SCIP-SDP
3.1.1
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SDP-relaxator. More...
Go to the source code of this file.
Functions | |
static SCIP_RETCODE | expandSparseMatrix (int nnonz, int blocksize, int *row, int *col, SCIP_Real *val, SCIP_Real *fullmat) |
static SCIP_RETCODE | scaleTransposedMatrix (int blocksize, SCIP_Real *matrix, SCIP_Real *scale) |
static SCIP_RETCODE | putSdpDataInInterface (SCIP *scip, SCIP_SDPI *sdpi, SdpVarmapper *varmapper, SCIP_Bool primalobj, SCIP_Bool boundprimal) |
static SCIP_RETCODE | putLpDataInInterface (SCIP *scip, SCIP_SDPI *sdpi, SdpVarmapper *varmapper, SCIP_Bool primalobj, SCIP_Bool dualobj) |
static SCIP_RETCODE | calcRelax (SCIP *scip, SCIP_RELAXDATA *relaxdata, SCIP_RESULT *result, SCIP_Real *lowerbound) |
static SCIP_Bool | allVarsFixed (SCIP *scip) |
static | SCIP_DECL_RELAXEXEC (relaxExecSdp) |
static | SCIP_DECL_RELAXINITSOL (relaxInitSolSdp) |
static | SCIP_DECL_RELAXCOPY (relaxCopySdp) |
static | SCIP_DECL_RELAXEXITSOL (relaxExitSolSdp) |
static | SCIP_DECL_RELAXFREE (relaxFreeSdp) |
SCIP_RETCODE | SCIPincludeRelaxSdp (SCIP *scip) |
SCIP_RETCODE | SCIPrelaxSdpComputeAnalyticCenters (SCIP *scip, SCIP_RELAX *relax) |
SCIP_RETCODE | SCIPrelaxSdpGetPrimalBoundVars (SCIP_RELAX *relax, SCIP_Real *lbvars, SCIP_Real *ubvars, int *arraylength) |
SCIP_RETCODE | SCIPrelaxSdpRelaxVal (SCIP_RELAX *relax, SCIP_Bool *success, SCIP_Real *objval) |
SCIP_RETCODE | SCIPrelaxSdpGetRelaxSol (SCIP *scip, SCIP_RELAX *relax, SCIP_Bool *success, SCIP_Real *solarray, int *sollength) |
long int | SCIPrelaxSdpGetSdpNode (SCIP_RELAX *relax) |
SCIP_Bool | SCIPrelaxSdpSolvedOrig (SCIP_RELAX *relax) |
SCIP_Bool | SCIPrelaxSdpSolvedProbing (SCIP_RELAX *relax) |
SCIP_Bool | SCIPrelaxSdpIsFeasible (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNIterations (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpCalls (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpInterfaceCalls (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpFast (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpMedium (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpStable (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpPenalty (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSdpUnsolved (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNdualSlaterHolds (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNdualSlaterFails (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNdualSlaterInfeasible (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNdualSlaterUnknown (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNprimalSlaterHolds (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNprimalSlaterFails (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNprimalSlaterUnknown (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterHolds (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterHoldsFast (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterHoldsStable (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterHoldsPenalty (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterHoldsBounded (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterHoldsUnsolved (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterFails (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterFailsFast (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterFailsStable (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterFailsPenalty (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterFailsBounded (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterFailsUnsolved (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterInfeasibleFast (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterInfeasibleStable (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterInfeasiblePenalty (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterInfeasibleBounded (SCIP_RELAX *relax) |
int | SCIPrelaxSdpGetNSlaterInfeasibleUnsolved (SCIP_RELAX *relax) |
SDP-relaxator.
Definition in file relax_sdp.c.
#define SLATERSOLVED_ABSOLUTE /* uncomment this to return the absolute number of nodes for, e.g., solved fast with slater in addition to percentages */ |
Definition at line 45 of file relax_sdp.c.
#define RELAX_NAME "SDP" |
Definition at line 64 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXCOPY(), and SCIPincludeRelaxSdp().
