General interface methods for SDP-preprocessing (mainly fixing variables and removing empty rows/cols) More...

Macros
#define	BMS_CALL(x)

#define	CHECK_IF_SOLVED(sdpi)

#define	CHECK_IF_SOLVED_BOOL(sdpi)

#define	DUPLICATE_ARRAY_NULL(blkmem, target, source, size)

#define	SCIP_CALL_PARAM(x)

#define	NINCREASESGAMMA 2

#define	MIN_EPSILON 1e-10

#define	DEFAULT_SDPSOLVEREPSILON 1e-4

#define	DEFAULT_SDPSOLVERFEASTOL 1e-6

#define	DEFAULT_PENALTYPARAM 1e+5

#define	DEFAULT_MAXPENALTYPARAM 1e+10

Functions
static void	ensureLowerTriangular (int i, int j)

static SCIP_Bool	isFixed (SCIP_SDPI *sdpi, int v)

static SCIP_RETCODE	compConstMatAfterFixings (SCIP_SDPI sdpi, int sdpconstnnonz, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real *sdpconstval)

static SCIP_RETCODE	findEmptyRowColsSDP (SCIP_SDPI sdpi, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int indchanges, int nremovedinds, int blockindchanges, int *nremovedblocks)

static SCIP_RETCODE	computeLpLhsRhsAfterFixings (SCIP_SDPI sdpi, int nactivelpcons, SCIP_Real lplhsafterfix, SCIP_Real lprhsafterfix, int rownactivevars, SCIP_Bool fixingsfound)

static SCIP_RETCODE	checkAllFixed (SCIP_SDPI *sdpi)

static SCIP_RETCODE	checkFixedFeasibilitySdp (SCIP_SDPI sdpi, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int indchanges, int nremovedinds, int blockindchanges)

static SCIP_RETCODE	checkSlaterCondition (SCIP_SDPI sdpi, SCIP_Real timelimit, clock_t starttime, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int indchanges, int nremovedinds, SCIP_Real lplhsafterfix, SCIP_Real lprhsafterfix, int rowsnactivevars, int *blockindchanges, int sdpconstnnonz, int nactivelpcons, int nremovedblocks, SCIP_Bool rootnodefailed)

Miscellaneous Methods
const char *	SCIPsdpiGetSolverName (void)

const char *	SCIPsdpiGetSolverDesc (void)

void *	SCIPsdpiGetSolverPointer (SCIP_SDPI *sdpi)

SDPI Creation and Destruction Methods
SCIP_RETCODE	SCIPsdpiCreate (SCIP_SDPI *sdpi, SCIP_MESSAGEHDLR messagehdlr, BMS_BLKMEM *blkmem)

SCIP_RETCODE	SCIPsdpiFree (SCIP_SDPI **sdpi)

SCIP_RETCODE	SCIPsdpiClone (SCIP_SDPI oldsdpi, SCIP_SDPI newsdpi)

Modification Methods
SCIP_RETCODE	SCIPsdpiLoadSDP (SCIP_SDPI sdpi, int nvars, SCIP_Real obj, SCIP_Real lb, SCIP_Real ub, int nsdpblocks, int sdpblocksizes, int sdpnblockvars, int sdpconstnnonz, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int sdpnnonz, int sdpnblockvarnonz, int sdpvar, int sdprow, int sdpcol, SCIP_Real *sdpval, int nlpcons, SCIP_Real lplhs, SCIP_Real lprhs, int lpnnonz, int lprow, int lpcol, SCIP_Real lpval)

SCIP_RETCODE	SCIPsdpiAddLPRows (SCIP_SDPI sdpi, int nrows, const SCIP_Real lhs, const SCIP_Real rhs, int nnonz, const int row, const int col, const SCIP_Real val)

SCIP_RETCODE	SCIPsdpiDelLPRows (SCIP_SDPI *sdpi, int firstrow, int lastrow)

SCIP_RETCODE	SCIPsdpiDelLPRowset (SCIP_SDPI sdpi, int dstat)

SCIP_RETCODE	SCIPsdpiClear (SCIP_SDPI *sdpi)

SCIP_RETCODE	SCIPsdpiChgObj (SCIP_SDPI sdpi, int nvars, const int ind, const SCIP_Real *obj)

SCIP_RETCODE	SCIPsdpiChgBounds (SCIP_SDPI sdpi, int nvars, const int ind, const SCIP_Real lb, const SCIP_Real ub)

SCIP_RETCODE	SCIPsdpiChgLPLhRhSides (SCIP_SDPI sdpi, int nrows, const int ind, const SCIP_Real lhs, const SCIP_Real rhs)

Data Accessing Methods
SCIP_RETCODE	SCIPsdpiGetNLPRows (SCIP_SDPI sdpi, int nlprows)

SCIP_RETCODE	SCIPsdpiGetNSDPBlocks (SCIP_SDPI sdpi, int nsdpblocks)

SCIP_RETCODE	SCIPsdpiGetNVars (SCIP_SDPI sdpi, int nvars)

SCIP_RETCODE	SCIPsdpiGetSDPNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_RETCODE	SCIPsdpiGetConstNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_RETCODE	SCIPsdpiGetLPNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_RETCODE	SCIPsdpiGetObj (SCIP_SDPI sdpi, int firstvar, int lastvar, SCIP_Real vals)

SCIP_RETCODE	SCIPsdpiGetBounds (SCIP_SDPI sdpi, int firstvar, int lastvar, SCIP_Real lbs, SCIP_Real *ubs)

SCIP_RETCODE	SCIPsdpiGetLhSides (SCIP_SDPI sdpi, int firstrow, int lastrow, SCIP_Real lhss)

SCIP_RETCODE	SCIPsdpiGetRhSides (SCIP_SDPI sdpi, int firstrow, int lastrow, SCIP_Real rhss)

Solving Methods
SCIP_RETCODE	SCIPsdpiSolve (SCIP_SDPI sdpi, SCIP_Real start, SCIP_SDPSOLVERSETTING startsettings, SCIP_Bool enforceslatercheck, SCIP_Real timelimit)

Solution Information Methods
SCIP_Bool	SCIPsdpiWasSolved (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiSolvedOrig (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiFeasibilityKnown (SCIP_SDPI *sdpi)

SCIP_RETCODE	SCIPsdpiGetSolFeasibility (SCIP_SDPI sdpi, SCIP_Bool primalfeasible, SCIP_Bool *dualfeasible)

SCIP_Bool	SCIPsdpiIsPrimalUnbounded (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsPrimalInfeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsPrimalFeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsDualUnbounded (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsDualInfeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsDualFeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsConverged (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsObjlimExc (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsIterlimExc (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsTimelimExc (SCIP_SDPI *sdpi)

int	SCIPsdpiGetInternalStatus (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsOptimal (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsAcceptable (SCIP_SDPI *sdpi)

