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

Macros
#define	BMS_CALL(x)

#define	CHECK_IF_SOLVED(sdpi)

#define	CHECK_IF_SOLVED_BOOL(sdpi)

#define	DUPLICATE_ARRAY_NULL(blkmem, target, source, size)

#define	SCIP_CALL_PARAM(x)

#define	SCIP_CALL_PARAM_IGNORE_UNKNOWN(x)

#define	MIN_GAPTOL 1e-10

#define	DEFAULT_SDPSOLVERGAPTOL 1e-4

#define	DEFAULT_FEASTOL 1e-6

#define	DEFAULT_EPSILON 1e-9

#define	DEFAULT_PENALTYPARAM 1e+5

#define	DEFAULT_MAXPENALTYPARAM 1e+10

#define	DEFAULT_NPENALTYINCR 8

Functions
static void	ensureLowerTriangular (int i, int j)

static SCIP_Bool	isFixed (SCIP_SDPI *sdpi, int v)

static SCIP_RETCODE	compConstMatAfterFixings (SCIP_SDPI sdpi, int sdpconstnnonz, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real *sdpconstval)

static SCIP_RETCODE	findEmptyRowColsSDP (SCIP_SDPI sdpi, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int indchanges, int nremovedinds, int blockindchanges, int *nremovedblocks)

static SCIP_RETCODE	computeLpLhsRhsAfterFixings (SCIP_SDPI sdpi, int nactivelpcons, SCIP_Real lplhsafterfix, SCIP_Real lprhsafterfix, int rownactivevars, SCIP_Bool fixingsfound)

static SCIP_RETCODE	checkAllFixed (SCIP_SDPI *sdpi)

static SCIP_RETCODE	checkFixedFeasibilitySdp (SCIP_SDPI sdpi, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int indchanges, int nremovedinds, int blockindchanges)

static SCIP_RETCODE	checkSlaterCondition (SCIP_SDPI sdpi, SCIP_Real timelimit, clock_t starttime, int sdpconstnblocknonz, int sdpconstrow, int sdpconstcol, SCIP_Real sdpconstval, int indchanges, int nremovedinds, SCIP_Real lplhsafterfix, SCIP_Real lprhsafterfix, int rowsnactivevars, int *blockindchanges, int sdpconstnnonz, int nactivelpcons, int nremovedblocks, SCIP_Bool rootnodefailed)

Miscellaneous Methods
const char *	SCIPsdpiGetSolverName (void)

const char *	SCIPsdpiGetSolverDesc (void)

void *	SCIPsdpiGetSolverPointer (SCIP_SDPI *sdpi)

SCIP_Real	SCIPsdpiGetDefaultSdpiSolverFeastol (void)

SCIP_Real	SCIPsdpiGetDefaultSdpiSolverGaptol (void)

int	SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases (void)

SCIP_Bool	SCIPsdpiDoesWarmstartNeedPrimal (void)

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

SCIP_RETCODE	SCIPsdpiFree (SCIP_SDPI **sdpi)

SCIP_RETCODE	SCIPsdpiClone (SCIP_SDPI oldsdpi, SCIP_SDPI newsdpi)

Modification Methods
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)

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)

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

SCIP_RETCODE	SCIPsdpiDelLPRowset (SCIP_SDPI sdpi, int dstat)

SCIP_RETCODE	SCIPsdpiClear (SCIP_SDPI *sdpi)

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

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
SCIP_RETCODE	SCIPsdpiGetNLPRows (SCIP_SDPI sdpi, int nlprows)

SCIP_RETCODE	SCIPsdpiGetNSDPBlocks (SCIP_SDPI sdpi, int nsdpblocks)

SCIP_RETCODE	SCIPsdpiGetNVars (SCIP_SDPI sdpi, int nvars)

SCIP_RETCODE	SCIPsdpiGetSDPNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_RETCODE	SCIPsdpiGetConstNNonz (SCIP_SDPI sdpi, int nnonz)

SCIP_RETCODE	SCIPsdpiGetLPNNonz (SCIP_SDPI sdpi, int nnonz)

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

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

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

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

Solving Methods
SCIP_RETCODE	SCIPsdpiSolve (SCIP_SDPI sdpi, 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_Bool enforceslatercheck, SCIP_Real timelimit)

Solution Information Methods
SCIP_Bool	SCIPsdpiWasSolved (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiSolvedOrig (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiFeasibilityKnown (SCIP_SDPI *sdpi)

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

SCIP_Bool	SCIPsdpiIsPrimalUnbounded (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsPrimalInfeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsPrimalFeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsDualUnbounded (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsDualInfeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsDualFeasible (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsConverged (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsObjlimExc (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsIterlimExc (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsTimelimExc (SCIP_SDPI *sdpi)

int	SCIPsdpiGetInternalStatus (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsOptimal (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsAcceptable (SCIP_SDPI *sdpi)