#define RELAX_DESC "SDP-relaxator" |
Definition at line 65 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define RELAX_PRIORITY 1 |
Definition at line 66 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define RELAX_FREQ 1 |
Definition at line 67 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_PENALTYPARAM -1.0 |
the penalty parameter Gamma used for the penalty formulation if the SDP solver didn't converge
Definition at line 70 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_LAMBDASTAR -1.0 |
the parameter lambda star used by SDPA to set the initial point
Definition at line 71 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_MAXPENALTYPARAM -1.0 |
the penalty parameter Gamma used for the penalty formulation if the SDP solver didn't converge
Definition at line 72 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTIPFACTOR 0.50 |
factor for interior point in convexcombination of IP and parent solution, if warmstarts are enabled
Definition at line 73 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTPRIMALTYPE 3 |
how to warmstart the primal problem? 1: scaled identity, 2: elementwise reciprocal, 3: saved primal sol
Definition at line 74 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTIPTYPE 1 |
which interior point to use for convex combination for warmstarts? 1: scaled identity, 2: analytic center
Definition at line 75 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTPROJECT 2 |
how to update dual matrix for new bounds? 1: use old bounds, 2: use new bounds, 3: use new bounds and project on psd cone, 4: use new bounds and solve rounding problem
Definition at line 76 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTPROJMINEV -1 |
minimum eigenvector to allow when projecting onto the positive (semi-)definite cone
Definition at line 77 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTPROJPDSAME TRUE |
Should one shared minimum eigenvalue be computed for primal and dual problem instead of different ones if warmstartpmevpar = -1 ?
Definition at line 78 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTART_PREOPTIMAL_SOL FALSE |
Should a preoptimal solution (with larger gap) instead of the optimal solution be used for warmstarts (currently only implemented fo DSDP)
Definition at line 79 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTPREOPTGAP 1e-2 |
If warmstartpreoptimalsol is TRUE, this is the gap where the preoptimal solution is saved (currently only implemented fo DSDP)
Definition at line 80 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTARTROUNDONLYINF FALSE |
Only use solution of roundingproblem to detect infeasibility (only has an effect for warmstartproject = 4)
Definition at line 81 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_SLATERCHECK 0 |
Should the Slater condition be checked ?
Definition at line 82 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_OBJLIMIT FALSE |
Should an objective limit be given to the SDP-Solver ?
Definition at line 83 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_RESOLVE TRUE |
Are we allowed to solve the relaxation of a single node multiple times in a row (outside of probing) ?
Definition at line 84 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_TIGHTENVB TRUE |
Should Big-Ms in varbound-like constraints be tightened before giving them to the SDP-solver ?
Definition at line 85 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_SDPINFO FALSE |
Should the SDP solver output information to the screen?
Definition at line 86 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_WARMSTART FALSE |
Should the SDP solver try to use warmstarts?
Definition at line 87 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_DISPLAYSTAT FALSE |
Should statistics about SDP iterations and solver settings/success be printed after quitting SCIP-SDP ?
Definition at line 88 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_SETTINGSRESETFREQ -1 |
frequency for resetting parameters in SDP solver and trying again with fastest settings
Definition at line 89 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_SETTINGSRESETOFS 0 |
frequency offset for resetting parameters in SDP solver and trying again with fastest settings
Definition at line 90 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define DEFAULT_SDPSOLVERTHREADS -1 |
number of threads the SDP solver should use, currently only supported for MOSEK (-1 = number of cores)
Definition at line 91 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXINITSOL(), and SCIPincludeRelaxSdp().
#define DEFAULT_PENINFEASADJUST 10 |
gap- or feastol will be multiplied by this before checking for infeasibility using the penalty formulation
Definition at line 92 of file relax_sdp.c.
Referenced by SCIPincludeRelaxSdp().
#define WARMSTART_MINVAL 0.01 |
if we get a value less than this when warmstarting (currently only for the linear part when combining with analytic center), the value is set to this
Definition at line 94 of file relax_sdp.c.
Referenced by calcRelax().
#define WARMSTART_PROJ_MINRHSOBJ 1 |
minimum value for rhs/obj when computing minimum eigenvalue for warmstart-projection
Definition at line 95 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXINITSOL().
#define WARMSTART_PROJ_FACTOR 0.1 |
factor to multiply maximum rhs/obj/coef with when computing minimum eigenvalue for warmstart-projection
Definition at line 96 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXINITSOL().
#define WARMSTART_PROJ_FACTOR_LHS 10 |
factor to multiply maximum SDP coefficient with before applying WARMSTART_PROJ_FACTOr (to account for summation of lhs entries)
Definition at line 97 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXINITSOL().
