SCIP_NLPPARAM_DEFAULT_STATIC
134#endif
135
136/** macro to help printing values of SCIP_NLPPARAM struct
137 *
138 * Typical use for this define is something like
139 *
140 * SCIPdebugMsg(scip, "calling NLP solver with parameters " SCIP_NLPPARAM_PRINT(param));
141 */
142#define SCIP_NLPPARAM_PRINT(param) \
143 "lobjlimit = %g, " \
144 "feastol = %g, " \
145 "opttol = %g, " \
146 "solvertol = %g, " \
147 "timelimit = %g, " \
148 "iterlimit = %d, " \
149 "verblevel = %hd, " \
150 "fastfail = %d, " \
151 "expectinfeas = %d, " \
152 "warmstart = %d, " \
153 "called by %s\n", \
154 (param).lobjlimit, (param).feastol, (param).opttol, (param).solvertol, (param).timelimit, (param).iterlimit, \
155 (param).verblevel, (param).fastfail, (param).expectinfeas, (param).warmstart, (param).caller != NULL ? (param).caller : "unknown"
156
157/** NLP solution status */
158enum SCIP_NlpSolStat
159{
160 SCIP_NLPSOLSTAT_GLOBOPT = 0, /**< solved to global optimality */
161 SCIP_NLPSOLSTAT_LOCOPT = 1, /**< solved to local optimality */
162 SCIP_NLPSOLSTAT_FEASIBLE = 2, /**< feasible solution found */
163 SCIP_NLPSOLSTAT_LOCINFEASIBLE = 3, /**< solution found is local infeasible */
164 SCIP_NLPSOLSTAT_GLOBINFEASIBLE = 4, /**< problem is proven infeasible */
165 SCIP_NLPSOLSTAT_UNBOUNDED = 5, /**< problem is unbounded */
166 SCIP_NLPSOLSTAT_UNKNOWN = 6 /**< unknown solution status (e.g., problem not solved yet) */
167};
168typedef enum SCIP_NlpSolStat SCIP_NLPSOLSTAT; /**< NLP solution status */
169
170/** NLP solver termination status */
171enum SCIP_NlpTermStat
172{
173 SCIP_NLPTERMSTAT_OKAY = 0, /**< terminated successfully */
174 SCIP_NLPTERMSTAT_TIMELIMIT = 1, /**< time limit exceeded */
175 SCIP_NLPTERMSTAT_ITERLIMIT = 2, /**< iteration limit exceeded */
176 SCIP_NLPTERMSTAT_LOBJLIMIT = 3, /**< lower objective limit reached */
177 SCIP_NLPTERMSTAT_INTERRUPT = 4, /**< SCIP has been asked to stop (SCIPinterruptSolve() called) */
178 SCIP_NLPTERMSTAT_NUMERICERROR = 5, /**< stopped on numerical error */
179 SCIP_NLPTERMSTAT_EVALERROR = 6, /**< stopped on function evaluation error */
180 SCIP_NLPTERMSTAT_OUTOFMEMORY = 7, /**< memory exceeded */
181 SCIP_NLPTERMSTAT_LICENSEERROR = 8, /**< problems with license of NLP solver */
182 SCIP_NLPTERMSTAT_OTHER = 9 /**< other error (= this should never happen) */
183#if defined(GCC_VERSION) && GCC_VERSION >= 600 && !defined(__INTEL_COMPILER) /* _attribute__ ((deprecated)) within enums not allowed for older GCCs; ICC ignores attributes */
184 ,/* for some backward compatibility */
185 SCIP_NLPTERMSTAT_TILIM SCIP_DEPRECATED = SCIP_NLPTERMSTAT_TIMELIMIT,
186 SCIP_NLPTERMSTAT_ITLIM SCIP_DEPRECATED = SCIP_NLPTERMSTAT_ITERLIMIT,
187 SCIP_NLPTERMSTAT_LOBJLIM SCIP_DEPRECATED = SCIP_NLPTERMSTAT_LOBJLIMIT,
188 SCIP_NLPTERMSTAT_NUMERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_NUMERICERROR,
189 SCIP_NLPTERMSTAT_EVALERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_EVALERROR,
190 SCIP_NLPTERMSTAT_MEMERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_OUTOFMEMORY,
191 SCIP_NLPTERMSTAT_LICERR SCIP_DEPRECATED = SCIP_NLPTERMSTAT_LICENSEERROR
