reduced cost / dual fixing for SDPs More...

Functions
SCIP_RETCODE	SCIPincludePropSdpredcost (SCIP *scip)

Detailed Description

reduced cost / dual fixing for SDPs

Author: Tristan Gally

Propagates bounds

$y_j \leq \ell_j + \frac{v_{CO} - \bar{v}}{\bar{X}_{n+m+j,n+m+j}}$ ,

$y_j \geq u_j - \frac{v_{CO} - \bar{v}}{\bar{X}_{n+j,n+j}}$

where $\bar{v}$ is the value of the current SDP-relaxation, $v_{CO}$ is the cutoffbound and $\bar{X}_{n+m+j,n+m+j}$ the value of the corresponding primal solution.

Definition in file prop_sdpredcost.h.

Function Documentation

SCIP_RETCODE SCIPincludePropSdpredcost ( SCIP * scip )

creates the Sdpredcost propagator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 358 of file prop_sdpredcost.c.

References DEFAULT_SDPRCBIN, DEFAULT_SDPRCINTCONT, 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