59#define SCIP_DEFAULT_TRANSFERCUTS FALSE
60#define SCIP_DEFAULT_CUTSASCONSS TRUE
61#define SCIP_DEFAULT_LNSCHECK TRUE
62#define SCIP_DEFAULT_LNSMAXDEPTH -1
63#define SCIP_DEFAULT_LNSMAXCALLS 10
64#define SCIP_DEFAULT_LNSMAXCALLSROOT 0
65#define SCIP_DEFAULT_SUBPROBFRAC 1.0
66#define SCIP_DEFAULT_UPDATEAUXVARBOUND FALSE
67#define SCIP_DEFAULT_AUXVARSIMPLINT FALSE
68#define SCIP_DEFAULT_CUTCHECK TRUE
69#define SCIP_DEFAULT_STRENGTHENMULT 0.5
70#define SCIP_DEFAULT_NOIMPROVELIMIT 5
71#define SCIP_DEFAULT_STRENGTHENPERTURB 1e-06
72#define SCIP_DEFAULT_STRENGTHENENABLED FALSE
73#define SCIP_DEFAULT_STRENGTHENINTPOINT 'r'
74#ifdef SCIP_DISABLED_CODE
75#define SCIP_DEFAULT_NUMTHREADS 1
77#define SCIP_DEFAULT_EXECFEASPHASE FALSE
78#define SCIP_DEFAULT_SLACKVARCOEF 1e+6
79#define SCIP_DEFAULT_MAXSLACKVARCOEF 1e+9
80#define SCIP_DEFAULT_CHECKCONSCONVEXITY TRUE
81#define SCIP_DEFAULT_NLPITERLIMIT 10000
83#define BENDERS_MAXPSEUDOSOLS 5
85#define BENDERS_MASTERVARARRAYSIZE 100
86#define BENDERS_ARRAYSIZE 1000
88#define AUXILIARYVAR_NAME "##bendersauxiliaryvar"
89#define SLACKVAR_NAME "##bendersslackvar"
91#define NLINEARCONSHDLRS 5
94#define NODEFOCUS_EVENTHDLR_NAME "bendersnodefocus"
95#define NODEFOCUS_EVENTHDLR_DESC "node focus event handler for Benders' decomposition"
97#define MIPNODEFOCUS_EVENTHDLR_NAME "bendersmipsolvenodefocus"
98#define MIPNODEFOCUS_EVENTHDLR_DESC "node focus event handler for the MIP solve method for Benders' decomposition"
100#define UPPERBOUND_EVENTHDLR_NAME "bendersupperbound"
101#define UPPERBOUND_EVENTHDLR_DESC "found solution event handler to terminate subproblem solve for a given upper bound"
103#define NODESOLVED_EVENTHDLR_NAME "bendersnodesolved"
104#define NODESOLVED_EVENTHDLR_DESC "node solved event handler for the Benders' integer cuts"
108struct SCIP_EventhdlrData
129 eventhdlrdata->filterpos = -1;
130 eventhdlrdata->numruns = 0;
132 eventhdlrdata->solvecip =
FALSE;
172 if( eventhdlrdata->filterpos >= 0 )
175 eventhdlrdata->filterpos = -1;
244 eventhdlrdata->filterpos = -1;
317 if( eventhdlrdata->numruns == 0 && !eventhdlrdata->solvecip )
323 eventhdlrdata->filterpos = -1;
325 eventhdlrdata->numruns++;
472 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
480 eventhdlrdata->upperbound = upperbound;
528 for(
i = 0;
i < nsubproblems;
i++)
545 SCIPdebugMsg(masterprob,
"Cut constant for subproblem %d: %g\n",
i,
624 return solvestat1->
idx - solvestat2->
idx;
630 int avgiterdiff = (int)solvestat2->
avgiter - (
int)solvestat1->
avgiter;
632 if( avgiterdiff != 0 )
635 return solvestat1->
idx - solvestat2->
idx;
639#ifdef SCIP_DISABLED_CODE
640 if( solvestat1->
ncalls == 0 )
641 if( solvestat2->
ncalls == 0 )
642 if( solvestat1->
idx < solvestat2->
idx )
648 else if( solvestat2->
ncalls == 0 )
696 vardata->vartype = -1;
704 shareauxvars =
FALSE;
753 allsubprobintegralobj =
TRUE;
788 allsubprobintegralobj =
FALSE;
829 if( !shareauxvars && allsubprobintegralobj )
868 while(
i <= subscipdepth )
873 if( probnumber == -1 )
882 if( (*targetvar) !=
NULL )
887 (void) strncpy(prefix, tmpprefix, len);
912 vardata->vartype = -1;
919 shareauxvars =
FALSE;
928 if( targetvar !=
NULL )
944 if( targetvar !=
NULL )
979 for(
i = 0;
i < nsubproblems;
i++ )
982 if( subproblem !=
NULL )
1049 if( targetvar !=
NULL )
1083 SCIP_CALL( benders->benderscopy(targetset->
scip, benders, threadsafe) );
1114 if( varmap !=
NULL )
1169 if( (benderssolvesubconvex ==
NULL && benderssolvesub ==
NULL && bendersfreesub !=
NULL)
1170 || ((benderssolvesubconvex !=
NULL || benderssolvesub !=
NULL) && bendersfreesub ==
NULL) )
1172 SCIPerrorMessage(
"Benders' decomposition <%s> requires that if bendersFreesub%s is implemented, then at least "
1173 "one of bendersSolvesubconvex%s or bendersSolvesub%s are implemented.\n", name, name, name, name);
1181 (*benders)->priority = priority;
1182 (*benders)->cutlp = cutlp;
1183 (*benders)->cutpseudo = cutpseudo;
1184 (*benders)->cutrelax = cutrelax;
1185 (*benders)->shareauxvars = shareauxvars;
1186 (*benders)->benderscopy = benderscopy;
1187 (*benders)->bendersfree = bendersfree;
1188 (*benders)->bendersinit = bendersinit;
1189 (*benders)->bendersexit = bendersexit;
1190 (*benders)->bendersinitpre = bendersinitpre;
1191 (*benders)->bendersexitpre = bendersexitpre;
1192 (*benders)->bendersinitsol = bendersinitsol;
1193 (*benders)->bendersexitsol = bendersexitsol;
1194 (*benders)->bendersgetvar = bendersgetvar;
1195 (*benders)->benderscreatesub = benderscreatesub;
1196 (*benders)->benderspresubsolve = benderspresubsolve;
1197 (*benders)->benderssolvesubconvex = benderssolvesubconvex;
1198 (*benders)->benderssolvesub = benderssolvesub;
1199 (*benders)->benderspostsolve = benderspostsolve;
1200 (*benders)->bendersfreesub = bendersfreesub;
1202 (*benders)->bendersdata = bendersdata;
1211 &(*benders)->priority,
FALSE, priority, INT_MIN/4, INT_MAX/4,
1216 "should Benders' cuts be generated for LP solutions?", &(*benders)->cutlp,
FALSE, cutlp,
NULL,
NULL) );
1220 "should Benders' cuts be generated for pseudo solutions?", &(*benders)->cutpseudo,
FALSE, cutpseudo,
NULL,
NULL) );
1224 "should Benders' cuts be generated for relaxation solutions?", &(*benders)->cutrelax,
FALSE, cutrelax,
NULL,
NULL) );
1231 "should Benders' cuts from LNS heuristics be transferred to the main SCIP instance?", &(*benders)->transfercuts,
1241 "maximum depth at which the LNS check is performed (-1: no limit)", &(*benders)->lnsmaxdepth,
TRUE,
1246 "the maximum number of Benders' decomposition calls in LNS heuristics (-1: no limit)", &(*benders)->lnsmaxcalls,
1251 "the maximum number of root node Benders' decomposition calls in LNS heuristics (-1: no limit)",
1256 "should the transferred cuts be added as constraints?", &(*benders)->cutsasconss,
FALSE,
1261 "fraction of subproblems that are solved in each iteration", &(*benders)->subprobfrac,
FALSE,
1266 "should the auxiliary variable bound be updated by solving the subproblem?", &(*benders)->updateauxvarbound,
1271 "if the subproblem objective is integer, then define the auxiliary variables as implicit integers?",
1276 "should Benders' cuts be generated while checking solutions?",
1281 "the convex combination multiplier for the cut strengthening", &(*benders)->convexmult,
FALSE,
1286 "the maximum number of cut strengthening without improvement", &(*benders)->noimprovelimit,
TRUE,
1291 "the constant use to perturb the cut strengthening core point", &(*benders)->perturbeps,
FALSE,
1296 "should the core point cut strengthening be employed (only applied to fractional solutions or continuous subproblems)?",
1301 "where should the strengthening interior point be sourced from ('l'p relaxation, 'f'irst solution, 'i'ncumbent solution, 'r'elative interior point, vector of 'o'nes, vector of 'z'eros)",
1304#ifdef SCIP_DISABLED_CODE
1307 "the number of threads to use when solving the subproblems", &(*benders)->numthreads,
TRUE,
1308 SCIP_DEFAULT_NUMTHREADS, 1, INT_MAX,
NULL,
NULL) );
1313 "should a feasibility phase be executed during the root node, i.e. adding slack variables to constraints to ensure feasibility",
1318 "the initial objective coefficient of the slack variables in the subproblem", &(*benders)->slackvarcoef,
FALSE,
1323 "the maximal objective coefficient of the slack variables in the subproblem", &(*benders)->maxslackvarcoef,
FALSE,
1328 "should the constraints of the subproblems be checked for convexity?", &(*benders)->checkconsconvexity,
FALSE,
1333 "iteration limit for NLP solver", &(*benders)->nlpparam.iterlimit,
FALSE,
1378 cutrelax, shareauxvars, benderscopy, bendersfree, bendersinit, bendersexit, bendersinitpre, bendersexitpre,
1379 bendersinitsol, bendersexitsol, bendersgetvar, benderscreatesub, benderspresubsolve, benderssolvesubconvex,
1380 benderssolvesub, benderspostsolve, bendersfreesub, bendersdata), (
void)
SCIPbendersFree(benders,
set) );
1403 for(
i = 0;
i < nentries; ++
i )
1431 assert(!(*benders)->initialized);
1435 if( (*benders)->bendersfree !=
NULL )
1437 SCIP_CALL( (*benders)->bendersfree(
set->scip, *benders) );
1443 if( (*benders)->iscopy && (*benders)->mastervarsmap !=
NULL )
1450 for(
i = 0;
i < (*benders)->nbenderscuts;
i++ )
1531 if( mastervar !=
NULL )
1548 int nlinearconshdlrs
1567 for(
i = 0;
i < nlinearconshdlrs; ++
i )
1569 if( conshdlr == linearconshdlrs[
i] )
1576 if( !linearcons && conshdlr != nlconshdlr )
1579 "This is not supported and the slack variable will not be added to the constraint. Feasibility cuts may be invalid.\n",
1716 (*infeasible) =
FALSE;
1732 (*success) = !(*infeasible);