192#endif
193};
194typedef enum SCIP_NlpTermStat SCIP_NLPTERMSTAT; /**< NLP solver termination status */
195
196/** Statistics from an NLP solve */
197struct SCIP_NlpStatistics
198{
199 int niterations; /**< number of iterations the NLP solver spend in the last solve command */
200 SCIP_Real totaltime; /**< total time in CPU sections the NLP solver spend in the last solve command */
201 SCIP_Real evaltime; /**< time spend in evaluation of functions and their derivatives (only measured if timing/nlpieval = TRUE) */
202
203 SCIP_Real consviol; /**< maximal absolute constraint violation in current solution, or SCIP_INVALID if not available */
204 SCIP_Real boundviol; /**< maximal absolute variable bound violation in current solution, or SCIP_INVALID if not available */
205};
206typedef struct SCIP_NlpStatistics SCIP_NLPSTATISTICS; /**< NLP solve statistics */
207
208/** copy method of NLP interface (called when SCIP copies plugins)
209 *
210 * Implementation of this callback is optional.
211 *
212 * \param[in] scip target SCIP where to include copy of NLPI
213 * \param[in] sourcenlpi the NLP interface to copy
214 */
215#define SCIP_DECL_NLPICOPY(x) SCIP_RETCODE x (\
216 SCIP* scip, \
217 SCIP_NLPI* sourcenlpi)
218
219/** frees the data of the NLP interface
220 *
221 * \param[in] scip SCIP data structure
222 * \param[in] nlpi datastructure for solver interface
223 * \param[in] nlpidata NLPI data to free
224 */
225#define SCIP_DECL_NLPIFREE(x) SCIP_RETCODE x (\
226 SCIP* scip, \
227 SCIP_NLPI* nlpi, \
228 SCIP_NLPIDATA** nlpidata)
229
230/** gets pointer to solver-internal NLP solver
231 *
232 * Implementation of this callback is optional.
233 *
234 * Depending on the solver interface, a solver pointer may exist for every NLP problem instance.
235 * For this case, a nlpiproblem can be passed in as well.
236 *
237 * \param[in] scip SCIP data structure
238 * \param[in] nlpi datastructure for solver interface
239 * \param[in] problem datastructure for problem instance, or NULL
240 *
241 * \return void pointer to solver
242 */
243#define SCIP_DECL_NLPIGETSOLVERPOINTER(x) void* x (\
244 SCIP* scip, \
245 SCIP_NLPI* nlpi, \
246 SCIP_NLPIPROBLEM* problem)
247
248/** creates a problem instance
249 *
250 * \param[in] scip SCIP data structure
251 * \param[in] nlpi datastructure for solver interface
252 * \param[out] problem pointer to store the problem data
253 * \param[in] name name of problem, can be NULL
254 */
255#define SCIP_DECL_NLPICREATEPROBLEM(x) SCIP_RETCODE x (\
256 SCIP* scip, \
257 SCIP_NLPI* nlpi, \
258 SCIP_NLPIPROBLEM** problem, \
259 const char* name)
260
261/** free a problem instance
262 *
263 * \param[in] scip SCIP data structure
264 * \param[in] nlpi datastructure for solver interface
265 * \param[in] problem pointer where problem data is stored
266 */
267#define SCIP_DECL_NLPIFREEPROBLEM(x) SCIP_RETCODE x (\
268 SCIP* scip, \
269 SCIP_NLPI* nlpi, \
270 SCIP_NLPIPROBLEM** problem)
271
272/** gets pointer to solver-internal problem instance
273 *
274 * Implementation of this callback is optional.
