Constraint handler for SDP-constraints. More...

Macros
#define	CONSHDLR_NAME "SDP"

#define	CONSHDLR_DESC "SDP constraints of the form \\sum_{j} A_j y_j - A_0 psd"

#define	CONSHDLR_SEPAPRIORITY +1000000

#define	CONSHDLR_ENFOPRIORITY -2000000

#define	CONSHDLR_CHECKPRIORITY -2000000

#define	CONSHDLR_SEPAFREQ 1

#define	CONSHDLR_EAGERFREQ 100

#define	CONSHDLR_MAXPREROUNDS -1

#define	CONSHDLR_DELAYSEPA FALSE

#define	CONSHDLR_NEEDSCONS TRUE

#define	CONSHDLR_PRESOLTIMING SCIP_PRESOLTIMING_FAST

#define	PARSE_STARTSIZE 1

#define	PARSE_SIZEFACTOR 10

Functions
static int	compLowerTriangPos (int i, int j)

static SCIP_RETCODE	expandSymMatrix (int size, SCIP_Real symMat, SCIP_Real fullMat)

static SCIP_RETCODE	computeSdpMatrix (SCIP scip, SCIP_CONS cons, SCIP_SOL y, SCIP_Real matrix)

static SCIP_RETCODE	multiplyConstraintMatrix (SCIP_CONS cons, int j, SCIP_Real v, SCIP_Real *vAv)

static SCIP_RETCODE	setMaxRhsEntry (SCIP_CONS *cons)

static SCIP_RETCODE	cutUsingEigenvector (SCIP scip, SCIP_CONS cons, SCIP_SOL sol, SCIP_Real coeff, SCIP_Real *lhs)

SCIP_RETCODE	SCIPconsSdpCheckSdpCons (SCIP scip, SCIP_CONS cons, SCIP_SOL sol, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool printreason, SCIP_RESULT result)

static SCIP_RETCODE	separateSol (SCIP scip, SCIP_CONSHDLR conshdlr, SCIP_CONS cons, SCIP_SOL sol, SCIP_RESULT *result)

static SCIP_RETCODE	diagGEzero (SCIP scip, SCIP_CONS conss, int nconss, int naddconss)

static SCIP_RETCODE	move_1x1_blocks_to_lp (SCIP scip, SCIP_CONS conss, int nconss, int naddconss, int ndelconss, SCIP_RESULT result)

static SCIP_RETCODE	multiaggrVar (SCIP scip, SCIP_CONS cons, int v, SCIP_VAR aggrvars, SCIP_Real scalars, int naggrvars, SCIP_Real constant, int savedcol, int savedrow, SCIP_Real savedval, int nfixednonz, int *vararraylength)

static SCIP_RETCODE	fixAndAggrVars (SCIP scip, SCIP_CONS *conss, int nconss, SCIP_Bool aggregate)

static	SCIP_DECL_CONSINITPRE (consInitpreSdp)

static	SCIP_DECL_CONSLOCK (consLockSdp)

static	SCIP_DECL_CONSEXITPRE (consExitpreSdp)

static	SCIP_DECL_CONSPRESOL (consPresolSdp)

static	SCIP_DECL_CONSTRANS (consTransSdp)

static	SCIP_DECL_CONSCHECK (consCheckSdp)

static	SCIP_DECL_CONSENFOPS (consEnfopsSdp)

static	SCIP_DECL_CONSENFOLP (consEnfolpSdp)

static	SCIP_DECL_CONSSEPASOL (consSepasolSdp)

static	SCIP_DECL_CONSSEPALP (consSepalpSdp)

static	SCIP_DECL_CONSDELETE (consDeleteSdp)

static	SCIP_DECL_CONSFREE (consFreeSdp)

static	SCIP_DECL_CONSHDLRCOPY (conshdlrCopySdp)

static	SCIP_DECL_CONSCOPY (consCopySdp)

static	SCIP_DECL_CONSPRINT (consPrintSdp)

static	SCIP_DECL_CONSPARSE (consParseSdp)

static	SCIP_DECL_CONSGETVARS (consGetVarsSdp)

static	SCIP_DECL_CONSGETNVARS (consGetNVarsSdp)

