SCIP-SDP
3.1.0
|
interface for MOSEK More...
Go to the source code of this file.
Macros | |
#define | MIN_PENALTYPARAM 1e5 |
#define | MAX_PENALTYPARAM 1e10 |
#define | PENALTYPARAM_FACTOR 1e6 |
#define | MAX_MAXPENALTYPARAM 1e15 |
#define | MAXPENALTYPARAM_FACTOR 1e6 |
#define | TOLERANCE_FACTOR 0.1 |
#define | PENALTYBOUNDTOL 1E-3 |
#define | INFEASFEASTOLCHANGE 0.1 |
#define | INFEASMINFEASTOL 1E-9 |
#define | CONVERT_ABSOLUTE_TOLERANCES TRUE |
#define | MOSEK_CALL(x) |
#define | MOSEK_CALL_BOOL(x) |
#define | MOSEK_CALLM(x) |
#define | BMS_CALL(x) |
#define | TIMEOFDAY_CALL(x) |
#define | CHECK_IF_SOLVED(sdpisolver) |
#define | CHECK_IF_SOLVED_BOOL(sdpisolver) |
Functions | |
static void MSKAPI | printstr (void *handle, MSKCONST char str[]) |
static SCIP_Bool | isFixed (SCIP_SDPISOLVER *sdpisolver, SCIP_Real lb, SCIP_Real ub) |
SDPI Creation and Destruction Methods | |
SCIP_RETCODE | SCIPsdpiSolverCreate (SCIP_SDPISOLVER **sdpisolver, SCIP_MESSAGEHDLR *messagehdlr, BMS_BLKMEM *blkmem, BMS_BUFMEM *bufmem) |
SCIP_RETCODE | SCIPsdpiSolverFree (SCIP_SDPISOLVER **sdpisolver) |
SCIP_RETCODE | SCIPsdpiSolverIncreaseCounter (SCIP_SDPISOLVER *sdpisolver) |
SCIP_RETCODE | SCIPsdpiSolverResetCounter (SCIP_SDPISOLVER *sdpisolver) |
Solving Methods | |
SCIP_RETCODE | SCIPsdpiSolverLoadAndSolve (SCIP_SDPISOLVER *sdpisolver, 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 **indchanges, int *nremovedinds, int *blockindchanges, int nremovedblocks, int nlpcons, int noldlpcons, SCIP_Real *lplhs, SCIP_Real *lprhs, int *rownactivevars, int lpnnonz, int *lprow, int *lpcol, SCIP_Real *lpval, SCIP_Real *starty, int *startZnblocknonz, int **startZrow, int **startZcol, SCIP_Real **startZval, int *startXnblocknonz, int **startXrow, int **startXcol, SCIP_Real **startXval, SCIP_SDPSOLVERSETTING startsettings, SCIP_Real timelimit) |
SCIP_RETCODE | SCIPsdpiSolverLoadAndSolveWithPenalty (SCIP_SDPISOLVER *sdpisolver, SCIP_Real penaltyparam, SCIP_Bool withobj, SCIP_Bool rbound, 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 **indchanges, int *nremovedinds, int *blockindchanges, int nremovedblocks, int nlpcons, int noldlpcons, SCIP_Real *lplhs, SCIP_Real *lprhs, int *rownactivevars, int lpnnonz, int *lprow, int *lpcol, SCIP_Real *lpval, SCIP_Real *starty, int *startZnblocknonz, int **startZrow, int **startZcol, SCIP_Real **startZval, int *startXnblocknonz, int **startXrow, int **startXcol, SCIP_Real **startXval, SCIP_SDPSOLVERSETTING startsettings, SCIP_Real timelimit, SCIP_Bool *feasorig, SCIP_Bool *penaltybound) |
Solution Information Methods | |
SCIP_Bool | SCIPsdpiSolverWasSolved (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverFeasibilityKnown (SCIP_SDPISOLVER *sdpisolver) |
SCIP_RETCODE | SCIPsdpiSolverGetSolFeasibility (SCIP_SDPISOLVER *sdpisolver, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible) |
SCIP_Bool | SCIPsdpiSolverIsPrimalUnbounded (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsPrimalInfeasible (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsPrimalFeasible (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsDualUnbounded (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsDualInfeasible (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsDualFeasible (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsConverged (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsObjlimExc (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsIterlimExc (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsTimelimExc (SCIP_SDPISOLVER *sdpisolver) |
int | SCIPsdpiSolverGetInternalStatus (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsOptimal (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsAcceptable (SCIP_SDPISOLVER *sdpisolver) |
SCIP_RETCODE | SCIPsdpiSolverIgnoreInstability (SCIP_SDPISOLVER *sdpisolver, SCIP_Bool *success) |
SCIP_RETCODE | SCIPsdpiSolverGetObjval (SCIP_SDPISOLVER *sdpisolver, SCIP_Real *objval) |
SCIP_RETCODE | SCIPsdpiSolverGetSol (SCIP_SDPISOLVER *sdpisolver, SCIP_Real *objval, SCIP_Real *dualsol, int *dualsollength) |
SCIP_RETCODE | SCIPsdpiSolverGetPreoptimalPrimalNonzeros (SCIP_SDPISOLVER *sdpisolver, int nblocks, int *startXnblocknonz) |
