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SCIP-SDP
4.0.0
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Constraint handler for SDP-constraints. More...
Go to the source code of this file.
Functions | |
| static SCIP_RETCODE | convertRowToColFormatFullMatrix (int rows, int cols, SCIP_Real *rowmatrix, SCIP_Real *colmatrix) |
| static SCIP_RETCODE | scaleRowsMatrix (int blocksize, SCIP_Real *matrix, SCIP_Real *scale) |
| static SCIP_RETCODE | expandSymMatrix (int size, SCIP_Real *symMat, SCIP_Real *fullMat) |
| static SCIP_RETCODE | computeSdpMatrix (SCIP *scip, SCIP_CONSDATA *consdata, SCIP_SOL *sol, SCIP_Real *matrix) |
| static SCIP_RETCODE | computeFullSdpMatrix (SCIP *scip, SCIP_CONSDATA *consdata, SCIP_SOL *sol, SCIP_Real *fullmatrix) |
| static SCIP_RETCODE | constructMatrixvar (SCIP *scip, SCIP_CONS *cons, SCIP_CONSDATA *consdata) |
| static SCIP_RETCODE | SCIPconsSdpCheckSdpCons (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Bool printreason, SCIP_RESULT *result) |
| static SCIP_RETCODE | isMatrixRankOne (SCIP *scip, SCIP_CONSHDLRDATA *conshdlrdata, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Bool *result) |
| static SCIP_RETCODE | multiplyConstraintMatrix (SCIP_CONS *cons, int j, SCIP_Real *v, SCIP_Real *vAv) |
| static SCIP_RETCODE | setMaxRhsEntry (SCIP_CONS *cons) |
| static SCIP_RETCODE | truncatedPowerMethod (SCIP *scip, int blocksize, SCIP_Real *fullmatrix, SCIP_Real *vector, int sparsity, SCIP_Real convergencetol, SCIP_Real *eigenvector, int *support, SCIP_Real *eigenvalue) |
| static SCIP_RETCODE | sparsifyCut (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *cons, SCIP_CONSDATA *consdata, SCIP_SOL *sol, int blocksize, SCIP_Real *fullconstmatrix, SCIP_Real *eigenvector, SCIP_Real *vector, SCIP_VAR **vars, SCIP_Real *vals, SCIP_Bool *success, SCIP_RESULT *result) |
| static SCIP_RETCODE | addMultipleSparseCuts (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *cons, SCIP_CONSDATA *consdata, SCIP_SOL *sol, int blocksize, SCIP_Real *fullmatrix, SCIP_Real *fullconstmatrix, SCIP_Real *eigenvector, SCIP_Real tol, int maxncuts, SCIP_Real *vector, SCIP_VAR **vars, SCIP_Real *vals, int *ncuts, SCIP_Bool *success, SCIP_RESULT *result) |
| static SCIP_RETCODE | separateSol (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS *cons, SCIP_SOL *sol, SCIP_Bool enforce, SCIP_RESULT *result) |
| static SCIP_RETCODE | computeAllmatricespsd (SCIP *scip, SCIP_CONS *cons) |
| static SCIP_RETCODE | tightenMatrices (SCIP *scip, SCIP_CONS **conss, int nconss, int *nchgcoefs) |
| static SCIP_RETCODE | tightenBounds (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool tightenboundscont, int *nchgbds, SCIP_Bool *infeasible) |
| static SCIP_RETCODE | diagGEzero (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS **conss, int nconss, SCIP_Bool solvesdps, int *naddconss, int *nchgbds, SCIP_Bool *infeasible) |
| static SCIP_RETCODE | diagZeroImpl (SCIP *scip, SCIP_CONS **conss, int nconss, int *naddconss) |
| static SCIP_RETCODE | addTwoMinorLinConstraints (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool solvesdps, int *naddconss) |
| static SCIP_RETCODE | addTwoMinorSOCConstraints (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool solvesdps, int *naddconss) |
| static SCIP_RETCODE | addTwoMinorProdConstraints (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool solvesdps, int *naddconss) |
| static SCIP_RETCODE | addTwoMinorVarBounds (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool solvesdps, int *naddconss) |
| static SCIP_RETCODE | addRank1QuadConss (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS **conss, int nconss, int *naddconss) |
| static SCIP_RETCODE | move_1x1_blocks_to_lp (SCIP *scip, SCIP_CONSHDLR *conshdlr, SCIP_CONS **conss, int nconss, int *naddconss, int *ndelconss, int *nchgbds, SCIP_Bool *infeasible) |
| static SCIP_RETCODE | unlockVar (SCIP *scip, SCIP_CONSDATA *consdata, int v) |
| static SCIP_RETCODE | updateVarLocks (SCIP *scip, SCIP_CONS *cons, int v) |
| static SCIP_RETCODE | checkVarsLocks (SCIP *scip, SCIP_CONS *cons) |
| static SCIP_RETCODE | multiaggrVar (SCIP *scip, SCIP_CONS *cons, int v, SCIP_VAR **aggrvars, SCIP_Real *scalars, int naggrvars, SCIP_Real constant, int *savedcol, int *savedrow, SCIP_Real *savedval, int *nfixednonz, int *vararraylength) |
| static SCIP_RETCODE | fixAndAggrVars (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool aggregate) |
| static SCIP_RETCODE | analyzeConflict (SCIP *scip, SCIP_CONS *cons, int diags, int diagt, int pos, SCIP_Bool upperbound, SCIP_Bool usepos) |
| static SCIP_RETCODE | propagateUpperBounds (SCIP *scip, SCIP_CONS **conss, int nconss, SCIP_Bool *infeasible, int *nprop) |
| static | SCIP_DECL_QUADCONSUPGD (consQuadConsUpgdSdp) |
| static | SCIP_DECL_CONSINITPRE (consInitpreSdp) |
| static | SCIP_DECL_CONSLOCK (consLockSdp) |
| static | SCIP_DECL_CONSEXIT (consExitSdp) |
| static | SCIP_DECL_CONSEXITPRE (consExitpreSdp) |
| static | SCIP_DECL_CONSINITSOL (consInitsolSdp) |
| static | SCIP_DECL_CONSPROP (consPropSdp) |
| static | SCIP_DECL_CONSRESPROP (consRespropSdp) |
| static | SCIP_DECL_CONSPRESOL (consPresolSdp) |
| static | SCIP_DECL_CONSTRANS (consTransSdp) |
| static | SCIP_DECL_CONSCHECK (consCheckSdp) |
| static | SCIP_DECL_CONSENFOPS (consEnfopsSdp) |
| static | SCIP_DECL_CONSENFOLP (consEnfolpSdp) |
| static | SCIP_DECL_CONSENFORELAX (consEnforelaxSdp) |
| static | SCIP_DECL_CONSSEPASOL (consSepasolSdp) |
| static | SCIP_DECL_CONSSEPALP (consSepalpSdp) |
| static | SCIP_DECL_CONSDELETE (consDeleteSdp) |
| static | SCIP_DECL_CONSFREE (consFreeSdp) |
| static | SCIP_DECL_CONSHDLRCOPY (conshdlrCopySdp) |
| static | SCIP_DECL_CONSHDLRCOPY (conshdlrCopySdpRank1) |
| static | SCIP_DECL_CONSCOPY (consCopySdp) |
| static | SCIP_DECL_CONSPRINT (consPrintSdp) |
| static | SCIP_DECL_CONSPARSE (consParseSdp) |
| static | SCIP_DECL_CONSGETVARS (consGetVarsSdp) |
| static | SCIP_DECL_CONSGETNVARS (consGetNVarsSdp) |
| SCIP_RETCODE | SCIPincludeConshdlrSdp (SCIP *scip) |
| SCIP_RETCODE | SCIPincludeConshdlrSdpRank1 (SCIP *scip) |
| int | SCIPconsSdpCompLowerTriangPos (int i, int j) |
| SCIP_RETCODE | SCIPconsSdpGetData (SCIP *scip, SCIP_CONS *cons, int *nvars, int *nnonz, int *blocksize, int *arraylength, int *nvarnonz, int **col, int **row, SCIP_Real **val, SCIP_VAR **vars, int *constnnonz, int *constcol, int *constrow, SCIP_Real *constval, SCIP_Bool *rankone, int **maxevsubmat, SCIP_Bool *addedquadcons) |
| SCIP_RETCODE | SCIPconsSdpGetNNonz (SCIP *scip, SCIP_CONS *cons, int *nnonz, int *constnnonz) |
| int | SCIPconsSdpGetNVars (SCIP *scip, SCIP_CONS *cons) |
| SCIP_VAR ** | SCIPconsSdpGetVars (SCIP *scip, SCIP_CONS *cons) |
| int | SCIPconsSdpGetBlocksize (SCIP *scip, SCIP_CONS *cons) |
| SCIP_RETCODE | SCIPconsSdpGetFullAj (SCIP *scip, SCIP_CONS *cons, int j, SCIP_Real *Aj) |
| SCIP_RETCODE | SCIPconsSdpGetFullConstMatrix (SCIP *scip, SCIP_CONS *cons, SCIP_Real *mat) |
| SCIP_RETCODE | SCIPconsSdpGetLowerTriangConstMatrix (SCIP *scip, SCIP_CONS *cons, SCIP_Real *mat) |
| SCIP_RETCODE | SCIPconsSdpGuessInitialPoint (SCIP *scip, SCIP_CONS *cons, SCIP_Real *lambdastar) |
| SCIP_Real | SCIPconsSdpGetMaxConstEntry (SCIP *scip, SCIP_CONS *cons) |
| SCIP_Real | SCIPconsSdpGetMaxSdpCoef (SCIP *scip, SCIP_CONS *cons) |
| int | SCIPconsSdpComputeUbSparseSdpMatrixLength (SCIP_CONS *cons) |
| SCIP_RETCODE | SCIPconsSdpComputeSparseSdpMatrix (SCIP *scip, SCIP_CONS *cons, SCIP_SOL *sol, int *length, int *row, int *col, SCIP_Real *val) |
| SCIP_Bool | SCIPconsSdpShouldBeRankOne (SCIP_CONS *cons) |
| SCIP_RETCODE | SCIPconsSdpGetMaxEVSubmat (SCIP_CONS *cons, int **maxevsubmat) |
| SCIP_Bool | SCIPconsSdpAddedQuadCons (SCIP_CONS *cons) |
| SCIP_RETCODE | SCIPcreateConsSdp (SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, int nnonz, int blocksize, int *nvarnonz, int **col, int **row, SCIP_Real **val, SCIP_VAR **vars, int constnnonz, int *constcol, int *constrow, SCIP_Real *constval, SCIP_Bool removeduplicates) |
| SCIP_RETCODE | SCIPcreateConsSdpRank1 (SCIP *scip, SCIP_CONS **cons, const char *name, int nvars, int nnonz, int blocksize, int *nvarnonz, int **col, int **row, SCIP_Real **val, SCIP_VAR **vars, int constnnonz, int *constcol, int *constrow, SCIP_Real *constval, SCIP_Bool removeduplicates) |
Constraint handler for SDP-constraints.