#define WARMSTART_PROJ_FACTOR_PRIMAL 0.1 |
factor to multiply maximum obj with when computing minimum eigenvalue for warmstart-projection in the primal
Definition at line 98 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXINITSOL().
#define WARMSTART_PROJ_FACTOR_DUAL 0.1 |
factor to multiply maximum rhs with when computing minimum eigenvalue for warmstart-projection in the dual
Definition at line 99 of file relax_sdp.c.
#define WARMSTART_PREOPT_MIN_Z_LPVAL 0.01 |
minimal (diagonal) entry for LP block of dual matrix for preoptimal warmstarts
Definition at line 100 of file relax_sdp.c.
Referenced by calcRelax().
#define TIMEOFDAY_CALL | ( | x | ) |
Calls a gettimeofday and transforms the return-code to a SCIP_ERROR if needed.
Definition at line 103 of file relax_sdp.c.
Referenced by calcRelax().
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expand sparse matrix to full matrix format needed by LAPACK
nnonz | number of nonzeros and length of row/col/val arrays |
blocksize | size of matrix (and squareroot of memory allocated for fullmat) |
row | row indices |
col | column indices |
val | values |
fullmat | pointer to store full matrix |
Definition at line 223 of file relax_sdp.c.
Referenced by calcRelax().
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multiplies all entries in the i-th column by scale[i]
Definition at line 260 of file relax_sdp.c.
Referenced by calcRelax().
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inserts all the SDP data into the corresponding SDP Interface
scip | SCIP data structure |
sdpi | SDP interface structure |
varmapper | maps SCIP variables to their global SDP indices and vice versa |
primalobj | should the primal objective coefficients (constant part of the SDP constraint) be used ? |
boundprimal | should the primal problem be bounded (Tr(X)<=1) through a penalty term in the dual ? |
Definition at line 286 of file relax_sdp.c.
References SCIPconsSdpGetData(), SCIPconsSdpGetNNonz(), SCIPsdpiLoadSDP(), SCIPsdpVarmapperGetNVars(), and SCIPsdpVarmapperGetSdpIndex().
Referenced by SCIP_DECL_RELAXINITSOL(), and SCIPrelaxSdpComputeAnalyticCenters().
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inserts all the LP data (including bounds and objective) into the corresponding SDP Interface
scip | SCIP data structure |
sdpi | SDP interface structure |
varmapper | maps SCIP variables to their global SDP indices and vice versa |
primalobj | should the primal objective coefficients (lhs/rhs of LP-constraints) be used ? |
dualobj | should the dual objective coefficients be used ? |
Definition at line 529 of file relax_sdp.c.
References SCIPsdpiAddLPRows(), SCIPsdpiChgBounds(), SCIPsdpiChgObj(), SCIPsdpiDelLPRows(), SCIPsdpiGetNLPRows(), and SCIPsdpVarmapperGetSdpIndex().
Referenced by SCIP_DECL_RELAXEXEC(), and SCIPrelaxSdpComputeAnalyticCenters().
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calculate relaxation and process the relaxation results
scip | SCIP data structure |
relaxdata | data of the relaxator |
result | pointer to store result of relaxation process |
lowerbound | pointer to store lowerbound |
Definition at line 758 of file relax_sdp.c.
