SDP-relaxator. More...

Functions
SCIP_EXPORT SCIP_RETCODE	SCIPincludeRelaxSdp (SCIP *scip)

SCIP_EXPORT SCIP_RETCODE	SCIPrelaxSdpComputeAnalyticCenters (SCIP scip, SCIP_RELAX relax)

SCIP_EXPORT SCIP_RETCODE	SCIPrelaxSdpGetPrimalBoundVars (SCIP scip, SCIP_RELAX relax, SCIP_VAR *vars, int nvars, SCIP_Real lbvars, SCIP_Real ubvars, SCIP_Bool success)

SCIP_EXPORT SCIP_RETCODE	SCIPrelaxSdpRelaxVal (SCIP_RELAX relax, SCIP_Bool success, SCIP_Real *objval)

SCIP_EXPORT SCIP_RETCODE	SCIPrelaxSdpGetRelaxSol (SCIP scip, SCIP_RELAX relax, SCIP_Bool success, SCIP_Real solarray, int *sollength)

SCIP_EXPORT SCIP_Longint	SCIPrelaxSdpGetSdpNode (SCIP_RELAX *relax)

SCIP_EXPORT SCIP_Bool	SCIPrelaxSdpSolvedOrig (SCIP_RELAX *relax)

SCIP_EXPORT SCIP_Bool	SCIPrelaxSdpSolvedProbing (SCIP_RELAX *relax)

SCIP_EXPORT SCIP_Bool	SCIPrelaxSdpIsFeasible (SCIP_RELAX *relax)

SCIP_EXPORT SCIP_Bool	SCIPrelaxSdpIsUnbounded (SCIP_RELAX *relax)

SCIP_EXPORT SCIP_Real	SCIPrelaxSdpGetOptTime (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNIterations (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpCalls (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpInterfaceCalls (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpFast (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpMedium (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpStable (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpPenalty (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSdpUnsolved (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNdualSlaterHolds (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNdualSlaterFails (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNdualSlaterInfeasible (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNdualSlaterUnknown (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNprimalSlaterHolds (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNprimalSlaterFails (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNprimalSlaterUnknown (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterHolds (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterHoldsFast (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterHoldsStable (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterHoldsPenalty (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterHoldsBounded (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterHoldsUnsolved (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterFails (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterFailsFast (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterFailsStable (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterFailsPenalty (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterFailsBounded (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterFailsUnsolved (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterInfeasibleFast (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterInfeasibleStable (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterInfeasiblePenalty (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterInfeasibleBounded (SCIP_RELAX *relax)

SCIP_EXPORT int	SCIPrelaxSdpGetNSlaterInfeasibleUnsolved (SCIP_RELAX *relax)

SCIP_EXPORT SCIP_Real	SCIPrelaxSdpGetSolvingTime (SCIP scip, SCIP_RELAX relax)

SCIP_EXPORT SCIP_RETCODE	SCIPrelaxSdpGetStatistics (SCIP_RELAX relax, int ninfeasible, int nallfixed, int nonevarsdp)

Detailed Description

SDP-relaxator.

Author: Sonja Mars; Tristan Gally

Relaxator to solve semidefinite programs of the form

\begin{eqnarray*} \min & & b^T y \\ \mbox{s.t.} & & \sum_{j=1}^n A_j^i y_j - A_0^i \succeq 0 \quad \forall i \leq m \\ & & Dy \geq d \\ & & \ell \leq y \leq u \end{eqnarray*}

for symmetric matrices \( A_j^i \in S_{k_i} \) and a matrix \( D \in \mathbb{R}^{k_0 \times n}. \)

Definition in file relax_sdp.h.

Function Documentation

SCIP_EXPORT SCIP_RETCODE SCIPincludeRelaxSdp ( SCIP * scip )

creates the SDP-relaxator and includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 4834 of file relax_sdp.c.

References DEFAULT_DISPLAYSTAT, DEFAULT_LAMBDASTAR, DEFAULT_MAXPENALTYPARAM, DEFAULT_OBJLIMIT, DEFAULT_PENALTYPARAM, DEFAULT_PENINFEASADJUST, DEFAULT_RESOLVE, DEFAULT_SCALEOBJ, DEFAULT_SDPINFO, DEFAULT_SDPSOLVERFEASTOL, DEFAULT_SDPSOLVERGAPTOL, DEFAULT_SDPSOLVERTHREADS, DEFAULT_SETTINGSRESETFREQ, DEFAULT_SETTINGSRESETOFS, DEFAULT_SLATERCHECK, DEFAULT_TIGHTENROWS, DEFAULT_USEPRESOLVING, DEFAULT_USESCALING, DEFAULT_WARMSTART, DEFAULT_WARMSTART_PREOPTIMAL_SOL, DEFAULT_WARMSTARTIPFACTOR, DEFAULT_WARMSTARTIPTYPE, DEFAULT_WARMSTARTPREOPTGAP, DEFAULT_WARMSTARTPRIMALTYPE, DEFAULT_WARMSTARTPROJECT, DEFAULT_WARMSTARTPROJMINEV, DEFAULT_WARMSTARTPROJPDSAME, DEFAULT_WARMSTARTROUNDONLYINF, RELAX_DESC, RELAX_FREQ, RELAX_NAME, RELAX_PRIORITY, SCIPsdpiCreate(), SCIPsdpiGetDefaultSdpiSolverNpenaltyIncreases(), SCIPsdpiGetSolverDesc(), and SCIPsdpiGetSolverName().

Referenced by SCIP_DECL_RELAXCOPY(), and SCIPSDPincludeDefaultPlugins().