1768 eventExecBendersNodefocus, eventhdlrdata) );
1820 assumevarfixed =
NULL;
1821 if( probnumber >= 0 )
1824 subproblem =
set->scip;
1829 discretevar =
FALSE;
1830 isnonlinear =
FALSE;
1836 if( nbinvars != 0 || nintvars != 0 || nimplintvars != 0 )
1863 if( probnumber >= 0 && nlconshdlr !=
NULL )
1876 if( mappedvar !=
NULL )
1889 if( conshdlr == linearconshdlrs[j] )
1895#ifdef SCIP_MOREDEBUG
1902 if( conshdlr == nlconshdlr )
1913 if( havelhs && haverhs )
1937#ifdef SCIP_MOREDEBUG
1944#ifdef SCIP_MOREDEBUG
1951#ifdef SCIP_MOREDEBUG
1966 if( probnumber >= 0 )
1970 if( convexcons && !discretevar )
1972 else if( convexcons && discretevar )
1974 else if( !convexcons && !discretevar )
1976 else if( !convexcons && discretevar )
1993 if( assumevarfixed !=
NULL )
2027 for(
i = 0;
i < nsubproblems;
i++ )
2030 SCIP_CALL( benders->benderscreatesub(
set->scip, benders,
i) );
2041 if( subproblem !=
NULL )
2069 for( j = 0; j <
nvars; j++ )
2078 "coefficient of copy of master problem variable <%s> in subproblem %d to zero.\n",
2090 "copy of master problem variables in a subproblem have been changed to zero.\n");
2132 if( benders->benderssolvesubconvex ==
NULL && benders->benderssolvesub ==
NULL
2154 if( benders->benderssolvesubconvex ==
NULL && benders->benderssolvesub ==
NULL
2188 SCIPerrorMessage(
"If the subproblem is set to NULL, then the subproblem type must be specified.\n");
2189 SCIPerrorMessage(
"In the subproblem creation callback, call SCIPbendersSetSubproblemType with the appropriate problem type.\n");
2224 if(
set->misc_resetstat )
2237 if( benders->bendersinit !=
NULL )
2356 if( sourcevar ==
NULL )
2435 for(
i = 0;
i < naddedcuts;
i++ )
2472 if( benders->bendersexit !=
NULL )
2499 for(
i = 0;
i < nsubproblems;
i++ )
2584 for(
i = 0;
i < nsubproblems;
i++ )
2589 if( benders->benderssolvesubconvex ==
NULL && benders->benderssolvesub ==
NULL
2590 && benders->bendersfreesub ==
NULL )
2594 for( j = 0; j <
nvars; j++ )
2602 if( subprobvar !=
NULL )
2604 independent =
FALSE;
2652 if( benders->benderssolvesubconvex ==
NULL && benders->benderssolvesub ==
NULL )
2660 if( benders->bendersinitpre !=
NULL )
2665 SCIP_CALL( benders->bendersinitpre(
set->scip, benders) );
2687 if( benders->bendersexitpre !=
NULL )
2692 SCIP_CALL( benders->bendersexitpre(
set->scip, benders) );
2713 if( benders->bendersinitsol !=
NULL )
2718 SCIP_CALL( benders->bendersinitsol(
set->scip, benders) );
2750 for(
i = 0;
i < nsubproblems;
i++ )
2763 if( benders->bendersexitsol !=
NULL )
2768 SCIP_CALL( benders->bendersexitsol(
set->scip, benders) );
2808 set->nactivebenders++;
2838 benders->benderssubcomp ==
NULL ? benderssubcompdefault : benders->benderssubcomp,
NULL) );
2881 eventExecBendersNodesolved, eventhdlrdata) );
2911 for(
i = 0;
i < nsubproblems;
i++ )
2926 set->nactivebenders--;
2932 for(
i = nsubproblems - 1;
i >= 0;
i-- )
2936 for(
i = nsubproblems - 1;
i >= 0;
i-- )
3016 for(
i = 0;
i < nsubproblems;
i++ )
3107 if ( timelimit > 0.0 )
3166 (*skipsolve) =
FALSE;
3228 newsolval = lpsolval;
3270 SCIPsetDebugMsg(
set,
"solving Benders' decomposition subproblems with stabilised point.\n");
3275 SCIPsetDebugMsg(
set,
"solved Benders' decomposition subproblems with stabilised point. noimprovecount %d result %d\n",
3280 (*skipsolve) =
TRUE;
3348 int subproblemcount;
3363 subproblemcount = 0;
3364 while( subproblemcount < nsubproblems && subproblemcount < numtocheck )
3369 (*solveidx)[(*nsolveidx)] = solvestat->
idx;
3390 for(
i = 0;
i < nsolveidx;
i++ )
3460 SCIPsetDebugMsg(
set,
"Performing the subproblem solving process. Number of subproblems to check %d\n", nsolveidx);
3467 (*infeasible) =
TRUE;
3474 for( j = 0; j < nsolveidx; j++ )
3485 (*subprobsolved)[
i] =
FALSE;
3527 SCIPsetDebugMsg(
set,
"Benders' decomposition: subproblem %d is not active, but has not been solved."
3528 " setting status to UNKNOWN\n",
i);
3544 SCIPsetDebugMsg(
set,
"Benders' decomposition: subproblem %d is not active, setting status to OPTIMAL\n",
i);
3547 (*subprobsolved)[
i] =
TRUE;
3568 (*subprobsolved)[
i] = solved;
3570 (*infeasible) = (*infeasible) || subinfeas;
3578 if( checkint && (*subprobsolved)[
i] )
3589 if( subproboptimal )
3602 if( convexsub || onlyconvexcheck
3605 (*optimal) = (*optimal) && subproboptimal;
3610 if( subproboptimal )
3637 || onlyconvexcheck )
3680 int* npriomergecands,
3716 for( k = 0; k < nsolveidx; k++ )
3733 for( j = 0; j < nbenderscuts; j++ )
3759 subprobresult = cutresult;
3770 subprobresult = cutresult;
3772 subprobresult = cutresult;
3782 solveloopresult = subprobresult;
3788 solveloopresult = subprobresult;
3794 solveloopresult = subprobresult;
3801 (*mergecands)[(*nmergecands)] =
i;
3813 (*mergecands)[(*nmergecands)] = (*mergecands)[(*npriomergecands)];
3814 (*mergecands)[(*npriomergecands)] =
i;
3815 (*npriomergecands)++;
3820 (*mergecands)[(*nmergecands)] =
i;
3831 (*result) = solveloopresult;
3837 (*result) = solveloopresult;
3843 (*result) = solveloopresult;
3848 && checkint && !onlyconvexcheck )
3877 int subproblemcount;
3882 int npriomergecands;
3901 SCIPsetDebugMsg(
set,
"Starting Benders' decomposition subproblem solving. type %d checkint %u\n", type, checkint);
3903#ifdef SCIP_MOREDEBUG
3913 (*infeasible) =
FALSE;
3983 SCIP_CALL( benders->benderspresubsolve(
set->scip, benders,
sol, type, checkint, infeasible, auxviol, &skipsolve,
3993 SCIPerrorMessage(
"the user-defined pre subproblem solving method for the Benders' decomposition <%s> returned "
3994 "invalid result <%d>\n", benders->
name, *
result);
4001 SCIPsetDebugMsg(
set,
"skipping the subproblem solving for Benders' decomposition <%s>. "
4002 "returning result <%d>\n", benders->
name, *
result);
4028 SCIPsetDebugMsg(
set,
"skipping the subproblem solving because cut strengthening found a cut "
4029 "for Benders' decomposition <%s>. Returning result <%d>\n", benders->
name, *
result);
4041 npriomergecands = 0;
4054 while( nsolved < nsubproblems )
4065 for( l = 0; l < nsolveloops; l++ )
4070 if( benders->benderssolvesubconvex !=
NULL || benders->benderssolvesub !=
NULL )
4082 solveidx, nsolveidx, &subprobsolved, &substatus, infeasible, &optimal, &stopped) );
4094 substatus, solveidx, nsolveidx, &mergecands, &npriomergecands, &nmergecands, &nsolveloops) );
4108 nsolved += nsolveidx;
4111 for(
i = 0;
i < nsolveidx;
i++ )
4112 executedidx[nexecutedidx++] = solveidx[
i];
4127 allverified = (nverified == nsubproblems);
4129 SCIPsetDebugMsg(
set,
"End Benders' decomposition subproblem solve. result %d infeasible %u auxviol %u nverified %d\n",
4130 *
result, *infeasible, *auxviol, nverified);
4155 if( npriomergecands == 0 )
4161 npriomergecands = 1;
4162 for(
i = 0;
i < nsubproblems;
i++ )
4167 mergecands[nmergecands] =
i;
4173 "limit of %d. All active subproblems are merge candidates, with subproblem %d a priority candidate.\n",
4195 SCIPerrorMessage(
"An error was found when generating cuts for non-optimal subproblems of Benders' "
4196 "decomposition <%s>. Consider merging the infeasible subproblems into the master problem.\n",
SCIPbendersGetName(benders));
4212 if( (*infeasible) || !allverified )
4222 (*auxviol) = !optimal;
4231 if( (*infeasible) || !allverified )
4241 (*auxviol) = !optimal;
4248 if( benders->benderspostsolve !=
NULL )
4254 SCIP_CALL( benders->benderspostsolve(
set->scip, benders,
sol, type, mergecands, npriomergecands, nmergecands,
4255 checkint, (*infeasible), &merged) );
4268 SCIPerrorMessage(
"An error occurred during Benders' decomposition cut generations and no merging had been "
4269 "performed. It is not possible to continue solving the problem by Benders' decomposition\n");
4276 nfree = nsubproblems;
4278 nfree = nexecutedidx;
4281 subproblemcount = 0;
4282 while( subproblemcount < nfree )
4287 subidx = subproblemcount;
4289 subidx = executedidx[subproblemcount];
4297 for(
i = 0;
i < nsubproblems;
i++ )
4308 *infeasible, *auxviol);
4323 if( !success && !stopped )
4333 &skipsolve, &perturbresult) );
4337 (*result) = perturbresult;
4339 success = skipsolve;
4357 SCIPsetDebugMsg(
set,
"Type: %d Active slack: %u Feasibility Phase: %u\n", type, activeslack,
4414 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
4415 assert(benders->benderssolvesubconvex !=
NULL || benders->benderssolvesub !=
NULL);
4425 if( benders->benderssolvesubconvex !=
NULL )
4427 SCIP_CALL( benders->benderssolvesubconvex(
set->scip, benders,
sol, probnumber,
4435 if( benders->benderssolvesub !=
NULL )
4449 SCIPerrorMessage(
"the user-defined solving method for the Benders' decomposition <%s> returned invalid result <%d>\n",
4455 (*infeasible) =
TRUE;
4460 SCIPerrorMessage(