SCIP_RETCODE	SCIPsdpiGetObjval (SCIP_SDPI sdpi, SCIP_Real objval)

SCIP_RETCODE	SCIPsdpiGetLowerObjbound (SCIP_SDPI sdpi, SCIP_Real objlb)

SCIP_RETCODE	SCIPsdpiGetSol (SCIP_SDPI sdpi, SCIP_Real objval, SCIP_Real dualsol, int dualsollength)

SCIP_RETCODE	SCIPsdpiGetPrimalBoundVars (SCIP_SDPI sdpi, SCIP_Real lbvars, SCIP_Real ubvars, int arraylength)

SCIP_RETCODE	SCIPsdpiGetIterations (SCIP_SDPI sdpi, int iterations)

SCIP_RETCODE	SCIPsdpiGetSdpCalls (SCIP_SDPI sdpi, int calls)

SCIP_RETCODE	SCIPsdpiSettingsUsed (SCIP_SDPI sdpi, SCIP_SDPSOLVERSETTING usedsetting)

SCIP_RETCODE	SCIPsdpiSlaterSettings (SCIP_SDPI sdpi, SCIP_SDPSLATERSETTING slatersetting)

SCIP_RETCODE	SCIPsdpiSlater (SCIP_SDPI sdpi, SCIP_SDPSLATER primalslater, SCIP_SDPSLATER *dualslater)

Numerical Methods
SCIP_Real	SCIPsdpiInfinity (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsInfinity (SCIP_SDPI *sdpi, SCIP_Real val)

SCIP_RETCODE	SCIPsdpiGetRealpar (SCIP_SDPI sdpi, SCIP_SDPPARAM type, SCIP_Real dval)

SCIP_RETCODE	SCIPsdpiSetRealpar (SCIP_SDPI *sdpi, SCIP_SDPPARAM type, SCIP_Real dval)

SCIP_RETCODE	SCIPsdpiGetIntpar (SCIP_SDPI sdpi, SCIP_SDPPARAM type, int ival)

SCIP_RETCODE	SCIPsdpiSetIntpar (SCIP_SDPI *sdpi, SCIP_SDPPARAM type, int ival)

SCIP_RETCODE	SCIPsdpiComputeLambdastar (SCIP_SDPI *sdpi, SCIP_Real maxguess)

SCIP_RETCODE	SCIPsdpiComputePenaltyparam (SCIP_SDPI sdpi, SCIP_Real maxcoeff, SCIP_Real penaltyparam)

SCIP_RETCODE	SCIPsdpiComputeMaxPenaltyparam (SCIP_SDPI sdpi, SCIP_Real penaltyparam, SCIP_Real maxpenaltyparam)

File Interface Methods
SCIP_RETCODE	SCIPsdpiReadSDP (SCIP_SDPI sdpi, const char fname)

SCIP_RETCODE	SCIPsdpiWriteSDP (SCIP_SDPI sdpi, const char fname)

Detailed Description

General interface methods for SDP-preprocessing (mainly fixing variables and removing empty rows/cols)

Author: Tristan Gally

Definition in file sdpi.c.

Macro Definition Documentation

#define BMS_CALL ( x )

Value:

do                                                                                      \
                      {                                                                                       \
                          if( NULL == (x) )                                                                   \
                          {                                                                                   \
                             SCIPerrorMessage("No memory in function call\n");                                \
                             return SCIP_NOMEMORY;                                                            \
                          }                                                                                   \
                      }                                                                                       \
                      while( FALSE )

Checks if a BMSallocMemory-call was successfull, otherwise returns SCIP_NOMEMRY

Definition at line 57 of file sdpi.c.

Referenced by checkFixedFeasibilitySdp(), checkSlaterCondition(), compConstMatAfterFixings(), SCIPsdpiAddLPRows(), SCIPsdpiClone(), SCIPsdpiCreate(), SCIPsdpiDelLPRows(), SCIPsdpiLoadSDP(), and SCIPsdpiSolve().

#define CHECK_IF_SOLVED ( sdpi )

Value:

do                                                                             \
                      {                                                                                       \
                         if ( ! (sdpi->solved) )                                                              \
                         {                                                                                    \
                            SCIPerrorMessage("Tried to access solution information ahead of solving! \n");    \
                            return SCIP_LPERROR;                                                              \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

this will be called in all functions that want to access solution information to check if the problem was solved since the last change of the problem

Definition at line 68 of file sdpi.c.

Referenced by SCIPsdpiGetObjval(), SCIPsdpiGetPrimalBoundVars(), SCIPsdpiGetSol(), and SCIPsdpiGetSolFeasibility().

#define CHECK_IF_SOLVED_BOOL ( sdpi )

Value:

do                                                                        \
                      {                                                                                       \
                         if ( ! (sdpi->solved) )                                                              \
                         {                                                                                    \
                            SCIPerrorMessage("Tried to access solution information ahead of solving! \n");    \
                            return FALSE;                                                                     \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

same as CHECK_IF_SOLVED, but this will be used in functions returning a boolean value

Definition at line 79 of file sdpi.c.

Referenced by SCIPsdpiFeasibilityKnown(), SCIPsdpiIsConverged(), SCIPsdpiIsDualFeasible(), SCIPsdpiIsDualInfeasible(), SCIPsdpiIsDualUnbounded(), SCIPsdpiIsIterlimExc(), SCIPsdpiIsObjlimExc(), SCIPsdpiIsOptimal(), SCIPsdpiIsPrimalFeasible(), SCIPsdpiIsPrimalInfeasible(), and SCIPsdpiIsPrimalUnbounded().

#define DUPLICATE_ARRAY_NULL	(	blkmem,
		target,
		source,
		size
	)

Value:

do                                                 \
                      {                                                                                       \
                         if (size > 0)                                                                        \
                            BMS_CALL( BMSduplicateBlockMemoryArray(blkmem, target, source, size) );           \
                         else                                                                                 \
                            *target = NULL;                                                                   \
                      }                                                                                       \
                      while( FALSE )

duplicate an array that might be null (in that case null is returned, otherwise BMSduplicateMemory is called)

Definition at line 90 of file sdpi.c.

Referenced by checkSlaterCondition(), and SCIPsdpiLoadSDP().