SCIP_RETCODE	SCIPsdpiGetObjval (SCIP_SDPI sdpi, SCIP_Real objval)

SCIP_RETCODE	SCIPsdpiGetLowerObjbound (SCIP_SDPI sdpi, SCIP_Real objlb)

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

SCIP_RETCODE	SCIPsdpiGetPreoptimalPrimalNonzeros (SCIP_SDPI sdpi, int nblocks, int startXnblocknonz)

SCIP_RETCODE	SCIPsdpiGetPreoptimalSol (SCIP_SDPI sdpi, SCIP_Bool success, SCIP_Real dualsol, int dualsollength, int nblocks, int startXnblocknonz, int startXrow, int startXcol, SCIP_Real *startXval)

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

SCIP_RETCODE	SCIPsdpiGetPrimalNonzeros (SCIP_SDPI sdpi, int nblocks, int startXnblocknonz)

SCIP_RETCODE	SCIPsdpiGetPrimalMatrix (SCIP_SDPI sdpi, int nblocks, int startXnblocknonz, int startXrow, int startXcol, SCIP_Real **startXval)

SCIP_Real	SCIPsdpiGetMaxPrimalEntry (SCIP_SDPI *sdpi)

SCIP_RETCODE	SCIPsdpiGetIterations (SCIP_SDPI sdpi, int iterations)

SCIP_RETCODE	SCIPsdpiGetSdpCalls (SCIP_SDPI sdpi, int calls)

SCIP_RETCODE	SCIPsdpiSettingsUsed (SCIP_SDPI sdpi, SCIP_SDPSOLVERSETTING usedsetting)

SCIP_RETCODE	SCIPsdpiSlaterSettings (SCIP_SDPI sdpi, SCIP_SDPSLATERSETTING slatersetting)

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

Numerical Methods
SCIP_Real	SCIPsdpiInfinity (SCIP_SDPI *sdpi)

SCIP_Bool	SCIPsdpiIsInfinity (SCIP_SDPI *sdpi, SCIP_Real val)

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

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

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

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

SCIP_RETCODE	SCIPsdpiComputeLambdastar (SCIP_SDPI *sdpi, SCIP_Real maxguess)

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

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

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

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

Definition in file sdpi.c.

Macro Definition Documentation

#define BMS_CALL ( x )

Value:

do                                                                                      \
                      {                                                                                       \
                          if( NULL == (x) )                                                                   \
                          {                                                                                   \
                             SCIPerrorMessage("No memory in function call\n");                                \
                             return SCIP_NOMEMORY;                                                            \
                          }                                                                                   \
                      }                                                                                       \
                      while( FALSE )

Checks if a BMSallocMemory-call was successfull, otherwise returns SCIP_NOMEMORY

Definition at line 58 of file sdpi.c.

Referenced by checkFixedFeasibilitySdp(), checkSlaterCondition(), compConstMatAfterFixings(), SCIPsdpiAddLPRows(), SCIPsdpiClone(), SCIPsdpiCreate(), SCIPsdpiDelLPRows(), SCIPsdpiLoadSDP(), and SCIPsdpiSolve().

#define CHECK_IF_SOLVED ( sdpi )

Value:

do                                                                             \
                      {                                                                                       \
                         if ( ! (sdpi->solved) )                                                              \
                         {                                                                                    \
                            SCIPerrorMessage("Tried to access solution information ahead of solving! \n");    \
                            return SCIP_LPERROR;                                                              \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

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 69 of file sdpi.c.

Referenced by SCIPsdpiGetObjval(), SCIPsdpiGetPrimalBoundVars(), SCIPsdpiGetSol(), and SCIPsdpiGetSolFeasibility().

#define CHECK_IF_SOLVED_BOOL ( sdpi )

Value:

do                                                                        \
                      {                                                                                       \
                         if ( ! (sdpi->solved) )                                                              \
                         {                                                                                    \
                            SCIPerrorMessage("Tried to access solution information ahead of solving! \n");    \
                            return FALSE;                                                                     \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

same as CHECK_IF_SOLVED, but this will be used in functions returning a boolean value

Definition at line 80 of file sdpi.c.

Referenced by SCIPsdpiFeasibilityKnown(), SCIPsdpiIsConverged(), SCIPsdpiIsDualFeasible(), SCIPsdpiIsDualInfeasible(), SCIPsdpiIsDualUnbounded(), SCIPsdpiIsIterlimExc(), SCIPsdpiIsObjlimExc(), SCIPsdpiIsOptimal(), SCIPsdpiIsPrimalFeasible(), SCIPsdpiIsPrimalInfeasible(), and SCIPsdpiIsPrimalUnbounded().