"the user-defined solving method for the Benders' decomposition <%s> returned objective value %g\n",
4461 benders->
name, (*objective));
4491 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
4500 if( subproblem ==
NULL && (benders->benderssolvesubconvex ==
NULL || benders->benderssolvesub ==
NULL) )
4502 SCIPerrorMessage(
"The subproblem %d is set to NULL, but both bendersSolvesubconvex%s and bendersSolvesub%s "
4503 "are not defined.\n", probnumber, benders->
name, benders->
name);
4521 else if( subproblem !=
NULL )
4556 (*infeasible) =
TRUE;
4565 (*infeasible) =
TRUE;
4571 if( bestsol !=
NULL )
4601 "subproblem %d. No cut will be generated for this subproblem.\n", probnumber);
4606 SCIPerrorMessage(
"The Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4612 SCIPerrorMessage(
"Invalid status returned from solving Benders' decomposition subproblem %d. Solution status: %d\n",
4613 probnumber, solvestatus);
4626 SCIPerrorMessage(
"The Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
4632 SCIPerrorMessage(
"Invalid result <%d> from user-defined subproblem solving method. This should not happen.\n",
4664 if( subproblem ==
NULL )
4666 SCIPerrorMessage(
"The subproblem %d is NULL. Thus, the subproblem setup must be performed manually in either "
4667 "bendersSolvesubconvex%s or bendersSolvesub%s.\n", probnumber, benders->
name, benders->
name);
4691 assert(success == !infeasible);
4718 if( mastervar !=
NULL )
4817 (*infeasible) =
FALSE;
4823 SCIPerrorMessage(
"Benders' decomposition subproblem %d must be set up before calling SCIPbendersSolveSubproblem(). Call SCIPsetupSubproblem() first.\n", probnumber);
4828 if( benders->benderssolvesubconvex !=
NULL || benders->benderssolvesub !=
NULL)
4841 if( objective !=
NULL )
4842 (*objective) = subobj;
4859 (*infeasible) =
TRUE;
4860 if( objective !=
NULL )
4894 (*infeasible) =
TRUE;
4895 else if( objective !=
NULL )
4896 (*objective) = lpobjective;
4900 if( objective !=
NULL )
4929 subtimelimit =
MIN(subtimelimit, maxsubtimelimit);
4936 submemorylimit =
MIN(submemorylimit, maxsubmemorylimit);
5003#ifndef SCIP_MOREDEBUG
5109#ifdef SCIP_MOREDEBUG
5117 SCIPdebugMsg(
scip,
"NLP solstat %d termstat %d\n", nlpsolstat, nlptermstat);
5127#ifdef SCIP_MOREDEBUG
5139 SCIPerrorMessage(
"The NLP of Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
5150 SCIPwarningMessage(
scip,
"The NLP solver stopped due to an iteration limit for Benders' decomposition subproblem %d. Consider increasing benders/%s/nlpiterlimit.\n", probnumber,
SCIPbendersGetName(benders));
5159 SCIPerrorMessage(
"Invalid solution status: %d. Termination status: %d. Solving the NLP relaxation of Benders' decomposition subproblem %d.\n",
5160 nlpsolstat, nlptermstat, probnumber);
5189 SCIPerrorMessage(
"The LP of Benders' decomposition subproblem %d is unbounded. This should not happen.\n",
5205 "relaxation of subproblem %d. No cut will be generated for this subproblem.\n", probnumber);
5213 SCIPerrorMessage(
"Invalid status: %d. Solving the LP relaxation of Benders' decomposition subproblem %d.\n",
5278 eventhdlrdata->solvecip =
TRUE;
5288#ifdef SCIP_EVENMOREDEBUG
5293#ifdef SCIP_MOREDEBUG
5307 SCIPerrorMessage(
"Invalid status: %d. Solving the CIP of Benders' decomposition subproblem %d.\n",
5308 *solvestatus, probnumber);
5330 || (benders->bendersfreesub ==
NULL && benders->benderssolvesubconvex ==
NULL && benders->benderssolvesub ==
NULL));
5331 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5333 if( benders->bendersfreesub !=
NULL )
5335 SCIP_CALL( benders->bendersfreesub(
set->scip, benders, probnumber) );
5384 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5390 SCIPsetDebugMsg(
set,
"Subproblem %d - Auxiliary Variable: %g Subproblem Objective: %g Reldiff: %g Soltol: %g\n",
5443 if( benders->benderssolvesub !=
NULL || benders->benderssolvesubconvex !=
NULL )
5446 (*infeasible) =
FALSE;
5448 SCIPinfoMessage(
set->scip,
NULL,
"Benders' decomposition: a bendersSolvesub or bendersSolvesubconvex has been "
5449 "implemented. SCIPbendersComputeSubproblemLowerbound can not be executed.\n");
5451 "SCIPbendersUpdateSubproblemLowerbound in bendersCreatesub. The auxiliary variable %d will remain as %g\n",
5452 probnumber, (*lowerbound));
5459 " subproblem %d\n", probnumber);
5466 (*infeasible) =
FALSE;
5470#ifdef SCIP_MOREDEBUG
5512 SCIPdebugMsg(
set->scip,
"NLP solstat %d termstat %d\n", nlpsolstat, nlptermstat);
5517 (*infeasible) =
TRUE;
5529 (*infeasible) =
TRUE;
5542 eventhdlrdata->solvecip =
TRUE;
5547 (*infeasible) =
TRUE;
5553 (*lowerbound) = dualbound;
5608 const char* origvarname;
5612 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
5615 "be resolved. Subproblem %d is being merged into the master problem.\n", probnumber, probnumber);
5624 uselocalvarmap = (varmap ==
NULL);
5625 uselocalconsmap = (consmap ==
NULL);
5627 if( uselocalvarmap )
5633 localvarmap = varmap;
5635 if( uselocalconsmap )
5641 localconsmap = consmap;
5663 if( mastervar ==
NULL )
5710 for(
i = 0;
i < nconss;
i++ )
5720 initial = (
i < nconss/2);
5736 if( uselocalvarmap )
5742 if( uselocalconsmap )
5781 (*mappedvar) =
NULL;
5787 SCIP_CALL( benders->bendersgetvar(
set->scip, benders,
var, mappedvar, probnumber) );
5821 benders->benderscopy = benderscopy;
5832 benders->bendersfree = bendersfree;
5843 benders->bendersinit = bendersinit;
5854 benders->bendersexit = bendersexit;
5865 benders->bendersinitpre = bendersinitpre;
5876 benders->bendersexitpre = bendersexitpre;
5887 benders->bendersinitsol = bendersinitsol;
5898 benders->bendersexitsol = bendersexitsol;
5909 benders->benderspresubsolve = benderspresubsolve;
5920 benders->benderssolvesubconvex = benderssolvesubconvex;
5931 benders->benderssolvesub = benderssolvesub;
5942 benders->benderspostsolve = benderspostsolve;
5953 benders->benderssubcomp = benderssubcomp;
5964 benders->bendersfreesub = bendersfreesub;
5974 return benders->
name;
5984 return benders->
desc;
6028 assert(probnumber >= 0 && probnumber < benders->nsubproblems);
6132 return benders->
cutlp;
6177 if( subproblem ==
NULL && (!benders->benderssolvesubconvex || !benders->benderssolvesub) )
6179 SCIPerrorMessage(
"The subproblem can only be set to NULL if both bendersSolvesubconvex%s and bendersSolvesub%s "
6180 "are defined.\n", benders->
name, benders->
name);
6278 if( nbinvars !=
NULL )
6281 if( nintvars !=
NULL )
6333 (*activeslack) =
FALSE;
6344 for(
i = 0;
i < nsubproblems && !(*activeslack);
i++ )
6370 for( j =
nvars - 1; j >=
nvars - ncontvars; j-- )
6376 (*activeslack) =
TRUE;
6619 origintvars = nbinvars + nintvars + nimplvars;
6625 while(
i < nbinvars + nintvars + nimplvars )
6648 if( chgvarscount > 0 && chgvarscount == origintvars )
6714 if( benders->benderssolvesubconvex !=
NULL || benders->benderssolvesub !=
NULL || benders->bendersfreesub !=
NULL )
6716 SCIPerrorMessage(
"The user has defined either bendersSolvesubconvex%s, bendersSolvesub%s or bendersFreesub%s. "
6717 "Thus, it is not possible to declare the independence of a subproblem.\n", benders->
name, benders->
name,
6888 SCIPdebugMessage(
"The lowerbound %g for subproblem %d is less than the currently stored lower bound %g\n",
6932 assert(cutidx >= 0 && cutidx < benders->nstoredcuts);
6969 assert(cutidx >= 0 && cutidx < benders->nstoredcuts);
6976 if( varssize >= *
nvars )
6986 (*vars)[
i] = origvar;
SCIP_RETCODE SCIPbenderscutExit(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
SCIP_RETCODE SCIPbenderscutFree(SCIP_BENDERSCUT **benderscut, SCIP_SET *set)
SCIP_RETCODE SCIPbenderscutInitsol(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
SCIP_RETCODE SCIPbenderscutExitsol(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
SCIP_RETCODE SCIPbenderscutExec(SCIP_BENDERSCUT *benderscut, SCIP_SET *set, SCIP_BENDERS *benders, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type, SCIP_RESULT *result)
SCIP_RETCODE SCIPbenderscutCopyInclude(SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
SCIP_RETCODE SCIPbenderscutInit(SCIP_BENDERSCUT *benderscut, SCIP_SET *set)
internal methods for Benders' decomposition cuts
void SCIPclockStop(SCIP_CLOCK *clck, SCIP_SET *set)
void SCIPclockEnableOrDisable(SCIP_CLOCK *clck, SCIP_Bool enable)
void SCIPclockStart(SCIP_CLOCK *clck, SCIP_SET *set)
SCIP_Real SCIPclockGetTime(SCIP_CLOCK *clck)
void SCIPclockReset(SCIP_CLOCK *clck)
void SCIPclockFree(SCIP_CLOCK **clck)
SCIP_RETCODE SCIPclockCreate(SCIP_CLOCK **clck, SCIP_CLOCKTYPE clocktype)
internal methods for clocks and timing issues
Constraint handler for linear constraints in their most general form, .