#define SCIP_CALL_PARAM ( x )

Value:

do                                                                               \
                      {                                                                                       \
                         SCIP_RETCODE _restat_;                                                               \
                         if ( (_restat_ = (x)) != SCIP_OKAY )                                                 \
                         {                                                                                    \
                            if ( _restat_ != SCIP_PARAMETERUNKNOWN )                                          \
                            {                                                                                 \
                               SCIPerrorMessage("Error <%d> in function call\n", _restat_);                   \
                               SCIPABORT();                                                                   \
                            }                                                                                 \
                            return _restat_;                                                                  \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

same as SCIP_CALL, but gives a SCIP_PARAMETERUNKNOWN error if it fails

Definition at line 100 of file sdpi.c.

Referenced by SCIPsdpiGetIntpar(), SCIPsdpiGetRealpar(), SCIPsdpiSetIntpar(), SCIPsdpiSetRealpar(), and SCIPsdpiSolve().

#define NINCREASESGAMMA 2

How often will Gamma at most be increased if penalty formulation failed

Definition at line 116 of file sdpi.c.

Referenced by SCIPsdpiSolve().

#define MIN_EPSILON 1e-10

minimum epsilon for SDP-solver if decreasing it for a penalty formulation

Definition at line 117 of file sdpi.c.

Referenced by SCIPsdpiSolve().

#define DEFAULT_SDPSOLVEREPSILON 1e-4

the stopping criterion for the duality gap the sdpsolver should use

Definition at line 119 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_SDPSOLVERFEASTOL 1e-6

the feasibility tolerance the SDP-solver should use for the SDP constraints

Definition at line 120 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_PENALTYPARAM 1e+5

the starting penalty parameter Gamma used for the penalty formulation if the SDP-solver didn't converge

Definition at line 121 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_MAXPENALTYPARAM 1e+10

the maximum penalty parameter Gamma used for the penalty formulation if the SDP-solver didn't converge

Definition at line 122 of file sdpi.c.

Referenced by SCIPsdpiCreate().

Function Documentation

static void ensureLowerTriangular	(	int *	i,
		int *	j
	)

static

For given row and column (i,j) checks if i >= j, so that i and j give a position in the lower triangular part, otherwise i and j will be switched. This function will be called whenever a position in a symmetric matrix is given, to prevent problems if position (i,j) is given but later (j,i) should be changed.

Parameters

i	row index
j	column index

Definition at line 193 of file sdpi.c.

Referenced by SCIPsdpiLoadSDP().

static SCIP_Bool isFixed	(	SCIP_SDPI *	sdpi,
		int	v
	)

static

tests if for a given variable the lower bound is in an epsilon neighborhood of the upper bound

Parameters

sdpi	pointer to an SDP-interface structure
v	global index of the variable to check this for

Definition at line 210 of file sdpi.c.

Referenced by checkAllFixed(), checkSlaterCondition(), compConstMatAfterFixings(), computeLpLhsRhsAfterFixings(), and findEmptyRowColsSDP().

static SCIP_RETCODE compConstMatAfterFixings	(	SCIP_SDPI *	sdpi,
		int *	sdpconstnnonz,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval
	)

static

Computes the constant matrix after all variables with lb=ub have been fixed and their nonzeros were moved to the constant part. The five variables other than sdpi are used to return the matrix.

The size of sdpconstnblocknonz and the first pointers of sdpconst row/col/val should be equal to sdpi->nsdpblocks, the size of sdpconst row/col/val [i], which is given in sdpconstblocknnonz, needs to be sufficient, otherwise the needed length will be returned in sdpconstnblocknonz and a debug message will be thrown.

Parameters

sdpi	pointer to an SDP-interface structure
sdpconstnnonz	number of nonzero elements in the constant matrices of the SDP-blocks
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i]
sdpconstrow	pointers to row-indices for each block
sdpconstcol	pointers to column-indices for each block
sdpconstval	pointers to the values of the nonzeros for each block

Definition at line 242 of file sdpi.c.

References BMS_CALL, isFixed(), and SCIPsdpVarfixerMergeArraysIntoNew().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE findEmptyRowColsSDP	(	SCIP_SDPI *	sdpi,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges,
		int *	nremovedblocks
	)

static

takes the sdpi and the computed constant matrix after fixings as input and checks for empty rows and columns in each block, which should be removed to not harm the Slater condition. It also removes SDP-blocks with no entries left, these are returned in blockindchanges and nremovedblocks.

Parameters

sdpi	pointer to an SDP-interface structure
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i]
sdpconstrow	pointers to row-indices for each block
sdpconstcol	pointers to column-indices for each block
sdpconstval	pointers to the values of the nonzeros for each block
indchanges	pointer to store the changes needed to be done to the indices, if indchange[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this, i.e. the value to decrease this index by, this array should have memory allocated in the size sdpi->nsdpblocks times sdpi->sdpblocksizes[block]
nremovedinds	pointer to store the number of rows/cols to be fixed for each block
blockindchanges	pointer to store index change for each block, system is the same as for indchanges
nremovedblocks	pointer to store the number of blocks to be removed from the SDP

Definition at line 356 of file sdpi.c.

References isFixed().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE computeLpLhsRhsAfterFixings	(	SCIP_SDPI *	sdpi,
		int *	nactivelpcons,
		SCIP_Real *	lplhsafterfix,
		SCIP_Real *	lprhsafterfix,
		int *	rownactivevars,
		SCIP_Bool *	fixingsfound
	)

static

computes the number of active variables for each constraint, thereby detecting constraints that may be removed, and computes the LP-left- and right-hand-sides after including all locally fixed variables for all constraints with at least two remaining active variables

Parameters

sdpi	pointer to an SDP-interface structure
nactivelpcons	output: number of active LP-constraints
lplhsafterfix	output: first nlpcons (output) entries give left-hand sides of active lp-constraints after fixing variables, these are in the same relative order as before (with non-active rows removed)
lprhsafterfix	output: first nlpcons (output) entries give right-hand sides of active lp-constraints after fixing variables, these are in the same relative order as before (with non-active rows removed)
rownactivevars	output: number of active variables for every row
fixingsfound	output: returns true if a variable was fixed during this function call

Definition at line 483 of file sdpi.c.

References isFixed(), and SCIPsdpiInfinity().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE checkAllFixed ( SCIP_SDPI * sdpi )

static

checks whether all variables are fixed (lb=ub), in that case changes the sdpi->allfixed pointer accordingly

Parameters

sdpi	pointer to an SDP-interface structure

Definition at line 830 of file sdpi.c.

