prop_sdpobbt.h File Reference

optimization-based bound tightening propagator for semidefinite programs More...

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Functions
SCIP_EXPORT SCIP_RETCODE	SCIPincludePropSdpObbt (SCIP *scip)

Detailed Description

optimization-based bound tightening propagator for semidefinite programs

Author

Tristan Gally

In Optimization-Based Bound Tightening (OBBT), we solve auxiliary SDPs of the form

\[ \min / \max \, \{ y_i \mid y \in SDP' \}, \]

where \(SDP'\) is the current SDP relaxation restricted by the primal cutoff constraint \(c^T y <= z\), \(z\) the current cutoff bound. Trivially, the optimal objective value of this LP provides a valid lower/upper bound on variable \(y_i\).

Definition in file prop_sdpobbt.h.

Function Documentation

SCIP_EXPORT SCIP_RETCODE SCIPincludePropSdpObbt

(

SCIP *

scip

)

creates the sdp-obbt propagator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 522 of file prop_sdpobbt.c.

References DEFAULT_PROPBIN, DEFAULT_PROPCONT, PROP_DELAY, PROP_DESC, PROP_FREQ, PROP_NAME, PROP_PRIORITY, and PROP_TIMING.

Referenced by SCIP_DECL_PROPCOPY(), and SCIPSDPincludeDefaultPlugins().