275 *
276 * \param[in] scip SCIP data structure
277 * \param[in] nlpi datastructure for solver interface
278 * \param[in] problem datastructure for problem instance
279 *
280 * \return void pointer to problem instance
281 */
282#define SCIP_DECL_NLPIGETPROBLEMPOINTER(x) void* x (\
283 SCIP* scip, \
284 SCIP_NLPI* nlpi, \
285 SCIP_NLPIPROBLEM* problem)
286
287/** adds variables
288 *
289 * \param[in] scip SCIP data structure
290 * \param[in] nlpi datastructure for solver interface
291 * \param[in] problem datastructure for problem instance
292 * \param[in] nvars number of variables
293 * \param[in] lbs lower bounds of variables, can be NULL if -infinity
294 * \param[in] ubs upper bounds of variables, can be NULL if +infinity
295 * \param[in] varnames names of variables, can be NULL
296 */
297#define SCIP_DECL_NLPIADDVARS(x) SCIP_RETCODE x (\
298 SCIP* scip, \
299 SCIP_NLPI* nlpi, \
300 SCIP_NLPIPROBLEM* problem, \
301 int nvars, \
302 const SCIP_Real* lbs, \
303 const SCIP_Real* ubs, \
304 const char** varnames)
305
306/** add constraints
307 *
308 * \param[in] scip SCIP data structure
309 * \param[in] nlpi datastructure for solver interface
310 * \param[in] problem datastructure for problem instance
311 * \param[in] ncons number of added constraints
312 * \param[in] lhss left hand sides of constraints, can be NULL if -infinity
313 * \param[in] rhss right hand sides of constraints, can be NULL if +infinity
314 * \param[in] nlininds number of linear coefficients for each constraint; may be NULL in case of no linear part
315 * \param[in] lininds indices of variables for linear coefficients for each constraint; may be NULL in case of no linear part
316 * \param[in] linvals values of linear coefficient for each constraint; may be NULL in case of no linear part
317 * \param[in] exprs expressions for nonlinear part of constraints; may be NULL or entries may be NULL when no nonlinear parts
318 * \param[in] names names of constraints; may be NULL or entries may be NULL
319 */
320#define SCIP_DECL_NLPIADDCONSTRAINTS(x) SCIP_RETCODE x (\
321 SCIP* scip, \
322 SCIP_NLPI* nlpi, \
323 SCIP_NLPIPROBLEM* problem, \
324 int nconss, \
325 const SCIP_Real* lhss, \
326 const SCIP_Real* rhss, \
327 const int* nlininds, \
328 int* const* lininds, \
329 SCIP_Real* const* linvals, \
330 SCIP_EXPR** exprs, \
331 const char** names)
332
333/** sets or overwrites objective, a minimization problem is expected
334 *
335 * \param[in] scip SCIP data structure
336 * \param[in] nlpi datastructure for solver interface
337 * \param[in] problem datastructure for problem instance
338 * \param[in] nlins number of linear variables
339 * \param[in] lininds variable indices; may be NULL in case of no linear part
340 * \param[in] linvals coefficient values; may be NULL in case of no linear part
341 * \param[in] expr expression for nonlinear part of objective function; may be NULL in case of no nonlinear part
342 * \param[in] constant objective value offset
343 */
344#define SCIP_DECL_NLPISETOBJECTIVE(x) SCIP_RETCODE x (\
345 SCIP* scip, \
346 SCIP_NLPI* nlpi, \
347 SCIP_NLPIPROBLEM* problem, \
348 int nlins, \
349 const int* lininds, \
350 const SCIP_Real* linvals, \
351 SCIP_EXPR* expr, \
352 const SCIP_Real constant)
353
354/** change variable bounds
355 *
356 * \param[in] scip SCIP data structure
357 * \param[in] nlpi datastructure for solver interface
358 * \param[in] problem datastructure for problem instance
359 * \param[in] nvars number of variables to change bounds
360 * \param[in] indices indices of variables to change bounds
361 * \param[in] lbs new lower bounds
362 * \param[in] ubs new upper bounds
363 */
364#define SCIP_DECL_NLPICHGVARBOUNDS(x) SCIP_RETCODE x (\
365 SCIP* scip, \
366 SCIP_NLPI* nlpi, \
367 SCIP_NLPIPROBLEM* problem, \