SCIP_RETCODE | SCIPsdpiSolverGetPreoptimalSol (SCIP_SDPISOLVER *sdpisolver, SCIP_Bool *success, SCIP_Real *dualsol, int *dualsollength, int nblocks, int *startXnblocknonz, int **startXrow, int **startXcol, SCIP_Real **startXval) |
SCIP_RETCODE | SCIPsdpiSolverGetPrimalBoundVars (SCIP_SDPISOLVER *sdpisolver, SCIP_Real *lbvars, SCIP_Real *ubvars, int *arraylength) |
SCIP_RETCODE | SCIPsdpiSolverGetPrimalNonzeros (SCIP_SDPISOLVER *sdpisolver, int nblocks, int *startXnblocknonz) |
SCIP_RETCODE | SCIPsdpiSolverGetPrimalMatrix (SCIP_SDPISOLVER *sdpisolver, int nblocks, int *startXnblocknonz, int **startXrow, int **startXcol, SCIP_Real **startXval) |
SCIP_Real | SCIPsdpiSolverGetMaxPrimalEntry (SCIP_SDPISOLVER *sdpisolver) |
SCIP_RETCODE | SCIPsdpiSolverGetIterations (SCIP_SDPISOLVER *sdpisolver, int *iterations) |
SCIP_RETCODE | SCIPsdpiSolverGetSdpCalls (SCIP_SDPISOLVER *sdpisolver, int *calls) |
SCIP_RETCODE | SCIPsdpiSolverSettingsUsed (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPSOLVERSETTING *usedsetting) |
Numerical Methods | |
SCIP_Real | SCIPsdpiSolverInfinity (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Bool | SCIPsdpiSolverIsInfinity (SCIP_SDPISOLVER *sdpisolver, SCIP_Real val) |
SCIP_RETCODE | SCIPsdpiSolverGetRealpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, SCIP_Real *dval) |
SCIP_RETCODE | SCIPsdpiSolverSetRealpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, SCIP_Real dval) |
SCIP_RETCODE | SCIPsdpiSolverGetIntpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, int *ival) |
SCIP_RETCODE | SCIPsdpiSolverSetIntpar (SCIP_SDPISOLVER *sdpisolver, SCIP_SDPPARAM type, int ival) |
SCIP_RETCODE | SCIPsdpiSolverComputeLambdastar (SCIP_SDPISOLVER *sdpisolver, SCIP_Real maxguess) |
SCIP_RETCODE | SCIPsdpiSolverComputePenaltyparam (SCIP_SDPISOLVER *sdpisolver, SCIP_Real maxcoeff, SCIP_Real *penaltyparam) |
SCIP_RETCODE | SCIPsdpiSolverComputeMaxPenaltyparam (SCIP_SDPISOLVER *sdpisolver, SCIP_Real penaltyparam, SCIP_Real *maxpenaltyparam) |
File Interface Methods | |
SCIP_RETCODE | SCIPsdpiSolverReadSDP (SCIP_SDPISOLVER *sdpisolver, const char *fname) |
SCIP_RETCODE | SCIPsdpiSolverWriteSDP (SCIP_SDPISOLVER *sdpisolver, const char *fname) |
Miscellaneous Methods | |
char | name [SCIP_MAXSTRLEN] |
const char * | SCIPsdpiSolverGetSolverName (void) |
const char * | SCIPsdpiSolverGetSolverDesc (void) |
void * | SCIPsdpiSolverGetSolverPointer (SCIP_SDPISOLVER *sdpisolver) |
SCIP_Real | SCIPsdpiSolverGetDefaultSdpiSolverFeastol (void) |
SCIP_Real | SCIPsdpiSolverGetDefaultSdpiSolverGaptol (void) |
int | SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases (void) |
SCIP_Bool | SCIPsdpiSolverDoesWarmstartNeedPrimal (void) |
interface for MOSEK
As MOSEK solves the primal instead of the dual problem, for solving the problem
we insert the problem
where and .
Definition in file sdpisolver_mosek.c.
#define MIN_PENALTYPARAM 1e5 |
if the penalty parameter is to be computed, this is the minimum value it will take
Definition at line 80 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverComputePenaltyparam().
#define MAX_PENALTYPARAM 1e10 |
if the penalty parameter is to be computed, this is the maximum value it will take
Definition at line 81 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverComputePenaltyparam().
#define PENALTYPARAM_FACTOR 1e6 |
if the penalty parameter is to be computed, the maximal objective coefficient will be multiplied by this
Definition at line 82 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverComputePenaltyparam().
#define MAX_MAXPENALTYPARAM 1e15 |
if the maximum penaltyparameter is to be computed, this is the maximum value it will take
Definition at line 83 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverComputeMaxPenaltyparam().
#define MAXPENALTYPARAM_FACTOR 1e6 |
if the maximum penaltyparameter is to be computed, it will be set to penaltyparam * this
Definition at line 84 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverComputeMaxPenaltyparam().
#define TOLERANCE_FACTOR 0.1 |
all tolerances will be multiplied by this factor since MOSEK does not adhere to its own tolerances
Definition at line 85 of file sdpisolver_mosek.c.