#define DUPLICATE_ARRAY_NULL	(	blkmem,
		target,
		source,
		size
	)

Value:

do                                                 \
                      {                                                                                       \
                         if (size > 0)                                                                        \
                            BMS_CALL( BMSduplicateBlockMemoryArray(blkmem, target, source, size) );           \
                         else                                                                                 \
                            *target = NULL;                                                                   \
                      }                                                                                       \
                      while( FALSE )

duplicate an array that might be null (in that case null is returned, otherwise BMSduplicateMemory is called)

Definition at line 91 of file sdpi.c.

Referenced by checkSlaterCondition(), and SCIPsdpiLoadSDP().

#define SCIP_CALL_PARAM ( x )

Value:

do                                                                               \
                      {                                                                                       \
                         SCIP_RETCODE _restat_;                                                               \
                         if ( (_restat_ = (x)) != SCIP_OKAY )                                                 \
                         {                                                                                    \
                            if ( _restat_ != SCIP_PARAMETERUNKNOWN )                                          \
                            {                                                                                 \
                               SCIPerrorMessage("Error <%d> in function call\n", _restat_);                   \
                               SCIPABORT();                                                                   \
                            }                                                                                 \
                            return _restat_;                                                                  \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

same as SCIP_CALL, but gives a SCIP_PARAMETERUNKNOWN error if it fails

Definition at line 101 of file sdpi.c.

Referenced by SCIPsdpiGetIntpar(), SCIPsdpiGetRealpar(), SCIPsdpiSetIntpar(), SCIPsdpiSetRealpar(), and SCIPsdpiSolve().

#define SCIP_CALL_PARAM_IGNORE_UNKNOWN ( x )

Value:

do                                                                \
                      {                                                                                       \
                         SCIP_RETCODE _restat_;                                                               \
                         if ( (_restat_ = (x)) != SCIP_OKAY )                                                 \
                         {                                                                                    \
                            if ( _restat_ != SCIP_PARAMETERUNKNOWN )                                          \
                            {                                                                                 \
                               SCIPerrorMessage("Error <%d> in function call\n", _restat_);                   \
                               SCIPABORT();                                                                   \
                            }                                                                                 \
                         }                                                                                    \
                      }                                                                                       \
                      while( FALSE )

same as SCIP_CALL_PARAM, but ignores SCIP_PARAMETERUNKNOWN

Definition at line 117 of file sdpi.c.

Referenced by SCIPsdpiSetRealpar().

#define MIN_GAPTOL 1e-10

minimum gaptolerance for SDP-solver if decreasing it for a penalty formulation

Definition at line 132 of file sdpi.c.

Referenced by SCIPsdpiSolve().

#define DEFAULT_SDPSOLVERGAPTOL 1e-4

the stopping criterion for the duality gap the sdpsolver should use

Definition at line 134 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_FEASTOL 1e-6

used to test for feasibility

Definition at line 135 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_EPSILON 1e-9

used to test whether given values are equal

Definition at line 136 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_PENALTYPARAM 1e+5

the starting penalty parameter Gamma used for the penalty formulation if the SDP-solver didn't converge

Definition at line 137 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_MAXPENALTYPARAM 1e+10

the maximum penalty parameter Gamma used for the penalty formulation if the SDP-solver didn't converge

Definition at line 138 of file sdpi.c.

Referenced by SCIPsdpiCreate().

#define DEFAULT_NPENALTYINCR 8

maximum number of times the penalty parameter will be increased if penalty formulation failed

Definition at line 139 of file sdpi.c.

Referenced by SCIPsdpiCreate().

Function Documentation

static void ensureLowerTriangular	(	int *	i,
		int *	j
	)

static

For given row and column (i,j) checks if i >= j, so that i and j give a position in the lower triangular part, otherwise i and j will be switched. This function will be called whenever a position in a symmetric matrix is given, to prevent problems if position (i,j) is given but later (j,i) should be changed.

Parameters

i	row index
j	column index

Definition at line 214 of file sdpi.c.

Referenced by SCIPsdpiLoadSDP().

static SCIP_Bool isFixed	(	SCIP_SDPI *	sdpi,
		int	v
	)

static

tests if for a given variable the lower bound is in an epsilon neighborhood of the upper bound

Parameters

sdpi	pointer to an SDP-interface structure
v	global index of the variable to check this for

Definition at line 231 of file sdpi.c.