368 const int nvars, \
369 const int* indices, \
370 const SCIP_Real* lbs, \
371 const SCIP_Real* ubs)
372
373/** change constraint sides
374 *
375 * \param[in] scip SCIP data structure
376 * \param[in] nlpi datastructure for solver interface
377 * \param[in] problem datastructure for problem instance
378 * \param[in] nconss number of constraints to change sides
379 * \param[in] indices indices of constraints to change sides
380 * \param[in] lhss new left hand sides
381 * \param[in] rhss new right hand sides
382 */
383#define SCIP_DECL_NLPICHGCONSSIDES(x) SCIP_RETCODE x (\
384 SCIP* scip, \
385 SCIP_NLPI* nlpi, \
386 SCIP_NLPIPROBLEM* problem, \
387 int nconss, \
388 const int* indices, \
389 const SCIP_Real* lhss, \
390 const SCIP_Real* rhss)
391
392/** delete a set of variables
393 *
394 * \param[in] scip SCIP data structure
395 * \param[in] nlpi datastructure for solver interface
396 * \param[in] problem datastructure for problem instance
397 * \param[in,out] dstats deletion status of vars on input (1 if var should be deleted, 0 if not); new position of var on output, -1 if var was deleted
398 * \param[in] dstatssize size of the dstats array
399 */
400#define SCIP_DECL_NLPIDELVARSET(x) SCIP_RETCODE x (\
401 SCIP* scip, \
402 SCIP_NLPI* nlpi, \
403 SCIP_NLPIPROBLEM* problem, \
404 int* dstats, \
405 int dstatssize)
406
407/** delete a set of constraints
408 *
409 * \param[in] scip SCIP data structure
410 * \param[in] nlpi datastructure for solver interface
411 * \param[in] problem datastructure for problem instance
412 * \param[in,out] dstats deletion status of constraints on input (1 if constraint should be deleted, 0 if not); new position of constraint on output, -1 if constraint was deleted
413 * \param[in] dstatssize size of the dstats array
414 */
415#define SCIP_DECL_NLPIDELCONSSET(x) SCIP_RETCODE x (\
416 SCIP* scip, \
417 SCIP_NLPI* nlpi, \
418 SCIP_NLPIPROBLEM* problem, \
419 int* dstats, \
420 int dstatssize)
421
422/** changes (or adds) linear coefficients in a constraint or objective
423 *
424 * \param[in] scip SCIP data structure
425 * \param[in] nlpi datastructure for solver interface
426 * \param[in] problem datastructure for problem instance
427 * \param[in] idx index of constraint or -1 for objective
428 * \param[in] nvals number of values in linear constraint to change
429 * \param[in] varidxs indices of variables which coefficient to change
430 * \param[in] vals new values for coefficients
431 */
432#define SCIP_DECL_NLPICHGLINEARCOEFS(x) SCIP_RETCODE x (\
433 SCIP* scip, \
434 SCIP_NLPI* nlpi, \
435 SCIP_NLPIPROBLEM* problem, \
436 int idx, \
437 int nvals, \
438 const int* varidxs, \
439 const SCIP_Real* vals)
440
441/** replaces the expression of a constraint or objective
442 *
443 * \param[in] scip SCIP data structure
444 * \param[in] nlpi datastructure for solver interface
445 * \param[in] problem datastructure for problem instance
446 * \param[in] idxcons index of constraint or -1 for objective
447 * \param[in] expr new expression for constraint or objective, or NULL to only remove previous tree
448 */
449#define SCIP_DECL_NLPICHGEXPR(x) SCIP_RETCODE x (\
450 SCIP* scip, \
451 SCIP_NLPI* nlpi, \
452 SCIP_NLPIPROBLEM* problem, \
453 int idxcons, \
454 SCIP_EXPR* expr)
455
456/** changes the constant offset in the objective
457 *
458 * \param[in] scip SCIP data structure
459 * \param[in] nlpi datastructure for solver interface
460 * \param[in] problem datastructure for problem instance
461 * \param[in] objconstant new value for objective constant
462 */
463#define SCIP_DECL_NLPICHGOBJCONSTANT(x) SCIP_RETCODE x (\
464 SCIP* scip, \
465 SCIP_NLPI* nlpi, \
466 SCIP_NLPIPROBLEM* problem, \
467 SCIP_Real objconstant)
468
469/** sets initial guess
470 *
471 * Implementation of this callback is optional.
