prop_sdpredcost.h File Reference

reduced cost / dual fixing for SDPs More...

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Functions
SCIP_EXPORT SCIP_RETCODE	SCIPincludePropSdpredcost (SCIP *scip)

Detailed Description

reduced cost / dual fixing for SDPs

Author

Tristan Gally

Propagates bounds

\( y_j \leq \ell_j + \frac{v_{CO} - \bar{v}}{\bar{X}_{n+m+j,n+m+j}} \),

\( y_j \geq u_j - \frac{v_{CO} - \bar{v}}{\bar{X}_{n+j,n+j}} \)

where \(\bar{v}\) is the value of the current SDP-relaxation, \(v_{CO}\) is the cutoffbound and \(\bar{X}_{n+m+j,n+m+j}\) the value of the corresponding primal solution.

Definition in file prop_sdpredcost.h.

Function Documentation

SCIP_EXPORT SCIP_RETCODE SCIPincludePropSdpredcost

(

SCIP *

scip

)

creates the Sdpredcost propagator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 393 of file prop_sdpredcost.c.

References DEFAULT_SDPRCBIN, DEFAULT_SDPRCINTCONT, PROP_DELAY, PROP_DESC, PROP_FREQ, PROP_NAME, PROP_PRIORITY, and PROP_TIMING.

Referenced by SCIP_DECL_PROPCOPY(), and SCIPSDPincludeDefaultPlugins().