constraint handler for nonlinear constraints specified by algebraic expressions
internal methods for decompositions and the decomposition store
common defines and data types used in all packages of SCIP
#define SCIP_MAXTREEDEPTH
#define SCIP_CALL_FINALLY(x, y)
SCIP_RETCODE SCIPaddLinearVarNonlinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real coef)
SCIP_RETCODE SCIPaddCoefLinear(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
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)
SCIP_EXPR * SCIPgetExprNonlinear(SCIP_CONS *cons)
SCIP_Real SCIPgetRhsNonlinear(SCIP_CONS *cons)
SCIP_EXPRCURV SCIPgetCurvatureNonlinear(SCIP_CONS *cons)
SCIP_Real SCIPgetLhsNonlinear(SCIP_CONS *cons)
int SCIPgetSubscipDepth(SCIP *scip)
SCIP_RETCODE SCIPgetConsCopy(SCIP *sourcescip, SCIP *targetscip, SCIP_CONS *sourcecons, SCIP_CONS **targetcons, SCIP_CONSHDLR *sourceconshdlr, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, const char *name, SCIP_Bool initial, SCIP_Bool separate, SCIP_Bool enforce, SCIP_Bool check, SCIP_Bool propagate, SCIP_Bool local, SCIP_Bool modifiable, SCIP_Bool dynamic, SCIP_Bool removable, SCIP_Bool stickingatnode, SCIP_Bool global, SCIP_Bool *valid)
SCIP_Bool SCIPisStopped(SCIP *scip)
SCIP_RETCODE SCIPfree(SCIP **scip)
SCIP_STATUS SCIPgetStatus(SCIP *scip)
SCIP_STAGE SCIPgetStage(SCIP *scip)
SCIP_RETCODE SCIPaddVar(SCIP *scip, SCIP_VAR *var)
const char * SCIPgetProbName(SCIP *scip)
SCIP_RETCODE SCIPgetVarsData(SCIP *scip, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars, int *nimplvars, int *ncontvars)
int SCIPgetNOrigConss(SCIP *scip)
SCIP_CONS ** SCIPgetConss(SCIP *scip)
int SCIPgetNVars(SCIP *scip)
SCIP_RETCODE SCIPaddCons(SCIP *scip, SCIP_CONS *cons)
int SCIPgetNConss(SCIP *scip)
SCIP_VAR ** SCIPgetVars(SCIP *scip)
SCIP_CONS ** SCIPgetOrigConss(SCIP *scip)
SCIP_OBJSENSE SCIPgetObjsense(SCIP *scip)
SCIP_Bool SCIPisObjIntegral(SCIP *scip)
SCIP_VAR * SCIPfindVar(SCIP *scip, const char *name)
void SCIPhashmapFree(SCIP_HASHMAP **hashmap)
void * SCIPhashmapEntryGetImage(SCIP_HASHMAPENTRY *entry)
void * SCIPhashmapGetImage(SCIP_HASHMAP *hashmap, void *origin)
SCIP_RETCODE SCIPhashmapInsert(SCIP_HASHMAP *hashmap, void *origin, void *image)
int SCIPhashmapGetNEntries(SCIP_HASHMAP *hashmap)
SCIP_HASHMAPENTRY * SCIPhashmapGetEntry(SCIP_HASHMAP *hashmap, int entryidx)
SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP **hashmap, BMS_BLKMEM *blkmem, int mapsize)
void SCIPinfoMessage(SCIP *scip, FILE *file, const char *formatstr,...)
void SCIPverbMessage(SCIP *scip, SCIP_VERBLEVEL msgverblevel, FILE *file, const char *formatstr,...)
SCIP_MESSAGEHDLR * SCIPgetMessagehdlr(SCIP *scip)
void SCIPwarningMessage(SCIP *scip, const char *formatstr,...)
SCIP_RETCODE SCIPhasExprCurvature(SCIP *scip, SCIP_EXPR *expr, SCIP_EXPRCURV curv, SCIP_Bool *success, SCIP_HASHMAP *assumevarfixed)
SCIP_Real SCIPrelDiff(SCIP_Real val1, SCIP_Real val2)
SCIP_RETCODE SCIPgetBoolParam(SCIP *scip, const char *name, SCIP_Bool *value)
SCIP_PARAM * SCIPgetParam(SCIP *scip, const char *name)
SCIP_RETCODE SCIPsetLongintParam(SCIP *scip, const char *name, SCIP_Longint value)
SCIP_RETCODE SCIPsetHeuristics(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
SCIP_RETCODE SCIPsetIntParam(SCIP *scip, const char *name, int value)
SCIP_RETCODE SCIPgetRealParam(SCIP *scip, const char *name, SCIP_Real *value)
SCIP_RETCODE SCIPsetPresolving(SCIP *scip, SCIP_PARAMSETTING paramsetting, SCIP_Bool quiet)
SCIP_RETCODE SCIPsetCharParam(SCIP *scip, const char *name, char value)
SCIP_Bool SCIPgetSubscipsOff(SCIP *scip)
SCIP_RETCODE SCIPgetLongintParam(SCIP *scip, const char *name, SCIP_Longint *value)
SCIP_RETCODE SCIPgetIntParam(SCIP *scip, const char *name, int *value)
SCIP_RETCODE SCIPsetBoolParam(SCIP *scip, const char *name, SCIP_Bool value)
SCIP_RETCODE SCIPsetRealParam(SCIP *scip, const char *name, SCIP_Real value)
SCIP_RETCODE SCIPgetCharParam(SCIP *scip, const char *name, char *value)
SCIP_RETCODE SCIPpqueueCreate(SCIP_PQUEUE **pqueue, int initsize, SCIP_Real sizefac, SCIP_DECL_SORTPTRCOMP((*ptrcomp)),)
void SCIPpqueueFree(SCIP_PQUEUE **pqueue)
SCIP_RETCODE SCIPpqueueInsert(SCIP_PQUEUE *pqueue, void *elem)
int SCIPpqueueNElems(SCIP_PQUEUE *pqueue)
void * SCIPpqueueRemove(SCIP_PQUEUE *pqueue)
SCIP_BENDERSOBJTYPE SCIPbendersGetObjectiveType(SCIP_BENDERS *benders)
SCIP_Real SCIPbendersGetSetupTime(SCIP_BENDERS *benders)
void SCIPbendersSetSubproblemObjval(SCIP_BENDERS *benders, int probnumber, SCIP_Real objval)
SCIP_RETCODE SCIPbendersSolSlackVarsActive(SCIP_BENDERS *benders, SCIP_Bool *activeslack)
SCIP_Bool SCIPbendersCutRelaxation(SCIP_BENDERS *benders)
int SCIPbendersGetNTransferredCuts(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersSubproblemIsConvex(SCIP_BENDERS *benders, int probnumber)
int SCIPbendersGetNStrengthenFails(SCIP_BENDERS *benders)
int SCIPgetBendersNSubproblems(SCIP *scip, SCIP_BENDERS *benders)
SCIP_RETCODE SCIPbendersGetStoredCutOrigData(SCIP_BENDERS *benders, int cutidx, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars, int varssize)
SCIP_BENDERS ** SCIPgetBenders(SCIP *scip)
void SCIPbendersSetSubproblemIsNonlinear(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isnonlinear)
void SCIPbendersSetMasterIsNonlinear(SCIP_BENDERS *benders, SCIP_Bool isnonlinear)
SCIP_BENDERS * SCIPfindBenders(SCIP *scip, const char *name)
void SCIPbendersSetData(SCIP_BENDERS *benders, SCIP_BENDERSDATA *bendersdata)
SCIP_Bool SCIPbendersOnlyCheckConvexRelax(SCIP_BENDERS *benders, SCIP_Bool subscipsoff)
SCIP_Bool SCIPbendersSubproblemIsNonlinear(SCIP_BENDERS *benders, int probnumber)
int SCIPbendersGetPriority(SCIP_BENDERS *benders)
SCIP_VAR * SCIPbendersGetAuxiliaryVar(SCIP_BENDERS *benders, int probnumber)
SCIP_BENDERSCUT * SCIPfindBenderscut(SCIP_BENDERS *benders, const char *name)
const char * SCIPbendersGetDesc(SCIP_BENDERS *benders)
int SCIPbendersGetNConvexSubproblems(SCIP_BENDERS *benders)