Referenced by checkAllFixed(), checkSlaterCondition(), compConstMatAfterFixings(), computeLpLhsRhsAfterFixings(), and findEmptyRowColsSDP().

static SCIP_RETCODE compConstMatAfterFixings	(	SCIP_SDPI *	sdpi,
		int *	sdpconstnnonz,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval
	)

static

Computes the constant matrix after all variables with lb=ub have been fixed and their nonzeros were moved to the constant part. The five variables other than sdpi are used to return the matrix.

The size of sdpconstnblocknonz and the first pointers of sdpconst row/col/val should be equal to sdpi->nsdpblocks, the size of sdpconst row/col/val [i], which is given in sdpconstblocknnonz, needs to be sufficient, otherwise the needed length will be returned in sdpconstnblocknonz and a debug message will be thrown.

Parameters

sdpi	pointer to an SDP-interface structure
sdpconstnnonz	pointer to store number of nonzero elements in the constant matrices of the SDP-blocks
sdpconstnblocknonz	pointer to store 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 store row-indices for each block
sdpconstcol	pointer to store column-indices for each block
sdpconstval	pointer to store the values of the nonzeros for each block

Definition at line 263 of file sdpi.c.

References BMS_CALL, isFixed(), and SCIPsdpVarfixerMergeArraysIntoNew().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE findEmptyRowColsSDP	(	SCIP_SDPI *	sdpi,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges,
		int *	nremovedblocks
	)

static

takes the sdpi and the computed constant matrix after fixings as input and checks for empty rows and columns in each block, which should be removed to not harm the Slater condition. It also removes SDP-blocks with no entries left, these are returned in blockindchanges and nremovedblocks.

Parameters

sdpi	pointer to an SDP-interface structure
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	pointers to row-indices for each block
sdpconstcol	pointers to column-indices for each block
sdpconstval	pointers to the values of the nonzeros for each block
indchanges	pointer to store the changes needed to be done to the indices, if indchange[block][nonz]=-1, then the index can be removed, otherwise it gives the number of indices removed before this, i.e. the value to decrease this index by, this array should have memory allocated in the size sdpi->nsdpblocks times sdpi->sdpblocksizes[block]
nremovedinds	pointer to store the number of rows/cols to be fixed for each block
blockindchanges	pointer to store index change for each block, system is the same as for indchanges
nremovedblocks	pointer to store the number of blocks to be removed from the SDP

Definition at line 377 of file sdpi.c.

References isFixed().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE computeLpLhsRhsAfterFixings	(	SCIP_SDPI *	sdpi,
		int *	nactivelpcons,
		SCIP_Real *	lplhsafterfix,
		SCIP_Real *	lprhsafterfix,
		int *	rownactivevars,
		SCIP_Bool *	fixingsfound
	)

static

computes the number of active variables for each constraint, thereby detecting constraints that may be removed, and computes the LP-left- and right-hand-sides after including all locally fixed variables for all constraints with at least two remaining active variables

Parameters

sdpi	pointer to an SDP-interface structure
nactivelpcons	output: number of active LP-constraints
lplhsafterfix	output: first nlpcons (output) entries give left-hand sides of active lp-constraints after fixing variables, these are in the same relative order as before (with non-active rows removed)
lprhsafterfix	output: first nlpcons (output) entries give right-hand sides of active lp-constraints after fixing variables, these are in the same relative order as before (with non-active rows removed)
rownactivevars	output: number of active variables for every row
fixingsfound	output: returns true if a variable was fixed during this function call

Definition at line 504 of file sdpi.c.

References isFixed(), and SCIPsdpiInfinity().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE checkAllFixed ( SCIP_SDPI * sdpi )

static

checks whether all variables are fixed (lb=ub), in that case changes the sdpi->allfixed pointer accordingly

Parameters

sdpi	pointer to an SDP-interface structure

Definition at line 851 of file sdpi.c.

References isFixed().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE checkFixedFeasibilitySdp	(	SCIP_SDPI *	sdpi,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int **	indchanges,
		int *	nremovedinds,
		int *	blockindchanges
	)

static

If all variables are fixed, check whether the remaining solution is feasible for the SDP-constraints (LP-constraints should be checked already when computing the rhs after fixing)

Parameters

sdpi	pointer to an SDP-interface structure
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	pointers to row-indices for each block
sdpconstcol	pointers to column-indices for each block
sdpconstval	pointers to the values of the nonzeros for each block
indchanges	pointer to store the 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, i.e. the value to decrease this index by, this array should have memory allocated in the size sdpi->nsdpblocks times sdpi->sdpblocksizes[block]
nremovedinds	pointer to store the number of rows/cols to be fixed for each block
blockindchanges	pointer to store index change for each block, system is the same as for indchanges

Definition at line 879 of file sdpi.c.