SCIP_EXPORT SCIP_RETCODE SCIPrelaxSdpComputeAnalyticCenters	(	SCIP *	scip,
		SCIP_RELAX *	relax
	)

computes analytic centers of primal and dual feasible set and saves them in relaxdata

Note: This function should be called at the end of the root node (or at least after the solving stage starts and before the first non-root node).

Parameters

scip	SCIP data structure
relax	SDP-relaxator to compute analytic centers for

Definition at line 5015 of file relax_sdp.c.

References putLpDataInInterface(), putSdpDataInInterface(), SCIP_SDPSOLVERSETTING_UNSOLVED, SCIPconsSdpComputeSparseSdpMatrix(), SCIPconsSdpComputeUbSparseSdpMatrixLength(), SCIPconsSdpGetBlocksize(), SCIPsdpiClockSetType(), SCIPsdpiDoesWarmstartNeedPrimal(), SCIPsdpiGetPrimalMatrix(), SCIPsdpiGetPrimalNonzeros(), SCIPsdpiGetSol(), SCIPsdpiIsDualFeasible(), SCIPsdpiIsPrimalFeasible(), SCIPsdpiSolve(), SCIPsdpiSolvedOrig(), SCIPsdpiWasSolved(), SCIPsdpVarfixerSortRowCol(), SCIPsdpVarmapperGetNVars(), and updateSDPStatistics().

Referenced by SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_RETCODE SCIPrelaxSdpGetPrimalBoundVars	(	SCIP *	scip,
		SCIP_RELAX *	relax,
		SCIP_VAR **	vars,
		int	nvars,
		SCIP_Real *	lbvars,
		SCIP_Real *	ubvars,
		SCIP_Bool *	success
	)

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.

gets the primal variables corresponding to the lower and upper variable-bounds in the dual problem

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

scip	SCIP datastructure
relax	SDP-relaxator to get information for
vars	variables to get bounds for
nvars	number of variables
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
success	pointer to store success (may fail if problem is infeasible or all variables are fixed)

Definition at line 5440 of file relax_sdp.c.

References SCIPsdpiGetPrimalBoundVars(), SCIPsdpVarmapperGetNVars(), and SCIPsdpVarmapperGetSdpIndex().

Referenced by SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_RETCODE SCIPrelaxSdpRelaxVal	(	SCIP_RELAX *	relax,
		SCIP_Bool *	success,
		SCIP_Real *	objval
	)

returns optimal objective value of the current SDP-relaxation if the last SDP-relaxation was successfully solved

Parameters

relax	SDP-relaxator to get objective value for
success	pointer to store whether the last SDP-relaxation was solved successfully
objval	pointer to store the optimal objective value of the SDP-relaxation

Definition at line 5496 of file relax_sdp.c.

Referenced by SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_RETCODE SCIPrelaxSdpGetRelaxSol	(	SCIP *	scip,
		SCIP_RELAX *	relax,
		SCIP_Bool *	success,
		SCIP_Real *	solarray,
		int *	sollength
	)

returns values of all variables in the solution of the current SDP-relaxation if the last SDP-relaxation was successfully solved

Parameters

scip	SCIP pointer
relax	SDP-relaxator to get solution for
success	pointer to store whether the last SDP-relaxation was solved successfully
solarray	pointer to store the solution, this has to be at least length nvars
sollength	length of the solarray

Definition at line 5518 of file relax_sdp.c.

References SCIPsdpiGetSol().

SCIP_EXPORT SCIP_Longint SCIPrelaxSdpGetSdpNode ( SCIP_RELAX * relax )

get the number of the SCIP-node which the current SDP solution belongs to

Parameters

relax SDP-relaxator to get solution for

Definition at line 5551 of file relax_sdp.c.

Referenced by SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_Bool SCIPrelaxSdpSolvedOrig ( SCIP_RELAX * relax )

Was the original problem solved for the last SDP-node (or a penalty or probing formulation) ?

Parameters

relax SDP-relaxator to get solution for

Definition at line 5562 of file relax_sdp.c.

References SCIPsdpiSolvedOrig().

Referenced by SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_Bool SCIPrelaxSdpSolvedProbing ( SCIP_RELAX * relax )

Was the last probing SDP solved successfully ?

Parameters

relax SDP-relaxator to get solution for

Definition at line 5579 of file relax_sdp.c.

Referenced by SCIP_DECL_CONSENFOLP(), SCIP_DECL_HEUREXEC(), and SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_Bool SCIPrelaxSdpIsFeasible ( SCIP_RELAX * relax )

returns whether the last solved problem was feasible

Parameters

relax SDP-relaxator to get feasibility for

Definition at line 5596 of file relax_sdp.c.

Referenced by SCIP_DECL_CONSENFOLP(), SCIP_DECL_HEUREXEC(), and SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_Bool SCIPrelaxSdpIsUnbounded ( SCIP_RELAX * relax )

returns whether the last solved problem was unbounded

Parameters

relax SDP-relaxator to check for unboundedness

Definition at line 5607 of file relax_sdp.c.

References SCIPsdpiIsDualUnbounded().

Referenced by SCIP_DECL_PROPEXEC().

SCIP_EXPORT SCIP_Real SCIPrelaxSdpGetOptTime ( SCIP_RELAX * relax )

returns time in optimization of solver

Parameters

relax SDP-relaxator to get the iterations for

Definition at line 5624 of file relax_sdp.c.

SCIP_EXPORT SCIP_Real SCIPrelaxSdpGetSolvingTime	(	SCIP *	scip,
		SCIP_RELAX *	relax
	)

relax	SDP-relaxator to get the statistics for
ninfeasible	pointer to store the total number of times infeasibility was detected in presolving
nallfixed	pointer to store the total number of times all variables were fixed
nonevarsdp	pointer to store the total number of times a one variable SDP was solved

Functions

Detailed Description

Function Documentation