References isFixed().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE checkFixedFeasibilitySdp	(	SCIP_SDPI *	sdpi,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges
	)

static

If all variables are fixed, check whether the remaining solution is feasible for the SDP-constraints (LP-constraints should be checked already when computing the rhs after fixing)

Parameters

sdpi	pointer to an SDP-interface structure
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i]
sdpconstrow	pointers to row-indices for each block
sdpconstcol	pointers to column-indices for each block
sdpconstval	pointers to the values of the nonzeros for each block
indchanges	pointer to store the changes needed to be done to the indices, if indchanges[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this, i.e. the value to decrease this index by, this array should have memory allocated in the size sdpi->nsdpblocks times sdpi->sdpblocksizes[block]
nremovedinds	pointer to store the number of rows/cols to be fixed for each block
blockindchanges	pointer to store index change for each block, system is the same as for indchanges

Definition at line 858 of file sdpi.c.

References BMS_CALL, and SCIPlapackComputeIthEigenvalue().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE checkSlaterCondition	(	SCIP_SDPI *	sdpi,
		SCIP_Real	timelimit,
		clock_t	starttime,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int **	indchanges,
		int *	nremovedinds,
		SCIP_Real *	lplhsafterfix,
		SCIP_Real *	lprhsafterfix,
		int *	rowsnactivevars,
		int *	blockindchanges,
		int	sdpconstnnonz,
		int	nactivelpcons,
		int	nremovedblocks,
		SCIP_Bool	rootnodefailed
	)

static

checks primal and dual Slater condition and outputs result depending on Slater settings in sdpi

Parameters

sdpi	pointer to an SDP-interface structure
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP)
starttime	currenttime - starttime will be substracted from the timelimit given to the solver
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i] (may be NULL if sdpconstnnonz = 0)
sdpconstrow	pointer to row-indices of constant matrix for each block (may be NULL if sdpconstnnonz = 0)
sdpconstcol	pointer to column-indices of constant matrix for each block (may be NULL if sdpconstnnonz = 0)
sdpconstval	pointer to values of constant matrix for each block (may be NULL if sdpconstnnonz = 0)
indchanges	index changes for each variable in each block; variable v is removed in block b if indchanges[b][v] = -1, otherwise it gives the number of removed variables with smaller indices (may be NULL if sdpi->nsdpblocks = 0)
nremovedinds	number of removed variables for each block (may be NULL if sdpi->nsdpblocks = 0)
lplhsafterfix	left-hand sides of LP-constraints after fixing variables (may be NULL if nactivelpcons = 0)
lprhsafterfix	right-hand sides of LP-constraints after fixing variables (may be NULL if nactivelpcons = 0)
rowsnactivevars	number of active variables for each LP-constraint (may be NULL if sdpi->nlpcons = 0)
blockindchanges	index changes for SDP-blocks; blockindchanges[b] = -1 if SDP-block b should be removed (may be NULL if sdpi->nsdpblocks = 0)
sdpconstnnonz	total number of nonzeros in the constant SDP part
nactivelpcons	number of active LP-constraints
nremovedblocks	number of removed SDP-blocks
rootnodefailed	if TRUE we will output a message that the root node could not be solved and whether this was due to the Slater condition, otherwise we will print depending on sdpi->slatercheck

Definition at line 964 of file sdpi.c.

References BMS_CALL, DUPLICATE_ARRAY_NULL, isFixed(), SCIP_SDPSLATER_HOLDS, SCIP_SDPSLATER_INF, SCIP_SDPSLATER_NOINFO, SCIP_SDPSLATER_NOT, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiIsInfinity(), SCIPsdpiSolverGetObjval(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsDualUnbounded(), SCIPsdpiSolverIsInfinity(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverIsPrimalUnbounded(), SCIPsdpiSolverLoadAndSolve(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

Referenced by SCIPsdpiSolve().

const char* SCIPsdpiGetSolverName ( void )

gets name and potentially version of SDP-solver

Definition at line 1351 of file sdpi.c.

References SCIPsdpiSolverGetSolverName().

Referenced by SCIP_DECL_RELAXEXIT(), SCIP_DECL_RELAXINITSOL(), and SCIPincludeRelaxSdp().

const char* SCIPsdpiGetSolverDesc ( void )

gets description of SDP-solver (developer, webpage, ...)

Definition at line 1359 of file sdpi.c.

References SCIPsdpiSolverGetSolverDesc().

Referenced by SCIPincludeRelaxSdp().

void* SCIPsdpiGetSolverPointer ( SCIP_SDPI * sdpi )

gets pointer for SDP-solver - use only with great care

The behavior of this function depends on the solver and its use is therefore only recommended if you really know what you are doing. In general, it returns a pointer to the SDP-solver object.

Parameters

sdpi	SDP-interface structure

Definition at line 1372 of file sdpi.c.

References SCIPsdpiSolverGetSolverPointer().

SCIP_RETCODE SCIPsdpiCreate	(	SCIP_SDPI **	sdpi,
		SCIP_MESSAGEHDLR *	messagehdlr,
		BMS_BLKMEM *	blkmem
	)

creates an sdpi object

Parameters

sdpi	pointer to an SDP-interface structure
messagehdlr	message handler to use for printing messages, or NULL
blkmem	block memory

Definition at line 1390 of file sdpi.c.

References BMS_CALL, DEFAULT_MAXPENALTYPARAM, DEFAULT_PENALTYPARAM, DEFAULT_SDPSOLVEREPSILON, DEFAULT_SDPSOLVERFEASTOL, SCIP_SDPSLATER_NOINFO, SCIPsdpiSolverCreate(), and SCIPsdpiSolverInfinity().

Referenced by SCIPincludeRelaxSdp().

SCIP_RETCODE SCIPsdpiFree ( SCIP_SDPI ** sdpi )

deletes an sdpi object

Parameters

sdpi	pointer to an SDP-interface structure

Definition at line 1454 of file sdpi.c.

References SCIPsdpiSolverFree().

Referenced by SCIP_DECL_RELAXFREE().

SCIP_RETCODE SCIPsdpiClone	(	SCIP_SDPI *	oldsdpi,
		SCIP_SDPI *	newsdpi
	)

cloning method of the general SDP-Interface

Note: The solver specific interface is created anew and not copied.

Parameters

oldsdpi	pointer to the SDP-interface structure that should be cloned
newsdpi	pointer to an SDP-interface structure to clone into

Definition at line 1519 of file sdpi.c.

References BMS_CALL, and SCIPsdpiSolverCreate().

SCIP_RETCODE SCIPsdpiLoadSDP	(	SCIP_SDPI *	sdpi,
		int	nvars,
		SCIP_Real *	obj,
		SCIP_Real *	lb,
		SCIP_Real *	ub,
		int	nsdpblocks,
		int *	sdpblocksizes,
		int *	sdpnblockvars,
		int	sdpconstnnonz,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int	sdpnnonz,
		int **	sdpnblockvarnonz,
		int **	sdpvar,
		int ***	sdprow,
		int ***	sdpcol,
		SCIP_Real ***	sdpval,
		int	nlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval
	)

copies SDP data into SDP-solver

Note: As the SDP-constraint-matrices are symmetric, only the upper triangular part of them must be specified.; There must be at least one variable, the SDP- and/or LP-part may be empty.