#define PENALTYBOUNDTOL 1E-3 |
if the relative gap between Tr(X) and penaltyparam for a primal solution of the penaltyformulation is bigger than this value, it will be reported to the sdpi
Definition at line 86 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
#define INFEASFEASTOLCHANGE 0.1 |
change feastol by this factor if the solution was found to be infeasible with regards to feastol
Definition at line 89 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
#define INFEASMINFEASTOL 1E-9 |
minimum value for feasibility tolerance when encountering problems with regards to tolerance
Definition at line 90 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
#define CONVERT_ABSOLUTE_TOLERANCES TRUE |
should absolute tolerances be converted to relative tolerances for MOSEK
Definition at line 91 of file sdpisolver_mosek.c.
#define MOSEK_CALL | ( | x | ) |
Calls a MOSEK function and transforms the return-code to a SCIP_LPERROR if needed.
Definition at line 140 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverFree(), SCIPsdpiSolverGetObjval(), SCIPsdpiSolverGetPrimalBoundVars(), SCIPsdpiSolverGetSol(), SCIPsdpiSolverGetSolFeasibility(), SCIPsdpiSolverIsConverged(), SCIPsdpiSolverLoadAndSolveWithPenalty(), and SCIPsdpiSolverWriteSDP().
#define MOSEK_CALL_BOOL | ( | x | ) |
Same as MOSEK_CALL, but used for functions returning a boolean.
Definition at line 152 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverFeasibilityKnown(), SCIPsdpiSolverIsConverged(), SCIPsdpiSolverIsDualFeasible(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsDualUnbounded(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverIsPrimalFeasible(), SCIPsdpiSolverIsPrimalInfeasible(), and SCIPsdpiSolverIsPrimalUnbounded().
#define MOSEK_CALLM | ( | x | ) |
Same as MOSEK_CALL, but this will be used for initialization methods with memory allocation and return a SCIP_NOMEMORY if an error is produced.
Definition at line 164 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverCreate(), and SCIPsdpiSolverLoadAndSolveWithPenalty().
#define BMS_CALL | ( | x | ) |
Checks if a BMSallocMemory-call was successfull, otherwise returns SCIP_NOMEMORY.
Definition at line 176 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverCreate(), and SCIPsdpiSolverLoadAndSolveWithPenalty().
#define TIMEOFDAY_CALL | ( | x | ) |
Calls gettimeofday and transforms the return-code to a SCIP_ERROR if needed.
Definition at line 187 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
#define CHECK_IF_SOLVED | ( | sdpisolver | ) |
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 199 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverGetObjval(), SCIPsdpiSolverGetPrimalBoundVars(), SCIPsdpiSolverGetSol(), and SCIPsdpiSolverGetSolFeasibility().
#define CHECK_IF_SOLVED_BOOL | ( | sdpisolver | ) |
This is the same as CHECK_IF_SOLVED, but will be called for methods returning a bool instead of a SCIP_RETURNCODE
Definition at line 210 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverFeasibilityKnown(), SCIPsdpiSolverIsConverged(), SCIPsdpiSolverIsDualFeasible(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsDualUnbounded(), SCIPsdpiSolverIsIterlimExc(), SCIPsdpiSolverIsObjlimExc(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverIsPrimalFeasible(), SCIPsdpiSolverIsPrimalInfeasible(), and SCIPsdpiSolverIsPrimalUnbounded().
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static |
prints MOSEK output to the console
handle | A user-defined handle which is passed to the user-defined function |
str | String to print |
Definition at line 223 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
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static |
Test if a lower bound lb is not smaller than an upper bound ub, meaning that lb > ub - epsilon
sdpisolver | pointer to an SDP interface solver structure |
lb | lower bound |
ub | upper bound |
Definition at line 234 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
const char* SCIPsdpiSolverGetSolverName | ( | void | ) |
gets name and version (if available) of SDP-solver
Definition at line 259 of file sdpisolver_mosek.c.
References name.
const char* SCIPsdpiSolverGetSolverDesc | ( | void | ) |
gets description of SDP-solver (developer, webpage, ...)
Definition at line 288 of file sdpisolver_mosek.c.
void* SCIPsdpiSolverGetSolverPointer | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
gets pointer to 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.
sdpisolver | pointer to an SDP interface solver structure |
Definition at line 302 of file sdpisolver_mosek.c.
SCIP_Real SCIPsdpiSolverGetDefaultSdpiSolverFeastol | ( | void | ) |
gets default feasibility tolerance for SDP-solver in SCIP-SDP
Definition at line 311 of file sdpisolver_mosek.c.
SCIP_Real SCIPsdpiSolverGetDefaultSdpiSolverGaptol | ( | void | ) |
gets default duality gap tolerance for SDP-solver in SCIP-SDP
Definition at line 319 of file sdpisolver_mosek.c.
int SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases | ( | void | ) |
gets default number of increases of penalty parameter for SDP-solver in SCIP-SDP
Definition at line 327 of file sdpisolver_mosek.c.
SCIP_Bool SCIPsdpiSolverDoesWarmstartNeedPrimal | ( | void | ) |
Should primal solution values be saved for warmstarting purposes?