472 *
473 * \param[in] scip SCIP data structure
474 * \param[in] nlpi datastructure for solver interface
475 * \param[in] problem datastructure for problem instance
476 * \param[in] primalvalues initial primal values for variables, or NULL to clear previous values
477 * \param[in] consdualvalues initial dual values for constraints, or NULL to clear previous values
478 * \param[in] varlbdualvalues initial dual values for variable lower bounds, or NULL to clear previous values
479 * \param[in] varubdualvalues initial dual values for variable upper bounds, or NULL to clear previous values
480 */
481#define SCIP_DECL_NLPISETINITIALGUESS(x) SCIP_RETCODE x (\
482 SCIP* scip, \
483 SCIP_NLPI* nlpi, \
484 SCIP_NLPIPROBLEM* problem, \
485 SCIP_Real* primalvalues, \
486 SCIP_Real* consdualvalues, \
487 SCIP_Real* varlbdualvalues, \
488 SCIP_Real* varubdualvalues)
489
490/** tries to solve NLP
491 *
492 * \param[in] scip SCIP data structure
493 * \param[in] nlpi datastructure for solver interface
494 * \param[in] problem datastructure for problem instance
495 * \param[in] param parameters (e.g., working limits) to use
496 */
497#define SCIP_DECL_NLPISOLVE(x) SCIP_RETCODE x (\
498 SCIP* scip, \
499 SCIP_NLPI* nlpi, \
500 SCIP_NLPIPROBLEM* problem, \
501 SCIP_NLPPARAM param)
502
503/** gives solution status
504 *
505 * \param[in] scip SCIP data structure
506 * \param[in] nlpi datastructure for solver interface
507 * \param[in] problem datastructure for problem instance
508 *
509 * \return Solution Status
510 */
511#define SCIP_DECL_NLPIGETSOLSTAT(x) SCIP_NLPSOLSTAT x (\
512 SCIP* scip, \
513 SCIP_NLPI* nlpi, \
514 SCIP_NLPIPROBLEM* problem)
515
516/** gives termination reason
517 *
518 * \param[in] scip SCIP data structure
519 * \param[in] nlpi datastructure for solver interface
520 * \param[in] problem datastructure for problem instance
521 *
522 * \return Termination Status
523 */
524#define SCIP_DECL_NLPIGETTERMSTAT(x) SCIP_NLPTERMSTAT x (\
525 SCIP* scip, \
526 SCIP_NLPI* nlpi, \
527 SCIP_NLPIPROBLEM* problem)
528
529/** gives primal and dual solution values
530 *
531 * Solver can return NULL in dual values if not available,
532 * but if solver provides dual values for one side of variable bounds, then it must also provide those for the other side.
533 *
534 * For a ranged constraint, the dual variable is positive if the right hand side is active and negative if the left hand side is active.