References createConsSavedsdpsettings(), createConsSavesdpsol(), expandSparseMatrix(), scaleTransposedMatrix(), SCIP_SDPPAR_OBJLIMIT, SCIP_SDPSLATER_HOLDS, SCIP_SDPSLATER_INF, SCIP_SDPSLATER_NOINFO, SCIP_SDPSLATER_NOT, SCIP_SDPSLATERSETTING_BOUNDEDINFEASIBLE, SCIP_SDPSLATERSETTING_BOUNDEDNOSLATER, SCIP_SDPSLATERSETTING_BOUNDEDWSLATER, SCIP_SDPSLATERSETTING_NOINFO, SCIP_SDPSLATERSETTING_PENALTYINFEASIBLE, SCIP_SDPSLATERSETTING_PENALTYNOSLATER, SCIP_SDPSLATERSETTING_PENALTYWSLATER, SCIP_SDPSLATERSETTING_STABLEINFEASIBLE, SCIP_SDPSLATERSETTING_STABLENOSLATER, SCIP_SDPSLATERSETTING_STABLEWSLATER, SCIP_SDPSLATERSETTING_UNSOLVEDINFEASIBLE, SCIP_SDPSLATERSETTING_UNSOLVEDNOSLATER, SCIP_SDPSLATERSETTING_UNSOLVEDWSLATER, SCIP_SDPSLATERSETTING_UNSTABLEINFEASIBLE, SCIP_SDPSLATERSETTING_UNSTABLENOSLATER, SCIP_SDPSLATERSETTING_UNSTABLEWSLATER, SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_MEDIUM, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_STABLE, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPconsSavedsdpsettingsGetSettings(), SCIPconsSavesdpsolGetDualVector(), SCIPconsSavesdpsolGetMaxPrimalEntry(), SCIPconsSavesdpsolGetNodeIndex(), SCIPconsSavesdpsolGetPrimalMatrix(), SCIPconsSavesdpsolGetPrimalMatrixNonzeros(), SCIPconsSdpCompLowerTriangPos(), SCIPconsSdpComputeSparseSdpMatrix(), SCIPconsSdpComputeUbSparseSdpMatrixLength(), SCIPconsSdpGetBlocksize(), SCIPconsSdpGetData(), SCIPconsSdpGetNNonz(), SCIPlapackComputeEigenvectorDecomposition(), SCIPlapackMatrixMatrixMult(), SCIPsdpiDoesWarmstartNeedPrimal(), SCIPsdpiFeasibilityKnown(), SCIPsdpiGetIterations(), SCIPsdpiGetLowerObjbound(), SCIPsdpiGetMaxPrimalEntry(), SCIPsdpiGetPreoptimalPrimalNonzeros(), SCIPsdpiGetPreoptimalSol(), SCIPsdpiGetPrimalMatrix(), SCIPsdpiGetPrimalNonzeros(), SCIPsdpiGetSdpCalls(), SCIPsdpiGetSol(), SCIPsdpiGetSolverName(), SCIPsdpiInfinity(), SCIPsdpiIsAcceptable(), SCIPsdpiIsDualFeasible(), SCIPsdpiIsDualInfeasible(), SCIPsdpiIsDualUnbounded(), SCIPsdpiIsObjlimExc(), SCIPsdpiIsPrimalFeasible(), SCIPsdpiIsTimelimExc(), SCIPsdpiSetRealpar(), SCIPsdpiSettingsUsed(), SCIPsdpiSlater(), SCIPsdpiSlaterSettings(), SCIPsdpiSolve(), SCIPsdpiSolvedOrig(), SCIPsdpiWasSolved(), SCIPsdpVarfixerMergeArrays(), SCIPsdpVarmapperGetNVars(), SCIPsdpVarmapperGetSCIPvar(), SCIPsdpVarmapperGetSdpIndex(), TIMEOFDAY_CALL, WARMSTART_MINVAL, and WARMSTART_PREOPT_MIN_Z_LPVAL.
Referenced by SCIP_DECL_RELAXEXEC().
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checks whether all variables are fixed
scip | SCIP data structure |
Definition at line 3441 of file relax_sdp.c.
Referenced by SCIP_DECL_RELAXEXEC().
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execution method of relaxator
Definition at line 3465 of file relax_sdp.c.
References allVarsFixed(), calcRelax(), putLpDataInInterface(), SCIPsdpiGetSol(), and SCIPsdpiIsDualUnbounded().
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this method is called after presolving is finished, at this point the varmapper is prepared and the SDP Interface is initialized and gets the SDP information from the constraints
Definition at line 3625 of file relax_sdp.c.
References DEFAULT_SDPSOLVERTHREADS, putSdpDataInInterface(), SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_MAXPENALTYPARAM, SCIP_SDPPAR_NPENALTYINCR, SCIP_SDPPAR_NTHREADS, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, SCIP_SDPPAR_PENINFEASADJUST, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_SDPSOLVERFEASTOL, SCIP_SDPPAR_SLATERCHECK, SCIP_SDPPAR_WARMSTARTPOGAP, SCIPconsSdpGetMaxConstEntry(), SCIPconsSdpGetMaxSdpCoef(), SCIPconsSdpGuessInitialPoint(), SCIPsdpiComputeLambdastar(), SCIPsdpiComputeMaxPenaltyparam(), SCIPsdpiComputePenaltyparam(), SCIPsdpiGetRealpar(), SCIPsdpiGetSolverName(), SCIPsdpiInfinity(), SCIPsdpiSetIntpar(), SCIPsdpiSetRealpar(), SCIPsdpVarmapperAddVars(), SCIPsdpVarmapperCreate(), WARMSTART_PROJ_FACTOR, WARMSTART_PROJ_FACTOR_LHS, WARMSTART_PROJ_FACTOR_PRIMAL, and WARMSTART_PROJ_MINRHSOBJ.