Definition at line 335 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverCreate | ( | SCIP_SDPISOLVER ** | sdpisolver, |
SCIP_MESSAGEHDLR * | messagehdlr, | ||
BMS_BLKMEM * | blkmem, | ||
BMS_BUFMEM * | bufmem | ||
) |
creates an SDP solver interface
sdpisolver | pointer to an SDP interface solver structure |
messagehdlr | message handler to use for printing messages, or NULL |
blkmem | block memory |
bufmem | buffer memory |
Definition at line 353 of file sdpisolver_mosek.c.
References BMS_CALL, MOSEK_CALLM, and SCIPsdpiSolverInfinity().
SCIP_RETCODE SCIPsdpiSolverFree | ( | SCIP_SDPISOLVER ** | sdpisolver | ) |
deletes an SDP solver interface
sdpisolver | pointer to an SDP interface solver structure |
Definition at line 403 of file sdpisolver_mosek.c.
References MOSEK_CALL.
SCIP_RETCODE SCIPsdpiSolverIncreaseCounter | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
increases the SDP-Counter
sdpisolver | SDP interface solver structure |
Definition at line 434 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverResetCounter | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
reset the SDP-Counter to zero
sdpisolver | SDP interface solver structure |
Definition at line 446 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverLoadAndSolve | ( | SCIP_SDPISOLVER * | sdpisolver, |
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 ** | indchanges, | ||
int * | nremovedinds, | ||
int * | blockindchanges, | ||
int | nremovedblocks, | ||
int | nlpcons, | ||
int | noldlpcons, | ||
SCIP_Real * | lplhs, | ||
SCIP_Real * | lprhs, | ||
int * | rownactivevars, | ||
int | lpnnonz, | ||
int * | lprow, | ||
int * | lpcol, | ||
SCIP_Real * | lpval, | ||
SCIP_Real * | starty, | ||
int * | startZnblocknonz, | ||
int ** | startZrow, | ||
int ** | startZcol, | ||
SCIP_Real ** | startZval, | ||
int * | startXnblocknonz, | ||
int ** | startXrow, | ||
int ** | startXcol, | ||
SCIP_Real ** | startXval, | ||
SCIP_SDPSOLVERSETTING | startsettings, | ||
SCIP_Real | timelimit | ||
) |
loads and solves an SDP
For the non-constant SDP- and the LP-part, the original arrays before fixings should be given, for the constant SDP-part the arrays AFTER fixings should be given. In addition, an array needs to be given, that for every block and every row/col index within that block either has value -1, meaning that this index should be deleted, or a non-negative integer stating the number of indices before it that are to be deleated, meaning that this index will be decreased by that number, in addition to that the total number of deleted indices for each block should be given. Optionally an array start may be given with a starting point for the solver (if this is NULL then the solver should start from scratch).
sdpisolver | SDP interface solver 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 that exist in each block |
sdpconstnnonz | number of nonzero elements in the constant matrices of the SDP-blocks AFTER FIXINGS |
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] AFTER FIXINGS |
sdpconstrow | pointers to row-indices for each block AFTER FIXINGS |
sdpconstcol | pointers to column-indices for each block AFTER FIXINGS |
sdpconstval | pointers to the values of the nonzeros for each block AFTER FIXINGS |
sdpnnonz | number of nonzero elements in the SDP-constraint matrix |
sdpnblockvarnonz | entry [i][j] gives the number of nonzeros for block i and variable j, this is exactly the number of entries of sdp row/col/val [i][j] |
sdpvar | sdpvar[i][j] gives the sdp-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 |
sdpcol | pointer to the column-indices for each block and variable |
sdpval | values of SDP-constraint matrix entries (may be NULL if sdpnnonz = 0) |
indchanges | 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 |
nremovedinds | the number of rows/cols to be fixed for each block |
blockindchanges | block indizes will be modified by these, see indchanges |
nremovedblocks | number of empty blocks that should be removed |
nlpcons | number of active (at least two nonzeros) LP-constraints |
noldlpcons | number of LP-constraints including those with less than two active nonzeros |
lplhs | left hand sides of active LP rows after fixings (may be NULL if nlpcons = 0) |
lprhs | right hand sides of active LP rows after fixings (may be NULL if nlpcons = 0) |
rownactivevars | number of active variables for each LP constraint |
lpnnonz | number of nonzero elements in the LP-constraint matrix |
lprow | row-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0) |
lpcol | column-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0) |
lpval | values of LP-constraint matrix entries, might get sorted (may be NULL if lpnnonz = 0) |
starty | NULL or dual vector y as starting point for the solver, this should have length nvars |
startZnblocknonz | dual matrix Z = sum Ai yi as starting point for the solver: number of nonzeros for each block, also length of corresponding row/col/val-arrays; or NULL |
startZrow | dual matrix Z = sum Ai yi as starting point for the solver: row indices for each block; may be NULL if startZnblocknonz = NULL |
startZcol | dual matrix Z = sum Ai yi as starting point for the solver: column indices for each block; may be NULL if startZnblocknonz = NULL |
startZval | dual matrix Z = sum Ai yi as starting point for the solver: values for each block; may be NULL if startZnblocknonz = NULL |
startXnblocknonz | primal matrix X as starting point for the solver: number of nonzeros for each block, also length of corresponding row/col/val-arrays; or NULL |
startXrow | primal matrix X as starting point for the solver: row indices for each block; may be NULL if startXnblocknonz = NULL |
startXcol | primal matrix X as starting point for the solver: column indices for each block; may be NULL if startXnblocknonz = NULL |
startXval | primal matrix X as starting point for the solver: values for each block; may be NULL if startXnblocknonz = NULL |
startsettings | settings used to start with in SDPA, currently not used for DSDP and MOSEK, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch |
timelimit | after this many seconds solving will be aborted (currently only implemented for DSDP and MOSEK) |
Definition at line 483 of file sdpisolver_mosek.c.