Parameters

sdpi	SDP-interface structure
nvars	number of variables
obj	objective function values of variables
lb	lower bounds of variables
ub	upper bounds of variables
nsdpblocks	number of SDP-blocks
sdpblocksizes	sizes of the SDP-blocks (may be NULL if nsdpblocks = sdpconstnnonz = sdpnnonz = 0)
sdpnblockvars	number of variables in each SDP-block (may be NULL if nsdpblocks = sdpconstnnonz = sdpnnonz = 0)
sdpconstnnonz	number of nonzero elements in the constant matrices of the SDP-blocks
sdpconstnblocknonz	number of nonzeros for each variable in the constant part, also the i-th entry gives the number of entries of sdpconst row/col/val [i]
sdpconstrow	pointer to row-indices of constant matrix for each block (may be NULL if sdpconstnnonz = 0)
sdpconstcol	pointer to column-indices of constant matrix for each block (may be NULL if sdpconstnnonz = 0)
sdpconstval	pointer to values of entries of constant matrix for each block (may be NULL if sdpconstnnonz = 0)
sdpnnonz	number of nonzero elements in the SDP-constraint-matrices
sdpnblockvarnonz	sdpnblockvarnonz[i][j] gives the number of nonzeros for the j-th variable (not necessarly variable j) in the i-th block, this is also the length of row/col/val[i][j]
sdpvar	sdpvar[i][j] gives the global index of the j-th variable (according to the sorting for row/col/val) in the i-th block
sdprow	pointer to the row-indices for each block and variable in this block, so row[i][j][k] gives the k-th nonzero of the j-th variable (not necessarly variable j) in the i-th block (may be NULL if sdptnnonz = 0)
sdpcol	pointer to the column-indices for each block and variable in this block (may be NULL if sdpnnonz = 0)
sdpval	pointer to the values of the nonzeros for each block and variable in this block (may be NULL if sdpnnonz = 0)
nlpcons	number of LP-constraints
lplhs	left-hand sides of LP rows (may be NULL if nlpcons = 0)
lprhs	right-hand sides of LP rows (may be NULL if nlpcons = 0)
lpnnonz	number of nonzero elements in the LP-constraint-matrix
lprow	row-index for each entry in lpval-array (may be NULL if lpnnonz = 0)
lpcol	column-index for each entry in lpval-array (may be NULL if lpnnonz = 0)
lpval	values of LP-constraint matrix entries (may be NULL if lpnnonz = 0)

Definition at line 1638 of file sdpi.c.

References BMS_CALL, DUPLICATE_ARRAY_NULL, and ensureLowerTriangular().

Referenced by putSdpDataInInterface().

SCIP_RETCODE SCIPsdpiAddLPRows	(	SCIP_SDPI *	sdpi,
		int	nrows,
		const SCIP_Real *	lhs,
		const SCIP_Real *	rhs,
		int	nnonz,
		const int *	row,
		const int *	col,
		const SCIP_Real *	val
	)

adds rows to the LP-Block

Note: Arrays are not checked for duplicates, problems may appear if indices are added more than once.

Parameters

sdpi	SDP-interface structure
nrows	number of rows to be added
lhs	left-hand sides of new rows
rhs	right-hand sides of new rows
nnonz	number of nonzero elements to be added to the LP constraint matrix
row	row-indices of constraint-matrix entries, going from 0 to nrows - 1, these will be changed to nlpcons + i
col	column-indices of constraint-matrix entries
val	values of constraint-matrix entries

Definition at line 1858 of file sdpi.c.

References BMS_CALL.

Referenced by putLpDataInInterface().

SCIP_RETCODE SCIPsdpiDelLPRows	(	SCIP_SDPI *	sdpi,
		int	firstrow,
		int	lastrow
	)

deletes all rows in the given range from the LP-Block

Parameters

sdpi	SDP-interface structure
firstrow	first row to be deleted
lastrow	last row to be deleted

Definition at line 1923 of file sdpi.c.

References BMS_CALL.

Referenced by putLpDataInInterface(), and SCIPsdpiDelLPRowset().

SCIP_RETCODE SCIPsdpiDelLPRowset	(	SCIP_SDPI *	sdpi,
		int *	dstat
	)

deletes LP-rows from SDP-interface

Parameters

sdpi	SDP-interface structure
dstat	deletion status of LP rows input: 1 if row should be deleted, 0 otherwise output: new position of row, -1 if row was deleted

Definition at line 2033 of file sdpi.c.

References SCIPsdpiDelLPRows().

SCIP_RETCODE SCIPsdpiClear ( SCIP_SDPI * sdpi )

clears the whole SDP

Parameters

sdpi	SDP-interface structure

Definition at line 2075 of file sdpi.c.

References SCIPsdpiSolverResetCounter().

Referenced by SCIP_DECL_RELAXEXIT().

SCIP_RETCODE SCIPsdpiChgObj	(	SCIP_SDPI *	sdpi,
		int	nvars,
		const int *	ind,
		const SCIP_Real *	obj
	)

changes objective coefficients of variables

Parameters

sdpi	SDP-interface structure
nvars	number of variables to change objective coefficients for
ind	variables indices
obj	new objective coefficients

Definition at line 2091 of file sdpi.c.

Referenced by putLpDataInInterface().

SCIP_RETCODE SCIPsdpiChgBounds	(	SCIP_SDPI *	sdpi,
		int	nvars,
		const int *	ind,
		const SCIP_Real *	lb,
		const SCIP_Real *	ub
	)

changes lower and upper bounds of variables

Parameters

sdpi	SDP-interface structure
nvars	number of variables to change bounds for
ind	variables indices
lb	values for the new lower bounds
ub	values for the new upper bounds

Definition at line 2120 of file sdpi.c.

Referenced by putLpDataInInterface().

SCIP_RETCODE SCIPsdpiChgLPLhRhSides	(	SCIP_SDPI *	sdpi,
		int	nrows,
		const int *	ind,
		const SCIP_Real *	lhs,
		const SCIP_Real *	rhs
	)

changes left- and right-hand sides of LP rows

Parameters

sdpi	SDP-interface structure
nrows	number of LP rows to change right hand sides for
ind	row indices between 1 and nlpcons
lhs	new values for left-hand sides
rhs	new values for right-hand sides

Definition at line 2154 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetNLPRows	(	SCIP_SDPI *	sdpi,
		int *	nlprows
	)

gets the number of LP-rows in the SDP

Parameters

sdpi	SDP-interface structure
nlprows	pointer to store the number of rows

Definition at line 2198 of file sdpi.c.