SCIP_RETCODE	SCIPincludeConshdlrSdp (SCIP *scip)

SCIP_RETCODE	SCIPconsSdpGetData (SCIP scip, SCIP_CONS cons, int nvars, int nnonz, int blocksize, int arraylength, int nvarnonz, int col, int row, SCIP_Real val, SCIP_VAR vars, int constnnonz, int constcol, int constrow, SCIP_Real *constval)

SCIP_RETCODE	SCIPconsSdpGetNNonz (SCIP scip, SCIP_CONS cons, int nnonz, int constnnonz)

SCIP_RETCODE	SCIPconsSdpGetFullAj (SCIP scip, SCIP_CONS cons, int j, SCIP_Real *Aj)

SCIP_RETCODE	SCIPconsSdpGetFullConstMatrix (SCIP scip, SCIP_CONS cons, SCIP_Real *mat)

SCIP_RETCODE	SCIPconsSdpGetLowerTriangConstMatrix (SCIP scip, SCIP_CONS cons, SCIP_Real *mat)

SCIP_RETCODE	SCIPconsSdpGuessInitialPoint (SCIP scip, SCIP_CONS cons, SCIP_Real *lambdastar)

SCIP_RETCODE	SCIPcreateConsSdp (SCIP scip, SCIP_CONS cons, const char name, int nvars, int nnonz, int blocksize, int nvarnonz, int col, int row, SCIP_Real val, SCIP_VAR vars, int constnnonz, int constcol, int constrow, SCIP_Real constval)

Detailed Description

Constraint handler for SDP-constraints.

Author: Sonja Mars; Lars Schewe; Tristan Gally

Constraint handler for semidefinite constraints of the form $\sum_{j=1}^n A_j y_j - A_0 \succeq 0$ , where the matrices $A_j$ and $A_0$ need to be symmetric. Only the nonzero entries of the matrices are stored.

Definition in file cons_sdp.c.

Macro Definition Documentation

#define CONSHDLR_NAME "SDP"

Definition at line 69 of file cons_sdp.c.

Referenced by SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSHDLRCOPY(), SCIPconsSdpGuessInitialPoint(), and SCIPincludeConshdlrSdp().

#define CONSHDLR_DESC "SDP constraints of the form \\sum_{j} A_j y_j - A_0 psd"

Definition at line 70 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_SEPAPRIORITY +1000000

priority of the constraint handler for separation

Definition at line 71 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_ENFOPRIORITY -2000000

priority of the constraint handler for constraint enforcing

Definition at line 72 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_CHECKPRIORITY -2000000

priority of the constraint handler for checking feasibility

Definition at line 73 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_SEPAFREQ 1

frequency for separating cuts; zero means to separate only in the root node

Definition at line 74 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_EAGERFREQ 100

frequency for using all instead of only the useful constraints in separation, propagation and enforcement, -1 for no eager evaluations, 0 for first only

Definition at line 75 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_MAXPREROUNDS -1

maximal number of presolving rounds the constraint handler participates in (-1: no limit)

Definition at line 78 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_DELAYSEPA FALSE

should separation method be delayed, if other separators found cuts?

Definition at line 79 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_NEEDSCONS TRUE

should the constraint handler be skipped, if no constraints are available?

Definition at line 80 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define CONSHDLR_PRESOLTIMING SCIP_PRESOLTIMING_FAST

Definition at line 82 of file cons_sdp.c.

Referenced by SCIPincludeConshdlrSdp().

#define PARSE_STARTSIZE 1

initial size of the consdata-arrays when parsing a problem

Definition at line 83 of file cons_sdp.c.

Referenced by SCIP_DECL_CONSPARSE().

#define PARSE_SIZEFACTOR 10

size of consdata-arrays is increased by this factor when parsing a problem

Definition at line 84 of file cons_sdp.c.