Constraint handler for semidefinite constraints of the form \( \sum_{j=1}^n A_j y_j - A_0 \succeq 0 \), where the matrices \(A_j\) and \(A_0\) need to be symmetric. Only the nonzero entries of the matrices are stored.
This file also contains a separate constraint handler for handling rank 1 SDP constraints. The callback functions are essentially the same, but some quadratic constraints are added to enforce the rank 1 condition.
Definition in file cons_sdp.c.
| #define CONSHDLR_NAME "SDP" |
Definition at line 83 of file cons_sdp.c.
Referenced by diagGEzero(), fixAndAggrVars(), move_1x1_blocks_to_lp(), SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_CONSRESPROP(), SCIPconsSdpCheckSdpCons(), SCIPconsSdpGuessInitialPoint(), SCIPincludeConshdlrSdp(), SCIPincludeConshdlrSdpRank1(), tightenBounds(), and tightenMatrices().
| #define CONSHDLR_DESC "SDP constraints of the form \\sum_{j} A_j y_j - A_0 psd" |
Definition at line 84 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define CONSHDLRRANK1_NAME "SDPrank1" |
Definition at line 86 of file cons_sdp.c.
Referenced by diagGEzero(), fixAndAggrVars(), move_1x1_blocks_to_lp(), propagateUpperBounds(), SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSHDLRCOPY(), SCIP_DECL_CONSRESPROP(), SCIP_DECL_QUADCONSUPGD(), SCIPconsSdpCheckSdpCons(), SCIPconsSdpGuessInitialPoint(), SCIPcreateConsSdpRank1(), SCIPincludeConshdlrSdpRank1(), tightenBounds(), and tightenMatrices().
| #define CONSHDLRRANK1_DESC "rank 1 SDP constraints" |
Definition at line 87 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_SEPAPRIORITY +1000000 |
priority of the constraint handler for separation
Definition at line 89 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_ENFOPRIORITY -2000000 |
priority of the constraint handler for constraint enforcing
Definition at line 90 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_CHECKPRIORITY -2000000 |
priority of the constraint handler for checking feasibility
Definition at line 91 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_PROPFREQ 1 |
priority of the constraint handler for propagation
Definition at line 92 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_SEPAFREQ 1 |
frequency for separating cuts; zero means to separate only in the root node
Definition at line 93 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_EAGERFREQ 100 |
frequency for using all instead of only the useful constraints in separation, propagation and enforcement, -1 for no eager evaluations, 0 for first only
Definition at line 94 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_MAXPREROUNDS -1 |
maximal number of presolving rounds the constraint handler participates in (-1: no limit)
Definition at line 97 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_DELAYSEPA FALSE |
should separation method be delayed, if other separators found cuts?
Definition at line 98 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_NEEDSCONS TRUE |
should the constraint handler be skipped, if no constraints are available?
Definition at line 99 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_PRESOLTIMING SCIP_PRESOLTIMING_EXHAUSTIVE |
Definition at line 101 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define CONSHDLR_PROPTIMING SCIP_PROPTIMING_BEFORELP |
Definition at line 102 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp(), and SCIPincludeConshdlrSdpRank1().
| #define PARSE_STARTSIZE 1 |
initial size of the consdata-arrays when parsing a problem
Definition at line 104 of file cons_sdp.c.
Referenced by SCIP_DECL_CONSPARSE().
| #define PARSE_SIZEFACTOR 10 |
size of consdata-arrays is increased by this factor when parsing a problem
Definition at line 105 of file cons_sdp.c.
Referenced by SCIP_DECL_CONSPARSE().
| #define DEFAULT_PROPUPPERBOUNDS TRUE |
Should upper bounds be propagated?
Definition at line 107 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_PROPUBPRESOL TRUE |
Should upper bounds be propagated in presolving?
Definition at line 108 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_PROPTIGHTENBOUNDS TRUE |
Should tighten bounds be propagated?
Definition at line 109 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_PROPTBPROBING FALSE |
Should tighten bounds be propagated in probing?
Definition at line 110 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_TIGHTENBOUNDSCONT FALSE |
Should only bounds be tightend for continuous variables?
Definition at line 111 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_TIGHTENMATRICES FALSE |
If all matrices are psd, should the matrices be tightened if possible?
Definition at line 112 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_TIGHTENBOUNDS TRUE |
If all matrices are psd, should the bounds be tightened if possible?
Definition at line 113 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_DIAGGEZEROCUTS FALSE |
Should linear cuts enforcing the non-negativity of diagonal entries of SDP-matrices be added?
Definition at line 114 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_DIAGZEROIMPLCUTS TRUE |
Should linear cuts enforcing the implications of diagonal entries of zero in SDP-matrices be added?
Definition at line 115 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_TWOMINORLINCONSS FALSE |
Should linear cuts corresponding to 2 by 2 minors be added?
Definition at line 116 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_TWOMINORPRODCONSS FALSE |
Should linear cuts corresponding to products of 2 by 2 minors be added?
Definition at line 117 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_TWOMINORVARBOUNDS TRUE |
Should linear cuts corresponding to variable bounds for 2 by 2 minors be added?
Definition at line 118 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_QUADCONSRANK1 TRUE |
Should quadratic cons for 2x2 minors be added in the rank-1 case?
Definition at line 119 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_UPGRADEQUADCONSS FALSE |
Should quadratic constraints be upgraded to a rank 1 SDP?
Definition at line 120 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_UPGRADEKEEPQUAD FALSE |
Should the quadratic constraints be kept in the problem after upgrading and the corresponding SDP constraint be added without the rank 1 constraint?
Definition at line 121 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_MAXNVARSQUADUPGD 1000 |
maximal number of quadratic constraints and appearing variables so that the QUADCONSUPGD is performed
Definition at line 122 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_RANK1APPROXHEUR FALSE |
Should the heuristic that computes the best rank-1 approximation for a given solution be executed?
Definition at line 123 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_SEPARATEONECUT FALSE |
Should only one cut corresponding to the most negative eigenvalue be separated?
Definition at line 124 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_CUTSTOPOOL TRUE |
Should the cuts be added to the pool?
Definition at line 125 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_SPARSIFYCUT FALSE |
Should the eigenvector cuts be sparsified?
Definition at line 126 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_SPARSIFYFACTOR 0.1 |
target size for sparsification in relation to number of variables
Definition at line 127 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_SPARSIFYTARGETSIZE -1 |
absolute target size for sparsification (-1: use sparsifyfactor instead)
Definition at line 128 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_MULTIPLESPARSECUTS FALSE |
Should multiple sparsified eigenvector cuts be added?
Definition at line 129 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_MAXNSPARSECUTS 0 |
maximal number of sparse eigenvector cuts that should be added (-1: no limit)
Definition at line 130 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_ENFORCESDP FALSE |
Solve SDP if we do lp-solving and have an integral solution in enforcing?