Referenced by putLpDataInInterface().

SCIP_RETCODE SCIPsdpiGetNSDPBlocks	(	SCIP_SDPI *	sdpi,
		int *	nsdpblocks
	)

gets the number of SDP-Blocks in the SDP

Parameters

sdpi	SDP-interface structure
nsdpblocks	pointer to store the number of blocks

Definition at line 2212 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetNVars	(	SCIP_SDPI *	sdpi,
		int *	nvars
	)

gets the number of variables in the SDP

Parameters

sdpi	SDP-interface structure
nvars	pointer to store the number of variables

Definition at line 2226 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetSDPNNonz	(	SCIP_SDPI *	sdpi,
		int *	nnonz
	)

gets the number of nonzero elements in the SDP-constraint-matrices

Parameters

sdpi	SDP-interface structure
nnonz	pointer to store the number of nonzeros in the SDP-constraint-matrices

Definition at line 2240 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetConstNNonz	(	SCIP_SDPI *	sdpi,
		int *	nnonz
	)

gets the number of nonzero elements in the constant matrices of the SDP-Blocks

Parameters

sdpi	SDP-interface structure
nnonz	pointer to store the number of nonzeros in the constant matrices of the SDP-Blocks

Definition at line 2254 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetLPNNonz	(	SCIP_SDPI *	sdpi,
		int *	nnonz
	)

gets the number of nonzero elements in the LP-Matrix

Parameters

sdpi	SDP-interface structure
nnonz	pointer to store the number of nonzeros in the LP Matrix

Definition at line 2268 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetObj	(	SCIP_SDPI *	sdpi,
		int	firstvar,
		int	lastvar,
		SCIP_Real *	vals
	)

gets objective coefficients from SDP-interface

Parameters

sdpi	SDP-interface structure
firstvar	first variable to get objective coefficient for
lastvar	last variable to get objective coefficient for
vals	pointer to store objective coefficients (memory of size lastvar - firstvar + 1 needs to be allocated)

Definition at line 2282 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetBounds	(	SCIP_SDPI *	sdpi,
		int	firstvar,
		int	lastvar,
		SCIP_Real *	lbs,
		SCIP_Real *	ubs
	)

gets current variable bounds from SDP-interface

Parameters

sdpi	SDP-interface structure
firstvar	first variable to get bounds for
lastvar	last variable to get bounds for
lbs	pointer to store lower bound values, or NULL (memory of size lastvar - firstvar + 1 needs to be allocated)
ubs	pointer to store upper bound values, or NULL (memory of size lastvar - firstvar + 1 needs to be allocated)

Definition at line 2304 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetLhSides	(	SCIP_SDPI *	sdpi,
		int	firstrow,
		int	lastrow,
		SCIP_Real *	lhss
	)

gets current left-hand sides from SDP-interface

Parameters

sdpi	SDP-interface structure
firstrow	first row to get sides for
lastrow	last row to get sides for
lhss	pointer to store left-hand side values (memory of size lastvar - firstvar + 1 needs to be allocated)

Definition at line 2332 of file sdpi.c.

SCIP_RETCODE SCIPsdpiGetRhSides	(	SCIP_SDPI *	sdpi,
		int	firstrow,
		int	lastrow,
		SCIP_Real *	rhss
	)

gets current right-hand sides from SDP-interface

Parameters

sdpi	SDP-interface structure
firstrow	first row to get sides for
lastrow	last row to get sides for
rhss	pointer to store right-hand side values (memory of size lastvar - firstvar + 1 needs to be allocated)

Definition at line 2354 of file sdpi.c.

SCIP_RETCODE SCIPsdpiSolve	(	SCIP_SDPI *	sdpi,
		SCIP_Real *	start,
		SCIP_SDPSOLVERSETTING	startsettings,
		SCIP_Bool	enforceslatercheck,
		SCIP_Real	timelimit
	)

solves the SDP, as start optionally a starting point for the solver may be given, if it is NULL, the solver will start from scratch

Parameters

sdpi	SDP-interface structure
start	NULL or a starting point for the solver, this should have length nvars
startsettings	settings used to start with in SDPA, currently not used for DSDP, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch
enforceslatercheck	always check for Slater condition in case the problem could not be solved and printf the solution of this check
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP)

Definition at line 2388 of file sdpi.c.

References BMS_CALL, checkAllFixed(), checkFixedFeasibilitySdp(), checkSlaterCondition(), compConstMatAfterFixings(), computeLpLhsRhsAfterFixings(), findEmptyRowColsSDP(), MIN_EPSILON, NINCREASESGAMMA, SCIP_CALL_PARAM, SCIP_SDPPAR_EPSILON, SCIP_SDPSLATER_NOINFO, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiInfinity(), SCIPsdpiIsInfinity(), SCIPsdpiSolverGetIterations(), SCIPsdpiSolverGetObjval(), SCIPsdpiSolverGetSdpCalls(), SCIPsdpiSolverIncreaseCounter(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverIsTimelimExc(), SCIPsdpiSolverLoadAndSolve(), SCIPsdpiSolverLoadAndSolveWithPenalty(), SCIPsdpiSolverSetRealpar(), and SCIPsdpiSolverWasSolved().

Referenced by calcRelax().

SCIP_Bool SCIPsdpiWasSolved ( SCIP_SDPI * sdpi )

returns whether a solve method was called after the last modification of the SDP

Parameters

sdpi	SDP-interface structure

Definition at line 2752 of file sdpi.c.

Referenced by calcRelax().

SCIP_Bool SCIPsdpiSolvedOrig ( SCIP_SDPI * sdpi )

returns whether the original problem was solved, if SCIPsdpiWasSolved = true and SCIPsdpiSolvedOrig = false, then a penalty formulation was solved

Parameters

sdpi	SDP-interface structure

Definition at line 2762 of file sdpi.c.

Referenced by calcRelax(), and SCIPrelaxSdpSolvedOrig().

SCIP_Bool SCIPsdpiFeasibilityKnown ( SCIP_SDPI * sdpi )

returns true if the solver could determine whether the problem is feasible, so it returns true if the solver knows that the problem is feasible/infeasible/unbounded, it returns false if the solver does not know anything about the feasibility status and thus the functions IsPrimalFeasible etc. should not be used

Parameters

sdpi	SDP-interface structure

Definition at line 2774 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverFeasibilityKnown().

