optimization-based bound tightening propagator for semidefinite programs More...

Functions
EXTERN SCIP_RETCODE	SCIPincludePropSdpObbt (SCIP *scip)

Detailed Description

optimization-based bound tightening propagator for semidefinite programs

Author: Tristan Gally

In Optimization-Based Bound Tightening (OBBT), we solve auxiliary SDPs of the form

$\min / \max \, \{ y_i \mid y \in SDP' \},$

where $SDP'$ is the current SDP relaxation restricted by the primal cutoff constraint $c^T y <= z$ , $z$ the current cutoff bound. Trivially, the optimal objective value of this LP provides a valid lower/upper bound on variable $y_i$ .

Definition in file prop_sdpobbt.h.

Function Documentation

EXTERN SCIP_RETCODE SCIPincludePropSdpObbt ( SCIP * scip )

creates the sdp-obbt propagator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 436 of file prop_sdpobbt.c.

References DEFAULT_PROPBIN, DEFAULT_PROPCONT, PROP_DELAY, PROP_DESC, PROP_FREQ, PROP_NAME, PROP_PRIORITY, and PROP_TIMING.

Referenced by runSCIP(), and SCIP_DECL_PROPCOPY().

Functions

Detailed Description

Function Documentation