References BMS_CALL, and SCIPlapackComputeIthEigenvalue().

Referenced by SCIPsdpiSolve().

static SCIP_RETCODE checkSlaterCondition	(	SCIP_SDPI *	sdpi,
		SCIP_Real	timelimit,
		clock_t	starttime,
		int *	sdpconstnblocknonz,
		int **	sdpconstrow,
		int **	sdpconstcol,
		SCIP_Real **	sdpconstval,
		int **	indchanges,
		int *	nremovedinds,
		SCIP_Real *	lplhsafterfix,
		SCIP_Real *	lprhsafterfix,
		int *	rowsnactivevars,
		int *	blockindchanges,
		int	sdpconstnnonz,
		int	nactivelpcons,
		int	nremovedblocks,
		SCIP_Bool	rootnodefailed
	)

static

checks primal and dual Slater condition and outputs result depending on Slater settings in sdpi as well as updating sdpisolver->primalslater and sdpisolver->dualslater

Parameters

sdpi	pointer to an SDP-interface structure
timelimit	after this many seconds solving will be aborted (currently only implemented for DSDP)
starttime	currenttime - starttime will be substracted from the timelimit given to the solver
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] (may be NULL if sdpconstnnonz = 0)
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 constant matrix for each block (may be NULL if sdpconstnnonz = 0)
indchanges	index changes for each variable in each block; variable v is removed in block b if indchanges[b][v] = -1, otherwise it gives the number of removed variables with smaller indices (may be NULL if sdpi->nsdpblocks = 0)
nremovedinds	number of removed variables for each block (may be NULL if sdpi->nsdpblocks = 0)
lplhsafterfix	left-hand sides of LP-constraints after fixing variables (may be NULL if nactivelpcons = 0)
lprhsafterfix	right-hand sides of LP-constraints after fixing variables (may be NULL if nactivelpcons = 0)
rowsnactivevars	number of active variables for each LP-constraint (may be NULL if sdpi->nlpcons = 0)
blockindchanges	index changes for SDP-blocks; blockindchanges[b] = -1 if SDP-block b should be removed (may be NULL if sdpi->nsdpblocks = 0)
sdpconstnnonz	total number of nonzeros in the constant SDP part
nactivelpcons	number of active LP-constraints
nremovedblocks	number of removed SDP-blocks
rootnodefailed	if TRUE we will output a message that the root node could not be solved and whether this was due to the Slater condition, otherwise we will print depending on sdpi->slatercheck

Definition at line 986 of file sdpi.c.

References BMS_CALL, DUPLICATE_ARRAY_NULL, isFixed(), SCIP_SDPSLATER_HOLDS, SCIP_SDPSLATER_INF, SCIP_SDPSLATER_NOINFO, SCIP_SDPSLATER_NOT, SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPsdpiIsInfinity(), SCIPsdpiSolverGetObjval(), SCIPsdpiSolverInfinity(), SCIPsdpiSolverIsDualInfeasible(), SCIPsdpiSolverIsDualUnbounded(), SCIPsdpiSolverIsInfinity(), SCIPsdpiSolverIsOptimal(), SCIPsdpiSolverIsPrimalUnbounded(), SCIPsdpiSolverLoadAndSolve(), and SCIPsdpiSolverLoadAndSolveWithPenalty().

Referenced by SCIPsdpiSolve().

const char* SCIPsdpiGetSolverName ( void )

gets name and potentially version of SDP-solver

Definition at line 1375 of file sdpi.c.

References SCIPsdpiSolverGetSolverName().

Referenced by calcRelax(), SCIP_DECL_RELAXEXITSOL(), SCIP_DECL_RELAXINITSOL(), SCIP_DECL_TABLEOUTPUT(), and SCIPincludeRelaxSdp().

const char* SCIPsdpiGetSolverDesc ( void )

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

Definition at line 1383 of file sdpi.c.

References SCIPsdpiSolverGetSolverDesc().

Referenced by SCIPincludeRelaxSdp().

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 1396 of file sdpi.c.

References SCIPsdpiSolverGetSolverPointer().

SCIP_Real SCIPsdpiGetDefaultSdpiSolverFeastol ( void )

gets default feasibility tolerance for SDP-solver in SCIP-SDP

Definition at line 1404 of file sdpi.c.

References SCIPsdpiSolverGetDefaultSdpiSolverFeastol().

Referenced by SCIPincludeRelaxSdp().

SCIP_Real SCIPsdpiGetDefaultSdpiSolverGaptol ( void )

gets default duality gap tolerance for SDP-solver in SCIP-SDP

Definition at line 1412 of file sdpi.c.