Definition at line 131 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_ONLYFIXEDINTSSDP FALSE |
Should solving an SDP only be applied if all integral variables are fixed (instead of having integral values)?
Definition at line 132 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_ADDSOCRELAX FALSE |
Should a relaxation of SOC constraints be added
Definition at line 133 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_USEDIMACSFEASTOL FALSE |
Should a feasibility tolerance based on the DIMACS be used for computing negative eigenvalues?
Definition at line 134 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_GENERATEROWS TRUE |
Should rows be generated (constraints otherwise)?
Definition at line 135 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_RECOMPUTESPARSEEV FALSE |
Should the sparse eigenvalue returned from TPower be recomputed exactly by using Lapack for the corresponding submatrix?
Definition at line 142 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_RECOMPUTEINITIAL FALSE |
Should the inital vector for TPower be computed each time before calling TPower (instead of using the original smallest eigenvector)?
Definition at line 143 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
| #define DEFAULT_EXACTTRANS FALSE |
Should the matrix be transformed with the exact maximal eigenvalue before calling TPower (instead of using estimate)?
Definition at line 144 of file cons_sdp.c.
Referenced by SCIPincludeConshdlrSdp().
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static |
generates matrix in colum-first format (needed by LAPACK) from matrix given in full row-first format (SCIP-SDP default)
| rows | number of rows |
| cols | number of columns |
| rowmatrix | matrix entries given as rows*cols array |
| colmatrix | pointer to array of length blocksize^2 to store rowmatrix in column-first format |
Definition at line 235 of file cons_sdp.c.
References scaleRowsMatrix().
Referenced by SCIP_DECL_CONSCHECK().
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static |
multiplies all entries in the i-th row by scale[i]
Definition at line 266 of file cons_sdp.c.
References expandSymMatrix().
Referenced by convertRowToColFormatFullMatrix(), and SCIP_DECL_CONSCHECK().
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static |
takes a 0.5*n*(n+1) array of a symmetric matrix and expands it to an n*n array of the full matrix to input into LAPACK
| size | size of the matrix, named n above |
| symMat | symmetric matrix indexed via SCIPconsSdpCompLowerTriangPos that should be expanded |
| fullMat | pointer to store the n*n matrix, that is the symmetric expansion of symMat |
Definition at line 293 of file cons_sdp.c.
References computeSdpMatrix(), and SCIPconsSdpCompLowerTriangPos().
Referenced by isMatrixRankOne(), and scaleRowsMatrix().
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static |
For a vector \(y\) given by sol, computes the (length of y) * (length of y + 1) /2 -long array of the lower-triangular part of the matrix \( \sum_{j=1}^m A_j y_j - A_0 \) for this SDP block, indexed by SCIPconsSdpCompLowerTriangPos().
| scip | SCIP data structure |
| consdata | constraint data |
| sol | solution to separate |
| matrix | pointer to store the SDP-Matrix |
Definition at line 326 of file cons_sdp.c.
References computeFullSdpMatrix(), and SCIPconsSdpCompLowerTriangPos().
Referenced by expandSymMatrix(), and isMatrixRankOne().
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for a vector \(y\) given by sol, computes the full matrix \( \sum_{j=1}^m A_j y_j - A_0 \)
| scip | SCIP data structure |
| consdata | constraint data |
| sol | solution to separate |
| fullmatrix | array for full matrix |
Definition at line 369 of file cons_sdp.c.
References constructMatrixvar().
Referenced by computeSdpMatrix(), SCIP_DECL_CONSCHECK(), SCIPconsSdpCheckSdpCons(), and separateSol().
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static |
build matrixvar data
| scip | SCIP data structure |
| cons | constraint |
| consdata | constraint data |
Definition at line 441 of file cons_sdp.c.
References SCIPconsSdpCheckSdpCons(), SCIPconsSdpGetFullAj(), and SCIPconsSdpGetFullConstMatrix().
Referenced by computeFullSdpMatrix(), and propagateUpperBounds().
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static |
checks feasibility for a single SDP constraint
| scip | SCIP data structure |
| conshdlrdata | constraint handler data |
| cons | the constraint the solution should be checked for |
| sol | the solution to check feasibility for |
| printreason | should the reason for the violation be printed? |
| result | pointer to store the result of the feasibility checking call |
Definition at line 535 of file cons_sdp.c.
References computeFullSdpMatrix(), CONSHDLR_NAME, CONSHDLRRANK1_NAME, isMatrixRankOne(), and SCIPlapackComputeIthEigenvalue().
Referenced by constructMatrixvar(), isMatrixRankOne(), SCIP_DECL_CONSCHECK(), and SCIP_DECL_CONSENFOPS().
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static |
Check whether current matrix is rank one, if not so, sets maxevsubmat
| scip | SCIP data structure |
| conshdlrdata | constraint handler data |
| cons | the SDP constraint to check the rank for |
| sol | solution to check for rank one |
| result | result pointer to return whether matrix is rank one |
Definition at line 596 of file cons_sdp.c.
References computeSdpMatrix(), expandSymMatrix(), multiplyConstraintMatrix(), SCIPconsSdpCheckSdpCons(), SCIPconsSdpCompLowerTriangPos(), and SCIPlapackComputeIthEigenvalue().
Referenced by SCIP_DECL_CONSCHECK(), and SCIPconsSdpCheckSdpCons().
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static |
For a given variable-index j and a Vector v computes \( v^T A_j v \).
| cons | the SDP constraint that includes the Matrix \( A_j \) |
| j | variable-index of the matrix to multiply with |
| v | vector to multiply with |
| vAv | pointer to store the the resulting scalar \( v^T A_j v \) |
Definition at line 697 of file cons_sdp.c.
References setMaxRhsEntry().
Referenced by addMultipleSparseCuts(), isMatrixRankOne(), separateSol(), and sparsifyCut().
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Set the maximum absolute value of an entry of the constant matrix. This must be done before presolving, because otherwise this is influenced by variable fixings (which might lead to solutions being feasible in presolving no longer being feasible afterwards)
| cons | the SDP constraint that includes the Matrix \( A_j \) |
Definition at line 741 of file cons_sdp.c.
References truncatedPowerMethod().
Referenced by multiplyConstraintMatrix(), SCIP_DECL_CONSPARSE(), SCIPcreateConsSdp(), and SCIPcreateConsSdpRank1().
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compute largest sparse eigenvalue for a given sparsity level and corresponding eigenvector of a given matrix
The truncated power method works like the ordinary power method to compute the largest eigenvalue of a matrix, but truncates the iterates in each step to the k largest entries in absolute value, if k is the sparsity level. See [Yuan, Zhang: Truncated Power Method for Sparse Eigenvalue Problems].
| scip | SCIP data structure |
| blocksize | size of matrix |
| fullmatrix | matrix for which the smallest sparse eigenvalue and eigenvector should be computed, need to be given with all blocksze * blocksize entries |
| vector | initial vector for starting the truncated power method |
| sparsity | sparsity level of eigenvalue and eigenvector |
| convergencetol | tolerance to be used to detect convergence |
| eigenvector | pointer to store computed eigenvector |
| support | pointer to store support of the computed eigenvector |
| eigenvalue | pointer to store computed eigenvalue |
Definition at line 771 of file cons_sdp.c.
References SCIPlapackMatrixVectorMult(), and sparsifyCut().
Referenced by addMultipleSparseCuts(), and setMaxRhsEntry().
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try to sparsify cut
We currently take a small subset of the components of a given eigenvector and check whether the cut is violated. Note that this does not necessarily yield a sparse cut because the resulting vector has to be multiplied with the matrix pencil.
| scip | SCIP data structure |
| conshdlr | the constraint handler itself |
| cons | constraint |
| consdata | constraint data |
| sol | primal solution that should be separated |
| blocksize | size of block |
| fullconstmatrix | precomputed full constant matrix |
| eigenvector | original eigenvector |
| vector | temporary workspace (length blocksize) |
| vars | temporary workspace |
| vals | temporary workspace |
| success | pointer to store whether we have produced a cut/constraint |
| result | pointer to store the result of the separation call |
Definition at line 874 of file cons_sdp.c.
References addMultipleSparseCuts(), multiplyConstraintMatrix(), and SCIPlapackMatrixVectorMult().
Referenced by separateSol(), and truncatedPowerMethod().
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add multiple sparse eigenvector cuts
We use Algorithm 1 from [Dey et al: Cutting Plan Generation Through Sparse Principal Component Analysis] to produce maxncuts many sparse eigenvector cuts.
| scip | SCIP data structure |
| conshdlr | the constraint handler itself |
| cons | constraint |
| consdata | constraint data |
| sol | primal solution that should be separated |
| blocksize | size of block |
| fullmatrix | precomputed full matrix \( \sum_j A_j y_j - A_0 \) |
| fullconstmatrix | precomputed full constant matrix |
| eigenvector | original eigenvector |
| tol | tolerance to be used when computing eigenvectors |
| maxncuts | maximal number of cuts to be produced |
| vector | temporary workspace (length blocksize) |
| vars | temporary workspace |
| vals | temporary workspace |
| ncuts | pointer to store the number of produced cuts/constrains |
| success | pointer to store whether we have produced a cut/constraint |
| result | pointer to store the result of the separation call |
Definition at line 1036 of file cons_sdp.c.