SCIP_BENDERSSUBTYPE SCIPbendersGetSubproblemType(SCIP_BENDERS *benders, int probnumber)
SCIP_VAR ** SCIPbendersGetSubproblemMasterVars(SCIP_BENDERS *benders, int probnumber)
SCIP_RETCODE SCIPbendersSolveSubproblemCIP(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_STATUS *solvestatus, SCIP_Bool solvecip)
int SCIPbendersGetNNonlinearSubproblems(SCIP_BENDERS *benders)
void SCIPsetBendersPriority(SCIP *scip, SCIP_BENDERS *benders, int priority)
SCIP_NLPPARAM SCIPbendersGetNLPParam(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersSubproblemIsEnabled(SCIP_BENDERS *benders, int probnumber)
SCIP_RETCODE SCIPgetBendersMasterVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar)
int SCIPbendersGetNStrengthenCalls(SCIP_BENDERS *benders)
SCIP_RETCODE SCIPgetBendersSubproblemVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
int SCIPbendersGetNStoredCuts(SCIP_BENDERS *benders)
SCIP_RETCODE SCIPbendersSolveSubproblemLP(SCIP *scip, SCIP_BENDERS *benders, int probnumber, SCIP_STATUS *solvestatus, SCIP_Real *objective)
int SCIPbendersGetNBenderscuts(SCIP_BENDERS *benders)
void SCIPbendersSetSubproblemIsConvex(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isconvex)
SCIP_Bool SCIPbendersIsActive(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersSubproblemsAreInfeasible(SCIP_BENDERS *benders)
void SCIPbendersSetSubproblemIsSetup(SCIP_BENDERS *benders, int probnumber, SCIP_Bool issetup)
SCIP_BENDERSDATA * SCIPbendersGetData(SCIP_BENDERS *benders)
const char * SCIPbendersGetName(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersCutPseudo(SCIP_BENDERS *benders)
SCIP_VAR ** SCIPbendersGetAuxiliaryVars(SCIP_BENDERS *benders)
int SCIPbendersGetNSubproblems(SCIP_BENDERS *benders)
void SCIPbendersSetSubproblemType(SCIP_BENDERS *benders, int probnumber, SCIP_BENDERSSUBTYPE subprobtype)
int SCIPbendersGetNStrengthenCutsFound(SCIP_BENDERS *benders)
void SCIPbendersUpdateSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber, SCIP_Real lowerbound)
SCIP * SCIPbendersSubproblem(SCIP_BENDERS *benders, int probnumber)
void SCIPbendersGetSubproblemMasterVarsData(SCIP_BENDERS *benders, int probnumber, SCIP_VAR ***vars, int *nvars, int *nbinvars, int *nintvars)
SCIP_Bool SCIPbendersMasterIsNonlinear(SCIP_BENDERS *benders)
SCIP_RETCODE SCIPbendersGetStoredCutData(SCIP_BENDERS *benders, int cutidx, SCIP_VAR ***vars, SCIP_Real **vals, SCIP_Real *lhs, SCIP_Real *rhs, int *nvars)
int SCIPbendersGetNCalls(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersIsInitialized(SCIP_BENDERS *benders)
int SCIPbendersGetNCutsFound(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersShareAuxVars(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersCutLP(SCIP_BENDERS *benders)
SCIP_RETCODE SCIPbendersSetBenderscutPriority(SCIP_BENDERS *benders, SCIP_BENDERSCUT *benderscut, int priority)
SCIP_Real SCIPbendersGetTime(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersSubproblemIsIndependent(SCIP_BENDERS *benders, int probnumber)
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)
SCIP_BENDERSCUT ** SCIPbendersGetBenderscuts(SCIP_BENDERS *benders)
SCIP_VAR * SCIPbenderGetMasterAuxiliaryVar(SCIP_BENDERS *benders)
SCIP_Real SCIPbendersGetSubproblemObjval(SCIP_BENDERS *benders, int probnumber)
void SCIPbendersSetSubproblemIsIndependent(SCIP_BENDERS *benders, int probnumber, SCIP_Bool isindep)
SCIP_Bool SCIPbendersInStrengthenRound(SCIP_BENDERS *benders)
SCIP_Bool SCIPbendersSubproblemIsSetup(SCIP_BENDERS *benders, int probnumber)
SCIP_Real SCIPbendersGetSubproblemLowerbound(SCIP_BENDERS *benders, int probnumber)
int SCIPbendersGetNSubproblemMasterVars(SCIP_BENDERS *benders, int probnumber)
SCIP_Bool SCIPbenderscutIsLPCut(SCIP_BENDERSCUT *benderscut)
const char * SCIPbenderscutGetName(SCIP_BENDERSCUT *benderscut)
SCIP_Longint SCIPbenderscutGetNFound(SCIP_BENDERSCUT *benderscut)
const char * SCIPconshdlrGetName(SCIP_CONSHDLR *conshdlr)
SCIP_CONSHDLR * SCIPfindConshdlr(SCIP *scip, const char *name)
SCIP_Bool SCIPconsIsDynamic(SCIP_CONS *cons)
SCIP_CONSHDLR * SCIPconsGetHdlr(SCIP_CONS *cons)
SCIP_Bool SCIPconsIsInitial(SCIP_CONS *cons)
SCIP_Bool SCIPconsIsChecked(SCIP_CONS *cons)
SCIP_Bool SCIPconsIsEnforced(SCIP_CONS *cons)
SCIP_Bool SCIPconsIsPropagated(SCIP_CONS *cons)
const char * SCIPconsGetName(SCIP_CONS *cons)
SCIP_RETCODE SCIPsetConsRemovable(SCIP *scip, SCIP_CONS *cons, SCIP_Bool removable)
SCIP_Bool SCIPconsIsModifiable(SCIP_CONS *cons)
SCIP_RETCODE SCIPreleaseCons(SCIP *scip, SCIP_CONS **cons)
SCIP_Bool SCIPconsIsSeparated(SCIP_CONS *cons)
SCIP_RETCODE SCIPcaptureCons(SCIP *scip, SCIP_CONS *cons)
SCIP_Bool SCIPconsIsRemovable(SCIP_CONS *cons)
SCIP_RETCODE SCIPaddPoolCut(SCIP *scip, SCIP_ROW *row)
SCIP_RETCODE SCIPsetEventhdlrFree(SCIP *scip, SCIP_EVENTHDLR *eventhdlr,)
SCIP_RETCODE SCIPsetEventhdlrInitsol(SCIP *scip, SCIP_EVENTHDLR *eventhdlr,)
SCIP_RETCODE SCIPincludeEventhdlrBasic(SCIP *scip, SCIP_EVENTHDLR **eventhdlrptr, const char *name, const char *desc, SCIP_DECL_EVENTEXEC((*eventexec)), SCIP_EVENTHDLRDATA *eventhdlrdata)
SCIP_RETCODE SCIPsetEventhdlrExit(SCIP *scip, SCIP_EVENTHDLR *eventhdlr,)
SCIP_EVENTHDLR * SCIPfindEventhdlr(SCIP *scip, const char *name)
SCIP_RETCODE SCIPsetEventhdlrExitsol(SCIP *scip, SCIP_EVENTHDLR *eventhdlr,)
const char * SCIPeventhdlrGetName(SCIP_EVENTHDLR *eventhdlr)
SCIP_EVENTHDLRDATA * SCIPeventhdlrGetData(SCIP_EVENTHDLR *eventhdlr)
void SCIPeventhdlrSetData(SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTHDLRDATA *eventhdlrdata)
SCIP_RETCODE SCIPcatchEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int *filterpos)
SCIP_RETCODE SCIPdropEvent(SCIP *scip, SCIP_EVENTTYPE eventtype, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTDATA *eventdata, int filterpos)
SCIP_RETCODE SCIPevalExprActivity(SCIP *scip, SCIP_EXPR *expr)
SCIP_Bool SCIPinDive(SCIP *scip)
SCIP_RETCODE SCIPconstructLP(SCIP *scip, SCIP_Bool *cutoff)