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copy method for SDP-relaxation handler (called when SCIP copies plugins)
Definition at line 4061 of file relax_sdp.c.
References RELAX_NAME, and SCIPincludeRelaxSdp().
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reset the relaxator's data
Definition at line 4074 of file relax_sdp.c.
References SCIPsdpiClear(), SCIPsdpiDoesWarmstartNeedPrimal(), SCIPsdpiGetSolverName(), and SCIPsdpVarmapperFree().
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SCIP_RETCODE SCIPincludeRelaxSdp | ( | SCIP * | scip | ) |
creates the SDP-relaxator and includes it in SCIP
scip | SCIP data structure |
Definition at line 4275 of file relax_sdp.c.
References DEFAULT_DISPLAYSTAT, DEFAULT_LAMBDASTAR, DEFAULT_MAXPENALTYPARAM, DEFAULT_OBJLIMIT, DEFAULT_PENALTYPARAM, DEFAULT_PENINFEASADJUST, DEFAULT_RESOLVE, DEFAULT_SDPINFO, DEFAULT_SDPSOLVERTHREADS, DEFAULT_SETTINGSRESETFREQ, DEFAULT_SETTINGSRESETOFS, DEFAULT_SLATERCHECK, DEFAULT_TIGHTENVB, DEFAULT_WARMSTART, DEFAULT_WARMSTART_PREOPTIMAL_SOL, DEFAULT_WARMSTARTIPFACTOR, DEFAULT_WARMSTARTIPTYPE, DEFAULT_WARMSTARTPREOPTGAP, DEFAULT_WARMSTARTPRIMALTYPE, DEFAULT_WARMSTARTPROJECT, DEFAULT_WARMSTARTPROJMINEV, DEFAULT_WARMSTARTPROJPDSAME, DEFAULT_WARMSTARTROUNDONLYINF, RELAX_DESC, RELAX_FREQ, RELAX_NAME, RELAX_PRIORITY, SCIPsdpiCreate(), SCIPsdpiGetDefaultSdpiSolverFeastol(), SCIPsdpiGetDefaultSdpiSolverGaptol(), SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases(), SCIPsdpiGetSolverDesc(), and SCIPsdpiGetSolverName().
Referenced by runSCIP(), and SCIP_DECL_RELAXCOPY().
SCIP_RETCODE SCIPrelaxSdpComputeAnalyticCenters | ( | SCIP * | scip, |
SCIP_RELAX * | relax | ||
) |
computes analytic centers of primal and dual feasible set and saves them in relaxdata
scip | SCIP data structure |
relax | SDP-relaxator to compute analytic centers for |
Definition at line 4435 of file relax_sdp.c.