References SCIPsdpiSolverGetDefaultSdpiSolverGaptol().

Referenced by SCIPincludeRelaxSdp().

int SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases ( void )

gets default number of increases of penalty parameter for SDP-solver in SCIP-SDP

Definition at line 1420 of file sdpi.c.

References SCIPsdpiSolverGetDefaultSdpiSolverNpenaltyIncreases().

Referenced by SCIPincludeRelaxSdp().

SCIP_Bool SCIPsdpiDoesWarmstartNeedPrimal ( void )

Should primal solution values be saved for warmstarting purposes?

Definition at line 1428 of file sdpi.c.

References SCIPsdpiSolverDoesWarmstartNeedPrimal().

Referenced by calcRelax(), SCIP_DECL_RELAXEXITSOL(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_RETCODE SCIPsdpiCreate	(	SCIP_SDPI **	sdpi,
		SCIP_MESSAGEHDLR *	messagehdlr,
		BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem
	)

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
bufmem	buffer memory

Definition at line 1446 of file sdpi.c.

References BMS_CALL, DEFAULT_EPSILON, DEFAULT_FEASTOL, DEFAULT_MAXPENALTYPARAM, DEFAULT_NPENALTYINCR, DEFAULT_PENALTYPARAM, DEFAULT_SDPSOLVERGAPTOL, SCIP_SDPSLATER_NOINFO, SCIPsdpiSolverCreate(), and SCIPsdpiSolverInfinity().

Referenced by SCIPincludeRelaxSdp().

SCIP_RETCODE SCIPsdpiFree ( SCIP_SDPI ** sdpi )

deletes an sdpi object

Parameters

sdpi	pointer to an SDP-interface structure

Definition at line 1514 of file sdpi.c.

References SCIPsdpiSolverFree().

Referenced by SCIP_DECL_RELAXFREE().

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 1579 of file sdpi.c.

References BMS_CALL, and SCIPsdpiSolverCreate().

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 1699 of file sdpi.c.

References BMS_CALL, DUPLICATE_ARRAY_NULL, and ensureLowerTriangular().

Referenced by putSdpDataInInterface().

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 1919 of file sdpi.c.

References BMS_CALL.

Referenced by putLpDataInInterface().

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 1984 of file sdpi.c.

References BMS_CALL.

Referenced by putLpDataInInterface(), and SCIPsdpiDelLPRowset().

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 2094 of file sdpi.c.

References SCIPsdpiDelLPRows().

SCIP_RETCODE SCIPsdpiClear ( SCIP_SDPI * sdpi )

clears the whole SDP

Parameters

sdpi	SDP-interface structure

Definition at line 2136 of file sdpi.c.

References SCIPsdpiSolverResetCounter().

Referenced by SCIP_DECL_RELAXEXITSOL().

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 2152 of file sdpi.c.

Referenced by putLpDataInInterface().

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 2181 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 2215 of file sdpi.c.

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 2259 of file sdpi.c.

Referenced by putLpDataInInterface().

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 2273 of file sdpi.c.

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 2287 of file sdpi.c.

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 2301 of file sdpi.c.

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 2315 of file sdpi.c.

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 2329 of file sdpi.c.

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 2343 of file sdpi.c.

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

gets current variable lower and/or upper 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 (memory of size lastvar - firstvar + 1 needs to be allocated), or NULL
ubs	pointer to store upper bound values (memory of size lastvar - firstvar + 1 needs to be allocated), or NULL

Definition at line 2365 of file sdpi.c.

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 2393 of file sdpi.c.

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 2415 of file sdpi.c.

SCIP_RETCODE SCIPsdpiSolve	(	SCIP_SDPI *	sdpi,
		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_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

Note: starting point needs to be given with original indices (before any local presolving), last block should be the LP block with indices lhs(row0), rhs(row0), lhs(row1), ..., lb(var1), ub(var1), lb(var2), ... independent of some lhs/rhs being infinity (the starting point will later be adjusted accordingly)

Parameters

sdpi	SDP-interface structure
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 or MOSEK, 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 and MOSEK)

Definition at line 2453 of file sdpi.c.

References BMS_CALL, checkAllFixed(), checkFixedFeasibilitySdp(), checkSlaterCondition(), compConstMatAfterFixings(), computeLpLhsRhsAfterFixings(), findEmptyRowColsSDP(), MIN_GAPTOL, SCIP_CALL_PARAM, SCIP_SDPPAR_GAPTOL, 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(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_Bool SCIPsdpiWasSolved ( SCIP_SDPI * sdpi )

returns whether a solve method was successfully called after the last modification of the SDP

Parameters

sdpi	SDP-interface structure

Definition at line 2850 of file sdpi.c.