References multiplyConstraintMatrix(), SCIPlapackComputeIthEigenvalue(), SCIPlapackMatrixVectorMult(), separateSol(), and truncatedPowerMethod().
Referenced by separateSol(), and sparsifyCut().
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separate current solution with a cut using the eigenvectors and -values of the solution matrix
| scip | SCIP data structure |
| conshdlr | the constraint handler itself |
| cons | constraint to process |
| sol | primal solution that should be separated |
| enforce | whether we are enforcing cuts |
| result | pointer to store the result of the separation call |
Definition at line 1391 of file cons_sdp.c.
References addMultipleSparseCuts(), computeAllmatricespsd(), computeFullSdpMatrix(), multiplyConstraintMatrix(), SCIPconsSdpGetFullConstMatrix(), SCIPlapackComputeEigenvectorsNegative(), SCIPlapackComputeIthEigenvalue(), SCIPlapackMatrixVectorMult(), and sparsifyCut().
Referenced by addMultipleSparseCuts(), SCIP_DECL_CONSENFOLP(), SCIP_DECL_CONSENFORELAX(), SCIP_DECL_CONSSEPALP(), and SCIP_DECL_CONSSEPASOL().
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check whether all matrices are psd
Only needs to be called by rank-1 constraints to check whether all matrices are psd.
| scip | SCIP pointer |
| cons | constraint |
Definition at line 1645 of file cons_sdp.c.
References SCIPconsSdpGetFullAj(), SCIPlapackComputeIthEigenvalue(), and tightenMatrices().
Referenced by separateSol(), tightenBounds(), and tightenMatrices().
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try to tighten matrices if all matrices are psd
| scip | SCIP data structure |
| conss | array of constraints to add cuts for |
| nconss | number of constraints to add cuts for |
| nchgcoefs | pointer to store how many matrices were tightened |
Definition at line 1694 of file cons_sdp.c.
References computeAllmatricespsd(), CONSHDLR_NAME, CONSHDLRRANK1_NAME, SCIPconsSdpGetFullConstMatrix(), SCIPsolveOneVarSDPDense(), and tightenBounds().
Referenced by computeAllmatricespsd(), and SCIP_DECL_CONSPRESOL().
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try to tighten bounds if all matrices are psd
| scip | SCIP data structure |
| conss | array of constraints to add cuts for |
| nconss | number of constraints to add cuts for |
| tightenboundscont | Should only continuous variables be tightened? |
| nchgbds | pointer to store how many bounds were tightened |
| infeasible | pointer to store whether infeasibility was detected |
Definition at line 1802 of file cons_sdp.c.
References computeAllmatricespsd(), CONSHDLR_NAME, CONSHDLRRANK1_NAME, diagGEzero(), SCIPconsSdpGetFullConstMatrix(), SCIPlapackComputeIthEigenvalue(), and SCIPsolveOneVarSDPDense().
Referenced by SCIP_DECL_CONSPRESOL(), SCIP_DECL_CONSPROP(), and tightenMatrices().
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approximates the sdpcone using the fact that every diagonal entry must be non-negative, so it adds the LP-cut \( \sum_{j = 1}^m (A_j)_{kk} y_j - (A_0)_{kk} \geq 0 \quad \forall k \leq n \)
| scip | SCIP data structure |
| conshdlr | constraint handler |
| conss | array of constraints to add cuts for |
| nconss | number of constraints to add cuts for |
| solvesdps | are we solving SDPs or LPs? |
| naddconss | pointer to store how many constraints were added |
| nchgbds | pointer to store how many bounds were changed |
| infeasible | pointer to store whether infeasibility was detected |
Definition at line 2029 of file cons_sdp.c.
References CONSHDLR_NAME, CONSHDLRRANK1_NAME, diagZeroImpl(), SCIPconsSdpCompLowerTriangPos(), and SCIPconsSdpGetLowerTriangConstMatrix().
Referenced by SCIP_DECL_CONSPRESOL(), and tightenBounds().
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Presolve-routine that enforces implications of diagonal entries of zero in SDP-matrices, namely that if \(X_{ij} > 0\), then also \(X_{ii} > 0\) and \( X_{jj} > 0\).
More precisely, if \( (A_0)_{k\ell} \neq 0\), \( (A_0)_{kk} = 0\), \( (A_i)_{k\ell} = 0\) for all \( i \leq m\), \( (A_i)_{kk} = 0\) for all continuous variables and \( \ell_i \geq 0\) for all integer variables, we add the cut \( \sum_{\substack{i \in \mathcal{I}:\\ (A_i)_{kk} > 0}} y_i \geq 1.\)
| scip | SCIP data structure |
| conss | array of constraints |
| nconss | number of constraints |
| naddconss | pointer to store how many constraints were added |
Definition at line 2200 of file cons_sdp.c.
References addTwoMinorLinConstraints().
Referenced by diagGEzero(), and SCIP_DECL_CONSPRESOL().
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presolve-routine that adds linear constraints arising from 2 by 2 minor inequalities
For a positive semidefinite matrix \(X\) the following two inequalities hold: \(X_{ss} + X_{tt} - 2\, X_{st} \geq 0\) and \(X_{ss} + X_{tt} + 2\, X_{st} \geq 0\). This follows by using a 2 by 2 minor and multiplying from left and right by the all-ones vector and \([1,-1]\), respectively. We add the corresponding linear constraint only to be propagated.
Translated to the matrix pencil notation the cut looks as follows:
\[ \sum_{i=1}^m (A_i)_{ss}\, y_i - (A_0)_{ss} + \sum_{i=1}^m (A_i)_{tt}\, y_i - (A_0)_{tt} - 2 \Big(\sum_{i=1}^m (A_i)_{st}\, y_i - (A_0)_{st}\Big) \geq 0 \quad\Leftrightarrow\quad \sum_{i=1}^m \Big((A_i)_{ss} + (A_i)_{tt} - 2\, (A_i)_{st}\Big)\, y_i \geq (A_0)_{ss} + (A_0)_{tt} - 2 (A_0)_{st}. \]
| scip | SCIP data structure |
| conss | array of constraints |
| nconss | number of constraints |
| solvesdps | are we solving SDPs or LPs? |
| naddconss | pointer to store how many constraints were added |
Definition at line 2455 of file cons_sdp.c.
References addTwoMinorSOCConstraints(), SCIPconsSdpGetFullAj(), and SCIPconsSdpGetFullConstMatrix().
Referenced by diagZeroImpl(), and SCIP_DECL_CONSPRESOL().
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presolve-routine that adds SOC constraints arising from 2 by 2 minor inequalities
For a positive semidefinite matrix \(X\) the following quadratic inequality holds by using the 2 by 2 minor: \(X_{st}^2 \leq X_{ss} X_{tt}\). This constraint is SOC representable:
\[ \left\|\binom{2\,X_{st}}{X_{ss} - X_{tt}}\right\| \leq X_{ss} + X_{tt}. \quad\Leftrightarrow\quad 4\, X_{st}^2 + (X_{ss}^2 - 2\,X_{ss}\, X_{tt} + X_{tt}^2) \leq X_{ss}^2 + 2\, X_{ss}\,X_{tt} + X_{tt}^2. \]
Translated to the matrix pencil notation the cut looks as follows:
\[ \left\|\binom{2\, \sum_{i=1}^m (A_i)_{st}\, y_i - 2\, (A_0)_{st}}{ \sum_{i=1}^m (A_i)_{ss}\, y_i - (A_0)_{ss} - \sum_{i=1}^m (A_i)_{tt}\, y_i + (A_0)_{tt}}\right\| \leq \sum_{i=1}^m (A_i)_{ss}\, y_i - (A_0)_{ss} + \sum_{i=1}^m (A_i)_{tt}\, y_i - (A_0)_{tt}. \]
We add add new variables for \(X_{st}\) and corresponding linear constraints. Then we add SOC-constraints.
| scip | SCIP data structure |
| conss | array of constraints |
| nconss | number of constraints |
| solvesdps | are we solving SDPs or LPs? |
| naddconss | pointer to store how many constraints were added |
Definition at line 2606 of file cons_sdp.c.
References addTwoMinorProdConstraints(), SCIPconsSdpGetFullAj(), and SCIPconsSdpGetFullConstMatrix().
Referenced by addTwoMinorLinConstraints(), and SCIP_DECL_CONSPRESOL().
