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

Functions
Miscellaneous Methods
EXTERN const char *	SCIPsdpiGetSolverName (void)

EXTERN const char *	SCIPsdpiGetSolverDesc (void)

EXTERN void *	SCIPsdpiGetSolverPointer (SCIP_SDPI *sdpi)

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

EXTERN SCIP_RETCODE	SCIPsdpiFree (SCIP_SDPI **sdpi)

EXTERN SCIP_RETCODE	SCIPsdpiClone (SCIP_SDPI oldsdpi, SCIP_SDPI newsdpi)

Modification Methods
EXTERN 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)

EXTERN 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)

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

EXTERN SCIP_RETCODE	SCIPsdpiDelLPRowset (SCIP_SDPI sdpi, int dstat)

EXTERN SCIP_RETCODE	SCIPsdpiClear (SCIP_SDPI *sdpi)

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

EXTERN 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
EXTERN SCIP_RETCODE	SCIPsdpiGetNLPRows (SCIP_SDPI sdpi, int nlprows)

EXTERN SCIP_RETCODE	SCIPsdpiGetNSDPBlocks (SCIP_SDPI sdpi, int nsdpblocks)

EXTERN SCIP_RETCODE	SCIPsdpiGetNVars (SCIP_SDPI sdpi, int nvars)

EXTERN SCIP_RETCODE	SCIPsdpiGetSDPNNonz (SCIP_SDPI sdpi, int nnonz)

EXTERN SCIP_RETCODE	SCIPsdpiGetConstNNonz (SCIP_SDPI sdpi, int nnonz)

EXTERN SCIP_RETCODE	SCIPsdpiGetLPNNonz (SCIP_SDPI sdpi, int nnonz)

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

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

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

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

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

Solution Information Methods
EXTERN SCIP_Bool	SCIPsdpiWasSolved (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiSolvedOrig (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiFeasibilityKnown (SCIP_SDPI *sdpi)

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

EXTERN SCIP_Bool	SCIPsdpiIsPrimalUnbounded (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsPrimalInfeasible (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsPrimalFeasible (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsDualUnbounded (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsDualInfeasible (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsDualFeasible (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsConverged (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsObjlimExc (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsIterlimExc (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsTimelimExc (SCIP_SDPI *sdpi)

EXTERN int	SCIPsdpiGetInternalStatus (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsOptimal (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsAcceptable (SCIP_SDPI *sdpi)

EXTERN SCIP_RETCODE	SCIPsdpiGetObjval (SCIP_SDPI sdpi, SCIP_Real objval)

EXTERN SCIP_RETCODE	SCIPsdpiGetLowerObjbound (SCIP_SDPI sdpi, SCIP_Real objlb)

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

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

EXTERN SCIP_RETCODE	SCIPsdpiGetIterations (SCIP_SDPI sdpi, int iterations)

EXTERN SCIP_RETCODE	SCIPsdpiGetSdpCalls (SCIP_SDPI sdpi, int calls)

EXTERN SCIP_RETCODE	SCIPsdpiSettingsUsed (SCIP_SDPI sdpi, SCIP_SDPSOLVERSETTING usedsetting)

EXTERN SCIP_RETCODE	SCIPsdpiSlaterSettings (SCIP_SDPI sdpi, SCIP_SDPSLATERSETTING slatersetting)

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

Numerical Methods
EXTERN SCIP_Real	SCIPsdpiInfinity (SCIP_SDPI *sdpi)

EXTERN SCIP_Bool	SCIPsdpiIsInfinity (SCIP_SDPI *sdpi, SCIP_Real val)

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

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

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

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

EXTERN SCIP_RETCODE	SCIPsdpiComputeLambdastar (SCIP_SDPI *sdpi, SCIP_Real maxguess)

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

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

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

EXTERN 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

This file specifies a generic SDP-solver interface used by SCIP to create, modify, and solve semidefinite programs of the (dual) form

$\begin{eqnarray*} \min & & b^T y \\ \mbox{s.t.} & & \sum_{j=1}^n A_j^i y_j - A_0^i \succeq 0 \quad \forall i \leq m \\ & & Dy \geq d \\ & & \ell \leq y \leq u \end{eqnarray*}$

for symmetric matrices $A_j^i \in S_{k_i}$ and a matrix $D \in \mathbb{R}^{k_0 \times n}$ and query information about the solution.

All indexing (rows, columns, blocks and variables) starts at 0.

Although it includes a few SCIP header files, e.g., because it uses SCIP's return codes, it can be used independently of any SCIP instance.

Definition in file sdpi.h.

Function Documentation

EXTERN 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().

EXTERN const char* SCIPsdpiGetSolverDesc ( void )

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

Definition at line 1359 of file sdpi.c.

References SCIPsdpiSolverGetSolverDesc().

Referenced by SCIPincludeRelaxSdp().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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.

EXTERN 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().

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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.

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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().

EXTERN 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.

EXTERN 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.

Functions

Detailed Description

Function Documentation