535 *
536 * \param[in] scip SCIP data structure
537 * \param[in] nlpi datastructure for solver interface
538 * \param[in] problem datastructure for problem instance
539 * \param[out] primalvalues buffer to store pointer to array to primal values, or NULL if not needed
540 * \param[out] consdualvalues buffer to store pointer to array to dual values of constraints, or NULL if not needed
541 * \param[out] varlbdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
542 * \param[out] varubdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
543 * \param[out] objval pointer to store the objective value, or NULL if not needed
544 */
545#define SCIP_DECL_NLPIGETSOLUTION(x) SCIP_RETCODE x (\
546 SCIP* scip, \
547 SCIP_NLPI* nlpi, \
548 SCIP_NLPIPROBLEM* problem, \
549 SCIP_Real** primalvalues, \
550 SCIP_Real** consdualvalues, \
551 SCIP_Real** varlbdualvalues, \
552 SCIP_Real** varubdualvalues, \
553 SCIP_Real* objval)
554
555/** gives solve statistics
556 *
557 * \param[in] scip SCIP data structure
558 * \param[in] nlpi datastructure for solver interface
559 * \param[in] problem datastructure for problem instance
560 * \param[out] statistics buffer where to store statistics
561 */
562#define SCIP_DECL_NLPIGETSTATISTICS(x) SCIP_RETCODE x (\
563 SCIP* scip, \
564 SCIP_NLPI* nlpi, \
565 SCIP_NLPIPROBLEM* problem, \
566 SCIP_NLPSTATISTICS* statistics)
567
568#ifdef __cplusplus
569}
570#endif
571
572#endif /*__SCIP_TYPE_NLPI_H__ */
def.h
common defines and data types used in all packages of SCIP
SCIP_REAL_MAX
#define SCIP_REAL_MAX
Definition: def.h:173
SCIP_Bool
#define SCIP_Bool
Definition: def.h:91
SCIP_Real
#define SCIP_Real
Definition: def.h:172
FALSE
#define FALSE
Definition: def.h:94
SCIP_DEFAULT_DUALFEASTOL
#define SCIP_DEFAULT_DUALFEASTOL
Definition: def.h:183
SCIP_REAL_MIN
#define SCIP_REAL_MIN
Definition: def.h:174
SCIP_DEPRECATED
#define SCIP_DEPRECATED
Definition: def.h:439
SCIP_DEFAULT_FEASTOL
#define SCIP_DEFAULT_FEASTOL
Definition: def.h:180
SCIP_NlpParam
Definition: type_nlpi.h:67
SCIP_NlpParam::timelimit
SCIP_Real timelimit
Definition: type_nlpi.h:72
SCIP_NlpParam::feastol
SCIP_Real feastol
Definition: type_nlpi.h:69
SCIP_NlpParam::expectinfeas
SCIP_Bool expectinfeas
Definition: type_nlpi.h:76
SCIP_NlpParam::warmstart
SCIP_Bool warmstart
Definition: type_nlpi.h:77
SCIP_NlpParam::opttol
SCIP_Real opttol
Definition: type_nlpi.h:70
SCIP_NlpParam::solvertol
SCIP_Real solvertol
Definition: type_nlpi.h:71
SCIP_NlpParam::caller
const char * caller
Definition: type_nlpi.h:78
SCIP_NlpParam::iterlimit
int iterlimit
Definition: type_nlpi.h:73
SCIP_NlpParam::fastfail
SCIP_NLPPARAM_FASTFAIL fastfail
Definition: type_nlpi.h:75
SCIP_NlpParam::lobjlimit
SCIP_Real lobjlimit
Definition: type_nlpi.h:68
SCIP_NlpParam::verblevel
unsigned short verblevel
Definition: type_nlpi.h:74
SCIP_NlpStatistics
Definition: type_nlpi.h:198
SCIP_NlpStatistics::totaltime
SCIP_Real totaltime
Definition: type_nlpi.h:200
