SDP-relaxator. More...

Functions
EXTERN SCIP_RETCODE	SCIPincludeRelaxSdp (SCIP *scip)

EXTERN SCIP_RETCODE	SCIPrelaxSdpGetPrimalBoundVars (SCIP_RELAX relax, SCIP_Real lbvars, SCIP_Real ubvars, int arraylength)

EXTERN SCIP_RETCODE	SCIPrelaxSdpRelaxVal (SCIP_RELAX relax, SCIP_Bool success, SCIP_Real *objval)

EXTERN SCIP_RETCODE	SCIPrelaxSdpGetRelaxSol (SCIP scip, SCIP_RELAX relax, SCIP_Bool success, SCIP_Real solarray, int *sollength)

EXTERN long int	SCIPrelaxSdpGetSdpNode (SCIP_RELAX *relax)

EXTERN SCIP_Bool	SCIPrelaxSdpSolvedOrig (SCIP_RELAX *relax)

EXTERN SCIP_Bool	SCIPrelaxSdpSolvedProbing (SCIP_RELAX *relax)

EXTERN SCIP_Bool	SCIPrelaxSdpIsFeasible (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNIterations (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpCalls (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpInterfaceCalls (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpFast (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpMedium (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpStable (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpPenalty (SCIP_RELAX *relax)

EXTERN int	SCIPrelaxSdpGetNSdpUnsolved (SCIP_RELAX *relax)

Detailed Description

SDP-relaxator.

Author: Sonja Mars; Tristan Gally

Relaxator to solve semidefinite programs of the 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 $D \in \mathbb{R}^{k_0 \times n}.$

Definition in file relax_sdp.h.

Function Documentation

EXTERN SCIP_RETCODE SCIPincludeRelaxSdp ( SCIP * scip )

creates the SDP-relaxator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 1642 of file relax_sdp.c.

References DEFAULT_DISPLAYSTAT, DEFAULT_LAMBDASTAR, DEFAULT_MAXPENALTYPARAM, DEFAULT_OBJLIMIT, DEFAULT_PENALTYPARAM, DEFAULT_RESOLVE, DEFAULT_SDPINFO, DEFAULT_SDPSOLVERGAPTOL, DEFAULT_SDPSOLVERTHREADS, DEFAULT_SETTINGSRESETFREQ, DEFAULT_SETTINGSRESETOFS, DEFAULT_SLATERCHECK, DEFAULT_TIGHTENVB, RELAX_DESC, RELAX_FREQ, RELAX_NAME, RELAX_PRIORITY, SCIPsdpiCreate(), SCIPsdpiGetDefaultSdpiSolverFeastol(), SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases(), SCIPsdpiGetSolverDesc(), and SCIPsdpiGetSolverName().

Referenced by runSCIP(), and SCIP_DECL_RELAXCOPY().

EXTERN SCIP_RETCODE SCIPrelaxSdpGetPrimalBoundVars	(	SCIP_RELAX *	relax,
		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

relax	SDP-relaxator to get information for
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 wasn't sufficient)

Definition at line 1752 of file relax_sdp.c.

References SCIPsdpiGetPrimalBoundVars().

Referenced by SCIP_DECL_PROPEXEC().

EXTERN SCIP_RETCODE SCIPrelaxSdpRelaxVal	(	SCIP_RELAX *	relax,
		SCIP_Bool *	success,
		SCIP_Real *	objval
	)

returns optimal objective value of the current SDP-relaxation if the last SDP-relaxation was successfully solved

Parameters

relax	SDP-relaxator to get objective value for
success	pointer to store whether the last SDP-relaxation was solved successfully
objval	pointer to store the optimal objective value of the SDP-relaxation

Definition at line 1777 of file relax_sdp.c.

Referenced by SCIP_DECL_PROPEXEC().

EXTERN SCIP_RETCODE SCIPrelaxSdpGetRelaxSol	(	SCIP *	scip,
		SCIP_RELAX *	relax,
		SCIP_Bool *	success,
		SCIP_Real *	solarray,
		int *	sollength
	)

returns values of all variables in the solution of the current SDP-relaxation if the last SDP-relaxation was successfully solved

Parameters

scip	SCIP pointer
relax	SDP-relaxator to get solution for
success	pointer to store whether the last SDP-relaxation was solved successfully
solarray	pointer to store the solution, this has to be at least length nvars
sollength	length of the solarray

Definition at line 1799 of file relax_sdp.c.

References SCIPsdpiGetSol().

EXTERN long int SCIPrelaxSdpGetSdpNode ( SCIP_RELAX * relax )

get the number of the SCIP-node which the current SDP solution belongs to

Parameters

relax SDP-relaxator to get solution for

Definition at line 1832 of file relax_sdp.c.

Referenced by SCIP_DECL_PROPEXEC().

EXTERN SCIP_Bool SCIPrelaxSdpSolvedOrig ( SCIP_RELAX * relax )

Was the original problem solved for the last SDP-node (or a penalty or probing formulation) ?

Parameters

relax SDP-relaxator to get solution for

Definition at line 1843 of file relax_sdp.c.

References SCIPsdpiSolvedOrig().

Referenced by SCIP_DECL_PROPEXEC().

EXTERN SCIP_Bool SCIPrelaxSdpSolvedProbing ( SCIP_RELAX * relax )

Was the last probing SDP solved successfully ?

Parameters

relax SDP-relaxator to get solution for

Definition at line 1860 of file relax_sdp.c.

Referenced by SCIP_DECL_HEUREXEC(), and SCIP_DECL_PROPEXEC().

EXTERN SCIP_Bool SCIPrelaxSdpIsFeasible ( SCIP_RELAX * relax )

returns whether the last solved problem was feasible

Parameters

relax SDP-relaxator to get feasibility for

Definition at line 1877 of file relax_sdp.c.

Referenced by SCIP_DECL_HEUREXEC(), and SCIP_DECL_PROPEXEC().

EXTERN int SCIPrelaxSdpGetNIterations ( SCIP_RELAX * relax )

returns total number of SDP-iterations

Parameters

relax SDP-relaxator to get the iterations for

Definition at line 1888 of file relax_sdp.c.

Referenced by SCIP_DECL_DISPOUTPUT().

EXTERN int SCIPrelaxSdpGetNSdpCalls ( SCIP_RELAX * relax )

returns number of SDPs solved by SDP-solver (including multiple calls for penalty formulation etc.)

Parameters