References SCIPsdpiSolverWasSolved().

Referenced by calcRelax(), SCIPrelaxSdpComputeAnalyticCenters(), and SCIPsdpiSolvedOrig().

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 2860 of file sdpi.c.

References SCIPsdpiWasSolved().

Referenced by calcRelax(), SCIPrelaxSdpComputeAnalyticCenters(), and SCIPrelaxSdpSolvedOrig().

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 2872 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverFeasibilityKnown().

Referenced by calcRelax().

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 2886 of file sdpi.c.

References CHECK_IF_SOLVED, and SCIPsdpiSolverGetSolFeasibility().

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 2915 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsPrimalUnbounded().

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 2938 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsPrimalInfeasible().

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 2961 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsPrimalFeasible().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

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 2984 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsDualUnbounded().

Referenced by calcRelax(), and SCIP_DECL_RELAXEXEC().

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 3007 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsDualInfeasible().

Referenced by calcRelax().

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 3030 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsDualFeasible().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_Bool SCIPsdpiIsConverged ( SCIP_SDPI * sdpi )

returns TRUE iff the solver converged

Parameters

sdpi	SDP-interface structure

Definition at line 3052 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsConverged().

SCIP_Bool SCIPsdpiIsObjlimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the objective limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3074 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsObjlimExc().

Referenced by calcRelax().

SCIP_Bool SCIPsdpiIsIterlimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the iteration limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3096 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsIterlimExc().

SCIP_Bool SCIPsdpiIsTimelimExc ( SCIP_SDPI * sdpi )

returns TRUE iff the time limit was reached

Parameters

sdpi	SDP-interface structure

Definition at line 3118 of file sdpi.c.

References SCIPsdpiSolverIsTimelimExc().

Referenced by calcRelax().

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 3153 of file sdpi.c.

References SCIPsdpiSolverGetInternalStatus().

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 3179 of file sdpi.c.

References CHECK_IF_SOLVED_BOOL, and SCIPsdpiSolverIsOptimal().

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 3202 of file sdpi.c.

References SCIPsdpiSolverIsAcceptable().

Referenced by calcRelax().

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 3228 of file sdpi.c.

References CHECK_IF_SOLVED, and SCIPsdpiSolverGetObjval().

Referenced by SCIPsdpiGetSol().

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 3263 of file sdpi.c.

References SCIPsdpiInfinity(), and SCIPsdpiSolverGetObjval().

Referenced by calcRelax().

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 3312 of file sdpi.c.

References CHECK_IF_SOLVED, SCIPsdpiGetObjval(), and SCIPsdpiSolverGetSol().

Referenced by calcRelax(), SCIP_DECL_RELAXEXEC(), SCIPrelaxSdpComputeAnalyticCenters(), and SCIPrelaxSdpGetRelaxSol().

SCIP_RETCODE SCIPsdpiGetPreoptimalPrimalNonzeros	(	SCIP_SDPI *	sdpi,
		int	nblocks,
		int *	startXnblocknonz
	)

return number of nonzeros for each block of the primal solution matrix X for the preoptimal solution

Parameters

sdpi	pointer to an SDP-interface structure
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 3363 of file sdpi.c.

References SCIPsdpiSolverGetPreoptimalPrimalNonzeros().

Referenced by calcRelax().

SCIP_RETCODE SCIPsdpiGetPreoptimalSol	(	SCIP_SDPI *	sdpi,
		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

Note: last block will be the LP block (if one exists) with indices lhs(row0), rhs(row0), lhs(row1), ..., lb(var1), ub(var1), lb(var2), ... independent of some lhs/rhs being infinity; If dualsollength isn't equal to the number of variables this will return the needed length and a debug message is thrown.; If the allocated memory for row/col/val is insufficient, a debug message will be thrown and the neccessary amount is returned in startXnblocknonz

Parameters

sdpi	SDP-interface structure
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 3401 of file sdpi.c.

References SCIPsdpiSolverGetPreoptimalSol().

Referenced by calcRelax().

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 3472 of file sdpi.c.

References CHECK_IF_SOLVED, and SCIPsdpiSolverGetPrimalBoundVars().

Referenced by SCIPrelaxSdpGetPrimalBoundVars().

SCIP_RETCODE SCIPsdpiGetPrimalNonzeros	(	SCIP_SDPI *	sdpi,
		int	nblocks,
		int *	startXnblocknonz
	)

return number of nonzeros for each block of the primal solution matrix X

Parameters

sdpi	pointer to an SDP-interface structure
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 3504 of file sdpi.c.