SCIP_Bool SCIPisLPConstructed(SCIP *scip)
SCIP_RETCODE SCIPcomputeLPRelIntPoint(SCIP *scip, SCIP_Bool relaxrows, SCIP_Bool inclobjcutoff, SCIP_Real timelimit, int iterlimit, SCIP_SOL **point)
SCIP_LPSOLSTAT SCIPgetLPSolstat(SCIP *scip)
SCIP_Longint SCIPgetMemExternEstim(SCIP *scip)
#define SCIPfreeBlockMemoryArray(scip, ptr, num)
SCIP_Longint SCIPgetMemUsed(SCIP *scip)
BMS_BLKMEM * SCIPblkmem(SCIP *scip)
#define SCIPallocClearBlockMemoryArray(scip, ptr, num)
#define SCIPfreeBlockMemory(scip, ptr)
#define SCIPallocBlockMemory(scip, ptr)
#define SCIPduplicateBlockMemoryArray(scip, ptr, source, num)
int SCIPgetNNlpis(SCIP *scip)
SCIP_Bool SCIPisNLPConstructed(SCIP *scip)
SCIP_NLPSOLSTAT SCIPgetNLPSolstat(SCIP *scip)
SCIP_Real SCIPgetNLPObjval(SCIP *scip)
SCIP_RETCODE SCIPsolveNLPParam(SCIP *scip, SCIP_NLPPARAM param)
SCIP_NLPTERMSTAT SCIPgetNLPTermstat(SCIP *scip)
SCIP_RETCODE SCIPchgVarUbProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
SCIP_RETCODE SCIPchgVarObjProbing(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
SCIP_Bool SCIPinProbing(SCIP *scip)
SCIP_RETCODE SCIPstartProbing(SCIP *scip)
SCIP_RETCODE SCIPsolveProbingLP(SCIP *scip, int itlim, SCIP_Bool *lperror, SCIP_Bool *cutoff)
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)
SCIP_RETCODE SCIPaddVarToRow(SCIP *scip, SCIP_ROW *row, SCIP_VAR *var, SCIP_Real val)
SCIP_RETCODE SCIPreleaseRow(SCIP *scip, SCIP_ROW **row)
SCIP_SOL * SCIPgetBestSol(SCIP *scip)
SCIP_RETCODE SCIPcreateSolCopy(SCIP *scip, SCIP_SOL **sol, SCIP_SOL *sourcesol)
SCIP_RETCODE SCIPprintSol(SCIP *scip, SCIP_SOL *sol, FILE *file, SCIP_Bool printzeros)
SCIP_RETCODE SCIPcreateCurrentSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
SCIP_RETCODE SCIPcreateNLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
SCIP_RETCODE SCIPcreateLPSol(SCIP *scip, SCIP_SOL **sol, SCIP_HEUR *heur)
SCIP_RETCODE SCIPunlinkSol(SCIP *scip, SCIP_SOL *sol)
SCIP_Real SCIPgetSolOrigObj(SCIP *scip, SCIP_SOL *sol)
SCIP_RETCODE SCIPsetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var, SCIP_Real val)
SCIP_Real SCIPgetSolVal(SCIP *scip, SCIP_SOL *sol, SCIP_VAR *var)
SCIP_Real SCIPgetSolTransObj(SCIP *scip, SCIP_SOL *sol)
SCIP_Real SCIPretransformObj(SCIP *scip, SCIP_Real obj)
SCIP_RETCODE SCIPrestartSolve(SCIP *scip)
SCIP_RETCODE SCIPfreeTransform(SCIP *scip)
SCIP_RETCODE SCIPinterruptSolve(SCIP *scip)
SCIP_RETCODE SCIPsolve(SCIP *scip)
SCIP_Real SCIPgetPrimalbound(SCIP *scip)
SCIP_Real SCIPgetDualbound(SCIP *scip)
SCIP_Real SCIPgetLowerbound(SCIP *scip)
SCIP_Longint SCIPgetNLPIterations(SCIP *scip)
SCIP_Real SCIPgetSolvingTime(SCIP *scip)
SCIP_Real SCIPinfinity(SCIP *scip)
SCIP_Bool SCIPisPositive(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisInfinity(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisGT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisEQ(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPisZero(SCIP *scip, SCIP_Real val)
SCIP_Bool SCIPisLT(SCIP *scip, SCIP_Real val1, SCIP_Real val2)
SCIP_Bool SCIPinRepropagation(SCIP *scip)
int SCIPgetDepth(SCIP *scip)
SCIP_NODE * SCIPgetCurrentNode(SCIP *scip)
SCIP_RETCODE SCIPvarGetOrigvarSum(SCIP_VAR **var, SCIP_Real *scalar, SCIP_Real *constant)
SCIP_RETCODE SCIPchgVarLb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
SCIP_VARSTATUS SCIPvarGetStatus(SCIP_VAR *var)
SCIP_Real SCIPvarGetUbLocal(SCIP_VAR *var)
int SCIPvarGetNLocksDown(SCIP_VAR *var)
SCIP_Real SCIPvarGetLbOriginal(SCIP_VAR *var)
SCIP_RETCODE SCIPchgVarUb(SCIP *scip, SCIP_VAR *var, SCIP_Real newbound)
SCIP_Real SCIPvarGetObj(SCIP_VAR *var)
SCIP_RETCODE SCIPchgVarImplType(SCIP *scip, SCIP_VAR *var, SCIP_IMPLINTTYPE impltype, SCIP_Bool *infeasible)
SCIP_VARTYPE SCIPvarGetType(SCIP_VAR *var)
SCIP_RETCODE SCIPaddVarLocksType(SCIP *scip, SCIP_VAR *var, SCIP_LOCKTYPE locktype, int nlocksdown, int nlocksup)
SCIP_RETCODE SCIPcreateVarImpl(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype, SCIP_IMPLINTTYPE impltype, SCIP_Bool initial, SCIP_Bool removable, SCIP_DECL_VARDELORIG((*vardelorig)), SCIP_DECL_VARTRANS((*vartrans)), SCIP_DECL_VARDELTRANS((*vardeltrans)), SCIP_DECL_VARCOPY((*varcopy)), SCIP_VARDATA *vardata)
const char * SCIPvarGetName(SCIP_VAR *var)
SCIP_Real SCIPvarGetUbOriginal(SCIP_VAR *var)
SCIP_RETCODE SCIPreleaseVar(SCIP *scip, SCIP_VAR **var)
SCIP_Bool SCIPvarIsIntegral(SCIP_VAR *var)
SCIP_RETCODE SCIPchgVarType(SCIP *scip, SCIP_VAR *var, SCIP_VARTYPE vartype, SCIP_Bool *infeasible)
void SCIPvarSetData(SCIP_VAR *var, SCIP_VARDATA *vardata)
SCIP_Real SCIPvarGetLbLocal(SCIP_VAR *var)
SCIP_Real SCIPvarGetLbGlobal(SCIP_VAR *var)
SCIP_RETCODE SCIPcreateVarBasic(SCIP *scip, SCIP_VAR **var, const char *name, SCIP_Real lb, SCIP_Real ub, SCIP_Real obj, SCIP_VARTYPE vartype)
SCIP_VAR * SCIPvarGetTransVar(SCIP_VAR *var)
SCIP_RETCODE SCIPchgVarObj(SCIP *scip, SCIP_VAR *var, SCIP_Real newobj)
SCIP_RETCODE SCIPcaptureVar(SCIP *scip, SCIP_VAR *var)
void SCIPsortPtr(void **ptrarray, SCIP_DECL_SORTPTRCOMP((*ptrcomp)), int len)
int SCIPsnprintf(char *t, int len, const char *s,...)
SCIPfreeSol(scip, &heurdata->sol))
SCIPcreateSol(scip, &heurdata->sol, heur))
assert(minobj< SCIPgetCutoffbound(scip))
internal methods for LP management
static const char * paramname[]
#define BMSfreeMemory(ptr)
#define BMSreallocMemoryArray(ptr, num)
#define BMSduplicateMemoryArray(ptr, source, num)
#define BMSclearMemory(ptr)
#define BMSallocMemoryArray(ptr, num)
#define BMSfreeMemoryArray(ptr)
#define BMSallocBlockMemoryArray(mem, ptr, num)
#define BMSfreeBlockMemoryArray(mem, ptr, num)
#define BMSreallocBlockMemoryArray(mem, ptr, oldnum, newnum)
#define BMSclearMemoryArray(ptr, num)
#define BMSallocClearMemoryArray(ptr, num)
struct BMS_BlkMem BMS_BLKMEM
#define BMSfreeMemoryArrayNull(ptr)
#define BMSallocMemory(ptr)
void SCIPmessagePrintVerbInfo(SCIP_MESSAGEHDLR *messagehdlr, SCIP_VERBLEVEL verblevel, SCIP_VERBLEVEL msgverblevel, const char *formatstr,...)