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Presolve-routine that adds a linear cut arising from 2 by 2 minor inequalities \(\sum_{i=1}^m (A_i)_{st} y_i \geq (A_0)_{st} - \sqrt{(A_0)_{ss} (A_0)_{tt}}\), if \((A_i)_{ss} = (A_i)_{tt} = 0\) and \((A_0)_{ss} (A_0)_{tt} > 0\) for all \(i,s,t\).
See the dissertation of T. Gally, page 150.
| scip | SCIP data structure |
| conss | array of constraints |
| nconss | number of constraints |
| solvesdps | are we solving SDPs or LPs? |
| naddconss | pointer to store how many constraints were added |
Definition at line 2848 of file cons_sdp.c.
References addTwoMinorVarBounds(), SCIPconsSdpGetFullAj(), and SCIPconsSdpGetFullConstMatrix().
Referenced by addTwoMinorSOCConstraints(), and SCIP_DECL_CONSPRESOL().
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add variable bounds based on 2 by 2 minors
We generate inequalities of the following form:
\[ 2\, \tilde{U}_{st} A(y)_{st} - \tilde{U}_{tt} A(y)_{ss} \leq \tilde{U}_{st}^2. \]
| scip | SCIP data structure |
| conss | array of constraints |
| nconss | number of constraints |
| solvesdps | are we solving SDPs or LPs? |
| naddconss | pointer to store how many constraints were added |
Definition at line 2995 of file cons_sdp.c.
References addRank1QuadConss(), SCIPconsSdpGetFullAj(), and SCIPconsSdpGetFullConstMatrix().
Referenced by addTwoMinorProdConstraints(), and SCIP_DECL_CONSPRESOL().
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add quadratic constraints to enforce rank-1 condition
| scip | SCIP data structure |
| conshdlr | constraint handler |
| conss | array of constraints to check |
| nconss | number of constraints to check |
| naddconss | pointer to store how many constraints were added |
Definition at line 3263 of file cons_sdp.c.
References move_1x1_blocks_to_lp(), SCIPconsSdpCompLowerTriangPos(), SCIPconsSdpGetFullAj(), and SCIPconsSdpGetLowerTriangConstMatrix().
Referenced by addTwoMinorVarBounds(), SCIP_DECL_CONSINITSOL(), and SCIP_DECL_CONSPRESOL().
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detects if there are blocks with size one and transforms them to lp-rows
| scip | SCIP data structure |
| conshdlr | constraint handler |
| conss | array of constraints to check |
| nconss | number of constraints to check |
| naddconss | pointer to store how many constraints were added |
| ndelconss | pointer to store how many constraints were deleted |
| nchgbds | pointer to store how many bounds were changed |
| infeasible | pointer to store whether infeasibility was detected |
Definition at line 3486 of file cons_sdp.c.
References CONSHDLR_NAME, CONSHDLRRANK1_NAME, and unlockVar().
Referenced by addRank1QuadConss(), and SCIP_DECL_CONSPRESOL().
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unlock variable
| scip | SCIP pointer |
| consdata | data of constraint |
| v | index of variable |
Definition at line 3634 of file cons_sdp.c.
References updateVarLocks().
Referenced by fixAndAggrVars(), move_1x1_blocks_to_lp(), multiaggrVar(), and updateVarLocks().
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update locks of variable after aggregation
| scip | SCIP pointer |
| cons | constraint |
| v | index of variable |
Definition at line 3667 of file cons_sdp.c.
References checkVarsLocks(), SCIPconsSdpGetFullAj(), SCIPlapackComputeIthEigenvalue(), and unlockVar().
Referenced by multiaggrVar(), and unlockVar().
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check whether variable locks are correctly set
| scip | SCIP pointer |
| cons | constraint |
Definition at line 3756 of file cons_sdp.c.
References multiaggrVar(), SCIPconsSdpGetFullAj(), and SCIPlapackComputeIthEigenvalue().
Referenced by multiaggrVar(), SCIP_DECL_CONSLOCK(), and updateVarLocks().
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local function to perform (parts of) multiaggregation of a single variable within fixAndAggrVars
| scip | SCIP pointer |
| cons | constraint to multiaggregate for |
| v | position of the variable that gets (multi-)aggregated |
| aggrvars | variables this has to be (multi-)aggregated to |
| scalars | scalar parts to multiply with for each variable this is aggregated to |
| naggrvars | number of variables this is (multi-)aggregated to |
| constant | the constant part for the (multi-)aggregation |
| savedcol | array of columns for nonzeros that need to be added to the constant matrix |
| savedrow | array of rows for nonzeros that need to be added to the constant matrix |
| savedval | array of values for nonzeros that need to be added to the constant matrix |
| nfixednonz | length of the arrays of saved nonzeros for the constant matrix |
| vararraylength | length of the variable array |
Definition at line 3821 of file cons_sdp.c.
References checkVarsLocks(), fixAndAggrVars(), SCIPsdpVarfixerMergeArrays(), SCIPsdpVarfixerSortRowCol(), unlockVar(), and updateVarLocks().
Referenced by checkVarsLocks(), and fixAndAggrVars().
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presolve routine that looks through the data and handles fixed, (multi-)aggregated and negated variables
| scip | SCIP data structure |
| conss | array with constraints to check |
| nconss | number of constraints to check |
| aggregate | do we want to (mutli-)aggregate variables ? |
Definition at line 3995 of file cons_sdp.c.
References analyzeConflict(), CONSHDLR_NAME, CONSHDLRRANK1_NAME, multiaggrVar(), SCIPsdpVarfixerMergeArrays(), and unlockVar().
Referenced by multiaggrVar(), SCIP_DECL_CONSCOPY(), SCIP_DECL_CONSEXITPRE(), and SCIP_DECL_CONSPRESOL().
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analyzes conflicting assignment on given constraint, and adds conflict constraint to problem
| scip | SCIP data structure |
| cons | SDP constraint |
| diags | index for diagonal entry corresponding to s |
| diagt | index for diagonal entry corresponding to t |
| pos | index for off-diagonal entry corresponding to (s,t) |
| upperbound | whether upper bound on pos caused infeasibility |
| usepos | whether the off-diagonal entry for (s,t) is necessary for analysis |
Definition at line 4272 of file cons_sdp.c.
References propagateUpperBounds().
Referenced by fixAndAggrVars(), and propagateUpperBounds().
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propagates upper bounds
| scip | SCIP data structure |
| conss | constraints to process |
| nconss | number of constraints |
| infeasible | pointer to store whether infeasibility was detected |
| nprop | pointer to store the number of propagations performed |
Definition at line 4344 of file cons_sdp.c.
References analyzeConflict(), CONSHDLRRANK1_NAME, constructMatrixvar(), SCIP_DECL_QUADCONSUPGD(), SCIPcreateConsSdp(), and SCIPcreateConsSdpRank1().
Referenced by analyzeConflict(), SCIP_DECL_CONSPRESOL(), and SCIP_DECL_CONSPROP().
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upgrade quadratic constraints to an SDP constraint with rank 1
Definition at line 5067 of file cons_sdp.c.
References CONSHDLRRANK1_NAME, SCIP_DECL_CONSINITPRE(), SCIPcreateConsSdp(), and SCIPcreateConsSdpRank1().
Referenced by propagateUpperBounds().
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informs constraint handler that the presolving process is being started
Definition at line 5501 of file cons_sdp.c.
References SCIP_DECL_CONSLOCK().
Referenced by SCIP_DECL_QUADCONSUPGD().
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locks a variable up if the corresponding constraint matrix is not positive semidefinite, locks it down if it is not negative semidefinite
Definition at line 5519 of file cons_sdp.c.
References checkVarsLocks(), SCIP_DECL_CONSEXIT(), SCIPconsSdpGetFullAj(), and SCIPlapackComputeIthEigenvalue().
Referenced by SCIP_DECL_CONSINITPRE().
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deinitialization method of constraint handler (called before transformed problem is freed)
At the end of the solution process, the parameter for adding linear constraints in presolving needs to be reset.
Definition at line 5645 of file cons_sdp.c.
References SCIP_DECL_CONSEXITPRE().
Referenced by SCIP_DECL_CONSLOCK().
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after presolving variables are fixed and multiaggregated
Definition at line 5663 of file cons_sdp.c.
References fixAndAggrVars(), and SCIP_DECL_CONSINITSOL().
Referenced by SCIP_DECL_CONSEXIT().
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solving process initialization method of constraint handler (called when branch and bound process is about to begin)
At the beginning of the solution process the stored rank one submatrix is reset.
Definition at line 5717 of file cons_sdp.c.
References addRank1QuadConss(), and SCIP_DECL_CONSPROP().
Referenced by SCIP_DECL_CONSEXITPRE().
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domain propagation method of constraint handler
Definition at line 5753 of file cons_sdp.c.
References propagateUpperBounds(), SCIP_DECL_CONSRESPROP(), and tightenBounds().
Referenced by SCIP_DECL_CONSINITSOL().
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propagation conflict resolving method of constraint handler
Definition at line 5826 of file cons_sdp.c.