References SCIPsdpiSolverGetPrimalNonzeros().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_RETCODE SCIPsdpiGetPrimalMatrix	(	SCIP_SDPI *	sdpi,
		int	nblocks,
		int *	startXnblocknonz,
		int **	startXrow,
		int **	startXcol,
		SCIP_Real **	startXval
	)

returns the primal matrix X

Note: last block will be the LP block (if one exists) with indices lhs(row0), rhs(row0), lhs(row1), ..., lb(var1), ub(var1), lb(var2), ... independent of some lhs/rhs being infinity; If the allocated memory for row/col/val is insufficient, a debug message will be thrown and the neccessary amount is returned in startXnblocknonz

Parameters

sdpi	pointer to an SDP-interface structure
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 3532 of file sdpi.c.

References SCIPsdpiSolverGetPrimalMatrix().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_Real SCIPsdpiGetMaxPrimalEntry ( SCIP_SDPI * sdpi )

return the maximum absolute value of the optimal primal matrix

Parameters

sdpi	pointer to an SDP-interface structure

Definition at line 3561 of file sdpi.c.

References SCIPsdpiSolverGetMaxPrimalEntry().

Referenced by calcRelax().

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 3571 of file sdpi.c.

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

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 3585 of file sdpi.c.

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

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 3599 of file sdpi.c.

References SCIP_SDPSOLVERSETTING_PENALTY, SCIP_SDPSOLVERSETTING_UNSOLVED, and SCIPsdpiSolverSettingsUsed().

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

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 3636 of file sdpi.c.

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

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 3941 of file sdpi.c.

References SCIP_SDPSLATER_NOINFO.

Referenced by calcRelax(), and SCIPrelaxSdpComputeAnalyticCenters().

SCIP_Real SCIPsdpiInfinity ( SCIP_SDPI * sdpi )

returns value treated as infinity in the SDP-solver

Parameters

sdpi	SDP-interface structure

Definition at line 3985 of file sdpi.c.

References SCIPsdpiSolverInfinity().

Referenced by calcRelax(), computeLpLhsRhsAfterFixings(), SCIP_DECL_RELAXINITSOL(), SCIPsdpiGetLowerObjbound(), SCIPsdpiIsInfinity(), and SCIPsdpiSolve().

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 3995 of file sdpi.c.

References SCIPsdpiInfinity().

Referenced by checkSlaterCondition(), and SCIPsdpiSolve().

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 4006 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_MAXPENALTYPARAM, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, SCIP_SDPPAR_PENINFEASADJUST, SCIP_SDPPAR_SDPSOLVERFEASTOL, SCIP_SDPPAR_WARMSTARTPOGAP, and SCIPsdpiSolverGetRealpar().

Referenced by SCIP_DECL_RELAXINITSOL().

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 4056 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_CALL_PARAM_IGNORE_UNKNOWN, SCIP_SDPPAR_EPSILON, SCIP_SDPPAR_FEASTOL, SCIP_SDPPAR_GAPTOL, SCIP_SDPPAR_LAMBDASTAR, SCIP_SDPPAR_MAXPENALTYPARAM, SCIP_SDPPAR_OBJLIMIT, SCIP_SDPPAR_PENALTYPARAM, SCIP_SDPPAR_PENINFEASADJUST, SCIP_SDPPAR_SDPSOLVERFEASTOL, SCIP_SDPPAR_WARMSTARTPOGAP, and SCIPsdpiSolverSetRealpar().

Referenced by calcRelax(), and SCIP_DECL_RELAXINITSOL().

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 4108 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_NPENALTYINCR, SCIP_SDPPAR_NTHREADS, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_SLATERCHECK, and SCIPsdpiSolverGetIntpar().

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 4138 of file sdpi.c.

References SCIP_CALL_PARAM, SCIP_SDPPAR_NPENALTYINCR, SCIP_SDPPAR_NTHREADS, SCIP_SDPPAR_SDPINFO, SCIP_SDPPAR_SLATERCHECK, and SCIPsdpiSolverSetIntpar().

Referenced by SCIP_DECL_RELAXINITSOL().

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 4170 of file sdpi.c.

References SCIPsdpiSolverComputeLambdastar().

Referenced by SCIP_DECL_RELAXINITSOL().

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 4179 of file sdpi.c.

References SCIPsdpiSolverComputePenaltyparam().

Referenced by SCIP_DECL_RELAXINITSOL().

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 4193 of file sdpi.c.

References SCIPsdpiSolverComputeMaxPenaltyparam().

Referenced by SCIP_DECL_RELAXINITSOL().

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 4227 of file sdpi.c.

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 4237 of file sdpi.c.

Macros

Functions

Detailed Description

Macro Definition Documentation

Function Documentation