References putLpDataInInterface(), putSdpDataInInterface(), SCIP_SDPSLATER_HOLDS, SCIP_SDPSLATER_INF, SCIP_SDPSLATER_NOINFO, SCIP_SDPSLATER_NOT, SCIP_SDPSLATERSETTING_BOUNDEDINFEASIBLE, SCIP_SDPSLATERSETTING_BOUNDEDNOSLATER, SCIP_SDPSLATERSETTING_BOUNDEDWSLATER, SCIP_SDPSLATERSETTING_NOINFO, SCIP_SDPSLATERSETTING_PENALTYINFEASIBLE, SCIP_SDPSLATERSETTING_PENALTYNOSLATER, SCIP_SDPSLATERSETTING_PENALTYWSLATER, SCIP_SDPSLATERSETTING_STABLEINFEASIBLE, SCIP_SDPSLATERSETTING_STABLENOSLATER, SCIP_SDPSLATERSETTING_STABLEWSLATER, SCIP_SDPSLATERSETTING_UNSOLVEDINFEASIBLE, SCIP_SDPSLATERSETTING_UNSOLVEDNOSLATER, SCIP_SDPSLATERSETTING_UNSOLVEDWSLATER, SCIP_SDPSLATERSETTING_UNSTABLEINFEASIBLE, SCIP_SDPSLATERSETTING_UNSTABLENOSLATER, SCIP_SDPSLATERSETTING_UNSTABLEWSLATER, SCIP_SDPSOLVERSETTING_FAST, SCIP_SDPSOLVERSETTING_MEDIUM, SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_STABLE, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPconsSdpComputeSparseSdpMatrix(), SCIPconsSdpComputeUbSparseSdpMatrixLength(), SCIPconsSdpGetBlocksize(), SCIPsdpiDoesWarmstartNeedPrimal(), SCIPsdpiGetIterations(), SCIPsdpiGetPrimalMatrix(), SCIPsdpiGetPrimalNonzeros(), SCIPsdpiGetSdpCalls(), SCIPsdpiGetSol(), SCIPsdpiIsDualFeasible(), SCIPsdpiIsPrimalFeasible(), SCIPsdpiSettingsUsed(), SCIPsdpiSlater(), SCIPsdpiSlaterSettings(), SCIPsdpiSolve(), SCIPsdpiSolvedOrig(), SCIPsdpiWasSolved(), SCIPsdpVarfixerSortRowCol(), and SCIPsdpVarmapperGetNVars().
Referenced by SCIP_DECL_PROPEXEC().
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.
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 5150 of file relax_sdp.c.
References SCIPsdpiGetPrimalBoundVars().
Referenced by SCIP_DECL_PROPEXEC().
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
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 5175 of file relax_sdp.c.
Referenced by SCIP_DECL_PROPEXEC().
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
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 5197 of file relax_sdp.c.
References SCIPsdpiGetSol().
long int SCIPrelaxSdpGetSdpNode | ( | SCIP_RELAX * | relax | ) |
get the number of the SCIP-node which the current SDP solution belongs to
relax | SDP-relaxator to get solution for |
Definition at line 5230 of file relax_sdp.c.
Referenced by SCIP_DECL_PROPEXEC().
SCIP_Bool SCIPrelaxSdpSolvedOrig | ( | SCIP_RELAX * | relax | ) |
Was the original problem solved for the last SDP-node (or a penalty or probing formulation) ?
relax | SDP-relaxator to get solution for |
Definition at line 5241 of file relax_sdp.c.
References SCIPsdpiSolvedOrig().
Referenced by SCIP_DECL_PROPEXEC().
SCIP_Bool SCIPrelaxSdpSolvedProbing | ( | SCIP_RELAX * | relax | ) |
Was the last probing SDP solved successfully ?
relax | SDP-relaxator to get solution for |
Definition at line 5258 of file relax_sdp.c.
Referenced by SCIP_DECL_HEUREXEC(), and SCIP_DECL_PROPEXEC().
SCIP_Bool SCIPrelaxSdpIsFeasible | ( | SCIP_RELAX * | relax | ) |
returns whether the last solved problem was feasible
relax | SDP-relaxator to get feasibility for |
Definition at line 5275 of file relax_sdp.c.
Referenced by SCIP_DECL_HEUREXEC(), and SCIP_DECL_PROPEXEC().
int SCIPrelaxSdpGetNIterations | ( | SCIP_RELAX * | relax | ) |
returns total number of SDP-iterations
relax | SDP-relaxator to get the iterations for |
Definition at line 5286 of file relax_sdp.c.
Referenced by SCIP_DECL_DISPOUTPUT(), and SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpCalls | ( | SCIP_RELAX * | relax | ) |
returns number of SDPs solved by SDP-solver (including multiple calls for penalty formulation etc.)
relax | SDP-relaxator to get the number of calls for |
Definition at line 5297 of file relax_sdp.c.
Referenced by SCIP_DECL_DISPOUTPUT(), and SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpInterfaceCalls | ( | SCIP_RELAX * | relax | ) |
returns number of solved SDP-relaxations
relax | SDP-relaxator to get the number of calls for |
Definition at line 5308 of file relax_sdp.c.
Referenced by SCIP_DECL_DISPOUTPUT(), and SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpFast | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations solved with fastest settings
relax | SDP-relaxator to get the number of calls for |
Definition at line 5319 of file relax_sdp.c.