References CONSHDLR_NAME, CONSHDLRRANK1_NAME, and SCIP_DECL_CONSPRESOL().
Referenced by SCIP_DECL_CONSPROP().
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presolving method of constraint handler
Definition at line 5900 of file cons_sdp.c.
References addRank1QuadConss(), addTwoMinorLinConstraints(), addTwoMinorProdConstraints(), addTwoMinorSOCConstraints(), addTwoMinorVarBounds(), diagGEzero(), diagZeroImpl(), fixAndAggrVars(), move_1x1_blocks_to_lp(), propagateUpperBounds(), SCIP_DECL_CONSTRANS(), SCIPconsSdpGetFullConstMatrix(), SCIPlapackComputeIthEigenvalue(), tightenBounds(), and tightenMatrices().
Referenced by SCIP_DECL_CONSRESPROP().
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creates transformed constraint
Definition at line 6174 of file cons_sdp.c.
References SCIP_DECL_CONSCHECK().
Referenced by SCIP_DECL_CONSPRESOL().
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checks feasiblity of constraint, e.g., positive semidefiniteness
Definition at line 6302 of file cons_sdp.c.
References computeFullSdpMatrix(), convertRowToColFormatFullMatrix(), isMatrixRankOne(), scaleRowsMatrix(), SCIP_DECL_CONSENFOPS(), SCIPconsSdpCheckSdpCons(), SCIPconsSdpGetFullAj(), SCIPconsSdpGetFullConstMatrix(), SCIPlapackComputeEigenvectorDecomposition(), SCIPlapackLinearSolve(), and SCIPlapackMatrixMatrixMult().
Referenced by SCIP_DECL_CONSTRANS().
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enforce pseudo solution method
Returns didnotrun if objinfeasible, computes feasibility otherwise.
Definition at line 6727 of file cons_sdp.c.
References SCIP_DECL_CONSENFOLP(), and SCIPconsSdpCheckSdpCons().
Referenced by SCIP_DECL_CONSCHECK().
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Enforce lp solution; if some block is not psd, an eigenvector cut is added.
Definition at line 6770 of file cons_sdp.c.
References SCIP_DECL_CONSENFORELAX(), SCIPrelaxSdpIsFeasible(), SCIPrelaxSdpSolvedProbing(), and separateSol().
Referenced by SCIP_DECL_CONSENFOPS().
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Enforce relaxation solution; if some block is not psd, an eigenvector cut is added.
Definition at line 6965 of file cons_sdp.c.
References SCIP_DECL_CONSSEPASOL(), and separateSol().
Referenced by SCIP_DECL_CONSENFOLP().
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separates a solution using constraint specific ideas, gives cuts to SCIP
Definition at line 7001 of file cons_sdp.c.
References SCIP_DECL_CONSSEPALP(), and separateSol().
Referenced by SCIP_DECL_CONSENFORELAX().
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separation method of constraint handler for LP solution
Definition at line 7028 of file cons_sdp.c.
References SCIP_DECL_CONSDELETE(), and separateSol().
Referenced by SCIP_DECL_CONSSEPASOL().
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delete method of SDP constrainthandler
Definition at line 7056 of file cons_sdp.c.
References SCIP_DECL_CONSFREE().
Referenced by SCIP_DECL_CONSSEPALP().
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free method of SDP constrainthandler
Definition at line 7100 of file cons_sdp.c.
References SCIP_DECL_CONSHDLRCOPY().
Referenced by SCIP_DECL_CONSDELETE().
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copy SDP constraint handler
Definition at line 7122 of file cons_sdp.c.
References CONSHDLR_NAME, and SCIPincludeConshdlrSdp().
Referenced by SCIP_DECL_CONSFREE().
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copy rank 1 SDP constraint handler
Definition at line 7137 of file cons_sdp.c.
References CONSHDLRRANK1_NAME, SCIP_DECL_CONSCOPY(), and SCIPincludeConshdlrSdpRank1().
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copy an SDP constraint
Definition at line 7152 of file cons_sdp.c.
References CONSHDLR_NAME, CONSHDLRRANK1_NAME, fixAndAggrVars(), SCIP_DECL_CONSPRINT(), SCIPcreateConsSdp(), and SCIPcreateConsSdpRank1().
Referenced by SCIP_DECL_CONSHDLRCOPY().
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print an SDP constraint
Definition at line 7238 of file cons_sdp.c.
References SCIP_DECL_CONSPARSE().
Referenced by SCIP_DECL_CONSCOPY().
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parse an SDP constraint
Definition at line 7379 of file cons_sdp.c.
References PARSE_SIZEFACTOR, PARSE_STARTSIZE, SCIP_DECL_CONSGETVARS(), and setMaxRhsEntry().
Referenced by SCIP_DECL_CONSPRINT().
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constraint method of constraint handler which returns the variables
Definition at line 7611 of file cons_sdp.c.
References SCIP_DECL_CONSGETNVARS().
Referenced by SCIP_DECL_CONSPARSE().
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constraint method of constraint handler which returns the number of variables
Definition at line 7645 of file cons_sdp.c.
References SCIPincludeConshdlrSdp().
Referenced by SCIP_DECL_CONSGETVARS().
| SCIP_RETCODE SCIPincludeConshdlrSdp | ( | SCIP * | scip | ) |
creates the handler for SDP constraints and includes it in SCIP
| scip | SCIP data structure |
Definition at line 7664 of file cons_sdp.c.
References CONSHDLR_CHECKPRIORITY, CONSHDLR_DELAYSEPA, CONSHDLR_DESC, CONSHDLR_EAGERFREQ, CONSHDLR_ENFOPRIORITY, CONSHDLR_MAXPREROUNDS, CONSHDLR_NAME, CONSHDLR_NEEDSCONS, CONSHDLR_PRESOLTIMING, CONSHDLR_PROPFREQ, CONSHDLR_PROPTIMING, CONSHDLR_SEPAFREQ, CONSHDLR_SEPAPRIORITY, DEFAULT_ADDSOCRELAX, DEFAULT_CUTSTOPOOL, DEFAULT_DIAGGEZEROCUTS, DEFAULT_DIAGZEROIMPLCUTS, DEFAULT_ENFORCESDP, DEFAULT_EXACTTRANS, DEFAULT_GENERATEROWS, DEFAULT_MAXNSPARSECUTS, DEFAULT_MAXNVARSQUADUPGD, DEFAULT_MULTIPLESPARSECUTS, DEFAULT_ONLYFIXEDINTSSDP, DEFAULT_PROPTBPROBING, DEFAULT_PROPTIGHTENBOUNDS, DEFAULT_PROPUBPRESOL, DEFAULT_PROPUPPERBOUNDS, DEFAULT_QUADCONSRANK1, DEFAULT_RANK1APPROXHEUR, DEFAULT_RECOMPUTEINITIAL, DEFAULT_RECOMPUTESPARSEEV, DEFAULT_SEPARATEONECUT, DEFAULT_SPARSIFYCUT, DEFAULT_SPARSIFYFACTOR, DEFAULT_SPARSIFYTARGETSIZE, DEFAULT_TIGHTENBOUNDS, DEFAULT_TIGHTENBOUNDSCONT, DEFAULT_TIGHTENMATRICES, DEFAULT_TWOMINORLINCONSS, DEFAULT_TWOMINORPRODCONSS, DEFAULT_TWOMINORVARBOUNDS, DEFAULT_UPGRADEKEEPQUAD, DEFAULT_UPGRADEQUADCONSS, DEFAULT_USEDIMACSFEASTOL, and SCIPincludeConshdlrSdpRank1().
Referenced by SCIP_DECL_CONSGETNVARS(), SCIP_DECL_CONSHDLRCOPY(), and SCIPSDPincludeDefaultPlugins().
| SCIP_RETCODE SCIPincludeConshdlrSdpRank1 | ( | SCIP * | scip | ) |
creates the handler for rank 1 SDP constraints and includes it in SCIP
| scip | SCIP data structure |
Definition at line 7853 of file cons_sdp.c.
References CONSHDLR_CHECKPRIORITY, CONSHDLR_DELAYSEPA, CONSHDLR_EAGERFREQ, CONSHDLR_ENFOPRIORITY, CONSHDLR_MAXPREROUNDS, CONSHDLR_NAME, CONSHDLR_NEEDSCONS, CONSHDLR_PRESOLTIMING, CONSHDLR_PROPFREQ, CONSHDLR_PROPTIMING, CONSHDLR_SEPAFREQ, CONSHDLR_SEPAPRIORITY, CONSHDLRRANK1_DESC, CONSHDLRRANK1_NAME, and SCIPconsSdpCompLowerTriangPos().
Referenced by SCIP_DECL_CONSHDLRCOPY(), SCIPincludeConshdlrSdp(), and SCIPSDPincludeDefaultPlugins().
| int SCIPconsSdpCompLowerTriangPos | ( | int | i, |
| int | j | ||
| ) |
for given row and column (i,j) computes the position in the lower triangular part, if these positions are numbered from 0 to n(n+1)/2 - 1, this needs to be called for i >= j
| i | row index |
| j | column index |
Definition at line 7965 of file cons_sdp.c.