Referenced by SCIP_DECL_CONSPARSE().

Function Documentation

static int compLowerTriangPos	(	int	i,
		int	j
	)

static

for given row and column (i,j) computes the position in the lower triangular part, if these positions are numbered from 0 to n(n+1)/2 - 1, this needs to be called for i >= j

Parameters

i	row index
j	column index

Definition at line 124 of file cons_sdp.c.

Referenced by computeSdpMatrix(), diagGEzero(), expandSymMatrix(), and SCIPconsSdpGetLowerTriangConstMatrix().

static SCIP_RETCODE expandSymMatrix	(	int	size,
		SCIP_Real *	symMat,
		SCIP_Real *	fullMat
	)

static

takes a 0.5*n*(n+1) array of a symmetric matrix and expands it to an n*n array of the full matrix to input into LAPACK

Parameters

size	size of the matrix, named n above
symMat	symmetric matrix indexed via compLowerTriangPos that should be expanded
fullMat	pointer to store the n*n matrix, that is the symmetric expansion of symMat

Definition at line 140 of file cons_sdp.c.

References compLowerTriangPos().

Referenced by cutUsingEigenvector(), and SCIPconsSdpCheckSdpCons().

static SCIP_RETCODE computeSdpMatrix	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	y,
		SCIP_Real *	matrix
	)

static

For a given vector $ y $ computes the (length of y) * (length of y + 1) /2 -long array of the lower-triangular part of the SDP-Matrix $\sum_{j=1}^m A_j y_j - A_0$ for this SDP block, indexed by compLowerTriangPos.

Parameters

scip	SCIP data structure
cons	the constraint for which the Matrix should be assembled
y	solution to separate
matrix	pointer to store the SDP-Matrix

Definition at line 173 of file cons_sdp.c.

References compLowerTriangPos().

Referenced by cutUsingEigenvector(), and SCIPconsSdpCheckSdpCons().

static SCIP_RETCODE multiplyConstraintMatrix	(	SCIP_CONS *	cons,
		int	j,
		SCIP_Real *	v,
		SCIP_Real *	vAv
	)

static

For a given variable-index j and a Vector v computes $ v^T A_j v $ .

Parameters

cons	the SDP constraint that includes the Matrix
j	variable-index of the matrix to multiply with
v	vector to multiply with
vAv	pointer to store the the resulting scalar

Definition at line 215 of file cons_sdp.c.

Referenced by cutUsingEigenvector().

static SCIP_RETCODE setMaxRhsEntry ( SCIP_CONS * cons )

static

Set the maximum absolute value of an entry of the constant matrix. This must be done before presolving, because otherwise this is influenced by variable fixings (which might lead to solutions being feasible in presolving no longer being feasible afterwards)

Parameters

cons	the SDP constraint that includes the Matrix

Definition at line 255 of file cons_sdp.c.

Referenced by SCIP_DECL_CONSPARSE(), and SCIPcreateConsSdp().

static SCIP_RETCODE cutUsingEigenvector	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_Real *	coeff,
		SCIP_Real *	lhs
	)

static

separate current solution with a cut using the eigenvectors and -values of the solution matrix

This function computes the eigenvectors of the matrix, takes the one corresponding to the smallest eigenvalue and multiplies the matrix with it such that $ coeff[i] = x^TA_ix , lhs = x^TA_0x $ .

Parameters

scip	SCIP data structure
cons	the constraint to compute the cut for
sol	solution to separate
coeff	pointer to store the coefficients of the computed cut
lhs	pointer to store the lhs of the computed cut

Definition at line 288 of file cons_sdp.c.

References computeSdpMatrix(), expandSymMatrix(), multiplyConstraintMatrix(), SCIPconsSdpGetFullConstMatrix(), SCIPlapackComputeIthEigenvalue(), and SCIPlapackMatrixVectorMult().

Referenced by SCIP_DECL_CONSENFOLP(), and separateSol().