References SCIPsdpiSolverLoadAndSolveWithPenalty().
SCIP_RETCODE SCIPsdpiSolverLoadAndSolveWithPenalty | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Real | penaltyparam, | ||
SCIP_Bool | withobj, | ||
SCIP_Bool | rbound, | ||
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 ** | indchanges, | ||
int * | nremovedinds, | ||
int * | blockindchanges, | ||
int | nremovedblocks, | ||
int | nlpcons, | ||
int | noldlpcons, | ||
SCIP_Real * | lplhs, | ||
SCIP_Real * | lprhs, | ||
int * | rownactivevars, | ||
int | lpnnonz, | ||
int * | lprow, | ||
int * | lpcol, | ||
SCIP_Real * | lpval, | ||
SCIP_Real * | starty, | ||
int * | startZnblocknonz, | ||
int ** | startZrow, | ||
int ** | startZcol, | ||
SCIP_Real ** | startZval, | ||
int * | startXnblocknonz, | ||
int ** | startXrow, | ||
int ** | startXcol, | ||
SCIP_Real ** | startXval, | ||
SCIP_SDPSOLVERSETTING | startsettings, | ||
SCIP_Real | timelimit, | ||
SCIP_Bool * | feasorig, | ||
SCIP_Bool * | penaltybound | ||
) |
loads and solves an SDP using a penalty formulation
The penalty formulation of the SDP is:
Alternatively withobj can be set to false to set b to 0 and only check for feasibility (if the optimal objective value is bigger than 0 the problem is infeasible, otherwise it's feasible), and rbound can be set to false to remove the non-negativity condition on r. For the non-constant SDP- and the LP-part the original arrays before fixings should be given, for the constant SDP-part the arrays AFTER fixings should be given. In addition, an array needs to be given, that for every block and every row/col index within that block either has value -1, meaning that this index should be deleted, or a non-negative integer stating the number of indices before it that are to be deleated, meaning that this index will be decreased by that number. Moreover, the total number of deleted indices for each block should be given. An optional starting point for the solver may be given; if it is NULL, the solver will start from scratch.
sdpisolver | SDP interface solver structure |
penaltyparam | the Gamma above, needs to be >= 0 |
withobj | if this is false the objective is set to 0 |
rbound | should r be non-negative ? |
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 that exist in each block |
sdpconstnnonz | number of nonzero elements in the constant matrices of the SDP-Blocks AFTER FIXINGS |
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] AFTER FIXINGS |
sdpconstrow | pointers to row-indices for each block AFTER FIXINGS |
sdpconstcol | pointers to column-indices for each block AFTER FIXINGS |
sdpconstval | pointers to the values of the nonzeros for each block AFTER FIXINGS |
sdpnnonz | number of nonzero elements in the SDP-constraint matrix |
sdpnblockvarnonz | entry [i][j] gives the number of nonzeros for block i and variable j, this is exactly the number of entries of sdp row/col/val [i][j] |
sdpvar | sdpvar[i][j] gives the sdp-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 |
sdpcol | pointer to the column-indices for each block and variable |
sdpval | values of SDP-constraint matrix entries (may be NULL if sdpnnonz = 0) |
indchanges | 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 |
nremovedinds | the number of rows/cols to be fixed for each block |
blockindchanges | block indizes will be modified by these, see indchanges |
nremovedblocks | number of empty blocks that should be removed |
nlpcons | number of active (at least two nonzeros) LP-constraints |
noldlpcons | number of LP-constraints including those with less than two active nonzeros |
lplhs | left hand sides of active LP rows after fixings (may be NULL if nlpcons = 0) |
lprhs | right hand sides of active LP rows after fixings (may be NULL if nlpcons = 0) |
rownactivevars | number of active variables for each LP constraint |
lpnnonz | number of nonzero elements in the LP-constraint matrix |
lprow | row-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0) |
lpcol | column-index for each entry in lpval-array, might get sorted (may be NULL if lpnnonz = 0) |
lpval | values of LP-constraint matrix entries, might get sorted (may be NULL if lpnnonz = 0) |
starty | NULL or dual vector y as starting point for the solver, this should have length nvars |
startZnblocknonz | dual matrix Z = sum Ai yi as starting point for the solver: number of nonzeros for each block, also length of corresponding row/col/val-arrays; or NULL |
startZrow | dual matrix Z = sum Ai yi as starting point for the solver: row indices for each block; may be NULL if startZnblocknonz = NULL |
startZcol | dual matrix Z = sum Ai yi as starting point for the solver: column indices for each block; may be NULL if startZnblocknonz = NULL |
startZval | dual matrix Z = sum Ai yi as starting point for the solver: values for each block; may be NULL if startZnblocknonz = NULL |
startXnblocknonz | primal matrix X as starting point for the solver: number of nonzeros for each block, also length of corresponding row/col/val-arrays; or NULL |
startXrow | primal matrix X as starting point for the solver: row indices for each block; may be NULL if startXnblocknonz = NULL |
startXcol | primal matrix X as starting point for the solver: column indices for each block; may be NULL if startXnblocknonz = NULL |
startXval | primal matrix X as starting point for the solver: values for each block; may be NULL if startXnblocknonz = NULL |
startsettings | settings used to start with in SDPA, currently not used for DSDP and MOSEK, set this to SCIP_SDPSOLVERSETTING_UNSOLVED to ignore it and start from scratch |
timelimit | after this many seconds solving will be aborted (currently only implemented for DSDP and MOSEK) |
feasorig | pointer to store if the solution to the penalty-formulation is feasible for the original problem (may be NULL if penaltyparam = 0) |
penaltybound | pointer to store if the primal solution reached the bound Tr(X) <= penaltyparam in the primal problem, this is also an indication of the penalty parameter being to small (may be NULL if not needed) |
Definition at line 571 of file sdpisolver_mosek.c.