Referenced by SCIP_DECL_DISPOUTPUT(), and SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpMedium | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations solved with medium settings
relax | SDP-relaxator to get the number of calls for |
Definition at line 5330 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpStable | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations solved with stable settings
relax | SDP-relaxator to get the number of calls for |
Definition at line 5341 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpPenalty | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations solved with penalty formulation
relax | SDP-relaxator to get the number of calls for |
Definition at line 5352 of file relax_sdp.c.
Referenced by SCIP_DECL_DISPOUTPUT(), and SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSdpUnsolved | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations unsolved even when using a penalty formulation
relax | SDP-relaxator to get the number of calls for |
Definition at line 5363 of file relax_sdp.c.
Referenced by SCIP_DECL_DISPOUTPUT(), and SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNdualSlaterHolds | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which dual Slater condition held
relax | SDP-relaxator to get number for |
Definition at line 5374 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNdualSlaterFails | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which dual Slater condition failed
relax | SDP-relaxator to get number for |
Definition at line 5385 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNdualSlaterInfeasible | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which dual Slater condition showed infeasibility
relax | SDP-relaxator to get number for |
Definition at line 5396 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNdualSlaterUnknown | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which dual Slater condition could not be determined
relax | SDP-relaxator to get number for |
Definition at line 5407 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNprimalSlaterHolds | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which primal Slater condition held
relax | SDP-relaxator to get number for |
Definition at line 5418 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNprimalSlaterFails | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which primal Slater condition failed
relax | SDP-relaxator to get number for |
Definition at line 5429 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNprimalSlaterUnknown | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations for which primal Slater condition could not be determined
relax | SDP-relaxator to get number for |
Definition at line 5440 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterHolds | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition holding for primal and dual
relax | SDP-relaxator to get number for |
Definition at line 5451 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterHoldsFast | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition holding for primal and dual, solved with fastest settings
relax | SDP-relaxator to get number for |
Definition at line 5462 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterHoldsStable | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition holding for primal and dual, solved with stable settings
relax | SDP-relaxator to get number for |
Definition at line 5473 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterHoldsPenalty | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition holding for primal and dual, solved with penalty formulation
relax | SDP-relaxator to get number for |
Definition at line 5484 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterHoldsBounded | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition holding for primal and dual, for which an infeasible lower bound could be computed
relax | SDP-relaxator to get number for |
Definition at line 5495 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterHoldsUnsolved | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition holding for primal and dual, unsolved even when using a penalty formulation
relax | SDP-relaxator to get number for |
Definition at line 5506 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterFails | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition failing for primal or dual
relax | SDP-relaxator to get number for |
Definition at line 5517 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterFailsFast | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition failing for primal or dual, solved with fast settings
relax | SDP-relaxator to get number for |
Definition at line 5528 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterFailsStable | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition failing for primal or dual, solved with stable settings
relax | SDP-relaxator to get number for |
Definition at line 5539 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterFailsPenalty | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition failing for primal or dual, solved with penalty formulation
relax | SDP-relaxator to get number for |
Definition at line 5550 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterFailsBounded | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition failing for primal or dual, for which an infeasible lower bound could be computed
relax | SDP-relaxator to get number for |
Definition at line 5561 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterFailsUnsolved | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slater condition failing for primal or dual, unsolved even when using a penalty formulation
relax | SDP-relaxator to get number for |
Definition at line 5572 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterInfeasibleFast | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slatercheck showing infeasibility, solved with fast settings
relax | SDP-relaxator to get number for |
Definition at line 5583 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterInfeasibleStable | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slatercheck showing infeasibility, solved with stable settings
relax | SDP-relaxator to get number for |
Definition at line 5594 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterInfeasiblePenalty | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slatercheck showing infeasibility, solved with penalty formulation
relax | SDP-relaxator to get number for |
Definition at line 5605 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterInfeasibleBounded | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slatercheck showing infeasibility, for which an infeasible lower bound could be computed
relax | SDP-relaxator to get number for |
Definition at line 5616 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().
int SCIPrelaxSdpGetNSlaterInfeasibleUnsolved | ( | SCIP_RELAX * | relax | ) |
returns number of SDP-relaxations with Slatercheck showing infeasibility, unsolved even when using a penalty formulation
relax | SDP-relaxator to get number for |
Definition at line 5627 of file relax_sdp.c.
Referenced by SCIP_DECL_TABLEOUTPUT().