SCIP_RETCODE SCIPconsSdpCheckSdpCons	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_Bool	checkintegrality,
		SCIP_Bool	checklprows,
		SCIP_Bool	printreason,
		SCIP_RESULT *	result
	)

checks feasibility for a single SDP constraint

Parameters

scip	SCIP data structure
cons	the constraint which should be checked
sol	the solution to check feasibility for
checkintegrality	has integrality to be checked?
checklprows	have current LP rows to be checked?
printreason	should the reason for the violation be printed?
result	pointer to store the result of the feasibility checking call

Definition at line 357 of file cons_sdp.c.

References computeSdpMatrix(), expandSymMatrix(), and SCIPlapackComputeIthEigenvalue().

Referenced by SCIP_DECL_CONSCHECK(), SCIP_DECL_CONSENFOLP(), and SCIP_DECL_CONSENFOPS().

static SCIP_RETCODE separateSol	(	SCIP *	scip,
		SCIP_CONSHDLR *	conshdlr,
		SCIP_CONS *	cons,
		SCIP_SOL *	sol,
		SCIP_RESULT *	result
	)

static

separates the current solution

Parameters

scip	SCIP data structure
conshdlr	the constraint handler itself
cons	constraint to process
sol	primal solution that should be separated
result	pointer to store the result of the separation call

Definition at line 421 of file cons_sdp.c.

References cutUsingEigenvector().

Referenced by SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().

static SCIP_RETCODE diagGEzero	(	SCIP *	scip,
		SCIP_CONS **	conss,
		int	nconss,
		int *	naddconss
	)

static

approximates the sdpcone using the fact that every diagonal entry must be non-negative, so it adds the LP-cut $\sum_{j = 1}^m (A_j)_{kk} y_j - (A_0)_{kk} \geq 0 \quad \forall k \leq n$

Parameters

scip	SCIP data structure
conss	array of constraints to add cuts for
nconss	number of constraints to add cuts for
naddconss	pointer to store how many constraints were added

Definition at line 511 of file cons_sdp.c.

References compLowerTriangPos(), and SCIPconsSdpGetLowerTriangConstMatrix().

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE move_1x1_blocks_to_lp	(	SCIP *	scip,
		SCIP_CONS **	conss,
		int	nconss,
		int *	naddconss,
		int *	ndelconss,
		SCIP_RESULT *	result
	)

static

detects if there are blocks with size one and transfers them to lp-rows

Parameters

scip	SCIP data structure
conss	array of constraints to check
nconss	number of constraints to check
naddconss	pointer to store how many constraints were added
ndelconss	pointer to store how many constraints were deleted
result	pointer to store if this routine was successfull or if it detected infeasibility

Definition at line 766 of file cons_sdp.c.

Referenced by SCIP_DECL_CONSPRESOL().

static SCIP_RETCODE multiaggrVar	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int *	v,
		SCIP_VAR **	aggrvars,
		SCIP_Real *	scalars,
		int	naggrvars,
		SCIP_Real	constant,
		int *	savedcol,
		int *	savedrow,
		SCIP_Real *	savedval,
		int *	nfixednonz,
		int *	vararraylength
	)

static

local function to perform (parts of) multiaggregation of a single variable within fixAndAggrVars

Parameters

scip	SCIP pointer
cons	constraint to multiaggregate for
v	position of the variable that gets (multi-)aggregated
aggrvars	variables this has to be (multi-)aggregated to
scalars	scalar parts to multiply with for each variable this is aggregated to
naggrvars	number of variables this is (multi-)aggregated to
constant	the constant part for the (multi-)aggregation
savedcol	array of columns for nonzeros that need to be added to the constant part
savedrow	array of rows for nonzeros that need to be added to the constant part
savedval	array of values for nonzeros that need to be added to the constant part
nfixednonz	length of the arrays of saved nonzeros for the constant part
vararraylength	length of the variable array

Definition at line 971 of file cons_sdp.c.