References BMS_CALL, INFEASFEASTOLCHANGE, INFEASMINFEASTOL, isFixed(), MOSEK_CALL, MOSEK_CALLM, PENALTYBOUNDTOL, printstr(), SCIPsdpiSolverGetSol(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsAcceptable(), SCIPsdpiSolverIsDualFeasible(), SCIPsdpiSolverIsInfinity(), SCIPsdpiSolverWriteSDP(), SCIPsdpSolcheckerCheck(), and TIMEOFDAY_CALL.
Referenced by SCIPsdpiSolverLoadAndSolve().
SCIP_Bool SCIPsdpiSolverWasSolved | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns whether a solve method was called after the last modification of the SDP
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1514 of file sdpisolver_mosek.c.
SCIP_Bool SCIPsdpiSolverFeasibilityKnown | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
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.
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1529 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
Referenced by SCIPsdpiSolverIsAcceptable().
SCIP_RETCODE SCIPsdpiSolverGetSolFeasibility | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Bool * | primalfeasible, | ||
SCIP_Bool * | dualfeasible | ||
) |
gets information about primal and dual feasibility of the current SDP solution
sdpisolver | pointer to an SDP interface solver structure |
primalfeasible | stores primal feasibility status |
dualfeasible | stores dual feasibility status |
Definition at line 1564 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED, and MOSEK_CALL.
SCIP_Bool SCIPsdpiSolverIsPrimalUnbounded | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP is proven to be primal unbounded, returns FALSE with a debug-message if the solver could not determine feasibility
sdpisolver | SDP interface solver structure |
Definition at line 1608 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
SCIP_Bool SCIPsdpiSolverIsPrimalInfeasible | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP is proven to be primal infeasible, returns FALSE with a debug-message if the solver could not determine feasibility
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1640 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
SCIP_Bool SCIPsdpiSolverIsPrimalFeasible | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP is proven to be primal feasible, returns FALSE with a debug-message if the solver could not determine feasibility
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1672 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
SCIP_Bool SCIPsdpiSolverIsDualUnbounded | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP is proven to be dual unbounded, returns FALSE with a debug-message if the solver could not determine feasibility
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1704 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
SCIP_Bool SCIPsdpiSolverIsDualInfeasible | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP is proven to be dual infeasible, returns FALSE with a debug-message if the solver could not determine feasibility
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1736 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
SCIP_Bool SCIPsdpiSolverIsDualFeasible | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP is proven to be dual feasible, returns FALSE with a debug-message if the solver could not determine feasibility
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1768 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
SCIP_Bool SCIPsdpiSolverIsConverged | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff the solver converged
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1799 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, MOSEK_CALL, and MOSEK_CALL_BOOL.
Referenced by SCIPsdpiSolverIsAcceptable().
SCIP_Bool SCIPsdpiSolverIsObjlimExc | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff the objective limit was reached
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1855 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL.
SCIP_Bool SCIPsdpiSolverIsIterlimExc | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff the iteration limit was reached
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1866 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL.
SCIP_Bool SCIPsdpiSolverIsTimelimExc | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff the time limit was reached
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1877 of file sdpisolver_mosek.c.
int SCIPsdpiSolverGetInternalStatus | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
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
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1902 of file sdpisolver_mosek.c.
SCIP_Bool SCIPsdpiSolverIsOptimal | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP was solved to optimality, meaning the solver converged and returned primal and dual feasible solutions
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1934 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED_BOOL, and MOSEK_CALL_BOOL.
SCIP_Bool SCIPsdpiSolverIsAcceptable | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns TRUE iff SDP was solved to optimality or some other status was reached that is still acceptable inside a Branch & Bound framework
sdpisolver | pointer to SDP interface solver structure |
Definition at line 1960 of file sdpisolver_mosek.c.
References SCIPsdpiSolverFeasibilityKnown(), and SCIPsdpiSolverIsConverged().
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty(), and SCIPsdpiSolverSettingsUsed().
SCIP_RETCODE SCIPsdpiSolverIgnoreInstability | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Bool * | success | ||
) |
tries to reset the internal status of the SDP-solver in order to ignore an instability of the last solving call
sdpisolver | pointer to an SDP interface solver structure |
success | pointer to store, whether the instability could be ignored |
Definition at line 1976 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverGetObjval | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Real * | objval | ||
) |
gets objective value of solution
sdpisolver | pointer to an SDP interface solver structure |
objval | pointer to store the objective value |
Definition at line 1986 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED, and MOSEK_CALL.