References SCIPconsSdpGetData().
Referenced by addRank1QuadConss(), calcRelax(), computeSdpMatrix(), diagGEzero(), expandSymMatrix(), isMatrixRankOne(), SCIPconsSdpGetLowerTriangConstMatrix(), and SCIPincludeConshdlrSdpRank1().
| SCIP_RETCODE SCIPconsSdpGetData | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| int * | nvars, | ||
| int * | nnonz, | ||
| int * | blocksize, | ||
| int * | arraylength, | ||
| int * | nvarnonz, | ||
| int ** | col, | ||
| int ** | row, | ||
| SCIP_Real ** | val, | ||
| SCIP_VAR ** | vars, | ||
| int * | constnnonz, | ||
| int * | constcol, | ||
| int * | constrow, | ||
| SCIP_Real * | constval, | ||
| SCIP_Bool * | rankone, | ||
| int ** | maxevsubmat, | ||
| SCIP_Bool * | addedquadcons | ||
| ) |
get the data belonging to a single SDP-constraint
In arraylength the length of the nvarnonz, col, row and val arrays has to be given, if it is not sufficient to store all block-pointers that need to be inserted, a debug message will be thrown and this variable will be set to the needed length. constnnonz should give the length of the const arrays, if it is too short it will also give the needed number and a debug message is thrown. rankone and maxevsubmat can be NULL-pointers, if the corresponding information is not needed.
| scip | SCIP data structure |
| cons | SDP constraint to get data of |
| nvars | pointer to store the number of variables in this SDP constraint |
| nnonz | pointer to store the number of nonzeros in this SDP constraint |
| blocksize | pointer to store the size of this SDP-block |
| arraylength | length of the given nvarnonz, col, row and val arrays; if this is too short, this will return the needed length |
| nvarnonz | pointer to store the number of nonzeros for each variable, also length of the arrays col/row/val are pointing to |
| col | pointer to store the column indices of the nonzeros for each variable |
| row | pointer to store the row indices of the nonzeros for each variable |
| val | pointer to store the values of the nonzeros for each variable |
| vars | pointer to store the SCIP variables present in this constraint that correspond to the indices in col/row/val |
| constnnonz | pointer to store the number of nonzeros in the constant part of this SDP constraint, also length of the const arrays |
| constcol | pointer to store the column indices of the constant nonzeros |
| constrow | pointer to store the row indices of the constant nonzeros |
| constval | pointer to store the values of the constant nonzeros |
| rankone | pointer to store if matrix should be rank one (or NULL, if information not necessary) |
| maxevsubmat | pointer to store two row indices of 2x2 subdeterminant with maximal eigenvalue [-1,-1 if not yet computed] (or NULL, if information not necessary) |
| addedquadcons | pointer to store if the quadratic 2x2-minor constraints already added (in the rank1-case) (or NULL, if information not necessary) |
Definition at line 7983 of file cons_sdp.c.
References SCIPconsSdpGetNNonz().
Referenced by calcRelax(), putSdpDataInInterface(), SCIP_DECL_READERWRITE(), and SCIPconsSdpCompLowerTriangPos().
| SCIP_RETCODE SCIPconsSdpGetNNonz | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| int * | nnonz, | ||
| int * | constnnonz | ||
| ) |
gets the number of nonzeros and constant nonzeros for this SDP constraint
Either nnonz or constnnonz may be NULL if only the other one is needed.
| scip | SCIP data structure |
| cons | SDP constraint to get number of nonzeros for |
| nnonz | pointer to store the number of nonzeros in this SDP constraint |
| constnnonz | pointer to store the number of nonzeros in the constant part of this SDP constraint |
Definition at line 8090 of file cons_sdp.c.
References SCIPconsSdpGetNVars().
Referenced by calcRelax(), putSdpDataInInterface(), SCIP_DECL_READERWRITE(), and SCIPconsSdpGetData().
| int SCIPconsSdpGetNVars | ( | SCIP * | scip, |
| SCIP_CONS * | cons | ||
| ) |
gets the number of variables of the SDP constraint
| scip | SCIP data structure |
| cons | SDP constraint to get number of variables for |
Definition at line 8115 of file cons_sdp.c.
References SCIPconsSdpGetVars().
Referenced by SCIP_DECL_HEUREXEC(), and SCIPconsSdpGetNNonz().
| SCIP_VAR** SCIPconsSdpGetVars | ( | SCIP * | scip, |
| SCIP_CONS * | cons | ||
| ) |
gets the variables of the SDP constraint
| scip | SCIP data structure |
| cons | SDP constraint to get variables for |
Definition at line 8132 of file cons_sdp.c.
References SCIPconsSdpGetBlocksize().
Referenced by SCIP_DECL_HEUREXEC(), and SCIPconsSdpGetNVars().
| int SCIPconsSdpGetBlocksize | ( | SCIP * | scip, |
| SCIP_CONS * | cons | ||
| ) |
gets the blocksize of the SDP constraint
| scip | SCIP data structure |
| cons | SDP constraint to get blocksize for |
Definition at line 8149 of file cons_sdp.c.
References SCIPconsSdpGetFullAj().
Referenced by calcRelax(), SCIP_DECL_HEUREXEC(), SCIP_DECL_READERWRITE(), SCIPconsSdpGetVars(), and SCIPrelaxSdpComputeAnalyticCenters().
| SCIP_RETCODE SCIPconsSdpGetFullAj | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| int | j, | ||
| SCIP_Real * | Aj | ||
| ) |
gets the full constraint Matrix \( A_j \) for a given variable j
| scip | SCIP data structure |
| cons | SDP constraint to get matrix for |
| j | the variable j to get the corresponding matrix \( A_j \) for |
| Aj | pointer to store the full matrix \( A_j \) |
Definition at line 8166 of file cons_sdp.c.
References SCIPconsSdpGetFullConstMatrix().
Referenced by addRank1QuadConss(), addTwoMinorLinConstraints(), addTwoMinorProdConstraints(), addTwoMinorSOCConstraints(), addTwoMinorVarBounds(), checkVarsLocks(), computeAllmatricespsd(), constructMatrixvar(), SCIP_DECL_CONSCHECK(), SCIP_DECL_CONSLOCK(), SCIP_DECL_HEUREXEC(), SCIPconsSdpGetBlocksize(), and updateVarLocks().
| SCIP_RETCODE SCIPconsSdpGetFullConstMatrix | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| SCIP_Real * | mat | ||
| ) |
gives an n*n-long array with the full constant matrix
| scip | SCIP data structure |
| cons | SDP constraint to get matrix for |
| mat | pointer to store the full constant matrix |
Definition at line 8201 of file cons_sdp.c.
References SCIPconsSdpGetLowerTriangConstMatrix().
Referenced by addTwoMinorLinConstraints(), addTwoMinorProdConstraints(), addTwoMinorSOCConstraints(), addTwoMinorVarBounds(), constructMatrixvar(), SCIP_DECL_CONSCHECK(), SCIP_DECL_CONSPRESOL(), SCIP_DECL_HEUREXEC(), SCIPconsSdpGetFullAj(), separateSol(), tightenBounds(), and tightenMatrices().
| SCIP_RETCODE SCIPconsSdpGetLowerTriangConstMatrix | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| SCIP_Real * | mat | ||
| ) |
gives a 0.5*n*(n+1)-long array with the lower triangular part of the constant matrix indexed by SCIPconsSdpCompLowerTriangPos
| scip | SCIP data structure |
| cons | SDP constraint to get data of |
| mat | pointer to store the lower triangular part of the constant matrix |
Definition at line 8235 of file cons_sdp.c.
References SCIPconsSdpCompLowerTriangPos(), and SCIPconsSdpGuessInitialPoint().
Referenced by addRank1QuadConss(), diagGEzero(), and SCIPconsSdpGetFullConstMatrix().
| SCIP_RETCODE SCIPconsSdpGuessInitialPoint | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| SCIP_Real * | lambdastar | ||
| ) |
Compute a heuristic guess for a good starting solution \( \lambda ^* \cdot I \).
The solution is computed as
\[ \lambda^* = \max \Bigg\{S \cdot \max_{i \in [m]} \{|u_i|, |l_i|\} \cdot \max_{i \in [m]} \|A_i\|_\infty + \|C\|_\infty, \frac{\max_{i \in [m]} b_i}{S \cdot \min_{i \in [m]} \min_{j, \ell \in [n]} (A_i)_{j\ell} } \Bigg\}, \]
where \( S = \frac{ | \text{nonzero-entries of all } A_i | }{0.5 \cdot \text{ blocksize } (\text{ blocksize } + 1)} \) measures the sparsity of the matrices.
| scip | SCIP data structure |
| cons | the constraint for which the initial point should be constructed |
| lambdastar | pointer to store the guess for the initial point |
Definition at line 8274 of file cons_sdp.c.