References SCIPsdpVarfixerMergeArrays(), and SCIPsdpVarfixerSortRowCol().

Referenced by fixAndAggrVars().

static SCIP_RETCODE fixAndAggrVars	(	SCIP *	scip,
		SCIP_CONS **	conss,
		int	nconss,
		SCIP_Bool	aggregate
	)

static

presolve routine that looks through the data and handles fixed, (multi-)aggregated and negated variables

Parameters

scip	SCIP data structure
conss	array with constraints to check
nconss	number of constraints to check
aggregate	do we want to (mutli-)aggregate variables ?

Definition at line 1175 of file cons_sdp.c.

References multiaggrVar(), and SCIPsdpVarfixerMergeArrays().

Referenced by SCIP_DECL_CONSCOPY(), and SCIP_DECL_CONSEXITPRE().

static SCIP_DECL_CONSINITPRE ( consInitpreSdp )

static

informs constraint handler that the presolving process is being started

Definition at line 1393 of file cons_sdp.c.

static SCIP_DECL_CONSLOCK ( consLockSdp )

static

locks a variable up if the corresponding constraint matrix is not positive semidefinite, locks it down if it is not negative semidefinite

Definition at line 1412 of file cons_sdp.c.

References SCIPconsSdpGetFullAj(), and SCIPlapackComputeIthEigenvalue().

static SCIP_DECL_CONSEXITPRE ( consExitpreSdp )

static

after presolving variables are fixed and multiaggregated

Definition at line 1468 of file cons_sdp.c.

References fixAndAggrVars().

static SCIP_DECL_CONSPRESOL ( consPresolSdp )

static

presolving method of constraint handler

Definition at line 1482 of file cons_sdp.c.

References diagGEzero(), and move_1x1_blocks_to_lp().

static SCIP_DECL_CONSTRANS ( consTransSdp )

static

creates transformed constraint

Definition at line 1504 of file cons_sdp.c.

static SCIP_DECL_CONSCHECK ( consCheckSdp )

static

checks feasiblity of constraint, e.g. the positive semidefiniteness

Definition at line 1582 of file cons_sdp.c.

References SCIPconsSdpCheckSdpCons().

static SCIP_DECL_CONSENFOPS ( consEnfopsSdp )

static

enforce pseudo solution method

Returns didnotrun if objinfeasible, computes feasibility otherwise.

Definition at line 1606 of file cons_sdp.c.

References SCIPconsSdpCheckSdpCons().

static SCIP_DECL_CONSENFOLP ( consEnfolpSdp )

static

constraint enforcing method of constraint handler for LP solutions

Enforce lp solution method, if some block is not psd an eigenvector cut is added.

Definition at line 1645 of file cons_sdp.c.

References cutUsingEigenvector(), and SCIPconsSdpCheckSdpCons().

static SCIP_DECL_CONSSEPASOL ( consSepasolSdp )

static

separates a solution using constraint specific ideas, gives cuts to SCIP

Definition at line 1738 of file cons_sdp.c.

References separateSol().

static SCIP_DECL_CONSSEPALP ( consSepalpSdp )

static

separation method of constraint handler for LP solution

Definition at line 1755 of file cons_sdp.c.

References separateSol().

static SCIP_DECL_CONSDELETE ( consDeleteSdp )

static

delete method of SDP constrainthandler

Definition at line 1772 of file cons_sdp.c.

static SCIP_DECL_CONSFREE ( consFreeSdp )

static

free method of SDP constrainthandler

Definition at line 1809 of file cons_sdp.c.

static SCIP_DECL_CONSHDLRCOPY ( conshdlrCopySdp )

static

copy an SDP constraint handler

Definition at line 1824 of file cons_sdp.c.

References CONSHDLR_NAME, and SCIPincludeConshdlrSdp().

static SCIP_DECL_CONSCOPY ( consCopySdp )

static

copy an SDP constraint

Definition at line 1839 of file cons_sdp.c.