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiGetSolFeasibility	(	SCIP_SDPI *	sdpi,
		SCIP_Bool *	primalfeasible,
		SCIP_Bool *	dualfeasible
	)

gets information about primal and dual feasibility of the current SDP-solution

Parameters

sdpi	SDP-interface structure
primalfeasible	pointer to store the primal feasibility status
dualfeasible	pointer to store the dual feasibility status

Definition at line 2788 of file sdpi.c.

References CHECK_IF_SOLVED, and SCIPsdpiSolverGetSolFeasibility().

SCIP_Bool SCIPsdpiIsPrimalUnbounded ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be primal unbounded; returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpi	SDP-interface structure

Definition at line 2817 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsPrimalUnbounded().

SCIP_Bool SCIPsdpiIsPrimalInfeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be primal infeasible; returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpi	SDP-interface structure

Definition at line 2840 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsPrimalInfeasible().

SCIP_Bool SCIPsdpiIsPrimalFeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be primal feasible; returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpi	SDP-interface structure

Definition at line 2863 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsPrimalFeasible().

Referenced by calcRelax().

SCIP_Bool SCIPsdpiIsDualUnbounded ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be dual unbounded; returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpi	SDP-interface structure

Definition at line 2886 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsDualUnbounded().

Referenced by calcRelax(), and SCIP_DECL_RELAXEXEC().

SCIP_Bool SCIPsdpiIsDualInfeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be dual infeasible; returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpi	SDP-interface structure

Definition at line 2909 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsDualInfeasible().

Referenced by calcRelax().

SCIP_Bool SCIPsdpiIsDualFeasible ( SCIP_SDPI * sdpi )

returns TRUE iff SDP is proven to be dual feasible; returns FALSE with a debug-message if the solver could not determine feasibility

Parameters

sdpi	SDP-interface structure

Definition at line 2932 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsDualFeasible().

Referenced by calcRelax().

SCIP_Bool SCIPsdpiIsConverged ( SCIP_SDPI * sdpi )

returns TRUE iff the solver converged

Parameters

sdpi	SDP-interface structure

Definition at line 2954 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsConverged().

SCIP_Bool SCIPsdpiIsObjlimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the objective limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 2976 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsObjlimExc().

Referenced by calcRelax().

SCIP_Bool SCIPsdpiIsIterlimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the iteration limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 2998 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsIterlimExc().

SCIP_Bool SCIPsdpiIsTimelimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the time limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3020 of file sdpi.c.

References SCIPsdpiSolverIsTimelimExc().

Referenced by calcRelax().

int SCIPsdpiGetInternalStatus ( SCIP_SDPI * sdpi )

returns the internal solution status of the solver, which has the following meaning:
-1: solver was not started
0: converged
1: infeasible start
2: numerical problems
3: objective limit reached
4: iteration limit reached
5: time limit reached
6: user termination
7: other

Parameters

sdpi	SDP-interface structure

Definition at line 3055 of file sdpi.c.

References SCIPsdpiSolverGetInternalStatus().

SCIP_Bool SCIPsdpiIsOptimal ( SCIP_SDPI * sdpi )

returns TRUE iff SDP was solved to optimality, meaning the solver converged and returned primal and dual feasible solutions

Parameters

sdpi	SDP-interface structure

Definition at line 3081 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsOptimal().

SCIP_Bool SCIPsdpiIsAcceptable ( SCIP_SDPI * sdpi )

returns TRUE iff SDP was solved to optimality or some other status was reached that is still acceptable inside a Branch & Bound framework

Parameters

sdpi	SDP-interface structure

Definition at line 3104 of file sdpi.c.

References SCIPsdpiSolverIsAcceptable().

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiGetObjval	(	SCIP_SDPI *	sdpi,
		SCIP_Real *	objval
	)

gets objective value of solution

Parameters

sdpi	SDP-interface structure
objval	pointer to store the objective value

Definition at line 3130 of file sdpi.c.

References CHECK_IF_SOLVED, and SCIPsdpiSolverGetObjval().

Referenced by SCIPsdpiGetSol().

SCIP_RETCODE SCIPsdpiGetLowerObjbound	(	SCIP_SDPI *	sdpi,
		SCIP_Real *	objlb
	)

gets the best lower bound on the objective (this is equal to objval, if the problem was solved successfully, but can also give a bound if we did not get a feasible solution using the penalty approach)

Parameters

sdpi	SDP-interface structure
objlb	pointer to store the lower bound on the objective value

Definition at line 3165 of file sdpi.c.

References SCIPsdpiInfinity(), and SCIPsdpiSolverGetObjval().

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiGetSol	(	SCIP_SDPI *	sdpi,
		SCIP_Real *	objval,
		SCIP_Real *	dualsol,
		int *	dualsollength
	)

gets dual solution vector for feasible SDPs, if dualsollength isn't equal to the number of variables this will return the needed length and a debug message

Parameters

sdpi	SDP-interface structure
objval	pointer to store the objective value, may be NULL if not needed
dualsol	pointer to store the dual solution vector, may be NULL if not needed
dualsollength	length of the dualsol vector, must be 0 if dualsol is NULL, if this is less than the number of variables in the SDP, a debug-message will be thrown and this is set to the needed value

Definition at line 3214 of file sdpi.c.

References CHECK_IF_SOLVED, SCIPsdpiGetObjval(), and SCIPsdpiSolverGetSol().

Referenced by calcRelax(), SCIP_DECL_RELAXEXEC(), and SCIPrelaxSdpGetRelaxSol().

SCIP_RETCODE SCIPsdpiGetPrimalBoundVars	(	SCIP_SDPI *	sdpi,
		SCIP_Real *	lbvars,
		SCIP_Real *	ubvars,
		int *	arraylength
	)

gets the primal variables corresponding to the lower and upper variable-bounds in the dual problem, the last input should specify the length of the arrays, if this is less than the number of variables, the needed length will be returned and a debug-message thrown

Note: If a variable is either fixed or unbounded in the dual problem, a zero will be returned for the non-existent primal variable.

Parameters

sdpi	pointer to an SDP-interface structure
lbvars	pointer to store the values of the variables corresponding to lower bounds in the dual problems
ubvars	pointer to store the values of the variables corresponding to upper bounds in the dual problems
arraylength	input: length of lbvars and ubvars output: number of elements inserted into lbvars/ubvars (or needed length if it was not sufficient)

Definition at line 3268 of file sdpi.c.

References CHECK_IF_SOLVED, and SCIPsdpiSolverGetPrimalBoundVars().

Referenced by SCIPrelaxSdpGetPrimalBoundVars().

