sdpsolchecker.h File Reference

checks a given SDP solution for feasibility More...

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Functions
EXTERN SCIP_RETCODE	SCIPsdpSolcheckerCheck (BMS_BUFMEM *bufmem, int nvars, 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 nlpcons, int noldlpcons, SCIP_Real *lplhs, SCIP_Real *lprhs, int *rownactivevars, int lpnnonz, int *lprow, int *lpcol, SCIP_Real *lpval, SCIP_Real *solvector, SCIP_Real feastol, SCIP_Real epsilon, SCIP_Bool *infeasible)

Detailed Description

checks a given SDP solution for feasibility

Author

Tristan Gally

Given a solution, an SDP instance and a feasibility tolerance, checks whether the smallest eigenvalue is >= -feastol for a given feasibility tolerance.

Definition in file sdpsolchecker.h.

Function Documentation

EXTERN SCIP_RETCODE SCIPsdpSolcheckerCheck	(	BMS_BUFMEM *	bufmem,
		int	nvars,
		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	nlpcons,
		int	noldlpcons,
		SCIP_Real *	lplhs,
		SCIP_Real *	lprhs,
		int *	rownactivevars,
		int	lpnnonz,
		int *	lprow,
		int *	lpcol,
		SCIP_Real *	lpval,
		SCIP_Real *	solvector,
		SCIP_Real	feastol,
		SCIP_Real	epsilon,
		SCIP_Bool *	infeasible
	)

Given a solution, an SDP instance and a feasibility tolerance, checks whether the smallest eigenvalue is >= -feastol for a given feasibility tolerance.

Parameters

bufmem	buffer memory
nvars	number 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-constraintmmatrix entries (may be NULL if sdpnnonz = 0)
indchanges	changes needed to be done to the indices, if indchanges[block][ind]=-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
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)
solvector	values of all variables (including fixed ones) in the solution that should be checked
feastol	feasibility tolerance to check feasibility for
epsilon	tolerance used to check for fixed variables
infeasible	pointer to store whether solution is feasible

Definition at line 57 of file sdpsolchecker.c.

References BMS_CALL, and SCIPlapackComputeIthEigenvalue().

Referenced by checkFeastolAndResolve(), and SCIPsdpiSolverLoadAndSolveWithPenalty().