References CONSHDLR_NAME, fixAndAggrVars(), and SCIPcreateConsSdp().

static SCIP_DECL_CONSPRINT ( consPrintSdp )

static

print an SDP constraint

Definition at line 1903 of file cons_sdp.c.

static SCIP_DECL_CONSPARSE ( consParseSdp )

static

parse an SDP constraint

Definition at line 2029 of file cons_sdp.c.

References PARSE_SIZEFACTOR, PARSE_STARTSIZE, and setMaxRhsEntry().

static SCIP_DECL_CONSGETVARS ( consGetVarsSdp )

static

constraint method of constraint handler which returns the variables (if possible)

Definition at line 2217 of file cons_sdp.c.

static SCIP_DECL_CONSGETNVARS ( consGetNVarsSdp )

static

constraint method of constraint handler which returns the number of variables (if possible)

Definition at line 2251 of file cons_sdp.c.

SCIP_RETCODE SCIPincludeConshdlrSdp ( SCIP * scip )

creates the handler for SDP constraints and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 2270 of file cons_sdp.c.

References CONSHDLR_CHECKPRIORITY, CONSHDLR_DELAYSEPA, CONSHDLR_DESC, CONSHDLR_EAGERFREQ, CONSHDLR_ENFOPRIORITY, CONSHDLR_MAXPREROUNDS, CONSHDLR_NAME, CONSHDLR_NEEDSCONS, CONSHDLR_PRESOLTIMING, CONSHDLR_SEPAFREQ, and CONSHDLR_SEPAPRIORITY.

Referenced by runSCIP(), and SCIP_DECL_CONSHDLRCOPY().

SCIP_RETCODE SCIPconsSdpGetData	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int *	nvars,
		int *	nnonz,
		int *	blocksize,
		int *	arraylength,
		int *	nvarnonz,
		int **	col,
		int **	row,
		SCIP_Real **	val,
		SCIP_VAR **	vars,
		int *	constnnonz,
		int *	constcol,
		int *	constrow,
		SCIP_Real *	constval
	)

get the data belonging to a single SDP-constraint

In arraylength the length of the nvarnonz, col, row and val arrays has to be given, if it is not sufficient to store all block-pointers that need to be inserted, a debug message will be thrown and this variable will be set to the needed length. constnnonz should give the length of the const arrays, if it is too short it will also give the needed number and a debug message is thrown.

Parameters

scip	SCIP data structure
cons	SDP constraint to get data of
nvars	pointer to store the number of variables in this SDP constraint
nnonz	pointer to store the number of nonzeros in this SDP constraint
blocksize	pointer to store the size of this SDP-block
arraylength	length of the given nvarnonz, col, row and val arrays, if this is too short this will return the needed length
nvarnonz	pointer to store the number of nonzeros for each variable, also length of the arrays col/row/val are pointing to
col	pointer to store the column indices of the nonzeros for each variable
row	pointer to store the row indices of the nonzeros for each variable
val	pointer to store the values of the nonzeros for each variable
vars	pointer to store the SCIP variables present in this constraint that correspond to the indices in col/row/val
constnnonz	pointer to store the number of nonzeros in the constant part of this SDP constraint, also length of the const arrays
constcol	pointer to store the column indices of the constant nonzeros
constrow	pointer to store the row indices of the constant nonzeros
constval	pointer to store the values of the constant nonzeros

Definition at line 2319 of file cons_sdp.c.

Referenced by putSdpDataInInterface().

SCIP_RETCODE SCIPconsSdpGetNNonz	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int *	nnonz,
		int *	constnnonz
	)

gets the number of nonzeros and constant nonzeros for this SDP constraint

Either nnonz or constnnonz may be NULL if only the other one is needed.

Parameters

scip	SCIP data structure
cons	SDP constraint to get data of
nnonz	pointer to store the number of nonzeros in this SDP constraint
constnnonz	pointer to store the number of nonzeros in the constant part of this SDP constraint

Definition at line 2415 of file cons_sdp.c.

Referenced by putSdpDataInInterface().