SCIP_RETCODE SCIPsdpiGetIterations	(	SCIP_SDPI *	sdpi,
		int *	iterations
	)

gets the number of SDP-iterations of the last solve call

Parameters

sdpi	SDP-interface structure
iterations	pointer to store the number of iterations of the last solve call

Definition at line 3300 of file sdpi.c.

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiGetSdpCalls	(	SCIP_SDPI *	sdpi,
		int *	calls
	)

gets the number of calls to the SDP-solver for the last solve call

Parameters

sdpi	SDP-interface structure
calls	pointer to store the number of calls to the SDP-solver for the last solve call

Definition at line 3314 of file sdpi.c.

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiSettingsUsed	(	SCIP_SDPI *	sdpi,
		SCIP_SDPSOLVERSETTING *	usedsetting
	)

returns which settings the SDP-solver used in the last solve call

Parameters

sdpi	SDP-interface structure
usedsetting	the setting used by the SDP-solver

Definition at line 3328 of file sdpi.c.

References SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_UNSOLVED, and SCIPsdpiSolverSettingsUsed().

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiSlaterSettings	(	SCIP_SDPI *	sdpi,
		SCIP_SDPSLATERSETTING *	slatersetting
	)

returns which settings the SDP-solver used in the last solve call and whether primal and dual Slater condition were fullfilled

Parameters

sdpi	SDP-interface structure
slatersetting	the combination of Slater conditions and successfull settings

Definition at line 3365 of file sdpi.c.

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiSlater	(	SCIP_SDPI *	sdpi,
		SCIP_SDPSLATER *	primalslater,
		SCIP_SDPSLATER *	dualslater
	)

returns whether primal and dual Slater condition held for last solved SDP

Parameters

sdpi	SDP-interface structure
primalslater	pointer to save whether primal Slater condition held
dualslater	pointer to save whether dual Slater condition held

Definition at line 3670 of file sdpi.c.

References SCIP_SDPSLATER_NOINFO.

Referenced by calcRelax().

SCIP_Real SCIPsdpiInfinity ( SCIP_SDPI * sdpi )

returns value treated as infinity in the SDP-solver

Parameters

sdpi	SDP-interface structure

Definition at line 3714 of file sdpi.c.

References SCIPsdpiSolverInfinity().

Referenced by calcRelax(), computeLpLhsRhsAfterFixings(), SCIPsdpiGetLowerObjbound(), SCIPsdpiIsInfinity(), and SCIPsdpiSolve().

SCIP_Bool SCIPsdpiIsInfinity	(	SCIP_SDPI *	sdpi,
		SCIP_Real	val
	)

checks if given value is treated as (plus or minus) infinity in the SDP-solver

Parameters

sdpi	SDP-interface structure
val	value to be checked for infinity

Definition at line 3724 of file sdpi.c.

References SCIPsdpiInfinity().

Referenced by checkSlaterCondition(), and SCIPsdpiSolve().

SCIP_RETCODE SCIPsdpiGetRealpar	(	SCIP_SDPI *	sdpi,
		SCIP_SDPPARAM	type,
		SCIP_Real *	dval
	)

gets floating point parameter of SDP-interface

Parameters

sdpi	SDP-interface structure
type	parameter number
dval	pointer to store the parameter value

Definition at line 3735 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_MAXPENALTYPARAM, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, and SCIPsdpiSolverGetRealpar().

SCIP_RETCODE SCIPsdpiSetRealpar	(	SCIP_SDPI *	sdpi,
		SCIP_SDPPARAM	type,
		SCIP_Real	dval
	)

sets floating point parameter of SDP-interface

Parameters

sdpi	SDP-interface structure
type	parameter number
dval	parameter value

Definition at line 3781 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_MAXPENALTYPARAM, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, and SCIPsdpiSolverSetRealpar().

Referenced by calcRelax(), and SCIP_DECL_RELAXINITSOL().

SCIP_RETCODE SCIPsdpiGetIntpar	(	SCIP_SDPI *	sdpi,
		SCIP_SDPPARAM	type,
		int *	ival
	)

gets integer parameter of SDP-interface

Parameters

sdpi	SDP-interface structure
type	parameter number
ival	pointer to store the parameter value

Definition at line 3820 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_SLATERCHECK, and SCIPsdpiSolverGetIntpar().

SCIP_RETCODE SCIPsdpiSetIntpar	(	SCIP_SDPI *	sdpi,
		SCIP_SDPPARAM	type,
		int	ival
	)

sets integer parameter of SDP-interface

Parameters

sdpi	SDP-interface structure
type	parameter number
ival	parameter value

Definition at line 3857 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_SLATERCHECK, SCIPsdpiSolverGetIntpar(), and SCIPsdpiSolverSetIntpar().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_RETCODE SCIPsdpiComputeLambdastar	(	SCIP_SDPI *	sdpi,
		SCIP_Real	maxguess
	)

compute and set lambdastar (only used for SDPA)

Parameters

sdpi	SDP-interface structure
maxguess	maximum guess for lambda star of all SDP-constraints

Definition at line 3894 of file sdpi.c.

References SCIPsdpiSolverComputeLambdastar().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_RETCODE SCIPsdpiComputePenaltyparam	(	SCIP_SDPI *	sdpi,
		SCIP_Real	maxcoeff,
		SCIP_Real *	penaltyparam
	)

compute and set the penalty parameter

Parameters

sdpi	SDP-interface structure
maxcoeff	maximum objective coefficient
penaltyparam	the computed penalty parameter

Definition at line 3903 of file sdpi.c.

References SCIPsdpiSolverComputePenaltyparam().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_RETCODE SCIPsdpiComputeMaxPenaltyparam	(	SCIP_SDPI *	sdpi,
		SCIP_Real	penaltyparam,
		SCIP_Real *	maxpenaltyparam
	)

compute and set the maximum penalty parameter

Parameters

sdpi	SDP-interface structure
penaltyparam	the initial penalty parameter
maxpenaltyparam	the computed maximum penalty parameter

Definition at line 3917 of file sdpi.c.

References SCIPsdpiSolverComputeMaxPenaltyparam().

Referenced by SCIP_DECL_RELAXINITSOL().

SCIP_RETCODE SCIPsdpiReadSDP	(	SCIP_SDPI *	sdpi,
		const char *	fname
	)

reads SDP from a file

Parameters

sdpi	SDP-interface structure
fname	file name

Definition at line 3951 of file sdpi.c.

SCIP_RETCODE SCIPsdpiWriteSDP	(	SCIP_SDPI *	sdpi,
		const char *	fname
	)

writes SDP to a file

Parameters

sdpi	SDP-interface structure
fname	file name

Definition at line 3961 of file sdpi.c.

Macros

Functions

Detailed Description

Macro Definition Documentation

Function Documentation