Referenced by SCIPsdpiSolverGetSol().
SCIP_RETCODE SCIPsdpiSolverGetSol | ( | SCIP_SDPISOLVER * | sdpisolver, |
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 is thrown.
sdpisolver | pointer to an SDP interface solver 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 dual sol vector, must be 0 if dualsol is NULL, if this is less than the number of variables in the SDP, a DebugMessage will be thrown and this is set to the needed value |
Definition at line 2032 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED, MOSEK_CALL, and SCIPsdpiSolverGetObjval().
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
SCIP_RETCODE SCIPsdpiSolverGetPreoptimalPrimalNonzeros | ( | SCIP_SDPISOLVER * | sdpisolver, |
int | nblocks, | ||
int * | startXnblocknonz | ||
) |
return number of nonzeros for each block of the primal solution matrix X for the preoptimal solution
sdpisolver | pointer to an SDP-solver interface |
nblocks | length of startXnblocknonz (should be nsdpblocks + 1) |
startXnblocknonz | pointer to store number of nonzeros for row/col/val-arrays in each block or first entry -1 if no primal solution is available |
Definition at line 2108 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverGetPreoptimalSol | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Bool * | success, | ||
SCIP_Real * | dualsol, | ||
int * | dualsollength, | ||
int | nblocks, | ||
int * | startXnblocknonz, | ||
int ** | startXrow, | ||
int ** | startXcol, | ||
SCIP_Real ** | startXval | ||
) |
gets preoptimal dual solution vector and primal matrix for warmstarting purposes
sdpisolver | pointer to an SDP-solver interface |
success | could a preoptimal solution be returned ? |
dualsol | pointer to store the dual solution vector, may be NULL if not needed |
dualsollength | length of the dual sol vector, must be 0 if dualsol is NULL, if this is less than the number of variables in the SDP, a DebugMessage will be thrown and this is set to the needed value |
nblocks | length of startXnblocknonz (should be nsdpblocks + 1) or -1 if no primal matrix should be returned |
startXnblocknonz | input: allocated memory for row/col/val-arrays in each block (or NULL if nblocks = -1) output: number of nonzeros in each block or first entry -1 if no primal solution is available |
startXrow | pointer to store row indices of X (or NULL if nblocks = -1) |
startXcol | pointer to store column indices of X (or NULL if nblocks = -1) |
startXval | pointer to store values of X (or NULL if nblocks = -1) |
Definition at line 2127 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverGetPrimalBoundVars | ( | SCIP_SDPISOLVER * | sdpisolver, |
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.
sdpisolver | pointer to an SDP interface solver 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 wasn't sufficient) |
Definition at line 2152 of file sdpisolver_mosek.c.
References CHECK_IF_SOLVED, and MOSEK_CALL.
SCIP_RETCODE SCIPsdpiSolverGetPrimalNonzeros | ( | SCIP_SDPISOLVER * | sdpisolver, |
int | nblocks, | ||
int * | startXnblocknonz | ||
) |
return number of nonzeros for each block of the primal solution matrix X (including lp block)
sdpisolver | pointer to an SDP-solver interface |
nblocks | length of startXnblocknonz (should be nsdpblocks + 1) |
startXnblocknonz | pointer to store number of nonzeros for row/col/val-arrays in each block |
Definition at line 2220 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverGetPrimalMatrix | ( | SCIP_SDPISOLVER * | sdpisolver, |
int | nblocks, | ||
int * | startXnblocknonz, | ||
int ** | startXrow, | ||
int ** | startXcol, | ||
SCIP_Real ** | startXval | ||
) |
returns the primal matrix X
sdpisolver | pointer to an SDP-solver interface |
nblocks | length of startXnblocknonz (should be nsdpblocks + 1) |
startXnblocknonz | input: allocated memory for row/col/val-arrays in each block output: number of nonzeros in each block |
startXrow | pointer to store row indices of X |
startXcol | pointer to store column indices of X |
startXval | pointer to store values of X |
Definition at line 2234 of file sdpisolver_mosek.c.
SCIP_Real SCIPsdpiSolverGetMaxPrimalEntry | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
return the maximum absolute value of the optimal primal matrix
sdpisolver | pointer to an SDP-solver interface |
Definition at line 2249 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverGetIterations | ( | SCIP_SDPISOLVER * | sdpisolver, |
int * | iterations | ||
) |
gets the number of SDP iterations of the last solve call
sdpisolver | pointer to an SDP interface solver structure |
iterations | pointer to store the number of iterations of the last solve call |
Definition at line 2258 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverGetSdpCalls | ( | SCIP_SDPISOLVER * | sdpisolver, |
int * | calls | ||
) |
gets the number of calls to the SDP-solver for the last solve call
sdpisolver | SDP-solver interface |
calls | pointer to store the number of calls to the SDP-solver for the last solve call |
Definition at line 2275 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverSettingsUsed | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_SDPSOLVERSETTING * | usedsetting | ||
) |
gets the settings used by the SDP solver for the last solve call
sdpisolver | SDP interface solver structure |
usedsetting | the setting used by the SDP solver |
Definition at line 2288 of file sdpisolver_mosek.c.
References SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_UNSOLVED, and SCIPsdpiSolverIsAcceptable().
SCIP_Real SCIPsdpiSolverInfinity | ( | SCIP_SDPISOLVER * | sdpisolver | ) |
returns value treated as infinity in the SDP-solver
sdpisolver | pointer to an SDP interface solver structure |
Definition at line 2319 of file sdpisolver_mosek.c.
Referenced by SCIPsdpiSolverCreate(), SCIPsdpiSolverIsInfinity(), and SCIPsdpiSolverLoadAndSolveWithPenalty().
SCIP_Bool SCIPsdpiSolverIsInfinity | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Real | val | ||
) |
checks if given value is treated as (plus or minus) infinity in the SDP-solver
sdpisolver | pointer to an SDP interface solver structure |
val | value to be checked for infinity |
Definition at line 2327 of file sdpisolver_mosek.c.
References SCIPsdpiSolverInfinity().
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
SCIP_RETCODE SCIPsdpiSolverGetRealpar | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_SDPPARAM | type, | ||
SCIP_Real * | dval | ||
) |
gets floating point parameter of SDP-Solver
sdpisolver | pointer to an SDP interface solver structure |
type | parameter number |
dval | buffer to store the parameter value |
Definition at line 2336 of file sdpisolver_mosek.c.
References SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_OBJLIMIT, and SCIP_SDPPAR_SDPSOLVERFEASTOL.
SCIP_RETCODE SCIPsdpiSolverSetRealpar | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_SDPPARAM | type, | ||
SCIP_Real | dval | ||
) |
sets floating point parameter of SDP-Solver
sdpisolver | pointer to an SDP interface solver structure |
type | parameter number |
dval | parameter value |
Definition at line 2370 of file sdpisolver_mosek.c.
References SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_OBJLIMIT, and SCIP_SDPPAR_SDPSOLVERFEASTOL.
SCIP_RETCODE SCIPsdpiSolverGetIntpar | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_SDPPARAM | type, | ||
int * | ival | ||
) |
gets integer parameter of SDP-Solver
sdpisolver | pointer to an SDP interface solver structure |
type | parameter number |
ival | parameter value |
Definition at line 2408 of file sdpisolver_mosek.c.
References SCIP_SDPPAR_NTHREADS, and SCIP_SDPPAR_SDPINFO.
SCIP_RETCODE SCIPsdpiSolverSetIntpar | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_SDPPARAM | type, | ||
int | ival | ||
) |
sets integer parameter of SDP-Solver
sdpisolver | pointer to an SDP interface solver structure |
type | parameter number |
ival | parameter value |
Definition at line 2434 of file sdpisolver_mosek.c.
References SCIP_SDPPAR_NTHREADS, and SCIP_SDPPAR_SDPINFO.
SCIP_RETCODE SCIPsdpiSolverComputeLambdastar | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Real | maxguess | ||
) |
compute and set lambdastar (only used for SDPA)
sdpisolver | pointer to an SDP-solver interface |
maxguess | maximum guess for lambda star of all SDP-constraints |
Definition at line 2461 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverComputePenaltyparam | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Real | maxcoeff, | ||
SCIP_Real * | penaltyparam | ||
) |
compute and set the penalty parameter
sdpisolver | pointer to an SDP-solver interface |
maxcoeff | maximum objective coefficient |
penaltyparam | the computed penalty parameter |
Definition at line 2472 of file sdpisolver_mosek.c.
References MAX_PENALTYPARAM, MIN_PENALTYPARAM, and PENALTYPARAM_FACTOR.
SCIP_RETCODE SCIPsdpiSolverComputeMaxPenaltyparam | ( | SCIP_SDPISOLVER * | sdpisolver, |
SCIP_Real | penaltyparam, | ||
SCIP_Real * | maxpenaltyparam | ||
) |
compute and set the maximum penalty parameter
sdpisolver | pointer to an SDP-solver interface |
penaltyparam | the initial penalty parameter |
maxpenaltyparam | the computed maximum penalty parameter |
Definition at line 2504 of file sdpisolver_mosek.c.
References MAX_MAXPENALTYPARAM, and MAXPENALTYPARAM_FACTOR.
SCIP_RETCODE SCIPsdpiSolverReadSDP | ( | SCIP_SDPISOLVER * | sdpisolver, |
const char * | fname | ||
) |
reads SDP from a file
sdpisolver | pointer to an SDP interface solver structure |
fname | file name |
Definition at line 2544 of file sdpisolver_mosek.c.
SCIP_RETCODE SCIPsdpiSolverWriteSDP | ( | SCIP_SDPISOLVER * | sdpisolver, |
const char * | fname | ||
) |
writes SDP to a file
sdpisolver | pointer to an SDP interface solver structure |
fname | file name |
Definition at line 2554 of file sdpisolver_mosek.c.
References MOSEK_CALL.
Referenced by SCIPsdpiSolverLoadAndSolveWithPenalty().
char name[SCIP_MAXSTRLEN] |
Definition at line 256 of file sdpisolver_mosek.c.
Referenced by SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSPARSE(), SCIPconsSdpGetData(), and SCIPsdpiSolverGetSolverName().