SCIP_Real SCIPconsGetLhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
SCIP_RETCODE SCIPconsAddCoef(SCIP *scip, SCIP_CONS *cons, SCIP_VAR *var, SCIP_Real val)
SCIP_Real SCIPconsGetRhs(SCIP *scip, SCIP_CONS *cons, SCIP_Bool *success)
SCIP_PARAMDATA * SCIPparamGetData(SCIP_PARAM *param)
int SCIPparamGetInt(SCIP_PARAM *param)
SCIP_Real SCIPparamGetRealMax(SCIP_PARAM *param)
internal methods for handling parameter settings
internal methods for storing priced variables
internal methods for storing and manipulating the main problem
public methods for Benders' decomposition
public methods for message output
public data structures and miscellaneous methods
SCIP_RETCODE SCIPsetAddIntParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, int *valueptr, SCIP_Bool isadvanced, int defaultvalue, int minvalue, int maxvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
SCIP_Bool SCIPsetGetSubscipsOff(SCIP_SET *set)
SCIP_RETCODE SCIPsetAddCharParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, char *valueptr, SCIP_Bool isadvanced, char defaultvalue, const char *allowedvalues, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
SCIP_Real SCIPsetCeil(SCIP_SET *set, SCIP_Real val)
SCIP_RETCODE SCIPsetAddBoolParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, const char *name, const char *desc, SCIP_Bool *valueptr, SCIP_Bool isadvanced, SCIP_Bool defaultvalue, SCIP_DECL_PARAMCHGD((*paramchgd)), SCIP_PARAMDATA *paramdata)
SCIP_Bool SCIPsetIsLE(SCIP_SET *set, SCIP_Real val1, SCIP_Real val2)
SCIP_RETCODE SCIPsetAddRealParam(SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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)
SCIP_BENDERS * SCIPsetFindBenders(SCIP_SET *set, const char *name)
SCIP_STAGE SCIPsetGetStage(SCIP_SET *set)
SCIP_Real SCIPsetInfinity(SCIP_SET *set)
SCIP_Bool SCIPsetIsInfinity(SCIP_SET *set, SCIP_Real val)
SCIP_RETCODE SCIPsetGetRealParam(SCIP_SET *set, const char *name, SCIP_Real *value)
SCIP_Bool SCIPsetIsGT(SCIP_SET *set, SCIP_Real val1, SCIP_Real val2)
SCIP_EVENTHDLR * SCIPsetFindEventhdlr(SCIP_SET *set, const char *name)
int SCIPsetCalcMemGrowSize(SCIP_SET *set, int num)
internal methods for global SCIP settings
SCIP_RETCODE SCIPbendersGetVar(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR *var, SCIP_VAR **mappedvar, int probnumber)
void SCIPbendersSetInitsol(SCIP_BENDERS *benders,)
static void createSolveSubproblemIndexList(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type, int **solveidx, int *nsolveidx)
#define SCIP_DEFAULT_LNSMAXCALLSROOT
#define AUXILIARYVAR_NAME
#define SCIP_DEFAULT_STRENGTHENPERTURB
SCIP_Bool SCIPbendersSubproblemIsOptimal(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
#define NODESOLVED_EVENTHDLR_NAME
#define SCIP_DEFAULT_LNSMAXDEPTH
void SCIPbendersSetObjectiveType(SCIP_BENDERS *benders, SCIP_BENDERSOBJTYPE objectivetype)
SCIP_RETCODE SCIPbendersActivate(SCIP_BENDERS *benders, SCIP_SET *set, int nsubproblems)
SCIP_RETCODE SCIPbendersComputeSubproblemLowerbound(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Real *lowerbound, SCIP_Bool *infeasible)
void SCIPbendersSetCopy(SCIP_BENDERS *benders,)
void SCIPbendersRemoveSubproblems(SCIP_BENDERS *benders)
static SCIP_RETCODE executeUserDefinedSolvesub(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool *infeasible, SCIP_Real *objective, SCIP_RESULT *result)
static SCIP_RETCODE initsolEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
static SCIP_RETCODE storeSubproblemMasterVars(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
static SCIP_RETCODE performInteriorSolCutStrengthening(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint, SCIP_Bool perturbsol, SCIP_Bool *auxviol, SCIP_Bool *infeasible, SCIP_Bool *skipsolve, SCIP_RESULT *result)
#define SCIP_DEFAULT_STRENGTHENENABLED
#define SCIP_DEFAULT_UPDATEAUXVARBOUND
#define SCIP_DEFAULT_LNSMAXCALLS
#define SCIP_DEFAULT_SLACKVARCOEF
SCIP_RETCODE SCIPbendersFreeSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
#define SCIP_DEFAULT_LNSCHECK
#define BENDERS_MAXPSEUDOSOLS
void SCIPbendersSetPriority(SCIP_BENDERS *benders, SCIP_SET *set, int priority)
static SCIP_Bool subproblemIsActive(SCIP_BENDERS *benders, int probnumber)
static SCIP_RETCODE addSlackVars(SCIP *scip, SCIP_BENDERS *benders, SCIP_CONS *cons, SCIP_CONSHDLR **linearconshdlrs, SCIP_CONSHDLR *nlconshdlr, int nlinearconshdlrs)
SCIP_RETCODE SCIPbendersExit(SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE SCIPbendersChgMastervarsToCont(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
#define SCIP_DEFAULT_NLPITERLIMIT
void SCIPbendersSortBenderscuts(SCIP_BENDERS *benders)
SCIP_RETCODE SCIPbendersSetupSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSENFOTYPE type)
static SCIP_RETCODE setAndUpdateCorePoint(SCIP *scip, SCIP_BENDERS *benders)
#define SCIP_DEFAULT_STRENGTHENMULT
static SCIP_RETCODE createSubproblems(SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE SCIPbendersSetMastervarsCont(SCIP_BENDERS *benders, int probnumber, SCIP_Bool arecont)
static SCIP_RETCODE freeEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
#define SCIP_DEFAULT_STRENGTHENINTPOINT
void SCIPbendersSetSubproblemsAreInfeasible(SCIP_BENDERS *benders, SCIP_SET *set)
void SCIPbendersSortBenderscutsName(SCIP_BENDERS *benders)
static SCIP_RETCODE resetOrigSubproblemParams(SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
#define SCIP_DEFAULT_CHECKCONSCONVEXITY
SCIP_RETCODE SCIPbendersCreate(SCIP_BENDERS **benders, SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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)
static SCIP_RETCODE addSlackVarsToConstraints(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
static SCIP_RETCODE updateAuxiliaryVarLowerbound(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_RESULT *result)
#define SCIP_DEFAULT_MAXSLACKVARCOEF
static SCIP_RETCODE generateBendersCuts(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, SCIP_Bool *subprobsolved, SCIP_BENDERSSUBSTATUS *substatus, int *solveidx, int nsolveidx, int **mergecands, int *npriomergecands, int *nmergecands, int *nsolveloops)
static SCIP_RETCODE exitEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr)
static SCIP_RETCODE solveBendersSubproblems(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_BENDERSENFOTYPE type, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool checkint, int *nverified, int *solveidx, int nsolveidx, SCIP_Bool **subprobsolved, SCIP_BENDERSSUBSTATUS **substatus, SCIP_Bool *infeasible, SCIP_Bool *optimal, SCIP_Bool *stopped)
static SCIP_RETCODE storeSubproblemMasterVar(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR *var, int probnumber)
SCIP_RETCODE SCIPbendersCopyInclude(SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_SET *targetset, SCIP_HASHMAP *varmap, SCIP_Bool threadsafe, SCIP_Bool *valid)
void SCIPbendersSetFreesub(SCIP_BENDERS *benders,)
static SCIP_RETCODE createAndAddTransferredCut(SCIP *sourcescip, SCIP_BENDERS *benders, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
SCIP_RETCODE SCIPbendersMergeSubproblemIntoMaster(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_HASHMAP *varmap, SCIP_HASHMAP *consmap, int probnumber)
#define BENDERS_MASTERVARARRAYSIZE
static SCIP_RETCODE doBendersCreate(SCIP_BENDERS **benders, SCIP_SET *set, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, 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)
#define UPPERBOUND_EVENTHDLR_DESC
static SCIP_RETCODE initialiseSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Bool *infeasible, SCIP_Bool *success)
void SCIPbendersSetExitsol(SCIP_BENDERS *benders,)
#define SCIP_DEFAULT_AUXVARSIMPLINT
static SCIP_RETCODE copyMemoryAndTimeLimits(SCIP *scip, SCIP *subproblem)
static SCIP_RETCODE transferBendersCuts(SCIP *sourcescip, SCIP *subscip, SCIP_BENDERS *benders)
void SCIPbendersSetBenderscutsSorted(SCIP_BENDERS *benders, SCIP_Bool sorted)
#define UPPERBOUND_EVENTHDLR_NAME
static SCIP_RETCODE assignAuxiliaryVariables(SCIP *scip, SCIP_BENDERS *benders)
#define NODEFOCUS_EVENTHDLR_DESC
void SCIPbendersSetExitpre(SCIP_BENDERS *benders,)
SCIP_RETCODE SCIPbendersFree(SCIP_BENDERS **benders, SCIP_SET *set)
void SCIPbendersSetSolvesub(SCIP_BENDERS *benders,)