SCIP_RETCODE SCIPconsSdpGetFullAj	(	SCIP *	scip,
		SCIP_CONS *	cons,
		int	j,
		SCIP_Real *	Aj
	)

gets the full constraint Matrix $ A_j $ for a given variable j

Parameters

scip	SCIP data structure
cons	SDP constraint to get data of
j	the variable j to get the corresponding matrix for
Aj	pointer to store the full matrix

Definition at line 2440 of file cons_sdp.c.

Referenced by SCIP_DECL_CONSLOCK().

SCIP_RETCODE SCIPconsSdpGetFullConstMatrix	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real *	mat
	)

gives an n*n-long array with the full constant matrix

Parameters

scip	SCIP data structure
cons	SDP constraint to get data of
mat	pointer to store the full constant matrix

Definition at line 2475 of file cons_sdp.c.

Referenced by cutUsingEigenvector().

SCIP_RETCODE SCIPconsSdpGetLowerTriangConstMatrix	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real *	mat
	)

gives a 0.5*n*(n+1)-long array with the lower triangular part of the constant matrix indexed by compLowerTriangPos

Parameters

scip	SCIP data structure
cons	SDP constraint to get data of
mat	pointer to store the lower triangular part of the constant matrix

Definition at line 2509 of file cons_sdp.c.

References compLowerTriangPos().

Referenced by diagGEzero().

SCIP_RETCODE SCIPconsSdpGuessInitialPoint	(	SCIP *	scip,
		SCIP_CONS *	cons,
		SCIP_Real *	lambdastar
	)

Compute a heuristic guess for a good starting solution $\lambda ^* \cdot I$ .

The solution is computed as

$\lambda^* = \max \Bigg\{S \cdot \max_{i \in [m]} \{|u_i|, |l_i|\} \cdot \max_{i \in [m]} \|A_i\|_\infty + \|C\|_\infty, \frac{\max_{i \in [m]} b_i}{S \cdot \min_{i \in [m]} \min_{j, \ell \in [n]} (A_i)_{j\ell} } \Bigg\},$

where $S = \frac{ | \text{nonzero-entries of all } A_i | }{0.5 \cdot \text{ blocksize } (\text{ blocksize } + 1)}$ measures the sparsity of the matrices.

Parameters

scip	SCIP data structure
cons	the constraint for which the Matrix should be assembled
lambdastar	pointer to store the guess for the initial point

Definition at line 2548 of file cons_sdp.c.

References CONSHDLR_NAME.

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_RETCODE SCIPcreateConsSdp	(	SCIP *	scip,
		SCIP_CONS **	cons,
		const char *	name,
		int	nvars,
		int	nnonz,
		int	blocksize,
		int *	nvarnonz,
		int **	col,
		int **	row,
		SCIP_Real **	val,
		SCIP_VAR **	vars,
		int	constnnonz,
		int *	constcol,
		int *	constrow,
		SCIP_Real *	constval
	)

creates an SDP-constraint

Parameters

scip	SCIP data structure
cons	pointer to hold the created constraint
name	name of constraint
nvars	number of variables in this SDP constraint
nnonz	number of nonzeros in this SDP constraint
blocksize	size of this SDP-block
nvarnonz	number of nonzeros for each variable, also length of the arrays col/row/val point to
col	pointer to column indices of the nonzeros for each variable
row	pointer to row indices of the nonzeros for each variable
val	pointer to values of the nonzeros for each variable
vars	SCIP_VARiables present in this SDP constraint that correspond to the indices in col/row/val
constnnonz	number of nonzeros in the constant part of this SDP constraint
constcol	column indices of the constant nonzeros
constrow	row indices of the constant nonzeros
constval	values of the constant nonzeros

Definition at line 2634 of file cons_sdp.c.

References setMaxRhsEntry().

Referenced by SCIP_DECL_CONSCOPY(), and scip::ObjReaderSDPA::scip_read().

Macros

Functions

Detailed Description

Macro Definition Documentation

Function Documentation