References CONSHDLR_NAME, CONSHDLRRANK1_NAME, and SCIPconsSdpGetMaxConstEntry().
Referenced by SCIP_DECL_RELAXINITSOL(), and SCIPconsSdpGetLowerTriangConstMatrix().
| SCIP_Real SCIPconsSdpGetMaxConstEntry | ( | SCIP * | scip, |
| SCIP_CONS * | cons | ||
| ) |
Gets maximum absolute entry of constant matrix \( A_0 \)
| scip | SCIP data structure |
| cons | the constraint to get the maximum constant matrix entry for |
Definition at line 8370 of file cons_sdp.c.
References SCIPconsSdpGetMaxSdpCoef().
Referenced by SCIP_DECL_RELAXINITSOL(), and SCIPconsSdpGuessInitialPoint().
| SCIP_Real SCIPconsSdpGetMaxSdpCoef | ( | SCIP * | scip, |
| SCIP_CONS * | cons | ||
| ) |
Gets maximum absolute entry of all matrices \( A_i \)
| scip | SCIP data structure |
| cons | the constraint to get the maximum constant matrix entry for |
Definition at line 8386 of file cons_sdp.c.
References SCIPconsSdpComputeUbSparseSdpMatrixLength().
Referenced by SCIP_DECL_RELAXINITSOL(), and SCIPconsSdpGetMaxConstEntry().
| int SCIPconsSdpComputeUbSparseSdpMatrixLength | ( | SCIP_CONS * | cons | ) |
Computes an upper bound on the number of nonzeros of the (dual) SDP matrix \( Z = \sum_{j=1}^n A_j y_j - A_0 \), this should be used to allocate enough memory before calling SCIPconsSdpComputeSparseSdpMatrix.
Upper bound is computed as \( \min \{ \sum_{v \leq m} \text{nvarnonz}(v) + \text{constnnonz}, n \cdot (n+1) / 2 \} \).
| cons | the constraint for which the Matrix should be assembled |
Definition at line 8420 of file cons_sdp.c.
References SCIPconsSdpComputeSparseSdpMatrix().
Referenced by calcRelax(), SCIPconsSdpGetMaxSdpCoef(), and SCIPrelaxSdpComputeAnalyticCenters().
| SCIP_RETCODE SCIPconsSdpComputeSparseSdpMatrix | ( | SCIP * | scip, |
| SCIP_CONS * | cons, | ||
| SCIP_SOL * | sol, | ||
| int * | length, | ||
| int * | row, | ||
| int * | col, | ||
| SCIP_Real * | val | ||
| ) |
Computes (dual) SDP matrix \( Z = \sum_{j=1}^n A_j y_j - A_0 \) and returns it in sparse format
| scip | SCIP data structure |
| cons | the constraint for which the Matrix should be assembled |
| sol | the solution to assemble the matrix for |
| length | input: allocated memory for row/col/val arrays output: number of nonzeros of the matrix / length of row/col/val arrays |
| row | pointer to store row indices of SDP-matrix |
| col | pointer to store column indices of SDP-matrix |
| val | pointer to store values of SDP-matrix |
Definition at line 8448 of file cons_sdp.c.
References SCIPconsSdpShouldBeRankOne(), and SCIPsdpVarfixerMergeArrays().
Referenced by calcRelax(), SCIPconsSdpComputeUbSparseSdpMatrixLength(), and SCIPrelaxSdpComputeAnalyticCenters().
| SCIP_Bool SCIPconsSdpShouldBeRankOne | ( | SCIP_CONS * | cons | ) |
returns whether the matrix should be rank one
| cons | the constraint for which the existence of a rank one constraint should be checked |
Definition at line 8513 of file cons_sdp.c.
References SCIPconsSdpGetMaxEVSubmat().
Referenced by SCIP_DECL_READERWRITE(), and SCIPconsSdpComputeSparseSdpMatrix().
| SCIP_RETCODE SCIPconsSdpGetMaxEVSubmat | ( | SCIP_CONS * | cons, |
| int ** | maxevsubmat | ||
| ) |
returns two row indices of 2x2 subdeterminant with maximal eigenvalue [or -1,-1 if not available]
| cons | the constraint for which the existence of a rank one constraint should be checked |
| maxevsubmat | pointer to store the two row indices of 2x2 subdeterminant with maximal eigenvalue [or -1,-1 if not available] |
Definition at line 8528 of file cons_sdp.c.
References SCIPconsSdpAddedQuadCons().
Referenced by SCIPconsSdpShouldBeRankOne().
| SCIP_Bool SCIPconsSdpAddedQuadCons | ( | SCIP_CONS * | cons | ) |
returns whether the quadratic 2x2-minor constraints are already added (in the rank1-case)
| cons | the constraint for which it should be checked whether the quadratic 2x2-minor constraints are already added (in the rank1-case) |
Definition at line 8549 of file cons_sdp.c.
References SCIPcreateConsSdp().
Referenced by SCIPconsSdpGetMaxEVSubmat().
| SCIP_RETCODE SCIPcreateConsSdp | ( | SCIP * | scip, |
| SCIP_CONS ** | cons, | ||
| const char * | name, | ||
| int | nvars, | ||
| int | nnonz, | ||
| int | blocksize, | ||
| int * | nvarnonz, | ||
| int ** | col, | ||
| int ** | row, | ||
| SCIP_Real ** | val, | ||
| SCIP_VAR ** | vars, | ||
| int | constnnonz, | ||
| int * | constcol, | ||
| int * | constrow, | ||
| SCIP_Real * | constval, | ||
| SCIP_Bool | removeduplicates | ||
| ) |
creates an SDP-constraint
The matrices should be lower triangular.
| scip | SCIP data structure |
| cons | pointer to hold the created constraint |
| name | name of constraint |
| nvars | number of variables in this SDP constraint |
| nnonz | number of nonzeros in this SDP constraint |
| blocksize | size of this SDP-block |
| nvarnonz | number of nonzeros for each variable, also length of the arrays col/row/val point to |
| col | pointer to column indices of the nonzeros for each variable |
| row | pointer to row indices of the nonzeros for each variable |
| val | pointer to values of the nonzeros for each variable |
| vars | variables present in this SDP constraint that correspond to the indices in col/row/val |
| constnnonz | number of nonzeros in the constant part of this SDP constraint |
| constcol | column indices of the constant nonzeros |
| constrow | row indices of the constant nonzeros |
| constval | values of the constant nonzeros |
| removeduplicates | Should duplicate matrix entries be removed (then order of col/row/val might change)? |
Definition at line 8567 of file cons_sdp.c.
References SCIPcreateConsSdpRank1(), SCIPsdpVarfixerSortRowCol(), and setMaxRhsEntry().
Referenced by propagateUpperBounds(), SCIP_DECL_CONSCOPY(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERREAD(), and SCIPconsSdpAddedQuadCons().
| SCIP_RETCODE SCIPcreateConsSdpRank1 | ( | SCIP * | scip, |
| SCIP_CONS ** | cons, | ||
| const char * | name, | ||
| int | nvars, | ||
| int | nnonz, | ||
| int | blocksize, | ||
| int * | nvarnonz, | ||
| int ** | col, | ||
| int ** | row, | ||
| SCIP_Real ** | val, | ||
| SCIP_VAR ** | vars, | ||
| int | constnnonz, | ||
| int * | constcol, | ||
| int * | constrow, | ||
| SCIP_Real * | constval, | ||
| SCIP_Bool | removeduplicates | ||
| ) |
creates a rank 1 SDP-constraint
The matrices should be lower triangular.
| scip | SCIP data structure |
| cons | pointer to hold the created constraint |
| name | name of constraint |
| nvars | number of variables in this SDP constraint |
| nnonz | number of nonzeros in this SDP constraint |
| blocksize | size of this SDP-block |
| nvarnonz | number of nonzeros for each variable, also length of the arrays col/row/val point to |
| col | pointer to column indices of the nonzeros for each variable |
| row | pointer to row indices of the nonzeros for each variable |
| val | pointer to values of the nonzeros for each variable |
| vars | variables present in this SDP constraint that correspond to the indices in col/row/val |
| constnnonz | number of nonzeros in the constant part of this SDP constraint |
| constcol | column indices of the constant nonzeros |
| constrow | row indices of the constant nonzeros |
| constval | values of the constant nonzeros |
| removeduplicates | Should duplicate matrix entries be removed (then order of col/row/val might change)? |
Definition at line 8794 of file cons_sdp.c.
References CONSHDLRRANK1_NAME, SCIPsdpVarfixerSortRowCol(), and setMaxRhsEntry().
Referenced by propagateUpperBounds(), SCIP_DECL_CONSCOPY(), SCIP_DECL_QUADCONSUPGD(), SCIP_DECL_READERREAD(), and SCIPcreateConsSdp().
1.8.11