SCIP_RETCODE SCIPbendersInitsol(SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE SCIPbendersExecSubproblemSolve(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_BENDERSSOLVELOOP solveloop, SCIP_Bool enhancement, SCIP_Bool *solved, SCIP_Bool *infeasible, SCIP_BENDERSENFOTYPE type)
#define MIPNODEFOCUS_EVENTHDLR_DESC
static SCIP_RETCODE releaseVarMappingHashmapVars(SCIP *scip, SCIP_BENDERS *benders)
static SCIP_RETCODE addAuxiliaryVariablesToMaster(SCIP *scip, SCIP_BENDERS *benders)
void SCIPbendersSetPostsolve(SCIP_BENDERS *benders,)
#define SCIP_DEFAULT_NOIMPROVELIMIT
static SCIP_RETCODE setSubproblemParams(SCIP *scip, SCIP *subproblem)
SCIP_RETCODE SCIPbendersDeactivate(SCIP_BENDERS *benders, SCIP_SET *set)
void SCIPbendersSetSubproblemComp(SCIP_BENDERS *benders,)
SCIP_RETCODE SCIPbendersStoreCut(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Real lhs, SCIP_Real rhs, int nvars)
SCIP_RETCODE SCIPbendersAddSubproblem(SCIP_BENDERS *benders, SCIP *subproblem)
#define SCIP_DEFAULT_TRANSFERCUTS
void SCIPbendersSetPresubsolve(SCIP_BENDERS *benders,)
SCIP_Real SCIPbendersGetAuxiliaryVarVal(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber)
SCIP_RETCODE SCIPbendersExec(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, SCIP_RESULT *result, SCIP_Bool *infeasible, SCIP_Bool *auxviol, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)
SCIP_Bool SCIPbendersGetMastervarsCont(SCIP_BENDERS *benders, int probnumber)
static SCIP_RETCODE exitsolEventhandler(SCIP *scip, SCIP_EVENTHDLR *eventhdlr, SCIP_EVENTTYPE eventtype)
static SCIP_RETCODE updateEventhdlrUpperbound(SCIP_BENDERS *benders, int probnumber, SCIP_Real upperbound)
static SCIP_RETCODE storeOrigSubproblemParams(SCIP *subproblem, SCIP_SUBPROBPARAMS *origparams)
#define MIPNODEFOCUS_EVENTHDLR_NAME
#define SCIP_DEFAULT_SUBPROBFRAC
void SCIPbendersSetExit(SCIP_BENDERS *benders,)
#define SCIP_DEFAULT_EXECFEASPHASE
void SCIPbendersSetInitpre(SCIP_BENDERS *benders,)
#define NODEFOCUS_EVENTHDLR_NAME
SCIP_RETCODE SCIPbendersInitpre(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
void SCIPbendersEnableOrDisableClocks(SCIP_BENDERS *benders, SCIP_Bool enable)
static void findAuxiliaryVar(SCIP *scip, SCIP_BENDERS *benders, SCIP_VAR **targetvar, int subscipdepth, int probnumber)
static SCIP_RETCODE updateSubproblemStatQueue(SCIP_BENDERS *benders, int *solveidx, int nsolveidx, SCIP_Bool updatestat)
static SCIP_RETCODE checkSubproblemConvexity(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber)
static SCIP_RETCODE updateSubproblemLowerbound(SCIP *masterprob, SCIP_BENDERS *benders)
#define SCIP_DEFAULT_CUTCHECK
#define SCIP_DEFAULT_CUTSASCONSS
static SCIP_RETCODE initEventhandlerData(SCIP *scip, SCIP_EVENTHDLRDATA *eventhdlrdata)
void SCIPbendersSetSubproblemEnabled(SCIP_BENDERS *benders, int probnumber, SCIP_Bool enabled)
void SCIPbendersSetSolvesubconvex(SCIP_BENDERS *benders,)
SCIP_RETCODE SCIPbendersIncludeBenderscut(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSCUT *benderscut)
SCIP_RETCODE SCIPbendersExitpre(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_STAT *stat)
static int numSubproblemsToCheck(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_BENDERSENFOTYPE type)
SCIP_RETCODE SCIPbendersExitsol(SCIP_BENDERS *benders, SCIP_SET *set)
SCIP_RETCODE SCIPbendersSolveSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, SCIP_SOL *sol, int probnumber, SCIP_Bool *infeasible, SCIP_Bool solvecip, SCIP_Real *objective)
static void resetSubproblemObjectiveValue(SCIP_BENDERS *benders, SCIP_SET *set)
#define BENDERS_ARRAYSIZE
static SCIP_RETCODE initialiseLPSubproblem(SCIP_BENDERS *benders, SCIP_SET *set, int probnumber, SCIP_Bool *infeasible)
static SCIP_RETCODE createMasterVarMapping(SCIP_BENDERS *benders, SCIP_SET *sourceset, SCIP_HASHMAP *varmap)
#define NODESOLVED_EVENTHDLR_DESC
void SCIPbendersSetInit(SCIP_BENDERS *benders,)
static SCIP_RETCODE checkSubproblemIndependence(SCIP *scip, SCIP_BENDERS *benders)
void SCIPbendersSetFree(SCIP_BENDERS *benders,)
SCIP_RETCODE SCIPbendersInit(SCIP_BENDERS *benders, SCIP_SET *set)
internal methods for Benders' decomposition
SCIP_Bool subprobsinfeasible
SCIP_Bool * subprobisconvex
SCIP_Bool * subprobenabled
SCIP_BENDERSDATA * bendersdata
SCIP_SUBPROBLEMSOLVESTAT ** solvestat
SCIP_BENDERSOBJTYPE objectivetype
SCIP_Bool strengthenround
SCIP_CONS ** auxiliaryvarcons
SCIP_Bool * mastervarscont
SCIP_VAR ** auxiliaryvars
SCIP_Real * subprobobjval
SCIP_HASHMAP * mastervarsmap
SCIP_PQUEUE * subprobqueue
SCIP_VAR *** submastervars
SCIP_Real * bestsubprobobjval
SCIP_Bool benderscutssorted
SCIP_Real maxslackvarcoef
SCIP_BENDERSSUBTYPE * subprobtype
SCIP_Bool * subprobisnonlinear
SCIP_Bool strengthenenabled
SCIP_Bool benderscutsnamessorted
SCIP_Bool masterisnonlinear
SCIP_BENDERSCUTCUT ** storedcuts
SCIP_Bool feasibilityphase
SCIP_BENDERSCUT ** benderscuts
SCIP_CLOCK * bendersclock
SCIP_Bool subprobscreated
SCIP_Bool updateauxvarbound
SCIP_Bool checkconsconvexity
SCIP_Real * subproblowerbound
SCIP_Bool benders_copybenders
SCIP_Bool lp_alwaysgetduals
SCIP_Bool conflict_enable
SCIP_Bool misc_catchctrlc
data structures required for Benders' decomposition
struct SCIP_SubproblemParams SCIP_SUBPROBPARAMS
struct SCIP_BenderscutCut SCIP_BENDERSCUTCUT
datastructures for Benders' decomposition cuts techniques
#define SCIP_DECL_BENDERSFREESUB(x)
#define SCIP_DECL_BENDERSCREATESUB(x)
struct SCIP_Benders SCIP_BENDERS
#define SCIP_DECL_BENDERSCOPY(x)
@ SCIP_BENDERSENFOTYPE_LP
@ SCIP_BENDERSENFOTYPE_CHECK
@ SCIP_BENDERSENFOTYPE_PSEUDO
#define SCIP_DECL_BENDERSSOLVESUB(x)
enum SCIP_BendersObjectiveType SCIP_BENDERSOBJTYPE
#define SCIP_DECL_BENDERSEXITPRE(x)
@ SCIP_BENDERSSUBSTATUS_AUXVIOL
@ SCIP_BENDERSSUBSTATUS_UNKNOWN
@ SCIP_BENDERSSUBSTATUS_INFEAS
@ SCIP_BENDERSSUBSTATUS_OPTIMAL
#define SCIP_DECL_BENDERSSOLVESUBCONVEX(x)
#define SCIP_DECL_BENDERSINIT(x)
#define SCIP_DECL_BENDERSFREE(x)
#define SCIP_DECL_BENDERSEXITSOL(x)
@ SCIP_BENDERSOBJTYPE_SUM
@ SCIP_BENDERSOBJTYPE_MAX
#define SCIP_DECL_BENDERSPRESUBSOLVE(x)
struct SCIP_SubproblemSolveStat SCIP_SUBPROBLEMSOLVESTAT
@ SCIP_BENDERSSUBTYPE_NONCONVEXDIS
@ SCIP_BENDERSSUBTYPE_CONVEXCONT
@ SCIP_BENDERSSUBTYPE_NONCONVEXCONT
@ SCIP_BENDERSSUBTYPE_CONVEXDIS
@ SCIP_BENDERSSUBTYPE_UNKNOWN
enum SCIP_BendersSubType SCIP_BENDERSSUBTYPE
@ SCIP_BENDERSSOLVELOOP_CIP
@ SCIP_BENDERSSOLVELOOP_CONVEX
@ SCIP_BENDERSSOLVELOOP_USERCONVEX
@ SCIP_BENDERSSOLVELOOP_USERCIP
enum SCIP_BendersSolveLoop SCIP_BENDERSSOLVELOOP
enum SCIP_BendersEnfoType SCIP_BENDERSENFOTYPE
#define SCIP_DECL_BENDERSGETVAR(x)
enum SCIP_BendersSubStatus SCIP_BENDERSSUBSTATUS
#define SCIP_DECL_BENDERSPOSTSOLVE(x)
#define SCIP_DECL_BENDERSINITPRE(x)
#define SCIP_DECL_BENDERSEXIT(x)
#define SCIP_DECL_BENDERSINITSOL(x)
struct SCIP_BendersData SCIP_BENDERSDATA
struct SCIP_Benderscut SCIP_BENDERSCUT
struct SCIP_Cons SCIP_CONS
struct SCIP_Conshdlr SCIP_CONSHDLR
struct SCIP_Eventhdlr SCIP_EVENTHDLR
#define SCIP_DECL_EVENTINITSOL(x)
#define SCIP_DECL_EVENTEXIT(x)
#define SCIP_EVENTTYPE_NODEFOCUSED
struct SCIP_EventhdlrData SCIP_EVENTHDLRDATA
#define SCIP_DECL_EVENTEXEC(x)
#define SCIP_EVENTTYPE_NODESOLVED
#define SCIP_EVENTTYPE_BESTSOLFOUND
#define SCIP_DECL_EVENTFREE(x)
#define SCIP_DECL_EVENTEXITSOL(x)
@ SCIP_LPSOLSTAT_NOTSOLVED
@ SCIP_LPSOLSTAT_TIMELIMIT
@ SCIP_LPSOLSTAT_UNBOUNDEDRAY
@ SCIP_LPSOLSTAT_INFEASIBLE
@ SCIP_LPSOLSTAT_OBJLIMIT
@ SCIP_LPSOLSTAT_ITERLIMIT
struct SCIP_Messagehdlr SCIP_MESSAGEHDLR
struct SCIP_HashMap SCIP_HASHMAP
#define SCIP_DECL_SORTPTRCOMP(x)
struct SCIP_HashMapEntry SCIP_HASHMAPENTRY
#define SCIP_NLPPARAM_DEFAULT(scip)
enum SCIP_NlpSolStat SCIP_NLPSOLSTAT
@ SCIP_NLPTERMSTAT_TIMELIMIT
@ SCIP_NLPTERMSTAT_ITERLIMIT
@ SCIP_NLPTERMSTAT_INTERRUPT
@ SCIP_NLPSOLSTAT_UNBOUNDED
@ SCIP_NLPSOLSTAT_GLOBINFEASIBLE
@ SCIP_NLPSOLSTAT_LOCINFEASIBLE
@ SCIP_NLPSOLSTAT_FEASIBLE
@ SCIP_NLPSOLSTAT_GLOBOPT
struct SCIP_NlpParam SCIP_NLPPARAM
enum SCIP_NlpTermStat SCIP_NLPTERMSTAT
struct SCIP_ParamData SCIP_PARAMDATA
#define SCIP_DECL_PARAMCHGD(x)
enum SCIP_Result SCIP_RESULT
enum SCIP_Retcode SCIP_RETCODE
@ SCIP_STATUS_BESTSOLLIMIT
@ SCIP_STATUS_USERINTERRUPT
enum SCIP_Status SCIP_STATUS
struct SCIP_Stat SCIP_STAT
struct SCIP_VarData SCIP_VARDATA
enum SCIP_ImplintType SCIP_IMPLINTTYPE
@ SCIP_VARTYPE_CONTINUOUS