SCIP_NlpStatistics::boundviol
SCIP_Real boundviol
Definition: type_nlpi.h:204
SCIP_NlpStatistics::niterations
int niterations
Definition: type_nlpi.h:199
SCIP_NlpStatistics::consviol
SCIP_Real consviol
Definition: type_nlpi.h:203
SCIP_NlpStatistics::evaltime
SCIP_Real evaltime
Definition: type_nlpi.h:201
SCIP_NlpiProblem
Definition: nlpi_all.c:56
SCIP_Nlpi
Definition: struct_nlpi.h:47
type_expr.h
type and macro definitions related to algebraic expressions
type_nlp.h
type definitions for NLP management
SCIP_NlpParam_FastFail
SCIP_NlpParam_FastFail
Definition: type_nlpi.h:57
SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE
@ SCIP_NLPPARAM_FASTFAIL_CONSERVATIVE
Definition: type_nlpi.h:59
SCIP_NLPPARAM_FASTFAIL_OFF
@ SCIP_NLPPARAM_FASTFAIL_OFF
Definition: type_nlpi.h:58
SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE
@ SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE
Definition: type_nlpi.h:60
SCIP_NLPSOLSTAT
enum SCIP_NlpSolStat SCIP_NLPSOLSTAT
Definition: type_nlpi.h:168
SCIP_NlpTermStat
SCIP_NlpTermStat
Definition: type_nlpi.h:172
SCIP_NLPTERMSTAT_OKAY
@ SCIP_NLPTERMSTAT_OKAY
Definition: type_nlpi.h:173
SCIP_NLPTERMSTAT_TIMELIMIT
@ SCIP_NLPTERMSTAT_TIMELIMIT
Definition: type_nlpi.h:174
SCIP_NLPTERMSTAT_NUMERICERROR
@ SCIP_NLPTERMSTAT_NUMERICERROR
Definition: type_nlpi.h:178
SCIP_NLPTERMSTAT_OTHER
@ SCIP_NLPTERMSTAT_OTHER
Definition: type_nlpi.h:182
SCIP_NLPTERMSTAT_EVALERROR
@ SCIP_NLPTERMSTAT_EVALERROR
Definition: type_nlpi.h:179
SCIP_NLPTERMSTAT_LICENSEERROR
@ SCIP_NLPTERMSTAT_LICENSEERROR
Definition: type_nlpi.h:181
SCIP_NLPTERMSTAT_LOBJLIMIT
@ SCIP_NLPTERMSTAT_LOBJLIMIT
Definition: type_nlpi.h:176
SCIP_NLPTERMSTAT_ITERLIMIT
@ SCIP_NLPTERMSTAT_ITERLIMIT
Definition: type_nlpi.h:175
SCIP_NLPTERMSTAT_OUTOFMEMORY
@ SCIP_NLPTERMSTAT_OUTOFMEMORY
Definition: type_nlpi.h:180
SCIP_NLPTERMSTAT_INTERRUPT
@ SCIP_NLPTERMSTAT_INTERRUPT
Definition: type_nlpi.h:177
SCIP_NLPPARAM_DEFAULT_VERBLEVEL
#define SCIP_NLPPARAM_DEFAULT_VERBLEVEL
Definition: type_nlpi.h:87
SCIP_NlpSolStat
SCIP_NlpSolStat
Definition: type_nlpi.h:159
SCIP_NLPSOLSTAT_UNBOUNDED
@ SCIP_NLPSOLSTAT_UNBOUNDED
Definition: type_nlpi.h:165
SCIP_NLPSOLSTAT_GLOBINFEASIBLE
@ SCIP_NLPSOLSTAT_GLOBINFEASIBLE
Definition: type_nlpi.h:164
SCIP_NLPSOLSTAT_LOCINFEASIBLE
@ SCIP_NLPSOLSTAT_LOCINFEASIBLE
Definition: type_nlpi.h:163
SCIP_NLPSOLSTAT_FEASIBLE
@ SCIP_NLPSOLSTAT_FEASIBLE
Definition: type_nlpi.h:162
SCIP_NLPSOLSTAT_LOCOPT
@ SCIP_NLPSOLSTAT_LOCOPT
Definition: type_nlpi.h:161
SCIP_NLPSOLSTAT_GLOBOPT
@ SCIP_NLPSOLSTAT_GLOBOPT
Definition: type_nlpi.h:160
SCIP_NLPSOLSTAT_UNKNOWN
@ SCIP_NLPSOLSTAT_UNKNOWN
Definition: type_nlpi.h:166
SCIP_NLPPARAM_FASTFAIL
enum SCIP_NlpParam_FastFail SCIP_NLPPARAM_FASTFAIL
Definition: type_nlpi.h:63
SCIP_NLPTERMSTAT
enum SCIP_NlpTermStat SCIP_NLPTERMSTAT
Definition: type_nlpi.h:194
SCIP_NLPIDATA
struct SCIP_NlpiData SCIP_NLPIDATA
Definition: type_nlpi.h:52
type_scip.h
type definitions for SCIP's main datastructure